[Stoch] stochastic pattern generator

Michael Tsyrulnikov tsyrulnikov at mecom.ru
Mon Feb 5 04:46:48 MST 2018

Hello everybody,

I'd like to let you know about the publication of the paper

Tsyrulnikov M. and Gayfulin D. A limited-area spatio-temporal stochastic
pattern generator for simulation of uncertainties in ensemble applications.
– Meteorologische Zeitschrift, 2017, v. 26, N5, 549-566, doi:

Here is the abstract:

A generator of spatio-temporal pseudo-random Gaussian fields that satisfy
the “proportionality of scales” property (Tsyroulnikov, 2001) is presented.
The generator is based on a third-order in time stochastic differential
equation with a pseudo-differential spatial operator defined on a limited
area 2D or 3D domain in the Cartesian coordinate system. The generated
pseudo-random fields are homogeneous and isotropic in space-time (with the
scaled vertical and temporal coordinates). The correlation functions in any
spatio-temporal direction belong to the Matérn class. The spatio-temporal
correlations are non-separable. A spectral in space and finite-difference in
time numerical solver is implemented and accelerated by exploiting
properties of real-world geophysical fields, in particular, the smoothness
of their spatial spectra. The generator is designed to create additive or
multiplicative, or other spatio-temporal perturbations that represent
uncertainties in numerical prediction models in geophysics. The generator is
tested with the meteorological COSMO model as a source of additive
spatio-temporal perturbations to the forecast-model fields. The program code
of the generator is publicly available.

And here is the link (Open Access):


Best regards and thank you for your attention,

  Michael Tsyrulnikov
  Meteorological Data Assimilation Department
  HydroMeteorological Centre of Russia
  11-13 B.Predtechensky Lane, 123242 Moscow Russia
  Email: mik.tsyrulnikov at gmail.com

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