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Zbl 0886.65149
Zeldin, B.A.; Spanos, P.D.
Random field representation and synthesis using wavelet bases. (English)
[J] J. Appl. Mech. 63, No.4, 946-952 (1996). ISSN 0021-8936; ISSN 1528-9036/e

The authors address the representation and simulation of random fields using wavelet bases. The probabilistic description of the wavelet coefficients involved in the representation of the random field is discussed. It is shown that a broad class of random fields is amenable to a simplified representation. Further, it is shown that a judicious use of the local and multiscale structure of Daubéchies wavelets leads to an efficient simulation algorithm. The synthesis of random field samples is based on a wavelet reconstruction algorithm which can be associated with a dynamic system in the scale domain. Implementation aspects are considered and simulation errors are estimated. Examples of simulating random fields encountered in engineering applications are discussed.
[P.Narain (Bombay)]

MSC 2000:: *65T60 Wavelets
65C99 Numerical simulation
42C40 Wavelets
60G60 Random fields

Keywords: numerical examples; random fields; Daubéchies wavelets; simulation algorithm; wavelet reconstruction algorithm

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