A Numerical Technique for Simulating Random Fields

A unifled technique for generat- ing homogeneous/non-homogeneous, Gaussian/non- Gaussian random flelds deflned on any subset of the multidimensional Euclidean space is provided. This is based on an approximate series representation valid for spatial random flelds with arbitrary covariance function which can be readily realized. Furthermore, its applicability as a simulation tool is examined nu- merically by considering some examples that illus- trate its feasibility and accuracy.