General joint conditional simulations using a fast fourier transform method |
| |
| Authors: | Allan Gutjahr Bryan Bullard and Sean Hatch |
| |
| Institution: | (1) Department of Mathematics, New Mexico Tech, 87801 Socorro, New Mexico;(2) Intera Inc., 1650 University Blvd., Suite 300, 87102 Albuquerque, New Mexico |
| |
| Abstract: | A procedure for generating joint statistically homogeneous random fields is examined. The method is based on the spectral
representation theorem. It handles large fields easily and is both rapid and flexible. Algorithm development and examples
are presented. The procedure is adapted further to include the possibility of generating fields that are jointly conditioned
on data from two related fields. |
| |
| Keywords: | Monte Carlo methods random field generation cross-correlated fields spectral methods |
| 本文献已被 SpringerLink 等数据库收录！ |
