New methods for simulation of fractional brownian motion

Journal of Computational Physics

Volumn 127, Issue 1, 1996, Pages 66-72

  Yin, Z M ^a,b  

^a Geological Survey of Canada Sidney   (Canada)

^b UNIVERSITY OF VICTORIA   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

BROWNIAN MOVEMENT; THREE DIMENSIONAL COMPUTER GRAPHICS;

BROWNIAN MOTION PROCESS; BROWNIAN-MOTION PROCESS; FRACTAL IMAGES; FRACTIONAL BROWNIAN MOTION; GEOPHYSICAL MODELLING; MOTION FIELDS; ONE-DIMENSIONAL; PHYSICAL MODELLING; RANDOM FUNCTIONS; SIGNAL-PROCESSING;

SIGNAL PROCESSING;

EID: 0030210372     PISSN: 00219991     EISSN: None     Source Type: Journal    
DOI: 10.1006/jcph.1996.0158     Document Type: Article

References (23)

1. 1. A. N. Kolmogorov, Dokl. Akad. Nauk SSSR 26, 6 (1940).
2. 2. B. B. Mandelbrot and J. W. van Ness, SIAM Rev. 10, 422 (1968).
3. 3. B. B. Mandelbrot, Fractals, Form, Chance, and Dimension (Freeman, San Francisco, 1977).
4. 4. B. B. Mandelbrot, The Fractal Geometry of Nature (Freeman, San Francisco, 1982).
5. 5. C. G. Fox and D. E. Hayes, Rev. Geophys. 23, 1 (1985).
6. 6. M. F. Goodchild, Math. Geol. 20, 615 (1988)
7. 7. J. Huang and D. L. Turcotte, J. Geophys. Res. 94, 7491 (1989).
8. 8. O. G. Jensen, J. P. Todoeschuk, D. J. Crossley, and M. Gregotski, Non-Linear Variability in Geophysics, Scaling and Fractals, edited by D. Schertzer and S. Lovejoy (Kluwer Academic, Dordrecht, 1991).
9. 9. Z.-M. Yin and G. Ranalli, Geophys. J. Int., 123, 838 (1995).
10. 10. N. J. Kasdin, Proc. IEEE 83, 802 (1995).
11. 11. D. Saupe, The Science of Fractal Images, edited by H.-O. Peitgen and D. Saupe (Springer-Verlag, New York, 1988).
12. 12. A. Fournier, D. Fusell, and L. Carpenter, Commun. ACM 25, 371 (1982).
13. 13. B. B. Mandelbrot, Commun. ACM 25, 581 (1982).
14. 14. K. Falconer, Fractal Geometry, Mathematical Foundations and Applications (Wiley, Chichester, 1990).
15. 15. J. Felder, Fractals (Plenum, New York, 1988).
16. 16. A. M. Yaglom, Correlation Theory of Stationary and Related Random Functions. I. Basic Results (Springer-Verlag, New York, 1987).
17. 17. M. B. Priestley, Spectral Analysis and Time Series (Academic Press, London, 1981).
18. 18. S. O. Rice, Selected Papers on Noise and Stochastic Processes, edited by N. Wax (Dover, New York, 1954).
19. 19. M. Shinozuka and C.-M. Jan, J. Sound Vib. 25, 111 (1972).
20. 20. K. Wang, EOS 71, 633 (1990).
21. 21. G. Matheron, Adv. Appl. Probab. 5, 439 (1973).
22. 22. A. Mantoglou and J. L. Wilson, Water Resour. Res. 18, 1379 (1982).
23. 23. R. P. Kanwal, Linear Integral Equations, Theory and Technique (Academic Press, London, 1971).