Conditional Stochastic Simulations of Flow and Transport with Karhunen-Loève Expansions, Stochastic Collocation, and Sequential Gaussian Simulation

Figure 2

Illustration of a conditional representation of a random one-dimensional field on with Gaussian covariance function (10) with and . We use terms and data points with Left: first realizations of , . Middle: the conditional mean as in (27). Right: the fluctuations of individual realizations which are added to to produce .