Fast Inverse Transform Sampling of Non‐Gaussian Distribution Functions in Space Plasmas
نویسندگان
چکیده
Non-Gaussian distributions are commonly observed in collisionless space plasmas. Generating samples from non-Gaussian is critical for the initialization of particle-in-cell simulations that investigate their driven and undriven dynamics. To this end, we report a computationally efficient, robust tool, Chebsampling, to sample general distribution functions one two dimensions. This tool based on inverse transform sampling with function approximation by Chebyshev polynomials. We demonstrate practical uses Chebsampling through typical
منابع مشابه
Fast inverse transform sampling in one and two dimensions
We develop a computationally efficient and robust algorithm for generating pseudo-random samples from a broad class of smooth probability distributions in one and two dimensions. The algorithm is based on inverse transform sampling with a polynomial approximation scheme using Chebyshev polynomials, Chebyshev grids, and low rank function approximation. Numerical experiments demonstrate that our ...
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Monte Carlo techniques are often the only practical way to evaluate difficult integrals or to sample random variables governed by complicated probability density functions. Here we describe an assortment of methods for sampling some commonly occurring probability density functions. Most Monte Carlo sampling or integration techniques assume a " random number generator, " which generates uniform ...
متن کامل33.1. Sampling the Uniform Distribution 33.2. Inverse Transform Method
Monte Carlo techniques are often the only practical way to evaluate difficult integrals or to sample random variables governed by complicated probability density functions. Here we describe an assortment of methods for sampling some commonly occurring probability density functions. Most Monte Carlo sampling or integration techniques assume a " random number generator, " which generates uniform ...
متن کامل34.1. Sampling the Uniform Distribution 34.2. Inverse Transform Method
Monte Carlo techniques are often the only practical way to evaluate difficult integrals or to sample random variables governed by complicated probability density functions. Here we describe an assortment of methods for sampling some commonly occurring probability density functions. Most Monte Carlo sampling or integration techniques assume a " random number generator, " which generates uniform ...
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ژورنال
عنوان ژورنال: Journal Of Geophysical Research: Space Physics
سال: 2022
ISSN: ['2169-9402', '2169-9380']
DOI: https://doi.org/10.1029/2021ja030031