ISSN:
1436-3259
Schlagwort(e):
Karhunen-Loéve expansion
;
Empirical Orthogonal Functions
;
stochastic simulation
;
gaussian fields
;
analytical covariance functions
;
eigenfunctions
;
kriging
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Architektur, Bauingenieurwesen, Vermessung
,
Energietechnik
,
Geographie
,
Geologie und Paläontologie
Notizen:
Abstract Simulation of multigaussian stochastic fields can be made after a Karhunen-Loéve expansion of a given covariance function. This method is also called simulation by Empirical Orthogonal Functions. The simulations are made by drawing stochastic coefficients from a random generator. These numbers are multiplied with eigenfunctions and eigenvalues derived from the predefined covariance model. The number of eigenfunctions necessary to reproduce the stochastic process within a predefined variance error, turns out to be a cardinal question. Some ordinary analytical covariance functions are used to evaluate how quickly the series of eigenfunctions can be truncated. This analysis demonstrates extremely quick convergence to 99.5% of total variance for the 2nd order exponential (‘gaussian’) covariance function, while the opposite is true for the 1st order exponential covariance function. Due to these convergence characteristics, the Karhunen-Loéve method is most suitable for simulating smooth fields with ‘gaussian’ shaped covariance functions. Practical applications of Karhunen-Loéve simulations can be improved by spatial interpolation of the eigenfunctions. In this paper, we suggest interpolation by kriging and limits for reproduction of the predefined covariance functions are evaluated.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF02428429
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