Comparative analysis of multiscale Gaussian random field simulation algorithms

Journal of Computational Physics

Volumn 226, Issue 1, 2007, Pages 897-924

  Kramer, Peter R ^a   Kurbanmuradov, Orazgeldi ^b   Sabelfeld, Karl ^c,d  

^a Research Rensselaer Polytechnic Institute   (United States)

^b Turkmenian State University   (Turkmenistan)

^c WEIERSTRASS INSTITUTE FOR APPLIED ANALYSIS AND STOCHASTICS   (Germany)

^d INSTITUTE OF COMPUTATIONAL MATHEMATICS AND MATHEMATICAL GEOPHYSICS   (Russian Federation)

Author keywords

Fourier wavelet; Monte Carlo; Multiscale; Random field simulation; Randomization

Indexed keywords

COSTS; FOURIER TRANSFORMS; FRACTALS; GAUSSIAN DISTRIBUTION; NUMERICAL METHODS;

FOURIER WAVELETS; GAUSSIAN RANDOM FIELDS; MONTE CARLO; MULTISCALE; RANDOM FIELD SIMULATION; RANDOM FIELDS; RANDOMISATION; STRATIFIED SAMPLING; STRUCTURE FUNCTIONS; WAVELET METHODS;

MONTE CARLO METHODS;

EID: 34548489401     PISSN: 00219991     EISSN: 10902716     Source Type: Journal    
DOI: 10.1016/j.jcp.2007.05.002     Document Type: Article

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