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1.
Markov chain Monte Carlo methods for conditioning a permeability field to pressure data 总被引：3，自引：0，他引：3
Generating one realization of a random permeability field that is consistent with observed pressure data and a known variogram
model is not a difficult problem. If, however, one wants to investigate the uncertainty of reservior behavior, one must generate
a large number of realizations and ensure that the distribution of realizations properly reflects the uncertainty in reservoir
properties. The most widely used method for conditioning permeability fields to production data has been the method of simulated
annealing, in which practitioners attempt to minimize the difference between the ’ ’true and simulated production data, and
“true” and simulated variograms. Unfortunately, the meaning of the resulting realization is not clear and the method can be
extremely slow. In this paper, we present an alternative approach to generating realizations that are conditional to pressure
data, focusing on the distribution of realizations and on the efficiency of the method. Under certain conditions that can
be verified easily, the Markov chain Monte Carlo method is known to produce states whose frequencies of appearance correspond
to a given probability distribution, so we use this method to generate the realizations. To make the method more efficient,
we perturb the states in such a way that the variogram is satisfied automatically and the pressure data are approximately
matched at every step. These perturbations make use of sensitivity coefficients calculated from the reservoir simulator. 相似文献
2.
Johannes Bruining Diederik van Batenburg Larry W. Lake An Ping Yang 《Mathematical Geology》1997,29(6):823-848
Random field generators serve as a tool to model heterogeneous media for applications in hydrocarbon recovery and groundwater
flow. Random fields with a power-law variogram structure, also termed fractional Brownian motion (fBm) fields, are of interest
to study scale dependent heterogeneity effects on one-phase and two-phase flow. We show that such fields generated by the
spectral method and the Inverse Fast Fourier Transform (IFFT) have an incorrect variogram structure and variance. To illustrate
this we derive the prefactor of the fBm spectral density function, which is required to generate the fBm fields. We propose
a new method to generate fBm fields that introduces weighting functions into the spectral method. It leads to a flexible and
efficient algorithm. The flexibility permits an optimal choice of summation points (that is points in frequency space at which
the weighting function is calculated) specific for the autocovariance structure of the field. As an illustration of the method,
comparisons between estimated and expected statistics of fields with an exponential variogram and of fBm fields are presented.
For power-law semivariograms, the proposed spectral method with a cylindrical distribution of the summation points gives optimal
results. 相似文献
3.
G. Bourgault 《Mathematical Geology》1996,28(6):723-734
A combination of factorial kriging and probability field simulation is proposed to correct realizations resulting from any simulation algorithm for either too high nugget effect (noise) or poor histogram reproduction. First, a factorial kriging is done to filter out the noise from the noisy realization. Second, the uniform scores of the filtered realization are used as probability field to sample the local probability distributions conditional to the same dataset used to generate the original realization. This second step allows to restore the data variance. The result is a corrected realization which reproduces better target variogram and histogram models, yet honoring the conditioning data. 相似文献
4.
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
5.
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
6.
A stochastic channel embedded in a background facies is conditioned to data observed at wells. The background facies is a fixed rectangular box. The model parameters consist of geometric parameters that describe the shape, size, and location of the channel, and permeability and porosity in the channel and nonchannel facies. We extend methodology previously developed to condition a stochastic channel to well-test pressure data, and well observations of the channel thickness and the depth of the top of the channel. The main objective of this work is to characterize the reduction in uncertainty in channel model parameters and predicted reservoir performance that can be achieved by conditioning to well-test pressure data at one or more wells. Multiple conditional realizations of the geometric parameters and rock properties are generated to evaluate the uncertainty in model parameters. The ensemble of predictions of reservoir performance generated from the suite of realizations provides a Monte Carlo estimate of the uncertainty in future performance predictions. In addition, we provide some insight on how prior variances, data measurement errors, and sensitivity coefficients interact to determine the reduction in model parameters obtained by conditioning to pressure data and examine the value of active and observation well data in resolving model parameters. 相似文献
7.
Construction of Binary Multi-grid Markov Random Field Prior Models from Training Images 总被引：1，自引：1，他引：0
Bayesian modeling requires the specification of prior and likelihood models. In reservoir characterization, it is common practice to estimate the prior from a training image. This paper considers a multi-grid approach for the construction of prior models for binary variables. On each grid level we adopt a Markov random field (MRF) conditioned on values in previous levels. Parameter estimation in MRFs is complicated by a computationally intractable normalizing constant. To cope with this problem, we generate a partially ordered Markov model (POMM) approximation to the MRF and use this in the model fitting procedure. Approximate unconditional simulation from the fitted model can easily be done by again adopting the POMM approximation to the fitted MRF. Approximate conditional simulation, for a given and easy to compute likelihood function, can also be performed either by the Metropolis–Hastings algorithm based on an approximation to the fitted MRF or by constructing a new POMM approximation to this approximate conditional distribution. The proposed methods are illustrated using three frequently used binary training images. 相似文献
8.
Xian-Huan Wen J. Jaime Gómez-Hernandez José E. Capilla Andrés Sahuquillo 《Mathematical Geology》1996,28(7):951-968
Transmissivity and head data are sampled from an exhaustive synthetic reference field and used to predict the arrival positions and arrival times of a number of particles transported across the field, together with an uncertainty estimate. Different combinations of number of transmissivity data and number of head data used are considered in each one of a series of 64 Monte-Carlo analyses. In each analysis, 250 realizations of transmissivity fields conditioned to both transmissivity and head data are generated using a novel geostatistically based inverse method. Pooling the solutions of the flow and transport equations in all 250 realizations allows building conditional frequency distributions for particle arrival positions and arrival times. By comparing these fresquency distributions, we can assess the incremental gain that additional head data provide. The main conclusion is that the first few head data dramatically improve the quality of transport predictions. 相似文献
9.
In earth and environmental sciences applications, uncertainty analysis regarding the outputs of models whose parameters are spatially varying (or spatially distributed) is often performed in a Monte Carlo framework. In this context, alternative realizations of the spatial distribution of model inputs, typically conditioned to reproduce attribute values at locations where measurements are obtained, are generated via geostatistical simulation using simple random (SR) sampling. The environmental model under consideration is then evaluated using each of these realizations as a plausible input, in order to construct a distribution of plausible model outputs for uncertainty analysis purposes. In hydrogeological investigations, for example, conditional simulations of saturated hydraulic conductivity are used as input to physically-based simulators of flow and transport to evaluate the associated uncertainty in the spatial distribution of solute concentration. Realistic uncertainty analysis via SR sampling, however, requires a large number of simulated attribute realizations for the model inputs in order to yield a representative distribution of model outputs; this often hinders the application of uncertainty analysis due to the computational expense of evaluating complex environmental models. Stratified sampling methods, including variants of Latin hypercube sampling, constitute more efficient sampling aternatives, often resulting in a more representative distribution of model outputs (e.g., solute concentration) with fewer model input realizations (e.g., hydraulic conductivity), thus reducing the computational cost of uncertainty analysis. The application of stratified and Latin hypercube sampling in a geostatistical simulation context, however, is not widespread, and, apart from a few exceptions, has been limited to the unconditional simulation case. This paper proposes methodological modifications for adopting existing methods for stratified sampling (including Latin hypercube sampling), employed to date in an unconditional geostatistical simulation context, for the purpose of efficient conditional simulation of Gaussian random fields. The proposed conditional simulation methods are compared to traditional geostatistical simulation, based on SR sampling, in the context of a hydrogeological flow and transport model via a synthetic case study. The results indicate that stratified sampling methods (including Latin hypercube sampling) are more efficient than SR, overall reproducing to a similar extent statistics of the conductivity (and subsequently concentration) fields, yet with smaller sampling variability. These findings suggest that the proposed efficient conditional sampling methods could contribute to the wider application of uncertainty analysis in spatially distributed environmental models using geostatistical simulation. 相似文献
10.
This paper is concerned with vector random fields on spheres with second-order increments, which are intrinsically stationary and mean square continuous and have isotropic variogram matrix functions. A characterization of the continuous and isotropic variogram matrix function on a sphere is derived, in terms of an infinite sum of the products of positive definite matrices and ultraspherical polynomials. It is valid for Gaussian or elliptically contoured vector random fields, but may not be valid for other non-Gaussian vector random fields on spheres such as a χ 2, log-Gaussian, or skew-Gaussian vector random field. Some parametric variogram matrix models are derived on spheres via different constructional approaches. A simulation study is conducted to illustrate the implementation of the proposed model in estimation and cokriging, whose performance is compared with that using the linear model of coregionalization. 相似文献
11.
C. R. Dietrich 《Mathematical Geology》1993,25(4):439-451
The generation over two-dimensional grids of normally distributed random fields conditioned on available data is often required in reservoir modeling and mining investigations. Such fields can be obtained from application of turning band or spectral methods. However, both methods have limitations. First, they are only asymptotically exact in that the ensemble of realizations has the correlation structure required only if enough harmonics are used in the spectral method, or enough lines are generated in the turning bands approach. Moreover, the spectral method requires fine tuning of process parameters. As for the turning bands method, it is essentially restricted to processes with stationary and radially symmetric correlation functions. Another approach, which has the advantage of being general and exact, is to use a Cholesky factorization of the covariance matrix representing grid points correlation. For fields of large size, however, the Cholesky factorization can be computationally prohibitive. In this paper, we show that if the data are stationary and generated over a grid with regular mesh, the structure of the data covariance matrix can be exploited to significantly reduce the overall computational burden of conditional simulations based on matrix factorization techniques. A feature of this approach is its computational simplicity and suitability to parallel implementation. 相似文献
12.
13.
G. Bourgault 《Mathematical Geology》1997,29(3):315-334
Parametric geostatistical simulations such as LU decomposition and sequential algorithms do not need Gaussian distributions.
It is shown that variogram model reproduction is obtained when Uniform or Dipole distributions are used instead of Gaussian
distributions for drawing i. i.d. random values in LU simulation, or for modeling the local conditional probability distributions
in sequential simulation. Both algorithms yield simulated values with a marginal normal distribution no matter if Gaussian,
Uniform, or Dipole distributions are used. The range of simulated values decreases as the entropy of the probability distribution
decreases. Using Gaussian distributions provides a larger range of simulated normal score values than using Uniform or Dipole
distributions. This feature has a negligible effect for reproduction of the normal scores variogram model but have a larger
impact on the reproduction of the original values variogram. The Uniform or Dipole distributions also produce lesser fluctuations
among the variograms of the simulated realizations. 相似文献
14.
Aquifer properties, for example permeability and porosity, vary in space and may be characterized by their distributions. The property distribution is not totally random but shows some correlation structure. Because most of the values are not known, some rational method is required to generate credible aquifer distribution properties for inclusion in fluid transport models. This paper presents a numerically efficient method of generating geostatistical random fields, by the source Point Method (SPM). The SPM is a very efficient method and requires little computer time and relatively small data storage, as compared to other methods of generating random fields. In addition, the SPM is modified to include any desired amount of anisotropy in the property distribution of a system. By using conditional covariances, a formula for a two-dimensional anisotropic field is derived to prespecify the desired correlation length in any direction. Results show that for an anisotropic medium the correlation length can be pre-specified in any specific direction. 相似文献
15.
Simulation of Non-Gaussian Transmissivity Fields Honoring Piezometric Data and Integrating Soft and Secondary Information 总被引：1，自引：0，他引：1
The conditional probabilities (CP) method implements a new procedure for the generation of transmissivity fields conditional to piezometric head data capable to sample nonmulti-Gaussian random functions and to integrate soft and secondary information. The CP method combines the advantages of the self-calibrated (SC) method with probability fields to circumvent some of the drawbacks of the SC method—namely, its difficulty to integrate soft and secondary information or to generate non-Gaussian fields. The SC method is based on the perturbation of a seed transmissivity field already conditional to transmissivity and secondary data, with the perturbation being function of the transmissivity variogram. The CP method is also based on the perturbation of a seed field; however, the perturbation is made function of the full transmissivity bivariate distribution and of the correlation to the secondary data. The two methods are applied to a sample of an exhaustive non-Gaussian data set of natural origin to demonstrate the interest of using a simulation method that is capable to model the spatial patterns of transmissivity variability beyond the variogram. A comparison of the probabilistic predictions of convective transport derived from a Monte Carlo exercise using both methods demonstrates the superiority of the CP method when the underlying spatial variability is non-Gaussian. 相似文献
16.
Statistical characterization and stochastic modeling of pore networks in relation to fluid flow 总被引：18，自引：0，他引：18
R. D. Hazlett 《Mathematical Geology》1997,29(6):801-822
17.
Chunsheng Ma 《Mathematical Geosciences》2011,43(2):229-242
This paper studies vector (multivariate, multiple, or multidimensional) random fields in space and/or time with second-order
increments, for which the variogram matrix is an important tool to measure the dependence within each component and between
each pair of distinct components. We introduce an efficient approach to construct Gaussian or non-Gaussian vector random fields
from the univariate random field with higher dimensional index domain, and particularly to generate a class of variogram matrices. 相似文献
18.
Spatially distributed and varying natural phenomena encountered in geoscience and engineering problem solving are typically
incompatible with Gaussian models, exhibiting nonlinear spatial patterns and complex, multiple-point connectivity of extreme
values. Stochastic simulation of such phenomena is historically founded on second-order spatial statistical approaches, which
are limited in their capacity to model complex spatial uncertainty. The newer multiple-point (MP) simulation framework addresses
past limits by establishing the concept of a training image, and, arguably, has its own drawbacks. An alternative to current
MP approaches is founded upon new high-order measures of spatial complexity, termed “high-order spatial cumulants.” These
are combinations of moments of statistical parameters that characterize non-Gaussian random fields and can describe complex
spatial information. Stochastic simulation of complex spatial processes is developed based on high-order spatial cumulants
in the high-dimensional space of Legendre polynomials. Starting with discrete Legendre polynomials, a set of discrete orthogonal
cumulants is introduced as a tool to characterize spatial shapes. Weighted orthonormal Legendre polynomials define the so-called
Legendre cumulants that are high-order conditional spatial cumulants inferred from training images and are combined with available
sparse data sets. Advantages of the high-order sequential simulation approach developed herein include the absence of any
distribution-related assumptions and pre- or post-processing steps. The method is shown to generate realizations of complex
spatial patterns, reproduce bimodal data distributions, data variograms, and high-order spatial cumulants of the data. In
addition, it is shown that the available hard data dominate the simulation process and have a definitive effect on the simulated
realizations, whereas the training images are only used to fill in high-order relations that cannot be inferred from data.
Compared to the MP framework, the proposed approach is data-driven and consistently reconstructs the lower-order spatial complexity
in the data used, in addition to high order. 相似文献
19.
基于饱和渗透系数空间变异结构的斜坡渗流及失稳特征 总被引：1，自引：0，他引：1
以往研究一般采用单随机变量方法（SRV）或基于水平或垂直方向波动范围生成的空间变异随机场来模拟岩土参数的空间变异性,对具有倾斜定向特征的空间变异随机场未有涉及.基于条件模拟相关理论和非侵入式随机有限元的理论框架,提出了利用序贯高斯模拟方法进行斜坡参数条件随机场模拟并运用有限元方法进行斜坡渗流和稳定性分析的方法.针对理想边坡,对各向同性和几何各向异性的共7种空间变异结构的饱和渗透系数（Ks）各进行了200次条件随机场模拟,基于条件随机场模拟结果进行了有限元渗流和稳定性计算,对每种空间变异结构多次计算结果进行了统计分析.结果表明:本文所提出的方法不仅再现了研究区域参数的空间二阶统计特性,通过设定变异函数参数进行不同空间变异类型、变异程度、变异定向性的随机场模拟,同时利用现场观测数据对随机场模拟结果进行条件限制,从而提高了随机场的赋值精度;Ks的空间变异结构对孔隙水压力的分布规律、地下水位线变化范围、稳定性系数和最危险滑动面分布特征均有一定程度的影响.本研究为库岸斜坡稳定性评价提供方法支撑. 相似文献
20.
Consider the problem of generating a realization y1 of a Gaussian random field on a dense grid of points 1 conditioned on field observations y2 collected on a sparse grid of points 2. An approach to this is to generate first an unconditional realization y over the grid =1 2, and then to produce y1 by conditioning y on the data y2. As standard methods for generating y, such as the turning bands, spectral or Cholesky approaches can have various limitations, it has been proposed by M. W. Davis to generate realizations from a matrix polynomial approximations to the square root of the covariance matrix. In this paper we describe how to generate a direct approximation to the conditional realization y1, on 1 using a variant of Davis' approach based on approximation by Chebyshev polynomials. The resulting algorithm is simple to implement, numerically stable, and bounds on the approximation error are readily available. Furthermore we show that the conditional realization y1 can be generated directly with a lower order polynomial than the unconditional realization y, and that further reductions can be achieved by exploiting a nugget effect if one is present. A pseudocode version of the algorithm is provided that can be implemented using the fast Fourier transform if the field is stationary and the grid 1 is rectangular. Finally, numerical illustrations are given of the algorithm's performance in generating various 2-D realizations of conditional processes on large sampling grids. 相似文献