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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2016, Volume 19, Number 2, Pages 125–138
DOI: https://doi.org/10.15372/SJNM20160201
(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
References:
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.
Funding agency Grant number
Russian Foundation for Basic Research 15-01-01458-a
15-01-08988-a
16-01-00145-a
16-31-00123-мол-а
16-31-00038-мол-а
Received: 05.06.2015
Revised: 22.06.2015
English version:
Numerical Analysis and Applications, 2016, Volume 9, Issue 2, Pages 95–106
DOI: https://doi.org/10.1134/S1995423916020014
Bibliographic databases:
Document Type: Article
UDC: 519.6
Language: Russian
Citation: G. A. Babicheva, N. A. Kargapolova, V. A. Ogorodnikov, “Special algorithms for simulation of homogeneous random fields”, Sib. Zh. Vychisl. Mat., 19:2 (2016), 125–138; Num. Anal. Appl., 9:2 (2016), 95–106
Citation in format AMSBIB
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\pages 125--138
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