Research Article

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

Table 2

Comparison of time expense among different simulation schemes (noted that the data come from [46]).

Different schemesTime expense (sec)
10 location points20 location points

SFFT8.3529.84
CL-FFT12.7647.80
SL-FFT10.8040.36
NN-FFT20.2474.98
FFT43.03301.55