Abstract

The present study develops a technique of digital generation of sample functions of multidimensional Gaussian random processes with the aid of the Fast Fourier Transform algorithm modified to optimize the computer memory and execution time requirements. The technique can be used as an essential tool in a general Monte Carlo method of solution for a variety of engineering problems, particularly those involving the difficulties arising from nonlinearity and random nonhomogeneity. Use of the technique has been demonstrated in the generation of the short-crested sea surface elevation, which provides a vital input to the performance evaluation analysis of marine vehicles.

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