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

Table 3

Comparisons of MRSE and EF among different simulation schemes (noted that the data come from [46]).

Locatio point	MRSE				EF
	SFFT	CL-FFT	SL-FFT	NN-FFT	SFFT	CL-FFT	SL-FFT	NN-FFT
1	0.1693	0.1896	0.2342	0.1655	0.9812	0.9804	0.9747	0.9818
2	0.1688	0.1791	0.2330	0.1648	0.9810	0.9802	0.9745	0.9817
3	0.1681	0.1782	0.2313	0.1643	0.9814	0.9806	0.9751	0.9821
4	0.1675	0.1774	0.2295	0.1636	0.9813	0.9805	0.9751	0.9819
5	0.1667	0.1764	0.2278	0.1633	0.9808	0.9801	0.9746	0.9815
6	0.1662	0.1758	0.2263	0.1625	0.9809	0.9802	0.9747	0.9816
7	0.1654	0.1748	0.2243	0.1621	0.9811	0.9804	0.9751	0.9817
8	0.1645	0.1737	0.2222	0.1617	0.9810	0.9803	0.9752	0.9816
9	0.1638	0.1727	0.2204	0.1607	0.9813	0.9806	0.9756	0.9819
10	0.1627	0.1713	0.2177	0.1597	0.9820	0.9813	0.9765	0.9825