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MathGroup Archive 2004

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Re: Simulating random fields in Mathematica

  • To: mathgroup at smc.vnet.net
  • Subject: [mg50990] Re: Simulating random fields in Mathematica
  • From: Antti Penttilä <Antti.I.Penttila at helsinki.fi>
  • Date: Fri, 1 Oct 2004 04:48:04 -0400 (EDT)
  • Organization: University of Helsinki
  • References: <cjgioq$q6v$1@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

Mark Coleman wrote:

> Greetings,
> 
> I'm searching for Mathematica code to simulate large (Gaussian) random fields,
> for work in spatial analysis. Can anyone point me in the right
> direction?
> 
> Thanks,
> 
> -Mark
> 

I have a notebook for simulation of Gaussian random field as a Fourier-series representation. I have been told that this series represent Gaussian random field, but I don't have skills to theoretically check it myself. At least it seems to be almost normal.

Antti Penttilä



(************** Content-type: application/mathematica **************
                     CreatedBy='Mathematica 5.0'

                    Mathematica-Compatible Notebook

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application, such as Mathematica, MathReader or Publicon. The data
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(*NotebookFileLineBreakTest
NotebookFileLineBreakTest*)
(*NotebookOptionsPosition[      4509,        123]*)
(*NotebookOutlinePosition[      5153,        145]*)
(*  CellTagsIndexPosition[      5109,        141]*)
(*WindowFrame->Normal*)



Notebook[{

Cell[CellGroupData[{
Cell["Gaussian surface as Fourier-series", "Title"],

Cell[BoxData[{
    \(\(nn\  = \ 15;\)\  (*\ 
      Length\ of\ the\ series\ *) \), "\[IndentingNewLine]", 
    \(\(\[Sigma]\  = \ 1;\)\  (*\ 
      Deviation\ of\ the\ field\ *) \), "\[IndentingNewLine]", 
    \(\(\(covl\  = \ 2\)\(;\)\(\ \)\( (*\ 
      The\ covariance\ length\ of\ the\ field\ \
*) \)\(\[IndentingNewLine]\)\(L\  = \ 20\)\(;\)\(\ \)\( (*\ 
      The\ periodicity\ of\ the\ field\ will\ be\ [\(-L\), \ 
          L]\ *) \)\)\)}], "Input"],

Cell[BoxData[
    \(\(\( (*\ 
      Misc . \ functions\ *) \)\(\[IndentingNewLine]\)\(sig2[k_, 
        n_]\  := \ \[Sigma]\^2\ \[Pi]\/2\ \((covl\/L)\)\^2\ Exp[\ \(-\(1\/2\)\
\)\ \((\(\[Pi]\ covl\)\/L)\)\^2\ \((k\^2 + n\^2)\)]\n
    \[Phi][k_, n_]\  := \ Random[\ Real, \ {0, \ 2\ \[Pi]}]\n
    A[k_, n_]\  := \ \@\(\(-2\)\ sig2[k, n]\ Log[\ Random[]]\)\)\)\)], "Input"],

Cell[CellGroupData[{

Cell[BoxData[
    \(\(\( (*\ 
      The\ series\ representation\ of\ the\ Gaussian\ field\ *) \)\(\
\[IndentingNewLine]\)\(z[x_, y_]\  := \ 
      Sum[\ At[\([k + nn + 1, 
              n + nn + 
                1]\)]\ Cos[\ \(k\ \[Pi]\ x\)\/L\  + \ \(n\ \[Pi]\ y\)\/L\  + \
\ \[Phi]t[\([k + nn + 1, n + nn + 1]\)]], \ {k, \ \(-nn\), \ 
          nn}, \ {n, \ \(-nn\), \ nn}]\)\)\)], "Input"],

Cell[BoxData[
    RowBox[{\(General::"spell1"\), \(\(:\)\(\ \)\), "\<\"Possible spelling \
error: new symbol name \\\"\\!\\(\[Phi]t\\)\\\" is similar to existing symbol \
\\\"\\!\\(\[Phi]\\)\\\". \\!\\(\\*ButtonBox[\\\"More\[Ellipsis]\\\", \
ButtonStyle->\\\"RefGuideLinkText\\\", ButtonFrame->None, \
ButtonData:>\\\"General::spell1\\\"]\\)\"\>"}]], "Message"]
}, Open  ]],

Cell[BoxData[
    \(\(\( (*\ For\ a\ new\ realization\ of\ the\ field, \ 
      calculate\ new\ coefficients\ for\ the\ series\ *) \)\(\
\[IndentingNewLine]\)\(\(\[Phi]t\  = \ 
        Table[\ \[Phi][k, n], \ {k, \ \(-nn\), \ nn}, \ {n, \ \(-nn\), \ 
            nn}];\)\[IndentingNewLine]
    \(At\  = \ 
        Table[\ A[k, n], \ {k, \ \(-nn\), \ nn}, \ {n, \ \(-nn\), \ 
            nn}];\)\)\)\)], "Input"],

Cell[BoxData[
    \(\(Plot3D[\ z[x, y], \ {x, \ \(-L\), \ L}, \ {y, \ \(-L\), \ L}, \ 
        BoxRatios \[Rule] Automatic, \ PlotPoints \[Rule] 50];\)\)], "Input"],

Cell[BoxData[
    \(\(\( (*\ 
      Random\ sample\ *) \)\(\[IndentingNewLine]\)\(samp\  = \ 
        Table[\ z[Random[Real, \ {\(-1\), 1}]\ L, 
            Random[Real, \ {\(-1\), 1}]\ L], \ {1000}];\)\)\)], "Input"],

Cell[BoxData[
    \(\(\( (*\ 
      Sample\ properties\ *) \)\(\[IndentingNewLine]\)\(Histogram[\ samp, \ 
        HistogramScale \[Rule] 1];\)\)\)], "Input"],

Cell[BoxData[
    \({Mean[\ samp], \ StandardDeviation[\ samp]}\)], "Input"]
}, Open  ]]
},
FrontEndVersion->"5.0 for Microsoft Windows",
ScreenRectangle->{{0, 1280}, {0, 951}},
WindowSize->{1065, 923},
WindowMargins->{{0, Automatic}, {Automatic, 0}}
]



(*******************************************************************
End of Mathematica Notebook file.
*******************************************************************)


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