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A wavelet-based numerical scheme for stochastic mechanics

By Vallabhajosyula Ravi Shankar Rao

Abstract

Uncertainty is an inherent part of many physical systems. This is often ignored to simplify mathematical models thereby leading to a deterministic treatment of the system. Incorporation of the uncertainty into the model, particularly in the presence of strong correlation across scales is a difficult task for the conventional modeling techniques. This work studies a biorthogonal wavelet framework for the representation of random fields. It is shown that such a representation scheme leads to significantly decorrelated wavelet coefficients. The amount of decorrelation obtained is an improvement over that achieved with orthonormal wavelet basis functions. It is shown that a biorthogonal dual wavelets with sufficient number of vanishing moments and corresponding to a low primal order perform better than Daubechies wavelets at this task. These observations are used in pursuing the development of Wavelet based Galerkin and Petrov-Galerkin schemes for one-dimensional and two-dimensional stochastic mechanics problems

Topics: Applied mechanics, Mechanical engineering
Year: 2000
OAI identifier: oai:scholarship.rice.edu:1911/19550
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