http://arxiv.org/abs/1709.10314
The efficient simulation of isotropic Gaussian random fields on the unit sphere is a task encountered frequently in numerical applications. A fast algorithm based on Markov properties and Fast Fourier Transforms in 1d is presented that generates samples on an n x n grid in O(n^2 log n). Furthermore, an efficient method to set up the necessary conditional covariance matrices is derived and simulations demonstrate the performance of the algorithm.
P. Creasey and A. Lang
Mon, 2 Oct 17
28/47
Comments: 13 pages, 3 figures
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