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ISSN Печать: 2152-5080
ISSN Онлайн: 2152-5099
Indexed in
VISUALIZATION OF COVARIANCE AND CROSS-COVARIANCE FIELDS
Краткое описание
We present a numerical technique to visualize covariance and cross-covariance fields of a stochastic simulation. The method is local in the sense that it demonstrates the covariance structure of the solution at a point with its neighboring locations. When coupled with an efficient stochastic simulation solver, our framework allows one to effectively concurrently visualize both the mean and (cross-)covariance information for two-dimensional (spatial) simulation results. Most importantly, the visualization provides the scientist a means to identify the interesting correlation structure of the solution field. The mathematical setup is discussed, along with several examples to demonstrate the efficacy of this approach.