Mathematical Geology

, Volume 33, Issue 8, pp 911–926

Direct Sequential Simulation and Cosimulation

  • Amilcar Soares

DOI: 10.1023/A:1012246006212

Cite this article as:
Soares, A. Mathematical Geology (2001) 33: 911. doi:10.1023/A:1012246006212


Sequential simulation of a continuous variable usually requires its transformation into a binary or a Gaussian variable, giving rise to the classical algorithms of sequential indicator simulation or sequential Gaussian simulation. Journel (1994) showed that the sequential simulation of a continuous variable, without any prior transformation, succeeded in reproducing the covariance model, provided that the simulated values are drawn from local distributions centered at the simple kriging estimates with a variance corresponding to the simple kriging estimation variance. Unfortunately, it does not reproduce the histogram of the original variable, which is one of the basic requirements of any simulation method. This has been the most serious limitation to the practical application of the direct simulation approach. In this paper, a new approach for the direct sequential simulation is proposed. The idea is to use the local sk estimates of the mean and variance, not to define the local cdf but to sample from the global cdf. Simulated values of original variable are drawn from intervals of the global cdf, which are calculated with the local estimates of the mean and variance. One of the main advantages of the direct sequential simulation method is that it allows joint simulation of Nv variables without any transformation. A set of examples of direct simulation and cosimulation are presented.

stochastic simulation multivariable joint simulation collocated cokriging 

Copyright information

© International Association for Mathematical Geology 2001

Authors and Affiliations

  • Amilcar Soares
    • 1
  1. 1.CMRP – Instituto Superior TécnicoLisboa Codex

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