Simulating isotropic vector-valued Gaussian random fields on the sphere through finite harmonics approximations
The paper tackles the problem of simulating isotropic vector-valued Gaussian random fields defined over the unit two-dimensional sphere embedded in the three-dimensional Euclidean space. Such random fields are used in different disciplines of the natural sciences to model observations located on the...
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Veröffentlicht in: | Stochastic environmental research and risk assessment 2019-09, Vol.33 (8-9), p.1659-1667 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | The paper tackles the problem of simulating isotropic vector-valued Gaussian random fields defined over the unit two-dimensional sphere embedded in the three-dimensional Euclidean space. Such random fields are used in different disciplines of the natural sciences to model observations located on the Earth or in the sky, or direction-dependent subsoil properties measured along borehole core samples. The simulation is obtained through a weighted sum of finitely many spherical harmonics with random degrees and orders, which allows accurately reproducing the desired multivariate covariance structure, a construction that can actually be generalized to the simulation of isotropic vector random fields on the
d
-dimensional sphere. The proposed algorithm is illustrated with the simulation of bivariate random fields whose covariances belong to the
F
, spectral Matérn and negative binomial classes of covariance functions on the two-dimensional sphere. |
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ISSN: | 1436-3240 1436-3259 |
DOI: | 10.1007/s00477-019-01717-8 |