Spatial random field simulation by a numerical series representation

DOI10.1007/S00477-006-0067-0MaRDI QIDQ1001503zbMATH OpenOpenAlexFDO

Authors A. Oya, Jesus Navarro-Moreno, J. C. Ruiz-Molina

Publication date 18 February 2009

Published in Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00477-006-0067-0

zbMATH Keywords

simulationRayleigh-Ritz methodspatial random fieldKarhunen-Loève expansion

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Gaussian processes (60G15) Random fields (60G60)

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Cites work

• scientific article; zbMATH DE number 49187 (Why is no real title available?)
• Approximate Solutions of Operator Equations
• Empirical orthogonal function (EOF) analysis of spatial random fields: Theory, accuracy of the numerical approximations and sampling effects
• Joint estimation of spatial deformation and blurring in environmental data
• On the numerical expansion of a second order stochastic process
• On the representation of weakly continuous stochastic processes
• On the use of empirical orthogonal function (EOF) analysis in the simulation of random fields
• Orthogonal representations of random fields and an application to geophysics data
• RKHS approach to detection and estimation problems--I: Deterministic signals in Gaussian noise

Cited in

(8)

• scientific article; zbMATH DE number 2009860 (Why is no real title available?)
• Blending-based stochastic simulator
• A biorthogonal decomposition for the identification and simulation of non-stationary and non-Gaussian random fields
• A Krylov subspace method for covariance approximation and simulation of random processes and fields
• Simulation of multi-dimensional random fields by Karhunen-Loève expansion
• Empirical orthogonal function (EOF) analysis of spatial random fields: Theory, accuracy of the numerical approximations and sampling effects
• The space transformation in the simulation of multidimensional random fields
• Visualization of covariance and cross-covariance fields

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