Abstract
In this paper, an original approach to the simulation of discretized, nonhomogeneous, spatial random fields is presented. To solve the simulation problem, an effective version of the rejection method and conditional probability distributions is implemented. A superior role in the method plays a propagation scheme consisting of a growing number of points, covering sequentially the nodes of a regular or irregular mesh. The results of the simulation of different types of second-order field (Brown, Wiener, Shinozuka) are presented. Estimators of local and global characteristics of these fields show agreement with theoretical Wishart (gamma) distributions. The proposed method can be used for the solution of two-dimensional stochastic nonlinear boundary value problems by computer simulation.
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