Stochastic Spectral and Fourier-Wavelet Methods for Vector Gaussian Random Fields
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Cites work
- A Fourier-wavelet Monte Carlo method for fractal random fields
- A wavelet Monte Carlo method for turbulent diffusion with many spatial scales
- Comparative analysis of multiscale Gaussian random field simulation algorithms
- Correlation theory of stationary and related random functions. Volume I: Basic results
- Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
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- Kinematic simulation of homogeneous turbulence by unsteady random Fourier modes
- Monte Carlo methods for turbulent tracers with long range and fractal random velocity fields
- Pair dispersion over an inertial range spanning many decades
- Particle pair separation in kinematic simulations
- Random shearing direction models for isotropic turbulent diffusion
- Relative efficiency of Gaussian stochastic process sampling procedures.
- Stability of Spatially Periodic Supercritical Flows in Hydrodynamics
- Stochastic flow simulation in 3D porous media
- Ten Lectures on Wavelets
Cited in
(20)- Stokes flows under random boundary velocity excitations
- Assessment of spectral representation and Karhunen-Loève expansion methods for the simulation of Gaussian stochastic fields
- Relative efficiency of Gaussian stochastic process sampling procedures.
- 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
- Comparative analysis of multiscale Gaussian random field simulation algorithms
- Hyperbolic vector random fields with hyperbolic direct and cross covariance functions
- Vector random fields with second-order moments or second-order increments
- Randomized spectral and Fourier-wavelet methods for multidimensional Gaussian random vector fields
- Stochastic simulation of particle transport by a random Darcy flow through a porous cylinder
- Sparsified randomization algorithms for low rank approximations and applications to integral equations and inhomogeneous random field simulation
- scientific article; zbMATH DE number 1225884 (Why is no real title available?)
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- scientific article; zbMATH DE number 1152913 (Why is no real title available?)
- Generation of anisotropic turbulent velocity fields based on the randomized spectral method
- Generation of three-dimensional homogeneous isotropic turbulent velocity fields based on the randomized spectral method
- Expansion of random boundary excitations for elliptic PDEs
- On the relation between Fourier and Walsh-Rademacher spectra for random fields
- Elastic half-plane under random displacement excitations on the boundary
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