Indicator Simulation Accounting for Multiple-Point Statistics

Geostatistical simulation aims at reproducing the variability of the real underlying phenomena. When nonlinear features or large-range connectivity is present, the traditional variogram-based simulation approaches do not provide good reproduction of those features. Connectivity of high and low values is often critical for grades in a mineral deposit. Multiple-point statistics can help to characterize these features. The use of multiple-point statistics in geostatistical simulation was proposed more than 10 years ago, on the basis of the use of training images to extract the statistics. This paper proposes the use of multiple-point statistics extracted from actual data. A method is developed to simulate continuous variables. The indicator kriging probabilities used in sequential indicator simulation are modified by probabilities extracted from multiple-point configurations. The correction is done under the assumption of conditional independence. The practical implementation of the method is illustrated with data from a porphyry copper mine.     

基于随机游走过程的多点地质统计学建模方法

在分析国内外建模方法现状及其特点的基础上,提出了一种用于河流相储层模拟的新方法,即基于随机游走过程的多点地质统计学方法(RMPS).首先提出了7个方向迁移概率计算及4个方向河道源头搜索的随机游走过程的改进,实现了高曲率回旋河道和网状河等模拟以及各种类型河流相的主流线预测.其次在预测河道主流线的基础上,利用它对多点地质统...     

Conditional Simulation of Complex Geological Structures Using Multiple-Point Statistics

In many earth sciences applications, the geological objects or structures to be reproduced are curvilinear, e.g., sand channels in a clastic reservoir. Their modeling requires multiple-point statistics involving jointly three or more points at a time, much beyond the traditional two-point variogram statistics. Actual data from the field being modeled, particularly if it is subsurface, are rarely enough to allow inference of such multiple-point statistics. The approach proposed in this paper consists of borrowing the required multiple-point statistics from training images depicting the expected patterns of geological heterogeneities. Several training images can be used, reflecting different scales of variability and styles of heterogeneities. The multiple-point statistics inferred from these training image(s) are exported to the geostatistical numerical model where they are anchored to the actual data, both hard and soft, in a sequential simulation mode. The algorithm and code developed are tested for the simulation of a fluvial hydrocarbon reservoir with meandering channels. The methodology proposed appears to be simple (multiple-point statistics are scanned directly from training images), general (any type of random geometry can be considered), and fast enough to handle large 3D simulation grids.     

Conditioning of Multiple-Point Statistics Facies Simulations to Tomographic Images

Geophysical tomography captures the spatial distribution of the underlying geophysical property at a relatively high resolution, but the tomographic images tend to be blurred representations of reality and generally fail to reproduce sharp interfaces. Such models may cause significant bias when taken as a basis for predictive flow and transport modeling and are unsuitable for uncertainty assessment. We present a methodology in which tomograms are used to condition multiple-point statistics (MPS) simulations. A large set of geologically reasonable facies realizations and their corresponding synthetically calculated cross-hole radar tomograms are used as a training image. The training image is scanned with a direct sampling algorithm for patterns in the conditioning tomogram, while accounting for the spatially varying resolution of the tomograms. In a post-processing step, only those conditional simulations that predicted the radar traveltimes within the expected data error levels are accepted. The methodology is demonstrated on a two-facies example featuring channels and an aquifer analog of alluvial sedimentary structures with five facies. For both cases, MPS simulations exhibit the sharp interfaces and the geological patterns found in the training image. Compared to unconditioned MPS simulations, the uncertainty in transport predictions is markedly decreased for simulations conditioned to tomograms. As an improvement to other approaches relying on classical smoothness-constrained geophysical tomography, the proposed method allows for: (1) reproduction of sharp interfaces, (2) incorporation of realistic geological constraints and (3) generation of multiple realizations that enables uncertainty assessment.     

Parallel Multiple-Point Statistics Algorithm Based on List and Tree Structures

Multiple-point statistics are widely used for the simulation of categorical variables because the method allows for integrating a conceptual model via a training image and then simulating complex heterogeneous fields. The multiple-point statistics inferred from the training image can be stored in several ways. The tree structure used in classical implementations has the advantage of being efficient in terms of CPU time, but is very RAM demanding and then implies limitations on the size of the template, which serves to make a proper reproduction of complex structures difficult. Another technique consists in storing the multiple-point statistics in lists. This alternative requires much less memory and allows for a straightforward parallel algorithm. Nevertheless, the list structure does not benefit from the shortcuts given by the branches of the tree for retrieving the multiple-point statistics. Hence, a serial algorithm based on list structure is generally slower than a tree-based algorithm. In this paper, a new approach using both list and tree structures is proposed. The idea is to index the lists by trees of reduced size: the leaves of the tree correspond to distinct sublists that constitute a partition of the entire list. The size of the indexing tree can be controlled, and then the resulting algorithm keeps memory requirements low while efficiency in terms of CPU time is significantly improved. Moreover, this new method benefits from the parallelization of the list approach.     

Extrapolating the Fractal Characteristics of an Image Using Scale-Invariant Multiple-Point Statistics

The resolution of measurement devices can be insufficient for certain purposes. We propose to stochastically simulate spatial features at scales smaller than the measurement resolution. This is accomplished using multiple-point geostatistical simulation (direct sampling in the present case) to interpolate values at the target scale. These structures are inferred using hypothesis of scale invariance and stationarity on the spatial patterns found at the coarse scale. The proposed multiple-point super-resolution mapping method is able to deal with “both continuous and categorical variables,” and can be extended to multivariate problems. The advantages and limitations of the approach are illustrated with examples from satellite imaging.     

Addressing Conditioning Data in Multiple-Point Statistics Simulation Algorithms Based on a Multiple Grid Approach

Multiple-point statistics (MPS) allows simulations reproducing structures of a conceptual model given by a training image (TI) to be generated within a stochastic framework. In classical implementations, fixed search templates are used to retrieve the patterns from the TI. A multiple grid approach allows the large-scale structures present in the TI to be captured, while keeping the search template small. The technique consists in decomposing the simulation grid into several grid levels: One grid level is composed of each second node of the grid level one rank finer. Then each grid level is successively simulated by using the corresponding rescaled search template from the coarse level to the fine level (the simulation grid itself). For a conditional simulation, a basic method (as in snesim) to honor the hard data consists in assigning the data to the closest nodes of the current grid level before simulating it. In this paper, another method (implemented in impala) that consists in assigning the hard data to the closest nodes of the simulation grid (fine level), and then in spreading them up to the coarse grid by using simulations based on the MPS inferred from the TI is presented in detail. We study the effect of conditioning and show that the first method leads to systematic biases depending on the location of the conditioning data relative to the grid levels, whereas the second method allows for properly dealing with conditional simulations and a multiple grid approach.     

Simulation of Geological Contacts from Interpreted Geological Model Using Multiple-Point Statistics

Applications of multiple-point statistics (mps) algorithms to large non-repetitive geological objects such as those found in mining deposits are difficult because most mps algorithms rely on pattern repetition for simulation. In many cases, an interpreted geological model built from a computer-aided design system is readily available but suffers as a training image due to the lack of patterns repetitiveness. Porphyry copper deposits and iron ore formations are good examples of such mining deposits with non-repetitive patterns. This paper presents an algorithm called contactsim that focuses on reproducing the patterns of the contacts between geological types. The algorithm learns the shapes of the lithotype contacts as interpreted by the geologist, and simulates their patterns at a later stage. Defining a zone of uncertainty around the lithological contact is a critical step in contactsim, because it defines both the zones where the simulation is performed and where the algorithm should focus to learn the transitional patterns between lithotypes. A larger zone of uncertainty results in greater variation between realizations. The definition of the uncertainty zone must take into consideration the geological understanding of the deposit, and the reliability of the contact zones. The contactsim algorithm is demonstrated on an iron ore formation.     

Solving Speed and Memory Issues in Multiple-Point Statistics Simulation Program SNESIM

In the last 10 years, Multiple-Point Statistics (MPS) modeling has emerged in Geostatistics as a valuable alternative to traditional variogram-based and object-based modeling. In contrast to variogram-based simulation, which is limited to two-point correlation reproduction, MPS simulation extracts and reproduces multiple-point statistics moments from training images; this allows modeling geologically realistic features, such as channels that control reservoir connectivity and flow behavior. In addition, MPS simulation works on individual pixels or small groups of pixels (patterns), thus does not suffer from the same data conditioning limitations as object-based simulation. The Single Normal Equation Simulation program SNESIM was the first implementation of MPS simulation to propose, through the introduction of search trees, an efficient solution to the extraction and storage of multiple-point statistics moments from training images. SNESIM is able to simulate three-dimensional models; however, memory and speed issues can occur when applying it to multimillion cell grids. Several other implementations of MPS simulation were proposed after SNESIM, but most of them manage to reduce memory demand or simulation time only at the expense of data conditioning exactitude and/or training pattern reproduction quality. In this paper, the original SNESIM program is revisited, and solutions are presented to eliminate both memory demand and simulation time limitations. First, we demonstrate that the time needed to simulate a grid node is a direct function of the number of uninformed locations in the conditioning data search neighborhood. Thus, two improvements are proposed to maximize the ratio of informed to uniformed locations in search neighborhoods: a new multiple-grid approach introducing additional intermediary subgrids; and a new search neighborhood designing process to preferentially include previously simulated node locations. Finally, because SNESIM memory demand and simulation time increase with the size of the data template used to extract multiple-point statistics moments from the training image and build the search tree, a simple method is described to minimize data template sizes while preserving training pattern reproduction quality.     

Validation Techniques for Geological Patterns Simulations Based on Variogram and Multiple-Point Statistics

Traditional simulation methods that are based on some form of kriging are not sensitive to the presence of strings of connectivity of low or high values. They are particularly inappropriate in many earth sciences applications, where the geological structures to be simulated are curvilinear. In such cases, techniques allowing the reproduction of multiple-point statistics are required. The aim of this paper is to point out the advantages of integrating such multiple-statistics in a model in order to allow shape reproduction, as well as heterogeneity structures, of complex geological patterns to emerge. A comparison between a traditional variogram-based simulation algorithm, such as the sequential indicator simulation, and a multiple-point statistics algorithm (e.g., the single normal equation simulation) is presented. In particular, it is shown that the spatial distribution of limestone with meandering channels in Lecce, Italy is better reproduced by using the latter algorithm. The strengths of this study are, first, the use of a training image that is not a fluvial system and, more importantly, the quantitative comparison between the two algorithms. The paper focuses on different metrics that facilitate the comparison of the methods used for limestone spatial distribution simulation: both objective measures of similarity of facies realizations and high-order spatial cumulants based on different third- and fourth-order spatial templates are considered.     

Hybrid Inversion Method to Estimate Hydraulic Transmissivity by Combining Multiple-Point Statistics and a Direct Inversion Method

Inversion methods that rely on measurements of the hydraulic head h cannot capture the fine-scale variability of the hydraulic properties of an aquifer. This is particularly true for direct inversion methods, which have the further limitation of providing only deterministic results. On the other hand, stochastic simulation methods can reproduce the fine-scale heterogeneity but cannot directly incorporate information about the hydraulic gradient. In this work, a hybrid approach is proposed to join a direct inversion method (the comparison model method, CMM) and multiple-point statistics (MPS), for determination of a hydraulic transmissivity field T from a map of a reference hydraulic head \(h^\mathrm {(ref)}\) and a prior model of the heterogeneity (a training image). The hybrid approach was tested and compared with pure MPS and pure CMM approaches in a synthetic case study. Also, sensitivity analysis was performed to test the importance of the acceptance threshold \(\delta \), a simulation parameter that allows one to tune the influence of \(h^\mathrm {(ref)}\) on the final results. The transmissivity fields T obtained using the hybrid approach take into account information coming from the hydraulic gradient while simultaneously reproducing some of the fine-scale features provided by the training image. Furthermore, many realizations of T can be obtained thanks to the stochasticity of MPS. Nevertheless, it is not straightforward to exploit the correlation between the T maps provided by the CMM and the prior model introduced by the training image, because the former depends on the boundary conditions and flow settings. Another drawback is the growing number of simulation parameters introduced when combining two diverse methods. At the same time, this growing complexity opens new possibilities that deserve further investigation.     

Multiple-Point Statistics for Modeling Facies Heterogeneities in a Porous Medium: The Komadugu-Yobe Alluvium,Lake Chad Basin

Multiple-point statistics are used to model facies heterogeneities in the vadose zone of the Komadugu-Yobe River valley (southeastern Niger) which is presently submitted to an undergoing intensive agricultural development; therefore, increasing quantitative and qualitative pressures are exerted on groundwater resources. The sand–clay heterogeneities are analyzed by means of a Landsat image acquired during a high flow period over a 160 km stretch in the downstream part of the valley and a set of 50 boreholes drilled near the town of Diffa (4 km×4 km area). The horizontal variograms of heterogeneities are characterized by a noticeably constant length scale of 380 m and clayey objects are shown to be randomly distributed in space according to a Poisson process. A set of two-dimensional vertical images is built based on a Boolean procedure and the Snesim algorithm is used to simulate synthetic three-dimensional media. When the vertical correlation length is fitted, the three-dimensional model satisfactorily reproduces the second order statistics of heterogeneities and the specific facies patterns.     

The Necessity of a Multiple-Point Prior Model

Any interpolation, any hand contouring or digital drawing of a map or a numerical model necessarily calls for a prior model of the multiple-point statistics that link together the data to the unsampled nodes, then these unsampled nodes together. That prior model can be implicit, poorly defined as in hand contouring; it can be explicit through an algorithm as in digital mapping. The multiple-point statistics involved go well beyond single-point histogram and two-point covariance models; the challenge is to define algorithms that can control more of such statistics, particularly those that impact most the utilization of the resulting maps beyond their visual appearance. The newly introduced multiple-point simulation (mps) algorithms borrow the high order statistics from a visually and statistically explicit model, a training image. It is shown that mps can simulate realizations with high entropy character as well as traditional Gaussian-based algorithms, while offering the flexibility of considering alternative training images with various levels of low entropy (organized) structures. The impact on flow performance (spatial connectivity) of choosing a wrong training image among many sharing the same histogram and variogram is demonstrated.     

Sampling Strategies for Uncertainty Reduction in Categorical Random Fields: Formulation,Mathematical Analysis and Application to Multiple-Point Simulations

Mathematical Geosciences - The task of optimal sampling for the statistical simulation of a discrete random field is addressed from the perspective of minimizing the posterior uncertainty of...     

History Matching Geostatistical Model Realizations Using a Geometrical Domain Based Parameterization Technique

Reservoir characterization needs the integration of various data through history matching, especially dynamic information such as production or 4D seismic data. Although reservoir heterogeneities are commonly generated using geostatistical models, random realizations cannot generally match observed dynamic data. To constrain model realizations to reproduce measured dynamic data, an optimization procedure may be applied in an attempt to minimize an objective function, which quantifies the mismatch between real and simulated data. Such assisted history matching methods require a parameterization of the geostatistical model to allow the updating of an initial model realization. However, there are only a few parameterization methods available to update geostatistical models in a way consistent with the underlying geostatistical properties. This paper presents a local domain parameterization technique that updates geostatistical realizations using assisted history matching. This technique allows us to locally change model realizations through the variation of geometrical domains whose geometry and size can be easily controlled and parameterized. This approach provides a new way to parameterize geostatistical realizations in order to improve history matching efficiency.     

Bayesian Reservoir History Matching Considering Model and Parameter Uncertainties

This paper presents a consistent Bayesian solution for data integration and history matching for oil reservoirs while accounting for both model and parameter uncertainties. The developed method uses Gaussian Process Regression to build a permeability map conforming to collected data at well bores. Following that, an augmented Markov Chain Monte Carlo sampler is used to condition the permeability map to dynamic production data. The selected proposal distribution for the Markov Chain Monte Carlo conforms to the Gaussian process regression output. The augmented Markov Chain Monte Carlo sampler allows transition steps between different models of the covariance function, and hence both the parameter and model space are effectively explored. In contrast to single model Markov Chain Monte Carlo samplers, the proposed augmented Markov Chain Monte Carlo sampler eliminates the selection bias of certain covariance structures of the inferred permeability field. The proposed algorithm can be used to account for general model and parameter uncertainties.     

A Deep-Learning-Based Geological Parameterization for History Matching Complex Models

A new low-dimensional parameterization based on principal component analysis (PCA) and convolutional neural networks (CNN) is developed to represent complex geological models. The CNN–PCA method is inspired by recent developments in computer vision using deep learning. CNN–PCA can be viewed as a generalization of an existing optimization-based PCA (O-PCA) method. Both CNN–PCA and O-PCA entail post-processing a PCA model to better honor complex geological features. In CNN–PCA, rather than use a histogram-based regularization as in O-PCA, a new regularization involving a set of metrics for multipoint statistics is introduced. The metrics are based on summary statistics of the nonlinear filter responses of geological models to a pre-trained deep CNN. In addition, in the CNN–PCA formulation presented here, a convolutional neural network is trained as an explicit transform function that can post-process PCA models quickly. CNN–PCA is shown to provide both unconditional and conditional realizations that honor the geological features present in reference SGeMS geostatistical realizations for a binary channelized system. Flow statistics obtained through simulation of random CNN–PCA models closely match results for random SGeMS models for a demanding case in which O-PCA models lead to significant discrepancies. Results for history matching are also presented. In this assessment CNN–PCA is applied with derivative-free optimization, and a subspace randomized maximum likelihood method is used to provide multiple posterior models. Data assimilation and significant uncertainty reduction are achieved for existing wells, and physically reasonable predictions are also obtained for new wells. Finally, the CNN–PCA method is extended to a more complex nonstationary bimodal deltaic fan system, and is shown to provide high-quality realizations for this challenging example.

     

Hybrid Iterative Ensemble Smoother for History Matching of Hierarchical Models

Mathematical Geosciences - The choice of a prior model can have a large impact on the ability to assimilate data. In standard applications of ensemble-based data assimilation, all realizations in...     

多点地质统计学在河流相储层建模中的应用

多点地质统计学综合了基于象元方法以及基于目标方法两者的优点,对于河流相等具有复杂地质形态的储层精确建模具有较强的优势.在对传统建模方法综合分析的基础上,介绍了多点地质统计学的基本理论及SNESIM算法,并应用该技术对大牛地气田某开发井区的辫状分流河道相进行了实际建模.研究结果表明,在河流相储层建模中,该方法比传统的建模方法更具优越性.最后,进一步综合讨论了多点地质统计学目前面临的主要问题(包括训练图像、目标体连续性、数据样板选择、综合地震信息等方面)的改进方法.