Math Problem Statement

The problem involves generating samples of Earth's subsurface using probabilistic methods. The domain is split into two subdomains, divided by a straight line with random slope and intercept. The task is to generate and plot six samples using random variables and covariance matrices.

Solution

The image you've uploaded presents a problem that involves generating samples representing the Earth's subsurface using probabilistic methods. Here's a detailed breakdown of the problem and the task:

Problem Overview:

  • The domain Ω=[0,1]×[0,1]\Omega = [0, 1] \times [0, 1] (a unit square) is discretized into a 100×100100 \times 100 grid.

  • The domain Ω\Omega is split into two subdomains Ω1\Omega_1 and Ω2\Omega_2, divided by a straight line with random slope mm and intercept cc.

  • The slope mm and intercept cc are drawn from Gaussian distributions: mN(0,1/2),cN(1/2,1/8).m \sim \mathcal{N}(0, 1/2), \quad c \sim \mathcal{N}(1/2, 1/8).

  • The random variable θ1\theta_1 is defined over Ω1\Omega_1, and θ2\theta_2 is defined over Ω2\Omega_2.

    • θ1N(0,Γ1)\theta_1 \sim \mathcal{N}(0, \Gamma_1), where Γ1\Gamma_1 is an exponential covariance matrix.

    • θ2N(0,Γ2)\theta_2 \sim \mathcal{N}(0, \Gamma_2), where Γ2\Gamma_2 is an exponential squared covariance matrix.

    • The covariance matrices have a variance σ=1\sigma = 1 and a characteristic length =2\ell = 2.

Task:

  • Generate and plot six samples from the distribution π(θ1,θ2,m,c)\pi(\theta_1, \theta_2, m, c).

The goal is to generate samples that look similar to those shown in Figure 1 in the problem description (the colorful plots).

Hints:

  1. The samples should resemble the provided figures.
  2. Factorizing π(θ1,θ2,m,c)\pi(\theta_1, \theta_2, m, c) using conditionals and marginals can simplify the process.
  3. Using a coarser discretization could make debugging and early development easier.

Steps to Solve the Problem:

To complete this task using software like Python (with libraries such as NumPy, SciPy, and Matplotlib), or MATLAB, you need to follow these steps:

  1. Set up the grid: Discretize the domain Ω=[0,1]×[0,1]\Omega = [0, 1] \times [0, 1] into a 100x100 grid.

  2. Generate random slope mm and intercept cc:

    • Draw samples of mm and cc from their respective Gaussian distributions.
  3. Define the subdomains Ω1\Omega_1 and Ω2\Omega_2:

    • Use the equation y=mx+cy = mx + c to divide the grid into two regions Ω1\Omega_1 and Ω2\Omega_2.
  4. Create the covariance matrices Γ1\Gamma_1 and Γ2\Gamma_2:

    • These are exponential covariance matrices with variance σ=1\sigma = 1 and correlation length =2\ell = 2. You'll need to construct them carefully for the grid points.
  5. Generate random fields θ1\theta_1 and θ2\theta_2:

    • Using the covariance matrices Γ1\Gamma_1 and Γ2\Gamma_2, generate samples of the random fields θ1\theta_1 and θ2\theta_2.
  6. Plot the results:

    • Visualize the fields using a heatmap or contour plot as in the example images (Figure 1).

Would you like a code template to help implement this in Python or MATLAB?

Here are 5 questions that could further help:

  1. Do you have a preferred programming language for this task (Python, MATLAB)?
  2. Would you like more detailed steps on generating covariance matrices for Γ1\Gamma_1 and Γ2\Gamma_2?
  3. Are you familiar with visualizing random fields using Matplotlib or another plotting library?
  4. Should we focus on optimizing for runtime performance or ease of debugging?
  5. Do you need assistance in understanding the factorization of π(θ1,θ2,m,c)\pi(\theta_1, \theta_2, m, c)?

Tip: Factorizing the distribution into conditional components helps simplify complex sampling problems and can often reduce computational effort.

Ask a new question for Free

By Image

Drop file here or Click Here to upload

Math Problem Analysis

Mathematical Concepts

Probability Theory
Gaussian Processes
Covariance Matrices
Random Fields
Spatial Correlation

Formulas

m ~ N(0, 1/2)
c ~ N(1/2, 1/8)
θ1 ~ N(0, Γ1)
θ2 ~ N(0, Γ2)

Theorems

Gaussian Distribution
Exponential Covariance Matrix

Suitable Grade Level

Graduate Level or Advanced Undergraduate