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Fractional Brownian field or surface generator

version 1.1 (3.24 KB) by

Fast simulation of fractional Brownian surface on unit disk, with Hurst parameter 'H'.

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Simulates Fractional Brownian field on unit disk, with Hurst parameter 'H';
Note that the covariance function is isotropic, see reference below.
 INPUTS:
        - 'H' is the Hurst parameter of the Gaussian process
        - 'n' is the number of grid points, where 'n' is a power of 2;
            if the 'n' supplied is not a power of two,
            then we set n=2^ceil(log2(n)); default is n=2^8;
 OUTPUT:
          - two statistically independent fields 'field1' and 'field2'
            over unit disk; if not output requested, then function
            outputs a figure of one of the fields
          - vectors 'tx' and 'ty' so that the field is plotted via
            surf(tx,ty,field1,'EdgeColor','none')
 Example:
  [field1,field2,tx,ty]=Brownian_field(.9,2^10);surf(tx,ty,field2,'EdgeColor','none'),colormap bone
Reference:
 Kroese, D. P., & Botev, Z. I. (2015). Spatial Process Simulation.
 In Stochastic Geometry, Spatial Statistics and Random Fields(pp. 369-404)
 Springer International Publishing, DOI: 10.1007/978-3-319-10064-7_12

Comments and Ratings (2)

Damodara

Hi Botev,

How can we measure these fractals using box counting dimension method.

Regards
dams

Luiz

Luiz (view profile)

Dear Botev,

Thanks for sharing this file. I am trying to run the file, but Matlab says that is necessary to have a function rho. Could you provide a rho function as an example? You have done it in your other code (stationary_Gaussian_process) and it was great to have a start point.

Thanks!

Updates

1.1

- updated reference
- introduced error control

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MATLAB 8.6 (R2015b)

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