A procedure is developed to integrate analytical solutions to problems featuring random media with Monte Carlo simulations in order to improve the efficiency of the simulations. This is achieved by developing a common theoretical framework that encompasses Monte Carlo procedures as well as various expansion solution techniques. This framework can be perceived as a natural extension of hybrid deterministic finite element procedures whereby refinement is achieved by simultaneously increasing the number of elements as well as the degree of interpolation within each element.
Issue Section:
Technical Papers
1.
Cameron
R. H.
Martin
W. T.
1947
, “The orthogonal development of nonlinear functionals in series of Fourier-Hermite functionals
,” Ann. Math
, Vol. 48
, pp. 385
–392
.2.
Deodatis, G., 1989, “Bounds on response variability of stochastic finite element systems,” ASCE Journal of Engineering Mechanics, Vol. 115, No. 11.
3.
Deodatis
G.
1991
, “Weighted integral method, I: Stochastic Stiffness method
,” ASCE Journal of Engineering Mechanics
, Vol. 117
, No. 8
, pp. 1851
–1864
.4.
Elishakoff
I.
1979
, “Simulation of space-random fields for solution of stochastic boundary-value problems
,” Journal of the Acoustical Society of America
, Vol. 65
, pp. 399
–403
.5.
Ghanem
R.
Spanos
P.
1990
, “Polynomial Chaos in Stochastic Finite Elements
,” ASME JOURNAL OF APPLIED MECHANICS
, Vol. 57
, pp. 197
–202
.6.
Ghanem
R.
Spanos
P.
1991
a, “Spectral stochastic finite-element formulation for reliability analysis
,” ASCE Journal of Engineering Mechanics
, Vol. 117
, No. 10
, pp. 2351
–2372
.7.
Ghanem, R., and Spantos, P., 1991b, Stochastic Finite Elements: A Spectral Approach, Springer-Verlag, New York.
8.
Ghanem
R.
Spanos
P.
1993
, “A new computational approach for nonlinear random vibration
,” Probabilistic Engineering Mechanics
, Vol. 8
, pp. 255
–264
.9.
Ghanem
R.
Brzkala
V.
1996
, “Stochastic finite element analysis for random layered media
,” ASCE Journal of Engineering Mechanics
, Vol. 122
, No. 4
, pp. 361
–369
.10.
Grigoriu, M., 1993, “Simulation of Nonstationary Gaussian Processes by Random Trigonometric Polynomials,” Vol. 119, No. 2, pp. 328–343.
11.
Loeve, M., 1948, “Fonctions aleatoires du second ordre,” supplement to P. Levy, Processus Stochastic et Mouvement Brownien, Gauthier Villars, Paris.
12.
Pradlwarter, H. J., and Schueller, G. I., 1947, “On advanced Monte Carlo simulation procedures in stochastic structural dynamics,” International Journal of Non-linear Mechanics, to appear.
13.
Shinozuka
M.
1987
, “Structural response variability
,” ASCE Journal of Engineering Mechanics
, Vol. 113
, No. 6
, pp. 825
–842
.14.
Shinozuka
M.
Deodatis
G.
1991
, “Simulation of stochastic processes by spectral representation
,” ASME Applied Mechanics Reviews
, Vol. 44
, pp. 191
–204
.15.
Shinozuka
M.
Lenoe
E.
1976
, “A probabilistic model for spatial distribution of material properties
,” Eng. Fracture Mechanics
, Vol. 8
, No. 1
, pp. 217
–227
.16.
Spanos
P.
Ghanem
R.
1989
, “Stochastic finite element expansion for random media
,” ASCE Journal of Engineering Mechanics
, Vol. 115
, No. 5
, pp. 1035
–1053
.17.
Zhang, J., and Ellingwood, B., “Orthogonal series expansion of random fields in first-order reliability analysis,” ASME Journal of Engineering Mechanics, to appear.
This content is only available via PDF.
Copyright © 1998
by The American Society of Mechanical Engineers
You do not currently have access to this content.