Simulation of non-stationary non-Gaussian random fields from sparse measurements using Bayesian compressive sampling and Karhunen-Loève expansion

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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Author(s)

Detail(s)

Original languageEnglish
Pages (from-to)66-79
Journal / PublicationStructural Safety
Volume79
Online published20 Mar 2019
Publication statusPublished - Jul 2019

Abstract

The first step to simulate random fields in practice is usually to obtain or estimate random field parameters, such as mean, standard deviation, correlation function, among others. However, it is difficult to estimate these parameters, particularly the correlation length and correlation functions, in the presence of sparse measurement data. In such cases, assumptions are often made to define the probabilistic distribution and correlation structure (e.g. Gaussian distribution and stationarity), and the sparse measurement data are only used to estimate the parameters tailored by these assumptions. However, uncertainty associated with the degree of imprecision in this estimation process is not taken into account in random field simulations. This paper aims to address the challenge of properly simulating non-stationary non-Gaussian random fields, when only sparse data are available. A novel method is proposed to simulate non-stationary and non-Gaussian random field samples directly from sparse measurement data, bypassing the difficulty in random field parameter estimation from sparse measurement data. It is based on Bayesian compressive sampling and Karhunen–Loève expansion. First, the formulation of the proposed generator is described. Then, it is illustrated through simulated examples, and tested with wind speed time series data. The results show that the proposed method is able to accurately depict the underlying spatial correlation from sparse measurement data for both non-Gaussian and non-stationary random fields. In addition, the proposed method is able to quantify the uncertainty related to random field parameter estimation from the sparse measurement data and propagate it to the generated random field.

Research Area(s)

  • Bayesian methods, Compressive sensing, Random field generator, Stochastic simulation, Wind speed time series

Citation Format(s)

Simulation of non-stationary non-Gaussian random fields from sparse measurements using Bayesian compressive sampling and Karhunen-Loève expansion. / Montoya-Noguera, Silvana; Zhao, Tengyuan; Hu, Yue; Wang, Yu; Phoon, Kok-Kwang.

In: Structural Safety, Vol. 79, 07.2019, p. 66-79.

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review