A Fourier-wavelet Monte Carlo method for fractal random fields
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Publication:1357354
DOI10.1006/jcph.1996.5647zbMath0876.65096OpenAlexW1984604835MaRDI QIDQ1357354
David J. Horntrop, Frank W. jun. Elliott, Andrew J. Majda
Publication date: 12 November 1997
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jcph.1996.5647
Monte Carlo methodFourier stochastic integral representationFourier-wavelet methodfractal random fieldsrandomization algorithm
Stationary stochastic processes (60G10) Monte Carlo methods (65C05) Stochastic integrals (60H05) Probabilistic methods, stochastic differential equations (65C99)
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