Special algorithms for simulation of homogeneous random fields
Galina Andreevna Babicheva1, Nina Aleksandrovna Kargapolova1,2, Vasilii Aleksandrovich Ogorodnikov1,2
1Novosibirsk State University, Pirogova st., 2, Novosibirsk, Russia, 630090
2Institute of Computational Mathematics and Mathematical Geophysics SB RAS, pr. Acad. Lavrentieva 6, Novosibirsk, Russia, 630090
Keywords: однородное случайное поле, стохастическое моделирование, рандомизация, homogeneous random field, stochastic simulation, randomization
Abstract
In this paper, two new algorithms for the simulation of homogeneous random fields are proposed. Both algorithms are based on the widespread algorithm “in rows and columns” for the simulation of the Gaussian fields with special correlation functions. Applying the algorithms developed makes possible to efficiently simulate homogeneous random fields with non-convex correlation functions.
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