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A Stochastic Kriging Algorithm a Stochastic Kriging Algorithm

We have developed a numerical algorithm to generate realizations of a stochastic, isotropic, scalar eld covering a rectangular domain in two and three spatial dimensions. The eld is characterized by heterogeneity variation over all numerical length scales contained within the domain. The variation is described by a two point covariance function of the form expf?rg for pairs of points separated by distance r. The value of the constant sets the degree of correlation in the eld. We describe the implementation of this algorithm using fast Fourier transforms on parallel computational architecture. Numerical examples are given and computational issues are discussed.