Blending-Based Stochastic Simulator |
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Authors: | J. L. Mallet and A. Shtuka |
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Affiliation: | (1) gOcad Research Group, Ecole Nationale Supérieure de Géologie (INPL/CRPG/LORIA), Rue du Doyen Marcel Roubault, B.P. 40, 54501 Vandoeuvre-les-Nancy, France;(2) gOcad Research Group, Ecole Nationale Supérieure de Géologie (INPL/CRPG/LORIA), Rue du Doyen Marcel Roubault, B.P. 40, 54501 Vandoeuvre-les-Nancy, France |
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Abstract: | This paper presents a new method of constructing random functions whose realizations can be evaluated efficiently. The basic idea is to blend, both stochastically and linearly, a limited set of independent initial realizations previously generated by any chosen simulation method. The blending stochastic coefficients are determined in such a way that the new random function so generated has the same mean and covariance functions as the random function used for generating the initial realizations. |
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Keywords: | random functions simulation geostatistics |
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