An algorithm for simulating Brownian increments on a sphere

DOI10.1088/1751-8121/ABD69FMaRDI QIDQ5876975OpenAlexFDO

Authors Aleksandar Mijatović, Veno Mramor, Gerónimo Uribe Bravo

Publication date 3 February 2023

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2012.12018

zbMATH Keywords

exact simulationspherical harmonicsspherical Brownian motionskew-product decompositionWright-Fisher diffusion process

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX) Quantum theory (81-XX)

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• A note on the exact simulation of spherical Brownian motion
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Cites work

• scientific article; zbMATH DE number 3736679 (Why is no real title available?)
• A note on the exact simulation of spherical Brownian motion
• Algorithm for generating a Brownian motion on a sphere
• Asymptotic line-of-descent distributions
• Diffusion processes and coalescent trees
• Elephant-seal movements: Modelling migration
• Exact simulation of the Wright-Fisher diffusion
• Random walks on hyperspheres of arbitrary dimensions
• Simulating allele frequencies in a population and the genetic differentiation of populations under mutation pressure
• Stochastic analysis on manifolds

Cited in

(6)

• Projections of spherical Brownian motion
• Algorithm for generating a Brownian motion on a sphere
• A note on the exact simulation of spherical Brownian motion
• Algorithms for Brownian dynamics across discontinuities
• scientific article; zbMATH DE number 4058580 (Why is no real title available?)
• A modification of the random walk over spheres algorithm which is convenient for practical application

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