High Dimensional Fractional Gaussian Fields
In this post we’ll look at the statistical properties of fractional Gaussian fields in arbitrary dimensions.
Time scales in the pseudospectral simulation of the heat equation
This is a discussion of a pseudospectral simulation of the stochastically forced heat equation and an analysis of the time scales needed for the results to converge.
Numerical Simulations of Fractional Gaussian Fields
I describe the basic properties of fractional Gaussian fields and show some numerical simulations.
Benchmarking Python FFTs
These are some benchmarks on Fast Fourier Transform in Python using different tools: Numpy, Scipy, PyFFTW and PyTorch. The arrays are one-dimensional with complex entries and up to 2^26 elements.