Numerical Method for Conditional Simulation of Levy Random Fields

Stochastic simulations of subsurface heterogeneity require accurate statistical models for spatial fluctuations. Incremental values in subsurface properties were shown previously to be approximated accurately by Levy distributions in the center and in the start of the tails of the distribution. New simulation methods utilizing these observations have been developed. Multivariate Levy distributions are used to model the multipoint joint probability density. Explicit bounds on the simulated variables prevent nonphysical extreme values and introduce a cutoff in the tails of the distribution of increments. Long-range spatial dependence is introduced through off-diagonal terms in the Levy association matrix, which is decomposed to yield a maximum likelihood type estimate at unobserved locations. This procedure reduces to a known interpolation formula developed for Gaussian fractal fields in the situation of two control points. The conditional density is not univariate Levy and is not available in closed form, but can be constructed numerically. Sequential simulation algorithms utilizing the numerically constructed conditional density successfully reproduce the desired statistical properties in simulations.