Fast Fourier transforms are used to develop algorithms for the fast generation of correlated Gaussian random fields on rectangular regions of Rd. The complexities of the algorithms are derived, simulation results and error analysis are presented
The high-dimensionality typically associated with discretized approximations to Gaussian random fiel...
Mathematical justifications are given for a simulation technique of multivariate nonGaussian random ...
Problems of uncertainty quantification usually involve large number realiza-tions of a stationary sp...
Fast Fourier transforms are used to develop algorithms for the fast generation of correlated Gaussi...
Abstract. Fast Fourier transforms are used to develop algorithms for the fast generation of correlat...
The efficient simulation of isotropic Gaussian random fields on the unit sphere is a task encountere...
This paper addresses the problem of simulating multivariate random fields with stationary Gaussian i...
The non-Gaussian random fields are used to modelling some dynamic loads generated by wind turbulence...
We present a method for numerical modeling of binary homogeneous random fields based on thresholds o...
this paper, we will describe a convenient method for generating these random processes and fields e#...
We analyze and compare the efficiency and accuracy of two simulation methods for homogeneous random ...
This paper presents practical methods for the sequential generation or simulation of a Gaussian two-...
We propose a spectral turning-bands approach for the simulation of second-order stationary vector Ga...
International audienceThis paper proposes a new scheme for the generation of Gaussian random fields ...
International audienceTwo algorithms are proposed to simulate space-time Gaussian random fields with...
The high-dimensionality typically associated with discretized approximations to Gaussian random fiel...
Mathematical justifications are given for a simulation technique of multivariate nonGaussian random ...
Problems of uncertainty quantification usually involve large number realiza-tions of a stationary sp...
Fast Fourier transforms are used to develop algorithms for the fast generation of correlated Gaussi...
Abstract. Fast Fourier transforms are used to develop algorithms for the fast generation of correlat...
The efficient simulation of isotropic Gaussian random fields on the unit sphere is a task encountere...
This paper addresses the problem of simulating multivariate random fields with stationary Gaussian i...
The non-Gaussian random fields are used to modelling some dynamic loads generated by wind turbulence...
We present a method for numerical modeling of binary homogeneous random fields based on thresholds o...
this paper, we will describe a convenient method for generating these random processes and fields e#...
We analyze and compare the efficiency and accuracy of two simulation methods for homogeneous random ...
This paper presents practical methods for the sequential generation or simulation of a Gaussian two-...
We propose a spectral turning-bands approach for the simulation of second-order stationary vector Ga...
International audienceThis paper proposes a new scheme for the generation of Gaussian random fields ...
International audienceTwo algorithms are proposed to simulate space-time Gaussian random fields with...
The high-dimensionality typically associated with discretized approximations to Gaussian random fiel...
Mathematical justifications are given for a simulation technique of multivariate nonGaussian random ...
Problems of uncertainty quantification usually involve large number realiza-tions of a stationary sp...
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