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Diploma Thesis

by

Rolf Sidler

Supervisor: Prof. Dr. Klaus Holliger

INSTITUTE OF GEOPHYSICS

DEPARTMENT OF EARTH SCIENCE

October 20, 2003

Copyright Diplomarbeiten Departement Erdwissenschaften, ETH Z urich

Der/Die Autor/in erklart sich hiermit einverstanden, dass die Diplomarbeit f ur pri-

vate und Studien-Zwecke verwendet und kopiert werden darf. Hingegen ist eine

Vervielfaltigung der Diplomarbeit oder die Benutzung derselben zu kommerziellen

Zwecken ausdr ucklich untersagt. Wenn wissenschaftliche Resultate aus der Arbeit

verwendet werden, m ussen diese wie in allen wissenschaftlichen Arbeiten ublich

entsprechend zitiert werden.

Copyright Diploma Thesis, Department of Earth Sciences, ETH Z urich

The author hereby agrees that the diploma thesis may be copied and used for

private and personal scholarly use. However, this is to emphasize that the making

of multiple copies of the thesis or the use of the thesis for commercial purposes is

strictly prohibited. When making use of the results found in this thesis, the normal

scholarly methods of citation are to be followed.

Unterschrift des/der Diplomierenden

Signature of Diploma-Student

Contents

1 Introduction 2

2 Theory 4

2.1 First- and Second-Order Stationarity . . . . . . . . . . . . . . . . . . 4

2.2 Covariance Function . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

2.3 von Karman Covariance Model . . . . . . . . . . . . . . . . . . . . . 7

2.4 Kriging Interpolation . . . . . . . . . . . . . . . . . . . . . . . . . . . 8

2.4.1 Search Neighborhood . . . . . . . . . . . . . . . . . . . . . . . 8

2.4.2 Basic Types of Kriging . . . . . . . . . . . . . . . . . . . . . . 10

2.4.3 Simple Kriging . . . . . . . . . . . . . . . . . . . . . . . . . . 10

2.4.4 Ordinary Kriging . . . . . . . . . . . . . . . . . . . . . . . . . 11

3 Description of the Implementation 14

3.1 Program Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14

3.2 Overall Structure of the Code . . . . . . . . . . . . . . . . . . . . . . 14

3.3 Description of the Individual Functions . . . . . . . . . . . . . . . . . 15

3.3.1 vebyk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

3.3.2 kriging3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

3.3.3 inputmatrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

3.3.4 neighborhood . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

3.3.5 buildbigc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

3.3.6 buildsmallc . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

3.3.7 displacement3 . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

3.3.8 covcalc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

3.3.9 ordinary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

3.3.10 rotation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

4 Testing of the Implementation 23

4.1 Comparison with a published example . . . . . . . . . . . . . . . . . 23

4.2 Structural Anisotropy . . . . . . . . . . . . . . . . . . . . . . . . . . . 24

4.3 Search Neighborhood . . . . . . . . . . . . . . . . . . . . . . . . . . . 26

4.4 Cross-Validation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28

4.4.1 Leaving-One-Out Cross-Validation . . . . . . . . . . . . . . . 29

4.4.2 Jackknife Cross-Validation . . . . . . . . . . . . . . . . . . . . 31

4.5 Sensitivity of Kriging Estimation with Regard to Auto-Covariance

Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37

3

5 Application of Kriging to Conditional Geostatistical Simulations 40

5.1 Unconditional Simulation . . . . . . . . . . . . . . . . . . . . . . . . . 41

5.2 Conditional Simulations of Porosity Distributions in Heterogeneous

Aquifers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42

5.2.1 Boise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43

5.2.2 Kappelen . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50

6 Conclusions 58

7 Acknowledgments 60

Appendix 61

A Kriging 61

B Boise 64

C Kappelen 70

Abstract

Kriging is a powerful spatial interpolation technique, especially for irregularly spaced

data points, and is widely used throughout the earth and environmental sciences.

The estimation at an unsampled location is given as the weighted sum of the cir-

cumjacent observed points. The weighting factors depend on a model of spatial

correlation. Calculation of the weighting factors is done by minimizing the error

variance of a given or assumed model of the auto-covariance for the data with re-

gard to the spatial distribution of the observed data points. As part of this work,

I have developed a exible and user-friendly matlab-program called vebyk (value

estimation by kriging), which performs ordinary kriging and can be easily adapted

to other kriging methods. Extensive tests demonstrate that (i) heavily clustered

data require an adaption of the search neighborhood, (ii) kriging may cause artefacts

in anti-persistent media when using the correct auto-covariance model and (iii)

best performance for kriging scale-invariant media is obtained when using smoother

auto-covariance models than those indicated by the observed dataset. Conversely,

my results indicate that kriging is relatively insensitive to the absolute value of the

correlation lengths used in the auto-covariance model as long as the structural as-

pect ratio is approximately correct. Finally, this kriging algorithm has been used

as the basis for conditional geostatistical simulations of the porosity distribution

in two heterogeneous sedimentary aquifers. The stochastic simulations were con-

ditioned by porosity values derived from neutron porosity logs and georadar and

seismic crosshole tomography. The results indicate that conditional simulations in

hydrogeophysics will prove to be similarly useful for quantitatively integrating

numerous datasets of widely diering, resolution, coverage and hardness as it has

found to be in more established elds of reservoir geophysics.

Chapter 1

Introduction

Gathering information about subsurface properties is always a dicult task, as direct

access is generally not possible. Measurements are therefore more sparsely sampled

than desired. Although more samples can not be generated without additional mea-

surements, it is possible to take advantage of characteristic properties of a dataset

and to estimate values at unsampled locations that t these characteristics. The

mathematical methods to evaluate these characteristics lie in the realm of statistics,

but for reliable results in earth science, the characteristics have to t not only math-

ematical but also geological criteria. For this reasons, the methode for estimating

values at unsampled locations is therefore referred to as geostatistics.

Basic classical statistic data analysis consists of data posting, computation of

means and variances, scatter-plots to investigate the relationship between two vari-

ables and histogram analysis. In the early 1950s, these techniques where found to be

unsuitable for estimating disseminated ore reserves. D. G. Krige, a South African

geoscientist, and H. S. Sichel, a statistican, developed a new estimation technique

(Krige, 1951). The method was based on statistical properties of the investigated

region. Matheron (1965) formalized the concepts of the new branch of geoscience

that combines structure and randomness and proposed the name geostatistics for

this new scientic discipline. By the early 1970s, kriging has proved to be very useful

in the mining industry. With the arise of high-speed computers, geostatistics spread

to other areas of earth science and has become more popular ever since. Journel

and Huijbregts (1978) summarized the state of the art of linear geostatistics with

an emphasis mostly with regard to practical and operational eciency. They also

described the then novel technique of conditional simulation that leaves the eld of

linear statistics.

The goal of a conditional simulation is to model a region numerically so that

the auto-covariance of the model complies with the auto-covariance of the observed

data and the model data coincide with the data at sampled locations. As most

conditional simulations go hand in hand with unconditional simulation, the quality

of which depend strongly on computational capabilities, the technique has only

recently seen wider application. Conditional simulation has proved to be essential

for the planing and control of mining and hydrocarbon recovery processes as well as

for the optimization of ground-water and contaminant ow simulations.

In the course of this diploma thesis I have developed a Matlab implementation of

2

3

the kriging algorithm. A major motivation of this work is that there are few avail-

able codes and that these codes are gennerally inexible and/or poorly documented.

Given the rapidly increasing importance of geostatistics in applied and environmen-

tal geophysics, the availability of a comprehensible, expandable and well documented

code was considered to be essential. After outlining the theory in Chapter 2 and

describing the implementation of the code in Chapter 3, to convey condence in its

reliability and present various tests of the code to point to issues that have to be

considered when interpolating with kriging. Conditional simulations for hhydro-

geophysical eld data from Boise (Idaho,USA) and Kappelen (Bern, Switzerland)

are presented in Chapter 5. The simulations were obtained by adapting stochas-

tic models to measured data trough kriging interpolation. Finally, the Appendices

contains results of kriging with dierent -values and correlation lengths as well as

additional realizations of the presented conditional simulations.

Chapter 2

Theory

The goal of this chapter is to provide a summary of the theory needed for under-

standing the implementation of the kriging technique, realised as part of this work.

Detailed descriptions of the theory of kriging are given, for example, by Armstrong

(1998); Isaaks and Sarivastava (1989); Journel and Huijbregts (1978); Kelkar and

Perez (2002) and Kitanidis (1997).

Interpolation with kriging is based on the spatial relationship of random, spa-

tial variables. A random variable can take numerical values according to a certain

probability distribution. For instance, the result of casting an unbiased dice can be

considered as a random variable that can take one of six equally probable values

(Journel and Huijbregts, 1978). The spatial relationship is given by the covariance

function or, equivalently, by the semi-variogram. A thorough understanding of the

concept of covariance is therefore necessary for working with kriging interpolation.

For this reason, this topic is covered before the methodological foundations of kriging

are outlined.

2.1 First- and Second-Order Stationarity

Geostatistics tries to predict the values of a random spatial variable at unsampled

locations by using values at sampled locations. For reasonable predictions some basic

assumptions have to be made. An inherent problem of this approach is that for the

unsampled locations no information is available and a verication of the assumptions

is not possible until these missing samples are available. Nevertheless, practice

has proven geostatistics to be a powerful tool for improving data-based subsurface

models, for optimizing the recovery and sustainable use of natural resources and for

assessing environmental hazards.

A key assumption in geostatistics is that the data are rst- and second-order

stationary. First-order stationarity implies that the arithmetic mean within the

considered region is constant and independent of the size of the region and of the

sampling locations. This in turn implies that local means inside a region are constant

and correspond to the global mean of the entire region. The mathematical denition

of rst-order stationarity is more general:

f[X(u)] = f[X(u +)], (2.1)

4

2.2 Covariance Function 5

where X is a random variable, f[...] is any function of a random variable and u

and u + are two locations of the random variable. For all practical intents and

purposes, however, the condition of constant arithmetic mean within a certain region

is most important for ensuring rst-order stationarity.

Second-order stationarity requires that the relationship between two data values

depends only on the distance of the two points but is otherwise independent on their

absolute position. Mathematically, this is expressed as:

f[X( u

1

), X( u

1

+)] = f[X( u

2

), X( u

2

+)]. (2.2)

2.2 Covariance Function

The covariance function describes the spatial relationship of the data points as func-

tion of their distance vectors. The denition of the covariance function can be

expressed in terms of the expected value. The expected value is the most probable

value for a random data distribution and is dened as:

E[X(k)] =

_

Xp(X) dX =

X

, (2.3)

where X(k) is a random variable and p(X) is its probability of occurrence (Ben-

dat and Piersol, 2000). The variance of a random variable is given by:

2

= V ar(X) = E(X

2

) [E(X)]

2

, (2.4)

where is the standard deviation. The cross-covariance function describes the

relation between distance and the variance. It is dened as:

C(X, Y ) = E[(X

X

) (Y

Y

)], (2.5)

where

X

and

Y

are the expected values of the two random variables X and Y

and therefore constants. A constant factor can be taken out of the expression for the

expected value (see equation 2.3) and the above denition for the cross-covariance

function can be rewritten as:

C(X, Y ) = E(XY ) E(X)E(Y ). (2.6)

For the so called auto-covariance C(X, X) the value for zero distance, or zero lag,

thus corresponds to the variance (equation 2.4). With increasing lag the covariance

decreases depending on the spatial relationship of the dataset. If there is cyclicity

in the data set, the auto-covariance will mirror this cyclicity as a function of the

lag. It should, however, be noted that, in principle, the presence of cyclicity, does,

however violate the assumption of second order stationarity.

The auto-covariance function can alternatively be calculated through the so-

called autocorrelation function (Bendat and Piersol, 2000):

R

XX

() = E[X(u)X(u + )], (2.7)

6 Theory

where u is a location and is the lag to this location. The auto-correlation

function distinguishes itself form the covariance function only for non-zero mean

values. The relation between the both is:

C

XX

() = R

XX

()

2

X

. (2.8)

This is important as the Wiener-Khinchine theorem describes the relation be-

tween the autocorrelation and the spectral density function, which is often used

to generate random data with a given auto-covariance function. N.Wiener and

A.I.Khinchine proved independently of each other in the USA and in the UdSSR,

respectively, that the spectral density function S

XX

is the Fourier transformed of

the correlation function (Bendat and Piersol, 2000):

S

XX

(f) =

_

R

XX

()e

j2f

d, (2.9)

where f is the frequency, the lag and j =

rests on the condition that the integral over the absolute values of the correlation

function is nite, which is indeed always the case for nite record lengths. The

inverse Fourier transform of the spectral density function therefore yields to the

correlation function:

R

XX

(f) =

_

S

XX

(f)e

j2f

df. (2.10)

An alternative way to describe the spatial relationship of a dataset is the var-

iogram, or the semi-variogram (i.e. half the variogram). The semi-variogram is

commonly used in geostatistical data analysis, because, as opposed to the covari-

ance function, it can also be calculated if the mean of a dataset is not known. The

semi-variogram is therefore more convenient to analyze the spatial relationship of

an unknown dataset. It is dened as:

() =

1

2

V ar[X(u) X(u +)], (2.11)

where u is a location and is the lag to this location. For a rst- and second-

order stationary function, the relation between the auto-covariance function and the

semi-variogram is given by (Kitanidis, 1997):

() = C(0) C(). (2.12)

As the auto-covariance function starts at the variance of the data and decreases

with increasing lag, the variogram starts at zero and increases as lag increases (Figure

2.1). If the data are stationary, the semi-variogram will reach a sill where ()

reaches the value of the variance. The distance at which the sill is reached is called

range. When the semi-variogram does not reach a sill and the auto-covariance is

therefore not dened, a pseudo-covariance can be dened, such as () = AC(),

where A is a positive value of () at a distance that lies beyond the region

of interest. This does not aect the calculation of the kriging weights, but the

2.3 von Karman Covariance Model 7

C(0) = s

2

semi-variogram

covariance function

lag

Figure 2.1: Shematic illustration between the auto-covariance function and the corre-

sponding semi-variogram

error variance, which is a measure of the accuracy of the estimation (Journel and

Huijbregts, 1978; Kelkar and Perez, 2002).

The experimental semi-variogram is calculated from the given data and there-

fore a discrete and often irregularly sampled function. The experimental variogram

can then be approximated through a continuous parameter model. Due to the lim-

ited scale of sampled values, it is, however, often not possible to estimate the correct

variogram or auto-covariance function of a region (Western and Bloschl, 1999).

As we shall see, the use of the auto-covariance function instead on the semi-

variogram is preferable for the purposes of kriging, because the equations are then

largely identical for simple and ordinary kriging.

2.3 von Karman Covariance Model

Theodore von Karman introduced a novel family of auto-covariance functions to

characterize the seemingly chaotic, random velocity elds observed in turbulent me-

dia (von Karman, 1948):

C(r) =

2

2

1

()

(r/a)

(r/a), (2.13)

where is the gamma function, and K

second kind of order 0 1, r is the lag, and is the variance. The media

described by this correlation functions are self-ane for 0 0.5 and self-

similar for 0.5 1, at distances considerably shorter than the correlation length

a (Klimes, 2002). Figure 2.3 shows von Karman correlation functions for dierent

values of . Small -values characterize rapidely decaying covariance and thus highly

variable media. The von Karman auto-covariance function with = 0.5 corresponds

to the well-known exponential auto-covariance function:

8 Theory

0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2

0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1

r/a

A

u

t

o

C

o

v

a

r

i

a

n

c

e

=0.1

=0.2

=0.3

=0.4

=0.5

=0.7

=0.9

=1

Figure 2.2: Set of one-dimensional von Karman covariance functions with a correlation

length of a = 1.5, varying , and variance

2

= 1.

C(r) =

2

e

(r/a)

. (2.14)

2.4 Kriging Interpolation

Kriging is a linear interpolation technique, in which the value

X at an unsampled

location u is estimated as:

X( u

0

) =

n

i=1

i

X( u

i

), (2.15)

where X( u

i

) are the values at neighboring sampled locations and

i

are the

kriging weights assigned to these values. The estimated value is therefore a weighted

average of the surrounding sampled values. The crux in kriging is to compute

the kriging weights, which depend on the spatial relationship of the data. This

spatial relationship is quantied by the semi-variogram, or equivalently, by the auto-

covariance function, which is inferred from available data and/or constrained by

complementary or a priori information. Kriging is an unbiased estimator and is

therefore referred to by the acronym BLUE, which stands for best linear unbiased

estimator.

2.4.1 Search Neighborhood

The search neighborhood denes the sampled points used for estimation of values

at unsampled locations. Using all sampled values would lead to the most accurate

solution. In practice, there are, however, several reasons not to do so and to choose

a smaller search neighborhood. The reasons are the following:

2.4 Kriging Interpolation 9

Computing the kriging weights involves a matrix inversion. The size of this

matrix increases with the number of points in the search neighborhood. The

increase in computational cost for inverting the matrix does not scale linearly

to the number of sample points used. For the algorithm considered here,

doubling the number of sample points results in an eightfold increase of CPU

time and a fourfold increase in memory.

Figure 2.1 shows that with increasing distance, the spatial relationship between

data, as dened by the auto-covariance function, is decreasing. Therefore,

distant points are associated with small kriging weights and hence, do not

necessarily improve the estimation.

Kriging algorithms are based on the assumption of rst- and second-order

stationarity. This assumption is not always satised for the entire sampled

region. By restricting the search neighborhood, local stationarity is enforced

and the estimation is therefore more representative.

Estimating a variogram using a xed number of data points in a limited sam-

pling region is quite tricky and succeeds in most cases only for small lags

(Western and Bloschl, 1999). For this reason, using points with large lags,

may in fact be detrimental.

If too many points are used, especially clustered sample points, there is a

possibility that the matrix to be inverted becomes quasi-singular, thus making

its inversion very problematic.

On the other hand, it is clear that the use too few sampled points cannot provide

an accurate and representative estimation. So a decision has to be made with regard

to the appropriate number of points used for interpolation. In practice, this number

often lies somewhere between 12 and 32 (Armstrong, 1998; Kelkar and Perez, 2002).

The search neighborhood can have a signicant inuence on the result, partic-

ularly for irregularly sampled data. The size, direction and shape of the search

neighborhood therefore depends on the nature of the dataset considered and has to

be chosen carefully. It has to be taken in account that conditions may change within

a region and it may not be sucient to estimate and test the parameters at a single

location. The size of the search neighborhood denes also the size of a region where

the mean is assumed to be constant. Problems can arise if many sample points are

clustered or if only few sample points are close to the point to be estimated. If the

number of points used for interpolation is constant and a large number of points is

clustered in only one direction and sparse, far away points lying in other directions

are neglected, the estimation may lose reliability. If not enough data points are

present whitin a reasonable distance and the samples come from farther and farther

away, the validity of stationarity may not be given anymore. Nevertheless, the es-

timation often improves if also points outside the range of the covariance function

are considered, rather than when too few points are used for interpolation (Isaaks

and Sarivastava, 1989).

10 Theory

2.4.2 Basic Types of Kriging

There are a number of dierent versions of kriging. The most important ones are:

ordinary kriging, simple kriging, cokriging, indicator kriging and universal kriging.

In cokriging, the estimation of a variable is not only based on its own auto-covariance

function, but also on its spatial relationship to another variable. This can be useful

if a variable is sparsely sampled but has a similar spatial relationship as extensively

sampled variable. Indicator kriging not only estimates a value for an unsampled

location, but also provides information about the uncertainty of the estimation.

The data is indicator transformed (Kelkar and Perez, 2002) and for every threshold,

interpolation is applied. Therefore indicator kriging is computational intensive as

several kriging runs are necessary for a single estimation. An other common kriging

procedure is universal kriging, in which the sample data are assumed not to be

stationary, but to follow a trend. The most common kriging versions are simple

kriging and ordinary kriging, which are discussed in some detail below and have

been implemented in vebyk .

2.4.3 Simple Kriging

In simple kriging the mean of the kriged region is assumed to be known and constant.

As this is not often the case, simple kriging is relatively rarely used. The method is

sometimes used in very large mines, such as those in South Africa, where the mean

of the kriged areas is known because the region has been mined for a long time.

Simple kriging estimates an unsampled value

X at location u, as:

X( u

0

) =

0

+

n

i=1

(

i

X( u

i

)), (2.16)

where

0

is the regional mean and

i

is the kriging weight at location u

i

with

the sampled value X( u

i

). By assuming that over a large number of estimations the

errors cancel each other out, we call for the condition of unbiasedness:

E[X(u

0

)

X(u

0

)] = 0. (2.17)

This implies that the mean error of the estimation is zero. Together with equation

(2.16) this yields:

E[X( u

0

)] =

0

+

n

i=1

(

i

E[X(u

i

)]), (2.18)

where the expected values E[X( u

0

)] and E[X( u

i

)] could in principle be dierent

form each other. Enforcing the rst-order stationarity, i.e. E[X(u

0

)] = E[X(u

i

)] =

m, the expression for

0

is:

0

= m

_

1

n

i=1

i

_

. (2.19)

The error variance for the dierences between the true and the estimated values

is given by:

2.4 Kriging Interpolation 11

2

E

= V ar

_

X(u

0

)

X(u

0

)

= V ar

_

X(u

0

)

n

i=1

(

i

X(u

i

))

0

_

(2.20)

Going back to the denitions of variance (equation. 2.4) and covariance (equation

2.6) it can be shown that:

V ar[X Y ] = V ar[X] + V ar[Y ] 2C(X, Y ). (2.21)

Given that

0

is a constant, it does not inuence the variance and equation 2.20

can be written as:

2

E

= V ar[X(u

0

)] + V ar

_

n

i=1

(

i

X(u

i

))

_

2C

_

X(u

0

),

n

i=1

(

i

X(u

i

))

_

= C(u

0

, u

0

) +

n

i=1

n

j=1

j

C(u

i

, u

j

) 2

n

i=1

i

C(u

i

, u

0

).

(2.22)

To nd the optimal weighting factors that minimize the error of variances, we

set the rst derivative with respect to to zero:

2

E

i

= 0 = 2

n

j=1

j

C(u

i

, u

j

) 2C(u

i

, u

0

) for i = 1, ..., n (2.23)

Written in matrix form this is:

_

_

C(u

1

, u

1

) C(u

1

, u

n

)

.

.

.

C(u

n

, u

1

) C(u

n

, u

n

)

_

_

_

_

_

1

.

.

.

n

_

_

_

=

_

_

C(u

0

, u

1

)

.

.

.

C(u

0

, u

n

)

_

_

. (2.24)

This system of equations is now solved for the kriging weights

i

, which then

allows us to estimate data at unsampled locations u

0

as:

X(u

0

) = m

_

1

n

i=1

i

_

+

n

i=1

_

i

X(u

i

)

_

(2.25)

2.4.4 Ordinary Kriging

Ordinary kriging is probably the most widely used form of kriging. As opposed to

simple kriging, the mean value of the region has not to be known in advance. This

is a reasonable assumption because the only way the mean could be predicted is by

assuming that the means of the often sparse datasets are representative of the global

means of the sampling regions, i.e. that the data obey rst-order stationarity. In

practice, however, the mean is often subject to lateral changes, which is accounted

for by ordinary kriging.

12 Theory

The mathematics of ordinary kriging is quite similar to that of simple kriging.

Adopting the starting equation (equation 2.16) for an unknown mean by assuming

E[X( u

0

)] = E[X( u

i

)] = m( u

0

) yields:

0

= m(u

0

)

_

1

n

i=1

i

_

. (2.26)

The value of the regional mean

0

is not known, but it can be forced to zero,

assuming the local mean m(u

0

) to be the mean of the dataset. This results in the

following condition for unbiasedness:

n

i=1

i

= 1 (2.27)

The minimization of the variance is quite similar to that in simple kriging. The

error variance expressed in terms of auto-covariance (equation 2.5) is the same as in

equation (2.22). For minimizing the error variance, the condition dened in equation

(2.27) has to be taken in account. This can be done using the Lagrange multiplier

method (Luenberger, 1984), which denes the function F as:

F =

2

E

+

_

n

i=1

i

1

_

= C(u

0

, u

0

) +

n

i=1

n

j=1

j

C(u

i

, u

j

) 2

n

i=1

i

C(u

i

, u

0

) + 2

_

n

i=1

i

1

_

,

(2.28)

where is the Lagrange parameter. Minimization the error variance is now

achieved by dierentiating F with respect to

i

and and setting the resulting

equations to zero:

F

i

= 2

n

j=1

j

C(u

i

, u

j

) + 2 2C(u

i

, u

0

) = 0 for i = 1,...,n (2.29)

and

F

=

n

i=1

i

1 = 0. (2.30)

The kriging weights

i

and can now be calculated by solving the two above

equations simultaneously. To this end, these equations are written in matrix form:

_

_

C(u

1

, u

1

) C(u

1

, u

n

) 1

.

.

.

.

.

.

C(u

n

, u

1

) C(u

n

, u

n

) 1

1 1 0

_

_

_

_

_

_

_

1

.

.

.

_

_

_

_

_

=

_

_

C(u

0

, u

1

)

.

.

.

C(u

0

, u

n

)

1

_

_

. (2.31)

The corresponding estimation at the unsampled location u

0

is then given as:

2.4 Kriging Interpolation 13

X( u

0

) =

n

i=1

i

X( u

i

). (2.32)

As already mentioned above, a mayor benet of ordinary kriging is that it does

not require the data to be strictly rst-order stationary. The mean can therefore be

laterally variable and only considered to be constant within the search neighborhoods

of the points that we aim to estimate. The data are thus allowed to have a larger-

scale trend, which is indeed often the case.

Chapter 3

Description of the Implementation

This section documents the Matlab implementation of the kriging interpolation de-

veloped in this thesis. The code consists of a main function and several subfunc-

tions (Figure 3.1). This classical modular approach facilitates the understanding of

the code and allows later users to adapt it to their requirements by changing only

individual functions. The code of the functions is straightforward and largely self-

explanatory. Only reference functions were used and hence no Matlab toolboxes are

needed to run the current implementation. The program was tested using Matlab

Version 6.1.

3.1 Program Options

The program is designed to interpolate values on a regular two-dimensional grid

using ordinary kriging. By slightly modifying the code, it is also possible to use

it for simple kriging (see section 3.3.9). The grid of estimated or kriged values

is rectangular and spans the range of coordinates in the dataset of sampled values.

The spacing between estimated points for x- and y-axes can be specied individually

and the sampled values do not have to follow a spatial order. For the search neigh-

borhood, the number of points used for interpolation can be specied. Arbitrarily

oriented spatial anisotropy of the covariance function can be accounted for. The

current implementation is based on the von Karman family of covariance function.

The correlation length a and the -value of the von Karman function can be spec-

ied. Finally, handles are provided to switch on a wait bar or a cross validation

mode for comparison of the interpolated value at a sampled location.

3.2 Overall Structure of the Code

The implementation of the code is structured hierarchically, as shown in Figure 3.1.

The main function vebyk (value estimation by kriging) manages the data in/output

and administrates the dierent steps before and after the actual kriging routine. The

actual interpolation for unsampled points is performed by the kriging3 function

that gets support from other functions.

14

3.3 Description of the Individual Functions 15

vebyk

inputmatrix rotation neighborhood kriging3

buildbigc3 buildsmallc3 ordinary

covcalc displacement3

Figure 3.1: Hierarchical structure of functions used in the implementation of the kriging

algorithm.

3.3 Description of the Individual Functions

3.3.1 vebyk

vebyk is the main function and therefore has to be given all the information used.

Table 3.1 describes the parameters which have to be specied. In order to keep

the code simple, vebyk does not check or echo input parameters. The calculation of

distances and relative positions are based on two-dimensional Cartesian coordinates.

The sampled values for input do not have to lie on a specic grid, but can be

anywhere in the interpolated region. The rst thing the function does, is to calculate

the coordinates of the grid, for which values should be estimated. This is done

for a domain of rectangular shape dened by minimum and maximum x- and y-

coordinates of the sampled values. Spacing between points is given by the input

parameter dgrid. The coordinate grid is created using the function inputmatrix.

The next step is the rotation of the coordinates for cases in which the anisotropy

axes are not parallel to the axes of the coordinate system. This is described in more

detail in sections 3.3.10 and 4.2. Then a for loop is started, which repeats the

next steps for every point for which a value has to be estimated. The estimation

is performed by rst calling up the neighborhood function (see section 3.3.4) for

evaluating the points used for kriging. The relative coordinates of these points are

given to the kriging3 function, which calculates the kriging weights (see section

3.3.2). The weights are summed up with the corresponding values to to establish

the estimation. After this has been done for every point in the grid, any previous

coordinate transformation is reversed by the rotation function.

3.3.2 kriging3

This function calculates the kriging weights for a specic point. The system of

equations for the kriging weights is built up by calling buildbigc (section 3.3.5)

16 Description of the Implementation

Output Input

output

output grid with es-

timated values

coord

coordinates and

values of sampled

points

error-

variance

errorvariance at es-

timated locations

dgrid

distance between

grid points

points

number of points

used for interpola-

tion

anisotropy

proportion of aniso-

tropy

alpha

angle between co-

ordinate and aniso-

tropy axes

nu

parameter of the

von Karman covari-

ance function

range

distance of spatial

correlation

crossv

handle to switch

on cross validation

mode

verbose

handle to switch on

weight bar

Table 3.1: Parameters for vebyk.

Output Input

lambda kriging weights position

relative coordinates

of sampled points

error-

variance

errorvariance at es-

timated locations

anisotropy

proportion of aniso-

tropy

nu

parameter of the

von Karman covari-

ance function

range

horizontal correla-

tion length

Table 3.2: Parameters for kriging3.

and buildsmallc (section 3.3.6). Using the input parameters shown in Table 3.5,

the rst function constructs the matrix C containing all covariances among the sam-

pled points, while the second function returns a vector c containing the covariances

between all sampled point and the point to estimate. This would already suce

for simple kriging. The function ordinary expands the matrix and the vector for

ordinary kriging as described in section 2.4.4. For changing the interpolation rou-

tine to run with simple kriging, the line calling up the ordinary function can be

3.3 Description of the Individual Functions 17

commented out. Solving the system of equations is done by inverting the matrix

C and multiplying with c. The error variance is calculated to provide information

about the reliability of the estimated value. Input and output parameters of the

function are shown in Table 3.2.

3.3.3 inputmatrix

Output Input

input

n3 matrix of coor-

dinates and values

matrix

rectangular matrix

containing only val-

ues

dx

distance between

values in x direc-

tion

dy

distance between

values in y direc-

tion

Table 3.3: Parameters for inputmatrix.

The function inputmatrix generates a matrix with three columns containing

the x- and y-coordinates in the rst two columns and the corresponding parameter

values in the third column. Each row in the matrix thus species one data point.

The input is for this function an array of values dened on a evenly spaced grid.

The spaces between the sampled points in x- and y-direction are given by the input

parameters of the function (Table 3.3). The function is used in vebyk to create the

grid of estimation points, but can also be used to convert a rectangular input matrix

with equally spaced values to the format required by vebyk.

3.3.4 neighborhood

neighborhood is the function that chooses the points used for the estimation process.

As mentioned in section 2.4.1, the search neighborhood has considerable inuence

on the result of the kriging interpolation. Therefore, the search neighborhood should

be adapted to the dataset used. The neighborhood function denes a simple search

neighborhood by choosing a dened number of sampled points lying next to the

point to be estimated. The points are gured out by giving respect to the distance

between sampled and estimated point only. Anisotropy is taken in account as the

search neighborhood becomes quickly too small in one direction if there is signicant

structural anisotropy. As kriging is a smooth estimator, a too small search neigh-

borhood may result in artefacts in the form of high frequent oscillations (see section

4.2 and Figure 4.5). neighborhood calculates the distances between sampled points

and the location on which the estimation is made. Therefore the x- and y-axes

are scaled in accordance with the structural anisotropy. Then it takes the specied

number of points with the smallest lags and calculates the relative coordinates. If

the cross-validation handle is on, the rst point is skipped in order not to use the

18 Description of the Implementation

Output Input

values

sampled values of

the points used for

kriging

x

x-coordinate of the

point to estimate

position

relative coor-

dinates of the

sampled points

y

y-coordinate of the

point to estimate

points

number of points

used for interpola-

tion

coord

coordinates and

values of all avail-

able sampled

points

crossv

handle to switch

on cross validation

mode

anisotropy

proportion of aniso-

tropy

Table 3.4: Parameters for neighborhood.

sampled data at a sampled location (see section 4.4). Alternatively, neighborhood2,

which is the implementation of a quadrant search (Isaaks and Sarivastava, 1989),

can be used instead of neighborhood. This is useful if the sampled points are clus-

tered. Section 4.3 shows an example of artefacts caused by non adequate search

neighborhood.

3.3.5 buildbigc

Output Input

C

matrix with covari-

ances between sam-

pled points

position

relative coordinates

of sampled points

anisotropy

proportion of aniso-

tropy

nu

parameter of the

von Karman covari-

ance function

range

horizontal correla-

tion length

Table 3.5: Parameters for buildbigc.

This is a subfunction of kriging3, which calculates the matrix containing the

covariance values among the sampled points (see equation 2.24). displacement3 cal-

3.3 Description of the Individual Functions 19

culates a matrix containing the distances between the sampled points. Therefore, the

x- and y-axis are scaled according to the structural anisotropy. The displacement3

function uses the relative coordinates of the search neighborhood, which are pro-

vided by the neighborhood function. The lag values of the matrix are then replaced

with the corresponding covariance values by the function covcalc. As C is a sym-

metric matrix, only one half has to be explicitly calculated. Parameters used and

calculated by buildbigc are shown in Table 3.5

3.3.6 buildsmallc

Output Input

c

matrix with covari-

ances between sam-

pled points and es-

timated location

position

relative coordinates

of sampled points

anisotropy

proportion of aniso-

tropy

nu

parameter of the

von Karman covari-

ance function

range

horizontal correla-

tion length

Table 3.6: Parameters for buildsmallc.

buildsmallc generates a vector containing the covariance values for the lags

between the data points used for interpolation and the point which is subject to

interpolation. In equation 2.24 this is the vector on the right. The functionality of

buildsmallc is the same as in buildbigc with the dierence that only a few points

have to be calculated and the computation of the lags is straightforward by using

the relative coordinates. Table 3.6 shows that the input parameters are the same as

for buildbigc.

3.3.7 displacement3

Output Input

dist

distances between

sampled points

with respect to the

anisotropy

position

relative coordinates

of sampled points

anisotropy

proportion of aniso-

tropy

Table 3.7: Parameters for displacement3.

20 Description of the Implementation

The displacement3 function is called by buildbigc for calculating the lags

among the sampled points used for interpolation. The rst row of the resulting

matrix contains the lags between the rst point and all other points. The second

row contains the lags between the second point and all other points and so on. The

diagonal of the matrix are the lags between identical points and hence uniformly

zero. As the lag is the same from point A to B as from B to A only one half of

the matrix has to be calculated explicitly. Anisotropy is taken in account in the

calculation of the lags by multiplying the axis with the shorter correlation length

with the anisotropy factor (correlation length in x-direction divided by correlation

length in y-direction). Table 3.7 shows the input and output parameters.

3.3.8 covcalc

Output Input

covariance

value of the covari-

ance function at a

certain lag

lag

argument of the co-

variance function

nu

parameter of the

von Karman covari-

ance function

a

horizontal correla-

tion length

Table 3.8: Parameters for covcalc.

This function evaluates the used parametric model of the auto-covariance func-

tion. The von Karman family of auto-covariance functions (see section 2.3), which is

currently used in the covcalc routine has a wide range of shapes that are controlled

by the parameter and the correlation length a. These parameters are input di-

rectly into vebyk. This covariance model can t a wide variety of practically relevant

auto-covariance functions. Therefore, a wide range of datasets can be interpolated

without changing the covcalc function. At zero lag, the auto-covariance function

is normalized to the value of one (assuming that there is no nugget eect) as the

numerical evaluation of the von Karman function at lag zero tends to be problem-

atic, particularly for small -values. The parameters of the function are described

in Table 3.8.

3.3.9 ordinary

Ordinary kriging does not assume the mean of a region to be given, but instead

forces the kriging weights to sum up to one (see section 2.4.4). The corresponding

eect on the calculation of the kriging weights is relatively small. The equation for

calculating the Lagrange parameter has to be added. This is done by expanding the

matrix C by one row and one column of ones and the enlargement of the vector c

by one element of value one. As the Lagrange parameter is not to be included in

summation of the kriging weight, the value at the bottom right corner of the matrix

3.3 Description of the Individual Functions 21

Output Input

C

matrix with covari-

ances between sam-

pled points

C

C added a line and

a column with ones

for ordinary kriging

c

matrix with covari-

ances between sam-

pled points and es-

timated location

c

c added a one fore

ordinary kriging

Table 3.9: Parameters for ordinary.

is set to zero. Input and output are described in Table 3.9. If the implementation

has to be changed to run with simple kriging, the function ordinary has to be

commented out and the line where the estimation is performed using the kriging

weights must be changed to conform with equation (2.25).

3.3.10 rotation

Output Input

rotcoord

coordinates rotated

around the origin

at the angle given

by alpha

coord

coordinates and

values of the

sampled points

alpha

angle between the

axes and the aniso-

tropy

Table 3.10: Parameters for rotation.

In cases where the axes of the anisotropy ellipsoid do not coincide with the axes

of the coordinate system, this can be specied in vebyk through the correspond-

ing rotation angle. One possibility to take this into account would be to perform

to corresponding adjustments for every estimation. This would take place in the

displacement function, where also the anisotropy parallel to the axis is considered.

The relative coordinates would have to be rotated by the specic angle. An eas-

ier way to account for the angle of anisotropy is to rotate the coordinates of all

sampled points and the grid of estimated values in order to have the anisotropy in

the direction of the axes. This is equivalent to an eigenvalue transformation. Now

the interpolation can be made as if the axes of the coordinate system coincide with

those of the anisotropy ellipsoid. Afterwards, the coordinates are rotated back to

the places they belong. The direction of the anisotropy is expected to be the same in

the whole region and therefore it does not matter which point is the center of the ro-

tation. Here the rotation is done around the origin of the coordinate system because

the equations are simplest for this case. The corresponding rotation of Cartesian

coordinates is given by (Papula, 1994):

22 Description of the Implementation

u = y sin() + x cos(),

v = y cos() x sin(),

(3.1)

where x and y are the primary coordinates, u and v the corresponding rotated

coordinates and is the rotation angle. The angle has to be measured as shown

in Fig. 3.2. The anisotropy ratio corresponds to ratio of lengths of the axis of the

anisotropiy ellipsoid (i.e., to the correlation lengths in u- and v-directions)(Figure

3.2):

k

any

=

a

u

a

v

. (3.2)

Input parameters for this function are the rotation angle in radians, and the

matrix containing the coordinates to be rotated. The rst two rows of the matrix

are the x- and y coordinates and the third column contains the data values.

j

x

y

a

u

a

v

v

u

Figure 3.2: If the direction of the axes of the anisotropy ellipsoid dier from the direction

of the axes of the coordinate system, the angle is measured as shown above. a

u

and a

v

denote the correlation lengths in the u- and v-directions.

Chapter 4

Testing of the Implementation

4.1 Comparison with a published example

P1 P2 P0 P3 P4

Figure 4.1: Locations of the four points P

1

, P

2

, P

3

, P

4

with observed values and the point

P

0

, where the estimation is performed. After Armstrong (1998, pp. 105 )

Points

Kriging weights

obtained by Arm-

strong (1998)

Kriging weights ob-

tained by vebyk

P

1

, P

4

-0.47 -0.475

P

2

, P

3

0.547 0.5475

Table 4.1: Comparison of the results published by Armstrong (1998) with those obtained

by vebyk.

To verify the accuracy of the implemented kriging algorithm, we rst compare

its output with that of a simple published example (Armstrong, 1998, pp. 105).

The spatial arrangement of the example is shown in Figure 4.1. The four sampled

points are equally spaced on a line with 1 m intervals and the point to be estimated

lies in the center. The used covariance function, is given by C() = 1 ||

1.5

.

Unfortunately, I could not nd any suitable published examples for which the von

Karman auto-covariance model could be used. It should, however, be noted that

the denition of the model auto-covariance function only corresponds to one line in

my code that is essentially independent of the core of the actual kriging algorithm.

Table 4.1 shows a comparison of the results published by Armstrong (1998) with

those obtained with my program. The slight dierences may be caused by dierent

equation solvers or may simply represent a rounding eect, as only three digits are

given by Armstrong (1998, pp. 105). Overall, this comparison indicates that the

core of the algorithm works correctly.

23

24 Testing of the Implementation

4.2 Structural Anisotropy

Structural anisotropy implies that the decay of the auto-covariance function depends

on the direction in which it is measured or modeled. Anisotropy is generally assumed

to be elliptical in nature, i.e., there are two perpendicular main axes along which

the auto-covariance function exhibits dierent correlation lengths (Figure 3.2). The

anisotropy factor denotes the ratio between the maximum and minimum correlation

length (equation 3.2). The eects of structural anisotropy can be accounted for

through a suitable coordinate transform. As the coordinate axes are rotated and

compressed, the ellipse is transformed into a circle and kriging can then be performed

as if there were no anisotropy.

In the presence of anisotropy, care has to be taken with regard to choice of the

search neighborhood. The kriging weights decrease in the direction of the long axis

of the anisotropy ellipsoid (Figure 3.2). If the search neighborhood is symmetric

around the estimated point it tends to be too small in the direction of the long

anisotropy axis and unnecessarily large in the other direction. This has the eect

that kriging weights at the border of the search neighborhood become larger than

kriging weights in the immediate vicinity of the estimated point (Fig. 4.2). This is

4

2

0

2

4

4

2

0

2

4

0.1

0

0.1

0.2

0.3

0.4

0.5

0.6

point #

point #

K

r

i

g

i

n

g

w

e

i

g

h

t

Figure 4.2: Kriging weights for too small a search neighborhood. A total of 16 points

where used for the interpolation. The estimated point is in the center of the region. The

kriging weights exist actually only on locations where a sampled point is available. This

picture is obtained by interpolating a regular grid of zeros with one sampled point with

a value of one in the middle of the region. The estimation grid is sampled at half the

distance of the input dataset and the estimation grid is slightly shifted to avoid that the

sampled data points dominate the output of the estimation. The kriging weights depend

on the spatial relationship amongst each other. This implies that if sampled data points

where not on a regular grid, the shape of the kriging weight function would be somewhat

dierent.

4.2 Structural Anisotropy 25

4

2

0

2

4

4

2

0

2

4

0.1

0

0.1

0.2

0.3

0.4

0.5

0.6

point #

point #

K

r

i

g

i

n

g

w

e

i

g

h

t

Figure 4.3: Same as Figure 4.2 but for 36 points. The kriging weights on the border of the

search neighborhood have become notably smaller. The computational eorts have risen

nintefold compared to those for Fig. 4.2.

4

2

0

2

4

4

2

0

2

4

0

0.1

0.2

0.3

0.4

0.5

point #

point #

K

r

i

g

i

n

g

w

e

i

g

h

t

s

Figure 4.4: Same as Figures 4.2 and 4.3, but for an anisotropic search neighborhood using

a total of 16 points. Larger kriging weights on the border of the search neighborhood have

essentially disappeared.

clearly an artefact as, according to the auto-covariance model, the spatial relation-

ship decreases monotonously with increasing distance. If the search neighborhood

is enlarged this eect decreases, as can be seen in Fig. 4.3. It can also be seen that

26 Testing of the Implementation

in the direction of the short anisotropy axis far too many points are used, which

unnecessarily increases the computational eort. It is therefore most appropriate to

adapt the shape of search neighborhood to that of the anisotropy ellipsoid. Figure

4.4 shows the corresponding results.

In summary, if the search neighborhood is too small, the kriging weights are spa-

tially cropped. As illustrated by Figure 4.5, this results in high-frequent oscillations

in the output. Kriged regions are expected to be smooth. But as the search neigh-

borhood gets too small, the surface becomes more edgy and nally high-frequent

oscillations appear. This eect is not very obvious on a two-dimensional plot of a

larger kriged region, but it can be clearly discerned when taking proles across the

interpolated surface (Figure 4.5).

4.3 Search Neighborhood

The use of a simple search neighborhood is a suitable practice if the sampled values

are evenly or randomly spread. As kriging accounts for slight to moderate cluster-

ing of the data, it is usually not necessary to use an elaborate search neighborhood.

Nevertheless, some heavily clustered datasets may cause artefacts in the interpola-

tion. A corresponding example is the kriging interpolation of two neutron porosity

0 20 40 60 80 100 120 140 160 180 200

0.9

1

1.1

1.2

1.3

1.4

1.5

1.6

1.7

55 60 65 70 75 80 85 90 95

1.25

1.3

1.35

1.4

1.45

point #

p

o

i

n

t

v

a

l

u

e

Figure 4.5: High-frequent oscillation caused by too small a neighborhood. The graph shows

a slice through an interpolated region. The abscissa shows the number of the interpolated

point, whereas the ordinate gives the estimated value at this point. Every fourth point

is a sampled point and is green marked in the illustration. The red curve is obtained

when using a too small search neighborhood. For the blue curve a search neighborhood of

adequate size was used.

4.3 Search Neighborhood 27

logs. This implies that a large area without any observed data has to be inter-

polated based on densely sampled, but inherently one-dimensional borehole logs.

Using a simple search neighborhood causes the interpolation to use data of of the

one borehole only closest to the point to be estimated. Figure 4.6 shows the resulting

artefacts in the middle of the interpolated region, where the two unrelated halves

meet. The quadrant search method (Isaaks and Sarivastava, 1989), where points of

all four quadrants are considered, is an eective tool to avoid this kind of artefacts.

This is illustrated in Figure 4.7.

Figure 4.6: The use of a simple search neighborhood can cause artefacts if the sampled data

points are heavily clustered. This gure shows a kriging interpolation of two neighboring

borehole logs. As only the nearest points are considered for interpolation, the right and

left halves of the interpolated region are independent of each other. The obvious artefacts

in the middle clearly demonstrate that a simple search neighborhood fails in this example.

28 Testing of the Implementation

Figure 4.7: Kriging interpolation of the same borehole data as in Figure 4.6. This time

a quadrant search neighborhood was used. Considering data of all four quadrants is a

straightforward and ecient way to avoid artefacts in heavily clustered data.

4.4 Cross-Validation

Cross-validation allows to assess how well kriging works for a given dataset. This is

achieved by performing the interpolation at locations where observations are avail-

able and assessing the discrepancies between the observed and estimated values. In

particular, cross-validation is commonly used to test the practical validity of the

used model for the auto-covariance function (Kelkar and Perez, 2002).

In this study, cross-validation is primarily used to check the implementation of

the kriging algorithm, as the auto-covariance function of the sampled dataset is

supposed to known in advance. There are several methods for cross-validation. The

techniques used in this study are referred as leaving-one-out and jackkning.

As indicated by its name, the leaving-one-out cross-validation technique esti-

mates a value for a sampled point by leaving out the observed point at which the

estimation is made. A comparison of the resulting discrepancies allows to assess the

4.4 Cross-Validation 29

accuracy of the used auto-covariance model. If all the information of the sampled

data is used to model the spatial relationship, as this is the case for the leaving-

one-out cross-validation, the estimated value is not strictly independent from the

sampled value.

For the more rigorous jackkning test, the estimated value is independent from

the sampled value. This is achieved by rst dropping part of the sampled data and

then estimating them through kriging. Jackkning is, however, only applicable if a

sucient amount of sampled points is available.

4.4.1 Leaving-One-Out Cross-Validation

1.2 1.3 1.4 1.5 1.6 1.7

1.2

1.3

1.4

1.5

1.6

1.7

true value

e

s

t

i

m

a

t

e

d

v

a

l

u

e

points: 24 anisotropy: 10

Figure 4.8: Crossplot of true versus estimated values. As the absolute error is not in-

creasing with increasing data values, the estimation is conditionally unbiased. This is an

implicit characteristic of kriging.

For testing the implementation a 20 20 stochastic dataset with a known auto-

covariance function was used. By using the leaving-one-out cross-validation method

the estimated values for the sample points were calculated. As proposed in Kelkar

and Perez (2002), a crossplot between true and estimated values (Figure 4.8), a

crossplot of errors versus true values (Figure 4.9) and a colorplot of the errors were

generated.

Figure 4.8 shows the crossplot between true and estimated values. The points

are equally spread around the 45

unbiased, that is, the errors are independent of the amplitude of the observed val-

ues. This demonstrates that implemented kriging algorithm is indeed unbiased as

required by the methodological foundations. In Figure 4.9 the corresponding es-

timation errors are plotted against the true values. The errors do not show any

30 Testing of the Implementation

1.2 1.3 1.4 1.5 1.6 1.7

0.03

0.02

0.01

0

0.01

0.02

true value

t

r

u

e

e

s

t

i

m

a

t

e

d

v

a

l

u

e

Figure 4.9: Crossplot of true value versus the corresponding estimation error. The even

distribution of the points around the zero line indicates homoscedasticity of the error

variance.

0.3

0.2

0.1

0

0.1

0.2

0.3

x

y

2 4 6 8 10 12 14 16 18 20

2

4

6

8

10

12

14

16

18

20

Figure 4.10: Spatial distribution of errors in cross-validation as represented by a colorplot

of the errors.

systematic variation in magnitude with increasing sample values, which implies that

the estimation shows homoscedastic behavior. That is, the variance around the re-

4.4 Cross-Validation 31

gression line is the same for all estimated values. The colorplot of the error values

shown in Figure 4.10 should reveal any systematic spatial relationships present in

the error values. When using the correct auto-covariance function, the kriging errors

of the estimation should not be spatially related. Figure 4.10 indicates that this is

indeed the case.

4.4.2 Jackknife Cross-Validation

For jackkning, a stochastic dataset with 200 200 values and a known exponen-

tial auto-covariance function was generated (Figure 4.11). Then an equally spaced

observed dataset for the interpolation was extracted from this initial model by dec-

imating it fourfold (Figure 4.12). This observed data then was used for estimation

of the skipped data points. Figure 4.13 shows the result of the kriging interpolation.

For comparison the interpolation of the same input dataset was also performed using

a spline interpolation (Figure 4.14), a very common interpolation technique, where

a polynomial is tted to the sampled data points (de Boor, 1978). Compared to

the spline interpolation, kriging provides a sharper image that is much more closely

related to the initial model (Figures 4.11 and 4.14). The computational eorts for

kriging interpolation are, however, much larger than those for spline interpolation.

The dierences between spline and kriging interpolation increase with increas-

ing roughness and complexity of the initial dataset. Figure 4.15 shows a stochastic

model characterized by a von Karman auto-covariance function with = 0. The

model estimated by kriging (Figure 4.16) is again much more closely related to the

original model than the spline interpolation (Figure 4.17). A conspicuous feature of

1.5

1

0.5

0

0.5

1

1.5

x [points]

y

[

p

o

i

n

t

s

]

20 40 60 80 100 120 140 160 180 200

20

40

60

80

100

120

140

160

180

200

Figure 4.11: Stochastic model characterized by von Karman auto-covariance function with

2

= 1, = 0.5, horizontal correlation length a = 100 and anisotropy k

any

= 10.

32 Testing of the Implementation

1.5

1

0.5

0

0.5

1

1.5

x [points]

y

[

p

o

i

n

t

s

]

5 10 15 20 25 30 35 40 45 50

5

10

15

20

25

30

35

40

45

50

Figure 4.12: Input model for jackkning. The synthetic model (Figure 4.11) was decimated

by taking every fourth point in x- and y-axis directions.

1.5

1

0.5

0

0.5

1

1.5

x [points]

y

[

p

o

i

n

t

s

]

20 40 60 80 100 120 140 160 180 200

20

40

60

80

100

120

140

160

180

200

Figure 4.13: Kriging estimation of the input model shown in Figure 4.12. The sampling

interval is the same as in Figure 4.11.

the kriged image is, however, that the sampled/observed points stand out from

the interpolated background. This eect is also observed if the input dataset is not

a regularly spaced grid, but randomly chosen as for the input dataset of Figure 4.18.

I found this observation to be universally characteristic for input data with -values

4.4 Cross-Validation 33

1.5

1

0.5

0

0.5

1

1.5

x [points]

y

[

p

o

i

n

t

s

]

20 40 60 80 100 120 140 160 180 200

20

40

60

80

100

120

140

160

180

200

Figure 4.14: Spline interpolation of input model shown in Figure 4.12. The sampling

interval is the same as in Figure 4.11.

smaller than 0.5. These freckles arise from the high variability of neighboring

sampled data points. As the interpolated space is regarded as stationary, the sam-

pled values are dispersed around a local mean. Kriging interpolation predicts the

expected value for an estimated point based on the sampled points in the search

neighborhood. It is therefore a prediction of a random value in consideration of its

surrounding values. This is only possible, if the predicted value is not completely

random. The stochastic models with auto-covariance functions of the von Karman

family are so called fractional Gaussian noise (fGn). fGn has the property, that its

spectral density function scales with:

P f

, (4.1)

where is related to as:

= (2 + 1). (4.2)

The short-term predictability for scale-invariant stochastic data depends on the

-value. Bandwidth ranges between good, linear predictability for 3 to entirely

unpredictable for < 1 (Hergarten, 2003). For < 1 the best value prediction is

the expected value of the dataset, i.e., the global mean. But as the actual medium is

in fact of very rough and complex, most sampled data points have values that dier

signicantly from the global mean. Kriging of such a medium therefore creates a

smooth interpolated surface close to the mean of the used search neighborhoods from

which the observed points stand out (4.16 and 4.18). Scale-invariant stochastic

data with 0 < 0.5 are refered as anti-persistent. This means that the gradient

is likely to turn negative if it has been positive before and vice versa. Controversely,

34 Testing of the Implementation

for 0.5 < < 1 scale-invariant stochastic data are persistent and the gradients are

expected to remain positive if it was positive before and vice versa (Hergarten, 2003).

The behavior of kriging interpolation, as of most other interpolation procedures, is

inherently persistent in nature and hence the interpolation may create artefacts if

the data to be interpolated are in fact anti-persistent in nature.

3

2

1

0

1

2

3

x [points]

y

[

p

o

i

n

t

s

]

20 40 60 80 100 120 140 160 180 200

20

40

60

80

100

120

140

160

180

200

Figure 4.15: Stochastic model characterized by von Karman covariance function with

2

= 1, = 0, horizontal correlation length a = 100 and anisotropy k

any

= 10.

4.4 Cross-Validation 35

2

1.5

1

0.5

0

0.5

1

1.5

2

x [points]

y

[

p

o

i

n

t

s

]

20 40 60 80 100 120 140 160 180 200

20

40

60

80

100

120

140

160

180

200

Figure 4.16: Kriging estimation of a dataset generated by taking every fourth point of the

model in Figure 4.15.

3

2

1

0

1

2

x [points]

y

[

p

o

i

n

t

s

]

20 40 60 80 100 120 140 160 180 200

20

40

60

80

100

120

140

160

180

200

Figure 4.17: Spline interpolation for the model shown in Figure 4.15.

36 Testing of the Implementation

2.5

2

1.5

1

0.5

0

0.5

1

1.5

2

2.5

x [points]

y

[

p

o

i

n

t

s

]

20 40 60 80 100 120 140 160 180 200

20

40

60

80

100

120

140

160

180

200

Figure 4.18: Kriging estimation of a dataset generated by taking 2500 random points from

the model shown in Figure 4.15.

4.5 Sensitivity of Kriging Estimation with Regard to Auto-Covariance Model 37

4.5 Sensitivity of Kriging Estimation with Regard

to Auto-Covariance Model

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

0.5

0.6

0.7

0.8

0.9

1

1.1

1.2

1.3

value of input model

b

e

s

t

f

i

t

t

i

n

g

v

a

l

u

e

Figure 4.19: Relationship between the -value of the auto-correlation function of the initial

model and the -value of the model auto-correlation function that leads to the smallest

sum of kriging errors (equation 4.3). Stars denote the explicitly calculated values. The

solid line is a quadratic interpolation for 0.7 and a corresponding extrapolation for

> 0.7.

The kriging results depend on the search neighborhood and the chosen model

for the auto-covariance function. As discussed in section 2.2, the auto-covariance

function often cannot be determined accurately from the available data. Therefore,

it is important to know how stable and robust the kriging estimation behaves with

regard to the used auto-covariance model.

To this end, eleven stochastic models with known auto-covariance functions were

created. The auto-covariance models are all of the von-Karman-type (

2

= 1, a =

100, k

any

= 10) and dier only in terms of their -values. The -values are increased

in steps of 0.1 from = 0 for a very rough and complex model to = 1 for a

very smooth model. Every fourth value in x- and y- axis direction was taken for

the input dataset. The dataset was then kriged using von Karman auto-covariance

functions with wide range of -values and anisotropy ratios keeping the horizontal

correlation length xed at the correct value. The sum of absolute error between

the estimated and sampled values is taken as an indicator for the quality of the

interpolation. Figure 4.19 shows the best tting -values against the true -values

of the stochastic models. The resulting trade-o maps for input models with -

values 0, 0.5 and 0.7 are shown in Figures 4.20, 4.21 and 4.22. The minimal error

values are marked with a red cross.

It is noticeable that the -values that lead to the lowest error values are all

38 Testing of the Implementation

considerably larger than the true -value of the auto-covariance function of the input

model. This dierence increases with increasing roughness character of a medium.

At least in the range 0 0.7 the -values of the input model

true

are related

to the best-tting -values

best

as:

best

= 0.5

2

true

+ 1.1

true

+ 0.55. (4.3)

This reects the attitude of kriging not to preserve the auto-covariance function of

the initial dataset, but to calculate the expected value at interpolated locations. The

auto-covariance function of a kriged dataset, therefore, will always be smoother than

that of used auto-covariance model. This also nds its expression in the fact that

sum of the absolute errors in the trade-o maps shown Figures 4.20, 4.21 and4.22

decreases marked with increasing -values. Appendix A shows kriging interpolation

of the model presented in Figure 4.11 with dierent -values and the trade-o

maps for cross-validation with dierent correlation lengths.

540

560

580

600

620

640

Anisotropy

2 4 6 8 10 12 14 16 18 20

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1

Figure 4.20: Sum of absolute kriging errors as a function of the -value and the anisotropy

ratio k

any

. The input dataset has a von Karman covariance function with = 0, a

horizontal correlation length a

x

= 100 and an anisotropy ratio k

any

=

a

x

a

y

= 10. The

subscripts denote the axis direction of the correlation length.

4.5 Sensitivity of Kriging Estimation with Regard to Auto-Covariance Model 39

100

110

120

130

140

150

Anisotropy

2 4 6 8 10 12 14 16 18 20

0.25

0.5

0.75

1

1.25

1.5

1.75

2

Figure 4.21: Sum of absolute kriging errors as a function of the -value and the anisotropy

ratio k

any

. The input dataset has a von Karman covariance function with = 0.5, a

horizontal correlation length a

x

= 100 and an anisotropy ratio k

any

=

a

x

a

y

= 10. The

subscripts denote the axis direction of the correlation length.

45

50

55

60

65

70

75

80

85

Anisotropy

2 4 6 8 10 12 14 16 18 20

0.25

0.5

0.75

1

1.25

1.5

1.75

2

Figure 4.22: Sum of absolute kriging errors as a function of the -value and the anisotropy

ratio k

any

. The input dataset has a von Karman covariance function with = 0.7, a

correlation length a

x

= 100 and an anisotropy ratio k

any

=

a

x

a

y

= 10. The subscripts

denote the axis direction of the correlation length.

Chapter 5

Application of Kriging to

Conditional Geostatistical

Simulations

Conditional simulation is a complementary geostatistical tool to interpolation. As

opposed to interpolation, which has the objective to provide estimates that are sta-

tistically as close as possible to the unknown true value at any particular location,

the goal of conditional simulation is to represent the inherent spatial variability of a

medium. Unlike kriging interpolation, conditional simulation therefore reproduces

the second-order statistical attributes (i.e., mean value and auto-covariance function)

of the considered dataset. The error variance of the simulated values is, however, not

minimized and a simulated value is not necessarily the best estimation, in a statisti-

cal sense, for a specic point. Conditional simulation is therefore not adequate, for

example, to estimate total reserves of an ore deposit, but it can adequately illustrate

the inherent variability of the ore concentration in the deposit. Many conditional

simulations allow to draw probability maps of a region. The mean of many condi-

tional simulation maps correspond to a map of the expected values, which is similar

to a kriging interpolation. This is required, for example, for optimization of mining

and hydrocarbon recovery processes as well as for detailed ground water ow and

contaminant transport simulations (Hardy and Beier, 1994).

A conditioned simulation is one of an innite number of possible realizations of

the space between sampled data points. The realization is constrained by the mean

value and the auto-covariance function of the observed dataset and is conditioned

by the sampled values. There are many dierent approaches to conditional simula-

tion (Kelkar and Perez, 2002). A simple and eective way is to use unconditional

stochastic simulation and kriging interpolation (Go and Jennings, 1999; Journel

and Huijbregts, 1978) as following:

1. Compute unconditional simulation X

u

(u).

2. Sample X

U

(u) at locations u

i

(i 1,2,...,N) with available observed data and

compute dierences:

X( u

i

) =

X( u

i

) X

U

( u

i

).

3. Perform kriging interpolation:

X( u

i

) X

I

(u).

40

5.1 Unconditional Simulation 41

4. Add kriged values to unconditioned simulation: X

C

= X

U

(u) + X

I

(u).

The space between the locations with observed data is smoothly interpolated

through kriging, as can be seen in Figure 4.7, which shows the state of the conditional

simulation after step three. The unconditional model is then superimposed on to

this smooth kriged data structure.

5.1 Unconditional Simulation

An unconditional simulation is a second-order stationary realization of a random

variable with given mean value and auto-covariance function. Although such real-

izations are possible with any auto-covariance function, the band-limited fractal

von Karman model (see section 2.3) has been applied with particular success in many

elds (Go and Jordan, 1988; Holliger, 1996; Holliger and Levander, 1993) and will

also be used here. There exist dierent possibilities to obtain a unconditional sim-

ulation (Journel and Huijbregts, 1978). A straightforward and ecient way to per-

form a unconditioned simulation is the spectrum method (Christakos, 1992). With

the increasing availability of powerful desktop computers, such realizations using

two- (Go and Jennings, 1999) and three-dimensional (Chemingui, 2001) discrete

Fourier transforms have become very attractive. Unconditional stochastic simula-

tions of this type are performed by taking the inverse discrete Fourier transformation

(IFFT) of the amplitude spectrum A of considered stochastic process:

X

U

(u) = IFFT[A(

k)e

i2(

k)

], (5.1)

where

number sampled between 0 and 1.

As discussed in section 2.2 the spectral density function is the Fourier transform

of the correlation function of a variable. The spectral density function is thus also

the square of the amplitude spectrum. Therefore, a dataset with an auto-covariance

function C(r) can be generated by computing the spectral density function of the

auto-covariance function and taking the square root to obtain the amplitude spec-

trum in equation 5.1. For the von Karman family of auto-covariance functions, the

amplitude spectrum can be calculated analytically. The Fourier transform of the

von Karman auto-covariance function (equation 2.3) and therefore also the spectral

density function for E-dimensional space is given by (Holliger, 1996):

P

hh

(

k) =

2

h

(2

a)

E

( + E/2)

()(1 +

k

2

a

2

)

+E/2

, (5.2)

where a is the correlation length. For the two-dimensional case (E = 2) this

yields:

P

hh2D

(

k) =

4a

2

h

_

1 + (

ka)

2

_

+1

. (5.3)

42 Application of Kriging to Conditional Geostatistical Simulations

As the nal variance can be adjusted by simple scaling, the variance in equation

5.3 can be chosen as

2

h

=

1

4a

. The amplitude spectrum of the unconditioned

simulation with a von Karman covariance function then yields:

|A(

k)| =

_

_

1 + (

ka)

2

_

(+1)

(5.4)

An unconditional simulation can now realized following equation 5.1. The dataset

has to be normalized with regard to mean, amplitude and variance after discrete

inverse Fourier transformation. Examples of unconditional simulations based on

von auto-covariance functions are shown in Figure 4.11 and Figure 4.15.

5.2 Conditional Simulations of Porosity Distribu-

tions in Heterogeneous Aquifers

In hydrology, detailed knowledge of the spatial porosity distribution is pre requisite

for constraining the permeability structure, which then allows to simulate the ow

and transport properties of an aquifer. Porosity data are obtained from borehole

logs, which have a high resolution in the vertical dimension but generally a very low

lateral coverage. This results in a correspondingly vague interpretation of the region

between the boreholes. Various geophysical methods, such as resistivity sounding,

crosshole georadar and seismic tomography, can be used to improve our knowledge

of the lateral porosity distribution. However, due to their limited resolution, these

methods tend to produce an overly smooth picture of the subsurface. As ow and

transport simulations are strongly inuenced by the local variability of porosity data

(Hassan, 1998), conditional simulations based on borehole logs and geophysical mea-

surements are critical for improving such simulations. I have produced conditional

simulations for two dierent sites. At both sites there were porosity borehole logs

and crosshole georadar tomography data available. In addition to this, crosshole

seismic data were available at one site.

To perform a conditional simulation with these geophysical data, the following

steps were necessary:

1. Estimate -value, vertical correlation length, and variance from porosity logs.

2. Convert tomographic data to porosity and estimate structural aspect ratio and

its orientation.

3. Arbitrarily x vertical or horizontal correlation lengths so that structure is

scale-invariant at considered model range.

4. Subsample spatial porosity structure to resolution of tomographic data.

5. Scale porosity eld derived from tomographic data to match variance of poros-

ity logs.

6. Perform conditional simulation of spatial porosity structure at the desired grid

spacing.

5.2 Conditional Simulations of Porosity Distributions in Heterogeneous Aquifers 43

7. Repeat previous step several times for dierent unconditional realizations to

obtain an estimate of the bandwidth of the variability.

5.2.1 Boise

Based on crosshole georadar tomography and porosity logs of two nearby boreholes

at the Boise Hydrogeophysical Research Site (BHRS) a conditional simulation of the

porosity structure has been performed. BHRS is a testing ground for geophysical

and hydrological methods in an unconned alluvial aquifer near Boise, Idaho. The

crosshole georadar tomography data and the porosity logs were provided by Tronicke

et al. (2003).

To obtain a conditional simulation of the tomographic data and the porosity

logs, the following parameters were dened:

-value To construct an unconditional simulation, it is critical to estimate the vari-

ability of the simulated medium. This can be done on the basis of sampled

values or by using a priori information. The use of an a priori -value in case

of porosity simulations seems feasible as many dierent analyses of porosity

have shown the spatial distribution to behave uniformly as fractional-Gaussian-

noise (fGn) with a -value close to zero. A straightforward method to estimate

75

80

85

90

95

0 5 10

2

4

6

8

10

12

14

16

18

Distance [m]

D

e

p

t

h

[

m

]

o = Source x = Receiver

C5 C6

0.1

0.15

0.2

0.25

0.3

0.35

0.4

0 5 10

2

4

6

8

10

12

14

16

18

Distance [m]

D

e

p

t

h

[

m

]

o = Source x = Receiver

C5 C6

Figure 5.1: Crosshole georadar tomography between boreholes C5 and C6 on Boise Hy-

drogeophysical Research Site (BHRS). Left: velocity in m/s, right: attenuation in 1/m.

After Tronicke et al. (2003)

44 Application of Kriging to Conditional Geostatistical Simulations

0.1 0.2 0.3 0.4 0.5

4

6

8

10

12

14

16

18

Porosity

D

e

p

t

h

[

m

]

C5

0.1 0.2 0.3 0.4 0.5

4

6

8

10

12

14

16

18

Porosity

D

e

p

t

h

[

m

]

C6

Figure 5.2: Porosity logs for boreholes C5 and C6 at BHRS. Sample interval of both logs

is 0.06m. After Tronicke et al. (2003).

the -value of a stochastic time-series is to analyze the behavior of the spectral

density function. The analysis is done here for the densely sampled porosity

logs rather than for the sparsely sampled, smoothed tomographic data. The

spectral density function P of a scale-invariant sequence scales with angular

frequency as (Hardy and Beier, 1994; Holliger, 1996):

P

, (5.5)

where lies is between 1 and 3. If the logarithm of the spectral density

is plotted against the logarithm of the frequency, denotes the slope of the

linearly decaying spectral density:

ln(P) ln(). (5.6)

Figure 5.3 shows a double-logarithmic plot of the spectral density of one of

BHRS porosity logs. A linear regression of the slope indicates that is around

-0.97. The relationship between the slope of spectral density and the -value

is (Hardy and Beier, 1994; Holliger, 1996):

= (2 + 1). (5.7)

This results in a -value of -0.015, which is approximated as = 0.

5.2 Conditional Simulations of Porosity Distributions in Heterogeneous Aquifers 45

5 4 3 2 1 0 1 2 3 4 5

7

6

5

4

3

2

1

0

1

log (angular frequency)

2

*

l

o

g

(

a

m

p

l

i

t

u

d

e

)

Figure 5.3: Double-logarithmic plot of spectral density of the porosity log in borehole C5.

A linear regression of the slope suggests to be around -0.97. The medium is therefore

expected to be of rough and complex with a -value of close to zero.

Correlation length and structural aspect ratio The estimation of the correla-

tion length cannot be done very accurately for dierent reasons. The limitation

of available data can cause scaling eects (Western and Bloschl, 1999) and the

vicinity of the boreholes may be disturbed during the drilling process or be

washed out by drilling uids. It is also possible that the backll of the casing

is measured instead of the in situ porosity of the sediments. The analysis

of the auto-covariance function of boreholes results in correlation lengths of

2.4 m, which is about 1/10 of the measurement scale and hence points to a

scaling eect as discussed by Gelhar (1993) and Western and Bloschl (1999).

An other way to estimate the correlation structure is to plot the tomography

data and estimate the horizontal and vertical size of evident structures. Such

a t-by-eye yields a dominant scale of about 2 m in vertical and 10 m in the

horizontal direction and therefore an anisotropy ratio k

any

of 5. To achieve a

dataset that is self-ane at scales in the order of the investigated region, the

correlation length were dened ten times larger with a = 100 m in horizontal

direction and a = 20 m in vertical direction.

Conversion of georadar velocities to porosity Many dierent conversions of

georadar velocities to porosity exist. Tronicke et al. (2003) found the con-

version based on a two-component mixing model (Wharton et al., 1980) for

water-saturated media to provide good results for this site. Porosity there-

fore is a function of the relative permittivity of matrix

m

r

, water

w

r

and the

measured relative permittivity

r

:

=

m

r

w

r

m

r

. (5.8)

The values used for

m

r

and

w

r

are 4.6 and 80, respectively. The measured

46 Application of Kriging to Conditional Geostatistical Simulations

relative permittivity can be calculated from the velocity tomogram using the

high-frequency approximation:

=

1

v

2

, (5.9)

where v is the electromagnetic velocity and is the magnetic permeability. The

latter can be assumed to be equal of to the magnetic permeability of vacuum

(

0

= 4 10

7

V sA

1

m

1

), as rocks and soils are generally non-magnetic.

Subsampling spatial porosity structure Although the tomographic data gives

the impression of a very densly sampled image of the subsurface (Figure 5.1),

the actual resolution is much sparser. The limitation of the resolution depends

systematically on the wavelength and the propagation distance L. The

smallest feature to be recovered is expected to be of the order of (Williamson

and Worthington, 1993):

r

min

L. (5.10)

In this case, the two boreholes are about 10 meters apart. The tomographic

data was recorded with a georadar system with nominal center frequency at

250 MHz. The nominal recorded center frequency, however, is around 100

Hz and the bandwidth of the signal is about two octaves (50Hz-200Hz). The

crucial wavelength for tomography resolution seems to be the shortest recorded

wavelength, which is in this case approximately half a meter. The resolution

also depends on the propagation distance and is therefore poorest in the center

of the tomographic image with a value of somewhat more than one meter. On

the other hand, ray covering is much better in the center of the tomography

than it is near the boreholes. As a result of the inversion process, changes

in the tomographic image are inherently smooth and a regular spacing of one

meter for subsampling the tomography data for the conditional simulation

seems adequate. Figure 5.4 shows the locations of sampled points on which

the unconditional simulation has to be adapted.

Scale tomography data to variance of porosity logs The assumption of second-

order stationarity implies a constant variance over the entire experimental re-

gion. It is likely that the variance of the tomographic data has been reduced

due to the damping and smoothing constraints used in the inversion process.

In contrast, the porosity values measured in the boreholes are assumed to rep-

resent in situ porosity values and for this reason also the correct variance.

To perform the conditional simulation, the variance of porosity values derived

from the crosshole georadar tomography has therefore been scaled to match

the variance of the porosity logs.

The conditional simulation was performed for the porosity logs only (Figure 5.5)

and for the porosity logs in conjunction with the porosity values derived from the

crosshole georadar tomography (Figure 5.6). On both Figures, a zone of very high

5.2 Conditional Simulations of Porosity Distributions in Heterogeneous Aquifers 47

Figure 5.4: Unconditional simulation between boreholes C5 and C6. Locations for sampled

data are marked with a circle for the porosity logs and crosses for tomography data.

porosity above four meters depth is visible. The origin of this feature are the very

high values in the porosity log of borehole C5. As the porosity values are much higher

than the surrounding values and prevail only over a short depth range, there is a

fair possibility that the measurement has been disturbed. At a depth of six meters,

the log of borehole C5 predicts again high porosity values, which are not present in

the tomography data. It is therefore again most likely to be a local disturbance of

the porosity log. Conversely, the high porosity zones visible in borehole C6 at 11

and 13 meters seem to be real features. If only the borehole logs are used for the

conditional simulations, it seems that two independent high porosity zones connect

the two boreholes at 11 m and 15 m depth, whereas the tomographic information

indicates that these two peeks rather belong to one big zone of high average porosity.

Further realizations of the conditional simulations can be found in Appendix C.

48 Application of Kriging to Conditional Geostatistical Simulations

Figure 5.5: Conditional simulation use porosity logs only.

5.2 Conditional Simulations of Porosity Distributions in Heterogeneous Aquifers 49

Figure 5.6: Conditional simulation using both porosity logs and crosshole georadar tomog-

raphy data. The same realization of the unconditional simulation was used as in Figure

5.5.

50 Application of Kriging to Conditional Geostatistical Simulations

5.2.2 Kappelen

Velocity [m/ns]

0.068

0.07

0.072

0.074

0.076

0.078

0.08

0.082

0 5 10 15 20 25 30

4

6

8

10

12

14

Distance [m]

D

e

p

t

h

[

m

]

o = Transmitter x = Receiver

Attenuation [1/m]

0.25

0.3

0.35

0.4

0.45

0 5 10 15 20 25 30

4

6

8

10

12

14

Distance [m]

D

e

p

t

h

[

m

]

o = Transmitter x = Receiver

(b)

Figure 5.7: Crosshole georadar tomography between boreholes K4, K3, K3 and K8 at the

hydrogeological test site in Kappelen. After Tronicke et al. (2002).

Velocity [m/ms]

2.1

2.2

2.3

2.4

2.5

0 5 10 15 20 25 30

5

10

15

Distance [m]

D

e

p

t

h

[

m

]

o = Transmitter x = Receiver

Figure 5.8: Crosshole seismic tomography between boreholes K4, K3, K3 and K8 at the

hydrogeological test site in Kappelen. Courtesy H. Paasche (unpublished data).

The second eld data set for a conditional simulation of aquifer porosity structure

is from the hydrogeological test site in Kappelen, Canton Berne, Switzerland, where

the Centre dHydrogeologie de lUniversite de Neuchatel (CHYN) has drilled 16

boreholes. The test site and several pump and tracer tests are described by Probst

and Zojer (2001). Neutron porosity logs used for conditioning were digitized from

Hacini (2002). Tronicke et al. (2003) provided the georadar crosshole tomography,

from which porosity values for conditioning data between the boreholes was derived.

The corresponding seismic tomography data have not jet been published, but were

5.2 Conditional Simulations of Porosity Distributions in Heterogeneous Aquifers 51

0.1 0.2 0.3

2

4

6

8

10

12

14

Porosity

K2

0.1 0.2 0.3

2

4

6

8

10

12

14

Porosity

K3

0.1 0.2 0.3

2

4

6

8

10

12

14

Porosity

D

e

p

t

h

[

m

]

K4

0.1 0.2 0.3

2

4

6

8

10

12

14

Porosity

K8

Figure 5.9: Neutron porosity logs of boreholes K4, K3, K3 and K8 of Kappelen hydroge-

ological test site. Logs are irregularly spaced due to manual digitalization. After Hacini

(2002).

kindly provided by H. Paasche. The conditional simulation was obtained on a section

between four boreholes lying on a straight line (K4, K3, K2 and K8).

The parameters for the conditional simulation were compiled in the same way

as for BHRS (see section 5.2.1). For the spatial variability, again a -value of 0 was

estimated. The horizontal correlation length was assumed to be 200 m with an aspect

ratio k

any

= 5. For the georadar crosshole tomography, the spatial resolution was

estimated to one meter. The variance of the porosity values derived from tomography

was adjusted to that of the porosity logs, which are assumed to represent in situ

porosity values. The conversion of georadar tomography velocities to porosity was

performed with the two-component mixture model of Wharton et al. (1980) as well

as with Topps equation (Topp et al., 1980):

= 5.3 10

2

+ 2.92 10

2

r

5.5 10

4

2

r

+ 4.3 10

6

3

r

. (5.11)

The results obtained with the two conversion methods are quite similar. With

Topps equation the resulting porosity values are on average 2% larger than those ob-

tained with the two-component mixture model. Somewhat surprisingly, the porosity

values derived from georadar tomography velocity are, however, signicantly higher

than the values of the neutron porosity logs: the mean porosity value derived from

the georadar data is 29%, whereas the mean porosity from the logs is only 16%.

It should be noted that the average porosity estimated from the crosshole georadar

52 Application of Kriging to Conditional Geostatistical Simulations

data is rather in line with the expected porosity of an unconsolidated alluvial aquifer

than that obtained from the porosity logs (Schon, 1996).

For the conversion of seismic tomography velocities to porosity values, the em-

pirical time-average-equation was used (Wyllie et al., 1958):

=

t t

m

t

f

t

m

, (5.12)

where t = 1/V

p

is the slowness of the P-wave, V

f

= 1/t

m

is the velocity

of the rock matrix and V

f

= 1/t

f

is the velocity of the uid that lls the pore

space. Based on specialized seismic velocity tables (Schon, 1996), the velocities

were assumed to be V

f

= 1400 ms

1

for the uid and V

m

= 5200 ms

1

for the rock

matrix. This results in porosity values with an average of 46%, which is very likely

to be a to high value. Wyllies equation is, however, known to yield to high porosity

values for uncompacted formations (Schon, 1996, p. 233). A correction factor can be

adopted to take the eects of compaction or pressure and temperature in account.

Unfortunately, for Kappelen test site these informations are not available by present

and an adaption of the porosity values to the neutron log or the georadar crosshole

tomography data does not seem to be an adequate solution.

Figure 5.10 shows a conditional simulation constrained by the neutron logs with

porosity values that are likely to be too small and porosity values derived from the

seismic crosshole tomography that are likely to be too high. The upper corner fre-

quency of the seismic data was about 800 Hz and the average velocity was about

2400 ms

1

, which indicates that subsampling 2 m is adequate. It is obvious, that the

two datasets do not agree, as high porosity pillows are embedded between the gen-

erally low values surrounding the boreholes. This result indicates that two datasets

are entirely inconsistent. We also see that the more densely sampled region around

the boreholes has only a local eect and does not unduly inuence sparser sampled

regions.

Figure 5.11 shows a conditional simulation for the neutron logs only. The probed

surface seems to be quite homogeneous so that only few structures can be discerned.

The most obvious feature is a zone of higher porosity which is most obvious in

Figure 5.12 where the georadar crosshole tomography porosity values are also used

as conditioning data. At borehole K8 it is about four meters thick and its top

is located at a depth of about eight meters. Toward borehole K4 its thickness is

reduced to approximately two meters and its top is located at a depth of about ve

meters. Figure 5.14 shows a conditional simulation of seismic crosshole tomography

data only. The high porosity structure can also be seen here, even though it is not

as pronounced as in the georadar data. In exchange a high porosity zone between

boreholes K4 and K3 with top at about ten meters and a thickness of about four

meters is very distinct from the seismic crosshole tomography data and can also be

seen in the georadar data is not present in the neutron logs. Overall, the datasets are

not consistent and more information is needed before a consistent interpretation of

the porosity structure of this aquifer can be obtained. Appendix C shows additional

realizations of conditional simulations.

5.2 Conditional Simulations of Porosity Distributions in Heterogeneous Aquifers 53

Figure 5.10: Conditional simulation between boreholes K4, K3, K2 and K8 conditioned

by porosity data from neutron logs and crosshole seismic tomography.

54 Application of Kriging to Conditional Geostatistical Simulations

Figure 5.11: Conditional simulation between boreholes K4, K3, K2 and K8 conditioned

by borehole logs only.

5.2 Conditional Simulations of Porosity Distributions in Heterogeneous Aquifers 55

Figure 5.12: Conditional simulation between boreholes K4, K3, K2 and K8 conditioned

by porosity data from neutron logs and crosshole georadar tomography.

56 Application of Kriging to Conditional Geostatistical Simulations

Figure 5.13: Conditional simulation between boreholes K4, K3, K2 and K8 conditioned

by porosity data from crosshole georadar tomography only.

5.2 Conditional Simulations of Porosity Distributions in Heterogeneous Aquifers 57

Figure 5.14: Conditional simulation between boreholes K4, K3, K2 and K8 conditioned

by porosity data from crosshole seismic tomography only.

Chapter 6

Conclusions

A program to perform ordinary kriging in two dimensions has been developed. Krig-

ing interpolation cannot be used in the same way as standard interpolation proce-

dures, but has to be adapted to the considered dataset, at least in terms of structural

anisotropy (section 4.2), auto-covariance function (sections 2.2 and 4.5) and search

neighborhood (section 2.4.1 and 4.3). To achieve optimal results, the user is ex-

pected to understand the code and the theory behind it and be able to adapt it to

his purposes. The objective in developing this program, therefore, has been focused

on well structured, understandable and easy expandable code. A documentation of

the program, called vebyk, is given in Chapter 3.

The implementation was tested on stochastic models characterized by auto-

covariance functions of the von Karman type. Somewhat surprisingly, optimal result

were obtained by using larger -values for the interpolation than for the generation

of the stochastic models. The reason for this is that the auto-covariance function of

the experimental dataset is not conserved in the interpolation and the interpolated

medium is always considerably smoother than the input dataset (section 4.5).

Kriging of so-called anti-persistent models with a auto-covariance functions hav-

ing -values smaller than 0.5 produced artefacts that become more pronounced with

decreasing -values. The predictability of such stochastic models decreases with de-

creasing -values. For power spectral exponents corresponding to < 1 the stochas-

tic models become entirely unpredictable and the best forecast for an unknown value

is the expected value of the model. Therefore, estimated values calculated by krig-

ing progressively approach the expected value of the search neighborhood as the

-values for the auto-covariance function of the stochastic model decrease. The

sampled values in contrast tend to be dierent from the expected value of the search

neighborhood as the roughness of the medium increases with decreasing -values.

This systematic discrepancy between sampled and estimated values give rises to the

observed artefacts.

In second part of this work, these implemented kriging algorithm was applied to

perform conditional simulations with geophysical data of the hydrological test sites

of Boise, Idaho, USA and Kapplen, Bern,Switzerland. The impacts of -values, the

correlation lengths of the simulated models and subsampling of the spatial structure

to resolution were estimated. Conversion of tomographic velocities to porosity values

was performed with Whartons two-component mixture model and Topps equation

58

59

for crosshole georadar data and with Wyllies time-average-equation for crosshole

seismic data. Unconditional simulations were generated by the spectrum method

and were adapted to the conditioning data through kriging interpolation. Whereas

the conversion of the georadar crosshole tomographic data produced good results for

BHRS and presumably in Kappelen aswell, the conversion of the seismic velocities

yielded too high porosity values, due to unknown eects of compression, pressure

and temperature. This is a well known eect of Wyllies equation for consolidated

sediments. A calibration to the neutron porosity logs seemed also not to be ade-

quate. The conditional simulations show that secondary or soft data as georadar

or seismic crosshole tomography can be successfully incorporated in an aquifer sim-

ulation if the data are consistent with primary information, such neutron porosity

logs as this was the case for BHRS and to some part also in Kappelen site.

Conditional simulation not only allows to simulate facies properties or to inte-

grate secondary data, but also opens the possibility to assess the uncertainties of the

modeled aquifer structure. A conditioned simulation is not a deterministic method

as kriging and oers many dierent stochastic solutions. Therefore it is possible to

establish a probability distribution rather than a single deterministic estimate by

assuming that dierent realizations characterize unbiased and adequate values in a

space of uncertainty. This also allows to predict minimal and maximal deviations

from a best estimation as provided by deterministic estimation technique, such as

kriging. Stochastic porosity models, conditioned by hydrogeophysical data thus

allow for a better understanding of connectivity between porous and non-porous

zones in aquifer and for improving ow simulations in comparison to smooth deter-

ministic model.

Chapter 7

Acknowledgments

I am in very grateful to my parents for all their eorts.

I thank Klaus Holliger for comments and references that guided me through this

work and for the patience to correct my English.

I also thank Jens Tronicke for the crosshole georadar data of the BHRS site and

Hendrick Paasche for providing me the seismic and georadar crosshole tomography

data for Kappelen site.

60

Appendix A

Kriging

Kriging of a stochastic model with a von Karman auto-covariance function with

variance = 1, = 0.5, horizontal correlation length a

x

= 100 m and an anisotropy

factor k

any

= 10. The model is shown in Figure 4.11. Figures A.1 through A.3

show kriging interpolations assuming every fourth point to be an observation with

dierent -values for the von Karman auto-covariance function.

2.5

2

1.5

1

0.5

0

0.5

1

1.5

2

2.5

x [point #]

y

[

p

o

i

n

t

#

]

20 40 60 80 100 120 140 160 180 200

20

40

60

80

100

120

140

160

180

200

Figure A.1: Result of kriging interpolation for an auto-covariance function with = 0.2.

The other parameters for the auto-covariance function are the same as those of the input

model.

61

62 Kriging

2

1.5

1

0.5

0

0.5

1

1.5

2

x [point #]

y

[

p

o

i

n

t

#

]

20 40 60 80 100 120 140 160 180 200

20

40

60

80

100

120

140

160

180

200

Figure A.2: Result of kriging interpolation for an auto-covariance function with the same

parameters as for the auto-covariance function of the input model.

1.5

1

0.5

0

0.5

1

1.5

x [point #]

y

[

p

o

i

n

t

#

]

20 40 60 80 100 120 140 160 180 200

20

40

60

80

100

120

140

160

180

200

Figure A.3: Result of kriging interpolation for an auto-covariance function with = 0.9,

which turned out to oer best results.

63

In addition to cross-validation in section 4.5, the stochastic model with the von

Karman auto-covariance function with = 0.5 and a horizontal correlation length

a

x

= 100 m has been cross-validated with von Karman functions that have dierent

correlation lengths. Figures A.4 through A.6 show the sum of absolute error, and

the x denotes the location of the global minimum.

100

110

120

130

140

150

160

Anisotropy

5 10 15 20

0.25

0.5

0.75

1

1.25

1.5

1.75

2

Figure A.4: Cross-validation with correla-

tion length a

x

= 20 m.

100

110

120

130

140

150

160

Anisotropy

5 10 15 20

0.25

0.5

0.75

1

1.25

1.5

1.75

2

Figure A.5: Cross-validation with correla-

tion length a

x

= 50 m.

100

110

120

130

140

150

160

Anisotropy

5 10 15 20

0.25

0.5

0.75

1

1.25

1.5

1.75

2

Figure A.6: Cross-validation with correla-

tion length a

x

= 200 m.

Appendix B

Boise

Appendix B presents dierent realizations of the conditional simulations for BHRS.

The kriged version of the observed data is shown as well, and represents the dataset

before the unconditional realization is added. The data values of this stochastic

interpolation are of qualitative character only, as the unconditional realization at

the observed points is added and the mean of the region is subtracted. The kriging

interpolation between logs only is shown in Figure 4.7. The seed is a calibration

factor for the Matlab random number generator, which allows to regenerate the same

random dataset. This is useful for comparison of conditional simulations with

dierent input datasets. The seed for conditional simulations used in section 5.2.2

was 41. Figures B.4 through B.6 show impact of the magnitude of the correlation

lengths on the conditional simulations. Here the horizontal and vertical correlation

lengths are 10 m, 2 m, respectively, which is about an order of magnitude smaller.

64

65

Figure B.1: Conditional simulation for BHRS. Only logs were used as conditioning data.

Random number seed = 41.

Figure B.2: Conditional simulation for BHRS. Only logs were used as observed data.

Random number seed = 1203.

66 Boise

Figure B.3: Conditional simulation for BHRS. Only logs were used as observed data.

Random number seed = 1275.

Figure B.4: Conditional simulation for BHRS. Only logs were used as observed data.

The correlation length were chosen an order of magnitude smaller than for the simulations

shown in Figures B.1 to B.3 (a

x

= 10 m, a

y

= 2 m). Random number seed = 41. Compare

to Figure B.1.

67

Figure B.5: Conditional simulation for BHRS. Only logs were used as observed data. The

correlation length were chosen an order of magnitude smaller than for the simulations

shown in Figures B.1 to B.3 (a

x

= 10 m, a

y

= 2 m). Random number seed = 1203.

Compare to Figure B.2.

Figure B.6: Conditional simulation for BHRS. Only logs were used as observed data. The

correlation length were chosen an order of magnitude smaller than for the simulations

shown in Figures B.1 to B.3 (a

x

= 10 m, a

y

= 2 m). Random number seed = 1275.

Compare to Figure B.3.

68 Boise

Figure B.7: Kriging interpolation of the observed datas, consisting of log and georadar

tomography data.

Figure B.8: Conditional simulation for BHRS site. Log and georadar tomography data

was used as conditioning datas. Random number seed = 41.

69

Figure B.9: Conditional simulation for BHRS site. Log and georadar tomography data

was used as conditioning datas. Random number seed = 1203.

Figure B.10: Conditional simulation for BHRS site. Log and georadar tomography data

was used as conditioning datas. Random number seed = 1275.

Appendix C

Kappelen

Appendix C presents dierent realizations of the conditional simulations for Kap-

pelen dataset. The kriged version of the observed data is shown as well, which rep-

resents the dataset before the unconditional realization is added. The data values

of this interpolation are of qualitative character only, as the unconditional simu-

lation at the observed points is added and the mean of the region is subtracted.

The seed is a calibration factor for the Matlab random number generator, which

allows to generate the same random dataset again. This is useful for comparison

of conditional simulations with dierent input datasets. The seed for conditional

simulations used in section 5.2.2 was 54.

Figure C.1: Kriging interpolation using logs only.

70

71

Figure C.2: Conditional simulation for Kappelen site. Only logs were used as conditioning

data. Random number seed = 43.

Figure C.3: Conditional simulation for Kappelen site. Only logs were used as conditioning

data. Random number seed = 1203

Figure C.4: Conditional simulation for Kappelen site. Only logs were used as conditioning

data. Random number seed = 1275

72 Kappelen

Figure C.5: Kriging interoplation of the observed dataset, consisting of log and georadar

tomography data.

Figure C.6: Conditional simulation for Kappelen site. Log and georadar tomography data

were used as conditioning constraints. Random number seed = 43

Figure C.7: Conditional simulation for Kappelen site. Log and georadar tomography data

were used as conditioning constraints. Random number seed = 1203

73

Figure C.8: Conditional simulation for Kappelen site. Log and georadar tomography data

was used as conditional constraints. Random number seed = 1275

Figure C.9: Kriging interoplation of the observed dataset consisting of log and crosshole,

seismic tomography data. The two datasets do obviously not coincide with each other.

Figure C.10: Kriging interoplation of the observed dataset consisting of crosshole, seismic

tomography data only.

74 Kappelen

Figure C.11: Conditional simulation for Kappelen site. Seismic tomography data only was

used as conditioning constraints. Random number seed = 43.

Figure C.12: Conditional simulation for Kappelen site. Seismic tomography data was used

only as conditioning constraints. Random number seed = 1203.

Figure C.13: Conditional simulation for Kappelen site. Seismic tomography data was used

only as conditioning constraints. Random number seed = 1275.

List of Figures

2.1 Covariance and semi-variogram . . . . . . . . . . . . . . . . . . . . . 7

2.2 von Karman covariance functions . . . . . . . . . . . . . . . . . . . . 8

3.1 Hierarchical structure of vebyk subfunctions . . . . . . . . . . . . . . 15

3.2 Anisotropy ellipsoid . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22

4.1 Example arrangement . . . . . . . . . . . . . . . . . . . . . . . . . . 23

4.2 Kriging weights for too small a search neighborhood . . . . . . . . . . 24

4.3 Kriging weights for a larger search neighborhood . . . . . . . . . . . . 25

4.4 Kriging weights for an anisotropic search neighborhood . . . . . . . . 25

4.5 High-frequent oscillations caused by too small a search neighborhood 26

4.6 Artefacts generated by a simple search neighborhood . . . . . . . . . 27

4.7 Kriging with a quadrant search neighborhood . . . . . . . . . . . . . 28

4.8 Crossplot of true vs. estimated value . . . . . . . . . . . . . . . . . . 29

4.9 Crossplot of true value vs. corresponding estimation error . . . . . . . 30

4.10 Spatial distribution of errors in cross-validation . . . . . . . . . . . . 30

4.11 Stochastic model with = 0.5 . . . . . . . . . . . . . . . . . . . . . . 31

4.12 Subsampled input model for jackkning . . . . . . . . . . . . . . . . . 32

4.13 Kriging estimation of subsampled input model . . . . . . . . . . . . . 32

4.14 Spline interpolation of model with = 0.5 . . . . . . . . . . . . . . . 33

4.15 Stochastic model with = 0 . . . . . . . . . . . . . . . . . . . . . . . 34

4.16 Kriging estimation of regular spaced input model . . . . . . . . . . . 35

4.17 Spline interpolation of model with = 0 . . . . . . . . . . . . . . . . 35

4.18 Kriging estimation of random spaced input model . . . . . . . . . . . 36

4.19 Best tting -values . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37

4.20 Sum of absolute error for = 0 . . . . . . . . . . . . . . . . . . . . . 38

4.21 Sum of absolute error for = 0.5 . . . . . . . . . . . . . . . . . . . . 39

4.22 Sum of absolute error for = 0.7 . . . . . . . . . . . . . . . . . . . . 39

5.1 Tomography of Boise, ID . . . . . . . . . . . . . . . . . . . . . . . . . 43

5.2 Boise porosity logs . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44

5.3 Spectral density of porosity logs . . . . . . . . . . . . . . . . . . . . . 45

5.4 Locations of sampled data for Boise . . . . . . . . . . . . . . . . . . . 47

5.5 Conditional simulation for Boise with borehole data only . . . . . . . 48

5.6 Conditional simulation for Boise with boreholes and georadar porosity

data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49

5.7 Georadar tomography of Kappelen . . . . . . . . . . . . . . . . . . . 50

75

76 LIST OF FIGURES

5.8 Seismic tomography of Kappelen . . . . . . . . . . . . . . . . . . . . 50

5.9 Porosity logs of Kappelen . . . . . . . . . . . . . . . . . . . . . . . . 51

5.10 Conditional simulation for Kappelen with borehole and seismic poros-

ity data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53

5.11 Conditional simulation for Kappelen with borehole data only . . . . . 54

5.12 Conditional simulation for Kappelen with borehole and georadar poros-

ity data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55

5.13 Conditional simulation for Kappelen with georadar porosity data only 56

5.14 Conditional simulation for Kappelen with seismic porosity data only . 57

A.1 Kriging with = 0.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . 61

A.2 Kriging with = 0.5 . . . . . . . . . . . . . . . . . . . . . . . . . . . 62

A.3 Kriging with = 0.9 . . . . . . . . . . . . . . . . . . . . . . . . . . . 62

A.4 Kriging with dierent correlation length . . . . . . . . . . . . . . . . 63

A.5 Kriging with dierent correlation length . . . . . . . . . . . . . . . . 63

A.6 Kriging with dierent correlation length . . . . . . . . . . . . . . . . 63

B.1 Conditional simulation for BHRS logs . . . . . . . . . . . . . . . . . . 65

B.2 Conditional simulation for BHRS logs . . . . . . . . . . . . . . . . . . 65

B.3 Conditional simulation for BHRS logs . . . . . . . . . . . . . . . . . . 66

B.4 Conditional simulation for BHRS logs with short correlation length . 66

B.5 Conditional simulation for BHRS logs with short correlation length . 67

B.6 Conditional simulation for BHRS logs with short correlation length . 67

B.7 Kriged observed dataset of log and georadar data at BHRS . . . . . . 68

B.8 Conditional simulation for BHRS log and georadar data . . . . . . . . 68

B.9 Conditional simulation for BHRS log and georadar data . . . . . . . . 69

B.10 Conditional simulation for BHRS log and georadar data . . . . . . . . 69

C.1 Kriged dataset of log only at Kappelen . . . . . . . . . . . . . . . . . 70

C.2 Conditional simulation for Kappelen logs . . . . . . . . . . . . . . . . 71

C.3 Conditional simulation for Kappelen logs . . . . . . . . . . . . . . . . 71

C.4 Conditional simulation for Kappelen logs . . . . . . . . . . . . . . . . 71

C.5 Kriged observed dataset of log and georadar data at Kappelen . . . . 72

C.6 Conditional simulation for Kappelen log and georadar data . . . . . . 72

C.7 Conditional simulation for Kappelen log and georadar data . . . . . . 72

C.8 Conditional simulation for Kappelen log and georadar data . . . . . . 73

C.9 Kriged observed dataset of log and seismic data at Kappelen . . . . . 73

C.10 Kriged observed dataset at Kappelen of seismic data only . . . . . . . 73

C.11 Conditional simulation for Kappelen with seismic data only . . . . . . 74

C.12 Conditional simulation for Kappelen with seismic data only . . . . . . 74

C.13 Conditional simulation for Kappelen with seismic data only . . . . . . 74

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