Fast generation of Gaussian random fields for direct numerical simulations of stochastic transport

Palade D. I.; Vlad M.

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Fast generation of Gaussian random fields for direct numerical simulations of stochastic transport

机译：快速产生随机运输直接数值模拟的高斯随机字段

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摘要

We propose a novel discrete method of constructing Gaussian Random Fields based on a combination of modified spectral representations, Fourier and Blob. The method is intended for Direct Numerical Simulations of the V-Langevin equations. The latter are stereotypical descriptions of anomalous stochastic transport in various physical systems. From an Eulerian perspective, our method is designed to exhibit improved convergence rates. From a Lagrangian perspective, our method offers a pertinent description of particle trajectories in turbulent velocity fields: the exact Lagrangian invariant laws are well reproduced. From a computational perspective, the computing time is reduced by a factor of two in comparison with Fourier-like or Blob-like methods and an order of magnitude in comparison with FFT algorithms.

机译：我们提出了一种基于修改的光谱表示，傅里叶和BLOB的组合构建高斯随机字段的新颖的分立方法。该方法旨在用于V-Langevin方程的直接数值模拟。后者是各种物理系统中异常随机运输的陈规定型描述。从欧拉的角度来看，我们的方法旨在表现出改善的收敛速率。从拉格朗日的角度来看，我们的方法在湍流速度场中提供了关于粒子轨迹的相关描述：精确的拉格朗日不变定律再现。从计算透视中，与傅里叶状或类似的方法和幅度相比，计算时间减少了两倍，与FFT算法相比。

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来源
《Statistics and computing》 |2021年第5期|60.1-60.15|共15页
作者
Palade D. I.; Vlad M.;
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作者单位

Natl Inst Laser Plasma & Radiat Phys POB MG 36 Bucharest 077125 Romania;

Natl Inst Laser Plasma & Radiat Phys POB MG 36 Bucharest 077125 Romania;

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原文格式 PDF
正文语种 eng
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关键词
Gaussian random field; Stochastic; Direct simulation; V-Langevin;

机译：高斯随机场;随机;直接仿真;V-langevin;

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Fast generation of Gaussian random fields for direct numerical simulations of stochastic transport

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