Выходит 6 номеров в год
ISSN Печать: 2152-5080
ISSN Онлайн: 2152-5099
Indexed in
A BLOCK CIRCULANT EMBEDDING METHOD FOR SIMULATION OF STATIONARY GAUSSIAN RANDOM FIELDS ON BLOCK-REGULAR GRIDS
Краткое описание
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.
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