A Fourier-wavelet Monte Carlo method for fractal random fields (Q1357354)

The paper presents a new hierarchical method for the Monte Carlo simulation of random fields called the Fourier-wavelet method (FWM) which is based upon the orthogonal decomposition of the Fourier stochastic integral representation of the field using wavelets. From the analysis and implementation of the proposed method, the following main conclusions may be derived: (1) The FWM gives results which have the same scaling regimes for both second- and fourth-order statistical quantities and shows a smooth decay to zero in those scales outside the scaling regime. (2) Implemented for both a simple shear layer model problem and a two-dimensional random field, the FWM is compared with a new version of the randomization algorithm in two dimensions. (3) For a practical use of FWM, an efficient means of ``on demand'' generation of random numbers must be used. (4) The only situation in which the nonhierarchical randomization method is more computationally efficient occurs when no more than four decades of scaling behaviour are needed and the statistical quantities of interest depend only on second moments.