Simulation of multi-dimensional Gaussian stationary processes and fractional Brownian motion

libfbm is a C++ library for fast and accurate simulation of multi-dimensional (1D, 2D, 3D, 4D, etc.) Gaussian stationary processes, fractional Brownian motion and noise with power-law power spectrum. For more information please see the HTML documentation. Code should work with any modern C++ compiler, but is packaged for use on a Linux/UNIX system. It is dependant on FFTW for FFT functionality.

This example shows how to simulate a two-dimensional 64x64 stationary gaussian surface with an unisotropic exponential covariance function:

#include <stdio.h>

#include <math.h>

#include <libfbm.hpp>

struct MyContext : public libfbm::SGPContext

{

MyContext(const libfbm::zvec& dim) : libfbm::SGPContext(dim, dim, "myctx") { }

double cov(const libfbm::zvec& r)

{

double xp = 0;

for ( size_t i = 0; i < r.size(); i++ )

xp += -fabs(r[i]) / (5 + i * 17);

return exp(xp);

}

};

int main()

{

libfbm::zvec dim(2);

dim[0] = 64;

dim[1] = 64;

MyContext ctx(dim);

libfbm::Field fbm(ctx, true);

fbm.generate();

for ( int y = 0; y < dim[1]; y++ )

{

for ( int x = 0; x < dim[0]; x++ )

printf("%s%g", x ? " " : "", fbm(x, y));

printf("\n");

}

return 0;

}