Functional representation of power-law random fields and time series

DOI10.1016/0021-9991(91)90251-FMaRDI QIDQ806217zbMATH OpenOpenAlexFDO

Authors James A. Viecelli, E. H. jun. Canfield

Publication date 1991

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

Full work available at URL https://doi.org/10.1016/0021-9991(91)90251-f

zbMATH Keywords

generating stationary random fieldsrepresentation of random fieldsspectral weightingstime-dependence in random field problems

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Other physical applications of random processes (60K40) Inference from stochastic processes (62M99)

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Cites work

• scientific article; zbMATH DE number 192842 (Why is no real title available?)
• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• scientific article; zbMATH DE number 3240629 (Why is no real title available?)
• scientific article; zbMATH DE number 3303654 (Why is no real title available?)
• Parallel processing of random number generation for Monte Carlo turbulence simulation
• Random access to a random number sequence

Cited in

(8)

• A Fourier-wavelet Monte Carlo method for fractal random fields
• Comparative analysis of multiscale Gaussian random field simulation algorithms
• Hierarchical Monte Carlo methods for fractal random fields
• A review of some Monte Carlo simulation methods for turbulent systems
• Randomized spectral and Fourier-wavelet methods for multidimensional Gaussian random vector fields
• Approximate scale-invariant random fields: review and current developments
• Monte Carlo methods for turbulent tracers with long range and fractal random velocity fields
• Synthesis and generation of random fields in nonlinear environment

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