The University of Massachusetts Amherst
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A translation model for non-stationary, non-Gaussian random processes

TitleA translation model for non-stationary, non-Gaussian random processes
Publication TypeJournal Article
Year of Publication2005
AuthorsFerrante F.J., Arwade SR, Graham-Brady L.L.
JournalProbabilistic Engineering Mechanics
Start Page215
Date Published07/2005
KeywordsFunctionally graded materials, Inhomogeneous materials, Non-Gaussian processes, Non-stationary processes, Random media, Stochastic simulation, Translation processes

A model for simulation of non-stationary, non-Gaussian processes based on non-linear translation of Gaussian random vectors is presented. This method is a generalization of traditional translation processes that includes the capability of simulating samples with spatially or temporally varying marginal probability density functions. A formal development of the properties of the resulting process includes joint probability density function, correlation distortion and lower and upper bounds that depend on the target marginal distributions. Examples indicate the possibility of exactly matching a wide range of marginal pdfs and second order moments through a simple interpolating algorithm. Furthermore, the application of the method in simulating statistically inhomogeneous random media is investigated, using the specific case of binary translation with stationary and non-stationary target correlations.