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Submitted
Random field representation methods
Implementation of EOLE, OSE and K-L (Discrete, Galerkin & Nyström) methods for 1D random fields
4 years ago | 5 downloads |

Submitted
Spectral stochastic finite element method: 2D plane stress example
Solution of the plane stress example proposed in Sec. 5.3 of the book by Ghanem and Spanos'
7 years ago | 1 download |

Submitted
Monte Carlo and subset simulation example
Solution of the Example 1: SDOF linear oscillator of the paper by Au and Beck (2001)
8 years ago | 3 downloads |

Submitted
Spectral stochastic finite element method: 1D Euler-Bernoulli beam example
Solution of the Euler-Bernoulli beam example proposed in Sec. 5.2 of the book by Ghanem and Spanos'
9 years ago | 2 downloads |

Submitted
Polynomial chaos approximation
Several 1D probability distributions are approximated using the polynomial chaos expansion method
9 years ago | 5 downloads |

Submitted
Gaussian quadratures for several orthogonal polynomials
This function calculates the zeros and weights of several orthogonal polynomials
10 years ago | 3 downloads |

Submitted
Monte Carlo simulation (simple and parallel)
Failure probability estimation of a simply supported beam using deflection criteria.
10 years ago | 2 downloads |

Submitted
Metropolis-Hastings
This folder contains several programs related to Metropolis-Hastings algorithm
13 years ago | 5 downloads |
