Stochastic Spectral and Fourier-Wavelet Methods for Vector Gaussian Random Fields

DOI10.1515/156939606779329080zbMath1121.65013OpenAlexW2060238229MaRDI QIDQ5757065

Orazgeldi Kurbanmuradov, K. K. Sabel'fel'd

Publication date: 24 August 2007

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/156939606779329080

zbMATH Keywords

convergenceGaussian random fieldsrandomized spectral modelsrandomized Fourier-wavelet models

Mathematics Subject Classification ID

Random fields (60G60) Numerical methods for wavelets (65T60)

Related Items (13)

Vector Random Fields with Second-Order Moments or Second-Order Increments ⋮ Hyperbolic Vector Random Fields with Hyperbolic Direct and Cross Covariance Functions ⋮ Randomized spectral and Fourier-wavelet methods for multidimensional Gaussian random vector fields ⋮ Simulation of Gaussian stationary Ornstein-Uhlenbeck process with given reliability and accuracy in space \(C([0,T)\)] ⋮ Sparsified randomization algorithms for low rank approximations and applications to integral equations and inhomogeneous random field simulation ⋮ Генерация трехмерных однородных изотропных турбулентных полей скорости на основе рандомизированного спектрального метода ⋮ Random field sampling for a simplified model of melt-blowing considering turbulent velocity fluctuations ⋮ Elastic half-plane under random displacement excitations on the boundary ⋮ Expansion of random boundary excitations for elliptic PDEs ⋮ Stokes flows under random boundary velocity excitations ⋮ Stochastic simulation of particle transport by a random Darcy flow through a porous cylinder ⋮ Генерация анизотропных турбулентных полей скорости на основе рандомизированного спектрального метода ⋮ Wavelet-based simulation of random processes from certain classes with given accuracy and reliability

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