Spatial random field simulation by a numerical series representation |
| |
| Authors: | A Oya J Navarro-Moreno J C Ruiz-Molina |
| |
| Institution: | (1) Department of Statistics and Operations Research, University of Jaén, 23071 Jaén, Spain |
| |
| Abstract: | An approach to the simulation of spatial random fields is proposed. The target random field is specified by its covariance
function which need not be homogeneous or Gaussian. The technique provided is based on an approximate Karhunen–Loève expansion
of spatial random fields which can be readily realized. Such an approximate representation is obtained from a correction to
the Rayleigh–Ritz method based on the dual Riesz basis theory. The resulting numerical projection procedure improves Rayleigh–Ritz
algorithm in the approximation of second-order random fields. Simulations are developed to illustrate the convergence and
accuracy of the method presented.
|
| |
| Keywords: | Karhunen– Loève expansion Rayleigh– Ritz method Simulation Spatial random field |
| 本文献已被 SpringerLink 等数据库收录！ |
