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GaussianRandomFields
is a Julia package to compute and sample from Gaussian random fields.
pkg> add GaussianRandomFields # Press ']' to enter the Pkg REPL mode
pkg> test GaussianRandomFields
Feel free to open an issue for bug reports, feature requests, or general questions. We encourage new feature additions as pull requests, preferably in a new feature branch.
If you find this package useful in your work, feel free to cite
@article{robbe2023gaussianrandomfields,
title={GaussianRandomFields.jl: A Julia package to generate and sample from Gaussian random fields},
author={Robbe, Pieterjan},
journal={Journal of Open Source Software},
volume={8},
number={89},
pages={5595},
year={2023}
}
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[2] Graham, I. G., Kuo, F. Y., Nuyens, D., Scheichl, R. and Sloan, I.H. Analysis of circulant embedding methods for sampling stationary random fields. SIAM Journal on Numerical Analysis 56(3), pp. 1871-1895, 2018.
[3] Le Maître, O. and Knio, M. O. Spectral methods for uncertainty quantification: with applications to computational fluid dynamics. Springer Science & Business Media, 2010.
[4] Baker, C. T. The numerical treatment of integral equations. Clarendon Press, 1977.
[5] Betz, W., Papaioannou I. and Straub, D. Numerical methods for the discretization of random fields by means of the Karhunen–Loève expansion. Computer Methods in Applied Mechanics and Engineering 271, pp. 109-129, 2014.