Spline-Interpolation-Based FFT Approach to Fast Simulation of Multivariate Stochastic Processes

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<table>Generated sample functions for longitudinal wind velocity fluctuations at six different heights, over first 600 s of generated sample functions displayed in Figure <a href="../fig3/">3</a>.</table>

Mathematical Problems in Engineering

fig4

Figure 4

Figure 4: Spline-Interpolation-Based FFT Approach to Fast Simulation of Multivariate Stochastic Processes 