Efficient generation of conditional simulations by chebyshev matrix polynomial approximations to the symmetric square root of the covariance matrix     

C. R. Dietrich  G. N. Newsam 《Mathematical Geology》1995,27(2):207-228

Consider the problem of generating a realization y₁ of a Gaussian random field on a dense grid of points ₁ conditioned on field observations y₂ collected on a sparse grid of points ₂. An approach to this is to generate first an unconditional realization y over the grid =_{1 2}, and then to produce y₁ by conditioning y on the data y₂. As standard methods for generating y, such as the turning bands, spectral or Cholesky approaches can have various limitations, it has been proposed by M. W. Davis to generate realizations from a matrix polynomial approximations to the square root of the covariance matrix. In this paper we describe how to generate a direct approximation to the conditional realization y₁, on ₁ using a variant of Davis' approach based on approximation by Chebyshev polynomials. The resulting algorithm is simple to implement, numerically stable, and bounds on the approximation error are readily available. Furthermore we show that the conditional realization y₁ can be generated directly with a lower order polynomial than the unconditional realization y, and that further reductions can be achieved by exploiting a nugget effect if one is present. A pseudocode version of the algorithm is provided that can be implemented using the fast Fourier transform if the field is stationary and the grid ₁ is rectangular. Finally, numerical illustrations are given of the algorithm's performance in generating various 2-D realizations of conditional processes on large sampling grids.  相似文献   

T -distributed Random Fields: A Parametric Model for Heavy-tailedWell-log Data1     

Jo R?islien  Henning Omre 《Mathematical Geology》2006,38(7):821-849

Histograms of observations from spatial phenomena are often found to be more heavy-tailed than Gaussian distributions, which makes the Gaussian random field model unsuited. A T-distributed random field model with heavy-tailed marginal probability density functions is defined. The model is a generalization of the familiar Student-T distribution, and it may be given a Bayesian interpretation. The increased variability appears cross-realizations, contrary to in-realizations, since all realizations are Gaussian-like with varying variance between realizations. The T-distributed random field model is analytically tractable and the conditional model is developed, which provides algorithms for conditional simulation and prediction, so-called T-kriging. The model compares favourably with most previously defined random field models. The Gaussian random field model appears as a special, limiting case of the T-distributed random field model. The model is particularly useful whenever multiple, sparsely sampled realizations of the random field are available, and is clearly favourable to the Gaussian model in this case. The properties of the T-distributed random field model is demonstrated on well log observations from the Gullfaks field in the North Sea. The predictions correspond to traditional kriging predictions, while the associated prediction variances are more representative, as they are layer specific and include uncertainty caused by using variance estimates.  相似文献   

Synthesis of scalar-wave envelopes in two-dimensional weakly anisotropic random media by using the Markov approximation     

Tatsuhiko Saito 《Geophysical Journal International》2006,165(2):501-515

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Near Wall Flow over Urban-like Roughness   总被引：3，自引：35，他引：3  

Hong Cheng  Ian P. Castro 《Boundary-Layer Meteorology》2002,104(2):229-259

In this study, comprehensive measurements over a number of urban-type surfaces with the same area density of 25% have been performed in a wind tunnel. The experiments were conducted at a free stream velocity of 10 m s^-1 and the main instrumentation was 120 ° x-wire anemometry, but measurement accuracy was checked using laser Doppler anemometry.The results haveconfirmed the strong three-dimensionalityof the turbulent flow inthe roughness sublayer and the depths of the inertial sublayer (log-law region) and roughness sublayer for each surface have been determined. Spatial averaging has been used to remove the variability of the flow in the roughness sublayer due to individual obstacles and it is shown that the spatially averaged mean velocity in the inertial sublayer and roughness sublayer can,together, be described by a single log-law with a mean zero-plane displacement and roughness length for the surface, provided that the proper surface stress is known. The spatially averaged shear stresses in the inertial sublayer and roughness sublayer are compared with the surface stress deduced from form drag measurements on the roughness elements themselves.The dispersive stress arising from the spatial inhomogeneity in the mean flow profiles was deduced from the data and is shown to be negligible compared with the usual Reynolds stresses in the roughness sublayer. Comparisons have been made between a homogeneous (regular element array) surface and one consisting of random height elements of the same total volume. Although the upper limits of the inertial sublayer for both surfaces were almost identical at equivalent fetch, the roughness sublayer was much thicker for the random surface than for the uniform surface, the friction velocity and the roughness length were significantly larger and the `roughness efficiency' was greater. It is argued that the inertial sublayer may not exist at all in some of the more extreme rough urban areas. These results will provide fundamental information for modelling urban air quality and forecasting urban wind climates.  相似文献   

Probabilistic analysis of peak response of MDOF systems with uncertain PSD function     

H. P. Hong  S. S. Wang 《地震工程与结构动力学》2002,31(9):1719-1733

The use of uniform hazard spectra which have the same probability of exceedance at different frequencies has been proposed for the future version of the National Building Code of Canada. Commonly used combination rules to estimate the peak responses of multi‐degree‐of‐freedom (MDOF) systems are the square root of sum of squares rule and the complete quadratic combination rule. However, the probability that the peak response of a MDOF system exceeds the one estimated by using these rules with the peak modal responses from the uniform hazard spectra cannot be inferred directly. The assessment of the probability of exceedance of the peak response of MDOF systems is presented by considering that the uncertainty in seismic excitation due to all potential earthquakes can be lumped in the power spectral density function of the ground acceleration with uncertain model parameters. This probability is evaluated based on the random vibration of linear systems and the first‐order reliability method. It is found that the under‐ or over‐estimations are less than about 5 or 10% if the modal contributions are not within 10–90% of, or not within 20–80% of, the absolute sum of the effective modal peak responses, respectively. Otherwise, severe under‐ or over‐estimation could result. Copyright © 2002 John Wiley & Sons, Ltd.  相似文献   

Simulation of artificial random field considering the temporal-spatial variation     

倪永军  朱晞 《地震学报(英文版)》2002,15(4):425-430

Introduction For the seismic design of special structures such as nuclear power station, marine platform, long-span bridge and dam, generally the time-history response analysis of the structure under seismic excitation is imperative, which was coded in most seismic design codes. The earthquake records suitable for the seismic situation and site condition are necessary to be used as the seismic input in the dynamic analysis of structures. As a result of the limited observational condition of st…  相似文献   

高层钢框架-支撑结构二阶非线性随机地震响应分析   总被引：1，自引：0，他引：1  

陈兰  汤海波  梁启智 《地震工程与工程振动》2002,22(3):170-174

针对常用的高层钢框架－支撑结构，考虑材料非线性和几何非线性，建立了框架部分、支撑部分的二阶动力分析模型。用等效线性方法对结构进行非线性随机地震响应分析，结合工程算例，论述不同场地土、不同层数、不同支撑情况下，二阶效应对结构地震响应统计量的影响。  相似文献   

Use of Noise to Augment Training Data: A Neural Network Method of Mineral–Potential Mapping in Regions of Limited Known Deposit Examples     

Warick M. Brown  Tamás D. Gedeon  David I. Groves 《Natural Resources Research》2003,12(2):141-152

One of the main factors that affects the performance of MLP neural networks trained using the backpropagation algorithm in mineral-potential mapping isthe paucity of deposit relative to barren training patterns. To overcome this problem, random noise is added to the original training patterns in order to create additional synthetic deposit training data. Experiments on the effect of the number of deposits available for training in the Kalgoorlie Terrane orogenic gold province show that both the classification performance of a trained network and the quality of the resultant prospectivity map increasesignificantly with increased numbers of deposit patterns. Experiments are conducted to determine the optimum amount of noise using both uniform and normally distributed random noise. Through the addition of noise to the original deposit training data, the number of deposit training patterns is increased from approximately 50 to 1000. The percentage of correct classifications significantly improves for the independent test set as well as for deposit patterns in the test set. For example, using ±40% uniform random noise, the test-set classification performance increases from 67.9% and 68.0% to 72.8% and 77.1% (for test-set overall and test-set deposit patterns, respectively). Indices for the quality of the resultant prospectivity map, (i.e. D/A, D × (D/A), where D is the percentage of deposits and A is the percentage of the total area for the highest prospectivity map-class, and area under an ROC curve) also increase from 8.2, 105, 0.79 to 17.9, 226, 0.87, respectively. Increasing the size of the training-stop data set results in a further increase in classification performance to 73.5%, 77.4%, 14.7, 296, 0.87 for test-set overall and test-set deposit patterns, D/A, D × (D/A), and area under the ROC curve, respectively.  相似文献   

Statistical properties of reflection traveltimes in 3-D randomly inhomogeneous and anisomeric media   总被引：1，自引：0，他引：1  

Yu. A. Kravtsov  T. M. Müller  S. A. Shapiro  S. Buske 《Geophysical Journal International》2003,154(3):841-851

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结构随机响应的一种改进的概率谱叠加方法     

孙凌  吴知丰  周成功  周生震 《世界地震工程》2003,19(2):156-162

目前有一些关于多自由度结构体系的地震响应中响应峰值按降序(即由大到小的顺序)排列时的峰值统计性质的研究。本文对这些研究中的概率方法提出一些改进。由于这些改进，概率谱叠加方法在实际应用中就变得更准确和实用。本文以五层的结构模型为例，计算其在埃尔森特罗(1940)地震激励下的响应，并与时程分析结果进行比较。结果表明，改进的概率谱叠加方法能够谁确的计算较高几阶重要响应峰值的幅值。  相似文献