Stochastic Spectral and Fourier-Wavelet Methods for Vector Gaussian Random Fields

DOI10.1515/156939606779329080zbMath1121.65013MaRDI QIDQ5757065

Orazgeldi Kurbanmuradov, K. K. Sabel'fel'd

Publication date: 24 August 2007

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/156939606779329080

zbMATH Keywords

convergence; Gaussian random fields; randomized spectral models; randomized Fourier-wavelet models

Mathematics Subject Classification ID

60G60: Random fields

65T60: Numerical methods for wavelets

Related Items

Генерация анизотропных турбулентных полей скорости на основе рандомизированного спектрального метода, Генерация трехмерных однородных изотропных турбулентных полей скорости на основе рандомизированного спектрального метода, Expansion of random boundary excitations for elliptic PDEs, Randomized spectral and Fourier-wavelet methods for multidimensional Gaussian random vector fields, Sparsified randomization algorithms for low rank approximations and applications to integral equations and inhomogeneous random field simulation, Elastic half-plane under random displacement excitations on the boundary, Stokes flows under random boundary velocity excitations, Simulation of Gaussian stationary Ornstein-Uhlenbeck process with given reliability and accuracy in space \(C([0,T)\)], Random field sampling for a simplified model of melt-blowing considering turbulent velocity fluctuations, Wavelet-based simulation of random processes from certain classes with given accuracy and reliability, Hyperbolic Vector Random Fields with Hyperbolic Direct and Cross Covariance Functions, Vector Random Fields with Second-Order Moments or Second-Order Increments, Stochastic simulation of particle transport by a random Darcy flow through a porous cylinder

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Correlation theory of stationary and related random functions. Volume I: Basic results
• A wavelet Monte Carlo method for turbulent diffusion with many spatial scales
• A Fourier-wavelet Monte Carlo method for fractal random fields
• Relative efficiency of Gaussian stochastic process sampling procedures.
• Random shearing direction models for isotropic turbulent diffusion
• Comparative analysis of multiscale Gaussian random field simulation algorithms
• Stochastic flow simulation in 3D porous media
• Ten Lectures on Wavelets
• Kinematic simulation of homogeneous turbulence by unsteady random Fourier modes
• Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
• Pair dispersion over an inertial range spanning many decades
• Particle pair separation in kinematic simulations
• Monte Carlo methods for turbulent tracers with long range and fractal random velocity fields
• Stability of Spatially Periodic Supercritical Flows in Hydrodynamics