LAUSR.org creates dashboard-style pages of related content for over 1.5 million academic articles. Sign Up to like articles & get recommendations!

Stepwise covariance matrix decomposition for efficient simulation of multivariate large-scale three-dimensional random fields

Photo by efekurnaz from unsplash

Abstract The spatial variability of geomaterials affects the failure mechanism and reliability of geotechnical structures significantly, and can be modeled rigorously as a three-dimensional (3-D) random field. However, the simulation… Click to show full abstract

Abstract The spatial variability of geomaterials affects the failure mechanism and reliability of geotechnical structures significantly, and can be modeled rigorously as a three-dimensional (3-D) random field. However, the simulation of multivariate, large-scale and high-resolution 3-D random fields is a challenging task due to extraordinary demands in computational resources. This paper proposes a stepwise covariance matrix decomposition method (CMD) with the aid of separable correlation functions, in which the 3-D random field is generated sequentially along each single dimension with small one-dimensional correlation matrices. The method not only inherits the simplicity of the widely-used general CMD, but also significantly reduces the computational time and required memory space. It only takes a few seconds to construct large-scale and high-resolution 3-D random fields, with the requirement on memory space reduced by more than ten orders of magnitude. The maximum random field resolution is significantly improved from approximately 21 × 21 × 41 using the general CMD to over 501 × 501 × 1001 using the stepwise CMD, which suffices in most engineering applications. The stepwise CMD facilitates 3-D spatial variability modeling in probabilistic site characterization and routine geotechnical reliability analysis.

Keywords: random fields; cmd; large scale; three dimensional; random

Journal Title: Applied Mathematical Modelling
Year Published: 2019

Link to full text (if available)


Share on Social Media:                               Sign Up to like & get
recommendations!

Related content

More Information              News              Social Media              Video              Recommended



                Click one of the above tabs to view related content.