Adding Local Accuracy to Direct Sequential Simulation |
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Authors: | Jef Caers |
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Institution: | (1) Department of Petroleum Engineering, Stanford University, Stanford, California, 94305-2220 |
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Abstract: | Geostatistical simulations are globally accurate in the sense that they reproduce global statistics such as variograms and histograms. Kriging is locally accurate in the minimum local error variance sense. Building on the concept of direct sequential simulation, we propose a fast simulation method that can share these opposing objectives. It is shown that the multiple-point entropy of the resulting simulation is related to the univariate entropy of the local conditional distributions used to draw simulated values. Adding local accuracy to conditional simulations does not detract much from variogram reproduction and can be used to increase multiple-point entropy. The methods developed are illustrated using a case study. |
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Keywords: | sequential simulation kriging local vs global accuracy bootstrap entropy |
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