A FourierโWavelet Monte Carlo Method for
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Frank W. Elliott Jr.; David J. Horntrop; Andrew J. Majda
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Article
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1997
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Elsevier Science
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English
โ 598 KB
(1.1) A new hierarchical method for the Monte Carlo simulation of random fields called the Fourier-wavelet method is developed and where 0 ฯฝ H ฯฝ 1 is the Hurst exponent and อะธอ denotes applied to isotropic Gaussian random fields with power law spectral the expected value. ## density functions. Thi