共查询到20条相似文献，搜索用时 31 毫秒
1.
A Bayesian linear inversion methodology based on Gaussian mixture models and its application to geophysical inverse problems are presented in this paper. The proposed inverse method is based on a Bayesian approach under the assumptions of a Gaussian mixture random field for the prior model and a Gaussian linear likelihood function. The model for the latent discrete variable is defined to be a stationary first-order Markov chain. In this approach, a recursive exact solution to an approximation of the posterior distribution of the inverse problem is proposed. A Markov chain Monte Carlo algorithm can be used to efficiently simulate realizations from the correct posterior model. Two inversion studies based on real well log data are presented, and the main results are the posterior distributions of the reservoir properties of interest, the corresponding predictions and prediction intervals, and a set of conditional realizations. The first application is a seismic inversion study for the prediction of lithological facies, P- and S-impedance, where an improvement of 30% in the root-mean-square error of the predictions compared to the traditional Gaussian inversion is obtained. The second application is a rock physics inversion study for the prediction of lithological facies, porosity, and clay volume, where predictions slightly improve compared to the Gaussian inversion approach. 相似文献
2.
Based on the algorithm for gradual deformation of Gaussian stochastic models, we propose, in this paper, an extension of this method to gradually deforming realizations generated by sequential, not necessarily Gaussian, simulation. As in the Gaussian case, gradual deformation of a sequential simulation preserves spatial variability of the stochastic model and yields in general a regular objective function that can be minimized by an efficient optimization algorithm (e.g., a gradient-based algorithm). Furthermore, we discuss the local gradual deformation and the gradual deformation with respect to the structural parameters (mean, variance, and variogram range, etc.) of realizations generated by sequential simulation. Local gradual deformation may significantly improve calibration speed in the case where observations are scattered in different zones of a field. Gradual deformation with respect to structural parameters is necessary when these parameters cannot be inferred a priori and need to be determined using an inverse procedure. A synthetic example inspired from a real oil field is presented to illustrate different aspects of this approach. Results from this case study demonstrate the efficiency of the gradual deformation approach for constraining facies models generated by sequential indicator simulation. They also show the potential applicability of the proposed approach to complex real cases. 相似文献
3.
Simulating Large Gaussian Random Vectors Subject to Inequality Constraints by Gibbs Sampling 总被引：4，自引：2，他引：2
The Gibbs sampler is an iterative algorithm used to simulate Gaussian random vectors subject to inequality constraints. This algorithm relies on the fact that the distribution of a vector component conditioned by the other components is Gaussian, the mean and variance of which are obtained by solving a kriging system. If the number of components is large, kriging is usually applied with a moving search neighborhood, but this practice can make the simulated vector not reproduce the target correlation matrix. To avoid these problems, variations of the Gibbs sampler are presented. The conditioning to inequality constraints on the vector components can be achieved by simulated annealing or by restricting the transition matrix of the iterative algorithm. Numerical experiments indicate that both approaches provide realizations that reproduce the correlation matrix of the Gaussian random vector, but some conditioning constraints may not be satisfied when using simulated annealing. On the contrary, the restriction of the transition matrix manages to satisfy all the constraints, although at the cost of a large number of iterations. 相似文献
4.
Seismic inverse modeling, which transforms appropriately processed geophysical data into the physical properties of the Earth, is an essential process for reservoir characterization. This paper proposes a work flow based on a Markov chain Monte Carlo method consistent with geology, well-logs, seismic data, and rock-physics information. It uses direct sampling as a multiple-point geostatistical method for generating realizations from the prior distribution, and Metropolis sampling with adaptive spatial resampling to perform an approximate sampling from the posterior distribution, conditioned to the geophysical data. Because it can assess important uncertainties, sampling is a more general approach than just finding the most likely model. However, since rejection sampling requires a large number of evaluations for generating the posterior distribution, it is inefficient and not suitable for reservoir modeling. Metropolis sampling is able to perform an equivalent sampling by forming a Markov chain. The iterative spatial resampling algorithm perturbs realizations of a spatially dependent variable, while preserving its spatial structure by conditioning to subset points. However, in most practical applications, when the subset conditioning points are selected at random, it can get stuck for a very long time in a non-optimal local minimum. In this paper it is demonstrated that adaptive subset sampling improves the efficiency of iterative spatial resampling. Depending on the acceptance/rejection criteria, it is possible to obtain a chain of geostatistical realizations aimed at characterizing the posterior distribution with Metropolis sampling. The validity and applicability of the proposed method are illustrated by results for seismic lithofacies inversion on the Stanford VI synthetic test sets. 相似文献
5.
6.
A Frequency Matching Method: Solving Inverse Problems by Use of Geologically Realistic Prior Information 总被引：1，自引：1，他引：0
Katrine Lange Jan Frydendall Knud Skou Cordua Thomas Mejer Hansen Yulia Melnikova Klaus Mosegaard 《Mathematical Geosciences》2012,44(7):783-803
The frequency matching method defines a closed form expression for a complex prior that quantifies the higher order statistics of a proposed solution model to an inverse problem. While existing solution methods to inverse problems are capable of sampling the solution space while taking into account arbitrarily complex a priori information defined by sample algorithms, it is not possible to directly compute the maximum a posteriori model, as the prior probability of a solution model cannot be expressed. We demonstrate how the frequency matching method enables us to compute the maximum a posteriori solution model to an inverse problem by using a priori information based on multiple point statistics learned from training images. We demonstrate the applicability of the suggested method on a synthetic tomographic crosshole inverse problem. 相似文献
7.
Building of models in the Earth Sciences often requires the solution of an inverse problem: some unknown model parameters need to be calibrated with actual measurements. In most cases, the set of measurements cannot completely and uniquely determine the model parameters; hence multiple models can describe the same data set. Bayesian inverse theory provides a framework for solving this problem. Bayesian methods rely on the fact that the conditional probability of the model parameters given the data (the posterior) is proportional to the likelihood of observing the data and a prior belief expressed as a prior distribution of the model parameters. In case the prior distribution is not Gaussian and the relation between data and parameters (forward model) is strongly non-linear, one has to resort to iterative samplers, often Markov chain Monte Carlo methods, for generating samples that fit the data likelihood and reflect the prior model statistics. While theoretically sound, such methods can be slow to converge, and are often impractical when the forward model is CPU demanding. In this paper, we propose a new sampling method that allows to sample from a variety of priors and condition model parameters to a variety of data types. The method does not rely on the traditional Bayesian decomposition of posterior into likelihood and prior, instead it uses so-called pre-posterior distributions, i.e. the probability of the model parameters given some subset of the data. The use of pre-posterior allows to decompose the data into so-called, “easy data” (or linear data) and “difficult data” (or nonlinear data). The method relies on fast non-iterative sequential simulation to generate model realizations. The difficult data is matched by perturbing an initial realization using a perturbation mechanism termed “probability perturbation.” The probability perturbation method moves the initial guess closer to matching the difficult data, while maintaining the prior model statistics and the conditioning to the linear data. Several examples are used to illustrate the properties of this method. 相似文献
8.
Comparing the Gradual Deformation with the Probability Perturbation Method for Solving Inverse Problems 总被引：1，自引：0，他引：1
Jef Caers 《Mathematical Geology》2007,39(1):27-52
Inverse problems are ubiquitous in the Earth Sciences. Many such problems are ill-posed in the sense that multiple solutions
can be found that match the data to be inverted. To impose restrictions on these solutions, a prior distribution of the model
parameters is required. In a spatial context this prior model can be as simple as a Multi-Gaussian law with prior covariance
matrix, or could come in the form of a complex training image describing the prior statistics of the model parameters. In
this paper, two methods for generating inverse solutions constrained to such prior model are compared. The gradual deformation
method treats the problem of finding inverse solution as an optimization problem. Using a perturbation mechanism, the gradual
deformation method searches (optimizes) in the prior model space for those solutions that match the data to be inverted. The
perturbation mechanism guarantees that the prior model statistics are honored. However, it is shown with a simple example
that this perturbation method does not necessarily draw accurately samples from a given posterior distribution when the inverse
problem is framed within a Bayesian context. On the other hand, the probability perturbation method approaches the inverse
problem as a data integration problem. This method explicitly deals with the problem of combining prior probabilities with
pre-posterior probabilities derived from the data. It is shown that the sampling properties of the probability perturbation
method approach the accuracy of well-known Markov chain Monte Carlo samplers such as the rejection sampler. The paper uses
simple examples to illustrate the clear differences between these two methods 相似文献
9.
Xavier Emery 《Mathematical Geosciences》2008,40(1):83-99
This paper presents random field models with Gaussian or gamma univariate distributions and isofactorial bivariate distributions,
constructed by composing two independent random fields: a directing function with stationary Gaussian increments and a stationary
coding process with bivariate Gaussian or gamma distributions. Two variations are proposed, by considering a multivariate
directing function and a coding process with a separable covariance, or by including drift components in the directing function.
Iterative algorithms based on the Gibbs sampler allow one to condition the realizations of the substitution random fields
to a set of data, while the inference of the model parameters relies on simple tools such as indicator variograms and variograms
of different orders. A case study in polluted soil management is presented, for which a gamma model is used to quantify the
risk that pollutant concentrations over remediation units exceed a given toxicity level. Unlike the multivariate Gaussian
model, the proposed gamma model accounts for an asymmetry in the spatial correlation of the indicator functions around the
median and for a spatial clustering of high pollutant concentrations. 相似文献
10.
A Distance-based Prior Model Parameterization for Constraining Solutions of Spatial Inverse Problems 总被引：4，自引：3，他引：1
Spatial inverse problems in the Earth Sciences are often ill-posed, requiring the specification of a prior model to constrain
the nature of the inverse solutions. Otherwise, inverted model realizations lack geological realism. In spatial modeling,
such prior model determines the spatial variability of the inverse solution, for example as constrained by a variogram, a
Boolean model, or a training image-based model. In many cases, particularly in subsurface modeling, one lacks the amount of
data to fully determine the nature of the spatial variability. For example, many different training images could be proposed
for a given study area. Such alternative training images or scenarios relate to the different possible geological concepts
each exhibiting a distinctive geological architecture. Many inverse methods rely on priors that represent a single subjectively
chosen geological concept (a single variogram within a multi-Gaussian model or a single training image). This paper proposes
a novel and practical parameterization of the prior model allowing several discrete choices of geological architectures within
the prior. This method does not attempt to parameterize the possibly complex architectures by a set of model parameters. Instead,
a large set of prior model realizations is provided in advance, by means of Monte Carlo simulation, where the training image
is randomized. The parameterization is achieved by defining a metric space which accommodates this large set of model realizations.
This metric space is equipped with a “similarity distance” function or a distance function that measures the similarity of
geometry between any two model realizations relevant to the problem at hand. Through examples, inverse solutions can be efficiently
found in this metric space using a simple stochastic search method. 相似文献
11.
12.
Geostatistical Seismic Inversion with Direct Sequential Simulation and Co-simulation with Multi-local Distribution Functions 总被引：1，自引：0，他引：1
Rúben Nunes Amílcar Soares Leonardo Azevedo Pedro Pereira 《Mathematical Geosciences》2017,49(5):583-601
Stochastic sequential simulation is a common modelling technique used in Earth sciences and an integral part of iterative geostatistical seismic inversion methodologies. Traditional stochastic sequential simulation techniques based on bi-point statistics assume, for the entire study area, stationarity of the spatial continuity pattern and a single probability distribution function, as revealed by a single variogram model and inferred from the available experimental data, respectively. In this paper, the traditional direct sequential simulation algorithm is extended to handle non-stationary natural phenomena. The proposed stochastic sequential simulation algorithm can take into consideration multiple regionalized spatial continuity patterns and probability distribution functions, depending on the spatial location of the grid node to be simulated. This work shows the application and discusses the benefits of the proposed stochastic sequential simulation as part of an iterative geostatistical seismic inversion methodology in two distinct geological environments in which non-stationarity behaviour can be assessed by the simultaneous interpretation of the available well-log and seismic reflection data. The results show that the elastic models generated by the proposed stochastic sequential simulation are able to reproduce simultaneously the regional and global variogram models and target distribution functions relative to the average volume of each sub-region. When used as part of a geostatistical seismic inversion procedure, the retrieved inverse models are more geologically realistic, since they incorporate the knowledge of the subsurface geology as provided, for example, by seismic and well-log data interpretation. 相似文献
13.
针对地震勘探资料依赖线性优化方法进行波阻抗反演不易得到全局极值的问题,提出一种改进的粒子群优化算法-自适应粒子群优化算法进行波阻抗反演。自适应粒子群优化算法是以群智能优化理论为基础,通过3种可能移动方向的带权值组合进行全局寻优。该方法搜索速度较快,且具有较强的全局寻优能力。通过函数测试和波阻抗反演的应用,结果表明,自适应粒子群优化算法是一种适应能力较强的全局优化算法,用该方法进行波阻抗反演是可行有效的。 相似文献
14.
A New Differentiable Parameterization Based on Principal Component Analysis for the Low-Dimensional Representation of Complex Geological Models 总被引：2，自引：2，他引：0
A new approach based on principal component analysis (PCA) for the representation of complex geological models in terms of a small number of parameters is presented. The basis matrix required by the method is constructed from a set of prior geological realizations generated using a geostatistical algorithm. Unlike standard PCA-based methods, in which the high-dimensional model is constructed from a (small) set of parameters by simply performing a multiplication using the basis matrix, in this method the mapping is formulated as an optimization problem. This enables the inclusion of bound constraints and regularization, which are shown to be useful for capturing highly connected geological features and binary/bimodal (rather than Gaussian) property distributions. The approach, referred to as optimization-based PCA (O-PCA), is applied here mainly for binary-facies systems, in which case the requisite optimization problem is separable and convex. The analytical solution of the optimization problem, as well as the derivative of the model with respect to the parameters, is obtained analytically. It is shown that the O-PCA mapping can also be viewed as a post-processing of the standard PCA model. The O-PCA procedure is applied both to generate new (random) realizations and for gradient-based history matching. For the latter, two- and three-dimensional systems, involving channelized and deltaic-fan geological models, are considered. The O-PCA method is shown to perform very well for these history matching problems, and to provide models that capture the key sand–sand and sand–shale connectivities evident in the true model. Finally, the approach is extended to generate bimodal systems in which the properties of both facies are characterized by Gaussian distributions. MATLAB code with the O-PCA implementation, and examples demonstrating its use are provided online as Supplementary Materials. 相似文献
15.
Large-scale history matching with quadratic interpolation models 总被引：2，自引：0，他引：2
16.
针对滩海油田具有完钻井少,以地震资料为主的特点,采用井震结合的方法进行地质建模。复杂断块油藏具有许多内部断层,充分利用地震解释层位和断层成果建立合理的构造模型。采用“多步建模”的思路,选用序贯高斯同位协同模拟算法建立储层参数模型。以测井资料为硬数据,地震反演数据为软数据,先后建立自然伽玛模型、泥质含量模型和砂泥岩相模型,然后以砂泥岩相模型为约束,建立储层参数模型。经研究表明,综合使用地震解释成果和三维地震数据体,有助于建立准确、合理的构造模型;而采用“多步建模”的思路,利用序贯高斯同位协同模拟算法,并综合测井资料、地震资料建立储层参数模型,有助于从地质的角度对储层参数模拟进行约束,提高储层随机建模精度,保证储层参数模型的准确和可靠性。 相似文献
17.
Uncertainty quantification for subsurface flow problems is typically accomplished through model-based inversion procedures in which multiple posterior (history-matched) geological models are generated and used for flow predictions. These procedures can be demanding computationally, however, and it is not always straightforward to maintain geological realism in the resulting history-matched models. In some applications, it is the flow predictions themselves (and the uncertainty associated with these predictions), rather than the posterior geological models, that are of primary interest. This is the motivation for the data-space inversion (DSI) procedure developed in this paper. In the DSI approach, an ensemble of prior model realizations, honoring prior geostatistical information and hard data at wells, are generated and then (flow) simulated. The resulting production data are assembled into data vectors that represent prior ‘realizations’ in the data space. Pattern-based mapping operations and principal component analysis are applied to transform non-Gaussian data variables into lower-dimensional variables that are closer to multivariate Gaussian. The data-space inversion is posed within a Bayesian framework, and a data-space randomized maximum likelihood method is introduced to sample the conditional distribution of data variables given observed data. Extensive numerical results are presented for two example cases involving oil–water flow in a bimodal channelized system and oil–water–gas flow in a Gaussian permeability system. For both cases, DSI results for uncertainty quantification (e.g., P10, P50, P90 posterior predictions) are compared with those obtained from a strict rejection sampling (RS) procedure. Close agreement between the DSI and RS results is consistently achieved, even when the (synthetic) true data to be matched fall near the edge of the prior distribution. Computational savings using DSI are very substantial in that RS requires \(O(10^5\)–\(10^6)\) flow simulations, in contrast to 500 for DSI, for the cases considered. 相似文献
18.
Xavier Emery 《Mathematical Geology》2007,39(6):607-623
Conditioning realizations of stationary Gaussian random fields to a set of data is traditionally based on simple kriging.
In practice, this approach may be demanding as it does not account for the uncertainty in the spatial average of the random
field. In this paper, an alternative model is presented, in which the Gaussian field is decomposed into a random mean, constant
over space but variable over the realizations, and an independent residual. It is shown that, when the prior variance of the
random mean is infinitely large (reflecting prior ignorance on the actual spatial average), the realizations of the Gaussian
random field are made conditional by substituting ordinary kriging for simple kriging. The proposed approach can be extended
to models with random drifts that are polynomials in the spatial coordinates, by using universal or intrinsic kriging for
conditioning the realizations, and also to multivariate situations by using cokriging instead of kriging. 相似文献
19.
全波形反演不仅利用相位和振幅信息,还利用波形的细节变化,具有刻画模型精确细节的能力.在对稀疏矩阵直接LU分解求解的基础上,采用梯度预处理方法对声波介质速度模型进行了反射波全波形反演.采用误差反向传播算法计算目标函数梯度以及伪Hessian矩阵的对角线元素来做梯度预处理.数值模型的实验结果表明,利用有效的频率段便能反演出分辨率较高的速度结构,用低频反演出的结果作为高频反演的初始模型,减少了解的非唯一性.二维高斯光滑初始模型提供了有利的低频信息,得到较好的反演结果.伪Hessian矩阵的预处理吸收了高斯牛顿法的二次收敛优势,在不增加计算量的前提下,加快收敛速度. 相似文献
20.
Dean S. Oliver 《Mathematical Geology》2002,34(2):185-201
Assessment of uncertainty in the performance of fluvial reservoirs often requires the ability to generate realizations of channel sands that are conditional to well observations. For channels with low sinuosity this problem has been effectively solved. When the sinuosity is large, however, the standard stochastic models for fluvial reservoirs are not valid, because the deviation of the channel from a principal direction line is multivalued. In this paper, I show how the method of randomized maximum likelihood can be used to generate conditional realizations of channels with large sinuosity. In one example, a Gaussian random field model is used to generate an unconditional realization of a channel with large sinuosity, and this realization is then conditioned to well observations. Channels generated in the second approach are less realistic, but may be sufficient for modeling reservoir connectivity in a realistic way. In the second example, an unconditional realization of a channel is generated by a complex geologic model with random forcing. It is then adjusted in a meaningful way to honor well observations. The key feature in the solution is the use of channel direction instead of channel deviation as the characteristic random function describing the geometry of the channel. 相似文献