块规则网格上平稳高斯随机场模拟的块循环嵌入方法

arXiv: Computation Pub Date : 2014-11-06 DOI:10.1615/Int.J.UncertaintyQuantification.2015013781

M. Park, M. Tretyakov

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引用次数: 14

摘要

本文提出了一种在非规则网格上从平稳高斯随机场进行采样的新方法，这种网格具有规则的块结构，在实际应用中很常见。本文提出的块循环嵌入方法(BCEM)优于经典循环嵌入方法(CEM)，后者在应用前需要对不规则网格进行正则化处理。对一些典型的模型问题进行了BCEM和CEM的比较。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A Block Circulant Embedding Method for Simulation of Stationary Gaussian Random Fields on Block-regular Grids

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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arXiv: Computation

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