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Development of geostatistical models using stochastic partial differential equations

Abstract : This dissertation presents theoretical advances in the application of the Stochastic Partial Differential Equation (SPDE) approach in Geostatistics. This recently developed approach consists in interpreting a regionalised data-set as a realisation of a Random Field satisfying a SPDE. Within the theoretical framework of Generalized Random Fields, the influence of a linear SPDE over the covariance structure of its potential solutions can be studied with a great generality. A criterion of existence and uniqueness of stationary solutions for a wide-class of linear SPDEs has been obtained, together with an expression for the related spectral measures. These results allow to develop spatio-temporal covariance models presenting non-trivial properties through the analysis of evolution equations presenting a fractional temporal derivative order. Suitable parametrizations of such models allow to control their separability, symmetry and separated space-time regularities. Results concerning stationary solutions for physically inspired SPDEs such as the Heat equation and the Wave equation are also presented. A method of non-conditional simulation adapted to these models is then studied. This method is based on the computation of an approximation of the Fourier Transform of the field, and it can be implemented efficiently thanks to the Fast Fourier Transform algorithm. The convergence of this method has been theoretically proven in suitable weak and strong senses. This method is applied to numerically solve the SPDEs studied in this work. Illustrations of models presenting non-trivial properties and related to physically driven equations are then given.
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Submitted on : Thursday, July 18, 2019 - 11:44:30 AM
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Ricardo Carrizo Vergara. Development of geostatistical models using stochastic partial differential equations. Geophysics [physics.geo-ph]. Université Paris sciences et lettres, 2018. English. ⟨NNT : 2018PSLEM062⟩. ⟨tel-02188146⟩



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