An approximate method for joint sequential simulation of multiple spatial variables |
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| Authors: | Olena Babak David F Machuca-Mory Clayton V Deutsch |
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| Institution: | (1) Department of Civil and Environmental Engineering, Centre for Computational Geostatistics, University of Alberta, 3-133 NREF Building, Edmonton, AB, T6G 2W2, Canada |
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| Abstract: | Multivariate simulation is an important longstanding problem in geostatistics. Fitting a model of coregionalization to many
variables is intractable and often not permitted; however, the matrix of collocated correlation coefficients is often well
informed. Performing a matrix simulation with LU decomposition of the correlation matrix at each step of sequential simulation
is implemented in some software. The target correlation matrix is not reproduced because of conditioning to local data and
the particular variable ordering in the sequential/LU decomposition. A correction procedure is developed to calculate a modified
correlation matrix that leads to reproduction of the target correlation matrix. The theoretical and practical aspects of this
correction are developed. |
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