%0 Journal Article %A Park, Min Ho %A Tretyakov, M.V. %D 2015 %I Begell House %K stationary Gaussian random field, irregular grids, sampling techniques, circulant embedding method, symmetric block-toeplitz matrices, block fast-fourier transform %N 6 %P 527-544 %R 10.1615/Int.J.UncertaintyQuantification.2015013781 %T A BLOCK CIRCULANT EMBEDDING METHOD FOR SIMULATION OF STATIONARY GAUSSIAN RANDOM FIELDS ON BLOCK-REGULAR GRIDS %U https://www.dl.begellhouse.com/journals/52034eb04b657aea,6731f3a961959e5d,41961cbf740fa804.html %V 5 %X We propose a new method for sampling from a stationary Gaussian random field on a grid which is not regular but has a regular block structure, which is often the case in applications. The introduced block-circulant embedding method (BCEM) can outperform the classical circulant embedding method (CEM), which requires a regularization of the irregular grid before its application. Comparison of BCEM vs CEM is performed on typical model problems. %8 2015-12-18