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.

1.
Cameron
R. H.
, and
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.
, and
Spanos
P.
,
1990
, “
Polynomial Chaos in Stochastic Finite Elements
,”
ASME JOURNAL OF APPLIED MECHANICS
, Vol.
57
, pp.
197
202
.
6.
Ghanem
R.
, and
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.
, and
Spanos
P.
,
1993
, “
A new computational approach for nonlinear random vibration
,”
Probabilistic Engineering Mechanics
, Vol.
8
, pp.
255
264
.
9.
Ghanem
R.
, and
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.
, and
Deodatis
G.
,
1991
, “
Simulation of stochastic processes by spectral representation
,”
ASME Applied Mechanics Reviews
, Vol.
44
, pp.
191
204
.
15.
Shinozuka
M.
, and
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.
, and
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.
You do not currently have access to this content.