Polynomial Chaos representation of spatio-temporal random field from experimental measurements
Sonjoy Das, Roger Ghanem and Steven Finette
Journal of Computational Physics, v , No , pp. -- , 2009, doi:
Two numerical techniques are proposed to construct a polynomial chaos (PC) representation of an arbitrary second-order random vector. In the first approach, a PC representation is constructed by matching a target joint probability density function (pdf) based on sequential conditioning (a sequence of conditional probability relations) in conjunction with the Rosenblatt transformation. In the second approach, the PC representation is obtained by having recourse to the Rosenblatt transformation and simultaneously matching a set of target marginal pdfs and target Spearman's rank correlation coefficient (SRCC) matrix. Both techniques are applied to model an experimental spatio-temporal data set, exhibiting strong non-stationary and non-Gaussian features. The data consists of a set of oceanographic temperature records obtained from a shallow-water acoustics transmission experiment \cite{APE97}. The measurement data, observed over a finite denumerable subset of the indexing set of the random process, is treated as a collection of observed samples of a second-order random vector that can be treated as a finite-dimensional approximation of the original random field. A set of properly ordered conditional pdfs, that uniquely characterizes the target joint pdf, in the first approach and a set of target marginal pdfs and a target SRCC matrix, in the second approach, are estimated from available experimental data. Digital realizations sampled from the constructed PC representations based on both schemes capture the observed statistical characteristics of the experimental data with sufficient accuracy. The relative advantages and disadvantages of the two proposed techniques are also highlighted.
(If your institute subscribes to the online version of this journal, you should have access to the full paper here.) BibTex
This page was last updated on 01/30/2009 11:38:05 PM -0800