An efficient and accurate algorithm for generating spatially-correlated random fields

Communications in Numerical Methods in Engineering

Volumn 19, Issue 10, 2003, Pages 801-808

  Fang, Jiannong ^a   Tacher, Laurent ^a  

^a EPFL   (Switzerland)

Author keywords

Monte Carlo simulation; Random fields; Sequential simulation; Stochastic processes

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; MATRIX ALGEBRA; MONTE CARLO METHODS;

MATRIX DECOMPOSITION (MD);

RANDOM PROCESSES;

ALGORITHM; STOCHASTIC METHOD;

EID: 0242541983     PISSN: 10698299     EISSN: None     Source Type: Journal    
DOI: 10.1002/cnm.621     Document Type: Article

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