A new algorithm with plane waves and wavelets for random velocity fields with many spatial scales

DOI10.1006/jcph.1995.1052zbMath0821.65097OpenAlexW2006776024MaRDI QIDQ1346566

Andrew J. Majda, Frank W. jun. Elliott

Publication date: 5 April 1995

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jcph.1995.1052

zbMATH Keywords

numerical resultsMonte Carlo algorithmenergy spectrumrandom velocity fieldsKolmogorov spectrumrandom plane wave approximationstationary isotropic Gaussian random fieldswavelet Monte Carlo method

Mathematics Subject Classification ID

Random fields (60G60) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

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