scholarly journals The Excursion set approach: Stratonovich approximation and Cholesky decomposition

2018 ◽  
Vol 478 (4) ◽  
pp. 5296-5300 ◽  
Author(s):  
Farnik Nikakhtar ◽  
Mohammadreza Ayromlou ◽  
Shant Baghram ◽  
Sohrab Rahvar ◽  
M Reza Rahimi Tabar ◽  
...  
Keyword(s):  
Cholesky Decomposition ◽  
Excursion Set

scholarly journals Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure

2017 ◽  
Vol 54 (3) ◽  
pp. 833-851 ◽  
Author(s):  
Anders Rønn-Nielsen ◽  
Eva B. Vedel Jensen
Keyword(s):  
Random Field ◽  
Large Class ◽  
Random Fields ◽  
Lévy Measure ◽  
Infinitely Divisible ◽  
Excursion Sets ◽  
Excursion Set ◽  
Fixed Radius ◽  
Asymptotic Probability ◽  
The Right

Abstract We consider a continuous, infinitely divisible random field in ℝd, d = 1, 2, 3, given as an integral of a kernel function with respect to a Lévy basis with convolution equivalent Lévy measure. For a large class of such random fields, we compute the asymptotic probability that the excursion set at level x contains some rotation of an object with fixed radius as x → ∞. Our main result is that the asymptotic probability is equivalent to the right tail of the underlying Lévy measure.

An efficient Cholesky decomposition and applications for the simulation of large-scale random wind velocity fields

2018 ◽  
Vol 22 (6) ◽  
pp. 1255-1265 ◽  
Author(s):  
Yongle Li ◽  
Chuanjin Yu ◽  
Xingyu Chen ◽  
Xinyu Xu ◽  
Koffi Togbenou ◽  
...  
Keyword(s):  
Wind Velocity ◽  
Large Scale ◽  
Spectral Representation ◽  
Cholesky Decomposition ◽  
Velocity Fields ◽  
Data Driven ◽  
Long Span Bridges ◽  
Long Span ◽  
Spectral Representation Method ◽  
Representation Method

A growing number of long-span bridges are under construction across straits or through valleys, where the wind characteristics are complex and inhomogeneous. The simulation of inhomogeneous random wind velocity fields on such long-span bridges with the spectral representation method will require significant computation resources due to the time-consuming issues associated with the Cholesky decomposition of the power spectrum density matrixes. In order to improve the efficiency of the decomposition, a novel and efficient formulation of the Cholesky decomposition, called “Band-Limited Cholesky decomposition,” is proposed and corresponding simulation schemes are suggested. The key idea is to convert the coherence matrixes into band matrixes whose decomposition requires less computational cost and storage. Subsequently, each decomposed coherence matrix is also a band matrix with high sparsity. As the zero-valued elements have no contribution to the simulation calculation, the proposed method is further expedited by limiting the calculation to the non-zero elements only. The proposed methods are data-driven ones, which can be applicable broadly for simulating many complicated large-scale random wind velocity fields, especially for the inhomogeneous ones. Through the data-driven strategies presented in the study, a numerical example involving inhomogeneous random wind velocity field simulation on a long-span bridge is performed. Compared to the traditional spectral representation method, the simulation results are with high accuracy and the entire simulation procedure is about 2.5 times faster by the proposed method for the simulation of one hundred wind velocity processes.

scholarly journals Excursion set peaks: a self-consistent model of dark halo abundances and clustering

2013 ◽  
Vol 431 (2) ◽  
pp. 1503-1512 ◽  
Author(s):  
Aseem Paranjape ◽  
Ravi K. Sheth ◽  
Vincent Desjacques
Keyword(s):  
Dark Halo ◽  
Consistent Model ◽  
Self Consistent ◽  
Excursion Set
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