Abstract

Conditional Fractional Gaussian Fields with the Package FieldSim

Highlights

  • IntroductionRough phenomena arise in texture simulations for image processing or medical imaging, natural scenes simulations (clouds, mountains) and geophysical morphology modeling, financial mathematics,

  • Rough phenomena arise in texture simulations for image processing or medical imaging, natural scenes simulations and geophysical morphology modeling, financial mathematics,R R ethernet traffic, etc

  • We propose here to adapt the FieldSim package to conditional simulations

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Summary

Introduction

Rough phenomena arise in texture simulations for image processing or medical imaging, natural scenes simulations (clouds, mountains) and geophysical morphology modeling, financial mathematics,. This paper is devoted to a simulation method for conditional Gaussian fields. This could improve, in the future, natural scene simulations by fixing for instance the valleys. Our approach, presented in Brouste et al (2007, 2010), is based on a 2-steps method with an exact simulation step plus a refined fast step, that is an improvement of the midpoint method It has been implemented in the FieldSim package (Brouste and Lambert-Lacroix., 2015). The fieldsim simulation method can be applied to general Gaussian processes on general simulation grids (regular and non regular) on Euclidean spaces and even on some manifolds (see Figure 1). Simulations with the package FieldSim are presented in the last section

Fractional Gaussian fields
The FieldSim package
The fieldsim procedure for conditional Gaussian fields
Some examples of conditional fractional Gaussian fields
On the line
On the plane
On the hyperboloid and on the sphere
Conclusion and perspectives

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