English

Approximations of the modified Bessel functions of the second kind $K_\nu$. Applications in random field generation

Computational Physics 2023-03-24 v1 Mathematical Physics math.MP

Abstract

We propose an analytical approximation for the modified Bessel function of the second kind KνK_\nu. The approximation is derived from an exponential ansatz imposing global constrains. It yields local and global errors of less than one percent and a speed-up in the computing time of 33 orders in magnitude in comparison with traditional approaches. We demonstrate the validity of our approximation for the task of generating long-range correlated random fields.

Keywords

Cite

@article{arxiv.2303.13400,
  title  = {Approximations of the modified Bessel functions of the second kind $K_\nu$. Applications in random field generation},
  author = {D. I. Palade and L. M. Pomârjanschi},
  journal= {arXiv preprint arXiv:2303.13400},
  year   = {2023}
}