Moving averages for Gaussian simulation in two and three dimensions

被引:87
作者
Oliver, DS
机构
[1] Chevron Petroleum Technology Company, La Habra, 90633-0446, California
来源
MATHEMATICAL GEOLOGY | 1995年 / 27卷 / 08期
关键词
moving average; convolution; Gaussian simulation;
D O I
10.1007/BF02091660
中图分类号
P [天文学、地球科学];
学科分类号
07 ;
摘要
The square-root method provides a simple and computationally inexpensive way to generate multidimensional Gaussian random fields. It is applied by factoring the multidimensional covariance operator analytically, then sampling the factorization at discrete points to compute an array of weighted averages that can be convolved with an array of random normal deviates to generate a correlated random field. In many respects this is similar to the LU decomposition method and to the one-dimensional method of moving averages. However it has been assumed that the method of moving averages could not be used in higher dimensions, whereas direct application of the matrix decomposition approach is too expensive to be practical on large grids. In this paper, I show that it is possible to calculate the square root of many two- and three-dimensional covariance operators analytically so that the method of moving averages can be applied directly to the problem of multidimensional simulation. A few numerical examples of nonconditional simulation on a 256 x 256 grid that show the simplicity of the method are included. the method is fast and can be applied easily to nested and anisotropic variograms.
引用
收藏
页码:939 / 960
页数:22
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