2015
DOI: 10.1080/10618600.2014.946603
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A Turning-Band Method for the Simulation of Anisotropic Fractional Brownian Fields

Abstract: Abstract. In this paper, we propose a method for simulating realizations of twodimensional anisotropic fractional Brownian elds (AFBF) introduced by Bonami and Estrade (2003). The method is adapted from a generic simulation method called the turning-band method (TBM) due to Matheron (1973). The TBM reduces the problem of simulating a eld in two dimensions by combining independent processes simulated on oriented bands. In the AFBF context, the simulation elds are constructed by solving an integral equation aris… Show more

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Cited by 14 publications
(35 citation statements)
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“…We observe that the tangent field Y x0 is no more and no less than an elementary field using the terminology of [13]. This result shall be crucial when simulating this Gaussian model as detailed in the next section.…”
Section: Tangent Fields At Every Pointmentioning
confidence: 67%
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“…We observe that the tangent field Y x0 is no more and no less than an elementary field using the terminology of [13]. This result shall be crucial when simulating this Gaussian model as detailed in the next section.…”
Section: Tangent Fields At Every Pointmentioning
confidence: 67%
“…To define stationary anisotropic models with global orientation α 0 , one can set h ≡ H in (4) and: for some 0 < α π/2. Note that we then recover the elementary fields of [13], which are a particular case of AFBF. When α = π/2, this model corresponds to the usual isotropic FBF of Hurst index H ( Fig.…”
Section: General Anisotropic Self-similar Gaussian Fieldsmentioning
confidence: 99%
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“…We conducted some experiments on AFBF (see (2)) simulated using the turningband method developed by Biermé et al (2015). This method was applied with approximately 500 bands to simulate field realizations on a grid of size 100 × 100.…”
Section: Numerical Resultsmentioning
confidence: 99%