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Matlab Database
> Probability and Stochastics
> Generation of Random, Autocorrelated, Periodic Fields
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| Title: |
Generation of Random, Autocorrelated, Periodic Fields
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| Author: |
Olaf Arie Cirpka |
| E-Mail: |
Olaf.Cirpka-AT-IWS.Uni-Stuttgart.DE
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| Institution: |
University of Stuttgart, Institute of Hydraulic Engineering
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Description: |
The method utilizes that the Fourier-transform of the covariance
function is the power spectral density function of all realizations.
Random autocorrelated fields are generated by creating random phase spectra meeting
the conditions of real numbers in the physical domain. The realizations
are then given by back-transformation of the power- and phase-spectrum into the
physical domain.
Since the method is based on the discrete Fourier transformation,
the generated fields are periodic rather than stationary. Non-periodic
fields can be obtained by extracting sub-fields.
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| Keywords: |
geostatistics, time series, spectral methods
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| File Name: | randomfield.m |
| File Size: |
50 KB
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| File Version: | 2.0 |
| Matlab Version: | 6.5 |
| Date: | 2003-04-03 |
| Downloads: | 4376 |
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