Comparative analysis of multiscale Gaussian random field simulation algorithms

DOI10.1016/j.jcp.2007.05.002zbMath1124.65009OpenAlexW2012956057MaRDI QIDQ2456726

Peter R. Kramer, Orazgeldi Kurbanmuradov, K. K. Sabel'fel'd

Publication date: 19 October 2007

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2007.05.002

zbMATH Keywords

numerical examplesrandomizationMonte Carlo methodnumerical comparisonFourier waveletrandom field simulationmultiscale resolution

Mathematics Subject Classification ID

Random fields (60G60) Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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