Testing the correctness of the sequential algorithm for simulating Gaussian random fields
Testing the correctness of the sequential algorithm for simulating Gaussian random fields
复制标题
测试模拟高斯随机场的顺序算法的正确性
DOI：
10.1007/s00477-004-0211-7
复制
发表时间：
2004
影响因子：
4.2
通讯作者：
X. Emery
中科院分区：
文献类型：
--
作者：
X. Emery
序贯算法是模拟高斯随机场的常用算法。然而，严格应用该算法是不切实际的，需要进行一些简化，特别是必须定义移动邻域。为了研究这种限制对实现质量的影响，提出了一个参考案例，并对几个参数进行了审查，主要是直方图，变异函数，指示变异函数，以及遍历波动的一阶和二阶统计。该研究的结论是，即使在一个有利的情况下，模拟域相对于模型的范围是大的，实现可能会很差地再现二阶统计量，并与平稳性和遍历性假设不一致。诸如“多重网格策略”之类的实用技巧并不能克服这些障碍。最后，应避免使用普通克里金法扩展原始算法，除非寻求内在随机函数模型。
The sequential algorithm is widely used to simulate Gaussian random fields. However, a rigorous application of this algorithm is impractical and some simplifications are required, in particular a moving neighborhood has to be defined. To examine the effect of such restriction on the quality of the realizations, a reference case is presented and several parameters are reviewed, mainly the histogram, variogram, indicator variograms, as well as the ergodic fluctuations in the first and second-order statistics. The study concludes that, even in a favorable case where the simulated domain is large with respect to the range of the model, the realizations may poorly reproduce the second-order statistics and be inconsistent with the stationarity and ergodicity assumptions. Practical tips such as the ‘multiple-grid strategy’ do not overcome these impediments. Finally, extending the original algorithm by using an ordinary kriging should be avoided, unless an intrinsic random function model is sought after.