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General joint conditional simulations using a fast fourier transform method

Abstract

A procedure for generating joint statistically homogeneous random fields is examined. The method is based on the spectral representation theorem. It handles large fields easily and is both rapid and flexible. Algorithm development and examples are presented. The procedure is adapted further to include the possibility of generating fields that are jointly conditioned on data from two related fields.

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Correspondence to Allan Gutjahr.

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Gutjahr, A., Bullard, B. & Hatch, S. General joint conditional simulations using a fast fourier transform method. Math Geol 29, 361–389 (1997). https://doi.org/10.1007/BF02769641

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  • DOI: https://doi.org/10.1007/BF02769641

Key words

  • Monte Carlo methods
  • random field generation
  • cross-correlated fields
  • spectral methods