Patent ID: 8214779

Claim:
A method on a computer for making a discrete spatial correlation defined on a two-dimensional grid continuous, comprising: identifying, by the computer, a two-dimensional region within which a two-dimensional continuous spatial correlation is desired, wherein the two-dimensional region has given grid points and each of the given grid points has its given discrete stochastic variable; establishing additional discrete grid points on the boundary and corners of the two-dimensional region to enclose the two-dimensional region; finding a stochastic variable, being a random variable, at each of the additional discrete grid points on the boundary and corners of the two-dimensional region using a one-dimensional extrapolation method for correlated random variables, such that each of the additional grid points has a discrete stochastic variable represented as additional discrete stochastic variables; obtaining all correlation coefficients among the given discrete stochastic variables and the additional discrete stochastic variables; forming a continuous stochastic function by a process for an arbitrarily given point within the two-dimensional region, the process for forming the continuous stochastic function comprising: identifying four grid points such that a quadrilateral formed by the four grid points encloses the arbitrarily given point; expressing the stochastic variable at the arbitrarily given point as a weighted linear combination of the four discrete stochastic variables at the four grid points; and developing each of four weights of the weighted linear combination as a continuous function of the coordinate of the point.