Jump to ContentJump to Main Navigation
Show Summary Details
More options …

Monte Carlo Methods and Applications

Managing Editor: Sabelfeld, Karl K.

Editorial Board: Binder, Kurt / Bouleau, Nicolas / Chorin, Alexandre J. / Dimov, Ivan / Dubus, Alain / Egorov, Alexander D. / Ermakov, Sergei M. / Halton, John H. / Heinrich, Stefan / Kalos, Malvin H. / Lepingle, D. / Makarov, Roman / Mascagni, Michael / Mathe, Peter / Niederreiter, Harald / Platen, Eckhard / Sawford, Brian R. / Schmid, Wolfgang Ch. / Schoenmakers, John / Simonov, Nikolai A. / Sobol, Ilya M. / Spanier, Jerry / Talay, Denis

4 Issues per year

CiteScore 2017: 0.67

SCImago Journal Rank (SJR) 2017: 0.417
Source Normalized Impact per Paper (SNIP) 2017: 0.860

Mathematical Citation Quotient (MCQ) 2017: 0.25

See all formats and pricing
More options …
Volume 17, Issue 3


Fast simulation of Gaussian random fields

Annika Lang
  • Fakultät für Mathematik und Informatik, Universität Mannheim, 68131 Mannheim, Germany.
  • Seminar für Angewandte Mathematik, ETH Zürich, Rämistrasse 101, 8092 Zürich, Switzerland.
  • Email
  • Other articles by this author:
  • De Gruyter OnlineGoogle Scholar
/ Jürgen Potthoff
Published Online: 2011-06-07 | DOI: https://doi.org/10.1515/mcma.2011.009


Fast Fourier transforms are used to develop algorithms for the fast generation of correlated Gaussian random fields on rectangular regions of . The complexities of the algorithms are derived, simulation results and error analysis are presented.

Keywords.: Gaussian random fields; fast Fourier transform; simulation

About the article

Received: 2009-04-02

Revised: 2011-05-16

Accepted: 2011-05-23

Published Online: 2011-06-07

Published in Print: 2011-09-01

Citation Information: Monte Carlo Methods and Applications, Volume 17, Issue 3, Pages 195–214, ISSN (Online) 1569-3961, ISSN (Print) 0929-9629, DOI: https://doi.org/10.1515/mcma.2011.009.

Export Citation

Citing Articles

Here you can find all Crossref-listed publications in which this article is cited. If you would like to receive automatic email messages as soon as this article is cited in other publications, simply activate the “Citation Alert” on the top of this page.

Martin Neumüller and Andreas Thalhammer
SIAM Journal on Scientific Computing, 2018, Volume 40, Number 3, Page C388
Stéphane Puechmorel, Guillaume Dufour, and Romain Fèvre
Aerospace, 2018, Volume 5, Number 2, Page 53
Xiao Liu, Kyongmin Yeo, and Jayant Kalagnanam
Journal of Quality Technology, 2018, Volume 50, Number 2, Page 166
Anders Hildeman, David Bolin, Jonas Wallin, and Janine B. Illian
Spatial Statistics, 2018
Peter Franek, Marek Krčál, and Hubert Wagner
Journal of Applied and Computational Topology, 2017
H. Moussaoui, J. Laurencin, Y. Gavet, G. Delette, M. Hubert, P. Cloetens, T. Le Bihan, and J. Debayle
Computational Materials Science, 2018, Volume 143, Page 262
Nadav Peleg, Simone Fatichi, Athanasios Paschalis, Peter Molnar, and Paolo Burlando
Journal of Advances in Modeling Earth Systems, 2017, Volume 9, Number 3, Page 1595
Andrea Barth and Franz G. Fuchs
Applied Numerical Mathematics, 2017, Volume 121, Page 38
Magnus Röding, Peter Svensson, and Niklas Lorén
Computational Materials Science, 2017, Volume 134, Page 126
Andrea Barth and Franz G. Fuchs
SIAM Journal on Scientific Computing, 2016, Volume 38, Number 4, Page A2209
Denis S Grebenkov, Dmitry Belyaev, and Peter W Jones
Journal of Physics A: Mathematical and Theoretical, 2016, Volume 49, Number 4, Page 043001
Fabio Nobile and Francesco Tesei
Stochastic Partial Differential Equations: Analysis and Computations, 2015, Volume 3, Number 3, Page 398
Athanasios Paschalis, Peter Molnar, Simone Fatichi, and Paolo Burlando
Water Resources Research, 2013, Volume 49, Number 12, Page 8400
Andrea Barth and Annika Lang
Applied Mathematics & Optimization, 2012, Volume 66, Number 3, Page 387

Comments (0)

Please log in or register to comment.
Log in