Work

Fast simulation of Gaussian random fields

Year: 2011

Type: article

Abstract: Fast Fourier transforms are used to develop algorithms for the fast generation of correlated Gaussian random fields on rectangular regions of . The complexities of the algorithms are derived, simulation results and error analysis are presented.

Source: Monte Carlo Methods and Applications

DOI: 10.1515/mcma.2011.009

Authors: Annika Lang, Jürgen Potthoff

Language: English

Topic: Mathematical Approximation and Integration

Subfield: Numerical Analysis

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W2086749977

FWCI: 0.72

Cites: 4

Cited by: 61

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