Special algorithms for the simulation of homogeneous random fields
G. A. Babicheva, Nina A. Kargapolova, V. A. Ogorodnikov · Numerical Analysis and Applications · 2016
In this paper, two new algorithms for the simulation of homogeneous random fields are proposed. Both algorithms are based on the well-known algorithm of rows and columns for the simulation of Gaussian fields with special correlation functions. The algorithms make it possible to efficiently simulate homogeneous random fields with nonconvex correlation functions.