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Title: Parametric models for samples of random functions

A new class of parametric models, referred to as sample parametric models, is developed for random elements that match sample rather than the first two moments and/or other global properties of these elements. The models can be used to characterize, e.g., material properties at small scale in which case their samples represent microstructures of material specimens selected at random from a population. The samples of the proposed models are elements of finite-dimensional vector spaces spanned by samples, eigenfunctions of Karhunen–Loève (KL) representations, or modes of singular value decompositions (SVDs). The implementation of sample parametric models requires knowledge of the probability laws of target random elements. Numerical examples including stochastic processes and random fields are used to demonstrate the construction of sample parametric models, assess their accuracy, and illustrate how these models can be used to solve efficiently stochastic equations.
Authors:
Publication Date:
OSTI Identifier:
22465653
Resource Type:
Journal Article
Resource Relation:
Journal Name: Journal of Computational Physics; Journal Volume: 297; Other Information: Copyright (c) 2015 Elsevier Science B.V., Amsterdam, The Netherlands, All rights reserved.; Country of input: International Atomic Energy Agency (IAEA)
Country of Publication:
United States
Language:
English
Subject:
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; ACCURACY; COMPUTERIZED SIMULATION; EIGENFUNCTIONS; MATHEMATICAL SPACE; MICROSTRUCTURE; MONTE CARLO METHOD; PARAMETRIC ANALYSIS; PROBABILITY; RANDOMNESS; STOCHASTIC PROCESSES; VECTORS