The Nonlinear Gaussian Spectrum of Log-Normal Stochastic Processes and Variables
- 1 December 1999
- journal article
- Published by ASME International in Journal of Applied Mechanics
- Vol. 66 (4) , 964-973
- https://doi.org/10.1115/1.2791806
Abstract
A procedure is presented in this paper for developing a representation of lognormal stochastic processes via the polynomial chaos expansion. These are processes obtained by applying the exponential operator to a gaussian process. The polynomial chaos expansion results in a representation of a stochastic process in terms of multidimensional polynomials orthogonal with respect to the gaussian measure with the dimension defined through a set of independent normalized gaussian random variables. Such a representation is useful in the context of the spectral stochastic finite element method, as well as for the analytical investigation of the mathematical properties of lognormal processes.Keywords
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