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

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<tspan style="font-size: 12.50px; " x="0" y="0">𝑧</tspan>
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<table>Power spectrum of generated sample functions displayed in Figure <a href="../fig3/">3</a> versus corresponding targets.</table>

Mathematical Problems in Engineering

fig7

Figure 7

Figure 7: Spline-Interpolation-Based FFT Approach to Fast Simulation of Multivariate Stochastic Processes 