A new algorithm with plane waves and wavelets for random velocity fields with many spatial scales (Q1346566): Difference between revisions

A new Monte Carlo algorithm for constructing and sampling stationary isotropic Gaussian random fields with fractal behavior and infrared divergence is presented and studied. The presented algorithm combines a random plane wave approximation utilizing a fixed finite number of directions with a recent wavelet Monte Carlo method for random fields. Numerical results are presented. They demonstrate the low variance of the algorithm, where only 100 realizations (and 10 for scaling results) are needed to simulate a Gaussian random field with the Kolmogorov spectrum in two dimensions over 12 decades. The authors mention that only 46,592 active elements are needed for each computation. These results with the new algorithm are a substantial improvement over those produced recently by other standard procedures involving Fourier methods and/or successive random addition.