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My general question is how to construct an isotropic random vector field $\vec f: \mathbb{R}^3 \to \mathbb{R}^3$ with a given mean magnitude $\mathbb{E}[\|\vec f(\vec x)\|]=\mu$ and with vector magnitudes and direction correlated up to some length scales $l$ (beyond which the correlation goes to zero). I prefer a construction satisfying $\nabla \cdot \vec f=0$, but a construction without that condition is already interesting.

More precisely, we are given a vector $\vec{\mu}$ in $\mathbb{R^3}$ and a matrix-valued correlation function $C: \mathbb{R^3} \times \mathbb{R^3} \to M_3(\mathbb{R})$ which is isotropic, i.e $C(\vec v,\vec w)=C(\|\vec v-\vec w\|)$. One may define a Gaussian Process $f(\vec x) \sim GP(\vec{\mu},C)$ such that $\mathbb{E}[\vec f(\vec x)]=\vec\mu$ and $Cov(\vec f(v),\vec f(w))=C(\vec v,\vec w)$. I believe that constructions of such a random field $f$ are known. The equivalent problem for a scalar field $f$ seems well-studied: one can first draw the field in Fourier space by normalizing a white noise field with the appropriate power spectrum $P(k)$, and then transform back to real space. Here I am looking for a simple procedure for $\mathbb{R}^3$; I think this is known but I haven't found a clear description anywhere.

Question: How can one generate such a random field $f$ with a mean vector of zero ($\vec{\mu}=\vec 0$), and a mean magnitude of $\mu$ ($\mathbb{E}[\|\vec f(\vec x)\|]=\mu$)? And what if we also impose $\nabla \cdot \vec f=0$?

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One construction uses that divergence free fields are precisely the rotation fields:

Choose any isotropic matrix valued covariance function $C':\mathbb{R}^3\times\mathbb{R}^3\to \mathbb{R}^{3\times3}_{\ge0}$. Then, the push forward $\nabla\times g=GP(0,\nabla\times C'\times\nabla)$ of the Gaussian process $g=GP(0,C')$ is such an isotropic covariance function with divergence free realizations.

The details of the construction of the covariance $C:=\nabla\times C'\times\nabla$ are that the rotation operator from the left is applied to the first argument and the rotation operator from the left is applied to the second argument.

If you include a factor in $C'$, you can fit it afterwards to get the intended mean magnitude. If you choose $C'$ "general enough", than $C$ is "general enough".

(Shameless self-promotion:) See also https://arxiv.org/abs/1801.09197 (or https://arxiv.org/abs/2002.00818).

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  • $\begingroup$ thanks for your reply. I am bit confused by your operator $C:=\nabla\times C'\times\nabla$. Can you kindly be more explicit on how this is defined? $\endgroup$ Commented Sep 13, 2021 at 6:46
  • $\begingroup$ Also, your paper arxiv.org/pdf/1801.09197.pdf cites diva-portal.org/smash/get/diva2:606538/FULLTEXT01.pdf, which, in a similar vein describes how to generate a divergence-free Gaussian field with given correlation length $l$ and (vector) mean value $\mathbf{\mu}(\mathbf{x})=\mathbf{0}$, by using a matrix-valued correlation function $C(\mathbf{x},\mathbf{y})$ with correlation length $l$ such that realizations are necessarily divergence-free. The only missing condition here for my problem is to impose the mean magntude. I'm wondering if their kernel can be adapted for this? $\endgroup$ Commented Sep 13, 2021 at 6:48
  • $\begingroup$ Yes, my operator $C$ follows the same construction as diva-portal.org/smash/get/diva2:606538/FULLTEXT01.pdf. If you multiply $C'$ by a positive factor $\sigma^2$, the construction is still valid. Then $C$ is also multiplied by $\sigma^2$ and hence the "mean magnitude" (however you define it) should also be increased by $\sigma$. $\endgroup$ Commented Sep 13, 2021 at 7:11
  • $\begingroup$ thanks for this elegant construction. Sorry, my knowledge of Gaussian random vector fields is very limited. You seem to be suggesting that when the mean vector $\vec{\vec{\mu}}$ is set to $\vec{0}$, the mean magnitude, which I define as the (constant over space) expectation value of $\vec{f}(\vec{x})$, is uniquely determined by the correlation function $C$. Is this true and if so, how might I calculate the mean magntitude in terms of $C$? Thanks for your time. $\endgroup$ Commented Sep 13, 2021 at 7:17
  • $\begingroup$ forgetting the divergence free condition and condition on the mean magntitude, would you kindly point me towards a reference on methods for generating Gaussian random vector fields. This review repository.kaust.edu.sa/bitstream/handle/10754/656527/… gives a survey of such methods but only for scalar fields. $\endgroup$ Commented Sep 13, 2021 at 7:19

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