New methods for simulation of fractional Brownian motion

被引：51
|
作者：
Yin, ZM [1 ]
机构：
[1] UNIV VICTORIA,SCH EARTH & OCEAN SCI,VICTORIA,BC V8W 2Y2,CANADA
来源：
JOURNAL OF COMPUTATIONAL PHYSICS | 1996年 / 127卷 / 01期
基金：
加拿大自然科学与工程研究理事会;
关键词：
D O I：
10.1006/jcph.1996.0158
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
We present new algorithms for simulation of fractional Brownian motion (fBm) which comprises a set of important random functions widely used in geophysical and physical modeling, fractal image (landscape) simulating, and signal processing. The new algorithms, which are both accurate and efficient, allow us to generate not only a one-dimensional fBm process, but also two- and three-dimensional fBm fields. (C) 1996 Academic Press, Inc.
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页码：66 / 72
页数：7
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