共查询到20条相似文献，搜索用时 46 毫秒
1.
D. Posa 《Mathematical Geology》1991,23(5):695-702
A natural extrapolation of stochastic operations (continuity and differentiation) already described in time domain (one-dimensional case) is established for spatial processes (two- or three-dimensional case). If stationarity decision is assumed, the continuity and differentiability (in the mean square sense) of a spatial process depends on the continuity and differentiability of the correlation function at the origin. Spatial processes described by stationary random functions are not continuous (in the mean square sense) when the covariance function presents a nugget effect, and they are not differentiable when the same covariance function is described by a spherical or an exponential covariance (models which are often used in geostatistics). 相似文献
2.
C. R. Dietrich 《Mathematical Geology》1993,25(4):439-451
The generation over two-dimensional grids of normally distributed random fields conditioned on available data is often required in reservoir modeling and mining investigations. Such fields can be obtained from application of turning band or spectral methods. However, both methods have limitations. First, they are only asymptotically exact in that the ensemble of realizations has the correlation structure required only if enough harmonics are used in the spectral method, or enough lines are generated in the turning bands approach. Moreover, the spectral method requires fine tuning of process parameters. As for the turning bands method, it is essentially restricted to processes with stationary and radially symmetric correlation functions. Another approach, which has the advantage of being general and exact, is to use a Cholesky factorization of the covariance matrix representing grid points correlation. For fields of large size, however, the Cholesky factorization can be computationally prohibitive. In this paper, we show that if the data are stationary and generated over a grid with regular mesh, the structure of the data covariance matrix can be exploited to significantly reduce the overall computational burden of conditional simulations based on matrix factorization techniques. A feature of this approach is its computational simplicity and suitability to parallel implementation. 相似文献
3.
Peter I. Brooker 《Mathematical Geology》1985,17(1):81-90
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
4.
Roussos Dimitrakopoulos 《Mathematical Geology》1990,22(3):361-380
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
5.
Dean S. Oliver 《Mathematical Geology》1995,27(8):939-960
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 LUdecomposition 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 256×256 grid that show the simplicity of the method are included. The method is fast and can be applied easily to nested and anisotropic variograms. 相似文献
6.
Simulation of one-dimensional correlated fields using a matrix-factorization moving average approach
The simulation of one-dimensional stationary correlated fields is of increasing importance in the earth sciences. A new method for repeated generation of independent realizations, which are long and dense relative to the correlation scale of the underlying stochastic process, is examined here. This method is conceptually simple and easy to apply. It consists of a matrix-factorization technique for derivation of moving average coefficients which are used as weights in the construction of successive observations from linear combinations of random normal deviates. The matrix-factorization procedure is fast and need be performed only once for a given correlation function and density of observations. This technique can be used to generate evenly spaced observations in time or a single space dimension for any prescribed correlation function and marginal distribution which is Gaussian with arbitrary mean and variance. Tests of ensemble properties of generation procedures have been developed and results for this method compared with those for a popular generation technique. For correlation functions and generation conditions examined, the matrix-factorization moving average approach more accurately produces ensemble characteristics of the prescribed underlying process. For repeated generation of 2001 observations spaced evenly over realizations with length equal to 100 times the correlation scale, the moving average approach requires only about one fifth the CPU time used by the Shinozuka and Jan method to obtain similar accuracy. 相似文献
7.
Some of the available stochastic finite element methods are adapted and evaluated for the analyses of response of soils with uncertain properties subjected to earthquake induced random ground motion. In this study, the dynamic response of a soil mass, with finite element discretization, is formulated in the frequency domain. The spectral density function of the response variables are obtained from which the evaluation of the root-mean-squared and the most probable extreme values of the response are made. The material non-linearities are incorporated by using strain compatible moduli and damping of soils using an equivalent linear model for stress–strain behaviour of soils and an iterative solution of the response. The spatial variability of the shear modulus is described through a random field model and the earthquake included motion is treated as a stochastic process. The available formulations of direct Monte-Carlo simulation, first-order perturbation method, a spectral decomposition method with Neumann expansion and a spectral decomposition method with Polynomial Chaos are used to develop stochastic finite element analyses of the seismic response of soils. The numerical results from these approaches are compared with respect to their accuracy and computational efficiency. © 1998 John Wiley & Sons Ltd. 相似文献
8.
Li Chao 《Mathematical Geology》1999,31(6):685-700
A multidimensional version of the nonstationary maximum entropy spectral estimation method has been developed. By applying the neural net technique, the estimated maximum entropy spectral density function has more resolution power than the conventional nonstationary periodogram spectral density function. The application of spectral density functions to simulate multidimensional nonstationary random fields is also investigated. 相似文献
9.
A spectral approach to simulating intrinsic random fields with power and spline generalized covariances 总被引：4，自引：0，他引：4
This article presents a variant of the spectral turning bands method that allows fast and accurate simulation of intrinsic
random fields with power, spline, or logarithmic generalized covariances. The method is applicable in any workspace dimension
and is not restricted in the number and configuration of the locations where the random field is simulated; in particular,
it does not require these locations to be regularly spaced. On the basis of the central limit and Berry–Esséen theorems, an
upper bound is derived for the Kolmogorov distance between the distributions of generalized increments of the simulated random
fields and the normal distribution. 相似文献
10.
Tilmann Gneiting 《Mathematical Geology》1999,31(2):195-211
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
11.
On the condition number of covariance matrices in kriging, estimation, and simulation of random fields 总被引：1，自引：0，他引：1
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
12.
Dynamic stochastic estimation of physical variables 总被引：1，自引：0，他引：1
A fundamental problem facing the physical sciences today is analysis of natural variations and mapping of spatiotemporal processes. Detailed maps describing the space/time distribution of groundwater contaminants, atmospheric pollutant deposition processes, rainfall intensity variables, external intermittency functions, etc. are tools whose importance in practical applications cannot be overestimated. Such maps are valuable inputs for numerous applications including, for example, solute transport, storm modeling, turbulent-nonturbulent flow characterization, weather prediction, and human exposure to hazardous substances. The approach considered here uses the spatiotemporal random field theory to study natural space/time variations and derive dynamic stochastic estimates of physical variables. The random field model is constructed in a space/time continuum that explicitly involves both spatial and temporal aspects and provides a rigorous representation of spatiotemporal variabilities and uncertainties. This has considerable advantages as regards analytical investigations of natural processes. The model is used to study natural space/time variations of springwater calcium ion data from the Dyle River catchment area, Belgium. This dataset is characterized by a spatially nonhomogeneous and temporally nonstationary variability that is quantified by random field parameters, such as orders of space/time continuity and random field increments. A rich class of covariance models is determined from the properties of the random field increments. The analysis leads to maps of continuity orders and covariances reflecting space/time calcium ion correlations and trends. Calcium ion estimates and the associated statistical errors are calculated at unmeasured locations/instants over the Dyle region using a space/time kriging algorithm. In practice, the interpretation of the results of the dynamic stochastic analysis should take into consideration the scale effects. 相似文献
13.
The impact of using an incorrect covariance function on kriging predictors is investigated. Results of Stein (1988) show that the impact on the kriging predictor from not using the correct covariance function is asymptotically negligible as the number of observations increases if the covariance function used is compatible with the actual covariance function on the region of interestR. The definition and some properties of compatibility of covariance functions are given. The compatibility of generalized covariances also is defined. Compatibility supports the intuitively sensible concept that usually only the behavior near the origin of the covariance function is critical for purposes of kriging. However, the commonly used spherical covariance function is an exception: observations at a distance near the range of a spherical covariance function can have a nonnegligible effect on kriging predictors for three-dimensional processes. Finally, a comparison is made with the perturbation approach of Diamond and Armstrong (1984) and some observations of Warnes (1986) are clarified. 相似文献
14.
A methodology for diagnosis of free and convectively coupled equatorial waves (CCEWs) is reviewed and illustrated for Kelvin and mixed Rossby–gravity (MRG) waves. The method is based on prefiltering of the geopotential and horizontal wind, using three-dimensional normal mode functions of the adiabatic linearized equations of a resting atmosphere, followed by space–time power and cross-spectral analysis applied to the normal-mode-filtered fields and the outgoing long-wave radiation (OLR) to identify spectral regions of coherence. The methodology is applied to geopotential and horizontal wind fields produced by European Centre for Medium-Range Weather Forecasts interim reanalysis and OLR data produced by the National Oceanic and Atmospheric Administration. The same type of data simulated by two climate models that participated in the fifth phase of the climate model intercomparison project are also used. Overall, simulation of free and CCEWs was achieved by the models with moderate success. Kelvin and MRG waves were identified in the space–time spectral domains, using both observationally based and climate model datasets. Other nonequatorial waves, classified as tropical depression and extratropical storm track activity, along with the Madden–Julian oscillation were also observed. However, significant deviations were also evident in the models, which may help identification of deficiencies in the models’ simulation schemes for some physical processes. Therefore, this diagnosis method should be a useful procedure for climate model validation and model benchmarking. 相似文献
15.
The postprocessing algorithm introduced by Yao for imposing the spectral amplitudes of a target covariance model is shown to be efficient in correcting the smoothing effect of estimation maps, whether obtained by kriging or any other interpolation technique. As opposed to stochastic simulation, Yao's algorithm yields a unique map starting from an original, typically smooth, estimation map. Most importantly it is shown that reproduction of a covariance/semivariogram model (global accuracy) is necessarily obtained at the cost of local accuracy reduction and increase in conditional bias. When working on one location at a time, kriging remains the most accurate (in the least squared error sense) estimator. However, kriging estimates should only be listed, not mapped, since they do not reflect the correct (target) spatial autocorrelation. This mismatch in spatial autocorrelation can be corrected via stochastic simulation, or can be imposed a posteriori via Yao's algorithm. 相似文献
16.
George Christakos 《Mathematical Geology》1987,19(8):807-831
In this study, developments in the theory of stochastic simulation are discussed. The unifying element is the notion of Radon projection in Euclidean spaces. This notion provides a natural way of reconstructing the real process from a corresponding process observable on a reduced dimensionality space, where analysis is theoretically easier and computationally tractable. Within this framework, the concept of space transformation is defined and several of its properties, which are of significant importance within the context of spatially correlated processes, are explored. The turning bands operator is shown to follow from this. This strengthens considerably the theoretical background of the geostatistical method of simulation, and some new results are obtained in both the space and frequency domains. The inverse problem is solved generally and the applicability of the method is extended to anisotropic as well as integrated processes. Some ill-posed problems of the inverse operator are discussed. Effects of the measurement error and impulses at origin are examined. Important features of the simulated process as described by geomechanical laws, the morphology of the deposit, etc., may be incorporated in the analysis. The simulation may become a model-dependent procedure and this, in turn, may provide numerical solutions to spatial-temporal geologic models. Because the spatial simlation may be technically reduced to unidimensional simulations, various techniques of generating one-dimensional realizations are reviewed. To link theory and practice, an example is computed in detail. 相似文献
17.
Tilmann Gneiting 《Mathematical Geology》1998,30(4):379-390
The turning bands method generates realizations of isotropic Gaussian random fields by means of appropriately summed line processes. For two-dimensional simulations the relation between the isotropic correlation function of the random field and the correlation function to be simulated along the lines is given by an integral equation of Abel type. We present closed form solutions of this integral equation for almost all two-dimensional correlation models encountered in practice and discuss their numerical implementation. As an additional benefit, our tables and illustrations serve as a concise guide to correlation models useful in geostatistics. 相似文献
18.
给出分析各向异性非均质稳定随机渗流场问题的三维有限元模型;结合实际工程问题,统计分析长江荆南干堤士性参数的分布特征,通过Kolomogorov-Smirnov统计检验表明,渗透系数呈高斯分布假设可以接受;通过对长江荆南干堤随机渗流场的三维有限元统计模拟的数值分析,研究长江荆南干堤渗流场的各种随机特性,并进一步对随机模拟结果进行统计检验,验证模拟结果的合理性;在实际的分析研究中把上下游水位的随机波动引入三维有限元的随机分析模型,分析上下游水位的变异性对渗流场矢量的随机干扰和边界条件的随机性对随机渗流场分析结果变异性的影响。在此基础上进一步考虑施加诸如垂直截渗墙、下游导渗沟等抗渗措施后,它们作为复杂边界条件的扰动,在与场内土性参数的变异性共同影响下,对渗流场水头势分布的随机干扰特性,并与相应的确定性稳定渗流场问题的结果对比,证实随机渗流场研究的必要性、可行性及实用性。实现了对长江荆南干堤的三维渗流场的较为全面的随机场模拟及特性分析,分析得到的结论通过统计检验并结合实测工程数据对照证明是可靠的,所研制的程序是适用的。 相似文献
19.
Reconstruction of Nonlinear Geochemical Dynamics of Elemental Sedimentation Based on Power Spectral Analysis of Time Sequence 总被引：2，自引：0，他引：2
Yongzhang Zhou 《Mathematical Geology》1999,31(6):723-742
Maximum entropy spectral analysis and multidimensional cross-spectral analysis are two important tools for studying periodicity of elemental sedimentation in strata. They are applied to the study of the Devonian lensoid limestone formation in the Nandan-Hechi basin of Guangxi, China. Results show that all major element oxides of the sedimentary formation display a consistent change period of about 4 m; however, elements do not change in step. Nonlinear geochemical dynamic processes of elemental sedimentation through sea-floor fluids may be effectively reconstructed based on power spectral analyses. 相似文献
20.
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
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