PSSGP : Program for Simulation of Stationary Gaussian Processes

Publikation: Bog/antologi/afhandling/rapportRapportForskning

Abstract

This report describes the computer program PSSGP. PSSGP can be used to simulate realizations of stationary Gaussian stochastic processes. The simulation algorithm can be coupled with some applications. One possibility is to use PSSGP to estimate the first-passage density function of a given system. Another possibility is to estimate some measures relevant in a fatigue failure analysis of stochastically loadewd structures. The applications are used in two examples.
OriginalsprogEngelsk
ForlagInstitute of Building Technology and Structural Engineering, Aalborg University
Antal sider40
StatusUdgivet - mar. 1988
NavnFracture and Dynamics
Nummer3
ISSN0902-7513

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