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Fractional Brownian field or surface generator

version 1.1.0.0 (3.24 KB) by Zdravko Botev
Fast simulation of fractional Brownian surface on unit disk, with Hurst parameter 'H'.

1.2K Downloads

Updated 03 Feb 2016

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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

Cite As

Zdravko Botev (2021). Fractional Brownian field or surface generator (https://www.mathworks.com/matlabcentral/fileexchange/38945-fractional-brownian-field-or-surface-generator), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2015b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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