A class of non-stationary covariance functions with compact support |
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Authors: | Min Liang Denis Marcotte |
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Institution: | 1.Department of Civil, Geological and Mining Engineering,école Polytechnique de Montréal,Montréal,Canada |
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Abstract: | This article describes the use of non-stationary covariance functions with compact support to estimate and simulate a random function. Based on the kernel convolution theory, the functions are derived by convolving hyperspheres in \(\mathbb{R}^n\) followed by a Radon transform. The order of the Radon transform controls the differentiability of the covariance functions. By varying spatially the hyperspheres radius one defines non-stationary isotropic versions of the spherical, the cubic and the penta-spherical models. Closed-form expressions for the non-stationary covariances are derived for the isotropic spherical, cubic, and penta-spherical models. Simulation of the different non-stationary models is easily obtained by weighted average of independent standard Gaussian variates in both the isotropic and the anisotropic case. The non-stationary spherical covariance model is applied to estimate the overburden thickness over an area composed of two different geological domains. The results are compared to the estimation with a single stationary model and the estimation with two stationary models, one for each geological domain. It is shown that the non-stationary model enables a reduction of the mean square error and a more realistic transition between the two geological domains. |
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