Identyfikatory
Warianty tytułu
Języki publikacji
Abstrakty
A method of simulating random fields using a moving average is proposed in this paper. Random fields were simulated for different sizes of sub-field and different numbers of cycles of calculations of the moving average. For the fields obtained the covariance function was analyzed. In order to estimate the efficiency of the proposed simulation method of random field based on the method of diagonal covariance matrix was performed. It is shown that two of the simulation methods presented are able to generate a multidimensional random variable with required correlation function. However, the method of diagonal covariance matrix has some limitations caused by the size of the simulated random field, which result from the necessity of converting a relatively large matrix. Using the proposed simulation method it is possible to simulate, in a comparatively quick and simple manner, a random field with a large number of nodes on PC-s. The presented method can be useful in the stochastic analysis of transport phenomena in soil.
Rocznik
Tom
Strony
126--136
Opis fizyczny
Bibliogr. 10 poz., il.
Twórcy
autor
autor
- Institute of Hydro-Engineering of the Polish Academy of Sciences, ul. Kościerska 7, 80-328 Gdańsk, Poland, macstan@ibwpan.gda.pl
Bibliografia
- 1. Brandt S. (1998), Data Analysis, PWN Warszawa (in Polish).
- 2. Dietrich C. R., Newsam G. N. (1993), A fast and exact method for multidimensional gaussian stochastic simulations, Water Resour. Res., 29(8), 2861–2869.
- 3. Maciejewski S. (1998), Solute Flow Processes in Unsaturated Soil, IBW PAN Gdansk (in Polish).
- 4. Mantoglou A., Wilson J. L. (1982), The turning bands method for the simulation of random fields using line generation by a spectral method, Water Resour. Res. 18(5), 1379–1394.
- 5. Przewłócki J. (1998), Randomness of Selected Problems in Soil Mechanics, Biblioteka Naukowa Hydrotechnika, IBW PAN Gdansk (in Polish).
- 6. Przewłócki J. (2003), Simulation and discretization of random field in the slip-line method, Archives of Hydro-Engineering and Environmental Mechanics, Vol. 50, No. 4, 229–244.
- 7. Robin M. J. L., Gutjahr A. L., Sudicky E. A., Wilson J. L. (1993), Crosscorrelated random field generation with the direct Fourier transform method,Water Resour. Res., 29(7), 2385–2397.
- 8. Rozanow J. A. (1974), Introduction to Stochastic Process Theory, PWN Warszawa (in Polish).
- 9. Weglarczyk S. (1999), Statistical Methods, Politechnika Krakowska Kraków (in Polish).
- 10. Wilde P. (1981), The Discretization of Random Fields in Engineering Calculations, PWN Warszawa-Poznan (in Polish).
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-BAT3-0037-0003