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Continuous Simulation of Heterogeneous Media: The Karhunen-Loève Approach Versus the Turning Bands Method

  • Christian Lantuéjoul,
  • Xavier Freulon,
  • Aleksandr Krivcenko,
  • Mike Pereira

摘要

This paper examines the feasibility of performing simulations of Gaussian random fields at all points of compact domains of \(\mathbb {R}^d\) . The simulations produced by the Karhunen-Loève method are compared with those obtained using the standard turning bands method. The interest of combining both methods is also tested.