JOINT SIMULATION OF MULTIPLE-VARIABLES WITH A MARKOV-TYPE COREGIONALIZATION MODEL

Many applications are multivariate in character and call for stochastic images of the joint spatial variability of multiple variables conditioned by a prior model of covariances and cross-covariances. This paper presents an algorithm to perform cosimulation of such spatially intercorrelated variables. This new algorithm builds on a Markov-type hypothesis whereby collocated information screens further away data of the same type, allowing cosimulation without the burden of a full cokriging. The proposed algorithm is checked against a synthetic mu[ti-Gaussian reference dataset, then against a multi-Gaussian cosimulation approach using full cokriging. The results indicate that the proposed algorithm perform as well as the full cokriging approach in reproducing the univariate and bivariate statistics of the reference set, yet at less cpu cost.