lohitv96 commented 2 years ago

Karhunen-Loeve Expansion 2 dimensional fields

This Pull Request adds a new feature to extend the functionality of the stochasticprocess submodule to simulate a 2 dimensional random field by the Karhunen Loeve Expansion.

Description

The code implements the methodology described in https://www.sciencedirect.com/science/article/abs/pii/S0045782516318692 for the simulation of a 2 dimensional random field. Although the journal article describes the simulation of a general multi-dimensional field, this implementation is for 2 dimensional fields only.

Related Issue

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Motivation and Context

This Pull request adds a new feature to the package.

How Has This Been Tested?

Two tests have been added to the test the functionality of the code. The tests are added under the tests folder. The tests pass successfully in the CI/CD pipeline.

Screenshots (if appropriate):

Types of changes

What types of changes does your code introduce? Put an x in all the boxes that apply:

[ ] Bug fix (non-breaking change which fixes an issue)
[x] New feature (non-breaking change which adds functionality)
[ ] Breaking change (fix or feature that would cause existing functionality to change)

Checklist:

Go over all the following points, and put an x in all the boxes that apply. If you're unsure about any of these, don't hesitate to ask. We're here to help!