A Priori Error Estimation for Random Field Generation and a Method to Make Random Generation Scalable in Massively Parallel Implementations
Résumé
This work analyses the error committed when sampling a random field with the spectral representation method. We conclude the error decreases proportionally to the size of the domain. The problem is that the cost of generation a random field scales as O ( N log ( N )) , where N is the number of points in the simulation. We proposes a subdivision-method that maintain where we can glue together several sample blocks (generated with a O ( N log ( N )) complexity) into one single field. This allows to have a O ( N ) scalability of the system, saving much computational effort and suited to massively parallel architectures.
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