New methods for simulation of fractional Brownian motion
Journal Article
·
· Journal of Computational Physics
- Geological Survey of Canada, British Columbia (Canada)
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. 23 refs., 3 figs.
- OSTI ID:
- 478420
- Journal Information:
- Journal of Computational Physics, Journal Name: Journal of Computational Physics Journal Issue: 1 Vol. 127; ISSN JCTPAH; ISSN 0021-9991
- Country of Publication:
- United States
- Language:
- English
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