Blending-Based Stochastic Simulator - Inria - Institut national de recherche en sciences et technologies du numérique Accéder directement au contenu
Article Dans Une Revue Mathematical Geology Année : 2000

Blending-Based Stochastic Simulator

Résumé

This paper presents a new method of constructing random functions whose realizations can be evaluated efficiently. The basic idea is to "blend", both stochastically and linearly, a limited set of independent initial realizations previously generated by any chosen simulation method. The blending stochastic coefficients are determined in such a way that the new random function so generated has the same mean and covariance functions as the random function used for generating the initial realizations.

Domaines

Autre [cs.OH]
Fichier non déposé

Dates et versions

inria-00099365 , version 1 (26-09-2006)

Identifiants

  • HAL Id : inria-00099365 , version 1

Citer

Jean-Laurent Mallet, A. Shtuka. Blending-Based Stochastic Simulator. Mathematical Geology, 2000, 32 (3), pp.367-379. ⟨inria-00099365⟩
37 Consultations
0 Téléchargements

Partager

Gmail Facebook X LinkedIn More