Economic Geology

Vol. 69, 1974, pp. 673-687

Geostatistics for Conditional Simulation of Ore Bodies

A. G. JOURNEL

Abstract

Simulation techniques are frequently used to solve various problems of operational

research for the mining industry and more generally in earth sciences(hydrogeology,
gravimetry, meteorology,etc.). First, the model to be simulated is characterized; for
example, the spatial dispersionof gradesin an ore body. Then a simulation technique
is devised, which must be operational, particularly in terms of computer time. The
efficiencyof the simulation producedis obviously linked to the capacity of the model to
fit the main characteristicsof the revealed reality. One of the most important of these
characteristics,namely the spatial autocorrelation of variables, is often ignored by the
modelscommonly presentedin classicalliterature.
The originality of conditional simulation derives: (1) from the fact that these simula-
tions meet the particular spatial autocorrelation function (covariance or variogram)
which characterizesthe reality observed; (2) from the conditionalizationof the experi-
mental data, i.e., the simulated values at data locationsequal the experimental values;
and (3) from the possibility of working in real three-dimensionalspace. The simulation
techniqueproposed(turning-bandsmethod) consistsof simulating on lines (one-dimen-
sionalspace)and then turning theselinesin three-dimensional
space. This procedure
avoids the well-known explosion of computer time and memories involved in classical
proceduresextendedto severaldimensions. The originality of usingconditionalsimula-
tion techniqueswith regard to spectralanalysistechniquesis presentedin the third point.

Aims of a Simulation tuation pattern" as that of the real surface. While

the real surfacez0(x) is known only at a limited
BEFOREa mine is openedit would be usefulto pre-
number of locations xi G I, the simulated surface
dict the fluctuations on several scales (day, month,
year) of the various characteristicsof the recovered
can be known on almost every point x of the de-
ore. The daily fluctuations of the overburden ratio
posit. It is then possibleto apply to the simulation
or the mineralized thickness might condition the
the variousprocesses of extraction,hauling,stock-
piling, etc. to study their technical or economical
extraction procedure or the choice of the mining
consequencesand by feedback to correct these
tool. The fluctuations in the grades might condi-
processes.
tion the existence
of a blendingstationor the'flexi-
The idea of simulating ore bodies is not new.
bility of the mill.
A perfect knowledgeof the recoveredore would be
Using high performancecomputers,many authors
have proposed various deterministic or prob-
requiredto study thesefluctuations. If z0(xi,x2,xa) abilistic simulations of a mine. But most of
= z0(x) denotes the true grade value at any loca-
tion x C R s of the three-dimensional space with these "classical" simulation proceduresfail to
coordinatesXl, x2, xa, then a knowledge of the real
reproduce the most important characteristics,
namely, the spatial autocorrelations of variables.
functionz0(x) would be required. For lack of such
knowledge, a simulation zc(x) of that reality is Variables are autocorrelatedin all deposits;these
needed. autocorrelations can be characterizedby covari-
Information about the real surface consists of ances, correlograms,or, still better, by variograms.
local knowledge of the values z0(xi) at data loca-
Geostatistics shows that fluctuations of grades,
tions xi C I and structural knowledgeof the spatial thicknesses, or any other variables are directly
linked to the particular autocorrelation function of
autocorrelationsbetweendata z0(xi), z0(xi). These
spatial autocorrelations characterize the "fluctua- the variable considered. Hence, it is of prime
tion pattern," i.e., the degree of regularity of the importance tha• the simulation
ticular autocorrelation function.
z•(x) meetsa par-
real surface z0(x). Therefore, the simulated surface
zc(x) must meet this information, so that at data
The ProbabilisticRepresentationof Reality
locationsxi • I, simulatedvaluesand experimental
values must be equal, zo(xi)= z0(xi), and the Beforediscussingthe conditionalsimulationpro-
simulated surface must present the same "fluc- cedures,let us recall how geostatisticscharacterizes
673
674 A. G. JOURNEL

pendent. Thus the wholereality {z0(x), x G D} is

interpreted as a particular realization of a random
function Z (x) and this random function can be seen
as the set of an infinity of correlated random vari-
ableslocatedat eachpoint x, {Z(x), x G D}. Con-
sider the first two moments of the random function
Z (x). The moment of order one, or the expected
value, m(x) = E{Z(x)}, and the moment of order
two, or the covariance,C(x,h) = E{Z(x).Z(x q- h)}
'ig.I ! // IIV/ -- m (x)m (x q- h). Throughout this article, we
v will use the hypothesisof local stationarity of order
two. That is, for distances h smaller than a certain
limit, the two previous moments are independent
of the location x. 'E{Z(x)} = m is constant what-

/ •
?,
hL
ever x may be. For reasonsof writing simplicity,
we will consider the constant m as zero. Hence,
I •. ii \\/7-•" whatever x may be, E{Z(x)Z(x q-h)} = C(h).
In practice, there is always a scalewithin which re-
/^ 'I N ality meets the hypothesisof local stationarity.
i' V Geostatistics uses another moment of order two,
I
I the variogram,or 2•(h) = E{[Z(x) -- Z(x q- h)-]•'1
/
I which requires a weaker hypothesis, i.e., local
stationarity of increments [Z(x) -- Z(x q- h)].
When the covariance exists, both tools, the co-
7o{X
) Reolit• variance and the variogram, are identical and cor-
ß Data Iocotions ----- Z•(x)Non
½anditional
simulation
Z½(x)Conditional
simulation respond to each other by the relation
Z•(x) Krigin9
•(h) = C(o) -- C(h) (1)
FIG. 1. Reality and simulations.
FIG. 2. Reality, simulation,and kriging.The covariance or the variogram appears as the
sought-after autocorrelation function that char-
the spatialdisplayof a variablez0(x) (Matheron, acterizes the "fluctuation pattern" or degree of
1971,p. 50). Considera three-dimensional deposit regularity of the true surface {z0(x), x G D}.
D surveyedby drill-holesand coresof equalsection 2• (h), for example, can be estimated from experi-
and length. Let x = (x•,x2,x3)G R3 be a point in mental data,
the three-dimensionalspaceand xi, x2, xa be its 1 N ß
coordinates.Let z0(x) = z0(x•,x•,xa)be the grade 2**(h) = • Z {z0(xi)
- z0(xiq-h)}•',
of the corewith the gravity centerlocatedat point i=l

x. The dimensionsof the core are generally small if there are N couplesof data distant by h.
with regardto the extension of depositD; we will
then considerthe gradez0(x) as a punctualgrade.
The depositD consists of an infinityof punctual Variancesof dispersion
grades{z0(x), x G D}, someof them known at Let us recall how the simple variogram tool can
data locations{z0(xi), xi G I}. Consideringany characterize the "fluctuation pattern" of reality
line within the deposit,the true curve z0(x) is a (Matheron, 1971, p. 66).
sawtooth-like curve which, however, presents struc- The dispersionof the true punctual values z0(x)
tural characteristics(Fig. 1). There exist poor when x describes an area V C D is characterized
zones and rich zones in the deposit, and the two by a dispersionvariancewhich dependsonly on the
grades,
z0(x) andz0(x q- h), areontheaveragemore variogram,
similar as their distance h decreases.
Theprobabilistic
representation
ofz0(x)willtake
these structural characteristicsinto account. Lo- D•'(0/V)
=• dx •'(x- y)dy= ?(V,V),
cally at eachpoint xx, the true value z0(xx)is
interpretedas a particularrealizationof a random where • (V,V) denotesthe mean value of • (h) when
variableZ(xl). The two randomvariablesZ(xx) the two extremities M and M' of the vector h =
and Z(xx q- h) are correlated;that is, their two MM' describe independently the volume V. An
realizationsz0(xx)and z0(x•q- h) are not inde- estimate D •'*(0/V) of that variance is the a priori
 GEOST.4TISTICSFOR CONDITION,4LSIMUL.4TIONS OF ORE BODIES 675

variance of data {z0(xi), xi G V}; and Z[ (x), is inferiorto the dispersion

1 of the true values,D•:(0/V) < D•(0/V).
--
D2*(0/V) n(n- 1)E [Z0(Xi) -- Z0(Xj)]2,
if there are n data z0(xi), z0(xj) . . . , within area V.
Similarly, the dispersion variance of the mean
grade Zv(x) of blocks of volume P within the area
V depends only on the variogram,
D2(P/V) = •(V,V) - •(P,P)
with P C V C C, and $(P,P) denoting the mean
value of •(h) when the two extremities of the
vector h independently describe the volume P.
Hence, geostatistics interprets the reality
{z0(x), x G D} as a particular realization of a
random function Z(x) characterized by a par-
ticular variogram 2•(h), this variogram being
estimated from the real data {z0(xl), xi G I}.
Simulation merely consists in drawing another
realization {z•(x), x G D}; zs(x) is not the reality
z0(x), but both zs(x) and z0(x) are drawn from the
same random function Z(x) characterized by the
autocorrelation function variogram 2-y(h). Con-
ditionalization is a secondoperation that consists considered
of selectingamong all the possiblesimulations z• (x),
is orthogonalto Z[(x); i.e., in termsof the covari-
the zc(x) simulations that meet the experimental
values at data locations, i.e., zc(xi) = z0(xi)Vxi G
information (Fig. 1).
varianceD•'(0/V)
In summary, simulation and estimation have two
different purposes. (1) Simulation {zc(x), x G D }
reflects the structural characteristics of the revealed
reality. For problemsdealingwith the fluctuations
of ore characteristics,simulation is required. (2)
Estimation,
in particularthekriging{z[(x), x G D},
minimizes the estimation variance but smoothes the
(2)
true spatial fluctuations. For problemsdealing
with resources or recovered reserves estimation,
kriging is required.
Conditional Simulation--Theory
Cond it iona l izat io n
At each point x G D considerthe real value z0(x)
and the krigedvaluez[(x). They differ by an error
z0(x) = z•c(x)q- [z0(x) - z•c(x)-]. This error is
unknown, just like the true value z0(x) itself, and
will besimulated.The krigingerror[-z0(x)- z[(x)-I
has a very particular property which is the key to
the theory of conditional simulations; this error,
as a randomfunction[-Z(x) - Z•c(x)-],
ance,E{Z•(x)[-Z(x') - Z•c(x')]} = 0, Vx, x' C D,
which entails

Simulation or estimation + l[Z(x) - -

= E{Z(x)Z(x')} = C(x - x') = C(h).
A question arises,could not the simulated surface
{z•(x), x G D} be considered as an estimation of This property derives directly from the minimiza-
the real unknown surface {z0(x), x G D}? Ob- tion of the estimation variance of kriging
viously,zo(x) is an estimateof the reality z0(x), but (Matheron, 1971, p. 123).
a very poor one. More precisely,the quality of an If we now consider a random function Z•(x)
estimate z*(x) of a reality z0(x) is characterized independent of Z(x) but isomorphic to it, i.e.,
by the estimation variance or mean quadratic Z•(x) which admits the same covariance C(h) as
error, the error Z(x) - Z*(x) being consideredas Z(x), the same kriging procedure leads to
a random function- the analogousdecomposition,Z•(x)= Z•*x(x)q-
' •:

a• = E{EZ(x) - Z*(x)]2l
[Z•(x) - Z•*,•(x)]. Moreover, [Z•(x) - Z•,•(x)]
(3)
is isomorphicto [Z(x) - Z[(x)].
Hencethe ran-
The best linear estimatez[(x) is given by the dom functionZo(x) = Z[(x) q- [Z•(x) - Z•*,•c(x)],
formalismof kriging (see Matheron, 1971, p. 115) constructed by superimposing the residuals
that minimizes precisely the previous estimation [Z•(x) -Z•*.x(x)] of the secondrandomfunction
variance, whereasthe conditionalsimulation zo(x) Z•(x) to the kriging Z[(x) of the initial random
consideredas an estimate providesan estimation function Z(x), is isomorphicto Z(x). Thus, Zo(x)
variance twice greater than the kriging variance admits the same covarianceC (h) as Z (x). Further-
(seelater demonstration);i.e., E{[Z•(x) - Z(x)] •} more, the correspondingrealization
-- 2EII-Z[(x)- Z(x)]2l = 2a•.
The kriged value is on the average closer to zo(x)= z[(x) q- [-z•(x)- z•*,x(x)] (4)
reality,but thekrig.ed
surface
{z•(x), x G D} has is conditional to the real experimental data. At
no reasonto reflect the same "fluctuation pattern" any data location xi C I, by definition of kriging,
as the real surface {z0(x), x G D}. In particular, the two residuals z(xi)- z•c(xi) and z•(xi)-
the kriged surface will smooth out the real fluctna- Z•*,K(Xi
) vanish, so that zo(xi)= g(xi), •7xiG I.
tions (Fig. 2). The dispersionvariance D•(0/V) Hence the random function Zc(x) and its realiza-
of the kriged value, consideredas a random function tions zo(x) give a completesolution to the problem
676 A. G. JOURNEL

of conditional simulation, and the simulated surface simple one-dimensional simulations on lines that
{z•(x), x C D} doespassthe experimental data and
reflects the same "fluctuation pattern," i.e., same
covariance or va.riogram, as the real surface.
It shouldbe noted that' (1) z•c(x), the kriged to classicalone-dimensionalprocedures.
value of z0(x), is a linear combination of the
neighboringdata,
z(x) -- 22 Xiz0(xi);
i
(2) the weighting factors Xi are given by the kriging
system which is a system of linear equations
(Matheron,1971,p. 124); and (3) z•*.x(X)is the
kriged value of zs(x) basedon the samedata pattern
as Z[(x). It is a linear combinationof the data
zs(xi). Obviously the weighting factors Xi are
identical for *
and zx(x).
The techniqueof conditionalizationprovidesat
every point x C D both the simulatedvalue ze(x)
and the kriged value z[(x). The estimationvari-
ance of the simulation Ze(x) consideredas an esti-
mate of Z(x), derived from formula (4), is
E{l-Zo(x)-- Z(x)-]"}= 2E{[Z•c(x)-- Z(x)-]"}. In
terms of estimation variance, the kriged value is
two times better than the simulated value. Esti-
mation is not the purpose of simulation.
Non-conditional simulation
The following problem remains--to generate a
realization zs(x) of a random function Z(x) with
imposedcovarianceC(h). zs(x) doesnot have to
be conditional to the real data; i.e., at data loca-
turn in three-dimensional space. This "turning-
bands" method provides three-dimensionalsimula-
tions with acceptable computer costs comparable
The turning-bandsmethod:In three-dimensional
space, consider the line D• defined by the unit
vector u• (Fig. 3). On line D• consider a one-
dimensional random function Y(u0 stationary of
order two, i.e., with an expected value for E{Y}
of zero and a one-dimensionalstationary covariance
Cø)(hux). (11x,¾1,wx) representsa unit systemof
orthogonalaxis and (hux,hvx,h•x)
the projectionsof
the vector h on these axes. The three-dimensional
randomfunctionZ• (u•,v•,wx)definedby z• (u•,vx,wt)
= y(u•) is stationary of order two with a zero-
expectedvalue and a three-dimensionalcovariance,
C•(h) = C•(hu•,hv•,h•x)= C(X)(hu0. To generate
a realization zt of Z•, the value y(u•) of the one-
dimensional realization at point u• of line D•
is assignedin practice to all the points interior
to the band centered on the place {ux = constant}
(Fig. 3). The thicknessof the band is the spacing
of the values y(u•) on line D•. We then consider
N directionsu•, u•, ... , ui, ... , us uniformly dis-
tributed on the unit sphere. A newrealizationy(ui)
of a random function Yi equivalent to Y is gen-
erated on every line Di, the N random functions
{Yi, i = 1, N} being independent. To each one-
dimensionalrealizationy (ui) correspondsthe three-
dimensional realization zi(ui,vi,wi)= y(ui). We
then consider the sum
N

tions xi, z•(xi) can be different from z0(xi). Let Z • •-• Zi

i=1
us recall that either z• (x) or z0(x) denotesvariables
spread in three-dimensionalspace (x • Rs) and which is a realization of a three-dimensional random
that the covariance C (h) is a function of the modu- function Z(x•,x•,x•), stationary of order two, with
lus h of the vector h. In the literature there exist a zero-expected value and a covariance that
numerousprobabilisticproceduresto generateone- tends toward the following isotropic covariance
dimensional realizations {zs(x), x G R•} of the when the number of lines N -• • •;
stochasticprocessZ(x) with imposedcovariance.
But when extended to three-dimensionalproblems,
these proceduresare revealed as inefficient,if not
unreasonable,in terms of computer time. They
C(h•,h•,ha)
=C(h)
=fi C(1)((h,ll))du
unit
sDhere

generally consist either in simulating orthogonal with {h,u• = h• denotingthe projectionof vector
random measures, the variance density of which h on axis u. The modulus of vector h is h =
meets the spectrum measure of the imposed co- •/h•+ ha a + haa. The preceding integralis written
variance, or in consideringmoving averages (on with sphericalcoordinates
circles, spheres,or any figure) which describea
field with a Poissondispersion(Jenkinsand Watts,
C (h) = dO C (•)([ h cosqO I ) sinqOdqO
1968; Guibal, 1972).
The originality of the "turning-bands" method,
initiated by G. Matheron and the Centre de
Morphologie Math•matique de Fontainebleau
2rf0h
- h Ca)(s)ds
(Math6ron, 1972, 1973; Guibal, 1972), consistsin (Fig. 3). The three-dimensional
covarianceC (h)
reducing any three-dimensional simulation to is imposed,hencethe one-dimensional
covariance
 GEOSTATISTICS FOR CONDITIONAL SIMULATIONS OF ORE BODIES 677

C (1)(S) derives from the formula:

1 0
C(•)(s)- 2• OssC(s) (5)
It is shown that the function C(*)(s) given by the
formula is a covariancefunction (Matheron, 1973).
Hence, there always exists a solution to the prob-
lem, what is the covariance C(*)(s) of the one-
dimensionalrandom function Y(u) to be simulated
on the lines Di? By turning theselines in space,
the sought-after realization of the three-dimen-
sionalrandom function Z (x) of imposedcovariance
C(h) is obtained.
It should be noted that, in practice, N is never
Fro. 3. The turning bands.
infinite. We may consider,for example,the N = 15
lines that join the middles of opposite edges of a
regular icosahedron. The sum solutelygeneral,whatever the imposedcovariance
C (•)(s) may be. In practice,however,thisspectral
analysis procedure may require heavy Fourier
Z • EZi transformcalculations(Blanc-Lapierreand Fortet,
1953; Jenkins and Watts, 1969).
will then reflect a covariance Particular casesoccur frequently in practice,
when the covariance C(•)(s) can be written as a
Ca(h) = • C(*)((h,ui)), convolutionproductof a known functionf(u) by
its transposed}'(u) = f(-u)'
which differs from the limit covariance
CO)(s) = f,}' = f(u).f(u + s)du (6)
C(h)= •- 2•r
f0hCø)(s)ds. Then the moving-averageprocedurewith the im-
The bias between Ca(h) and C(h) can be theo- posedweighting function f(u) is found to be much
retically calculated using the geometricproperties easierand moreeconomical
than the generalspec-
of the regular icosahedron. It has been shown in tral analysis procedure. Specifically,let us start
practice (Guibal, 1972, p. 24) that it is sufficientto from a stationary one-dimensionalrandom measure
introduce a multiplicative correctivefactor so that T(dv) with a Dirac covariance measure for ex-
if C (•)(s) were a constant k, it would become: (1) ample,the differentialformsof a Poissonprocess
or a Brownian movement. Then with each measure
for the limit covariance, C(h) = 2,rk, and (2) for
the practical covariance,Ca(h) = 15k. Hence we T(dv) is associated the one-dimensionalrandom
could considerthat the covariance Ca(h) provided function Y (u) defined by
by the icosahedron approximation is Ca(h)=
(15/2,r)C(h). The identification of an expected
value E{Z(x)I = m • 0 is immediate. As the Y(u)
=f/•f(u
q-v)T(dv).
previous three-dimensionalrealization corresponds Y(u) appears as a stationary random function,
to a zero-expectedvalue, it is sufficient to add a whose covarianceis precisely C (•)(s) = f,}'. This
constant equal to the imposedexpectedvalue m to is a classicalprobabilisticresult (Matheron, 1971,
each simulated value z (x). p. 14 and exercise10, p. 104; Matern, 1960,p. 26).
A short-cut demonstration follows:
One-dimension simulations
C (1)(s)
The last problem left is to generate realizations
of the one-dimensional random function Y(u)
with the known imposed covariance CO)(s)=
E{Y(u)Y(u + s)}, with the expectedvalue of
= E
{/f:;f (u d- v)f (u d- v' d- s)T (dv)T
, (dv')
Y(u) being zero, E{Y(u)} = 0. There are several
methods by which to generate these one-dimen- -- f(u + v)f(u q- v' q- s)E{T(dv)T(dv')}.
sional realizations. The classic method is based on
spectral analysis; its advantage is that it is ab- The two measuresT(dv) and T(dv') being orthog-
678 .4. G. JOURNEL

I I I •'U
r

Weighting function t(u)

b
ti-k ti,I tkk
• ...... I I I

FIG. 4. One-dimensional simulation.

onal, the integral reducesto preceding covariance is written-

C(•)(s) =
o0
f(u q- v)f(u q- v q- s)E{T(dv)} •' C(•)(s)
= •'• • f(kb).f[-kb
-- bs3 (7)
ß

- •f,;•, This discretesum is nothi.ngbut the discrete

with the integral being nothing but the convolution
product f.f without the positive factor •:.
In practice, a discrete approximation of the
previous random measure T(dv) is used. First,
we start drawing independent realizations of a
random variable T and affix these values
mesh-point of a regular grid defined on line D
(Fig. 4). The randomvariableT presentsa zero-
expected value and an imposed variance E{T 2}
= •2. Several subroutine packagesprovide such
realizationsof a random variable, for example the
IBM Sub-packageRANDU. Let ti_k.... , ti,...,
ti+k, ßßß, be these independentrealizationsat loca-
tions i -- k ..... i, ...,
constant spacing is b. Second, we consider the
moving average yi defined at every location i by
the imposedweighting function f(u), i.e.,
yi = •
k•--o0
The values yi can be interpreted as a realization of a
one-dimensionalrandom function Yi = Y(u) with
a zero-expected
value and the followingcovariance,
Cao)(s) = E{YiYi+s} = E{ 5•. Ti+k.f(kb)
approximationof the integraldefiningthe imposed
covarianceC <•)(s) of formula (6).
Formula (7) must be developedaccordingto
eachparticular weightingfunctionf; the small bias
betweenthe discretecovarianceCaO)(s)and the
imposedcovarianceC <•)(s) is then easilycorrected
to each
by acting on two parameters, the variance •: and
the spacing b.
Somepracticalexampless
The precedingmoving
average procedure provides one-dimensional re-
alizations reflecting covariances which can be
written as a convolutionproduct, C<•)(s)= f.•'
(see formula 6). Now, the two three-dimensional
covariances C(h) most frequentlyusedin geosta-
i + k ..... on line D. The tistics, namely the spherical covarianceand the
exponentialcovariance,correspondpreciselyto
the one-dimensional imposedcovariancesC0)(s)
that can be written as convolutionproducts. More
precisely, with the previous notations and with
ti+k' f(kb). C (h) being the covarianceof the three-dimensional
randomfunction{Z(x), x G R*), the sphericalco-
variance is written
C(h)=K 1-•a+•ia, , V0_<h_<a
(7)
C(h) = 0, Vh >a
with K, a > 0. The correspondingvariogramis
k•o0

deducedfrom formula (1),-•(h) = C(o)- C(h),

see Figure 5. The constant K is called the "sill"
X • Ti+8+k,f(k/b)}. of the variogram. Independencebetweenthe two
variablesZ (x) and Z (x q- h) is reachedfor distances
With the change1 = s + k', it becomes h superior to a. The distancea, which characterizes
the zoneof influence
of the variableZ (x), is called
CdC•>(s) the "range" of the variogram.
4.o0 4-o0 The exponential covarianceis written
= E{ E E Ti+k.Ti+t.f(kb).f[-1 - s)b-]}.
k=-o0 l=--o0
C(h) = Ke-'h, Vh _>0, with K, a > 0 (8)
The random variablesTi+k, Ti+l being independent, The correspondingsemi-variogramis -•(h) =
it becomes E{Ti+k.Ti+t} = (0 if k•l and K[1--e-•h-1, Vh•0 (seeFig. 5). If we want to
E{Ti+k'Ti+t} = (E(T :) = •: if k = 1. Hencethe simulate three-dimensionalrealizationsthat reflect
 GEOST•4TISTICSFOR CONDITION.4L SIMUL.4TIONS OF ORE BODIES 679

the two previouscovariancesC(h), we must first

simulate one-dimensional realizations on lines that
reflect the covarianceC (•)(s) given by formula (5).
For the sphericalcovariance,it become•C(•)(s)
= K/2•[1 - (3s/a) + (2s3/a3)-],V0 _<s _<a and
C(•)(s) = 0, Vs >_a. This covarianceis simplythe
convolutionproduct, C (•)(s) = f*[, with the follow-
ingweighting
function,
f(u) = 46K/•ra
3'uif - a/2
_<u <_a/2 and f(u) = 0 if not. The demonstra-
tion is immediate. For the exponentialcovariance
it becomesC(•)(s) = (K/2•r)(1 - as)e-ns Vs _>0. Fro. 5. Sphericaland exponentialschemes.
This covarianceis simplythe convolutionproduct,
C (•)(s) = f*[, with the followingweightingfunction, estimationof the dispersionlaw of Z•(x)--x being
f(u) = •/(2Ka/•r)(!- au)e-•u if u _>0 and f(u) fixed, will be of a Gaussian type.
= 0 if not' u < 0. It is recalled that the practical In practice,
realvalues
{z0(x),
x • D} arevery
discrete approximationsCa(•)(s) differ from the often positive or zero (thicknesses,grades, etc.).
previousexpressions C (1)(s), see formula (7), and Hence, the experimental histogram of real data
that these differences must be corrected, see pre- {z0(xi), i G I} will reflect a log-normal,gamma, or
cise calculationsin Guibal (1972). other dispersion law that ensures z0(x) >_ 0,
It should be noted that the two examplesof the Vx • D. 'Whereas the simulation, being Gaussian,
covariance C(h), spherical and exponential, given may presenta fair proportionof negativesimulated
here have no absolute character. They are fre- values, z•(x) < 0.
quentlyusedin practice;first, for the simplicityof Therefore, it is of prime importance that the
their mathematical expressions,a fact that is of histogram of simulated values reflects the same
considerablehelp, becausegeostatisticsconstantly dispersionlaw as the experimentalhistogramof real
considersintegralsof the covarianceor variogram data. This is the purposeof the Gaussiananamor-
function, and second,becausethey depend on two phosis,where {z0(x), x G D} are the real values;
parametersonly, sill K and range a, that can be let go(x) = F{z0(x)} be the transformedvalue of
easily deduced from the available experimental z0(x) by function F, suchthat {go(x), x G DI pre-
covariance or variogram. sentsa Gaussianhistogram. Instead of simulating
z0(x), we shall simulate its transform go(x). This
Gaussian anamorphosis simulation {g•(x), x G D} will reflect a Gaussian
The regionalizationof the true values {z0(x), histogram. Hence, the inverse transformation F -•
x C D} has been interpreted as a particular re- will provide the sought-aftersimulation {z•(x) --
alization of a random function {Z (x), x G D}. This F-•{gc(x)}, x G D} that presentsthe good histo-
random function is definedby its spatial law and not gram, i.e., a histogramsimilar to the histogramof
only by the first two moments--meanand covari- real data {z0(x•), i • I}. Obviouslythe covariance
ance--imposed on the simulation. Hence, the C (h) imposedon the simulationof go(x) is deduced
simulatedvalue {zc(x), x • D} doesnot reflectthe from the availabledata {g0(x•) = F{z0(xi)}, i G I.}
whole space law of Z(x), but only the first two Figure 6 showsthe experimentalhistogramof real
moments imposed. In practice, this is not too values {z0(xi), i G I}. A log-normal dispersion
embarrassingfor we have shown,see Probabilistic law could be fitted to that experimental histogram'
Representationand formula (2), that all dispersion Then, the transformedvariable go(x) = log{z0(x)}
variancesdepend only on these imposedfirst two will present a Gaussian histogram. The spatial
moments. Moreover, experimental data seldom regionalization {go(x), x • D} is then considered
allow recognition of moments of order superior as a particular realization of the random function
to two. {G(x), x G D} with imposedexpectedvalue and
The turning-bandsmethod, which consistsin covariance. These two imposed moments are
summingup in spacea great number N of inde- deduced from the available data {g0(xi)
pendent realizations defined on lines, generates = log{z0(xi)}, i G I}. The turning-bandsmethod
realizationszc(x) of a random function Zc(x)with then provides a simulation {g•(x), x C D} that is
a Gaussian space law (central limit theorem). conditional to the data, i.e., at each location x•
Hence, under the stationary hypothesis,the dis- of real data, ge(xi)= g0(xi)= 1og{z0(xi)}, Vi G I.
persionlaw of Z•(x)--x being fixed--is Gaussian The histogram of the simulated values {g•(x),
and independentof x. Therefore,the histogramof x G D} being Gaussian, the inverse transformation
the simulatedvalues {zc(x), x G D}, which is an z•(x) = exp{go(x)}will providea simulation{z•(x),
680 ,,i. G. JOURNEL

frequencies thicknessesof overburden and ore, or the various

corresponding metal accumulations--a metal ac-
cumulation being defined as the product of a thick-
• i••m•perimental
histogram
{,Zo(xi)
,iEl} nessby the average metal grade on this thickness.
Structuralanalysis:Let {zk(x), x G D, k = 1 to

ß n} be the n variables defined on the deposit D.

Before simulating them, we have to characterize
their spatial "fluctuation pattern."
(1) Each of these variables zk(x) is consideredas
a particular realization of a random function Zk(x),
FIG. 6. Gaussiananamorphosis.
stationary of order two, characterizedby the first
two momentssothat the expectedvalue is E{Zk (x)}
x C D} that presentsa log-normal histogram, is = mk = constant, and the covariance is Ckk(h)
conditionalto the real data zc(xi) = z0(xi), Vi G I, = E{Zk(x)Zk(x q- h)} -- mE, these two momenst
and reflectsthe same first two moments--expected being estimated from the available data {zk(xi),
value and covarianc½ as the revealed reality xi G I}. The covariance Ckk(h) characterizesthe
{z0(xi), i G I}. spatial autocorrelationsof Zk(x).
Graphical anamorphosis:In practice, if a precise (2) Now the n variables are intercorrelated in
and simple dispersion law--for example, log- space, i.e., there exist cross-covariances,Ckk,(h)
normal or gamma--cannot be fitted to the experi- = E{Zk(x)Zk,(X q- h)} -- mkmk,, Vk, k' = 1 to n,
mental histogram of real data {z0(xi), i G I}, the and these cross-covariances are estimated from the
anamorphosisF will be done graphically. The two availabledata {zk(xi), zk,(xj); xi, xj G I}.
following cumulative histograms (Fig. 7) are con- It should be noted that the classical correlation
sidered; first, the theoretical cumulative histogram coefficientbetweenZk (x) and Zk, (x) is simply
of the reduced Gaussian variable G, i.e., the curve
that gives the probability law, Prob{G _<g}, and Ckk'(O)
second, the experimental cumulative histogram of iOij= 4Ckk(O)'Ck,k'(O)
the real data {z0(xi), i G I}. Each class (zi,
of the experimental curve correspondsgraphically This correlation coefficient characterizesonly local
to a class (gl, gi+l) of the theoretical Gaussian intercorrelation between two variables located at
curve. We then proceedto a linear interpolation the same point x (i.e., for h = 0), when the cross-
within each class,z G [Zi, Zi+13or g G [-gi, covarianceCkk,(h) characterizesthe spatial inter-
Hence, the bijection g • z is graphically defined, correlation (i.e., for any h). Hence, the "fluctua-
i.e., the anamorphosis go(x)= F{z0(x)}. This tion pattern" of the set of the n variables {zk(x),
graphicalprocedureis simplythe well-knownMonte x G D, k = 1 to n} is characterized by the co-
Carlo technique (Kim et al., 1973; Harbaugh and variancematrix {Ckk,(h)}, just as the "fluctuation
Bonham-Carter, 1970; and many others). pattern" of the singlevariable {zk(x), x G D} was
characterized by the single covariance C(h)
= C• (h).
Simultaneoussimulationsof severalvariables
Conditional simulations: Simulating n variables
In practice we often have to deal with several with an imposed covariance matrix presents no
intercorrelated variables, for example, the simula- difference from simulating one variable with an
tion of an ore body usually consistsin simulating imposed covariance function. The turning-bands
simultaneously several variables, such as the two method applies. First, we simulate on lines one-

Fro. 7. Graphicanamorphosis.
 GEOSTATISTICS FOR CONDITIONAL SIMULATIONS OF ORE BODIES 681

lOOm

o . drill-holes 7o 0
little •nel

overburden

i retoined

Fro. 8.
I? Definition of the service-variables.

dimensional realizations of the n random functions imposed covariance C(1)(s) = f.•. Consider n
{Yk(u), k = 1 to n} with the imposedone-dimen- such realizations px, . . . , p2, ßßß, p;, ßßß, p, inde-
sional covariancematrix {C•?,(s)}. Each covari- pendent of each other and the following linear
ance ,•k•,(s) of this matrix is given by formula (5), combinations,
Ck(•r)t
(S) = (1/.2/1')(0/0s)SCkk,(S). Second,theselines
are turned in three-dimensional space, thus gen- yk(u)
= • ak;pl(u),
Vk= 1ton.
erating the desired three-dimensional realizations
of the n randomfunctions{Zk(X), k = 1 to n} with The n realizations{yk(U), k = 1 to n} thus obtained
the imposed three-dimensionalcovariance matrix correspondto n random functions {Yk(u), k = 1
{Ckk,(h)}. to n }, the covariance matrix of which is
In practice, difficulties arise mainly from two
facts. C•(D,(s)
= [• aktak,,-]'C(•)(S),
Vk,k' = 1ton,
(1) Experimentaldata {Zk(Xi),zt,(Xj); xi, Xj G I} with the following •onstants identification,
may not allow correct estimation of all the terms
of the covariancematrix {Ckk,(h)}. Usually, the
direct covariances Ckk(h) are well estimated,
• aklak, 1= •kk'.
whereas some cross-covariancesCkk,(h) are less
The covariance matrix of {Yk(u),' k = 1 to n} is
easily estimated.
precisely the imposed covariance matrix of for-
(2) Spectral analysisalways provides a solution
mula (9).
to the problem of simulating one-dimensional
realizations reflecting the imposed covariance
First Case Study: The Prony Deposit•
matrix { Ctt,(s)},
(2) but may require heavy calcula-
tions (Blanc-Lapierre and Fortet, 1953; Jenkins, The Prony deposit (New Caledonia) is a sub-
1968). The simple method of the moving average, horizontal formation of nickel-laterite formed by
discussedpreviously, for simulation of one single weathering of basic rocks, largely peridotires. The
variable can be extended to simultaneous simulation deposit was surveyed by systematic grids of verti-
of n variables if all the covariances of the matrix cal boreholes,each borehole being analyzed meter
(1)
{C•t,(s)} are proportional to a unique covariance by meter for Ni grade and impurity Mg grade
C (•)(s), which is a convolution product: (Fig. 8). Sequential exploration of the deposits
C•),(s) = Xkk,-C(•)(S), Vk, k' = 1 to n provided successively,a global and local estimation
(9) of the resourcesin situ and a global and local esti-
C(2)(s) = f.•', Xkk,beinga constant.
1 Readers can refer to Huijbregts and Journel (1972) and
We have seenhow to generatea one-dimensional Journel (1973a) for more detailed accountson the geostatisti-
realizationp•(u) of a randomfunctionP (u) with the cal sequentialexplorationof the Prony ore body.
682 ,4. G. JOURNEL

histogram m=23,$

'l',l

m=23,7
------Conditional
s•tulntions
D•. OS
•.o,

0 2 •o 3o &o so mctcrs

tical mc•l

-.----Conditionql simulation

I I I I =h
o lO I00 :iO0 440 metcrs

I I I I j•h
zo ioo too &oo metcrs

Fro. 9. Prony simulations,cut-off gc = 0% N•.

marion of the recovered reserves, with a limit Vertical structural analysis

mineable ore thickness criterion. However, there
Vertical profiles of Ni grades show a common
was the problem of predicting the fluctuations of
overburden ratios and of grades (Ni and Mg) that form. From the top downwarda progressiveen-
exploitation and milling would meet at various richment is observed, followed by a fairly rapid
scales(day, month, year). A solution to the prob- decreasein grade. In geostatisticalterms, this
lem could have been the drilling of a systematic representsa "vertical drift" of Ni grades;residual
square grid of 10 m spacing; 17,600 boreholeson fluctuationsare superimposed on this drift or mean
the first production zone, which is unreasonable. tendency. Universal kriging permits estimationof
this drift curve from the data of each borehole(Fig.
With the help of the available grid of 100 m spacing
(176 boreholes), conditional simulation provides 8). The vertical seriesof Ni gradesobservedalong
the simulated data of these 17,600 boreholes with a borehole(saw-toothcurve) is not representative
10m spacing.Hence,thekeyproblem ofpredicting of the seriesof mean Ni grades in a small panel
ore characteristics fluctuations receives an immedi- centered on the borehole. It has been shown
ate and inexpensivesolution. From a practical (Huijbregts and Journel, 1972) that an estimator
point of view, the following steps were taken for a of that vertical series of mean Ni grades is pre-
conditional simulation. cisely the previousvertical drift curve.
 GEOSTATISTICS FOR CONDITIONAL SIMULATIONS OF ORE BODIES 683

The entire mineralized thickness cut by each

cut/off Experimental Simulated
borehole cannot be exploited economically. On
each unit of exploitation (approximately a 20 X 20 gc I•s,-sz I•s•-s• I•s•-sz
m2 section), only a certain useful thickness is re-
rained--the thickness being defined by a specific
cut-off grade g• in nickel. This cut-off grade ought
to be appliedto the drift curve representativeof
the panel. Hence, for each cut-off value g•, a
F1G. 10. Correlations' coefficients.
certain number of "service variables," which are
spread in the two-dimensional horizontal space
[coordinates (x•,x2) = x G R•-], are defined. {S•(xi), S•(xi), Sa(xi), xl G I}. The two thicknesses
S•(x) is the overburden thickness (Fig. 8); S•(x) of the overburden Sx(x) and the retained ore S•(x)
is the thicknessof the retained ore; and Sa(x) is were simulated independently with the only con-
the Ni-metal accumulation corresponding to the straint, Sx(x) +S•(x)_<40 meters. The two
retained thickness S2(x). Sa(x) is the product of variables S•(x) and Sa(x) were simulated simul-
S• (x) by the correspondingaverage Ni grade read taneously with an imposedcovariancematrix using
on the drift curve. formula (9).
Five cut-off gradesin nickel, g• G [-0 to 1, 5%-]
Horizontal structural analysis were considered. The correspondingfive groupsof
The first production zone has been surveyed with service-variables {S•(x), S•(x), Sa(x)} were simu-
a systematic square grid of 100 m spacing. More- lated independently. The various preceding ser-
over, two cross-shapedgrids with 20 m spacing vice-variableswere simulated on a systematic 10 m
have been drilled to determine the short-distances spacing grid corresponding to 17,600 boreholes.
structures. That information allowed the char- Simulated data are equal to real data at each one
acterization of the horizontal structures of the of the 176 locationsof real boreholes. Histograms,
service-variablesS•(x), S2(x), and Sa(x). Figure 9 variograms, cross-variograms,and correlation co-
showsthe following examples: efficients between simulated values were system-
atically compared with the correspohdingfeatures
(1) The experimentalhistogramof data {S•(xi), deduced from real experimental data. All these
xi C I = 100•m spacing grid} for the cut-off verifications were positive.
g• = 0% Ni.
(2) The experimental points and the theoretical SecondCase Study: A Simulation Data Base
semi-variogram models •s(h) adjusted. The two It has already beenindicated that the two models
variables consideredare the precedingore thickness of three-dimensional covariances or variograms
S2(x) for g• = 0% Ni and the correspondingNi- most frequently usedin practice were the spherical
metal accumulation Sa(x). and the exponential schemes. These schemesde-
(3) On FiguxCe 10, the localcorrelationcoefficients pend on two parameters only, the sill K which is a
psi-s, and psi-s3estimated from the data {S(xi), multiplicative factor and the range a which char-
xiG I}. acterizes the zone of influence (Fig. 5). Now, we
Conditional simulations
can record on magnetic tapes or disks a simulation
data base constituted of various three-dimensional
The conditioningreal data are located on the 176 realizations of random functions, the isotropic co-
mesh-pointsof the available grid of 100 m spacing, variances of which are spherical or exponential

20

[vcrtical direction

Fro. 11. The simulation data base.

684 ,,1. G. JOURNEL

l•muia•cl quate realization (sphericalor exponential with a

g•cl• range closeto the fixed value a) from the simulation
ß!•i; l ill •il [-i-•--• data base and to multiply each simulated variable
bythefixedsquare
root4•.
..!.
"i
'!"
i-'-
,. ,
"-2' i-. As an example, consider a subhorizontal sedi-
mentary deposit with a preferential horizontal
. •!, "[[r'-"• :•1•
ß.. t. • .•..' " ""' '.']
'-•-"T
'F'
m Panel
structure due for instance to horizontal
tions. The three-dimensionalexperimental vario-
stratifica-

•:: '..... "4'!"• gram characteristic of the spatial display of grade

_. } •-.• . in sucha depositmay be adjusted by the following
anisotropicmodel constitutedof three intermeshed
-•--l•-t-•.-
' •';2Z•"
......... ......
4 --5--]-X
structures:

...... •-•';."•
.... •..t...
•.-4--.-,:- '•(hx,hy,hz)
= K0'+ K•-• (4hx2,hy2,h?)
q- K2-•2
(•/h/' q-h•2) (10)
Fro. 12. Panel gradesand drill hole grades.'
(h•,hy,hz) being the three coordinatesof vector h;
with a uniquesill K = ! and variousrangesa. In K0, K•, K2 being three positive constants; and 3'•
practice,if we look for a particularrealizationwith and 3'2being two sphericalschemeswith rangesa•,
an imposedexponentialor sphericalcovariance(K a2 and sills equal to 1. Hence, the spatial display
and a beingfixed), it is sufficientto draw the ade- of the variable grade g(x,y,z) is interpretedas the

a(h
inear model
10(

5,O Se.mi-va.
riogram
rain
height
I0 h

35
ß Rain-gauge
45

45
.40
40

3•
Krigedmap 30

25

Standard deviation
of estimation

FIG. 13. Estimation of the showers.

 GEOSTATISTICS FOR CONDITIONAL SIMULATIONS OF ORE BODIES 685

sum of three independent realizations of three Math•matique intendsto test variousestimation

random functions Go, G1, G•.: g(x,y,z) = g0(x,y,z) procedures (geostatistics, adjustment by mean
q- gl(x,y,z) q- g•.(x, y,z). squares,polygonsof influence,and inverse and
We want to simulate a three-dimensional realiza-
inversesquaredistanceweightings);to verify some
tion g,(x,y,z) that will reflect the previous aniso- practical approximations of geostatistics; and
tropic variogram •(hx,hy,h•.). thereby to bring out an essentialcontribution to
answerthe old question:geostatistics
or moreclassi-
(1) G0(x,y,z) characterizes a white noise (a cal procedures? From Figure 12, we can see as
nugget effect in geostatisticalterms), i.e., a micro- examples the vertical profile of simulated mean
structure of very small range with practically no gradesof a panel of section11 X 11 squareunits
spatial autocorrelation or error of measure. All and 20 units height and the vertical profiles of
the values {g0(x,y,z), x, y, z G D} are independent simulatedgradesof the centrally locatedborehole
of each other; their simulation is very easily done and of another boreholedistant by 4 units, and
by drawing numbers with the imposeddispersion therefore still interior to the precedingpanel. A
variance K0. random vertical drift has been simulated in that
(2) Gl(x,y,z) characterizes an isotropic three- ore body; the fluctuations around that vertical
dimensionalstructure with range al. The simula- drift are characterizedby a variogram of the type,
tion data base provides a simulated realization formula (10), previously discussed. We can note
gl,,(x,y,z) that reflects the imposed spherical in Figure 12 that the fluctuations (saw-toothas-
scheme K1•,1.
pect) of the boreholegradesare not representative
(3) G•.(x,y,z) characterizesthe horizontal strati- of the fluctuationsof the panel mean grades.
fication phenomenon, the variable g•. varies only
in the horizontal plane, i.e., g•.(x,y,z) = g•.(x,y,z') Third Case Study: Simulation of RaiW-
whatever z • z' may be. The semi-variogramK2•'2
depends
onthehorizontal
distance
4hx•'q- hv2only .The desert province of Enedi (Tchad, Central
and will usually present a greater range a•. > al. Africa) is being surveyed for water supply. The
On any horizontal plane (z = z0), the simulation problemis to evaluatethe quantity of water that a
data base provides a realization g%•(x,y,z0) that singlerainfall can pour down on a limited area.
reflects the imposedspherical schemeK•.3,•.. The Over the Kadjemeurarea, a certainnumberof rain
three-dimensionalrealizationis thereforeg%•(x,y,z) gauges(seetheir locationon Fig. 13) haverecorded
= g•.,•(x,y,z0) whatever z may be. the water height of one rainfall. As rainfalls are
(4) By summingup the three independentcom- not frequentin Enedi, it was necessaryto simulate
ponents, we obtain the final desired simulation over the area various rainfalls similar to the real
of the variable grade, g,(x,y,z)= g0,•(x,y,z)+ one recordedby the rain gauges. Then hydro-
gl..,(x,y,z) q- g•,.,(x,y,z). geologists would be able to evaluate the true dis-
(5) Now, if we want a conditional simulation, persionof water heightsover the area and at the
i.e., a simulation gc(x,y,z) that meets the real ex- sametime reconsidercritically the number and the
perimental values at data locations {xl, yl, zi C I}, locationof their rain gauges. The study proceeded
as follows.
we proceedusingformula(4), gc(x,y,z)= g[(x,y,z)
+ Fg,(x,y,z)- g;.•(x,y,z)]. (1) An experimentalsemi-variogramwas drawn
The Centre de Morphologie Math•matique of from the rain gauges'data (waterheights)and was
Fontainebleau has realized the simulation data revealedto be more or lessisotropicand linear, i.e.,
base over a parallelepipedicvolume of 550 X 110 •,(h) = a lhl. Figure 13 showsthe experimental
X 20 cubic units (Fig. 11). The imposed three- points of that semi-variogramand the adjusted
dimensional isotropic scheme is the spherical linear model. Figure 13 also showsthe estimated
scheme with a sill K = 1 and various ranges a map of the true rainfall kriged on the basisof the
varying from 10 to 200 units. Hence, for each rain gauges'data, as well as the corresponding
mal:
of the estimation standard deviations. It can be
range a, 1,210,000 values were simulated. By
groupingthe punctualvaluesover panelsof dimen- noted that the highest standard deviations are
sions 11 X 11 X 20 cubic units, we obtain the cor- locatedon the right-hand side of the map, where
respondingsimulations of 500 panels and if re- rain gauges are rare. The shaded zones corre.
quired, the simulationsof the 500 vertical centrally spondto water heightssuperiorto 40 millimeters.
located boreholes(Fig. 11). (2) Three conditionalsimulationsof the variable
From this simulation data base, a three-dimen- water height have beenrealizedon a regular 1 km
sional anisotropicore body has been simulated. aThispracticalexampleisderivedfromthe prominentstud3
On the ore body, the Centre de Morphologie of Delfinerand Delhomme(1973).
 686 .4. G. JOURNEL

40 .30 40

ß :::

i' 40

Variant Nol

40 o0 .
50

Variant No 2

Variant No ;5

FIG. 14. Simulations of three showers.

spacing grid. These three simulated rainfalls regionalizedphenomenaappear as the only ap-
reflect the previousautocorrelationfunction,i.e., proachthat doesnot requireexpensiveinvestments
the linear variogram,and meet the true experi- of very precisesystematicsurveysor important
mental water heights at the locations of the rain bulksamples.The availabilityof highperformance
gauges (Fig. 14). computers and, above all, the originality of the
It appears that the true dispersionof water turning-bandsmethod that reduces any three-
heightsis much greater than the dispersionthat dimensional simulation to several one-dimensi6nal
couldhave beenestimatedfrom the krigedmap of simulations, now allow the realization of such three-
Figure13. Studiesof waterrunoffandrecuperation dimensional multi-variable simulations within rea-
must be doneon the simulatedmapsand not on the sonablecomputercosts. The practicalexperience
estimated map. It also appears that the three already gainedpredictsconsiderable development
simulatedrainfallscan differ considerably on high of conditional simulations for fields as different as
standard deviation zones, i.e., on the zones with the mining industry, meteorologyand hydrology,
few rain gauges. gravimetry and bathymetry, and the oil industry.
Conclusions Acknowledgments
For various problems, the simulation of ore This study was realized with the help of the
bodies and more generally the simulations of research engineers of the Centre de Morphologie
 GEOSTATISTICS FOR CONDITION.4L
Math6matique of Fontainebleau. Dr. G. Matheron
kindly reviewed the manuscript.
CENTRE DE MORPHOLOGIEMATHI•MATIQUE
35, RUE ST. HONOR•
FONTAI•EB•.EAU, FRANCE 77305
October11, December27, 1973
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Guibal, D., 1972, Simulation de schdmasintrinsi•ques:Centre
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