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Spectral simulation of vector random fields with stationary gaussian increments in d-dimensional euclidean spaces

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2017
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Arroyo, Daisy
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Spectral simulation of vector random fields with stationary gaussian increments in d-dimensional euclidean spaces
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Author
  • Arroyo, Daisy;
  • Emery, Xavier;
Abstract
This paper addresses the problem of simulating multivariate random fields with stationary Gaussian increments in a d-dimensional Euclidean space. To this end, one considers a spectral turning-bands algorithm, in which the simulated field is a mixture of basic random fields made of weighted cosine waves associated with random frequencies and random phases. The weights depend on the spectral density of the direct and cross variogram matrices of the desired random field for the specified frequencies. The algorithm is applied to synthetic examples corresponding to different spatial correlation models. The properties of these models and of the algorithm are discussed, highlighting its computational efficiency, accuracy and versatility.
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Chilean Commission for Scientific and Technological Research through Project CONICYT / FONDECYT / POSTDOCTORADO 3140568 Chilean Commission for Scientific and Technological Research through Project CONICYT / FONDECYT / REGULAR 1130085 Chilean Commission for Scientific and Technological Research through Project CONICYT PIA Anillo ACT1407
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Artículo de publicación ISI
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URI: https://repositorio.uchile.cl/handle/2250/149553
DOI: 10.1007/s00477-016-1225-7
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Stochastic Environmental Research And Risk Assessment, 31 (7): 1583-1592
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