Gaussian Cosimulation: Modelling of the Cross-Covariance

Abstract

Whenever two or more random fields are assumed to be correlated in reservoir characterization, it is necessary to generate valid cross-covariance models to describe the relationship. The standard methods for constructing covariance matrices for correlated random fields are not very general. In particular, they do not allow one to specify different auto-covariance models for the two fields. It is not possible, for example, for one field to have a Gaussian auto-covariance and the other an exponential auto-covariance, unless the two fields are uncorrelated. The standard approaches also do not allow for nonsymmetric cross-covariance functions. In this report, I present a straightforward method of cosimulation based on the square root of the auto-covariances. The same approach is used for constructing cross-covariance models for the variables. The approach is quite general and does not require symmetry of the cross-covariance. The modelling of the cross-covariance is illustrated with gamma ray and spontaneous potential logs.