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JOURNALS // Sibirskii Zhurnal Vychislitel'noi Matematiki // Archive

Sib. Zh. Vychisl. Mat., 2016 Volume 19, Number 2, Pages 125–138 (Mi sjvm607)

Special algorithms for simulation of homogeneous random fields

G. A. Babichevaa, N. A. Kargapolovaba, V. A. Ogorodnikovba

a Novosibirsk State University, 2 Pirogova str., Novosibirsk, 630090, Russia
b Institute of Computational Mathematics and Mathematical Geophysics SB RAS, 6 Lavrentiev pr., Novosibirsk, 630090, Russia

Abstract: In this paper, two new algorithms for the simulation of homogeneous random fields are proposed. Both algorithms are based on the widespread algorithm “in rows and columns” for the simulation of the Gaussian fields with special correlation functions. Applying the algorithms developed makes possible to efficiently simulate homogeneous random fields with non-convex correlation functions.

Key words: homogeneous random field, stochastic simulation, randomization.

UDC: 519.6

Received: 05.06.2015
Revised: 22.06.2015

DOI: 10.15372/SJNM20160201


 English version:
Numerical Analysis and Applications, 2016, 9:2, 95–106

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© Steklov Math. Inst. of RAS, 2024