The Fourier Integral Method: An efficient spectral method for simulation of random fields

The Fourier Integral Method (FIM) of spectral simulation, adapted to generate realizations of a random function in one, two, or three dimensions, is shown to be an efficient technique of non-conditional geostatistical simulation. The main contribution is the use of the fast Fourier transform for both numerical calculus of the density spectral function and as generator of random finite multidimensional sequences with imposed covariance. Results obtained with the FIM are compared with those obtained by other classic methods: Shinozuka and Jan Method in 1D and Turning Bands Method in 2D and 3D, the points for and against different methodologies are discussed. Moreover, with the FIM the simulation of nested structures, one of which can be a nugget effect and the simulation of both zonal and geometric anisotropy is straightforward. All steps taken to implement the FIM methodology are discussed.

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