The U-WEDGE Transformation Method for Multivariate Geostatistical Simulation

To speed up multivariate geostatistical simulation it is common to transform the set of attributes into spatially uncorrelated factors that can be simulated independently. Spatial decorrelation methods are usually based on the diagonalisation of the variance/covariance and semivariogram matrices of the set of attributes for a chosen family of lag spacings. These matrices are symmetric and there are several efficient methods for the approximate joint diagonalisation of a family of symmetric matrices. One of these is the uniformly weighted exhaustive diagonalisation with Gauss iterations (U-WEDGE) method. In contrast to the method of minimum/maximum autocorrelation factors (MAF), where a two structure linear model of coregionalisation is assumed, U-WEDGE can be applied directly to the set of experimental semivariogram matrices without having to place restrictions on the number of structures in the linear model of coregionalisation, thus removing one of the restrictions placed on the subsequent modelling of the spatial structure of the factors. We use an iron-ore data set to illustrate the method and present a comparison between the simulated attributes obtained from U-WEDGE and MAF with the full co-simulation of the attributes.     

Teaching Aid: Minimum/Maximum Autocorrelation Factors for Joint Simulation of Attributes

Multivariate conditional simulation is used to assess the multivariate grade risk in mineral deposits. With the presence of several spatially correlated attributes, it is important to ensure that their joint simulation is carried out properly and that the observed spatial correlation is reproduced in the realizations. The method of minimum/maximum autocorrelation factors (MAF) is a well established and practical technique that can be used for this purpose. MAF offers tremendous advantages over standard full cosimulation, principal component analysis, and stepwise techniques. In what follows, a detailed review of the MAF technique, its applications, and examples are provided to guide the practitioner on its use.     

Joint High-Order Simulation of Spatially Correlated Variables Using High-Order Spatial Statistics

Joint geostatistical simulation techniques are used to quantify uncertainty for spatially correlated attributes, including mineral deposits, petroleum reservoirs, hydrogeological horizons, environmental contaminants. Existing joint simulation methods consider only second-order spatial statistics and Gaussian processes. Motivated by the presence of relatively large datasets for multiple correlated variables that typically are available from mineral deposits and the effects of complex spatial connectivity between grades on the subsequent use of simulated realizations, this paper presents a new approach for the joint high-order simulation of spatially correlated random fields. First, a vector random function is orthogonalized with a new decorrelation algorithm into independent factors using the so-termed diagonal domination condition of high-order cumulants. Each of the factors is then simulated independently using a high-order univariate simulation method on the basis of high-order spatial cumulants and Legendre polynomials. Finally, attributes of interest are reconstructed through the back-transformation of the simulated factors. In contrast to state-of-the-art methods, the decorrelation step of the proposed approach not only considers the covariance matrix, but also high-order statistics to obtain independent non-Gaussian factors. The intricacies of the application of the proposed method are shown with a dataset from a multi-element iron ore deposit. The application shows the reproduction of high-order spatial statistics of available data by the jointly simulated attributes.     

Production of conditional simulations via the LU triangular decomposition of the covariance matrix

This paper reviews the turning band method and fast Fourier transform method of producing a nonconditional simulation of a multinormal random function with a given covariance structure. A review of the two common methods of conditioning the simulation to honor the data shows that they are formally equivalent. Another method for directly pondering a conditional simulation based on the LU triangular decomposition of the covariance matrix is presented. Computational and implementation difficulties are discussed.     

Moving averages for Gaussian simulation in two and three dimensions

The square-root method provides a simple and computationally inexpensive way to generate multidimensional Gaussian random fields. It is applied by factoring the multidimensional covariance operator analytically, then sampling the factorization at discrete points to compute an array of weighted averages that can be convolved with an array of random normal deviates to generate a correlated random field. In many respects this is similar to the LUdecomposition method and to the one-dimensional method of moving averages. However it has been assumed that the method of moving averages could not be used in higher dimensions, whereas direct application of the matrix decomposition approach is too expensive to be practical on large grids. In this paper, I show that it is possible to calculate the square root of many two- and three dimensional covariance operators analytically so that the method of moving averages can be applied directly to the problem of multidimensional simulation. A few numerical examples of nonconditional simulation on a 256×256 grid that show the simplicity of the method are included. The method is fast and can be applied easily to nested and anisotropic variograms.     

Nested gridding and streamline-based simulation for fast reservoir performance prediction

Detailed reservoir models routinely contain 10⁶–10⁸ grid blocks. These models often cannot be used directly in a reservoir simulation because of the time and memory required for solving the pressure grid on the fine grid. We propose a nested gridding technique that efficiently obtains an approximate solution for the pressure field. The domain is divided into a series of coarse blocks, each containing several fine cells. Effective mobilities are computed for each coarse grid block and the pressure is then found on the coarse scale. The pressure field within each coarse block is computed using flux boundary conditions obtained from the coarse pressure solution. Streamline-based simulation is used to move saturations forward in time. We test the method for a series of example waterflood problems and demonstrate that the method can give accurate estimates of oil production for large 3D models significantly faster than direct simulation using streamlines on the fine grid, making the method overall approximately up to 1,000 times faster than direct conventional simulation.     

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.     

An Application of Multivariate Simulation in the Cement Industry

The profitability of a cement plant depends largely on its capacity to produce homogeneous cement with chemical composition close to specified targets for the cement type produced. One crucial step is the mixing of limestone with other raw materials in proportions calculated to meet these targets. Major design and operation decisions depend on the efficiency of this homogenizing step. The adequate modeling of the mixing process requires simulation of representative cross-correlated time series of chemical compositions of the raw materials involved. The chemical composition signals are obtained by multivariate geostatistical simulation using an LU (Cholesky) decomposition of the covariance matrix. Modifications to the usual LU method are presented. First, the effect on the raw covariance matrix of the closure property of chemical analysis is imposed. Second, the problem of memory space limitations in the LU method is tackled by using overlapping sliding neighbourhoods. The simulation algorithm is applied to the Joppa cement plant owned by Lafarge North America. The simulated raw material input streams are fed into the quality mix control (QMC), a proprietary software that models and controls the mixing operation to produce an output stream with cement characteristics as close as possible to desired targets. Two signal series are studied, one autocorrelated with a moderate temporal range and one with no autocorrelation. The QMC produces C₃S output signals having comparable short scale periodic variograms except that the variance of the uncorrelated signal is four times greater than those of the autocorrelated signal and the real Joppa data. The raw material feeder variograms have the same sill for both the white noise and the autocorrelated signals. However, the autocorrelated signal feeder variogram presents lower short term dispersion variance, a characteristic feature of Joppa operations. Our results show the importance of simulating the right temporal structure of the raw materials to realistically forecast the behavior of the output signals. We also discuss some practical implications of these findings for the design and operation of a cement plant.     

SVM在地下工程可靠性分析中的应用

将支持向量机应用到地下工程可靠性分析中,通过将支持向量机分别与一阶二次矩和蒙特卡洛结合,提出了基于支持向量机的可靠性分析方法,利用数值模拟构造学习样本,通过支持向量机学习,建立变形与随机变量之间映射关系的支持向量机表达,进而实现隧道极限状态函数及其偏导数的显式表达,从而计算隧道的可靠性指标。该方法避免了传统可靠性分析的缺点。算例分析结果表明,该方法计算效率高、结果可靠,对含有大量随机变量的复杂岩土工程可靠性分析具有很大的潜力,具有广泛的应用前景和工程价值。     

开挖边坡随机楔体稳定分析与加锚优化方法

随机楔体的破坏是岩石开挖边坡中常见的破坏类型之一，在对组成楔体的结构而调查统计的基础上，应用随机模拟的方法，生成开挖边坡的三维裂隙网络，进一步运用随机搜索方法与块体理论，搜索出边坡面上的随机楔体，进行楔体的稳定分析，采用风险设计的理论，建立系统锚杆的优化设计方法，将研究结果应用于小湾水电站进水口开挖边坡的稳定分析与锚固优化设计中，得到了较为可信的结果。     

基于显式时间积分的球颗粒DDA计算方法

非连续变形分析方法（DDA）是一种平行于有限元法的新型数值计算方法,该方法基于最小势能原理,把每个离散块体的变形、运动和块体之间的接触统一到平衡方程中进行隐式求解。然而,传统DDA方法在计算过程中需组装整体刚度矩阵并联立求解方程组,在用于大型岩土工程问题的三维数值模拟时占用内存较大、耗时较长、计算效率极低。因此,提出一种基于显式时间积分的三维球颗粒DDA方法。该方法在求解过程中不需要组装整体刚度矩阵,在求解加速度时,由于质量矩阵为对角矩阵,可存储为一维向量占用内存较少,且可分块逐自由度求解,效率较高,在接触判断上采用最大位移准则简化了接触算法,采用较小的时步,保证了计算的精确性;通过几个典型算例验证了该方法的准确性及计算效率。     

Estimation of Block Sizes for Rock Masses with Non-persistent Joints

Summary  Discontinuities or joints in the rock mass have various shapes and sizes. Along with the joint orientation and spacing, the joint persistence, or the relative size of the joint, is one of the most important factors in determining the block sizes of jointed rock masses. Although the importance of joint persistence on the overall rock mass strength has long been identified, the impact of persistence on rock strength is in most current rock mass classification systems underrepresented. If joints are assumed to be persistent, as is the case in most designs, the sizes of the rock blocks tend to be underestimated. This can lead to more removable blocks than actually exist in-situ. In addition, a poor understanding of the rock bridge strength may lead to lower rock mass strengths, and consequently, to excessive expenditure on rock support. In this study, we suggest and verify a method for the determination of the block sizes considering joint persistence. The idea emerges from a quantitative approach to apply the GSI system for rock mass classification, in which the accurate block size is required. There is a need to statistically analyze how the distribution of rock bridges according to the combination of joint orientation, spacing, and persistence will affect the actual size of each individual block. For this purpose, we generate various combinations of joints with different geometric conditions by the orthogonal arrays using the distinct element analysis tools of UDEC and 3DEC. Equivalent block sizes (areas in 2D and volumes in 3D) and their distributions are obtained from the numerical simulation. Correlation analysis is then performed to relate the block sizes predicted by the empirical equation to those obtained from the numerical model simulation. The results support the concept of equivalent block size proposed by Cai et al. (2004, Int. J. Rock Mech. Min. Sci., 41(1), 3–19).     

Maximum Likelihood Estimation of Spatial Covariance Parameters

In this paper, the maximum likelihood method for inferring the parameters of spatial covariances is examined. The advantages of the maximum likelihood estimation are discussed and it is shown that this method, derived assuming a multivariate Gaussian distribution for the data, gives a sound criterion of fitting covariance models irrespective of the multivariate distribution of the data. However, this distribution is impossible to verify in practice when only one realization of the random function is available. Then, the maximum entropy method is the only sound criterion of assigning probabilities in absence of information. Because the multivariate Gaussian distribution has the maximum entropy property for a fixed vector of means and covariance matrix, the multinormal distribution is the most logical choice as a default distribution for the experimental data. Nevertheless, it should be clear that the assumption of a multivariate Gaussian distribution is maintained only for the inference of spatial covariance parameters and not necessarily for other operations such as spatial interpolation, simulation or estimation of spatial distributions. Various results from simulations are presented to support the claim that the simultaneous use of maximum likelihood method and the classical nonparametric method of moments can considerably improve results in the estimation of geostatistical parameters.     

Geostatistical Simulation of Regionalized Pore-Size Distributions Using Min/Max Autocorrelation Factors

In many fields of the Earth Sciences, one is interested in the distribution of particle or void sizes within samples. Like many other geological attributes, size distributions exhibit spatial variability, and it is convenient to view them within a geostatistical framework, as regionalized functions or curves. Since they rarely conform to simple parametric models, size distributions are best characterized using their raw spectrum as determined experimentally in the form of a series of abundance measures corresponding to a series of discrete size classes. However, the number of classes may be large and the class abundances may be highly cross-correlated. In order to model the spatial variations of discretized size distributions using current geostatistical simulation methods, it is necessary to reduce the number of variables considered and to render them uncorrelated among one another. This is achieved using a principal components-based approach known as Min/Max Autocorrelation Factors (MAF). For a two-structure linear model of coregionalization, the approach has the attractive feature of producing orthogonal factors ranked in order of increasing spatial correlation. Factors consisting largely of noise and exhibiting pure nugget–effect correlation structures are isolated in the lower rankings, and these need not be simulated. The factors to be simulated are those capturing most of the spatial correlation in the data, and they are isolated in the highest rankings. Following a review of MAF theory, the approach is applied to the modeling of pore-size distributions in partially welded tuff. Results of the case study confirm the usefulness of the MAF approach for the simulation of large numbers of coregionalized variables.     

Conditional LAS stochastic simulation of regionalized variables in random fields

Ore reserves forecasts are required to aid in investment decisions, mine design and valuation, short and long term production plans and proper and efficient mill design. In random multivariable fields with limited data and high levels of uncertainty, the kriged block estimates produce a smoothing effect resulting in underestimating high values and overestimating low values. The modified conditional simulation (MCS) methodology solves these problems by simulating the random field to preserve its mean and the variance structure. The simulation model is conditioned to reproduce the data at known sample points to minimize the variability between the simulated data and the true field data. In this study, the authors develop the MCS methodology to simulate ore reserve grades using the best linear unbiased estimation (BLUE) and the local average subdivision (LAS) techniques. The MCS methodology is applied to simulate block grades in a section of the Sabi Gold Project in Zimbabwe. The results are compared with the kriged estimates for this section. Analysis of the results shows that the MCS methodology reproduces the known sample grades with minimum estimation error of 0.001 while the estimation error associated with the kriged estimates is 1.104, a 100% efficiency of the MCS method over the kriging technique.     

Digital simulation of multivariate two- and three-dimensional stochastic processes with a spectral turning bands method

The space domain version of the turning bands method can simulate multidimensional stochastic processes (random fields) having particular forms of covariance functions. To alleviate this limitation a spectral representation of the turning bands method in the two-dimensional case has shown that the spectral approach allows simulation of isotropic two-dimensional processes having any covariance or spectral density function. The present paper extends the spectral turning bands method (STBM) even further for simulation of much more general classes of multidimensional stochastic processes. Particular extensions include: (i) simulation of three-dimensional processes using STBM, (ii) simulation of anisotropic two- or three-dimensional stochastic processes, (iii) simulation of multivariate stochastic processes, and (iv) simulation of spatial averaged (integrated) processes. The turning bands method transforms the multidimensional simulation problem into a sum of a series of one-dimensional simulations. Explicit and simple expressions relating the cross-spectral density functions of the one-dimensional processes to the cross-spectral density function of the multidimensional process are derived. Using such expressions the one-dimensional processes can be simulated using a simple one-dimensional spectral method. Examples illustrating that the spectral turning bands method preserves the theoretical statistics are presented. The spectral turning bands method is inexpensive in terms of computer time compared to other multidimensional simulation methods. In fact, the cost of the turning bands method grows as the square root or the cubic root of the number of points simulated in the discretized random field, in the two- or three-dimensional case, respectively, whereas the cost of other multidimensional methods grows linearly with the number of simulated points. The spectral turning bands method currently is being used in hydrologic applications. This method is also applicable to other fields where multidimensional simulations are needed, e.g., mining, oil reservoir modeling, geophysics, remote sensing, etc.     

Conditional Indicator Simulation: Application to a Saskatchewan uranium deposit

Mineral deposits frequently exhibit a mixture of rock types in which each type can be identified by a characteristic metal concentration. Such a mixture can be correctly simulated by first reproducing the spatial and geometric configuration of the various rock types in the deposit. Then the grades for each rock type can be jointly simulated and filled in according to their specific coregionalization characteristics. The method of Conditional Indicator Simulation and an uranium—arsenic joint simulation are presented with a detailed, step-by-step application to the Midwest deposit, a high grade uranium deposit in northern Saskatchewan.     

Direct Sequential Simulation and Cosimulation

Sequential simulation of a continuous variable usually requires its transformation into a binary or a Gaussian variable, giving rise to the classical algorithms of sequential indicator simulation or sequential Gaussian simulation. Journel (1994) showed that the sequential simulation of a continuous variable, without any prior transformation, succeeded in reproducing the covariance model, provided that the simulated values are drawn from local distributions centered at the simple kriging estimates with a variance corresponding to the simple kriging estimation variance. Unfortunately, it does not reproduce the histogram of the original variable, which is one of the basic requirements of any simulation method. This has been the most serious limitation to the practical application of the direct simulation approach. In this paper, a new approach for the direct sequential simulation is proposed. The idea is to use the local sk estimates of the mean and variance, not to define the local cdf but to sample from the global cdf. Simulated values of original variable are drawn from intervals of the global cdf, which are calculated with the local estimates of the mean and variance. One of the main advantages of the direct sequential simulation method is that it allows joint simulation of N _v variables without any transformation. A set of examples of direct simulation and cosimulation are presented.