A BLOCK CIRCULANT EMBEDDING METHOD FOR SIMULATION OF STATIONARY GAUSSIAN RANDOM FIELDS ON BLOCK-REGULAR GRIDS

DOI10.1615/Int.J.UncertaintyQuantification.2015013781zbMath1498.60013arXiv1411.1552OpenAlexW3105400554MaRDI QIDQ5052262

Minho Park, M. V. Tretyakov

Publication date: 24 November 2022

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.1552

Mathematics Subject Classification ID

Random fields (60G60) Monte Carlo methods (65C05) Computational methods for problems pertaining to probability theory (60-08) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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