Technical University of Denmark
Research interests: uncertainty quantification, inverse problems, Bayesian inference, Monte Carlo methods, rare event simulation/structural reliability, random fields.
Random field representation methods
Implementation of EOLE, OSE and K-L (Discrete, Galerkin & Nyström) methods for 1D random fields
7 mesi ago | 9 downloads |
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'
circa 4 anni ago | 3 downloads |
Monte Carlo and subset simulation example
Solution of the Example 1: SDOF linear oscillator of the paper by Au and Beck (2001)
oltre 5 anni ago | 7 downloads |
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'
circa 6 anni ago | 9 downloads |
Polynomial chaos approximation
Several 1D probability distributions are approximated using the polynomial chaos expansion method
oltre 6 anni ago | 10 downloads |
Gaussian quadratures for several orthogonal polynomials
This function calculates the zeros and weights of several orthogonal polynomials
circa 7 anni ago | 1 download |
Monte Carlo simulation (simple and parallel)
Failure probability estimation of a simply supported beam using deflection criteria.
circa 7 anni ago | 8 downloads |
This folder contains several programs related to Metropolis-Hastings algorithm
circa 10 anni ago | 10 downloads |