图书馆订阅: Guest
Begell Digital Portal Begell 数字图书馆 电子图书 期刊 参考文献及会议录 研究收集
国际不确定性的量化期刊
影响因子: 4.911 5年影响因子: 3.179 SJR: 1.008 SNIP: 0.983 CiteScore™: 5.2

ISSN 打印: 2152-5080
ISSN 在线: 2152-5099

Open Access

国际不确定性的量化期刊

DOI: 10.1615/Int.J.UncertaintyQuantification.2015013781
pages 527-544

A BLOCK CIRCULANT EMBEDDING METHOD FOR SIMULATION OF STATIONARY GAUSSIAN RANDOM FIELDS ON BLOCK-REGULAR GRIDS

Min Ho Park
School of Mathematical Sciences, University of Nottingham, Nottingham, NG7 2RD, United Kingdom
M.V. Tretyakov
School of Mathematical Sciences, University of Nottingham, Nottingham, NG7 2RD, United Kingdom

ABSTRACT

We propose a new method for sampling from a stationary Gaussian random field on a grid which is not regular but has a regular block structure, which is often the case in applications. The introduced block-circulant embedding method (BCEM) can outperform the classical circulant embedding method (CEM), which requires a regularization of the irregular grid before its application. Comparison of BCEM vs CEM is performed on typical model problems.


Articles with similar content:

AN ENSEMBLE KALMAN FILTER USING THE CONJUGATE GRADIENT SAMPLER
International Journal for Uncertainty Quantification, Vol.3, 2013, issue 4
Heikki Haario, Antti Solonen, Albert Parker, Marylesa Howard, Johnathan M. Bardsley
A FAST AND ROBUST NUMERICAL TREATMENT OF A GRADIENT-ENHANCED MODEL FOR BRITTLE DAMAGE
International Journal for Multiscale Computational Engineering, Vol.17, 2019, issue 2
Klaus Hackl, Dustin R. Jantos, Stephan Schwarz, Philipp Junker
Adaptive Bridging of Scales in Continuum Modeling Based on Error Control
International Journal for Multiscale Computational Engineering, Vol.6, 2008, issue 4
Kenneth Runesson, Fredrik Larsson
K-DIMENSIONAL MATRICES IN NUMERICAL SOLUTION OF DIFFUSION PROBLEMS
ICHMT DIGITAL LIBRARY ONLINE, Vol.0, 2017, issue
Raimondo Manca, Oronzio Manca
A MULTI-INDEX MARKOV CHAIN MONTE CARLO METHOD
International Journal for Uncertainty Quantification, Vol.8, 2018, issue 1
Ajay Jasra, Yan Zhou, Kengo Kamatani, Kody J.H. Law