PSSGP : Program for Simulation of Stationary Gaussian Processes

Publikation: Bog/antologi/afhandling/rapportRapportForskning

Resumé

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

Fingerprint

Stationary Gaussian Process
Failure Analysis
Gaussian Process
Density Function
Estimate
Fatigue
Stochastic Processes
Simulation

Citer dette

Sørensen, J. D. (1988). PSSGP : Program for Simulation of Stationary Gaussian Processes. Institute of Building Technology and Structural Engineering, Aalborg University. Fracture and Dynamics, Nr. 3
Sørensen, John Dalsgaard. / PSSGP : Program for Simulation of Stationary Gaussian Processes. Institute of Building Technology and Structural Engineering, Aalborg University, 1988. 40 s. (Fracture and Dynamics; Nr. 3).
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Sørensen, JD 1988, PSSGP : Program for Simulation of Stationary Gaussian Processes. Fracture and Dynamics, nr. 3, Institute of Building Technology and Structural Engineering, Aalborg University.

PSSGP : Program for Simulation of Stationary Gaussian Processes. / Sørensen, John Dalsgaard.

Institute of Building Technology and Structural Engineering, Aalborg University, 1988. 40 s. (Fracture and Dynamics; Nr. 3).

Publikation: Bog/antologi/afhandling/rapportRapportForskning

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Sørensen JD. PSSGP : Program for Simulation of Stationary Gaussian Processes. Institute of Building Technology and Structural Engineering, Aalborg University, 1988. 40 s. (Fracture and Dynamics; Nr. 3).