Conditional Simulation of Spartan Spatial Random Fields

(Spartan random field) SSRF Conditional Simulation

SOFTWARE BUNDLE for the CONDITIONAL SIMULATION of Gaussian random fields with Spartan covariance function as of APRIL 5, 2017.

RUN_CONDSIM_SSRF_v1 is the main file. It generates a sample drawn from a Gaussian random field with Spartan covariance function. This is used as the dataset for the constrained simulations.

Then, a number of conditional simulations are generated based on the superposition method that combines unconditional realiations, kriged estimates of the data and of the unconditional realizations.

The simulation method is described in the following publication:

Davis, M. W. (1987). Production of conditional simulations via the LU triangular decomposition of the covariance matrix. Mathematical Geology, 19(2), 91-98.

For Spartan covariance functions consider the following publications:

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    REFERENCES for the Spartan covariance function
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   D. T. Hristopulos, Spartan Gibbs random field models for
   geostatistical applications, SIAM Journal of Scientific Computing,
   24 (6), pp. 2125-2162 (2003).

   D. T. Hristopulos and S. Elogne, Analytic properties and covariance
   functions for a new class of generalized Gibbs random fields,
   IEEE Transactions on Information The0ry, 53(12), 4467-4679 (2007).

   D. T. Hristopulos. Covariance functions motivated by spatial random
   field models with local interactions. Stochastic Environmental Research
   and Risk Assessment, 29(3):739––754 (2015)

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Software

Conditional Simulation of Spartan Spatial Random Fields