Simulation of Gaussian random field in a ball

IF 0.6 Q3 STATISTICS & PROBABILITY Monte Carlo Methods and Applications Pub Date : 2022-02-26 DOI:10.1515/mcma-2022-2108
D. Kolyukhin, A. Minakov
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Abstract

Abstract We address the problem of statistical simulation of a scalar real Gaussian random field inside the unit 3D ball. Two different methods are studied: (i) the method based on the known homogeneous isotropic power spectrum developed by Meschede and Romanowicz [M. Meschede and B. Romanowicz, Non-stationary spherical random media and their effect on long-period mantle waves, Geophys. J. Int. 203 2015, 1605–1625] and (ii) the method based on known radial and angular covariance functions suggested in this work. The first approach allows the extension of the simulation technique to the inhomogeneous or anisotropic case. However, the disadvantage of this approach is the lack of accurate statistical characterization of the results. The accuracy of considered methods is illustrated by numerical tests, including a comparison of the estimated and analytical covariance functions. These methods can be used in many applications in geophysics, geodynamics, or planetary science where the objective is to construct spatial realizations of 3D random fields based on a statistical analysis of observations collected on the sphere or within a spherical region.
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球中高斯随机场的模拟
摘要我们解决了单位三维球内标量实高斯随机场的统计模拟问题。研究了两种不同的方法:(i)基于Meschede和Romanowicz开发的已知均匀各向同性功率谱的方法[M.Schede和B.Romanowicz.非平稳球形随机介质及其对长周期地幔波的影响,Geophys.J.Int.2020151605-1625]和(ii)本工作中提出的基于已知径向和角协方差函数的方法。第一种方法允许将模拟技术扩展到非均匀或各向异性的情况。然而,这种方法的缺点是缺乏对结果的准确统计表征。数值测试说明了所考虑方法的准确性,包括估计和分析协方差函数的比较。这些方法可用于地球物理学、地球动力学或行星科学中的许多应用,其中目标是基于对在球体上或球体区域内收集的观测结果的统计分析来构建3D随机场的空间实现。
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来源期刊
Monte Carlo Methods and Applications
Monte Carlo Methods and Applications STATISTICS & PROBABILITY-
CiteScore
1.20
自引率
22.20%
发文量
31
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