{"title":"A Block Circulant Embedding Method for Simulation of Stationary Gaussian Random Fields on Block-regular Grids","authors":"M. Park, M. Tretyakov","doi":"10.1615/Int.J.UncertaintyQuantification.2015013781","DOIUrl":null,"url":null,"abstract":"We propose a new method for sampling from stationary Gaussian random field on a grid which is not regular but has a regular block structure which is often the case in applications. The introduced block circulant embedding method (BCEM) can outperform the classical circulant embedding method (CEM) which requires a regularization of the irregular grid before its application. Comparison of BCEM vs CEM is performed on some typical model problems.","PeriodicalId":8446,"journal":{"name":"arXiv: Computation","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2014-11-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"14","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv: Computation","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1615/Int.J.UncertaintyQuantification.2015013781","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 14
Abstract
We propose a new method for sampling from stationary Gaussian random field on a grid which is not regular but has a regular block structure which is often the case in applications. The introduced block circulant embedding method (BCEM) can outperform the classical circulant embedding method (CEM) which requires a regularization of the irregular grid before its application. Comparison of BCEM vs CEM is performed on some typical model problems.
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