The practice of fast conditional simulations through the LU decomposition of the covariance matrix |
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Authors: | Francois Alabert |
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Affiliation: | (1) Department of Applied Earth Sciences, Stanford University, 94305 Stanford, California |
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Abstract: | The LU-matrix approach to conditional simulations allows fast generation of large numbers of realizations for a given stochastic process. Simplicity, flexibility, and quality are its main advantages. Its implementation for cases where dense grids and/or large numbers of conditioning data cause computational problems is discussed. A case study is presented. |
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Keywords: | Geostatistics conditional simulations LU decomposition |
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