Numerical simulation of homogeneous and inhomogeneous Gaussian stochastic vector fields

F. Poirion (1) , Christian Soize (1)

1 ONERA - The French Aerospace Lab [Châtillon]

The first part of this paper presents a numerical simulation method for homogeneous and inhomogeneous Gaussain vector fields. The convergence properties of the method are studied in detail as these are the only criteria for guaranteeing the quality of the silumated paths and hence the representativity of the simulation compared with the probabilistic model. Numerical simulation formulae are given explicitly in the first part. In the second part, an example is given of a velocity field simulation of atmospheric turbulence, as modeled by an isotropic homogeneous Gaussain field and by an inhomogeneous Gaussain field.

Domaines: Mécanique [physics.med-ph]; Probabilités [math.PR]

F. Poirion, Christian Soize. Numerical simulation of homogeneous and inhomogeneous Gaussian stochastic vector fields. La Recherche Aerospatiale (English edition), 1989, 1 (-), pp.41-61. ⟨hal-00770316⟩