SciCADE 2013
International Conference on Scientific Computation and Differential Equations
September 16-20, 2013, Valladolid (Spain)

Invited Talk

Show full list of Invited Contributions to Minisymposia Show talk context (MS06)

Numerical Analysis of Gaussian Random Field Generators

T. Shardlow

We look at sampling Gaussian random fields with the eyes of a numerical analyst and consider the error analysis of some established algorithms. In particular, we consider the circulant embedding and turning bands method, along with methods based on the Wiener-Khintchine theorem and the Karhunen-Loeve expansion.

Organized by         Universidad de Valladolid     IMUVA