re simulation curvc

he real curve, Tlie

rescrves, while the
;ion of lhc charac-
:c thc real curve is
-, [lealiry;
ring dara.
rtes the fact that a
always necessary
ie, the better the
can be modelled
rhich will resulr in
ATIONS
r:r1,bc. [or cx:rrrr-
intcrpreted
as a
rrr and ccn trc(J
urld a rcaliz-atron
lhc sanrc cxpcc-
).
lr4rtrcovcr.
lhc
rl;rta. i.c.. ut lltc
vll SIMULATION OF DEI'OSI'rS 'l():
cxpcrimcn(al datit pOints tltc simulrr(cd
valucs and lhc cxpcrimental tlata
vulucs must brc the samc:
2,.(x.,
) = z,(r-
),
Vx.. e dlrt:r sct /'
Considcr rhc truc valuc r,,(t) and rts kriged valuc :,lx (.r
)
dcdLJce d f rom
the availablc <Jara
{z,r(r. ),
x,e I
f
.'l)rcsc tr.r'o vitlucs tlitlcr b;- :tn urrktr()\vn
e,,(r)=z,ix(x)+[:,,(x)-2,1x(r)l
(\/lt I)
or, rn tcrms of rttndtlm Iuncti<lns.
7-(x1= Zi,*{x)+12,,(x1- Zi*$)l
(Vll l)
Nilrv.:r ch;rr:rctcrislic pr()pcrt\ 9[ krrgrng is thlrt ttrt krtuing crr6r
lZ,,{.r)-
Zi,*lx )l
is orthogonal
(o
thc kriged valucs' i.c
'
ElZl'K(:')
lZ'(.r1-
Zi,x(r)lI= tt. Vr'
)'
fl-hc
proof oi rhis rcsulr is givcn rrr thc a<ldcndum itt thc end of this
sect ion
).
To obtain thc <Jesircd conditional simula(ion, it is thus cnough to rcplacc
rhe unknown kriging crror
lZrG)-Zir,G)l
in formula (Vll 2) bv an
isomorphic and indcpcndcnt krigrng crror
[2,(x)-
Zi*$)]' Morc prc-
cisely, we consider a RF Z,(x) which is isomorphic to. but in<lcpcndcnl of
Zt$).
Given a realization z,(x) of this RF Z,(x), the kriging procedure'
whcn applied to the same data configuration
{2,(x.),
I. I} will rcsult in a
kriging error
[2,(r)-zlx(x)l
isomorphic to thc lruc error
Izo(r)-
2,1*(r)l
ar,d indcpendcnl of z6*(x). The required conditional simulation is thcn
written as
zll(r) = zfix(r)+
[2,(x) -
zlx
(r
)l
or, in
(erms
of random functions.
2,,(x)= ZixO:1+17-,(x)- ZI* (x)l'
Thc requiremcnts <tf a ct;nditional simulation arc satrslicd sincc rvt havc
thc following.
- (i)
'l-hc
RF 2,.(x) hus tlrc sirmc crlx.cllli()n ils zr,(x).'l-lris [()llgws I16nl
thc unhiascdncss o[ thc kriging cslimltlor:
ElZi,"0)l
-'
ElZ,,(x)l and ElZi* 1r)|
= I:{Z'-.(r )i
which cntails
ElZ,"(x)l= ElZ,$)l =
tn. Vx
(vil.-1)
I
l
NllNlNC
(ll:OSl'ATlS.flCS
Zi*01=L
^-(y\.2"(r.).
(ir)
-l-hc
RI- .Z,.(x )
is usomorphic
to Z"(x )'
1-tris follows
(rom thc f act that
rhc simulat"d
k';;;;;
t;ror IZ'(r)-
Zlx$)l
is isomorphic
to thc
trtc crr()r tz,,t-i-
2f'-(
r)| :rnil indeicnclcnt
of Zix(r)
]n
ttrc
lrtlt|cntltrm'itrvrllhctltttrr,nrlr:rtthrsistlmtrrphrsmlrllplicsrtgtlrtlttslY
'to
thc lncrcnlctlts
ol the l{F's Z"(r)ancl 11(x)only'
ln other
words'
thc
variograms
of thesc
two RF's arc icle ntical.,
?ut
nol::tcssarily
tltcrr covartilnccs
-l'hr:
tJocs
ttttt
[x)sc
ally problenr
slncc'
ln
8e()-
st.listrcs.
tftt
uur.it'g""'"-t"uttu"i
function
rs always
prefcrred
to
tltc ctlvlrrtancc
'diti<>nlrl
to thc cxprcrimcntal
(irr)
'l-hc
sttnulit(ctl
rcaltz-ltlton
z"(.r )
ts con
tlata.
I his f otlo*s
Ironr thc Iact that'
nt t'nt
,t*-!trirncntal
data
points' thc krrgcd
vrlucs are cqual ttl rhe real
valitcs' te''-
zilx(r.) =
:,,(x.)
and tz'(''')-
zll(x')]=
0'
Vx" e /'
*'hich cnrails
2,.(x.' )
= zu(-l' ).
Renrark
I The kriging
wcights {l''
Y"-t
J) arc the same for ZtxG)
and
Zi*G),
since,h"'*o'?Fi'"Zulx)and
Z'(x)
are isomorphic
and the t\r'o
xrigi;g."nngurations
are identical'
Rernark2
'Ihe
conditioning
principle
provides
both
valucs' kriged z ilx
(x
)
and concjitionrly
ri*urrr.i
,itrl,
ar each p.inr x' cf' formula fvll'3)'
By
raking
into account
;:"i;;iiii""::-1^ln"
two kriging
errors
IZ'(x)-
Zi*G)land lZ,(x)-
2l- t'll'
the variance oltt"il]]:".':t
tut real value
;;il;;;
,n. .;onaitional
simulation
z"(x) can be wrrtren as
E\lZ,(x)-
2,,(x)l')
= E{i Z"\r)-
Zl',*(x)l'}*
E({ Z'\x)-
Zl*(x)l'}
= 2E{l 2,,(x)-
Zl,xlx)l'l=
z.r-*'
tiotl
vitrritncc'
krigint ir nvtcc lts gttt'tl irn cslimilt()r
it\
lt) tcrln\
ol csltnlit
cttntittttinal
ti''"u1t"""'
cstlnliltl()r)
's
ntlt thc objcct
tlf a simulatton'
.\tlrl<'n<!um.Ptrxtlttttltrprttlxrtt'ttlttrtlttgorutlttvrt{krigutgerrorstokricrdDolut's
(.1'hrr aclrlr:ndulrt
ciln bt on)lll'd
itl lr lirst rradrrtg )
C'onsrr.lcr
lhc cxpanstons
o( thc r)1"'(Vll'2)of
rhc RF on any two p<'lints r and y:
ZuG): Zi*\r)+lZ,\')-
Z3*$)l=
Zl\U)+
R(x)'
z"(y)=
Zi*0)+lz,(v)-
z3*u)l=
Zi'*o\+
R(v)'
u'ith. for thc kriSed
value'
:
:.
$
.ar
f.
,:
F".,
i
t
E.
L,
F;'
t
$
{
t
L
E
Er
E:
E
E
E:
ft
E:
E
E
E'
F
F:
s
k
F!
H
&.
E1
h
tu
ln thc cas
stationarY
cx
kriging sYstct
V tlrc locatir
'ltlc
co!':ri
anrl
thc Lri
ln tirc:.,
(\/l)iswri
Ctlnsidt
This covl
L-
y-
a(
casc, thc
thc da(a
Noq'.
t
combina
x,ith
irrrd.
llrt
'llrc
va
)t('
.196