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arXiv · 2303.13400

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

D. I. Palade·L. M. Pomârjanschi
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Abstract

We propose an analytical approximation for the modified Bessel function of the second kind $K_\nu$. 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 $3$ 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.

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D. I. Palade, L. M. Pomârjanschi. 2023-03-23. Approximations of the modified Bessel functions of the second kind $K_\nu$. Applications in random field generation. https://arxiv.org/abs/2303.13400

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