Data-driven simulation of two-dimensional cross-correlated random fields from limited measurements using joint sparse representation

Cross-correlated random fields are an essential tool for simultaneously modeling both auto- and cross-correlation structures of spatial or temporal quantities in stochastic analysis of structures or systems. Existing cross-correlated random field simulation methods often require explicit information about random field parameters as inputs. However, in engineering practice, site-specific measurements of different quantities are often limited, non-co-located and irregularly distributed within a given site because of time, budget, or space constraints as well as missing data. It is notoriously difficult to properly estimate reliable random field parameters from limited non-co-located measurements with an irregular spatial pattern, particularly the auto-correlation and cross-correlation structures of a two-dimensional (2D) cross-correlated random field. To deal with this issue, this study proposes a novel 2D cross-correlated random field generator for simulating 2D cross-correlated random field samples (RFSs) directly from sparsely measured non-co-located data points with unequal measurement intervals. Using a joint sparse representation, auto- and cross-correlation structures of different spatial/temporal quantities are exploited simultaneously from sparse measurements, followed by the generation of cross-correlated RFSs using Bayesian compressive sampling (BCS) and Markov chain Monte Carlo (MCMC) simulation in a data-driven manner. The proposed generator is demonstrated using 2D data of two correlated geotechnical properties. The results indicate that the RFSs generated using the proposed method from sparse measurements can properly characterize the spatial auto- and cross-correlation structures of different geotechnical properties.