Institute of Computational Mathematics and Mathematical Geophysics


International Conference on Mathematical Methods in Geophysics «MMG-2003»

Akademgorodok, Novosibirsk, Russia, October 8-12, 2003

Abstracts


Stochastic modeling in geophysics and atmospheric physics

Construction of numerically realized stochastic densities

Voytishek A.V.

Institute of computational mathematics and mathematical geophysics SD RAS (Novosibirsk)

Realization of numerical (including geophysical) models with stochastic parameters is tied with the choice of distribution laws using the experimental data and with the construction of algorithms for sample realization with respect to chosen probabilistic distributions. In this paper the serie of technologies for construction of stochastic densities of stochastic elements (values, vectors), for which the effective modeling algorithms exist, is proposed. Special modifications of the main stochastic numerical modeling algorithms (the reverse distribution function method, the superposition method, the rejection technique) are considered.


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