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Kriging and Conditional Geostatistical Simulation

Based on Scale-Invariant Covariance Models


Diploma Thesis
by
Rolf Sidler
Supervisor: Prof. Dr. Klaus Holliger
INSTITUTE OF GEOPHYSICS
DEPARTMENT OF EARTH SCIENCE
October 20, 2003
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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 =

1. The validity of this theorem


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

is the modied Bessel function of the


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

-line showing that the estimate is conditionally


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

k is the wavenumber. The phase value is a uniformly distributed random


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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