A fast and exact method for multidimensional Gaussian stochastic simulations: Extension to realizations conditioned on direct and indirect measurements

Water Resources Research

Volumn 32, Issue 6, 1996, Pages 1643-1652

  Dietrich, C R ^a   Newsam, G N ^b,c  

^a GRIFFITH UNIVERSITY   (Australia)

^b Information Technology Division   (Australia)

^c Coop Res Ctr Sensor Sign I ^*  (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

COVARIANCE; EMBEDDING; FOURIER TRANSFORMATION; SAMPLING; SIMULATION; WHITE NOISE;

DATA PROCESSING; FAST FOURIER TRANSFORM; GAUSSIAN RANDOM FIELD; RECTANGULAR SAMPLING GRID; STOCHASTIC SIMULATION;

EID: 0029663923     PISSN: 00431397     EISSN: None     Source Type: Journal    
DOI: 10.1029/94WR02977     Document Type: Article

References (17)

1. Ahmed, S., and G. de Marsily, Comparison of geostatistical methods of estimating transmissivity using data on transmissivity and specific capacity, Water Resour. Res., 23(9), 1717-1737, 1987.
2. Andcrson, T. W., An Introduction to Multivariate Statistical Analysis, 2nd ed., John Wiley, New York, 1984.
3. Champeney, D. C., A Handbook of Fourier Theorems, Cambridge University Press, New York, 1987.
4. Cressie, N., and D. L. Zimmerman, On the stability of the geostatistical method, Math. Geol., 24(1), 45-58, 1992.
5. Davis, M. W., Production of conditional simulations via the LU triangular decomposition of the covariance matrix, Math. Geol., 19(2), 91-98, 1987a.
6. Davis, M. W., Generating large stochastic simulations - The matrix polynomial approximation method, Math. Geol., 19(2), 99-107, 1987b.
7. Dietrich, C. R., and G. N. Newsam, A stability analysis of the geostatistical approach to aquifer identification, Stochastic Hydrol. Hydraul., 4(3), 293-316, 1989.
8. Dietrich, C. R., and G. N. Newsam, Fast and exact generation of stationary Gaussian processes via circulant embeddings of the correlation matrix, SIAM J. Sci. Comput., in press, 1996.
9. Dietrich, C. R., and G. N. Newsam, A fast and exact method for multidimensional Gaussian stochastic simulations, Water Resour. Res., 29(8), 2861-2869, 1993.
10. Golub, G. H., and C. F. van Loan, Matrix Computations, 2nd ed., Johns Hopkins University Press, Baltimore, Md., 1989.
11. Hoeksema, R. J., and P. K. Kitanidis, An application of the geostatistical approach to the inverse problem in two-dimensional groundwater modeling, Water Resour. Res., 20(7), 1003-1020, 1984.
12. International Mathematics and Statistics Libraries, International mathematics and statistics libraries, version 2.0, Houston, Tex., 1991.
13. Journel, A. G., and C. T. Huijbregts, Mining Geostatistics, Academic, San Diego, Calif., 1978.
14. Schweppe, F. C., Uncertain Dynamic Systems, Prentice-Hall, Englewood Cliffs, N. J., 1973.
15. Shinozuka, M., and C. M. Jan, Digital simulation of random processes and its applications, J. Sound Vibrations, 25(1), 111-128, 1972.
16. Wood, A. T. A., When is a truncated covariance function on the line a covariance function on the circle?, Rep. CMA-SR09-93, Cent. for Math. Anal., Aust. Natl. Univ., Canberra, 1993.
17. Woods, J. W., Two-dimensional discrete Markovian fields, IEEE Trans. Inform. Theory, 18(2), 101-109, 1972.