Generalized Sequential Gaussian Simulation on Group Size ν and Screen-Effect Approximations for Large Field Simulations

Abstract

The modelling of spatial uncertainty in attributes of geological phenomena is frequently based on the stochastic simulation of Gaussian random fields. This paper presents a generalization of the sequential Gaussian simulation method founded upon the group decomposition of the posterior probability density function of a stationary and ergodic Gaussian random field into posterior probability densities of a set of groups of nodes of size ν. The method, which is termed “generalized sequential Gaussian simulation on group size ν,” relies computationally on sharing the neighborhood of adjacent nodes and simulates groups of ν nodes at a time, instead of the traditional node-by-node simulation. The new method is computationally efficient and suitable for simulation on large grids of nodes. Results suggest that, in terms of computing cost (time), an optimal size ν of a group is about 80% of the optimal neighborhood used for sequential Gaussian simulation and that computation can be up to 50 times faster than the regular sequential Gaussian method, with little loss in accuracy. The effectiveness of the method is assessed by using a general measure of accuracy, “screen-effect approximation loss” (SEA loss), defined herein as the mean-square difference between the simulated value posterior to the information in the neighborhood and the simulated value posterior to all information, and shown to be determined by the corresponding posterior variances. The results presented show that both the exponential and the spherical models perform well and can meet the less-than 5% relative SEA loss requirement for any grid setup using a relatively small neighborhood. The Gaussian covariance model was found to have a relatively high relative SEA loss in most cases.

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Dimitrakopoulos, R., Luo, X. Generalized Sequential Gaussian Simulation on Group Size ν and Screen-Effect Approximations for Large Field Simulations. Mathematical Geology 36, 567–591 (2004). https://doi.org/10.1023/B:MATG.0000037737.11615.df

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  • conditional stochastic simulation
  • large field simulation
  • uncertainty modelling