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Overview

• What is Geostatistics?

• Why Geostatistics / 3-D Modeling?

• Uncertainty Quantification and Decision Making

• Heterogeneous Reservoir Modeling

• An Example / Limitations / Future

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Objectives of the Workshop

• Increase awareness of geostatistics and the situations where the application of

geostatistical techniques could add value

• Learn how to assemble the required data for geostatistical techniques

• Introduce statistical and geostatistical techniques available in GSLIB

• Provide some statistical / geostatistical tools that will help with specific tasks

(core - log data, permeability prediction, 3-D model building, and uncertainty

assessment)

• Step through major components of a reservoir modeling study (layering, rock

type modeling, porosity modeling, permeability modeling)

• Understand the limitations of the resulting numerical models and the

geostatistical techniques

• Note: while the context and examples in this workshop are specific to the

petroleum field, these tools and techniques can be applied in similar manner to

other areas which encounter geostatistical problems (i.e. mining)

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Historical Perspective

• Theory of probability (in its modern form) was formalized in the 1600's by

Blaise Pascal and Pierre de Fermat (Gauss and Bayes were more recent

players)

• The foundation for geostatistical techniques was established by people like

Kolmogorov, Weiner, Matern, and Gandin in the early 1900's

• Geostatistics was started in the 1960's by Krige and Sichel in South Africa and

Matheron in France. Two of Matheron's first students (Journel and David)

would leave for the USA and Canada and start new centers of geostatistical

research

• The application of geostatistical techniques became popular in the mining

industry and meteorology. Now, these techniques are applied in many diverse

applications from fisheries, forestry, environmental remediation, and so on

• Extensively used by major oil companies

• Centers for research are numerous, including Stanford, Fountainbleau, and

others such as the University of Alberta

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Geostatistics for Reservoir

Characterization (1)

• Business Need: make the best possible reservoir management

decisions in the face of uncertainty. One of the biggest uncertainties

is the numerical description of the reservoir.

• Statistics is concerned with scientific methods for collecting,

organizing, summarizing, presenting and analyzing data, as well as

drawing valid conclusions and making reasonable decisions on the

basis of such analysis.

• Geostatistics is a branch of applied statistics that places emphasis on

(1) the geological context of the data, (2) the spatial relationship

between the data, and (3) data measured with different volumetric

support and precision.

• Geostatistics is sometimes referred to as stochastic modeling,

geostatistical reservoir characterization, conditional simulation

...

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Geostatistics for Reservoir

Characterization (2)

• Basic Principles:

– work within all known geological (physical) constraints

(sequence stratigraphic framework, …)

– provide tools to quantify and exploit spatial correlation

– algorithms for numerical geological modeling

(heterogeneity modeling) and uncertainty quantification

• Doesn't make reservoir modeling any easier; just

better (if correctly applied)

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Motivation for Reservoir Models

• There is a need for reliable estimates of the original volume of hydrocarbon in

the reservoir. These insitu volumes are important to (1) determine the

economic viability of producing a given reservoir, (2) allocate equity among

multiple owners, (3) compare the relative economic merits of alternative

reservoirs, and (4) to determine the appropriate size of production facilities.

• Well locations must be selected to be economically optimal and robust with

respect to uncertainty in the reservoir description. What type of wells

(horizontal, vertical, multilateral, ...? How many wells?

• Reconcile an abundance of soft data (say, from a 3-D seismic survey or

historical production data) with a limited amount of hard well data.

• Assess the potential for bypassed oil and the value of infill wells

• Flow simulation predicts reservoir performance with different production

scenarios. The use of flow simulation was initially hampered by the limited

resolution of flow models (primarily a computer hardware consideration) and

simplistic geological input.

• Modern decision analysis tools require an assessment of the uncertainty in

future production. One of the greatest sources of uncertainty is uncertainty is

the geological inputs.

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Key Geostatistical Concepts (1)

• Petrophysical Properties: concerned with constructing high resolution 3-D

models of lithofacies types, porosity, and permeability.

• Hard truth measurements are the lithofacies assignments, porosity,and

permeability observations taken from core (perhaps log) measurements. All

other data types including well logs and seismic are called soft data and must be

calibrated to the hard data.

• Modeling Scale: It is not possible nor optimal to model the reservoir properties

at the resolution of the hard core data. The core data must be scaled to some

intermediate resolution, models are generated at that intermediate geological

modeling scale, and then the geological model is possibly scaled to an even

coarser resolution for flow simulation

~2 cm ~10’s m ~100’s m

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Key Geostatistical Concepts (2)

• Numerical Modeling: At any instance in geological time, there is a single true

distribution of petrophysical properties in each reservoir. This true distribution

is the result of a complex succession of physical, chemical, and biological

processes. Although some of these depositional and diagenetic processes may

be understood quite well, we do not completely understand all of the processes

and have no access to the initial and boundary conditions in sufficient detail to

provide the unique true distribution.

Point bar sand

Braided channel sand

Crevasse sand

Coal

Mudfilled channel

Floodplain shale

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Key Geostatistical Concepts (3)

• Uncertainty: All numerical models would be found in error if we were to excavate that

interwell volume and take exhaustive measurements: There is uncertainty. This

uncertainty exists because of our ignorance/lack of knowledge. It is not an inherent

feature of the reservoir.

• Uniqueness and Smoothing: Conventional mapping algorithms were devised to create

smooth maps to reveal large scale geologic trends; for fluid flow problems, however,

the extreme high and low values often have a large affect on the flow response.

• Analogue Data: There are rarely enough data to provide reliable statistics, especially

horizontal measures of continuity. For this reason, data from analogue outcrops and

similar more densely drilled reservoirs are used to help infer spatial statistics that are

impossible to calculate from accessible subsurface reservoir data.

• Dynamic Reservoir Changes: Geostatistical modeling provides static descriptions of

petrophysical properties. Time dependent changes in pressure and fluid saturations are

best modeled with a flow simulator that encodes physical laws such as the conservation

of mass and energy.

Flow

Simulation

Distribution of

Multiple stochastic models possible responses

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Cell-Based Modeling

Lithology

Porosity

Permeability

permeability in a sequential order

• Preserves major heterogeneities and statistical features

• Statistical control is obtained from cores, logs, seismic and outcrops

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Object-Based Modeling

geometric objects

• Pseudo genetically simulate depositional history

• Statistical control is obtained from cores, logs, seismic and

outcrops

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Decision Making in the Face

of Uncertainty

average of the numbers showing on six balls drawn at random from the

49?

• The honest answer is somewhere from 3.5 to 46.5

(13,983,816 combinations)

Frequency

• The most likely value is 25

• The optimal answer depends on two things:

1. the uncertainty in the average, and

2. the impact of making a mistake

• Stochastic simulation quantifies uncertainty⇒

3.5 25.0 46.5

in a distribution of uncertainty

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Impact of Making a Mistake:

Loss Functions $

An Example Decision:

• Do we carry an umbrella?

– Uncertainty: will it rain?

– Impact of an underestimate: get wet

– Impact of an overestimate: carry it around for nothing

• How tall should we design a dam?

– Uncertainty: what is the largest rainfall in the lifetime of the dam?

– Impact of an underestimate: failure of dam and loss of property

– Impact of an overestimate: additional material and labor cost

• Do we clean a potentially contaminated site?

– Uncertainty: what is the contaminant level?

– Impact of an underestimate: insurance claims/lawsuits due to

health problems

– Impact of an overestimate: cost of unnecessary cleaning

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Optimal Estimates

(depend on the uncertainty and the impact of an mistake)

Loss function quantifies the impact of an mistake:

Frequency

Frequency

Frequency

Optimal Estimates

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Uncertainty

(decreases as more data becomes available)

Returning to the previous example, what would be the average of six balls drawn

from 49 balls, numbered 1 to 49?

Knowing the outcome of Knowing the outcome Knowing the outcome

one ball: of two balls: of three balls:

43 43 19 43 19 23

Frequency

Frequency

Frequency

Note the decrease in uncertainty

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

An Application to Miscible

Flood Design

Srivastava, 1990

The decision to be optimized:

How much solvent should be injected?

• The uncertainty in the connected pore volume can be quantified with

geostatistical simulation.

• The loss function is a function of the cost of solvent and the oil price.

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Geostatistical Simulation

Multiple equiprobable realizations of the reservoir

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Uncertainty in Connected Pore

Volume

Running a random-walk sweep program on each geostatistical

simulation realization provides a distribution of the connected

pore volume: Connected Pore Volume

Frequency

Volume

Now, apply loss function and compute how much solvent to inject

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Decision Making in the Face

of Uncertainty

Loss Function Distribution of Uncertainty and

Optimal Decisions

|slope|=a=$oil-$solvent

$

|slope|=b=$solvent

Underestimation Overestimation

oil to solvent cost ratios.

of a mistake

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Decision Making in the Face of

Uncertainty

• Stochastic simulation is used to generate plausible

realizations of what reality might be like

• Stochastic simulation is also used to quantify

uncertainty

• Loss functions are appropriate for quantifying the

impact of making a mistake

• Together, simulation and decision analysis tools,

are appropriate for reservoir management

• This workshop will focus on stochastic simulation

as applied to create plausible reservoir models

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Stochastic Reservoir Modeling

A comparison between reality and a numerical model

Reality Model

Distribution of Rock/Fluid Distribution of the Rock/Fluid

Properties Properties

single true distribution

Recovery Process Recovery Process

numerical model

actual process implemented of process

Field Response Single true response Field Response Distribution of

possible responses

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Constructing 3-D Models

The specific process employed for 3-D model building will depend on the data available, the

time available, the type of reservoir, and the skills of the people available. In general, the

following major steps are required:

1. Determine the areal and vertical extent of the model and the geological modeling cell size

2. Establish a conceptual geological model and define zones for modeling

3. For each zone:

a) Define stratigraphic correlation

b) Define the number of rock types, the data, and the spatial correlation

c) Generate 3-D rock type model

d) Establish porosity and permeability values and the spatial correlation

e) Generate 3-D porosity models

f) Generate 3-D permeability models

g) Merge and translate back to real coordinates

4. Verify the model

5. Combine zones into a single model

Each of these steps is addressed to some extent in this workshop

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Data for Reservoir Models

Core Production

Log Conceptual Data

Reservoir Model

Seismic

• Well log data (stratigraphic surfaces, faults, measurements of petrophysical

properties)

• Seismic-derived structural data (surface grids / faults)

• Seismic-derived attributes (vertically averaged facies proportions and φ)

• Well test and production data (interpreted K •thickness,channel widths,

connected flow paths, barriers)

• Sequence stratigraphic interpretation / layering (a definition of the continuity

and trends within each layer of the reservoir)

• Spatial patterns from regional geological interpretation

• Analogue data from outcrops or densely drilled similar fields (size distributions,

measures of lateral continuity)

• Knowledge of geological processes / principles established through widely

accepted theories (forward geologic modeling)

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Recall of Geological Gridding (1)

• Triangular facets allow flexible modeling of surface

grids and have some significant advantages:

– handle multiple Ζ-valued surfaces

– natural surface gridding for tetrahydra-based volume gridding

• In general, however, we prefer regular nx •ny Cartesian

grids:

– easier to work with cells that have the same volume

– tetrahydra topology not commonly accepted by finite-

difference scale-up and flow simulation programs

– most visualization and mapping programs have been designed

for either corner-point or block-centered Cartesian grids.

...

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Recall of Geological Gridding (2)

•Also prefer a vertical Z coordinate, i.e.,

Two approaches to establish areal gridding: (1) on the left, the cells/nodes are

stacked vertically, and (2) on the right, the cells/nodes are aligned on lines

perpendicular to the bounding surfaces. The first approach, with a universal

vertical coordinate, is preferred because of computational simplicity.

– sequence stratigraphic zonation

– keep geologically “homogeneous” rock together

– maintain a reasonable number of data per zone

– less resolution outside the volume of interest

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Stratigraphic Layers for

Modeling(1)

• One example using top surface as datum (total vertical extent about 200

meters, horizontal extent about 15 kilometers):

Surface Type:

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Stratigraphic Layers for

Modeling(2)

• Another example for a deep water depositional system:

Surface 5 100m elevation

Surface 4

Surface 3

Surface 2

Surface 1 0m elevation

• Another example:

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Stratigraphic Coordinates in

Presence of a Fault

Stratigraphic Space

Grid Model

Pre-disturbance

Stratigraphic Space

Post-disturbance

work in the predisturbance stratigraphic setting.

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Advantages of Geostatistics

• Intellectual integrity (?) Mathematical consistency (?)

• 3-D models lead to better volumetrics

• Better modeling of heterogeneity

– no need for pseudo wells

– controllable degree of spatial variability

– flow models are more reliable

• Framework to integrate data

– geological interpretation

– core and log data

– seismic data

– production data

• Assessment of uncertainty in process performance due to uncertainty in

geological model

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Reservoir Modeling with GSLIB

Introduction to GSLIB

– What is GSLIB and how do I get it?

– How do I get it to work?

– What are the strengths and weaknesses of GSLIB?

– What is the future of GSLIB?

– What about user support?

– Are there any restrictions on its use?

• Alternatives and Supplements to GSLIB

• Geostatistical Reservoir Modeling

• GSLIB Preliminaries

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

What is GSLIB?

• GSLIB is an acronym for Geostatistical Software LIBrary. This name was

originally used for a collection of geostatistical programs developed by

students and faculty at Stanford University over the last 15 years.

• The original GSLIB inspired the writing of GSLIB: Geostatistical Software

Library and User's Guide by Clayton Deutsch and André Journel during 1990

- 1992. This publication (available for about $50 from Oxford University

Press) contains a CD and a user's guide for code based on the original GSLIB.

• Executables and source code available at www.gslib.com

• Most of the original GSLIB code was rewritten for uniformity and new

programs were added during development

• A second edition was completed in March, 1997

• Executables available at www.gslib.com

• A third edition is planned for 2002

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

How do I get it to work?

• There are 39 FORTRAN programs on the GSLIB CD-ROM

• Download executables for PC

• You should have a FORTRAN compiler

• You may need to edit some of the included files to increase the allowable

number of data and grid sizes (FORTRAN 90 version overcomes this problem)

• Data files are ASCII flat files

• Parameter files are ASCII files (see example on page 12 of this lecture)

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

What are the strengths and

weaknesses of GSLIB?

Strengths:

• one of the most comprehensive geostatistical packages available

• source code is provided

• flexible and portable

Weaknesses:

• no user support

• the user interface is not “friendly”

• limited object-based modeling capability

Toolbox and not an integrated package

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

What is the future of GSLIB?

second edition is just finished -- bug fixes and minor changes for a few years

there is none

use of GSLIB?

acknowledge where it came from

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Alternatives and Supplements to

GSLIB

• There are commercial modeling packages

• There are some GSLIB add-ons and GUIs developed at different places ...

• A good statistical analysis package would be a useful supplement

• A contouring / mapping package would be useful

• There are some additional SCRF software such as variogram modeling and 3-

D model display that would be useful

Warning / Disclaimer

• Reservoir modeling requires a sound geological understanding of the reservoir,

an appreciation for the quality of the available data, an understanding of the

objectives of the modeling exercise, and so on. This course does not teach

reservoir modeling; the goal is to make you more familiar with the tools in

GSLIB that may be helpful in a reservoir modeling / geostatistical study.

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Programs in GSLIB (1)

• PostScript plotting utilities (histograms, probability plots, Q-Q/P-P plots,

scatterplots, location maps, gray/color scale maps)

• Utility Programs:

– cell declustering

– data transformation

– IK manipulation: order relations, change of support, p or q values, E-type

estimate,

– other theoretical indicator variograms from multiGaussian distribution,

linear system solvers, data calibration (Markov-Bayes), ...

• Measures of spatial continuity (Variograms):

– direct and cross variograms of any # of variables

– 1,2, or 3-D regular or irregular spaced data

– many different measures (traditional semivariogram, non-ergodic

covariance / correlogram, relative (general and pairwise) variograms,

madogram/rodogram, indicator)

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Programs in GSLIB (2)

• Kriging:

– 1,2 or 3-D grid kriging, cross validation, jackknifing

– SK, OK, UK, kriging with external drift

– cokriging

– indicator kriging

• Stochastic Simulation:

– Gaussian methods (LU matrix method, sequential)

– Indicator methods (cosimulation, Markov Bayes)

– Boolean simulation

– Simulated annealing

– P-field simulation

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

GSLIB Preliminaries (1)

• The latest Stanford geostatistical algorithms

• All source code is (almost) ANSI Standard FORTRAN 77

• Tested on IBM compatible PC's, SGI, DEC, SUN, HP ...

• Requirements: FORTRAN compiler, basic programming skills, and some idea

of what you are after.

• Complete with main programs which all require a prepared parameter file.

• Intended to be the foundation for custom programs.

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

GSLIB Preliminaries (2)

• Input/Output files are ASCII flat files compatible with Geo-EAS and the

Geostatistical Toolbox:

data2dg.dat) File name

4 Number of columns

}

Xlocation

Ylocation

Column names

ATTRIBUTE

COVARIATE

28.5 23.5 3.852 1.003

30.5 45.5 5.543 1.772

22.5 18.5 .102 .327

49.5 35.5 4.548 2.833

} Space/Tab delimited data

be a useful supplement).

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Grid Specification

• The GSLIB rectangular grid is denoted as:

• Output grids are ordered with x cycling fastest, then y, and then z. Index

location of node ix,iy,iz is located by:

loc = (iz-1)*nx*ny + (iy-1)*nx + ix

• 2-D grids are specified with nz=1. zmn and zsiz are not used.

• Grids or simulated realizations are ordered one after another.

• Some sort of compressed output format may be necessary.

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Example Parameter File

Parameters for GAMV

*******************

START OF PARAMETERS:

../ data/ clus ter.dat \ file w ith data

1 2 0 \ columns for X, Y, Z coord ina tes

2 3 4 \ numb er of varab les ,column numb ers

-1.0e21 1.0e21 \ trimming limits

g amv.out \ file for variog ra m outp ut

10 \ numb er of lag s

5.0 \ lag s ep ara tion d is tance

3.0 \ lag tolerance

3 \ numb er of d irections

0.0 90.0 50.0 0.0 90.0 50.0 \ azm,atol,b and h,d ip ,d tol,b and v

...

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Reservoir Modeling with GSLIB

Displays

• Data Cleaning / Quality Control

• Statistics as Parameters for Random Function Models

• Univariate Statistics

• Histograms and Probability Plots

• Q-Q and P-P Plots

• Bivariate Statistics and Distributions

• Exploratory Data Analysis

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Statistical Analysis of Data

Well Depth X Y Poro Perm Layer Seq LogK

10100 7158.9 672.7 2886.0 27.00 554.000 1 51 2.744

10100 7160.4 672.8 2886.0 28.60 1560.000 1 51 3.193

10100 7160.7 672.8 2886.0 30.70 991.000 1 51 2.996

10100 7161.0 672.8 2886.0 28.40 1560.000 1 51 3.193

10100 7161.9 672.9 2886.0 31.00 3900.000 1 51 3.591

10100 7162.3 672.9 2886.0 32.40 4100.000 1 51 3.613

…

• Goals of Exploratory Data Analysis

– understand the data: statistical versus geological populations

– ensure data quality

– condense information

• Only limited functionality in GSLIB (some special geostat tools) a supplement with

commercial software

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Statistics as Parameters of

Random Function Models

• A model is required to go beyond the known data

• Because earth science phenomena involve complex processes they appear as random.

Important to keep in mind that actual data are not the result of a random process.

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Univariate Description

Frequency

• Sometimes two scales are needed to show the details (use trimming limits)

• logarithmic scale can be useful

• Summary statistics

– mean is sensitive to outliners

– median is sensitive to gaps in the middle of a distribution

– locate distribution by selected quantiles (e.g., quartiles)

– spread measured by standard deviation (very sensitive to extreme values)

• GSLIB program his tp lt

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Cumulative Probability Cumulative Probability Plot

Variable

• Useful for isolating statistical populations

• May be used to check distribution models:

– straight line on arithmetic scale a normal distribution

– straight line on logarithmic scale a lognormal distribution

– small departures can be important

– possible to transform data to perfectly reproduce any univariate distribution

• GSLIB program probplt

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Cumulative Histograms

Cumulative Frequency

1

Frequency

The cumulative frequency is the total or the cumulative fraction of samples less

than a given threshold

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Cumulative Histograms

1.0

0.0

First Quartile

Value

• Cumulative frequency charts do not depend on the binwidth; they can be

created at the resolution of the data

• A valuable descriptive tool and used for inference

• A quantile is the variable-value that corresponds to a fixed cumulative

frequency

– first quartile = 0.25 quantile

– second quartile = median = 0.5 quantile

– third quartile = 0.75 quantile

can read any quantile from the cumulative frequency plot

• Can also read probability intervals from the cumulative frequency plot (say,

the 90% probability interval)

• Direct link to the frequency

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Q-Q / P-P Plots

Q-Q Plot: Equal Weighted P-P Plot: Equal Weighted

True Value 20.0 1.0

True Value

10.0 0.5

Clustered Data Clustered Data

• Q-Q plot is a plot of matching quantiles a a straight line implies that the two

distributions have the same shape.

• P-P plot is a plot of matching cumulative probabilities a a straight line

implies that the two distributions have the same shape.

• Q-Q plot has units of the data, P-P plots are always scaled between 0 and 1

• GSLIB program q p plt

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Q-Q Plots

Da ta Set One Da ta Set Tw o

value cd f value cd f

0.010 0.0002 0.060 0.0036

0.020 0.0014 0.090 0.0250

0.020 0.0018 0.090 0.0321

0.020 0.0022

0.030 0.0034

0.030 0.0038

0.960 0.4998 2.170 0.4964

0.960 0.5002 2.220 0.5036

38.610 0.9962

40.570 0.9966

42.960 0.9978

43.500 0.9982 19.440 0.9679

46.530 0.9986 20.350 0.9750

102.700 0.9998 58.320 0.9964

• Calculate cumulative distribution function (CDF) for each

• Match according to (CDF) values

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Let's Build a Q-Q Plot

Frequency

Frequency

Cumulative Frequency

Cumulative Frequency

• Preferential sampling explains difference; these are not “paired” samples so we can not

detect bias in samples

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Let's Build a Q-Q Plot

Log porosity

Core porosity

• Read corresponding quantiles from the cumulative frequency plots on the previous page

• Plot those quantiles on the plot

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Univariate Transformation

Cumulative Frequency

Cumulative Frequency

Frequency

Frequency

• Transforming values so that they honor a different histogram may be done by matching

quantiles

• Many geostatistical techniques require the data to be transformed to a Gaussian or

normal distribution

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Data Transformation

Core Porosity Core Porosity

Cumulative Frequency

Frequency

Cumulative Frequency

Frequency

• These are “paired” samples so we may want to transform the log-derived porosity

values to core porosity

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Data Transformation

• Use the cumulative frequency plots on the previous page to fill in the following table

10.0 7

15.0 10

20.0 18

25.0 26

30.0 29

• Could we transform 20000 log-derived porosity values according to the 853

paired samples we have?

• Under what circumstances would we consider doing this?

• What problems might be encountered?

Cumulative Frequency

Cumulative Frequency

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Monte Carlo Simulation

Cumulative Frequency

Frequency

0.7807

28.83

Core Porosity Core Porosity

by reading quantiles from a cumulative distribution

The procedure:

• generate a random number between 0 and 1 (calculator, table, program, ...

• read the quantile associated to that random number

For Example:

Random Number Simulated Number

0.7807 28.83 ...

0.1562

0.6587

0.8934

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Scatterplots

True versus Estimate

16.0

0.0 16.0

Estimate

variable separated by some distance vector

• Linear correlation coefficient ranges between -1 and +1 and

ρrank < ρ

is sensitive to extreme values (points away from the main cloud)

• Rank correlation coefficient is a useful supplement:

– if ρrank > ρ then a few outliers are spoiling an otherwise good correlation

– if ρrank < ρ then a few outliers are enhancing an otherwise poor correlation

– if ρrank = 1 then a non-linear transform of one covariate can make ρ = 1

• GSLIB program s catplt

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Scatterplots

• Marginal histograms

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Bivariate Distributions

Bivariate histogram

a)

Bivariate cumulative

b)

distribution function

Conditional cumulative

c)

distribution function

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Conditional Distributions

Permeability (md) Distribution of possible

permeability values at a

known porosity value

Calibration Scattergram

z - values

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Class Definition

10,000

Permeability

0.01

0.0 0.20

Porosity

• Choose equal probability intervals rather than equal porosity or permeability intervals

• Check for bias in histogram - often there are many more low porosity log data than low

porosity core data

• Due to a biased core data set, we may need to set porosity cutoffs based on an even φ

spacing rather than equal probability

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Exploratory Data Analysis

• Plot the data in different ways; our eyes are good at pattern detection

• Choose geological/statistical populations for detailed analyses:

– populations must be identifiable in wells without core

– must be able to map these populations (categories)

– can not deal with too many, otherwise there are too few data for reliable

statistics

– often a decision must be made to pool certain types of data

– stationarity is a property of statistical models and not reality

– important and very field/data/goals-specific

• Perform statistical analyses within each population:

– ensure data quality

– look for trends

– understand “physics” as much as possible

• Decluster data for geostatistical modeling

• Statistical tools are used throughout a reservoir characterization study

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Reservoir Modeling with GSLIB

Interpretation

• Spatial Statistics

• Coordinate and Data Transformation

• Define the Variogram

• How to Calculate Variograms

• “Visual Calibration”

• Variogram Interpretation

• Show Expected Behavior

• Work Through Some Examples

• Test Your Understanding

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Spatial Statistics

petrophysical attribute; our measure must be customized for each field and

each attribute (φ,Κ)

• Depending on the level of diagenesis, the spatial variability may be similar

within similar depositional environments. The recognition of this has led to

outcrop studies.

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Data Transformation

Why do we need to worry about data transformation?

• Attributes, such as permeability, with highly skewed data distributions present

problems in variogram calculation; the extreme values have a significant

impact on the variogram.

• One common transform is to take logarithms,

y = log10 ( z )

perform all statistical analyses on the transformed data, and back transform at

the end → back transform is sensitive

• Many geostatistical techniques require the data to be transformed to a

Gaussian or normal distribution.

The Gaussian RF model is unique in statistics for its extreme analytical

simplicity and for being the limit distribution of many analytical theorems

globally known as “central limit theorems”

The transform to any distribution (and back) is easily accomplished by the quantile transform

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Normal Scores Transformation

• Many geostatistical techniques require the data to be transformed to a

Gaussian or normal distribution:

Cumulative Frequency

Cumulative Frequency

Frequency

Frequency

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Definition of the Variogram

Variogram, γ(h)

No correlation

u + h)

La

g

Ve

Vector (

c

to

r(

Increasing

h)

Variability

Location

Loc

• In probabilistic notation, the variogram is defined as:

• 2 γ (h ) = E{[ Z(u ) − Z(u + h )]2 } - for all possible locations u

• The variogram for lag distance h is defined as the average squared difference

of values separated approximately by h:

1

2 γ (h ) = ∑

N(h ) N ( h )

[z(u ) − z(u + h )]2

where N(h) is the number of pairs for lag h

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Variogram Calculation

• Consider data values separated by lag vectors

ρ 0.81 ρ 0.77

γ0.19 γ0.23

Tail

Tail

Head Head

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Spatial Description

The Variogram is a tool that Quantifies Spatial Correlation

γ γ γ

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Calculating Experimental

Variograms

• 2-D or 3-D, regular or irregular spaced

• Direction specification (regular):

Y axis (North)

ce

an

ler

g To

La Bandwidth

4

Azimuth Lag

3

Lag

ce

stan

i 2

g D Lag Azimuth

La

tolerance

1

Lag

X axis (East)

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Calculating Experimental

Variograms

Example: Starting With One Lag (i.e. #4)

1

2γ ( h) = ∑ [ z ( u) − z ( u + h)]2

N ( h) N ( h )

value to all nodes which fall in

the lag and angle tolerance.

...

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Calculating Experimental

Variograms

1

2γ ( h) = ∑ [ z ( u) − z ( u + h)]2

N ( h) N ( h )

...

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Calculating Experimental

Variograms

Now Repeat for All Nodes

And Repeat for All Lags

Variogram, γ(h)

No correlation

Increasing

Variability

...

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Variogram Calculation Options

• Data variable (transformed?) and coordinates (transformed?)

• Number of directions and directions:

– compute the vertical variograms in one run and the horizontal variograms

in another

– often choose three horizontal directions: omnidirectional, “major”

direction, and perpendicular to major direction

– azimuth angles are entered in degrees clockwise from north

• Number of lags and the lag separation distance:

– lag separation distance should coincide with data spacing

– the variogram is only valid for a distance one half of the field size a

choose the number of lags accordingly

• Number and type of variograms to compute:

– there is a great deal of flexibility available, however, the traditional

variogram applied to transformed data is adequate in 95% of the cases

– typically consider one variogram at a time (each variogram is computed

for all lags and all directions)

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Interpreting Experimental

Variograms

Vertical Variogram

Sill

Nugget Effect

Range

Distance

• sill = the variance (1.0 if the data are normal scores)

• range = the distance at which the variogram reaches the sill

• nugget effect = sum of geological microstructure and measurement error

– Any error in the measurement value or the location assigned to the

measurement translates to a higher nugget effect

– Sparse data may also lead to a higher than expected nugget effect

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Challenges in Variogram

Calculation

• Short scale structure is most important

– nugget due to measurement error should not be modeled

– size of geological modeling cells

• Vertical direction is typically well informed

– can have artifacts due to spacing of core data

– handle vertical trends and areal variations

• Horizontal direction is not well informed

– take from analog field or outcrop

– typical horizontal vertical anisotropy ratios

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Interpreting Experimental

Variograms

Vertical Variogram

Sill

Distance

• sill: clearly identified (variance of log Κ data)

• nugget: likely too high

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Trend

Example Trend Data Set Vertical Variogram

3.0

γ Sill

Vertical

0.0

-3.0

Distance

Horizontal

• could be interpreted as a fractal

• model to the theoretical sill; the data will ensure that the trend appears in the

final model

• may have to explicitly account for the trend in later simulation/modeling

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Cyclicity

Example Cyclic Data Set Vertical Variogram

Sill

3.0

γ

Vertical

0.0

-3.0

Horizontal Distance

• could be due to limited data

• focus on the nugget effect and a reasonable estimate of the range

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Geometric Anisotropy

Example Geometric Anisotropy Data Set

Vertical Variogram Sill

3.0

γ

Vertical

-3.0

Distance (h)

Horizontal

• When the vertical variogram reaches a higher sill:

– likely due to additional variance from stratification/layering

• When the vertical variogram reaches a lower sill:

– likely due to a significant difference in the average value in each well a

horizontal variogram has additional between-well variance

• There are other explanations

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Zonal Anisotropy

Example Zonal Anisotropy Data Set

Sill

3.0 Vertical Variogram

γ Apparent Sill

Vertical

Horizontal Variogram

0.0

-3.0

Distance (h)

Horizontal

• When the vertical variogram reaches a higher sill:

– likely due to additional variance from stratification/layering

• When the vertical variogram reaches a lower sill:

– likely due to a significant difference in the average value in each well a

horizontal variogram has additional between-well variance

• There are other explanations

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Horizontal Variograms

A few experimental horizontal variograms:

Horizontal: Layer 01 Horizontal: Layer 13

γ γ

Distance Distance

Noise is often due to scarcity of data in the horizontal direction.

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Variogram Interpretation and

Modeling

Key is to apply geologic knowledge to the experimental variogram and to build a legitimate

(positive definite) variogram model for kriging and simulation (discussed later)

This ensures:

• that the covariance can be assessed over all lag vectors, h.

• that the variogram will be a legitimate measure of distance

The sum of known positive definite models is positive definite. There is great

flexibility in modeling variograms with linear combinations of established

models.

Some common positive definite models:

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Horizontal Variograms

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Porosity Variogram

Vertical Variogram Horizontal Variogram

γ γ

spherical 0.4 1.5 spherical 0.4 500.0

spherical 0.6 15..3 spherical 0.6 4000.0

Distance Distance

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Summary

• Variogram is very important in a geostatistics study

• Measure of geological distance with respect to Euclidian distance

• Initial coordinate and data transformation

• Calculation principles

• Interpretation principles:

– trend

– cyclicity

– geometric anisotropy

– zonal anisotropy

• Variogram modeling is important (experimental points are not used)

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Reservoir Modeling with GSLIB

Kriging

• Weighted Linear Estimators

• Some Definitions

• Derivation of the Kriging Equations

• Some Examples

• Different Types of Kriging

• How / Where is Kriging Used

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Weighted Linear Estimators

• The basic idea is to estimate the attribute value (say, porosity) at a location

where we do not know the true value

n

Z ( u ) = ∑ λ i ⋅ Z( u i )

*

i =1

• where u refers to a location, Z*(u) is an estimate at location u, there are n data

values Z(ui), i=1,...,n, and λi refer to weights.

–closeness to the location being estimated

–redundancy between the data values

–anisotropic continuity (preferential direction)

–magnitude of continuity / variability

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Weighted Linear Estimators

• Assign the weights inversely proportional to the distance from the location

being estimated (inverse distance schemes)

1

c + d iw

λi =

1

∑ i =1 c + d w

n

estimated, c is a small constant, and ω is a power (usually between 1 to 3).

• How about using the variogram? a that is kriging

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Some Definitions

• Consider the residual data values:

Y(ui)= Z(ui) - m(ui), i=1,…,n

• where m(u) could be constant, locally varying, or considered constant but

unknown.

• Variogram is defined as:

2 γ(h) = E{[ Y(u}) - Y(u + h]2}

• Covariance is defined as:

C(h) = E{ Y(u) •Y(u + h)}

• Link between the Variogram and Covariance:

2 γ(h) = [ E{ Y2(u) + [ E{ Y2(u + h)}] - 2 • [ E{ Y(u) • Y(u + h)]

= Var{Y(u)} + Var{Y(u + h)} - 2 • C(h})

= 2 [ C(0) - C(h)]

So, C(h) = C(0) - γ(h)

C(0) = sill

γ(h)

C(h)

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Simple Kriging (1)

• Consider a linear estimator:

n

Y (u ) = ∑ λ i ⋅ Y(u i )

*

i =1

• where Y(ui) are the residual data (data values minus the mean) and Y*(u) is

the estimate (add the mean back in)

• The error variance is defined as

E{[Y* (u ) − Y(u )]2 } A2-2ab+b2

E {[Y * ( u)]2 } − 2 ⋅ E {Y * ( u) ⋅ Y ( u)} + E {[Y ( u)]2 }

n n n

∑ ∑ λ λ E{Y ( u ) ⋅ Y ( u )} − 2 ⋅ ∑ λ E {Y ( u) ⋅ Y ( u )}

i = 1 j =1

i j i j

i =1

i i + C ( 0)

n n n

∑ ∑ λ λ C ( u , u ) − 2 ⋅ ∑ λ C ( u, u )

i = 1 j =1

i j i j

i =1

i i

+ C (0)

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Simple Kriging (2)

• Optimal weights λi,i=1,…,n may be determined by taking partial derivatives of

the error variance w.r.t. the weights

∂[ ] n

= 2 ⋅ ∑ λ jC(u i , u j ) − 2 ⋅ C(u, u i ) , i = 1,..., n

∂λ i j= 1

• and setting them to zero

n

∑ λ C(u , u ) = C(u, u ) ,

j= 1

j i j i i = 1,..., n

(SK) system

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Simple Kriging: Some Details

γ 2,3

γ 1,2 γ 1,3

γ 0,1 γ 0,2

γ 0,3

λ 1 ⋅ C(1,1) + λ 2 ⋅ C(1,2) + λ 3 ⋅ C(1,3) = C(0,1)

λ 1 ⋅ C( 2,1) + λ 2 ⋅ C( 2,2) + λ 3 ⋅ C( 2,3) = C(0,2)

λ 1 ⋅ C( 3,1) + λ 2 ⋅ C( 3,2) + λ 3 ⋅ C( 3,3) = C(0,3)

C(1,1) C(1,2) C(1,3) λ 1 C(0,1)

C( 2,1) C( 2,2) C( 2,3) λ = C(0,2)

2

C( 3,1) C( 3,2) C( 3,3) λ 3 C(0,3)

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Simple Kriging

Changing the Range

range = 1 range = 5

γ range = 10

Distance

Simple kriging with a zero nugget effect and an isotropic spherical variogram with

three different ranges:

λ1 λ 2 λ 3

range = 10 0.781 0.012 0.065

5 0.648 -0.027 0.001

1 0.000 0.000 0.000

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Simple Kriging

Changing the Nugget Effect

100%

75%

γ

nugget = 25%

Distance

distance units and three different nugget effects:

λ1 λ 2 λ 3

nugget = 0% 0.781 0.012 0.065

25% 0.468 0.203 0.064

75% 0.172 0.130 0.053

100% 0.000 0.000 0.000

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Simple Kriging

Changing the Anisotropy

Simple kriging with a spherical variogram with a nugget of 25%, a principal range

of 10 distance units and different “minor” ranges:

λ1 λ 2 λ 3

anisotropy 1:1 0.468 0.203 0.064

2:1 0.395 0.087 0.141

5:1 0.152 -0.055 0.232

20:1 0.000 0.000 0.239

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•

Kriging

All versions of kriging are elaborations on the basic linear regression

algorithm and corresponding estimator:

n

[Z (u ) − m(u )] = ∑ λ α (u )[Z(u α ) − m(u α )]

*

SK

• α =1

where Z(u) is the RV model at location u, the uα 's are the n data locations,

m(u) = E{Z(u) is the location-dependent expected value of RV Z(u), and

ZSK*(u) is the linear regression estimator, also called the “simple kriging”

(SK) estimator.

• The SK weights λα (u) are given by the general non-stationary normal

equations:

n

•

∑

Some Remarks:

λ

β =1

β ( u)C ( uβ , uα ) = C ( u, uα ) , α = 1,...., n

– there are many types of kriging where specific constraints or methods of

application are considered

– the weights λα (u) account for (1) the proximity of the data to the location

being estimated and (2) the clustering of the data

– traditionally used for mapping

– modern use is in the construction of local distributions of uncertainty for

stochastic simulation algorithms

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Kriging

• Minimum error variance estimate of the unknown:

z (u ) = ∑ λ α (u )Z(u α ) + 1 − ∑ λ α (u )m

n n

*

α =1

α =1

• Simple kriging (SK): no constraint, the mean m is known.

• Ordinary kriging (OK): the sum of the weights ∑nα=1 λα (u) constrained to

equal 1.

• Kriging with a trend model (KT) considers that m is unknown and that it has

a more complex trend of known shape but unknown parameters.

L

m(u ) = ∑ a l f l (u )

l =0

• where m(u) is the local mean, a1, l = 0...,L are unknown coefficients of the

trend model, and fl(u) are low order monomials of the coordinates. GSLIB

allows nine different monomials up to quadratic functions of the coordinates

( x , y , z , xx , yy , zz, xy, xz , and, yz ).

• Kriging with an external drift is an extension of KT. Considers a single trend

function f1(u) defined at each location from some external (secondary)

variable.

• Cokriging is for kriging with different types of data.

• Indicator Kriging has a different goal a to build a conditional cdf rather than

derive an estimate.

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

G

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Parameter File For KT2D Parameters for KB2D

w

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m y

START OF PARAMETERS:

../data/cluster.dat \ file with data

1 2 3 \ columns for X, Y, and variable

-1.0e21 1.0e21 \ trimming limits

3 \ debugging level: 0,1,2,3

kb2d.dbg \ file for debugging output

kb2d.out \ file for kriged output

5 5.0 10.0 \ nx,xmn,xsiz

5 5.0 10.0 \ ny,ymn,ysiz

1 1 \ x and y block discretization

4 8 \ min and max data for kriging

20.0 \ maximum search radius

1 2.302 \ 0=SK, 1=OK, (mean if SK)

1 2.0 \ nst, nugget effect

1 8.0 0.0 10.0 10.0 \ it, c, azm, a_max, a_min

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

G

eo

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Parameter File For KT3D Parameters for KT3D

w

w

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LS

a

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******************* .co ar

m y

START OF PARAMETERS:

../data/cluster.dat \ file with data

1 2 0 3 4 \ columns for X, Y, Z, var, sec var

-1.0e21 1.0e21 \ trimming limits

1 \ option: 0=grid, 1=cross, 2=jackknife

xvk.dat \ file with jackknife data

1 2 0 3 0 \ columns for X,Y,Z,vr and sec var

3 \ debugging level: 0,1,2,3

kt3d.dbg \ file for debugging output

kt3d.out \ file for kriged output

50 0.5 1.0 \ nx,xmn,xsiz

50 0.5 1.0 \ ny,ymn,ysiz

...

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

G

eo

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bl al

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tw ftw

Parameter File For KT3D w

w

.G re

LS

a

IB

LI

Br

.co ar

1 0.5 1.0 \ nz,zmn,zsiz m y

1 1 1 \x,y and z block discretization

4 8 \ min, max data for kriging

0 \ max per octant (0-> not used)

20.0 20.0 20.0 \ maximum search radii

0.0 0.0 0.0 \ angles for search ellipsoid

0 2.302 \ 0=SK,1=OK,2=non-st SK,3=exdrift

000000000 \ drift: x,y,z,xx,yy,zz,xy,xz,zy

0 \ 0, variable; 1, estimate trend

extdrift.dat \ gridded file with drift/mean

4 \ column number in gridded file

1 0.2 \ nst, nugget effect

1 0.8 0.0 0.0 0.0 \ it,cc,ang1,ang2,ang3

10.0 10.0 10.0 \ a_hmax, a_hmin, a_vert

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Kriging

• Kriging is a procedure for constructing a minimum error variance linear

estimate at a location where the true value is unknown

• The main controls on the kriging weights are:

– closeness of the data to the location being estimated

– redundancy between the data

– the variogram

• Simple Kriging (SK) does not constrain the weights and works with the

residual from the mean

• Ordinary Kriging (OK) constrains the sum of the weights to be 1.0, therefore,

the mean does not need to be known

• There are many different types of kriging

• Two implicit assumptions are stationarity (work around with different types of

kriging) and ergodicity (more slippery)

• Kriging is not used directly for mapping the spatial distribution of an attribute

(sometimes when the attribute is smooth). It is used, however, for building

conditional distributions for stochastic simulation

Reservoir Modeling with GSLIB

Reservoir Modeling

• Laws of Heterogeneity / Why Build Geologic Models?

• Steps in a Geostatistical Reservoir Modeling Study

• Hierarchical Approach to Modeling

• Spatial Continuity

• Estimation / Mapping of Petrophysical Properties

• Stochastic Simulation / Modeling

• Issues and Concerns

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Preliminaries (1)

• Laws or Heterogeneity:

1. All reservoirs are heterogeneous

2. All reservoirs are more heterogeneous than first imagined

3. The degree of heterogeneity is directly proportional to the amount of time

allocated for the project and the project funding

• Why Build 3-D Geologic Models?

– handle large amounts of data

– consistent analysis in three dimensions

– direct numerical input to flow simulation and pore volume calculation

(reservoir management)

– test / visualize multiple geologic interpretations

– assess uncertainty

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Preliminaries (2)

• Historical Perspective of Geostatistical Modeling:

– Theory of probability (in its modern form) was formalized in the 1600's

by Blaise Pascal and Pierre de Fermat. Others: Bayes, Gauss, ...

– The foundation for geostatistical techniques was established by people

like Kolmogorov, Weiner, Matern, and Gandin in the early 1900's

– Geostatistics was started in the 1960's by Krige and Sichel in South Africa

and Matheron in France. Two of Matheron's first students (Journel and

David) would start new centers of teaching and research in the USA and

Canada

– Application became popular in mining and meteorology. Now, these

techniques are applied in many fields from fisheries, forestry,

environmental remediation, and so on

– Extensively used by major oil companies

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Some of the Data Available

for Reservoir Modeling

Data Integration is a fundamental principle of geostatistics / reservoir modeling; the

goal is to explicitly account for all of the available data. A large part of the ongoing

research in Geostatistical Reservoir Modeling is to devise techniques that can

accommodate a greater variety of data. Following are some of the data that are

considered:

• Well Log Data (surface tops, rock type, φ, Κ) by zone

• Core Data (φ and Κ by rock type) by zone

• Sequence Stratigraphic Interpretation / Layering (a definition of the continuity and

trends within each layer of the reservoir)

• Trends and Stacking Patterns available from a regional geological interpretation

• Analog data from outcrops or densely drilled similar fields (size distributions,

measures of lateral continuity)

• Seismic-Derived Attributes (vertically averaged rock type proportions and porosity)

• Well Test and Production Data (interpreted K • thickness, interpreted channel widths,

connected flow paths, barriers)

This information is sparse relative to the size of the heterogeneities being modeled;

therefore, there is always uncertainty in the geological model

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Constructing 3-D Models

The specific process employed for 3-D model building will depend on the data available, the

time available, the type of reservoir, and the skills of the people available. In general, the

following major steps are required:

1. Determine the areal and vertical extent of the model and the geological modeling cell size

2. Establish a conceptual geological model and define zones for modeling

3. For each zone:

(a) define stratigraphic correlation

(b) define the number of rock types, the rock type data, and the spatial correlation of the rock

types

(c) generate 3-D rock type model

(d) establish the porosity and permeability values from core / log data and the spatial correlation

(e) generate 3-D porosity models

(f) generate 3-D permeability models

(g) merge and translate back to real coordinate space

4. Verify the model

5. Combine zones into a single model

• Each of these steps is addressed during this lecture or course (to some extent)

• Uncertainty is assessed by deriving reasonable estimates of uncertainty for each input

parameter and then generating multiple realizations

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Conceptual Geological

Model / Zone Definition

• sequence stratigraphic zonation

• keep geologically “homogeneous” rock together

• maintain a reasonable number of data per zone

• less resolution in water bearing formation

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Geological Correlation Style

Each layer in the reservoir is classified as belonging to one of the

following geological correlation styles. The existing grids defining

the zone and the restored grids are used for modeling.

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Stochastic Modeling of Surfaces

To assess uncertainty in pore volume or reservoir performance predictions requires

adding uncertainty to the gridded surface elevations. Some characteristics of the

uncertainty:

• essentially zero at the well locations

• varies smoothly away from the wells

• variance depends on the quality of the seismic and the distance from the wells

The following example was created by using sgsim to create a correlated Gaussian

error. A section through four wells:

subtracting them from the top surface. The grids are constrained to honor the well

data, not cross each other, and fall within realistic bounds of uncertainty.

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Areal and Vertical Trends

• Often it is possible to infer areal or vertical trends in the distribution of rock

types and/or petrophysical properties.

20.0

Stratigraphic Position

Northing

10.0

Easting

Mean Porosity

• Trends should be removed and residuals are modeled stochastically

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Declustering

Data may be clustered in high pay zones or in certain areas; a declustering

procedure is required to assign relative weights. These declustering weights can

then be used when looking at histograms or summary statistics or when model

building.

Given an example with eight values. With cell declustering, the relative

declustering weight for each datum would be:

Well Weight

W-1 1.2

W-2 1.13

W-3 0.8

W-4 0.85

W-5 0.74

W-6 0.93

W-7 1.1

W-8 1.26

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Histogram Smoothing / Modeling

Sparse data may create a need to smooth or model the histogram of the attribute under

consideration. Two examples, one with eight data values and an example with 243 core

permeability measurements from a bimodal distribution:

Field Average

Frequency

Frequency

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Definition of the Variogram

A quantitative measure of spatial variability/continuity is needed to characterize

the detailed distribution of attributes within the reservoir; this measure must be

customized for each field and each attribute (φ,Κ)

The variogram is one way to quantify spatial variability:

γ(h)

Lag Distance (h)

• The variogram for lag distance h is defined as the average squared difference

of values separated approximately by h:

1

2 γ (h ) = ∑

N(h ) N ( h )

[ z ( u ) − z ( u + h )]2

• In probabilistic notation, the variogram is defined as:

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Spatial Information for Object-

based Modeling (1)

Object-based modeling techniques require information on the size, shape, and relationship

between the different objects. For braided fluvial reservoirs, some of the needed

information includes:

• width and thickness of channel sands (could vary vertically and follow a

distribution of possible sizes)

• measures of channel sinuosity (depend on size of channel and vertical

position)

• geometry of channel “families” or multi-story channels

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Spatial Information for Object-

based Modeling (2)

An example of how the channel size (say thickness) could be specified:

The vertical axis on this plot represents restored stratigraphic position and the

horizontal axis is channel thickness. The Q1, Q2, and Q3 lines represent the

quartiles (25%, 50% and 75%) values of the distribution. Note how the channels

are smaller at the top of the zone.

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Sequential Indicator Simulation

• Generate indicator-based realizations that reproduce local conditioning data,

global proportions, local proportions (via locally varying proportions), and

patterns of spatial correlation (variogram)

• Define an indicator transform:

i ( uα ; k ) = 1, i f

0, i f

lithosfacie s k

not

presen t at locatio n uα

• Example from the Ghawar field in Saudi Arabia:

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Object-Based Modeling

• Simulate the deposition of the reservoir by stochastically positioning

geometric shapes

• Start from the bottom and alternately lay down floodplain sediments and

channel fill. Specify the distribution of channel sizes, spacing, and so on.

• Could additionally model crevasse deposits and point bar sands

• Honor limited well data by controlling the channel positions

• Commonly applied to fluvial reservoirs

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Sequential Gaussian Simulation

• A technique that is robust and applicable for the generation of realizations of

continuous variables. The realizations can be made to honor:

– local conditioning data,

– the global histogram (declustered and smoothed),

– areal and vertical trends (via locally varying mean), and

– patterns of spatial correlation (variogram)

• Works with a Gaussian or Normal transform of the data (see Normal Scores

Transformation)

• Generate a 3-D realization of Gaussian variable and back transform

• Applied on a by zone and by rock type basis between the restored grids for

geological correlation

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Annealing Cosimulation

• A technique that is robust and applicable for the generation of realizations of

continuous variables (specifically permeability). The realizations can be made

to honor:

– local conditioning data,

– the global histogram (declustered and smoothed),

– areal and vertical trends (via locally varying mean), and

– patterns of spatial correlation (variograms and indicator variograms -- for

special continuity of high and low values)

– a cross plot of porosity and permeability

• The stochastic simulation problem is posed as an optimization problem and the

simulated annealing algorithm is used to solve the problem, i.e., generate

plausible realizations

• Applied on a by zone and by rock type basis between the restored grids for

geological correlation

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Criteria for Model

Verification

• Many interdependent subjective decisions are made in the construction of a

geostatistical reservoir model. Some things that should be checked:

– does the model appear geologically plausible?

– relative to other models, are the heterogeneities reasonably distributed?

– are the porosity and permeability models consistent with the rock type model?

– is the geological correlation style correct (mistake with Zrel)?

– does the model present trends consistent with the regional geology?

• Does the model honor all of the input data?

– local conditioning data (plot the results),

– declustered histogram (Q-Q plot),

– variograms,

– cross plot between porosity and permeability,

• Do the techniques employed pass all of the cross-validation checks?

• Can the model be checked relative to data that were not used in the model building,

e.g., well test or production history?

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Q-Q Plots to Assess

Histogram Reproduction

• A Q-Q plot is to compare two histograms or univariate distributions, e.g., the

input declustered histogram of porosity for a specific rock type within a

specific zone and the distribution from the final 3-D model

• A plot of the matching quantiles of two distributions. For example, one point

on the plot is the median of the first distribution plotted against the median of

the second distribution. If the points for many quantiles (1%, 2%, ..., 98%,

99%) fall on a straight line then the two distributions agree

• The two axes are in units of the data. The following is an actual example from

one zone of a large clastic reservoir:

1/100 of simulated values

Data distribution

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Assessing Variogram

Reproduction

• Plot of the input variogram model (solid line) with the variogram from the 3-D

realization (black dots) in three major directions:

γ γ

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Assessing Variogram

Reproduction

• A 2-D example

• The variogram should be reproduced on average

Model, Average and Experimental Variograms

(10 Realizations)

γ (h)

1.0

Average variogram

Model variogram

Experimental Variograms (North)

Experimental Variograms (East)

0.0 25.0

Distance (m)

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Summary

• All reservoirs are heterogeneous

• Reasons for building 3-D models (data integration, refine estimates of PV,

quantify uncertainty, assess continuity, quantify uncertainty in predictions,...)

• Procedure for modeling:

– geological zonation, layering, conceptual model

– statistics: declustering, modeling, variograms

– rock type modeling (indicator, object-based, hybrid)

– porosity modeling

– permeability modeling

– model validation

• Issues that have been glossed over:

– size scaling from core to geological modeling cell

– faults and fractures

– reliable inference of spatial statistics

– hierarchical modeling

Reservoir Modeling with GSLIB

Categorical Variables

• Sequential Simulation: the Concept

• Steps in Sequential Simulation

• SISIM Program

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Sequential Simulation: the

Concept

2

1

3

1. Assign data values to closest grid node

2. Establish a random path through all of the grid nodes

3. Visit each grid node:

(a) find nearby data and previously simulated grid nodes

(b) construct the conditional distribution by kriging (this is where the

variogram comes in)

(c) draw simulated value from conditional distribution

4. Check the results

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

STEP 1

Data

Data

Data

Data

Why?

• Explicitly honor data ⇒ data values will appear in final 3-D model

• Improves the CPU speed of the algorithm: searching for previously simulated

nodes and original data is accomplished in one step

Considerations:

• Take the closest of multiple data within the same cell ⇒ could lose some

information (see in figure )

• Not an option when simulating a cross-sectional or small-area model

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

STEP 2

32 4 34 18 35 2 21

30 31 14 8 9 16 3

28 6 24 5 15 13 18

11 5 28 20 27 23 10

1 27 19 33 25 4 26

29 29 7 12 17 6 22

• Visit each cell once and only once in random order

• Can do this in many ways:

– draw a random number and multiply it by N

– sort an array of random numbers while carrying an array of indices

capitalize on the limited period length of linear congruential generators

• Skip over cells (actually grid nodes) that already have a value

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

STEP 3 - (a)

• “Informed” nodes refers to both data-nodes and nodes that have been informed

earlier in the random path

• Typically use spiral search to identify the close nodes

• Limit the number of nodes actually considered:

– octant search (?)

– maximum per octant (say 4)

– maximum number

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

STEP 3 - (b)

Construct Conditional

Distribution

– global proportion of each lithology type

– local data

– “local” proportion from secondary data such as

seismic

• Calculate by kriging the binary indicator transform

for each rock type

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Indicator Simulation (1)

• Define an indicator transform:

i (uα ; k ) = 1, i f lithosfacie s k

0, i f not

present a t locatio n uα

proportion of k = E { I ( uα ; k )}

n

∑w

α =1

α ⋅ i (uα ;k )

=

n

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Indicator Simulation (2)

• The variogram of an indicator variable measures spatial correlation:

1

γ I ( h) = E {[ I ( u; k ) − I ( u + h; k )]2 }

2

Vertical Distance, Zrel

0 1.0

0.25

Vertical Variogram

γ

Horizontal Variogram

0.00

0 Horizontal Distance, m 1600

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

STEP 3 - (c)

Construct Conditional

Distribution with Kriging

distribution?

• Estimate conditional probabilities of each rock type pk*(u), k=1,...,K by a

linear combination of the nearby data:

n n

p ( u) = ∑ λα ( u) ⋅ I ( uα ; k ) + [1 − ∑ λα ( u)] ⋅ mk

*

k

α =1 α =1

kriging.

• Kriging weights account for two things:

– clustering of the data locations

– closeness of the data to the location being considered

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

STEP 3 - (d)

Draw a Simulated Value

1

...

0

1 2 3

• probabilities p*k(u), k=1,...,K are given by kriging

• Procedure:

– draw a random number ∈[0,1]

– find which class k is specified by the random number

– assign k to node

• Since the conditional probabilities were estimated by kriging with a given

variogram γk(h), k=1,...,K, the simulated values, taken all together, will

reproduce those variograms ,γk(h), k=1,...,K

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Detailed Steps in SISIM

1. Establish grid network and coordinate system (Zrel-space)

2. Assign data to the nearest grid node (take the closest of multiple data assigned

to same node)

3. Determine a random path through all of the grid nodes

(a) find nearby data and previously simulated grid nodes

(b) construct the conditional probabilities by kriging

(c) draw simulated value from conditional distribution

4. Check results

(a) honor data?

(b) honor global proportions?

(c) honor variogram?

(d) look reasonable

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

G

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1 \ 1= continuous(cdf), 0= ca teg orical(pdf) t w ftw

w a

w

5 \ numb er thres hold s /categ ories .G re

0.5 1.0 2.5 5.0 10.0 \ thres hold s / ca teg ories LS LI

IB Br

0.12 0.29 0.50 0.74 0.88 \ glob a l cd f / p d f .co ar

../ data/ clus ter.dat \ file w ith data m y

1 2 0 3 \ columns for X,Y,Z, and variab le

d irect.ik \ file w ith s oft ind icator inp ut

1 2 0 34567 \ columns for X,Y,Z, and indicators

0 \ Markov-Bayes simulation (0= no,1= yes )

0.61 0.54 0.56 0.53 0.29 \ ca lib ra tion B(z) va lues

-1.0e21 1.0e21 \ trimming limits

0.0 30.0 \ minimum and maximum d ata va lue

1 0.0 \ low er tail option and parameter

1 1.0 \ middle option and parameter

1 30.0 \ upper tail option and parameter

clus ter.d at \ file w ith tab ulated values

3 0 \ columns for variable, w eig ht

0 \ deb ug g ing level: 0,1,2,3

s is im.dbg \ file for debugging output

s isim.out \ file for s imulation outp ut

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

G

eo

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A at

1 \ numb er of realizations v ai

ist G

la ic SL

bl al

50 0.5 1.0 \ nx,xmn,xs iz ea So IB

50 0.5 1.0 \ ny,ymn,ysiz tw ftw

1 1.0 10.0 \ nz,zmn,zs iz w ar

w eL

69069 \ rand om numb er seed .G

LS IB

12 \ maximum original d ata for each kriging IB

12 \ maximum p revious nod es for each krig ing .co rar

m y

1 \ maximum s oft ind icator nod es for kriging

0 \ a ssig n da ta to nod es ? (0= no,1= yes )

0 3 \ multip le g rid s earch? (0= no,1= yes ),num

0 \ maximum p er octant (0= not us ed )

20.0 20.0 20.0 \ ma ximum s ea rch ra dii

0.0 0.0 0.0 \ a ng les for s earch ellip s oid

0 2.5 \ 0= full IK, 1= med ian ap p rox. (cutoff)

0 \ 0= SK, 1= OK

1 0.15 \ One ns t, nug g et effect

1 0.85 0.0 0.0 0.0 \ it,cc,ang 1,a ng2,ang 3

10.0 10.0 10.0 \ a _hma x, a_hmin, a _vert

1 0.10 \ Tw o ns t, nug g et effect

1 0.90 0.0 0.0 0.0 \ it,cc,ang 1,a ng2,ang 3

10.0 10.0 10.0 \ a _hma x, a_hmin, a _vert

1 0.10 \ Three ns t, nug g et effect

1 0.90 0.0 0.0 0.0 \ it,cc,ang 1,a ng2,ang 3

10.0 10.0 10.0 \ a _hma x, a_hmin, a _vert

Reservoir Modeling with GSLIB

Modeling

• Petrophysical Property Simulation

• Gaussian Simulation

• Sequential Gaussian Simulation

• More Comments on the Steps in Sequential Simulation

• SGSIM Program

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Petrophysical Property

Modeling: Prerequisites

• Work within “homogeneous” lithofacies/rock-type classification a may

require a first step to model lithology

• Sequence stratigraphic framework a Zrel vertical coordinate space

• Clean data: positioned correctly, manageable outliers, grid spacing is

appropriate

• Need to understand special features and “special” data:

– trends

– production data

– seismic data

• Considerations for areal grid size:

– practical limit to the number of cells

– need to have sufficient resolution so that the upscaling is meaningful

– this resolution is required even when the wells are widely spaced

(simulation algorithms fill in the heterogeneity)

• Work with “grid nodes”. We assign a property for the entire cell knowing that

there are “sub-cell” features

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Different Petrophysical

Property Simulation

Algorithms

• Matrix Approach (LU Decomposition): not used because of the size of the

problem (an N x N matrix must be solved where N could be in the millions)

lus im

• Turning Bands: simulate the variable on 1-D lines and combine in 3-D. Not

used because of artifacts and difficulty in conditioning to local data tb3d

• Fractals: not extensively used because self-similarity is only valid for a

limited range of scales and difficulty in conditioning to local data (see Tom

Hewett)

• Annealing: becoming popular a recommended for permeability (talk about

later)

• Sequential Simulation: widely used and recommended

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Estimation versus Simulation

True Distribution Simulation

Kriging

inappropriate for flow simulation where extreme values are important, and does not

assess of global uncertainty

• Simulation reproduces histogram, honors spatial variability (variogram), a appropriate

for flow simulation, allows an assessment of uncertainty with alternative realizations

possible

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Sequential Simulation: Theory

n

• Recall the kriging estimator: Y * ( u) = ∑ λβ ⋅ Y ( uβ )

β =1

∑ λ C (u

β =1

β α

, uβ ) = C ( u, uα ) , Vuα

• The kriging system forces the covariance between the kriged estimate and the data

values to be correct: n

Cov {Y ( u ),Y ( uα )} = ∑ λ β C ( uα , uβ ) = C ( u, uα ) = C {Y ( u),Y ( uα )}

*

β =1

• Although the covariance between the estimates and the data is correct, the variance is

too small:

Var {Y * ( u )} = C (0) − σ SK

2

( u)

correct the variance without changing the covariance by adding an independent

(random) component with the correct variance:

YS ( u ) = Y * ( u ) + R ( u )

where R(u}) corrects for the missing variance.

• Covariance between kriged/simulated values is not correct:

Cov{Y * ( u ),Y * ( u' )} ≠ C {Y ( u ),Y ( u' )}

• The idea of sequential simulation is to use previously kriged/simulated values as data a

reproduce the covariance between all of the simulated values!

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Why Sequential Gaussian

Simulation? (1)

Gaussian distribution is used because it is extraordinarily straightforward to

establish conditional distributions: shape of all conditional distributions is

Gaussian (normal) and the mean and variance are given by kriging

1. Transform data to normal scores in the beginning (before variography)

2. Simulate 3-D realization in “normal space”

3. Conditional distributions are calculated by kriging to honor:

– global histogram: N(0,1)

– local data

– secondary data (seismic, production data, ...)

4. Back-transform all of the values when finished

⇒ Price of mathematical simplicity is the characteristic of maximum spatial

entropy, i.e.,

low and high values are disconnected. Not appropriate for permeability.

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Why Sequential Gaussian

Simulation? (2)

Steps in SGSIM:

1. Transform data to “normal space”

2. Establish grid network and coordinate system (Zrel-space)

3. Decide whether to assign data to the nearest grid node or keep separate

4. Determine a random path through all of the grid nodes

(a) search for nearby data and previously simulated grid nodes

(b) construct the conditional distribution by kriging

(c) draw simulated value from conditional distribution

5. Back transform and check results

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Normal Scores Transformation

“graphical” one-to-one (rank preserving) transform

Cumulative Frequency

Frequency

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Transformation to/from

Normal Space

• Declustering weights are necessary

• Use “global” transformation table for small-area or cross-sectional models a

there may be too few data in the area of interest

• “Tail” options:

– typically simulate the property at many more grid nodes than there are

data a expect higher values than observed in the data (and lower).

– almost always a linear interpolation to user-defined minimum and

maximum values is acceptable

– can account for skewness in the upper tail with a hyperbolic model

5.0

1.0

λ

Fω ,λ ( z ) = 1 − , ω ≥1

zω

F(zk)

zk Z variable

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Establish Data and Grid Network

• Work within “homogeneous” lithofacies/rock-type classification a may

require a first step to model lithology

• Zrel vertical coordinate space

• Clean data: positioned correctly, manageable outliers, grid spacing is

appropriate

• Considerations for areal grid size:

– practical limit to the number of cells

– need to have sufficient resolution so that the upscaling is meaningful

– this resolution is required even when the wells are widely spaced

(simulation algorithms fill in the heterogeneity)

• Work with “grid nodes”. We assign a property for the entire cell knowing that

there are “sub-cell” features

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Search: Two-Part or Assign

Data to Grid Nodes

Two-Part?

• search for previously simulated nodes and then original data in two steps a then treat

the same when constructing the conditional distribution

• honor the data at their locations even if they can not be seen in the final model

• necessary for cross-sectional or small-area models

Assign Data to Grid Nodes:

• explicitly honor data - data values will appear in final 3-D model

• improves the CPU speed of the algorithm: searching for previously simulated nodes and

original data is accomplished in one step

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Multiple Grid Concept

• As the sequential simulation proceeds (fine grid) only the close samples will be used

• Variogram reproduction can be poor, especially if the variogram range is large with

respect to the grid node spacing

• Multiple grid concept: simulate a coarse grid first and then refine one or more times

• Searching for data is more complicated:

– two-part search at coarse levels

– perhaps relocate to nearest fine grid node first (unless a two-part is used at the finest level)

• A number of implementation considerations

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Number of Data to Consider

Reasons for more:

• theoretically better

• more accurate estimate of the conditional mean and variance

• better reproduction of the variogram

Reasons for less:

• CPU time is proportional to N3

• memory requirements proportional to N2

• negative weights are commonly encountered when data are screened

• using fewer data places less emphasis on the assumption of stationarity

So, choose between 12 to 48 depending on:

• 2-D versus 3-D

• range of variogram relative to grid node spacing

• CPU time restrictions

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Type of Kriging

• Simple Kriging (SK):

m *SK = ∑ λi ⋅ z ( ui ) + 1 − ∑ λi ⋅ m global

n n

i =1

i =1

n

*

mOK = ∑ λi ⋅ z ( ui )

i =1

• Other Types:

– Universal Kriging (UK) a accounts for simple trends

– External Drift a accounts for more complex trends

– Locally Varying Mean a accounts for secondary information

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Detailed Steps in SGSIM

1. Transform data to “normal space”

2. Establish grid network and coordinate system (Zrel-space)

3. Assign data to the nearest grid node (take the closest of multiple data assigned

to the same node)

4. Determine a random path through all of the grid nodes

(a) find nearby data and previously simulated grid nodes

(b) construct the conditional distribution by kriging

(c) draw simulated value from conditional distribution

5. Check results

(a) honor data?

(b) honor histogram: N(0,1) - standard normal with a mean of zero and a

variance of one?

(c) honor variogram?

(d) honor concept of geology?

6. Back transform

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

G

eo

s t

a

va tist

A

G

ila ic SL

al

SGSIM Program (1) bl

ea

tw

w

w

So IB

ftw

a

Parameters for SGSIM .G re

LS LI

******************** IB B

.co rar

START OF PARAMETERS: m y

../data/cluster.dat \ file with data

1 2 0 3 5 0 \ columns for X,Y,Z,vr,wt,sec.var.

-1.0 1.0e21 \ trimming limits

1 \ transform the data (0=no, 1=yes)

sgsim.trn \ file for output trans table

0 \ consider ref. dist (0=no, 1=yes)

histsmth.out \ file with ref. dist distribution

1 2 \ columns for vr and wt

0.0 15.0 \ zmin,zmax(tail extrapolation)

1 0.0 \ lower tail option, parameter

1 15.0 \ upper tail option, parameter

1 \ debugging level: 0,1,2,3

sgsim.dbg \ file for debugging output

sgsim.out

5

\ file for simulation output

\ number of realizations to generate

...

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

G

eo

s t

a

va tist

A

G

ila ic SL

bl al

ea So IB

SGSIM Program (2) tw

w

w

ftw

.G re

a

LS LI

50 0.5 1.0 \ nx,xmn,xsiz IB B

50 0.5 1.0 \ ny,ymn,ysiz .co rar

m y

1 0.5 1.0 \ nz,zmn,zsiz

69069 \ random number seed

0 8 \ min and max original data for sim

12 \ number of simulated nodes to use

1 \ assign data to nodes (0=no, 1=yes)

1 3 \ multiple grid search (0=no, 1=yes),num

0 \ maximum data per octant (0=not used)

10.0 10.0 10.0 \ maximum search radii (hmax,hmin,vert)

0.0 0.0 0.0 \ angles for search ellipsoid

4 0.60 \ ktype: 0=SK,1=OK,2=LVM,3=EXDR,4=COLC

../data/ydata.dat \ file with LVM, EXDR, or COLC variable

4 \ column for secondary variable

1 0.1 \ nst, nugget effect

1 0.9 0.0 0.0 0.0 \ it,cc,ang1,ang2,ang3

10.0 10.0 10.0 \ a_hmax, a_hmin, a_vert

Reservoir Modeling with GSLIB

• Sequential Approach to Reservoir Modeling

• Question / Answer Time

• A Small Example

• Glimpses of Case Studies

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Reservoir Modeling

Establish Stratigraphic Layering / Coordinates

Modeling Modeling

Repeat for Multiple Realizations

Porosity Modeling

Model Uses

1. Volumetric / Mapping

2. Assess Connectivity

3. Scale-Up for Flow Simulation

4. Place Wells / Process Design

Permeability Modeling

Main geostatistical modeling flow chart: the structure and stratigraphy of each reservoir

layer must be established, the lithofacies modeled within each layer, and then porosity and

permeability modeled within each lithofacies.

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Introductory Example

Existing Vertical Well

Top of Reservoir

• Fashioned after a real problem and the geological data is based on outcrop observations

• A horizontal well is to be drilled from a vertical well to produce from a relatively thin oil

column.

• The goal is to construct a numerical model of porosity and permeability to predict the

performance of horizontal well including (1) oil production, (2) gas coning, and (3)

water coning.

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Introductory Example -

Petrophysical Data

•Lithofacies 1

10,000 •Lithofacies 2

•Lithofacies 3

Permeability, md

Perm. of variation ratio

0 Coal and Shale 1 md 0.00 0.1

1 Incised Valley Fill Sandstone 1500 md 1.00 1.0

2 Channel Fill Sandstone 500 md 1.50 0.1

3 Lower Shoreface Sandstone 1000 md 0.75 0.8

10

0 0.4

Porosity

average permeability divided by the standard deviation, Kv is the vertical permeability,

and Kh is the horizontal permeability.

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Flow Simulation

Gridding for flow simulation. For numerical efficiency, the vertical gridding is

aligned with the gas-oil fluid contact and the oil-water fluid contact. The black

dots illustrate the location of the proposed horizontal well completions.

Representative three-phase fluid properties and rock properties such as

compressibility have been considered. It would be possible to consider these

properties as unknown and build that uncertainty into modeling; however, in this

introductory example they have been fixed with no uncertainty.

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Simple Geologic Models

Layercake Model Gaussian Simulation Model

Smooth Model

projection model, (b) a smooth inverse distance model, and (c) a simple Gaussian

simulation.

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Simple Geologic Models:

Flow Results

1000

Oil Production Ratio (m3/day)

1.0

1600

Water Cut

Time (days) Time (days) Time (days)

Flow results: layercake model - solid line; smooth model - long dashes; simple

geostats model -- short dashes.

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Better Geologic Model

(a) Geostatistical Model (b) Geostatistical Model - Flow Grid

The first geostatistical realization shown on the geological grid and the flow

simulation grid

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Multiple Realizations

01 06 11 16

02 07 12 17

03 08 13 18

04 09 14 19

05 10 15 20

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Geologic Models - Flow Results

10,000 1.0 2000

Oil Production

Water Cut

m3/day

0 3000 0 0 3000

3000

Time, days Time, days Time, days

Flow results from 20 geostatistical realizations (solid gray lines) with simple

model results superimposed

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Uncertainty

Cumulative Oil Production at 1000 Days Time of Water Break Through

first sgsim smooth

smooth

layercake

Frequency

Frequency

The cumulative oil production after 1000 days and the time to water breakthrough.

Note the axis on the two plots. There is a significant difference between the

simple models and the results of geostatistical modeling (the histograms).

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Major Arabian Carbonate

Reservoir

• GOSP 2 & 7 Area study commissioned by Zone Porosity % Layer

Saudi Aramco

• SPE29869 paper Integrated Reservoir

Modeling of a Major Arabian Carbonate 3A

Reservoir by J.P. Benkendorfer, C.V. Deutsch,

P.D. LaCroix, L.H. Landis, Y.A. Al-Askar,

A.A. Al-AbdulKarim, and J. Cole

• Oil production from wells on a one-kilometer 3B

spacing with flank water injection. There has

been significant production and injection

during the last 20 years 3A

• This has had rapid and erratic water movement

uncharacteristic of the rest of the field a

reason for building a new geological and flow 3B

simulation models

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Modeling Process

Matrix Large-Scale

Lithology Porosity

Permeability Permeability

• Novel aspect was modeling permeability as the sum of a matrix permeability

and a large-scale permeability

– fractures

– vuggy and leached zones

– bias due to core recovery

• Typical modeling procedure that could be applied to other carbonates and to

clastic reservoirs

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Indicator Simulation of

Lithology

Vertical Indicator Variogram: Layer 8 Horizontal Indicator Variogram: Layer 8

120 degrees

0.25 0.25

30 degrees

γ γ

0 0.8 0 100

Distance Distance

Limestone N

Dolomite

1 km

(SISIM) on a by-layer basis

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Gaussian Simulation of

•

Porosity

Variogram model for porosity in limestone:

Vertical Porosity Variogram Horizontal Porosity Variogram

Layer 8 (Limestone) Layer 8 (Limestone)

0.8

Variogram

Variogram

20 degrees

0 0

0 0.8 0 10,000

Distance (m) Distance (m)

• Variogram model for porosity in dolomite:

Vertical Porosity Variogram Horizontal Porosity Variogram

Layer 8 (Limestone) Layer 8 (Limestone)

110 degrees

0.8 Variogram 1.0

Variogram

20 degrees

0 0

0 0.8 0 10,000

Distance (m) Distance (m)

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Gaussian Simulation of

Porosity

Porosity models for limestone and dolomite were built on a by-layer basis with

SGSIM and then put together according to the layer and lithology template

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Indicator Simulation of

Matrix Permeability

Group 1 - Limestone Vertical Matrix k Variogram Layer 5 (Limestone)

2.0

Means: Correlation: Linear Transform:

Porosity = 21.57 Pearson = 0.73 Slope = 0.129

Variogram

Permeability = 295.7 Spearman = 0.70 Intercept = -1.224

10,000

Permeability (md)

0

0 1.0

Stratigraphic Distance (m)

Horizontall Matrix k Variogram Layer 5 (Limestone)

2.0 20 degrees

110 degrees

0.01 Variogram

0

40

Porosity (%) 0

0 12000

Stratigraphic Distance (m)

Numbers above x-axis are porosity class percentages

Numbers at corners are porosity/permeability class percentages

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Gaussian Simulation of

Large-Scale Permeability

Vertical Large Scale Variogram Layer 5 Horizontal Large Scale Variogram Layer 5

2.0 2.0

isotropic

Variogram

Variogram

0 0

0 1.0 0 12000

Stratigraphic Distance Stratigraphic Distance

• Well test-derived permeability at each well location yields a K•htotal

• Subtraction yields a K•hlarge

• Vertical distribution of K•hlarge scale on a foot-by-foot basis is done by

considering multiple CFM data

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Gaussian Simulation of

Large-Scale Permeability

• Matrix permeability and large-scale permeability models were added together

to yield a geological model of permeability

• A calibrated power average was considered to scale the geological model to

the resolution for flow simulation

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Flow Simulation: First

History Match

3400

Datum Pressure (psi)

1600

100

Water Cut (%)

0

1975 1980 1985 1990 1994

1940 1995

Year

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Flow Simulation: Fourth

History Match

3400

Datum Pressure (psi)

1600

100

Water Cut (%)

0

1975 1980 1985 1990 1994

1940 1995

Year

Reservoir Modeling with GSLIB

Permeability Modeling

• Review Conventional Techniques

• Sequential Indicator Simulation

• Examples

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Indicator Coding of Data

• local hard indicator data i(uα;z) originating from local hard data z(uα):

≤z, = 0 if not

i(uα;z) = 1 if z(uα )≤

• local hard indicator data j(uα;z) originating from ancillary information that

∈(a α,b α],

provides hard inequality constraints on the local value z(uα). If z(uα)∈

then:

0 if z ≤ a α

j(uα;z) = undefined (missing) if z∈(a α,b α]

1 if z > b α

• local soft indicator data y(uα;z) originating from ancillary information providing

prior (pre-posterior) probabilities about the value z(uα ):

y(uα;z) = Prob {Z(uα) ≤ z | local information}

∈[0,1], and ≠ F(z) : global prior as defined hereafter

• global prior information common to all locations u within the stationary area A:

F(z) = Prob{Z(u) ≤ z}, ∀ u ∈ A

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Indicator Kriging (IK)

Example Data

1.0

Cumulative Frequency

Frequency

0

0 12.0 0 12.0

Variable

• Build a local cdf conditional to surrounding data

• Can compute any of the following:

– E-type estimate (local conditional mean)

– Probability to exceed a threshold z

– z-value of any probability

– probability intervals

– truncated statistics

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Markov Bayes Model (1)

The IK process can be seen as a Bayesian updating of the local prior cdf into a

posterior cdf using information supplied by neighboring local prior cdf's

n n'

[Pr ob{ Z ( u) ≤ z | ( n + n' )}]*IK = λ0 ( u )F ( z ) + ∑ λα ( u; z )i ( uα ; z ) + ∑υα ' ( u; z ) y( u'α ; z )

α =1 α ' =1

The λα(u;z)’s are the weights attached to the n neighboring hard indicator data, the

να(u;z)’s

are the weights attached to the n´ neighboring soft indicator data, and λo is the

weight attributed to the global prior cdf. To ensure unbiasedness, λo is usually set

to:

n n'

λ ( u) = 1 − ∑ λ ( u; z ) − ∑υ ( u; z )

0 α α'

α =1 α '= 1

types: the hard i and j indicator data and the soft y-prior probabilities.

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Markov Bayes Model (2)

The Markov-Bayes model is a model whereby the matrix of covariances is given

by the following model.

C IY ( h; z ) = B( z )C I ( h; z ) , V h

CY ( h; z ) = B 2 ( z )C I ( h; z ) , V h > 0

= B( z ) C I ( h; z ) , h = 0

The coefficients B(z) are obtained from calibration of the soft y-data to the hard z-

data; more precisely:

B ( z ) = m (1 ) ( z ) − m ( 0 ) ( z ) ∈ [−1,+1]

with:

m ( 1) ( z ) = E { y( u; z ) | I ( u; z ) = 1}

m ( 0 ) ( z ) = E { y( u; z ) | I ( u; z ) = 0}

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Order Relations Corrections

(no data in class z6 and z7)

1 1

0 0

Zmin z1 z2 z3 z4 z5 z6 z7 z8 zmax Zmin z1 z2 z3 z4 z5 z6 z7 z8 zmax

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Parameters for SISIM m y

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START OF PARAMETERS:

1 \ 1=continuous(cdf), 0=categorical(pdf)

5 \ number thresholds/categories

0.5 1.0 2.5 5.0 10.0 \ thresholds / categories

0.12 0.29 0.50 0.74 0.88 \ global cdf / pdf

../data/cluster.dat \ file with data

1 2 0 3 \ columns for X,Y,Z, and variable

direct.ik \ file with soft indicator input

1 2 0 34567 \ columns for X,Y,Z, and indicators

0 \ Markov-Bayes simulation (0=no,1=yes)

0.61 0.54 0.56 0.53 0.29 \ calibration B(z) values

-1.0e21 1.0e21 \ trimming limits

0.0 30.0 \ minimum and maximum data value ...

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

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1 0.0 \ lower tail option and parameter m y

1 1.0 \ middle option and parameter

1 30.0 \ upper tail option and parameter

cluster.dat \ file with tabulated values

3 0 \ columns for variable, weight

0 \ debugging level: 0,1,2,3

sisim.dbg \ file for debugging output

sisim.out \ file for simulation output

1 \ number of realizations

50 0.5 1.0 \ nx,xmn,xsiz

50 0.5 1.0 \ ny,ymn,ysiz

1 1.0 10.0 \ nz,zmn,zsiz

69069 \ random number seed

12 \ maximum original data for each kriging

12 \ maximum previous nodes for each kriging ...

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

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12 \ maximum previous nodes for each kriging m y

1 \ maximum soft indicator nodes for kriging

1 \ assign data to nodes? (0=no,1=yes)

0 3 \ multiple grid search? (0=no,1=yes),num

0 \ maximum per octant (0=not used)

20.0 20.0 20.0 \ maximum search radii

0.0 0.0 0.0 \ angles for search ellipsoid

0 2.5 \ 0=full IK, 1=median approx. (cutoff)

0 \ 0=SK, 1=OK

1 0.15 \ One nst, nugget effect

1 0.85 0.0 0.0 0.0 \ it,cc,ang1,ang2,ang3

10.0 10.0 10.0 \ a_hmax, a_hmin, a_vert

1 0.10 \ Two nst, nugget effecT

Reservoir Modeling with GSLIB

Integration

• Discuss the Problem of Permeability Prediction

• Present Annealing Cosimulation

• More Details on Simulated Annealing

• Examples

• SASIM program

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Regression-Type Deterministic

Approaches

1000 Calibration Data

Approaches: Deterministic

Answer

Permeability (md)

• linear regression - 105 md

• quadratic, cubic, ... regression

• porosity class average or conditional averages

Characteristics:

• smooth out low and high values

Known Porosity Value

• does not capture uncertainty 1

0.0 30.0

• transformed permeability have incorrect spatial variability Porosity (%)

Considerations:

• extreme high and low values have the most impact on fluid flow

• spatial correlation (connectivity) is very important fewer “hard” permeability

K data than porosity φ

• K is correlated with porosity φ

• build φ model first then K model (exhaustive secondary variable)

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Stochastic Approaches

1000 Calibration Data

Conditional

Deterministic Distribution

Answer

Permeability (md)

- 105 md

1

0.0 30.0

Porosity (%)

Approaches:

• stochastic simulation from porosity classes

• Markov-Bayes (implemented as a sequential simulation algorithm)

• collocated cosimulation (Gaussian)

Characteristics:

• can extract a single expected value (for looking at trends)

• calculate probability intervals (90% interval: 44-210 md)

• ⇒ DRAW SIMULATED VALUES

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Annealing Techniques to Account

for a Secondary Variable

What is Annealing?

Annealing, or more properly simulated annealing, is an optimization algorithm

based on an

analogy with the physical process of annealing.

• Treat O as an energy function

• Cool an initial realization:

– perturb system to simulate thermal agitation

– always accept swaps that lower O

– sometimes accept swaps that increase O

– cool slowly ⇒ find a minimum energy solution

What is Cosimulation?

Cosimulation is the act of generating a numerical model of one variable that is

conditional to

the results of another variable, for example,

• model permeability conditional to porosity

• model porosity conditional to log data

• simulate multiple variables sequentially

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Simulated Annealing

• Simulated annealing is a solution method in the field of combinatorial

optimization based on an analogy with the physical process of annealing.

Solving a combinatorial optimization problem amounts to finding the ‘best’ or

‘optimal’ solution among a finite or countable infinite number of alternative

solutions.

• Introduced in the early 1980's by Kirkpatrick, Gelatt & Vecchi [1992;1983]

and independently Cerny [1985]

• “Simulating the annealing process” dates back to 1953 and the work of

Metropolis, Rosenbluth, Rosenbluth, Teller & Teller

• Applications in Spatial Statistics:

– Geman and Geman, 1984

– Farmer, 1989

– Others, 1990-present

• In the application of annealing there is no explicit random function model,

rather, the creation of a simulated realization is formulated as an optimization

problem to be solved with a stochastic relaxation or “annealing” technique.

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Application of Simulated

Annealing

Prerequisites to apply simulated annealing as a numerical optimization technique:

• description of the system

• quantitative objective (energy) function

• random generator of moves or rearrangements

• an annealing schedule of the temperatures and the lengths of time to let the

system evolve at each temperature

Some example applications:

• studying the behavior of materials such as crystals, magnetic alloys, and spin

glasses

• travelling salesman-type problems

• routing of garbage collection trucks

• wiring layout of computers and circuit layout on computer chips

• assisting with seismic inversion

• geostatistics

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Steps in Annealing-Based

Simulation

1. Establish an initial guess that honors the well data

Assign a K value to each cell by drawing from the conditional distribution of K

given the cell’s φ

2. Calculate the initial objective function

Numerical measure of mismatch between the desired variogram and the one of

the initial guess

3. Consider a change to a cell’s permeability

Randomly choose a non-data cell and then consider a new K from the

conditional distribution of K given the cell’s φ

4. Evaluate new objective function

• better? - accept change

• worse? - reject change

5. Is objective function close enough to zero?

• yes - done

• no - go to 3

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

An Example

nh

O = ∑ [γ Z* ( hi ) − γ Z ( hi )]2

i =1

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

The Objective Function

Honor the Porosity/Permeability Cross-plot:

10,000

nφ nk

Oc = ∑ ∑ [ f (φ i , K j )calibration − f (φ i , K j )realization ]2

Permeability

i =0 j =0

0.0 0.2

Permeability Variogram Model Porosity

2.0

Variogram

n

Oc = ∑ [γ imod el − γ irealization ]2

i =1

0.0

0.0 40.0

Distance (m)

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Porosity Profile

A Simple Example

35

0

3.0

2.0

Variogram

Log10 KH

1.0

-2.0 0.0

0.0 40.0 0.0 40.0

Porosity Distance (m)

• Need an objective function for ACS

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

A Simple Example: Results

Porosity Profile Permeability Profile

-2.0

3.0

35

0

Calibration Data

Down Well Semivariogram:

model and simulated

3.0

Variogram

2.0

Log10 KH

1.0

0.0

0.0 40.0

-2.0 Distance (m)

0.0

Porosity

40.0

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Weighting Different Constraints

• The weights νc allow equalizing the contributions of each component in the

n

global objective function O = ∑ν ⋅ O c c

c =1

absolute value of its component objective function:

1

νc = , c = 1,..., C

∆Oc

• ∆Oc is numerically approximated by:

1 M (m)

∆Oc = ∑

M m =1

| Oc − Oc | , c = 1,..., C

1.0

Object Function Values

mean

1 C variance

(0) ∑ c

O= ⋅ ν ⋅ Oc smoothness

O c =1

quantiles

0.0

0.0 50,000

Number of Perturbance

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Scale and Precision of

Seismic Data

Φ 30-70 ft.

75-150 ft.

Seismic Attributes

seismic data (areal resolution is comparable)

• Seismic attribute (impedance, integrated energy, ...) does not precisely inform

the vertical average of porosity

• May also imprecisely inform the relative proportion of specific rock types

• Very valuable information due to the near exhaustive coverage

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Annealing Approach

• Consider the annealing procedure:

1. Establish an initial realization that honors the well data

2. Calculate the initial objective function

3. Consider a change to a cell's permeability

4. Evaluate new objective function (better? - accept change; worse? - reject

change)

5. Is objective function close enough to zero? (yes - done; no - go to 3)

• Add component objective function(s) that capture the correlation with between

vertical averages of the porosity (rock type proportion) and the seismic

attribute

nφ nk

Oc = ∑ ∑ [ f (φ i , K j )calibration − f (φ i , K j )realization ]2

i =0 j =0

Oc = [ ρ calibration − ρ realization ]2

• Where ρ is defined between the vertically averaged porosity and the seismic

attribute, S is the seismic average, and P is the vertically averaged porosity

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Application from West Texas

• West Texas Permian Basin (data provided to SCRF for technique development)

• 74 wells in the area (50 within the area covered by the 3-D seismic survey)

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Seismic Attribute Data

Seismic Attribute

130

25000

20000

15000

North

10000

5000

0.0

0.0

0.0 East 130

• Significant areal variation

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Seismic Attribute Data

0.06

Frequency

0.00

0. 25000

Seismic Attribute

• spike of zero values

• relatively low coefficient of variation

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

13.0

Calibration Data

Porosity

ρ = 0.54

3.0

0 25000

Seismic Attribute

• Positive correlation between the vertically averaged porosity and seismic

attribute

• Linear correlation coefficient of 0.54 is typical

• Calibration covers the range of seismic values (this can be a significant

problem when there are few wells)

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Porosity Histogram Porosity

0.10

Frequency

0.0

0.0 25.0

Porosity

• Greater variance than 2-D vertical average (as expected)

• Declustering and perhaps smoothing should be considered to get representative

histogram

• 3-D models will, within ergodic fluctuations, replicate this histogram.

Consider a resampling procedure to assess uncertainty in porosity histogram

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Porosity Variogram

Vertical Variogram Horizontal Variogram

1.0 1.0

Variogram

Variogram

spherical 0.4 1.1 spherical 0.4 500

spherical 0.6 15 spherical 0.6 4000

0.0 0.0

0.0 20.0 0.0 20.0

Distance Distance

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

3-D Porosity Modeling

• Annealing-based simulation constrained to:

– local well data

– 99 evenly spaced quantiles of the porosity histogram

– 50 variogram lags

– correlation coefficient of 0.54 between the vertically averaged porosity

and the seismic attribute

• Can create multiple realizations

• Show one for illustration

• Cross plot from model

Seismic Energy

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Horizontal Slices

Slice 30 (near top) Slice 10 (near bottom)

130 130 20.0

15.0

North

North

10.0

5.00

0.0

0.0 0.0

0.0 East 130 0.0 East 130

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Vertical Average

130 130

20.0 25000

20000

16.0

North

North

15000

10.0

10000

6.0

5000

0.0 East 130 0.0 East 130

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Cross Sections

J-Slice 25 J-Slice 75

40.0 40.0

Vertical

Vertical

0.0 0.0 20.0

0.0 East 130 0.0 East 130

15.0

10.0

5.0

J-Slice 60 J-Slice 100 0.0

40.0 40.0

Vertical

Vertical

0.0 0.0

0.0 East 130 0.0 East 130

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

Permeability Modeling /

Annealing

• Simulated annealing:

– honors local data

– accounts for histogram, variogram, and cross plot

– allows the integration of other types of data, e.g., seismic, welltests,

production history, ...

– solves problems that are intractable with alternative better

– understood methodologies

– easy to explain

– not multiGaussian

– requires some tradecraft in its implementation to achieve acceptable CPU

times and to avoid artifacts

– not as elegant as other methodologies

• SASIM program in GSLIB 2.0

• Covariate, continuity of extremes, non-linear averaging, ...

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

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Simulated Annealing Based Simulation m y

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START OF PARAMETERS:

1 1 1 0 0 \ components: hist,varg,ivar,corr,cpdf

1 1 1 1 1 \ weight: hist,varg,ivar,corr,cpdf

1 \ 0=no transform, 1=log transform

1 \ number of realizations

50 0.5 1.0 \ grid definition: nx,xmn,xsiz

50 0.5 1.0 \ ny,ymn,ysiz

1 0.5 1.0 \ nz,zmn,zsiz

69069 \ random number seed

4 \ debugging level

sasim.dbg \ file for debugging output

sasim.out \ file for simulation output

1 \ schedule (0=automatic,1=set below)

...

Cent r e f or Comput at i onal Geos t at i s t i c s - Uni v er s i t y of Al ber t a - Edmont on, Al ber t a - Canada

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0.0 0.05 10 3 5 0.001 \ schedule: t0,redfac,ka,k,num,Omin m y

10.0 \ maximum number of perturbations

0.1 \ reporting interval

0 \ conditioning data:(0=no, 1=yes)

../data/cluster.dat \ file with data

1 2 0 3 \ columns: x,y,z,attribute

-1.0e21 1.0e21 \ trimming limits

1 \ file with histogram:(0=no, 1=yes)

../data/cluster.dat \ file with histogram

3 5 \ column for value and weight

99 \ number of quantiles for obj. func.

1 \ number of indicator variograms

2.78 \ indicator thresholds

../data/seisdat.dat \ file with gridded secondary data

1 \ column number

...

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1 \ vertical average (0=no, 1=yes) m y

0.60 \ correlation coefficient

../data/cal.dat \ file with paired data

2 1 0 \ columns for primary, secondary, wt

-0.5 100.0 \ minimum and maximum

5 \ number of primary thresholds

5 \ number of secondary thresholds

51 \ Variograms: number of lags

1 \ standardize sill (0=no,1=yes)

1 0.1 \ nst, nugget effect

1 0.9 0.0 0.0 0.0 \ it,cc,ang1,ang2,ang3

10.0 10.0 10.0 \ a_hmax, a_hmin, a_vert

1 0.1 \ nst, nugget effect

1 0.9 0.0 0.0 0.0 \ it,cc,ang1,ang2,ang3

10.0 10.0 10.0 \ a_hmax, a_hmin, a_vert

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