A BLOCK CIRCULANT EMBEDDING METHOD FOR SIMULATION OF STATIONARY GAUSSIAN RANDOM FIELDS ON BLOCK-REGULAR GRIDS
نویسندگان
چکیده
منابع مشابه
Generating Realisations of Stationary Gaussian Random Fields by Circulant Embedding
Random fields are families of random variables, indexed by a d-dimensional parameter x with d > 1. They are important in many applications and are used, for example, to model properties of biological tissue, velocity fields in turbulent flows and permeability coefficients of rocks. Mark 24 of the NAG Fortran library includes new routines for generating realisations of stationary Gaussian random...
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ژورنال
عنوان ژورنال: International Journal for Uncertainty Quantification
سال: 2015
ISSN: 2152-5080
DOI: 10.1615/int.j.uncertaintyquantification.2015013781