An Improved Perturbation Mechanism for Simulated Annealing Simulation

Simulated annealing (SA) is being increasingly used for the generation of stochastic models of spatial phenomena because of its flexibility to integrate data of diverse types and scales. The major shortcoming of SA is the extensive CPU requirements. We present a perturbation mechanism that significantly improves the CPU speed. Two conventional perturbation mechanisms are to (1) randomly select two locations and swap their attribute values, or (2) visit a randomly selected location and draw a new value from the global histogram. The proposed perturbation mechanism is a modification of option 2: each candidate value is drawn from a local conditional distribution built with a template of kriging weights rather than from the global distribution. This results in accepting more perturbations and in perturbations that improve the variogram reproduction for short scale lags. We document the new method, the increased convergence speed, and the improved variogram reproduction. Implementation details of the method such as the size of the local neighborhood are considered.     

Teacher''s Aide Variogram Interpretation and Modeling

The variogram is a critical input to geostatistical studies: (1) it is a tool to investigate and quantify the spatial variability of the phenomenon under study, and (2) most geostatistical estimation or simulation algorithms require an analytical variogram model, which they will reproduce with statistical fluctuations. In the construction of numerical models, the variogram reflects some of our understanding of the geometry and continuity of the variable, and can have a very important impact on predictions from such numerical models. The principles of variogram modeling are developed and illustrated with a number of practical examples. A three-dimensional interpretation of the variogram is necessary to fully describe geologic continuity. Directional continuity must be described simultaneously to be consistent with principles of geological deposition and for a legitimate measure of spatial variability for geostatistical modeling algorithms. Interpretation principles are discussed in detail. Variograms are modeled with particular functions for reasons of mathematical consistency. Used correctly, such variogram models account for the experimental data, geological interpretation, and analogue information. The steps in this essential data integration exercise are described in detail through the introduction of a rigorous methodology.     

Geostatistical approach for identification of transmissivity structure at Dulliu area in Taiwan

 A thorough understanding of the characteristics of transmissivity makes groundwater deterministic models more accurate. These transmissivity data characteristics occasionally possess a complicated spatial variation over an investigated site. This study presents both geostatistical estimation and conditional simulation methods to generate spatial transmissivity maps. The measured transmissivity data from the Dulliu area in Yun-Lin county, Taiwan, is used as the case study. The spatial transmissivity maps are simulated by using sequential Gaussian simulation (SGS), and estimated by using natural log ordinary kriging and ordinary kriging. Estimation and simulation results indicate that SGS can reproduce the spatial structure of the investigated data. Furthermore, displaying a low spatial variability does not allow the ordinary kriging and natural log kriging estimates to fit the spatial structure and small-scale variation for the investigated data. The maps of kriging estimates are smoother than those of other simulations. A SGS with multiple realizations has significant advantages over ordinary kriging and even natural log kriging techniques at a site with a high variation in investigated data. These results are displayed in geographic information systems (GIS) as basic information for further groundwater study. Received: 27 August 1999 · Accepted: 22 February 2000     

基于饱和渗透系数空间变异结构的斜坡渗流及失稳特征

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（K_s）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;K_s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.      

Automatic Histogram and Variogram Reproduction in Simulated Annealing Simulation

Simulated annealing simulation (SAS) is a flexible tool for generating stochastic simulations conditioned to data at various scales and precision. However, a number of important drawbacks exists: (1) SAS requires considerable CPU time, (2) it requires experience in setting the so-called cooling schedule to obtain convergence, and (3) its space of uncertainty is not well understood. In this paper, I propose a new simulated annealing method that guarantees histogram and variogram reproduction through the implementation of a novel perturbation mechanism. The novel perturbation method is based on the Metropolis–Hastings sampler for a Markov-type random field. This new annealing method allows removal of the histogram and variogram from the objective function in the simulated annealing procedure. Furthermore, for the proposed method one finds that (1) the uncertainty space can be quantified, (2) the convergence properties can be linked to convergence of stationary Markov chains, and (3) the convergence speed is improved over traditional simulated annealing.     

Significance of conditioning to piezometric head data for predictions of mass transport in groundwater modeling

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.     

Conditioning Fractal (fBm/fGn) Porosity and Permeability Fields to Multiwell Pressure Data

Stochastic fractal (fGn and fBm) porosity and permeability fields are conditioned to given variogram, static (or hard), and multiwell pressure data within a Bayesian estimation framework. Because fGn distributions are normal/second-order stationary, it is shown that the Bayesian estimation methods based on the assumption of normal/second-order stationary distributions can be directly used to generate fGn porosity/permeability fields conditional to pressure data. However, because fBm is not second-order stationary, it is shown that such Bayesian estimation methods can be used with implementation of a pseudocovariance approach to generate fBm porosity/permeability fields conditional to multiwell pressure data. In addition, we provide methods to generate unconditional realizations of fBm/fGn fields honoring all variogram parameters. These unconditional realizations can then be conditioned to hard and pressure data observed at wells by using the randomized maximum likelihood method. Synthetic examples generated from one-, two-, and three-dimensional single-phase flow simulators are used to show the applicability of our methodology for generating realizations of fBm/fGn porosity and permeability fields conditioned to well-test pressure data and evaluating the uncertainty in reservoir performance predictions appropriately using these history-matched realizations.     

A Class of Variogram Matrices for Vector Random Fields in Space and/or Time

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.     

Teacher's Aide Variogram Interpretation and Modeling

The variogram is a critical input to geostatistical studies: (1) it is a tool to investigate and quantify the spatial variability of the phenomenon under study, and (2) most geostatistical estimation or simulation algorithms require an analytical variogram model, which they will reproduce with statistical fluctuations. In the construction of numerical models, the variogram reflects some of our understanding of the geometry and continuity of the variable, and can have a very important impact on predictions from such numerical models. The principles of variogram modeling are developed and illustrated with a number of practical examples. A three-dimensional interpretation of the variogram is necessary to fully describe geologic continuity. Directional continuity must be described simultaneously to be consistent with principles of geological deposition and for a legitimate measure of spatial variability for geostatistical modeling algorithms. Interpretation principles are discussed in detail. Variograms are modeled with particular functions for reasons of mathematical consistency. Used correctly, such variogram models account for the experimental data, geological interpretation, and analogue information. The steps in this essential data integration exercise are described in detail through the introduction of a rigorous methodology.     

Two Artifacts of Probability Field Simulation

Probability field simulation is being used increasingly to simulate geostatistical realizations. The method can be faster than conventional simulation algorithms and it is well suited to integrate prior soft information in the form of local probability distributions. The theoretical basis of probability field simulation has been established when there are no conditioning data; however, no such basis has been established in presence of conditioning data. Realizations generated by probability field simulation show two severe artifacts near conditioning data. We document these artifacts and show theoretically why they exist. The two artifacts that have been investigated are (1) local conditioning data appear as local minima or maxima of the simulated values, and (2) the variogram model in range of conditioning data is not honored; the simulated values have significantly greater continuity than they are supposed to. These two artifacts are predicted by theory. An example flow simulation study is presented to illustrate that they affect more than the visual appearance of the simulated realizations. Notwithstanding the flexibility of the probability field simulation method, these two artifacts suggest that it be used with caution in presence of conditioning data. Future research may overcome these limitations.     

Spatial variability estimation and risk assessment of the aquifer level at sparsely gauged basins using geostatistical methodologies

The spatial variability evaluation of the water table level of an aquifer provides useful information in water resources management plans. Three different approaches are applied to estimate the spatial variability of the water table in the study basin. All of them are based on the Kriging methodology. The first is the classical Ordinary Kriging approach, while the second involves information from a secondary variable (surface elevation) and the application of Residual Kriging. The third calculates the probability to lie below a certain groundwater level limit that could cause significant problems in groundwater resources availability. The latter is achieved by means of Indicator Kriging. A recently developed non-linear normalization method is used to transform both data and residuals closer to normal distribution for improved prediction results. In addition, the recently developed Spartan variogram model is applied to determine the spatial dependence of the measurements. The latter proves to be the optimal model, compared to a series of models tested, which provides in combination with the Kriging methodologies the most accurate cross validation estimations. The variogram form is explained with respect to the radius of influence of the pumping wells representing the spatial impact of the pumping activity. Groundwater level and probability maps are developed providing the ability to assess the spatial variability of the groundwater level in the basin and the risk that certain locations have in terms of a safe groundwater level limit that has been set for the sustainability of the groundwater resources of the basin.     

基于多点地质统计与集合平滑数据同化方法识别非高斯渗透系数场

在冲积含水层中,由于岩相的非均质分布,渗透系数一般呈现出明显的非高斯特性（例如砂和黏土两种岩相）,非高斯特性给地下水模型参数的推估带来了困难与挑战。目前广泛使用的集合平滑数据同化方法（ESMDA）虽然有效且计算成本较低,但仅适用于高斯场。多点地质统计方法虽已广泛用于模拟非高斯场,但其无法融入动态观测数据推估参数。基于多点地质统计方法中的直接采样法（DS）与集合平滑数据同化方法,构建一种新的数据同化框架（ESMDA-DS）,既可保持参数场的非高斯特性,又可融合多源数据精确推估非高斯场。构建三个理想算例验证ESMDA-DS对非高斯参数场的推估效果,并探讨了不同类型观测数据对推估效果、水位与浓度预测精度的影响。三个理想算例包括仅融合水位数据（Case 1）,同时融合水位与浓度数据（Case 2）,同时融合水位、浓度与对数渗透系数数据（Case 3）。结果表明:ESMDA-DS方法结合了ESMDA与DS的各自优势,能有效融合观测数据推估渗透系数场,并保持参数场的非高斯特性。通过对比三个算例推估结果,Case 3的参数场推估效果最好,水位与浓度预测精度最高,Case 2次之,Case 1最差,表明融合多源数据可改善推估效果,提高预测精度。     

Transition probability-based indicator geostatistics

Traditionally, spatial continuity models for indicator variables are developed by empirical curvefitting to the sample indicator (cross-) variogram. However, geologic data may be too sparse to permit a purely empirical approach, particularly in application to the subsurface. Techniques for model synthesis that integrate hard data and conceptual models therefore are needed. Interpretability is crucial. Compared with the indicator (cross-) variogram or indicator (cross-) covariance, the transition probability is more interpretable. Information on proportion, mean length, and juxtapositioning directly relates to the transition probability: asymmetry can be considered. Furthermore, the transition probability elucidates order relation conditions and readily formulates the indicator (co)kriging equations.     

Robust Resampling Confidence Intervals for Empirical Variograms

The variogram function is an important measure of the spatial dependencies of a geostatistical or other spatial dataset. It plays a central role in kriging, designing spatial studies, and in understanding the spatial properties of geological and environmental phenomena. It is therefore important to understand the variability attached to estimates of the variogram. Existing methods for constructing confidence intervals around the empirical variogram either rely on strong assumptions, such as normality or known variogram function, or are based on resampling blocks and subject to edge effect biases. This paper proposes two new procedures for addressing these concerns: a quasi-block-bootstrap and a quasi-block-jackknife. The new methods are based on transforming the data to decorrelate it based on a fitted variogram model, resampling blocks from the decorrelated data, and then recorrelating. The coverage properties of the new confidence intervals are compared by simulation to a number of existing resampling-based intervals. The proposed quasi-block-jackknife confidence interval is found to have the best properties of all of the methods considered across a range of scenarios, including normally and lognormally distributed data and misspecification of the variogram function used to decorrelate the data.     

Some Results on the Spatial Breakdown Point of Robust Point Estimates of the Variogram

The effect of outliers on estimates of the variogram depends on how they are distributed in space. The ‘spatial breakdown point’ is the largest proportion of observations which can be drawn from some arbitrary contaminating process without destroying a robust variogram estimator, when they are arranged in the most damaging spatial pattern. A numerical method is presented to find the spatial breakdown point for any sample array in two dimensions or more. It is shown by means of some examples that such a numerical approach is needed to determine the spatial breakdown point for two or more dimensions, even on a regular square sample grid, since previous conjectures about the spatial breakdown point in two dimensions do not hold. The ‘average spatial breakdown point’ has been used as a basis for practical guidelines on the intensity of contaminating processes that can be tolerated by robust variogram estimators. It is the largest proportion of contaminating observations in a data set such that the breakdown point of the variance estimator used to obtain point estimates of the variogram is not exceeded by the expected proportion of contaminated pairs of observations over any lag. In this paper the behaviour of the average spatial breakdown point is investigated for cases where the contaminating process is spatially dependent. It is shown that in two dimensions the average spatial breakdown point is 0.25. Finally, the ‘empirical spatial breakdown point’, a tool for the exploratory analysis of spatial data thought to contain outliers, is introduced and demonstrated using data on metal content in the soils of Sheffield, England. The empirical spatial breakdown point of a particular data set can be used to indicate whether the distribution of possible contaminants is likely to undermine a robust variogram estimator.     

岩土力学参数空间变异性的集合卡尔曼滤波佶值

岩土参数具有结构性和随机性的空间变异特征，该特征导致岩土参数具有不确定性。以地质统计学作为岩土参数空间变异性分析的理论基础，将分布于研究区的岩土参数视为区域化变量，变异函数既描述了岩土参数整体的空间结构性变化，又描述了其局部的随机性变化，用变异函数理论模型作为描述岩土参数空间变异规律的数学模型。引入集合卡尔曼滤波（EnKF）分析方法，利用时空分布的观测数据，对岩土参数空间变异性进行估值。数值算例表明，EnKF能够有效地融合观测数据，较好地提供岩土参数空间变异性的估值。     

Variogram models for regional groundwater geochemical data

Four variogram models for regional groundwater geochemical data are presented. These models were developed from an empirical study of the sample variograms for more than 10 elements in groundwaters from two geologic regions in the Plainview quandrangle, Texas. A procedure is given for the estimation of the variogram in the isotropic and anisotropic case. The variograms were found useful for quantifying the differences in spatial variability for elements within a geologic unit and for elements in different geologic units. Additionally, the variogram analysis enables assessment of the assumption of statistical independence of regional samples which is commonly used in many statistical procedures. The estimated variograms are used in computation of kriged estimates for the Plainview quadrangle data. The results indicate that an inverse distance weighting model was superior for prediction than simple kriging with the particular variograms used.     

岩土力学参数空间变异性的集合卡尔曼滤波估值

岩土参数具有结构性和随机性的空间变异特征,该特征导致岩土参数具有不确定性。以地质统计学作为岩土参数空间变异性分析的理论基础,将分布于研究区的岩土参数视为区域化变量,变异函数既描述了岩土参数整体的空间结构性变化,又描述了其局部的随机性变化,用变异函数理论模型作为描述岩土参数空间变异规律的数学模型。引入集合卡尔曼滤波（EnKF）分析方法,利用时空分布的观测数据,对岩土参数空间变异性进行估值。数值算例表明,EnKF能够有效地融合观测数据,较好地提供岩土参数空间变异性的估值。     

Kriging of water levels in the Souss aquifer,Morocco

Universal kriging is applied to water table data from the Souss aquifer in central Morocco. The procedure accounts for the spatial variability of the phenomenon to be mapped. With the use of measured elevations of the water table, an experimental variogram is constructed that characterizes the spatial variability of the measured water levels. Spherical and Gaussian variogram models are alternatively used to fit the experimental variogram. The models are used to develop contour maps of water table elevations and corresponding estimation variances. The estimation variances express the reliability of the kriged water table elevation maps. Universal kriging also provides a contour map of the expected elevation of the water table (drift). The differences between the expected and measured water table elevations are called residuals from the drift. Residuals from the drift are compared with residuals obtained by more traditional least-squares analysis.     

Imprecise (fuzzy) information in geostatistics

A methodology based on fuzzy set theory for the utilization of imprecise data in geostatistics is presented. A common problem preventing a broader use of geostatistics has been the insufficient amount of accurate measurement data. In certain cases, additional but uncertain (soft) information is available and can be encoded as subjective probabilities, and then the soft kriging method can be applied (Journel, 1986). In other cases, a fuzzy encoding of soft information may be more realistic and simplify the numerical calculations. Imprecise (fuzzy) spatial information on the possible variogram is integrated into a single variogram which is used in a fuzzy kriging procedure. The overall uncertainty of prediction is represented by the estimation variance and the calculated membership function for each kriged point. The methodology is applied to the permeability prediction of a soil liner for hazardous waste containment. The available number of hard measurement data (20) was not enough for a classical geostatistical analysis. An additional 20 soft data made it possible to prepare kriged contour maps using the fuzzy geostatistical procedure.This paper was presented at MGUS 87 Conference, Redwood City, California, 14 April 1987.