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We propose a new method for sampling from stationary Gaussian random field ona grid which is not regular but has a regular block structure which is oftenthe case in applications. The introduced block circulant embedding method(BCEM) can outperform the classical circulant embedding method (CEM) whichrequires a regularization of the irregular grid before its application.Comparison of BCEM vs CEM is performed on some typical model problems.

A Block Circulant Embedding Method for Simulation of Stationary Gaussian Random Fields on Block-regular Grids