An efficient and accurate algorithm for generating spatially‐correlated random fields

Authors:
Publisher website
Google Scholar
Abstract
This paper presents a new computer algorithm for generating spatially‐correlated random fields. Such fields are often encountered in hydrology and hydrogeology and in the earth sciences and used as inputs for Monte Carlo simulations. The algorithm is designed by using a multilevel grid strategy and combining the matrix decomposition (MD) method and the screening sequential simulation (SSS) method. The idea originates from the facts: (i) the MD method accounts for all possible nodal correlation values and hence the accuracy of the method is high, but it can be extremely computationally intensive for fine meshes with large number of nodes, and (ii) the SSS method is more efficient because a small search neighbourhood for conditioning can be used due to the screening effect of measurements, however, for large separation distances, correlation values from the SSS method is significantly inferior to the values obtained by the MD method. Numerical examples are presented to demonstrate the new method. It is shown that the presented method is much more efficient than the MD method and more accurate than the SSS method. The new algorithm is also versatile: it can directly simulate fields of irregular geometry without additional efforts. Copyright © 2003 John Wiley & Sons, Ltd.

This publication has 14 references indexed in Scilit: