首页 | 本学科首页   官方微博 | 高级检索  
相似文献
 共查询到20条相似文献，搜索用时 31 毫秒
1.
Conditional Simulation of Random Fields by Successive Residuals   总被引：2，自引：0，他引：2  
This paper presents a new approach to the LU decomposition method for the simulation of stationary and ergodic random fields. The approach overcomes the size limitations of LU and is suitable for any size simulation. The proposed approach can facilitate fast updating of generated realizations with new data, when appropriate, without repeating the full simulation process. Based on a novel column partitioning of the L matrix, expressed in terms of successive conditional covariance matrices, the approach presented here demonstrates that LU simulation is equivalent to the successive solution of kriging residual estimates plus random terms. Consequently, it can be used for the LU decomposition of matrices of any size. The simulation approach is termed conditional simulation by successive residuals as at each step, a small set (group) of random variables is simulated with a LU decomposition of a matrix of updated conditional covariance of residuals. The simulated group is then used to estimate residuals without the need to solve large systems of equations.  相似文献   

2.
Conditional simulation of intrinsic random functions of orderk is a stochastic method that generates realizations which mimic the spatial fluctuation of nonstationary phenomena, reproduce their generalized covariance and honor the available data at sampled locations. The technique proposed here requires the following steps: (i) on-line simulation of Wiener-Levy processes and of their integrations; (ii) use of the turning-bands method to generate realizations in Rn; (iii) conditioning to available data; and (iv) verification of the reproduced generalized covariance using generalized variograms. The applicational aspects of the technique are demonstrated in two and three dimensions. Examples include the conditional simulation of geological variates of the Crystal Viking petroleum reservoir, Alberta, Canada.  相似文献   

3.
The space domain version of the turning bands method can simulate multidimensional stochastic processes (random fields) having particular forms of covariance functions. To alleviate this limitation a spectral representation of the turning bands method in the two-dimensional case has shown that the spectral approach allows simulation of isotropic two-dimensional processes having any covariance or spectral density function. The present paper extends the spectral turning bands method (STBM) even further for simulation of much more general classes of multidimensional stochastic processes. Particular extensions include: (i) simulation of three-dimensional processes using STBM, (ii) simulation of anisotropic two- or three-dimensional stochastic processes, (iii) simulation of multivariate stochastic processes, and (iv) simulation of spatial averaged (integrated) processes. The turning bands method transforms the multidimensional simulation problem into a sum of a series of one-dimensional simulations. Explicit and simple expressions relating the cross-spectral density functions of the one-dimensional processes to the cross-spectral density function of the multidimensional process are derived. Using such expressions the one-dimensional processes can be simulated using a simple one-dimensional spectral method. Examples illustrating that the spectral turning bands method preserves the theoretical statistics are presented. The spectral turning bands method is inexpensive in terms of computer time compared to other multidimensional simulation methods. In fact, the cost of the turning bands method grows as the square root or the cubic root of the number of points simulated in the discretized random field, in the two- or three-dimensional case, respectively, whereas the cost of other multidimensional methods grows linearly with the number of simulated points. The spectral turning bands method currently is being used in hydrologic applications. This method is also applicable to other fields where multidimensional simulations are needed, e.g., mining, oil reservoir modeling, geophysics, remote sensing, etc.  相似文献   

4.
Journel (1974) developed the turning-bands method which allows a three-dimensional data set with specified covariance to be obtained by the simulation of several one-dimensional realizations which have an intermediate covariance. The relationship between the threedimensional and one-dimensional covariance is straightforward and allows the one-dimensional covariance to be obtained immediately. In theory a dense uniform distribution of lines in three-dimensional space is required along which the one-dimensional realizations are generated; in practice most workers have been content to use the fifteen axes of the regular icosahedron. Many mining problems may be treated in two dimensions, and in this paper a turning-bands approach is developed to generate two-dimensional data sets with a specified covariance. By working in two dimensions, the area on which the data is simulated may be divided as finely as desired by the lines on which the one-dimensional realizations are first generated. The relationship between the two-dimensional and one-dimensional covariance is derived as a nontrivial integral equation. This is solved analytically for the onedimensional covariance. The method is applied to the generation of a two-dimensional data set with spherical covariance.  相似文献   

5.
The Fourier Integral Method (FIM) of spectral simulation, adapted to generate realizations of a random function in one, two, or three dimensions, is shown to be an efficient technique of non-conditional geostatistical simulation. The main contribution is the use of the fast Fourier transform for both numerical calculus of the density spectral function and as generator of random finite multidimensional sequences with imposed covariance. Results obtained with the FIM are compared with those obtained by other classic methods: Shinozuka and Jan Method in 1D and Turning Bands Method in 2D and 3D, the points for and against different methodologies are discussed. Moreover, with the FIM the simulation of nested structures, one of which can be a nugget effect and the simulation of both zonal and geometric anisotropy is straightforward. All steps taken to implement the FIM methodology are discussed.  相似文献   

6.
Conditional Spectral Simulation with Phase Identification   总被引：2，自引：0，他引：2  
Spectral simulation is used widely in electrical engineering to generate random fields with a given covariance spectrum. The algorithms used are fast particularly when based on Fast Fourier Transform (FFT). However, because of lack of phase identification, spectral simulation only generates unconditional realizations. Local data conditioning is obtained typically by adding a simulated kriging residual. This conditioning process requires an additional kriging at each simulated node thus forfeiting the speed advantage of FFT. A new algorithm for conditioning is proposed whereby the phase values are determined iteratively to ensure approximative data reproduction while reproducing the frequency spectrum, that is, the covariance model. A case study is presented to demonstrate the algorithm.  相似文献   

7.
This paper reviews the turning band method and fast Fourier transform method of producing a nonconditional simulation of a multinormal random function with a given covariance structure. A review of the two common methods of conditioning the simulation to honor the data shows that they are formally equivalent. Another method for directly pondering a conditional simulation based on the LU triangular decomposition of the covariance matrix is presented. Computational and implementation difficulties are discussed.  相似文献   

8.
Conditional simulation of intrinsic random functions of orderk is a stochastic method that generates realizations which mimic the spatial fluctuation of nonstationary phenomena, reproduce their generalized covariance and honor the available data at sampled locations. The technique proposed here requires the following steps: (i) on-line simulation of Wiener-Levy processes and of their integrations; (ii) use of the turning-bands method to generate realizations in Rn; (iii) conditioning to available data; and (iv) verification of the reproduced generalized covariance using generalized variograms. The applicational aspects of the technique are demonstrated in two and three dimensions. Examples include the conditional simulation of geological variates of the Crystal Viking petroleum reservoir, Alberta, Canada.  相似文献   

9.
In reservoir characterization, the covariance is often used to describe the spatial correlation and variation in rock properties or the uncertainty in rock properties. The inverse of the covariance, on the other hand, is seldom discussed in geostatistics. In this paper, I show that the inverse is required for simulation and estimation of Gaussian random fields, and that it can be identified with the differential operator in regularized inverse theory. Unfortunately, because the covariance matrix for parameters in reservoir models can be extremely large, calculation of the inverse can be a problem. In this paper, I discuss four methods of calculating the inverse of the covariance, two of which are analytical, and two of which are purely numerical. By taking advantage of the assumed stationarity of the covariance, none of the methods require inversion of the full covariance matrix.  相似文献   

10.
Sequential Gaussian simulation is widespread in Earth Science applications to quantify the uncertainty about regionalized properties. Its practical implementation relies on the screen effect approximation in order to determine the successive conditional distributions by considering only the information available in the neighborhood of the target location. A methodology is presented to assess the accuracy of sequential Gaussian simulation, by calculating the theoretical moments (expectation and variance–covariance matrix) of the simulated random vector and comparing them with the moments of the underlying model. The methodology can be applied in both the conditional and non-conditional contexts, as well as for univariate or multivariate simulation. It is helpful to determine appropriate implementation parameters, in particular about the visiting sequence and the design of the moving neighborhood for selecting relevant conditioning information, prior to performing simulation.  相似文献   

11.
A model of a multivariate covariance function with an ellipsoidal directional correlation scale has been developed. The axes of the ellipsoidal scale are related to the eigenvalues and eigenvectors of a matrix B which characterizes the ellipsoid of the range of influence. The matrix B is found to be related to a matrix T which can be estimated directly from sparse sampling data and can be used to determine estimates of the matrix B. The method has been applied to both two-dimensional and three-dimensional cases. The numerical results show that the satisfactory accuracy is obtained with sparse sampling data from an anisotropic random function.  相似文献   

12.
The turning bands method (TBM) generates realizations of isotropic Gaussian random fields by summing contributions from line processes. We consider two-dimensional simulations and study the correlation bias attributable to the use of only a finite number L of lines. Our analytical and numerical results confirm that the maximal bias is of order 1/L, and that L = 64 lines suffice for excellent covariance reproduction. The notorious banding observed in simulations with an insufficient number of lines is a related but different phenomenon and depends strongly on the choice of the line simulation technique. Clear-cut recommendations for the number of lines necessary to avoid the effect can only be based on practical experience with the specific code at hand.  相似文献   

13.
A coregionalization simulation consists of the generation of realizations of a group of spatially related random variables. The Fourier integral method is presented, modified to carry out such a multivariable simulation. This method allows the simulation of realizations with any specified symmetrical covariance matrix and it is not limited to the classic linear model of coregionalization. The results of gaussian nonconditinal simulations from a case study modeling the spatial characteristics of a layer of coal are given.  相似文献   

14.
In this paper, the maximum likelihood method for inferring the parameters of spatial covariances is examined. The advantages of the maximum likelihood estimation are discussed and it is shown that this method, derived assuming a multivariate Gaussian distribution for the data, gives a sound criterion of fitting covariance models irrespective of the multivariate distribution of the data. However, this distribution is impossible to verify in practice when only one realization of the random function is available. Then, the maximum entropy method is the only sound criterion of assigning probabilities in absence of information. Because the multivariate Gaussian distribution has the maximum entropy property for a fixed vector of means and covariance matrix, the multinormal distribution is the most logical choice as a default distribution for the experimental data. Nevertheless, it should be clear that the assumption of a multivariate Gaussian distribution is maintained only for the inference of spatial covariance parameters and not necessarily for other operations such as spatial interpolation, simulation or estimation of spatial distributions. Various results from simulations are presented to support the claim that the simultaneous use of maximum likelihood method and the classical nonparametric method of moments can considerably improve results in the estimation of geostatistical parameters.  相似文献   

15.
There is no single method available for estimating the seismic risk in a given area, and as a result most studies are based on some statistical model. If we denote by Z the random variable that measures the maximum magnitude of earthquakes per unit time, the seismic risk of a value m is the probability that this value will be exceeded in the next time units, that is, R(m)=P(Z>m). Several approximations can be made by adjusting different theoretical distributions to the function R, assuming different distributions for the magnitude of earthquakes. A related method used to treat this problem is to consider the difference between the times of occurrence of consecutive earthquakes, or inter-event times. The hazard function, or failure rate function, of this variable measures the instantaneous risk of occurrence of a new earthquake, supposing that the last earthquake happened at time 0. In this paper, we will consider the estimation of the variable that measures the inter-event time and apply nonparametric techniques; that is, we do not consider any theoretical distribution. Moreover, because the stochastic process associated with this variable can sometimes be non-stationary, we condition each time by the previous ones. We then work with a multidimensional estimation, and consider each multidimensional variable as a functional datum. Functional data analysis deals with data consisting of curves or multidimensional variables. Nonparametric estimation can be applied to functional data, to describe the behavior of seismic zones and their associated instantaneous risk. The applications of estimation techniques are shown by applying them to two different regions and data catalogues: California and southern Spain.  相似文献   

16.
Karhunen-Loeve展开在土性各向异性随机场模拟中的应用研究   总被引：1，自引：0，他引：1  
史良胜  杨金忠  陈伏龙  周发超 《岩土力学》2007,28(11):2303-2308
研究了Karhunen-Loeve(简称KL)展开在土性参数随机场模拟中的应用,分析了KL展开的特点,针对不规则区域和任意类型协方差函数提出了积分方程的Galerkin数值解法,模拟了土壤渗透系数各向异性随机场。分析结果表明：较低阶Karhunen-Loeve展开能够较好描述随机场的空间结构,与转动带法相比,KL展开法在模拟随机场的各向异性特性方面更具优势;与谱展开法相比,KL展开法具有更优的收敛性。  相似文献   

17.
This paper describes a novel approach for creating an efficient, general, and differentiable parameterization of large-scale non-Gaussian, non-stationary random fields (represented by multipoint geostatistics) that is capable of reproducing complex geological structures such as channels. Such parameterizations are appropriate for use with gradient-based algorithms applied to, for example, history-matching or uncertainty propagation. It is known that the standard Karhunen–Loeve (K–L) expansion, also called linear principal component analysis or PCA, can be used as a differentiable parameterization of input random fields defining the geological model. The standard K–L model is, however, limited in two respects. It requires an eigen-decomposition of the covariance matrix of the random field, which is prohibitively expensive for large models. In addition, it preserves only the two-point statistics of a random field, which is insufficient for reproducing complex structures. In this work, kernel PCA is applied to address the limitations associated with the standard K–L expansion. Although widely used in machine learning applications, it does not appear to have found any application for geological model parameterization. With kernel PCA, an eigen-decomposition of a small matrix called the kernel matrix is performed instead of the full covariance matrix. The method is much more efficient than the standard K–L procedure. Through use of higher order polynomial kernels, which implicitly define a high-dimensionality feature space, kernel PCA further enables the preservation of high-order statistics of the random field, instead of just two-point statistics as in the K–L method. The kernel PCA eigen-decomposition proceeds using a set of realizations created by geostatistical simulation (honoring two-point or multipoint statistics) rather than the analytical covariance function. We demonstrate that kernel PCA is capable of generating differentiable parameterizations that reproduce the essential features of complex geological structures represented by multipoint geostatistics. The kernel PCA representation is then applied to history match a water flooding problem. This example demonstrates that kernel PCA can be used with gradient-based history matching to provide models that match production history while maintaining multipoint geostatistics consistent with the underlying training image.  相似文献   

18.
This paper integrates random field simulation of soil spatial variability with numerical modeling of coupled flow and deformation to investigate consolidation in spatially random unsaturated soil. The spatial variability of soil properties is simulated using the covariance matrix decomposition method. The random soil properties are imported into an interactive multiphysics software COMSOL to solve the governing partial differential equations. The effects of the spatial variability of Young's modulus and saturated permeability together with unsaturated hydraulic parameters on the dissipation of excess pore water pressure and settlement are investigated using an example of consolidation in a saturated‐unsaturated soil column because of loading. It is found that the surface settlement and the pore water pressure profile during the process of consolidation are significantly affected by the spatially varying Young's modulus. The mean value of the settlement of the spatially random soil is more than 100% greater than that of the deterministic case, and the surface settlement is subject to large uncertainty, which implies that consolidation settlement is difficult to predict accurately based on the conventional deterministic approach. The uncertainty of the settlement increases with the scale of fluctuation because of the averaging effect of spatial variability. The effects of spatial variability of saturated permeability ksat and air entry parameters are much less significant than that of elastic modulus. The spatial variability of air entry value parameters affects the uncertainties of settlement and excess pore pressure mostly in the unsaturated zone. Copyright © 2016 John Wiley & Sons, Ltd.  相似文献   

19.
The numerical stability of linear systems arising in kriging, estimation, and simulation of random fields, is studied analytically and numerically. In the state-space formulation of kriging, as developed here, the stability of the kriging system depends on the condition number of the prior, stationary covariance matrix. The same is true for conditional random field generation by the superposition method, which is based on kriging, and the multivariate Gaussian method, which requires factoring a covariance matrix. A large condition number corresponds to an ill-conditioned, numerically unstable system. In the case of stationary covariance matrices and uniform grids, as occurs in kriging of uniformly sampled data, the degree of ill-conditioning generally increases indefinitely with sampling density and, to a limit, with domain size. The precise behavior is, however, highly sensitive to the underlying covariance model. Detailed analytical and numerical results are given for five one-dimensional covariance models: (1) hole-exponential, (2) exponential, (3) linear-exponential, (4) hole-Gaussian, and (5) Gaussian. This list reflects an approximate ranking of the models, from best to worst conditioned. The methods developed in this work can be used to analyze other covariance models. Examples of such representative analyses, conducted in this work, include the spherical and periodic hole-effect (hole-sinusoidal) covariance models. The effect of small-scale variability (nugget) is addressed and extensions to irregular sampling schemes and higher dimensional spaces are discussed.  相似文献   

20.
A fast Fourier transform (FFT) moving average (FFT-MA) method for generating Gaussian stochastic processes is derived. Using discrete Fourier transforms makes the calculations easy and fast so that large random fields can be produced. On the other hand, the basic moving average frame allows us to uncouple the random numbers from the structural parameters (mean, variance, correlation length, ... ), but also to draw the randomness components in spatial domain. Such features impart great flexibility to the FFT-MA generator. For instance, changing only the random numbers gives distinct realizations all having the same covariance function. Similarly, several realizations can be built from the same random number set, but from different structural parameters. Integrating the FFT-MA generator into an optimization procedure provides a tool theoretically capable to determine the random numbers identifying the Gaussian field as well as the structural parameters from dynamic data. Moreover, all or only some of the random numbers can be perturbed so that realizations produced using the FFT-MA generator can be locally updated through an optimization process.  相似文献   

设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号