Seismic Reservoir Characterization An Earth Modelling Perspective P.M. Doyen

Seismic Reservoir
Characterization
An Earth Modelling Perspective
P.M. Doyen
2007 EAGE Publications bv

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Table
of contents
Table of
contents
Chapter 1 Introduction to Geostatistics and

Earth Modelling from Seismic Data
1.1 Course Overview

1.2 Earth Modelling Workflow with Seismic Data
1.3 Introduction to Geostatistics
5
7
21
Chapter 2 3-D Geostatistical Interpolation & Filtering
43
Chapter 3 Stochastic Simulation with Seismic Constraints
79
2.1 Overview
2.2 Simple Kriging
2.3 Ordinary Kriging
2.4 Kriging with Locally Variable Mean
2.5 External Drift Kriging
2.6 Cokriging
2.7 Factorial Kriging
2.8 Factorial Cokriging
3.1 Overview
3.2 Sequential Gaussian Simulation
3.3 Sequential Simulation with LVM or Collocated Cokriging
3.4 SGS with Non-linear Relationships
3.5 Simulation with Downscaling
3.6 FFT-Moving Average Simulation
3.7 Gradual Deformation
43
43
51
52
55
58
67
74
79
79
83
87
89
101
103
Chapter 4 Facies Modelling from Seismic Data
105
Chapter 5 Stochastic Inversion
139
4.1
4.2
4.3
4.4
4.5
4.6
5.1
5.2
5.3
5.4
5.5
Overview
Bayesian Classification
Sequential Indicator Simulation with Seismic Constraints
Truncated Gaussian Simulation
Boolean Simulation Methods
Multi-Point Statistics Simulation
Overview
Geostatistical Inversion using SGS
Bayesian Stochastic Inversion
Exploiting Geostatistical Inversion Results
Joint Stochastic Inversion of Elastic and Petrophysical Properties
105
105
120
128
133
133
139
139
142
156
163
Table of contents
Chapter 6 Statistical Rock Physics
165
Chapter 7 4-D Earth Modelling
211
Future Directions
229
References
233
Acknowlegements
247
List of Main Mathematical Symbols
249
List of Main Abbreviations
251
Index
253
6.1 Introduction
6.2 Monte Carlo Simulation of Rock Physics Templates
6.3 Combining Rock Physics and Spatial Uncertainty
6.4 Uncertainty Propagation using Linearized Analysis
6.5 Rock Physics Inversion using MCS and Bayesian Methods
6.6 Pseudo-Well Generation
6.7 Direct Petrophysical Inversion
7.1 Overview
7.2 Initial Geomodel Construction
7.3 Downscaling of Dynamic Properties
7.4 PEM-Based Calculation of Elastic Properties
7.5 Computation of 4-D Synthetics
7.6 4-D Interpretation
7.7 4-D Seismic History Matching
165
165
170
179
185
190
197
211
213
213
214
220
222
225
Chapter
1 Introduction
to Geostatistics and Earth Modelling
Chapter 1
Introduction to Geostatistics
from
Seismic Data
and Earth Modelling from Seismic
Data
1.1 Course Overview

Three-dimensional numerical earth models play an increasingly central role in the E&P industry.
They are routinely used to plan new wells, calculate hydrocarbon reserves and, when coupled to a
flow simulator, predict production profiles. Due to sparse well coverage, earth models are often poorly
constrained away from well locations. A key challenge for reservoir geoscientists is therefore the quantitative integration of 3-D seismic data to obtain a more accurate representation of reservoir properties
between the wells. Using a combination of theory and case study illustrations, the aim of the course
is to review current best practices, emerging techniques and challenges for constraining earth models
with seismic information.
Geostatistics plays an important role in the construction of earth models. Initially developed in connection with the mining industry by Matheron, geostatistical techniques have been widely adopted in
the petroleum industry following the pioneering work of Prof. A. Journel at Stanford University and
Prof. H. Omre in Norway, among others. Techniques such as kriging and conditional simulation are
now well-established to interpolate reservoir properties between wells and create realistic 3-D heterogeneity models. Commercial implementations of these techniques in geomodelling software packages
are widespread, based in part on pioneering public domain software developed in universities (e.g.,
GSLIB, Deutsch and Journel, 1992). One attractive feature of geostatistics is the availability of powerful techniques such as cokriging and co-simulation for constraining 3-D earth models with seismic
information. Later in this chapter, we introduce basic geostatistical concepts and present a typical
workflow for constructing 3-D earth models by combining seismic and well data.
In Chapter 2, we review the most popular geostatistical estimation techniques for seismic data integration. Our goal is not to give a complete catalogue of existing techniques but to introduce the most
robust techniques and explain their limitations. In Chapter 2, we also discuss the use of kriging-based
techniques to design spatial filters and show their application for conditioning seismic data prior to
reservoir modelling
Stochastic heterogeneity modelling is one of the hallmarks of geostatistics. Following their development in the late 80s and 90s, techniques such as sequential indicator simulation, sequential Gaussian
simulation, truncated Gaussian simulation and Boolean simulation are now mature and routinely
applied in earth modelling workflows. In Chapter 3, we review the concept of conditional simulation
for continuous variables such as porosity, focusing mainly on techniques suitable for incorporating
seismic information. In Chapter 4, we introduce stochastic techniques for seismic lithology modelling and explore the link between Bayesian classification and sequential indicator simulation. We also
briefly cover the promising new development in Multi Point Statistics simulation, which can be used
to simulate more realistic geological features than variogram-based techniques and can also be conditioned with seismic attributes.
The problem of scale remains a key challenge when incorporating seismic information in 3-D earth
models. In the late 80s and early 90s, geostatistics was mainly map-based: seismic attribute maps were
Chapter 1
used to guide the areal interpolation of zone average well data. Today, 2-D mapping has been largely
replaced by 3-D earth modelling and the focus is on integrating seismic-derived information to constrain fine-scale 3-D property models. The limited vertical resolution of inverted seismic data has been
a major obstacle to the widespread use of seismic information in 3-D property modelling. A number
of promising seismic downscaling techniques have been developed recently and will be reviewed in
Chapter 3.
Since its introduction by Haas and Dubrule in 1994, stochastic inversion remains to this day a very
active area of research. This topic is closely linked to geomodelling because stochastic inversion can
be constrained directly with fine-scale log data and delivers high frequency impedance volumes that
can be integrated in 3-D earth models without downscaling. While deterministic inversion remains
the preferred choice in many companies, the application of stochastic inversion has been growing in
recent years. In parallel with deterministic inversion, stochastic inversion has evolved from post-stack
acoustic impedance inversion to pre-stack implementations in which multiple partial angle stacks are
inverted simultaneously to estimate several elastic parameters. The link between deterministic and
stochastic inversion is also better understood, following in particular the work of Buland et al. (2003a)
in a Bayesian setting. In Chapter 5 we discuss recent developments in stochastic inversion and downstream workflows that exploit multiple realizations of inverted elastic properties for lithology prediction and uncertainty quantification.
Earth models are becoming increasingly complex. They are used to represent properties from
several domains: reservoir properties (e.g., facies, porosity and permeability), seismic properties
(e.g., acoustic impedance), mechanical properties (e.g., effective elastic moduli) and dynamic properties (e.g., saturation, and pore pressure). Data integration between the different domains poses
several challenges, including how to establish relationships between data from different domains
and how to merge the data in a common model framework. Geomechanical and 4-D applications
also require a full earth model covering not just the reservoir interval but also the overburden.
Rock physics provides the necessary link for relating data from different domains (for example a
petro-elastic model is used to link seismic velocities to lithology, porosity, saturation and pressure)
while geostatistics provides the tools to propagate uncertainties in the rock physics transforms. In
Chapter 6, we discuss statistical rock physics, which combines together rock physics and geostatistics. We give a number of examples of rock physics-based inversion and stochastic simulation
workflows for seismic pore pressure prediction in a 3-D geomechanical earth model and for seismic
porosity and lithology estimation in 3-D reservoir models. This chapter also compares sequential
inversion workflows, where elastic inversion is followed by a rock physics inversion, with direct
petrophysical inversion, where seismic data are inverted directly for rock properties such as porosity and lithology. The direct petrophysical inversion workflows are becoming more popular because
they guarantee coherency between the earth model and seismic amplitude data, which is not the
case for traditional cascaded workflows. In Chapter 7, we concentrate on 4-D earth modelling and
the integration of dynamic flow simulation results with time-lapse seismic data in the earth model
framework.
Earth modelling with seismic data is a vast subject. A choice had to be made of the topics covered in
a 1-day course. First, the course concentrates on 3-D property modelling from seismic data. Depth conversion and structural uncertainty modelling will not be addressed. Dubrule (2003) has given a very
good introduction to this important topic. Although Chapter 6 introduces some of the key challenges
in 4-D earth modelling, our coverage is limited to simulator-to-seismic workflows, where 4-D synthetics are created from the flow simulator output and compared to real 4-D data. We do not address the
Introduction to Geostatistics and Earth Modelling from Seismic Data
issues of saturation and pressure prediction from time-lapse seismic data, joint inversion of seismic
and production data and 4-D geomechanics because these topics have been covered in other recent
courses (Calvert, 2005; MacBeth, 2007). Furthermore coverage of these extra topics would require an
extended course period.
In the course, we use the terms earth model, reservoir model and geomodel interchangeably to
mean a 3-D numerical representation of subsurface properties that is obtained by integrating multiple
types of data and can be used to perform physical calculations such a flow simulation and that serves
as a base for making reservoir management decisions. A reservoir model may be seen as a part of an
earth model in that an earth model may represent not just the reservoir but also formations above and
below the producing interval.
1.2 Earth Modelling Workflow with Seismic Data

Earth modelling workflows are typically organized in three main stages (e.g., Dubrule et al., 1997).
1. Construction of geometric framework from horizons and faults interpreted from seismic data.
2. Building of 3-D stratigraphic grids that provide a cellular framework for property interpolation.
3. Generation of 3-D property models by well log interpolation.
In this section, we review this workflow and focus on the extensions required to incorporate seismic
data as a constraint in the construction of 3-D property models. The workflow presented here is not
universally applicable. Instead, it highlights some of the key concepts and practical issues that are
faced when integrating seismic information.
Main Inputs for Constructing Seismic-Constrained Reservoir Model
From den Boer et al., 1999
Fig. 1.2.1
Chapter 1
Simultaneous Elastic Inversion Example Workflow
Fig. 1.2.2
Correction of Residual Errors in Depth Conversion
From Cole et al., 2003
Fig. 1.2.3
Input data
The main input data for the construction of a seismic-constrained earth model are typically the following:
1. Horizon data and fault picks. A number of horizon surfaces, typically specified as regular 2-D
grids are used to define the top and base of the different reservoir intervals. Horizons are usually
obtained from 3-D seismic interpretation and are depth-converted before integration with the geomodel. Extra stratigraphic surfaces may also be defined between key markers identified from the
seismic data. Fault surfaces or fault polygons or poly-lines picked from seismic data are also a key
input for the geomodel construction.
2. Well log data and well tops. Typically, one or multiple log data tables will be stored for each
well containing measured depth, true vertical depth, porosity, lithology, saturation and other
properties, for each sample point along the well trajectories. When available core data may also
be incorporated to calibrate log-derived porosity estimates or calculate a porosity-permeability
transform. Data tables, containing well picks for the top and base of the different zones of interest, are also required.
3. Seismic attribute volumes. Cubes of depth-converted seismic attributes are obviously a key input.
Depth conversion of the seismic volumes may be performed by resampling the data between key
horizons defined in both time and depth domains. A seismic velocity cube may also be used to
constrain the depth conversion process.
Figure 1.2.1 depicts the main inputs in a structurally simple carbonate reservoir from the Middle
East. In this case, log data at several horizontal wells and a cube of inverted acoustic impedance are
two key inputs for the modelling of the reservoir properties.
Seismic Inversion
Which seismic attributes should be used as input for reservoir modelling? Experience shows that best
results are often obtained when using cubes of inverted attributes such as acoustic impedance. There
are two main benefits of using inverted attributes compared to using amplitudes, AVO attributes or
other attributes resulting from simple transforms of amplitude data. First, inversion partially removes
wavelet effects, increases the resolution and provides impedance values that can be directly correlated with the absolute values of the rock properties stored in our 3-D models. This is not the case of
amplitude or AVO attributes which are related to relative changes in reservoir properties across elastic
interfaces. Second, inverted impedances can be directly calibrated at well locations with log-derived
impedance values. This calibration step, performed in the framework and at the scale of the reservoir
model, is often a crucial step in the construction of a seismic-constrained rock property model.
Recent advances in pre-stack inversion make the use of inverted attributes even more attractive.
In the past, use of post-stack inversion results to constrain earth models was limited by the fact that
only acoustic impedance was inverted from seismic data. It was therefore difficult to separate the
effects of porosity, lithology and fluid saturation from a single inverted parameter. Today, full elastic
inversion is routinely performed by simultaneously inverting multiple partial angle stacks. Figure 1.2.2
shows a typical model-based, simultaneous elastic inversion workflow. An initial model is perturbed
iteratively until a good fit is obtained between real seismic amplitudes and synthetic angle stacks calculated by forward modelling with the Zoeppritz equation. In favourable cases, simultaneous inversion
delivers independent estimates of three elastic parameters, such as P- and S-wave velocities, Vp and Vs
(or corresponding impedances Ip and Is) and density, . Other elastic parameters such as Poisson ratio
can also be derived from inversion results. The availability of 2 or 3 inverted attribute cubes is particularly useful to better constrain earth models and reduce ambiguities when predicting rock properties.
Chapter 1
Multi-Layered Stratigraphic Grid Framework
Fig. 1.2.4
Stratigraphic Grids with Different Layering Styles
Adapted from G. Caumon
10
Fig. 1.2.5
Furthermore, some inversion tools deliver the inverted elastic properties in stratigraphic grids that can
be used directly for reservoir modelling.
In the illustrative workflow described below and in subsequent chapters, we will focus mainly on the
use of inverted attributes to constrain reservoir models. However, in Chapter 6, we will come back to
the issue of constraining earth models directly from seismic amplitude data.
Depth Conversion QC
Before embarking on the construction of the earth model, basic data QC steps are required. For example, we need to check that depth-converted horizons match the tops defined at the wells. This will be
the case if tops have been used to constrain the depth conversion process. If this is not the case, the
horizons need to be flexed locally near the well locations to ensure that input horizons are consistent
with the well tops. Another important data QC is to check the quality of the inversion at the well locations after time-depth conversion, as shown in Figure 1.2.3. This is done by sampling the depth-converted inverted cubes along the well trajectories and displaying inverted impedance values side-by-side
with log impedance. As shown in the example, inverted results (dotted curve) may not align properly
with the log values due to residual errors in the depth conversion. This problem must be rectified, as it
will adversely affect the petro-seismic calibration at later stages of the workflow. Different strategies can
be applied to correct the residual depthing errors, such as flexing horizons near the wells or applying
residual velocity corrections. This process is often iterative and can be QC by displaying cross plots of
log versus inverted impedance before and after depthing corrections (Figure 1.2.3).
At this stage of the workflow, a decision is made as to whether or not the seismic data can be used
to constrain the reservoir model, based on the quality of the seismic-well tie. Depending on the vertical
resolution of the seismic data compared to the thickness of the reservoir zones, a preliminary decision
may also be made about the type of property modelling technique that will applied: for example, with
high resolution inversion results, we may use a 3-D cokriging procedure while in a thin reservoir zone
we may decide to constrain the model using an areal trend map derived from seismic impedance.
Structural Modelling and 3-D Gridding
Having assembled and QC the data, the first step is to build the structural and stratigraphic framework for the earth model. A 3-D stratigraphic grid is a structured grid composed of hexahedral
cells aligned along layers in order to conform to reservoir stratigraphy. When no faults are present,
stratigraphic grids can be readily constructed in each interval by vertical interpolation between top
and base horizons, as shown in Figure 1.2.4. Different layering styles can be used to conform to the
expected reservoir stratigraphy, as depicted in Figure 1.2.5. For example, in the proportional style,
the cell thickness varies proportionally to the thickness of the gridded interval while in the eroded
style, the stratigraphic grid lines are parallel to the bottom horizon and the cells truncate on the top
horizon, which is interpreted as an erosion surface. Careful selection of the stratigraphic grid style is
important, as it controls the way in which the rock properties are interpolated between well locations.
In reservoir modelling, stratigraphic grids are preferred to regular Cartesian grids because they provide a more natural framework for geostatistical interpolation, as depicted in Figure 1.2.6. Instead of
using Euclidian distance in a regular Cartesian grid (top left), interpolation of reservoir properties is
performed using approximate stratigraphic distances defined along the layers of the stratigraphic grid
(top right). In a stratigraphic grid, each cell has two sets of coordinates: Cartesian coordinates (u,v,w)
defined in the original space and pseudo stratigraphic coordinates (i,j,k) corresponding to the grid
cell indices. Figure 1.2.6 depicts the simple mapping between the two coordinate systems. In order to
ensure proper stratigraphic correlation, geostatistical calculations such as variogram analysis and krig-
11
Chapter 1
Comparison of Regular and Stratigraphic Grids
Adapted from R. Moyen
Fig. 1.2.6
Faulted Stratigraphic Grid
From Mallet, 2002
12
Fig. 1.2.7
Vertical Section trough Faulted Stratigraphic Grid
Adapted from R. Moyen
Fig. 1.2.8
ing are performed using stratigraphic distances defined in the i,j,k space. In practice, an approximate
stratigraphic distance between two points is computed from the number of cells separating the points
in the i, j and k directions and from the average cell size along each direction.
The dimensions of a stratigraphic grid are typically determined by specifying the size of individual
grid blocks. Typically, grid cells may be 100m x 100m laterally and 1 or 2 metres thick. However grid
block size may vary considerably from field to field depending on reservoir heterogeneity and model
size limitations. In practice, reservoir models will typically contain several millions of grid cells. It is
possible to vary the grid block size in each reservoir interval as shown in Figure 1.2.4. This may be
desirable if we have multiple stacked reservoirs with different levels of spatial variability.
In the presence of faults, stratigraphic gridding is far more complex. Nevertheless, recent
advances in gridding technology and greater commercial availability of sophisticated 3-D geomodelling software have made feasible the construction of faulted stratigraphic grids, such as the one
shown in Figure 1.2.7. Faulted stratigraphic grids have some limitations. For example as shown in
Figure 1.2.7, cells and grid lines are often distorted in the vicinity of faults where columns of cells are
made to conform to the fault geometry. Those distortions may result in biased geostatistical calculations. In Figure 1.2.8, the real stratigraphic distances h1 and h2 are different but they correspond to
the same number of cells. The distances will therefore be wrongly assumed to be identical in variogram calculations made from (i,j,k) coordinate differences. Mallet et al. (2004) have proposed a
new approach where a stratigraphic coordinate system is established from the structural framework
without building any stratigraphic grid. This parametric coordinate system can be used for example
to populate unstructured grids. Nevertheless, experience with geostatistical property modelling on
13
Chapter 1
Log Averaging Horizontal Wells
Fig. 1.2.9
unstructured grids remains limited (e.g., Deutsch et al., 2002a). We will therefore focus exclusively
on reservoir modelling using stratigraphic grids, which is the most widely used approach in commercial applications.
Log Averaging
Log data need to be resampled into the stratigraphic grids in preparation for geostatistical interpolation. In practice, this step is performed by identifying the grid cells that intersect the well trajectories
and averaging the log samples falling within each cell, as shown in the top picture in Figure 1.2.4. For
example, if the log sampling interval is 0.5 ft and the vertical thickness of a grid block is 3 ft, 6 samples
will typically be averaged in each cell along a vertical well. For horizontal wells (Figure 1.2.9), the lateral averaging may include a large number of log samples. The type of averaging operation depends
on the property that is averaged in the grid blocks. Simple arithmetic averaging is used for properties
such as porosity and volume of clay while Backus average may be used to upscale the sonic velocity
logs. Minimum and maximum cut-off values may be introduced for each log to exclude outliers from
the computed averages. Discrete variables such as facies are usually averaged using a majority voting
calculation, which returns as average the most popular facies, based on the relative count of samples
falling in each cell.
Quality control of the log averaging step is performed by comparing averaged or blocked logs
and original logs as shown on the left in Figure 1.2.10. In practice, we examine each well individually to verify that the 3-D model is fine enough vertically to preserve the observed geological layering
and capture the main vertical heterogeneities. If the thickness of the grid blocks in one interval is too
coarse to preserve the required vertical details, the grid is rebuilt with finer cells.
14
Grid Flexing before Log Averaging and Well QC
Fig. 1.2.10
An important consideration before averaging the logs is to confirm that the 3-D grid honours
exactly the well tops. This is also illustrated in Figure 1.2.10. If this is not the case, data leakage
may occur at the boundary between two geological formations and result in erroneous cell averages.
In practice, this problem is removed by flexing the 3-D stratigraphic grids at well locations before
averaging to ensure that well tops fall exactly on grid-cell facets. This step is particularly important if
an abrupt discontinuity in the logs occurs at the top of the gridded interval.
At this stage of the workflow, another important check is to compare basic statistics such as mean,
variance and coefficient of correlation for different rock properties before and after averaging the
logs in the cells of the stratigraphic grid. Figure 1.2.11 illustrates this analysis using an example
from a carbonate reservoir. Log data from a number of vertical and deviated wells (a) have been
averaged into a stratigraphic grid covering the reservoir interval (b). The cross plot in (c) shows the
impact of the averaging process on the relationship between porosity and acoustic impedance. We
observe that the variance of the grid block data is smaller than that of the log data. This well-known
support effect results from the spatial averaging of log data points in each grid cell. This reduction of
variance leads to an increase in the coefficient of correlation between porosity and impedance. The
level of variance reduction depends on the size of the averaging volume and on the spatial correlation between data values, as explained for example in Journel and Huijbregts (1978). The scaledependence of the variance and of the variogram has an important practical implication: we must
construct histograms and variograms at the correct scale corresponding to the size of grid cells in
our reservoir model. For example, it would not make sense to use the variance of porosity inferred at
log scale as the expected variance level in stochastic simulation done on a coarse 3-D grid. Instead,
we need to use the smaller variance measured after averaging the logs in the stratigraphic grid.
15
Chapter 1
Impact of Log Averaging on Porosity Impedance Relation
From Doyen et al., 1997
Fig. 1.2.11
Resampling of Seismic Data in Stratigraphic Grid
16
Fig. 1.2.12
Potential Problems in Property Transfer between Seismic and Reservoir Grid
From Hadj-Kacem and Pivot, 2005
Fig. 1.2.13
A difficult issue is the representativity of the cell average data. We assume that the average of the log
samples is representative of the average property over the volume of the cell. In the example shown
in Figure 1.2.11, we are mixing cell averages computed from vertical and horizontal wells, which may
both provide biased estimates of the true volumetric averages and are computed from widely different
number of samples. Frykman and Deutsch (2002) provide an excellent introductory discussion of the
application of geostatistical scaling laws in reservoir modelling and give a useful list of technical references for this often overlooked topic. Some of the potential pitfalls associated with log averaging are
also discussed in Ringrose (2007).
Seismic Resampling
Depth-converted cubes of inverted seismic attributes are also resampled into the stratigraphic reservoir grid, as illustrated in Figure 1.2.12. The lateral dimensions of individual grid cells (e.g., 50m or
100m) in a stratigraphic grid are typically larger than the seismic CDP spacing (e.g., 12.5m or 25m).
This means that several seismic samples from the original, regularly sampled seismic cube will be averaged laterally into one cell of the stratigraphic grid. Vertically, the situation is just the opposite: the
sampling interval of seismic attribute data in depth will typically be coarser (e.g., 3m to 12 m) than the
thickness of the reservoir grid blocks (e.g., 1 to 2 m). Vertically, the resampling of the seismic cube is
done by interpolating the seismic samples at each point corresponding to a cell centre. Figure 1.2.12
illustrates the resampling of an inverted acoustic impedance cube in the same stratigraphic grid as the
one used in Figure 1.2.9 to average well log data.
The fact that the seismic grid is laterally denser than the stratigraphic grid can give rise to
problems when transferring seismic attributes in the geomodel, as illustrated in Figure 1.2.13 from
17
Chapter 1
Improved Strategy for Property Transfer from Seismic to Reservoir Grid
From Hadj-Kacem and Pivot, 2005
Fig. 1.2.14
Petro-Seismic Calibration in Stratigraphic Grid
18
Fig. 1.2.15
Porosity - Seismic Impedance Correlation
Fig. 1.2.16
Hadj-Kacem and Pivot (2005). First, the stratigraphic grid may be mis-positioned with respect to
interpreted seismic horizons and faults (top of figure). This can create artefacts in the seismic property transfer. Second, seismic averaging in the laterally coarser reservoir grid may over-smooth the
heterogeneities captured by the seismic attributes and modify seismic connectivity patterns (bottom
of figure). Hadj-Kacem and Pivot (see also Duplantier et al., 2006 and Hadj-Kacem et al., 2006)
have proposed a workflow combining grid refinement, grid deformation and optimized upscaling
to alleviate some of these problems (Figure 1.2.14). Starting from an original stratigraphic grid (a),
they create a mother grid (b) by lateral refinement of the original reservoir grid. The mother grid
is flexed using a warping technique to better match interpreted horizons (c). Seismic attributes are
then resampled in the mother grid (d) before final upscaling in the coarser reservoir grid (e). They
have also proposed a refined upscaling technique that better preserves seismic facies connectivity
after lateral averaging in the reservoir grid.
Petro-Seismic Calibration
Once both seismic and log data have been transferred into the stratigraphic grid framework, the
petro-seismic calibration can be performed at the scale of the grid cells. If the number of well data
is sufficient, this analysis is conducted separately for each reservoir interval. Figure 1.2.15 illustrates
the petro-seismic calibration for the example introduced in Figure 1.2.11. A cube of inverted acoustic impedance (a) was resampled into the reservoir stratigraphic grid (b). Average porosity can then
be cross plotted against average seismic impedance (d) for all grid cells intersected by wells (c). The
porosity correlation with seismic impedance (orange points) is weaker than its correlation with averaged log impedance (blue points), due to the imperfect estimation of impedance by seismic inversion. The cross plot analysis is an important step, as it determines the strength of the relationship
19
Chapter 1
Variogram Calculation From Stratigraphic Distances
Fig. 1.2.17
Seismic-Guided 3-D Mapping in Stratigraphic Space
Fig. 1.2.18
20
between seismic impedance and porosity (or other reservoir properties). This analysis is used to define
the statistical correlation parameters for geostatistical interpolation techniques such as cokriging (see
Chapter 2).
Having the seismic data available in a stratigraphic grid is also useful for fast exploration data
analysis. Figure 1.2.16 shows an example of dynamic graphics analysis. A seismic impedance histogram is constructed after transferring the seismic attribute in a stratigraphic grid. The data range (low
impedances) highlighted in the histogram is cross-referenced to the 3-D display where only grid cells
in that range are visible. As expected, low impedance anomalies tend to coincide with the position of
high porosity horizontal wells.
Spatial Continuity Analysis
The next step in the reservoir modelling workflow is to conduct a variogram analysis to characterize
the spatial continuity in the variation of reservoir properties. Variogram calculations are performed
from the well cell data as a function of stratigraphic distances defined directly from the (i,j,k) indices
of the 3-D grids. Distances measured in terms of cell indices are transformed to approximate physical
distances by multiplication with distance increments corresponding to average cell dimensions along
each axis. Figure 1.2.17 depicts an omni-directional variogram calculated as a function of horizontal
(along strata) distance from a number of horizontal wells. Determination of horizontal variograms
is often much harder if the study area contains only widely spaced vertical wells. The concept of
variograms is discussed in the next section.
3-D Seismic-Guided Interpolation
The last step in the construction of a seismic-constrained geomodel involves the interpolation
of reservoir properties between the wells: the geo-cellular framework is in-filled with estimated
or stochastically simulated rock properties. The seismic attribute data are used to guide the
interpolation process away from the wells, as illustrated schematically in Figure 1.2.18. Different
geostatistical techniques exist for this purpose. The most widely used estimation and conditional
simulation techniques will be presented in Chapters 2-3 and 4. Perhaps the most popular method
is cokriging, where seismic and well data are combined in a generalized regression equation.
As explained earlier, the seismic-guided interpolation process is performed in stratigraphic space
after transferring well and seismic data to the reservoir grid.
1.3 Introduction to Geostatistics

In this section, we introduce some of the geostatistical concepts that will be used in later chapters.
Readers who wish to learn more should refer to one of the following references. The books by Deutsch
(2002), Kelkar and Perez (2002) and by Caers (2005) provide good, practical introductions to geostatistics in a reservoir modelling context. The book by Chils and Delfiner (1999) is an excellent theoretical
reference at a more advanced level but its coverage of reservoir modelling issues is limited. Despite
its age and its focus on mining applications, the book by Journel and Huijbregts (1978) remains an
invaluable reference, especially for matters related to support effects, which are not widely covered in
the petroleum geostatistics literature. Other useful introductory books include Isaaks and Srivastava
(1989), Goovaerts (1997) and Armstrong (1998). Kitanidis (1997) and Rubin (2003) provide an introduction to geostatistics for applications in hydrogeology. The article by Chambers et al. (2000) is also
a good, short overview for non-geostatisticians.
21
Chapter 1
Gaussian Probability Distribution Function
Fig. 1.3.1
Random Variable and Random Field
A Random Variable (RV) is a variable taking a range of possible values according to a Probability
Distribution Function or PDF. We can distinguish two types of RVs: continuous variables, which take a
continuous range of possible values and discrete or categorical variables, which take only a finite set of
values. The concept of the random variable plays a central role in geostatistical reservoir modelling.
For example, we interpret the value of porosity at one point in the reservoir as a realization, x of a
random variable X. It is common to use upper case letters to represent RVs and lower case letters for
individual realizations. In the course, we will use lower case notation for both, as the context should
make it clear whether we are speaking of the RV or of a realization from it. In geostatistics, we define
RVs at each point in space or in each cell of our reservoir models. We therefore write x(u) or z(u) to
denote RVs representing for example porosity and acoustic impedance at location u. A random field
is simply a collection of RVs indexed by their spatial position.
Why do we use random field theory to describe the reservoir? Spatial variations in reservoir properties and inter-dependence between different properties are complex and cannot usually be described
using simple deterministic functions. Geostatistics provides a framework to represent complex reservoir heterogeneities and model complicated relationships between reservoir attributes. Another reason why we use a statistical framework is that we have incomplete information about the reservoir. If
reservoir properties were measured at every point, we could in principle describe it in a purely deterministic manner. In practice, boreholes sample the reservoir at a very small number of locations. The
task of predicting the properties of a spatially heterogeneous reservoir is therefore highly uncertain.
The probabilistic framework is ideally suited to model this uncertainty.
22
Gaussian Cumulative Probability Distribution Function
Fig. 1.3.2
Mean, Variance and Gaussian Distribution
Gaussian RVs play an important role in geostatistics. The Gaussian PDF is represented by a symmetric, bell-shaped curve as shown in Figure 1.3.1. It is fully characterized by two parameters: the mean
and the variance. The mean measures the location of the peak of the distribution and the variance
measures the spread of values around the mean. For simplicity, we often write f(x)~N(mx, 2x) to indicate
that x is a Gaussian RV with mean mx and variance 2x. The standard normal distribution is denoted by
N(0,1) to indicate that it has zero mean and unit variance. It can be obtained from another Gaussian
variable x with distribution N(mx, 2x) by applying the change of variable (xmx)/x. Figure 1.3.1 shows
two Gaussian distributions with different means and variances. The concepts of mean (or expected
value) and variance apply to any distribution whether it is Gaussian or not. In practice, sample means
and variances are calculated using standard formulae.
Cumulative Distribution Function
Figure 1.3.2 gives the definition of the Cumulative Distribution Function (CDF) and shows the CDF
corresponding to a Gaussian PDF. The CDF for one value x is obtained by integrating the corresponding PDF over all values below x. It is particularly useful to calculate an interval probability or a probability of exceedence. Figure 1.3.3 shows the 95% confidence interval for a Gaussian PDF. It means that
if we draw values at random from the PDF, 95% of the values will fall in the interval [m2,m+2].
Linear Correlation and Bi-variate Gaussian Distribution
In the course, we will often relate two or more RVs at the same location, for example when we want
to predict porosity, x from acoustic impedance z. The relationship between the two variables is usually
23
Chapter 1
95% Confidence Interval for Gaussian PDF
Fig. 1.3.3
Covariance and Coefficient of Correlation
Fig. 1.3.4
24
Bi-variate Gaussian Distribution
Fig. 1.3.5
summarized using their covariance or coefficient of correlation. This concept is explained in Figure
1.3.4. The coefficient of correlation, xz=, is just a dimensionless, normalized covariance obtained
by dividing the covariance by the product of the standard deviations of the two variables. The coefficient of correlation measures the degree of linear dependence between two variables and varies from
-1 (perfect correlation with negative slope) to +1 (perfect correlation with positive slope). A value of
zero means that there is no linear relationship between the two variables. Kalkomey (1997) provides a
useful discussion of the pitfalls involved in linear correlation analysis: when samples used to estimate
are sparse, it is very easy to obtain spurious high correlation values. Non-linear relationships may
also exist between two attributes that cannot be measured by . We will come back to this situation
in Chapter 3, where we discuss strategies for handling non-linear relationships between seismic and
reservoir properties in stochastic simulations.
The concepts of covariance and correlation coefficient are strongly linked with Gaussian variables.
Figure 1.3.5 defines the bi-variate Gaussian distribution, f(z,x)=f(z). We use bold letters to denote vectors. The joint Gaussian PDF is fully specified by the mean vector, which corresponds to the means of
the two RVs and the covariance matrix, which is constructed from the variances of the two variables
and their covariance. The covariance matrix is symmetrical. This means that the off-diagonal elements
are equal and can be expressed in terms of the coefficient of correlation as Cxz=Czx=xz. The same
exponential expression applies for multivariate Gaussian distribution of any dimension. In n dimensions, the covariance matrix has elements Cij=E[(xi mi)(xj mj)], which correspond to the covariances
between variables xi and xj with means mi and mj, for i and j = 1, , n. Figure 1.3.5 shows iso-probability
contours of the bi-variate Gaussian PDF. They conform to ellipses centred at the mean location mz,
which corresponds also to the PDF maximum. Figure 1.3.5 also shows samples drawn at random from
25
Chapter 1
Gaussian Conditional Distribution and Conditional Expectation
Fig. 1.3.6
Different Degrees of Spatial Correlation
Fig. 1.3.7
26
the joint PDF. They define a cloud of points centred at the mean point. The shape of the data cloud
depends on the elongation and orientation of the elliptical iso-probability contours, which depend
themselves on the covariance matrix, as shown in Figure 1.3.4. When RVs x and z are uncorrelated (i.e.,
=0), lines of equal probability become circles. Integrating the joint PDF over all values of z yields the
univariate Normal distribution of x, N(mx, 2x), as shown in the top left corner of Figure 1.3.5.
Gaussian Conditional Distribution and Linear Prediction
We introduce the concept of Linear Mean Square (LMS) prediction in a simple Bayesian context.
Suppose that we have two correlated Gaussian RVs z and x with correlation coefficient . The variables
represent for example acoustic impedance and porosity at the same location. Suppose also that we
have measured the value of the acoustic impedance z. We would like to make a prediction of x based
on the measured value of z using the fact that the two variables are linearly correlated. We will denote
our prediction of x by x.
First, we ignore the z measurement. In that case, we predict x by the mean mx, i.e., x = mx. It is easy to
show that this value would be the best prediction in that it minimizes the Mean Square Error (MSE),
E(xx)2. Furthermore, the MSE for this best prediction is equal to the variance of the PDF of x, 2x. In
the absence of z data, we may see the PDF f(x) as a prior distribution whose mean is our best estimate
of the unknown value of x and whose variance measures the prediction uncertainty.
Next, we would like to update our best estimate of x using the z observation. If the two RVs are correlated, we expect that the range of possible values of x corresponding to the measured z will be narrower
than the full range of values associated with the prior PDF f(x). This restricted range of x values corresponds to the spread of the bi-variate distribution along a vertical line drawn in the cross-plot of Figure
1.3.6. Statistically, we represent this updated range of values by the conditional distribution f(x|z). This
distribution is also called the posterior distribution in that it represents the range of possible outcomes for
x updated from the knowledge of z. If the bi-variate distribution is Gaussian, the conditional distribution
is also Gaussian with conditional mean and variance as given in Figure 1.3.6. Measurement of z leads to
a reduction of the variance that is directly related to the magnitude of the coefficient of correlation. If
=1, the posterior has zero variance; if =0, the two variables are uncorrelated and the posterior variance is equal to the prior variance 2x. In this Gaussian setting, the posterior variance does not depend
on the value of z but the posterior (or conditional) mean is a linear function of z. The posterior mean
also corresponds to the Maximum A Posteriori (MAP) value of x, i.e., the value of x corresponding to the
maximum of the Gaussian PDF f(x|z). In a Bayesian setting, the posterior mean would also be used as
our best estimate of x given the z data point.
The same results can be obtained using standard LMS prediction theory without reference to Gaussian
variables: we construct a linear estimate of x as x=a+bz and we obtain the values of a and b by minimizing the MS prediction error E(xx
)2 with the extra condition that the estimate be unbiased, i.e., E(x
)=mx.
The resulting linear regression is identical to the conditional mean formula and the predicted MSE is
the same as the conditional variance. Nevertheless, the Bayesian framework is more general than least
squares. For example, we can still use the concept of posterior distribution when the RVs z and x are nonlinearly correlated. This will be discussed in the context of stochastic simulation in Chapter 3.
Spatial Correlation and Linear Prediction
Spatial correlation is a key concept in geostatistics. It allows us to make prediction at one point in the
reservoir from observations made at different locations. Figure 1.3.7 shows three synthetic porosity profiles, representing measurements along three hypothetical horizontal wells. The experimental mean and
27
Chapter 1
Spatial Correlation
Fig. 1.3.8
Spatial covariance and Auto-Correlation Functions
Fig. 1.3.9
28
Impact of Correlation Range
Fig. 1.3.10
variance of porosity are exactly the same in the three wells. In the absence of any extra information, we
would wrongly conclude that the uncertainty in predicting porosity would be the same in all three cases
because the spread of values is the same. Of course, we know intuitively that it will be much easier to
predict porosity away from the well in case A than in case C because the lateral variations are much less
erratic. It is clear that univariate statistics do not allow us to differentiate the three different scenarios of
reservoir heterogeneity. Instead, we need to introduce the concept of spatial correlation in order to quantify the various degrees of lateral variability. For this purpose, we first introduce the concept of h-scatterplot (e.g., Isaaks and Srivastava, 1989) in Figure 1.3.8. We use x(u) to denote the value of porosity at one
point of coordinate u along the horizontal well and x(u+h) to represent the porosity value at distance h
away from the first point. A h-scatterplot is constructed by cross-plotting x(u+h) versus x(u) for all pairs of
points separated by distance h. Figure 1.3.8 shows a series of such h-scatterplots for increasing distance h.
We can compute the coefficient of correlation between cross-plotted variables for each lag distance h. The
cross-plots become more diffuse as h increases because the porosity values become less and less similar.
An experimental spatial correlation function is obtained by plotting the coefficient of correlation as a
function of h, as shown in Figure1.3.9. (h) measures the degree of linear correlation between porosity values as a function of interdistance h. The plot of (h) shows the expected decrease in the level of
correlation with increasing h. The distance at which the correlation becomes zero is called the range of
correlation or the correlation length. In this case, the lateral correlation range is about 50 m. Beyond this
distance, porosity values are approximately uncorrelated. Figure 1.3.9 also gives the formulae defining
the theoretical spatial correlation and covariance functions and the corresponding expressions for calculating them experimentally. The theoretical formulae for C(h) and (h) are identical to the formulae
shown in Figure 1.3.4, except that z and x have been replaced by x(u) and x(u+h), respectively. We have
used the superscript * to differentiate the experimental formulae from the theoretical ones.
29
Chapter 1
Linear Prediction from One Data Point
Fig. 1.3.11
Figure 1.3.10, we plot the spatial correlation functions corresponding to the three horizontal wells.
The lateral continuity in well A is much greater than in well C. This translates into a much larger
correlation length, as expected. The correlation range controls the degree of predictability of porosity away from the well. Suppose, we wish to predict porosity x(u+h) at a distance h from one porosity
measurement x(u). This problem is conceptually similar to the problem of predicting porosity from
acoustic impedance at the same location illustrated earlier in Figure 1.3.6. The only difference is that
instead of using the local correlation between z and x, we use the spatial correlation between x(u) and
x(u+h) to build a best linear estimate of porosity, as shown in Figure 1.3.11. The expressions for the
conditional expectation and conditional variance are the same as before but we have replaced the local
coefficient of correlation zx by the spatial correlation (h). The formula for the conditional expectation makes it clear that (h) measures the degree of linear dependence between porosity values as a
function of distance. If we predict porosity at a distance h greater than the correlation range, the best
linear porosity estimate becomes equal to the porosity mean mx and the predicted mean square error
(or the estimation variance) becomes equal to the a priori variance. In Chapter 2, we will come back
to this example and show that it is a special case of linear estimation with Simple Kriging.
Stationarity
When constructing the h-scatterplots and the experimental spatial correlation function displayed in
Figures 1.3.8 and 1.3.9, we have made implicitly the assumption that we could pool all the well data
together and calculate meaningful summary statistics. In fact, we have made the two assumptions of
stationarity listed in Figure 1.3.12. First, we assume that the means of the RVs x(u) and x(u+h) do not
vary along the section of the well trajectory under investigation. This allows us to estimate mx as the
sample arithmetic mean of all the data values. Second, we assume that the covariance between RVs x(u)
30
Stationarity
Fig. 1.3.12
and x(u+h) depends only on the lag distance h. This allows us to compute the experimental correlation, *(h) at distance h by combining all pairs of points separated by that distance. Stationarity of the
covariance implies that the variance 2x = C(0) is also stationary and can be estimated as the sample
variance of all the data. Figure 1.3.12 shows two examples where these assumptions are violated. In
example (a), the porosity increases systematically from left to right, implying that the mean is spatially
variable, i.e., mx = mx(u). In example (b), the level of local variability increases from left to right with
increasing porosity, implying that both the mean and variance depend on the position u. The first
non-stationary situation is common in practice and corresponds for example to the existence of a
geological trend. To tackle this situation, we will often decompose the spatial variations of x into two
components: a smoothly varying deterministic function corresponding to the trend and a more rapidly
varying random component called the residual. This will be discussed further in Chapter 2 (see Figure
2.4.1), where we introduce the concept of kriging with a locally variable mean.
Variogram
Geophysicists are more familiar with correlation or covariance functions but geostatisticians tend to
prefer variograms (Figure 1.3.13) because their computation does not require estimation of the mean.
Furthermore, the variogram is somewhat more general as its definition requires the weaker stationarity
assumption that the increments x(u+h)-x(u) be stationary. This means that variogram analysis can be
applied to random phenomena which have unbounded variance. However in most practical situations,
the two tools are equivalent. Figure 1.3.13 gives the formula defining the variogram as the variance of
the increments. In practice, the experimental variogram is constructed by plotting the average square
difference between data values as a function of distance h. For each lag distance h, the average is taken
over all pairs of points separated by that distance. The variogram is related to the covariance by the
31
Chapter 1
Relationship between Variogram and Covariance
Fig. 1.3.13
Key Variogram Features
Courtesy of T. Colou
32
Fig. 1.3.14
Modelling Anisotropy
Fig. 1.3.15
simple formula shown on the left in Figure 1.3.13. The variogram tends to increase with increasing
distance because it measures the dissimilarity between data values as a function of h. The opposite is
true for the covariance because it measures the level of similarity as a function of h. Figure 1.3.14 summarizes key variogram parameters:
1. Variogram of stationary RVs reach a plateau level at a certain distance h. That distance r corresponds to the correlation range or correlation length. Beyond that distance, data values are uncorrelated.
2. The level of the plateau is called the sill of the variogram. It corresponds to the level of variance of
the data. The higher the sill, the greater the variability.
3. Variograms often exhibit a discontinuity at the origin (h=0). This is called the nugget effect in
geostatistics. It corresponds either to pure random noise or to variability at a scale smaller than the
sampling interval.
Directional Correlogram and 2-D Correlation Map
So far we have computed a spatial correlation or variogram function along one direction, corresponding to the orientation of a horizontal well in our example. In general because of anisotropy,
the degree of lateral continuity in a reservoir will be directionally dependent. We therefore compute
a series of 1-D experimental correlograms or variograms along different directions. Figure 1.3.15
illustrates the concept of directional correlogram using a seismic amplitude map (a) from a North
Sea reservoir. In (b), we show a series of correlograms computed for different azimuths . In polar
coordinates, we can represent a distance vector (hu,hv) by (h, ) where h is the length of the distance
vector aligned along direction . Each correlogram measures the degree of correlation between
33
Chapter 1
2-D Covariance Function for Regularly Spaced Data
Fig. 1.3.16
Isotropic Covariance Models
Fig. 1.3.17
34
seismic amplitude values with increasing distance h measured along a particular direction. The correlation ranges have been interpreted manually along each direction and are displayed as coloured
sticks in (c) radiating from a common origin corresponding to a zero separation distance. Often the
experimental ranges will approximately fall on an ellipse, as shown in (c). This situation is called
geometric anisotropy and is characterized by two principal correlation ranges, corresponding to the
half-length of the major and minor axis of the ellipse. The orientation of the ellipse is measured
by the azimuth of the major axis, which corresponds to the direction of greatest lateral continuity.
When data are regularly spaced in 2-D, we can also compute a correlation map as shown in (e).
Directional correlograms represent radial slices passing through the origin of the map. For example, the correlogram shown in the top right corner in light green colour corresponds to a slice with
azimuth =45o. Figure 1.3.16 shows another example of a 2-D spatial correlation map (b) computed
from the 2-D grid of data displayed in (a). The figure also explains how the experimental covariance and correlogram are computed. For a distance vector h=(hu,hv), the experimental covariance
is calculated by averaging the product of data values over all pairs of grid points separated by h. In
practice, the covariance is computed for distance lags hu and hv corresponding to integer multiples
(k and l) of the grid node spacing . The covariance is a symmetric function, i.e., C(h)=C(-h), as
seen from the map display. When data are irregularly distributed in 2-D, directional correlograms
or variograms can still be computed in a similar manner. The procedure, which involves binning
pairs of data points according to distance and angle classes, will not be described here. Details can
be found for example in Deutsch (2002).
Modelling 2-D Correlograms or Variograms
Except in special circumstances (see for example Section 2.8 on automatic factorial cokriging),
experimental correlation values are not used directly. Instead, parametric models are fitted to the
experimental correlograms or variograms. There are two main reasons why modelling is performed:
W
hen applying kriging or simulation, covariances may have to be evaluated for distances not
available from sample covariances. There is therefore a need to interpolate between experimental
covariance values.
Kriging matrices (see Chapter 2) constructed from covariance values must be positive definite to be
invertible. The parametric models fitted to the experimental covariances ensure that this condition
is respected.
In practice, variogram modelling is performed from a set of valid parametric models such as the
popular isotropic covariance models shown in Figure 1.3.17. We use the notation C(h/a) to make clear
that the correlation range acts as a scale factor on the modulus h of the distance vector h. The Gaussian
and exponential models reach zero asymptotically when h goes to infinity. However, a practical correlation range is defined as the distance when the covariance reaches 5% of the value at the origin. A
factor of 3 has been introduced in the two exponential formulae so that their practical range of correlation is equal to a.
Anisotropic covariance models are constructed from isotropic functions. As discussed earlier, we
consider the situation where plots of directional covariance as a function of h have the same shape but
different ranges of correlations. Furthermore, we assume that the azimuthal dependence of the range
can be described using an ellipse. Figure 1.3.18 (bottom) gives the equation of the ellipse radius, re as a
function of for an ellipse parameterized using the (semi) major and minor axis lengths, a and b, and
the orientation of the major axis. (The azimuth is usually measured clockwise from the N-S (hv) axis,
so in this example is negative.) The anisotropic covariance function is obtained from an isotropic
35
Chapter 1
Modelling Geometric Anisotropy
Fig. 1.3.18
2-D Exponential Covariance Model
Fig. 1.3.19
36
Conventions for Distances Calculation in 3-D
From Caers, 2005
Fig. 1.3.20
model by scaling the range according to the azimuthal dependence of re. Figure 1.3.19 shows two 2-D
anisotropic exponential covariance models obtained by scaling the isotropic model shown on the left.
Experimental spatial covariances may reveal several scales of variability, each with its own anisotropy
and correlation ranges. The experimental correlograms of the seismic amplitude map in Figure 1.3.15
clearly capture two scales of variability: a small-scale structure corresponding to the rapid decrease of the
correlation level at short distances and a longer-scale structure corresponding to the more gradual decay of
the correlograms at intermediate distances. The two nested structures visible in the correlograms are easily
modelled using a sum of two covariance models: one of them has already been discussed; it corresponds
to a geometrically anisotropic model with correlation ranges and orientation shown in (c). The small-scale
structure has been modelled using an isotropic model with range equal to 400m (d). The combined fitted
model is overlaid on the experimental correlograms in (b). The relative variance of each model component
has been scaled so that the sum of the two components add to one at the origin (h=0).
3-D Variograms and Correlograms
Directional variograms or correlograms can also be calculated in 3-D. In this case x(u) represents for
example the porosity at location u=(u,v,w) and x(u+h) represents porosity at another location separated by the distance vector h=(hu ,hv ,hw). Experimental variograms are computed as a function of distance |h| along different directions specified by two angles as shown in Figure 1.3.20: the azimuth and
dip angles. Interactive software tools are typically used to perform the variogram analysis, as shown
in Figure 1.3.21. A stereo net is used to specify the dips and azimuths for directional variogram computation. Variogram ranges are picked manually along each direction and are displayed as a 3-D stick
diagram. The 2-D ellipse of anisotropy is replaced by a 3-D ellipsoid, fully specified by three angles
37
Chapter 1
Variogram Computation in 3-D
Fig. 1.3.21
3-D Heterogeneity Models and Variograms
Fig. 1.3.22
38
and three principal correlation ranges, corresponding to the three axis of the ellipsoid. In layered
reservoirs and when working in stratigraphic coordinates, we expect the minor axes of anisotropy to
be vertical (perpendicular to bedding) and the medium and major axes to be horizontal (or parallel
to the layering). Experimental variograms are therefore computed in various horizontal directions
(dip = 0o) and in the vertical direction (dip = 90o). In the stereo-net displayed in Figure 1.3.21, the vertical direction corresponds to a dot at the centre of the net whereas horizontal directions correspond
to dots located on the perimeter the colored circle.
Figure 1.3.22 from Caers (2005) depicts the 3-D porosity distribution in a set of synthetic reservoir
layers and the corresponding directional variograms. They provide a good illustration of the impact
of the variogram structure on 3-D spatial continuity. In particular:
1. All variograms increase with increasing distance to reach a plateau level corresponding to the sill,
except in (d) where the lateral correlation length is large compared to the size of the 3-D block and
corresponds to a laterally homogeneous reservoir.
2. As expected, the vertical correlation ranges are much smaller than the horizontal ranges, indicating
that there is more continuity parallel to layering than in the perpendicular direction.
3. The slope of the N-S horizontal variogram at the origin is greater in reservoir (b) than in reservoir
(a), meaning that the variogram increases more quickly for small distance h in (b) than in (a). The
behaviour of the variogram near the origin controls the smoothness of the porosity variations: the
gentler variogram slope in (a) gives rise to smoother spatial variations.
4. The N-S variogram in (c) exhibits a strong apparent discontinuity at the origin. This nugget effect
translates into more erratic variations, representing variability at a scale smaller than the size of the
grid blocks.
3-D Heterogeneity Models and Variograms
Fig. 1.3.22 (continued)
39
Chapter 1
Porosity Spatial Correlation North Ghawar Field
Fig. 1.3.23
Spatial Cross-Correlation
Fig. 1.3.24
40
Spatial Cross-Correlation and Cross-Covariance Functions
Fig. 1.3.25
The main difficulty in variogram analysis is often the lack of data to compute reliable statistics.
The vertical variogram structure is typically well-defined from log data at vertical wells. Except when
horizontal wells are available (Figure 1.2.17), it is often impossible to define the horizontal variogram
structure because the well spacing is about equal or larger than the lateral correlation range. Figure
1.3.23 from Cole et al. (2003) illustrates a strategy that can be employed in such situations. After resampling in the reservoir stratigraphic grid, porosity log data from 27 wells (a) were used to compute a
vertical variogram with range of about 50feet (b). Because of the sparse nature of the well data (average
well spacing is several kilometres), not enough data pairs are available to compute reliable directional
variograms in the horizontal direction (i.e., horizontal in stratigraphic coordinate space). Instead, an
omni-directional horizontal porosity variogram was computed from the well data. This means that the
variogram calculation is averaged over all directions to obtain more data pairs and a less noisy variogram estimate. The omni-directional experimental variogram (c) is still noisy but a spherical model
with range of about 7km provides a reasonable fit. In order to study the lateral anisotropy, directional
correlograms were obtained from a seismic impedance map (d), representing average values over
the reservoir interval. Horizontal directional variograms were computed (e) and fitted using a geometrically anisotropic spherical model with principal correlation ranges and azimuth as shown on
the correlation map (f). Finally, the lateral anisotropy model for acoustic impedance is assumed to be
representative of the anisotropy of the porosity variations. The 3-D ellipse of anisotropy for porosity (g) is therefore constructed by combining the vertical range calculated from the well data and the
horizontal ranges computed from the seismic data. This model is also validated because it is consistent
with the preferential directions of lateral continuity expected in this carbonate depositional setting.
Furthermore, the omni-directional range value of 7km calculated from the well data is in between the
major and minor ranges computed from seismic impedance, as it should be.
41
Chapter 1
Spatial Cross-Correlation
Earlier in this chapter, we introduced the local coefficient of correlation between two attributes such as
acoustic impedance and porosity. This concept can be extended to model the spatial cross-correlation
between two attributes. For simplicity, we restrict our discussion to a 1-D example. Suppose that we
want to relate lateral variations of porosity to changes in seismic amplitude along a horizontal profile,
as shown in Figure 1.3.24. We use x(u) to denote the value of porosity at one point of coordinate u
and z(u+h) to represent the amplitude value at distance h away from the first point. A h-scatterplot is
constructed by cross-plotting z(u+h) versus x(u) for all pairs of points separated by distance h. Figure
1.3.24 shows a series of such h-scatterplots for increasing distance h. From the scatterplots, we can compute the cross-correlation coefficient between x and z for each lag distance h. We can then construct an
experimental cross-correlation function by plotting the value of xz as a function of h. In general, the
cross-correlation will be maximum at the origin and decrease with increasing distance. The correlation length can be defined as the distance at which the values of z and x become uncorrelated. Figure
1.3.25 gives the definition of the spatial cross-covariance and cross-correlation functions. Cross-covariances cannot be modelled independently of the auto-covariances of the two attributes z and x. Instead,
a linear model of coregionalization must be used (e.g., Journel and Huijbregts, 1978). In practice,
modelling of cross-covariances is quite tedious, especially if more than two variables are involved.
As we will see in the next chapter, most people today use collocated cokriging with a Markov-type
assumption. Under this assumption, the cross-covariance function is supposed to be proportional to
the covariance of the primary attribute. The only parameter to calculate is therefore the coefficient of
correlation, xz (0), which measures the strength of the local linear relationship between the primary
and secondary variables.
42
Chapter
2 3-D Geostatistical Interpolation
& Filtering
3-D Geostatistical
Interpolation & Filtering
2.1 Overview
Kriging-based techniques are widely used for interpolating reservoir properties. Kriging comes in
many different flavours such as simple kriging, universal kriging, cokriging and factorial kriging to
name a few. In this chapter we first review the basic concept behind kriging. Next, instead of giving
a complete catalogue of the different kriging variants, we discuss the kriging-based techniques most
suitable for integrating seismic information in 3-D reservoir modelling. We also focus on the application of kriging for filtering seismic images, as this topic has received significant attention in the last
few years. This topic is also of interest because it highlights the importance of properly conditioning
seismic data before using them for quantitative reservoir characterization.
2.2 Simple Kriging

The kriging interpolation technique was developed in the 60-'s by Georges Matheron, the father
of geostatistics (see for example Matheron, 1971). He named the technique in recognition of the
pioneering work of Daniel Krige in the mining industry. The technique is closely related to WienerKolmogorov linear mean square prediction filtering theory (see for example Yaglom, 1962). One key
difference in geostatistics is that we typically deal with data irregularly distributed in 2-D or 3-D space,
Simple Kriging in 3-D
Fig. 2.2.1
43
Chapter 2
Simple Kriging
Fig. 2.2.2
Definition of Simple Kriging System
Fig. 2.2.3
44
3-D Geostatistical Interpolation & Filtering
Kriging as an Exact Interpolator
Fig. 2.2.4
whereas linear prediction filtering theory was first developed in the context of time series analysis, with
regularly sampled data. The basic idea of kriging is explained in Figure 2.2.1 in the context of predicting an unknown rock property, xo, for example porosity, at one location uo in a 3-D grid. In the Simple
Kriging (SK) approach, we obtain an estimate, x0sk, of the unknown rock property as a weighted linear
combination of the well data values, xi. To simplify notation, we use the index i to refer to a particular
location ui, representing the centre of a 3-D grid cell. In the figure, mx represents the expected value
of variable x. In SK, the mean is assumed to be spatially constant and is fixed by the user. In order to
obtain the kriging estimate, we must calculate the weights, wi, of the different data values. We would
like to select these weights so that we minimize some measure of the unknown prediction error x0 x0sk
at location uo. For kriging, we choose to minimize this error in a mean square sense (Figure 2.2.2). This
amounts to minimizing a quadratic error function parameterized in terms of C, the spatial covariance
function of variable x. In practice, we obtain the weights corresponding to the optimal solution by solving
a system of equations called kriging system, which are also called normal equations in time series analysis.
An example of kriging system is shown in Figure 2.2.3 in a situation where we have three data points.
The elements of the symmetric kriging matrix, Cij, represent spatial covariances evaluated for distance
vectors hij between data points i and j. The diagonal elements of the matrix are all equal to the variance
of x ( 2x = 2). The kriging vector on the right-hand side of the matrix equation is obtained from spatial
covariances calculated for distance vectors between the three data locations and the position uo, where
we make the prediction. The kriging matrix captures information about data correlation or redundancy
while the kriging vector provides spatial correlation information between the estimation location and the
data locations. It is interesting to note that the kriging system depends only on the data configuration
relative to the estimation location and not on the data values themselves.
45
Chapter 2
Moving Search Neighbourhood
Fig. 2.2.5
How do we solve the kriging system? In practice we invert the kriging matrix and multiply it by the
kriging vector to obtain the solution for the weight vector. To be invertible the matrix must be positive
definite. This is why we cannot just plug in experimental covariance values in the matrix, as the resulting matrix could become ill-conditioned. Instead, as explained in Chapter 1, we fit a parametric model
to the experimental covariances that guarantees the condition of positive definiteness by construction.
An important property of kriging is that it is an exact interpolator; i.e., it reproduces exactly the data
values, as shown in 3-D in Figure 2.2.4.
Search neighbourhood
How do we determine the data points that are included in the kriging system? For large datasets or for
reasons of stationarity, we often use a moving search neighbourhood. Data points are only retained in
the kriging system if they fall within a local search region defined for example by a 2-D ellipse centred
at the estimation location (Figure 2.2.5) or an ellipsoid in 3-D, with major and minor axes aligned
along the principal directions of spatial anisotropy. To minimize directional interpolation artefacts, the
search template is divided into quadrants or octants and data points are selected so that they provide
omni-directional coverage. When data are clustered, adaptive search strategy can be used: the size
of the search region is increased until a sufficient number of points is found. With a moving search
region, the data configuration changes each time we estimate xo at a new grid point uo. The steps of
building the kriging system and inverting it are therefore repeated at each location in order to find the
optimum set of weights. In that sense, kriging is an adaptive technique in that the weights are adapted
to the local data configuration.
46
Kriging in The Absence of Spatial Correlation
Fig. 2.2.6
An alternative strategy is called kriging with a unique neighbourhood: instead of using a moving search
region, we use all available data points in the kriging system at each grid cell / node location. This is
handy because we only need to build and invert the kriging matrix once. The kriging vector (right-hand
side of the matrix equation in Figure 2.2.3) still needs to be recalculated at each predicted location but
kriging with unique neighbourhood can provide an important CPU cost saving for large grids, as most
CPU time is spent performing matrix inversion calculations. Another advantage of the unique neighbourhood strategy is that it minimizes the risk of kriging artefacts: when using a moving search region,
spurious discontinuities occur in kriging results when the number of data points in the search region
changes abruptly from one location to the next. Kriging artefacts with a moving search region can be
particularly severe when extrapolating away from a cluster of well data, as shown in Figure 2.2.5.
In practice, application of the unique neighbourhood technique is limited by the number of control
points (a few hundreds) otherwise the matrix to invert becomes too large and ill-conditioned. In addition to kriging matrix size, the applicability of the unique neighbourhood technique is limited by the
underlying assumption of stationarity and validity of the spatial covariance model at large distances.
For example, in 3-D, we often observe a vertical trend in the reservoir interval. Mixing well data points
from different depths in a simple kriging system is therefore not advisable, as it assumes a spatially
constant mean. A better approach, often used in practice, is to apply unique neighbourhood kriging
layer-by-layer in the 3-D grid, with a layer-dependent constant mean calculated by averaging the well
data at each stratigraphic level.
47
Chapter 2
3-D Kriging with a Constant Mean
Fig. 2.2.7
Impact of Data Configuration and Choice of Covariance Model

A few conceptual examples are useful to better understand how kriging works. In the first example (Figure
2.2.6), we assume that we have a covariance model corresponding to a pure white noise (or nugget effect).
In this case, the kriging estimate is equal to the mean, mx, at all grid nodes, except nodes corresponding to
data locations. This is consistent with our intuition that in the absence of any spatial correlation, the best
estimate is just the mean of all the data. The same situation occurs when the distance between the estimation location and all data points is greater than the correlation range. Again, all kriging weights become
zero and the best estimate reduces to the mean. This implies that in extrapolation situations, simple kriging estimates reduce to the input constant mean (Figure 2.2.7).
Let us now assume that we can ignore spatial correlation between the data (Figure 2.2.8). In this
case, the kriging weights are directly proportional to the covariances evaluated for distances between
the estimation location and the different data locations. This shows that kriging is a distance-weighted
average technique like inverse distance interpolation, but physical distances are replaced by structural
distances determined from the selected covariance model. Unlike inverse distance interpolation, kriging accounts for anisotropy. In Figure 2.2.9, the two data points situated at the same distance from the
estimation point will be weighted differently according to the directional covariance model. In practice,
this property is used to impose preferential direction of lateral continuity in the interpolation process.
In general, we cannot ignore the off-diagonal elements in the kriging matrix, as they provide information about data redundancy. As depicted in Figure 2.2.10, if we have two data points close together, we
expect that the information they carry is redundant. They should therefore receive reduced kriging weights
compared to the isolated data point located at the same distance from the estimation point. The figure
shows that the kriging matrix acts as a declustering operator that accounts for this data redundancy.
48
Kriging with Uncorrelated Data
Fig. 2.2.8
Kriging with Uncorrelated Data and Anisotropy
Fig. 2.2.9
49
Chapter 2
Declustering Property of Kriging
Fig. 2.2.10
Simple Kriging from One Data Point
Fig. 2.2.11
50
Interpretation of Kriging Variance
Fig. 2.2.12
Finally, imagine that we have a single well location and want to predict porosity (x) at a distance h away
from the well (Figure 2.2.11). The kriging estimate reduces to a traditional linear least-squares regression
with a correlation coefficient dependent on the inter-distance between the data point and the estimation
location. The same result was obtained in Chapter 1 (Figure 1.3.11) using conventional correlation analysis.
Kriging Variance
As a by-product, kriging provides a measure of the prediction error, which is called the kriging variance
or the predicted mean square error. It corresponds to the value of the quadratic error surface at the minimum point (Figure 2.2.2), which determines the kriging weight values. Under a multi-Gaussian assumption with known covariance model, the kriging variance provides a confidence interval for the estimated
value (Figure 2.2.12). In practice, it may be difficult to verify this Gaussian assumption. Furthermore, the
kriging variance depends on the selected spatial covariance model, which is also uncertain, especially if
well control is sparse. The kriging variance can therefore not be interpreted, as providing absolute error
bounds on the predicted values. Instead, the kriging variance gives a relative measure of the quality of
the interpolation in different regions of the reservoir and reflects the spatial distribution of the data. As
shown in the 3-D example in Figure 2.2.12, the kriging variance is zero at well locations, as kriging is
an exact interpolator. At distance from wells greater than the correlation range, the kriging variance is
equal to the variance of the rock property.
2.3 Ordinary Kriging

In SK, we assume that the mean is known and spatially constant. If the estimated mean value is exact,
the kriging estimator is said to be unbiased in that the expected error E(x0 x0sk) = 0. Another popular
51
Chapter 2
Ordinary Kriging
Fig. 2.3.1
form of kriging is called Ordinary Kriging. In OK, the mean mx is assumed to be a priori unknown.
The OK estimator is made unbiased by requiring that the kriging weights sum to 1. This is done by
introducing an extra constraint in the kriging system. How does OK relate to SK? As shown schematically in Figure 2.3.1, OK amounts to re-evaluating the mean at each estimation location using the data
falling within the moving search neighbourhood. Simple kriging is then applied using the residuals
from the implicitly estimated mean. In theory, OK is more data-adaptive than SK in that it can track
smooth variations in the mean corresponding for example to a geological trend. In practice however,
OK can give rise to artefacts in the form of abrupt discontinuities in the mapping results. This occurs
when the number of data points contained in the moving search region is sparse, leading to abrupt
variations in the mean recalculated at each point. Another potential problem with OK occurs when the
data provide a biased sampling of the reservoir, for example if all wells are located in a high porosity
zone. In that case it is better to impose a guessed mean value with SK or provide an external trend
model than to use OK with an implicitly biased mean.
2.4 Kriging with Locally Variable Mean

How do we account for the presence of a trend in the data, such as a vertical porosity compaction
trend or areal trend linked to lithology variations? A simple strategy consists in decomposing the
spatial variations of x into the sum of a smoothly varying function called the trend and a residual
term, representing the more rapid variations around the trend, as depicted in Figure 2.4.1. The trend
is usually described using a deterministic function while the residual is modelled using a random
variable with zero mean and stationary covariance. A simple strategy, called Kriging with a Locally
Variable Mean (LVM), can be used to incorporate the trend information, as presented in Figure 2.4.2.
52
Decomposition into Trend and Residual Variations
Fig. 2.4.1
Simple Kriging with Locally Variable Mean
Fig. 2.4.2
53
Chapter 2
3-D Kriging with LVM
Fig. 2.4.3
In practice the trend function m(u) can be specified as a polynomial function of u. For example, a
compaction trend can be modelled using a linear or quadratic depth function fitted by least squares
to well log data.
In the context of seismic-guided prediction of porosity, a useful option is first to convert a cube
of seismic impedance (or another seismic attribute) into porosity using standard regression analysis.
The seismic-derived porosity cube is then used as trend in the kriging with LVM scheme. This simple
technique works quite well in practice. The kriging of the residuals guarantees that the resulting model
honours the well data. Away from wells, the final porosity model reduces to the externally specified
trend, i.e., when all data points are located at a distance greater than the correlation range from the
estimation location uo, the kriging residual is zero. Figure 2.4.3 illustrates this trend-kriging approach
with a seismic porosity prediction case study for a carbonate reservoir from Saudi Arabia (Cole et al.,
2003). In this example, a cross-plot of porosity versus Acoustic Impedance (AI) revealed two trends
related to changes in lithology: the curved trend (in red) corresponds to good quality reservoir rocks
with dolomitic facies while the lower linear trend (in blue) is associated with tight limestone and mudstone. At first, the facies-specific porosity-AI relationships were applied separately, after building a 3-D
facies model. This solution led to unrealistically abrupt changes in porosity across facies boundaries.
The solution adopted next was to define a 3-D porosity trend by linear blending of the two relationships with weights equal to the corresponding facies probabilities. The resulting seismic-derived porosity trend model (in the middle at the bottom of the figure) was combined cell-by-cell with the kriged
well residuals to derive the trend-kriged porosity model (bottom right) that ties at the wells and is consistent with the seismic trend. The advantage of kriging with LVM over more sophisticated techniques
such as kriging with an external drift is that the user has complete control over the trend model and
can incorporate different geological constraints, as the example shows.
54
2.5 External Drift Kriging

Trend information can be incorporated using the more complex Universal Kriging (UK) technique
(see for example Chils and Delfiner, 1999), which works also under the assumption that the variations
of a rock property can be decomposed into a deterministic trend plus a random residual term. In the
UK approach, the trend is usually specified using a polynomial function of the geographic or stratigraphic coordinates. The trend coefficients are assumed to be unknown and are determined implicitly
as part of an extended system of normal equations. This technique is rarely used in practice in reservoir modelling as the trend coefficients become unstable in extrapolation situations. Furthermore, in
contrast to kriging with LVM, the user has no control on the calibration of the trend coefficients. An
interesting alternative, first proposed by Omre (1987) is called Bayesian Kriging (BK). In kriging with
LVM, we assume that the trend coefficients are perfectly known while in UK, we assume that there are
completely unknown. BK represents an intermediate solution where a priori probabilistic constraints
are imposed on the trend coefficients (Omre and Halvorsen, 1989). Examples of application of BK for
seismic depth conversion problems are given by Abrahamsen et al. (1991 and 2000).
In this section, we will briefly touch on a special case of UK, called External Drift Kriging (EDK),
which is often used in the oil industry, in particular in the context of seismic time-to-depth conversion
(see for example Chils and Delfiner, 1999). We will not give a rigorous mathematical development
but instead emphasize the practical aspects and potential pitfalls. In layer cake depth conversion, geophysicists construct cross-plots of seismic interval velocity, V, versus interval travel time, T. The positive
correlation between the two parameters is often significant and relates to a general trend of velocity
increase with depth due to compaction. In this context, apparent velocities measured at well locations
are interpolated using a map of interval travel time (interpreted from seismic data) to guide the inter-
External Drift Kriging of Seismic Velocity
Fig. 2.5.1
55
Chapter 2
External Drift Kriging - I
Fig. 2.5.2
External Drift Kriging - II
Fig. 2.5.3
56
External Drift Kriging - III
Fig. 2.5.4
polation process. In this case (Figure 2.5.1), our trend model is defined not as a polynomial functions
of the geographic coordinates but as function of the travel time defined at each interpolation grid
node. A simple linear relationship is often used to define the trend. The steps involved in EDK prediction of velocity are described in Figures 2.5.2 to 2.5.4. Our goal is to estimate the unknown velocity at
a grid node (red dot in Figure 2.5.2) at which we only know the interval travel time To. EDK predicts
Vo by combining To with velocity and interval travel time data measured at wells located inside a search
region centred at the estimation location. In the example, we have three wells inside the search region,
represented by the orange circles. In a first step, we estimate the coefficients a and b of the velocitytravel time trend by regression, using only the (Vi, Ti) data points located inside the search region. (We
use and b to denote the estimated trend coefficients). This means that the trend coefficients will be
recalculated at each grid node if we use a moving search neighbourhood. In the second step (Figure
2.5.3), we define the residuals at the wells by subtracting the local value of the trend. Next, we krige the
residuals at the estimation location. Finally, we obtain the EDK estimate of the velocity, V0edk by adding
the trend computed locally to the kriging residual. In practice, this multi-step procedure is performed
implicitly at each grid node by solving an EDK system of equations, as shown in Figure 2.5.4. Like SK,
EDK is an exact interpolator. In extrapolation (when Ci0= 0 for all data points), the EDK prediction
reduces to the implicitly estimated velocity trend, m
0 = +bT0. When using a moving search region, the
trend coefficients are re-estimated at each grid node. This allows in principle to track non-stationarity
in the velocity-time relationship. In practice, this data adaptive feature is of limited value in a reservoir
modelling context because the number of wells is usually too small to obtain stable estimates of the
space-variant regression coefficients. Furthermore, the implicit determination of the V-T regression in
EDK does not allow removal of data outliers, which may affect the quality of the regression.
57
Chapter 2
Velocity Mapping using EDK
Fig. 2.5.5
Figure 2.5.5 illustrates an application of EDK for seismic velocity mapping from an interpreted travel
time map (top left) in a North Sea Field. The example compares a velocity map obtained by least squares
regression of well velocity on travel time (top middle) with the result of applying EDK with an implicitly
calculated linear V T relationship (top right). The interval velocity versus two-way-time regression was
calibrated using velocity data at 13 wells. The velocity difference map shown at the bottom highlights the
residual velocity field implicitly calculated by EDK to honour the well data exactly. In this case, EDK was
applied with a unique neighbourhood configuration. The regression line implicitly calculated by EDK
is therefore consistent with the explicit well-derived regression line shown in blue in the cross-plot. This
consistency is confirmed when comparing the blue regression line in the cross-plot with the red points,
which represent the EDK results at all grid nodes. EDK is a powerful technique but in practice, the automatic determination of the V-T regression is not desirable. Instead we recommend using Kriging with
LVM or cokriging to achieve similar results with the added advantage of direct control on the calibration
between V and T and the possibility to manually remove regression outliers, if required.
2.6 Cokriging
Cokriging is a multivariate extension of kriging also developed by Matheron in the 1960s. The goal
is to predict an unknown rock property at one location by combining measurements of the same
property at other locations with measurements of another variable, which is assumed to be cross-correlated with the first one. The predicted variable (e.g., porosity) is often called the primary variable
and the other variable, which is used to improve the estimation of the primary variable, is called the
secondary variable. Cokriging is particularly suitable when the primary variable is significantly undersampled compared to the secondary one. This explains the popularity of the technique in the context
58
Cokriging General Form
Fig. 2.6.1
of seismic-guided earth modelling, where dense and regularly sampled geophysical attribute data are
combined with sparsely sampled well measurements of the primary rock property of interest (Doyen,
1988). To simplify notation, we will restrict ourselves to situations where we have a single guiding seismic attribute but cokriging can easily be extended to multiple secondary variables.
In its most general form (Figure 2.6.1), cokriging involves a generalized linear regression mixing n primary data (well) and m secondary (seismic) data values. As with kriging, the regression
weights are determined by solving a set of normal equations resulting from the minimization of the
mean square prediction error. The books by Journel and Huijbregts (1978) and Chils and Delfiner
(1999) provide full details on these equations. In practice, the general form of cokriging is rarely
used because it requires the extraction and modelling of three spatial covariance functions: the
auto-covariance of the primary variable, Cxx, that of the secondary variable, Czz, and the cross-covariance Cxz between primary and secondary variables (Czx is usually assumed to be equal to Cxz). In 1992,
Xu et al., proposed a useful simplification called Collocated Cokriging (CCK) (Figure 2.6.2) where
the geo-regression includes only z0, the secondary attribute measured at the estimation location uo.
They make an additional Markov-type screening assumption. It leads to the further simplification
that the cross-covariance function is a scaled version of the auto-covariance of the primary variable,
as shown in Figure 2.6.3. Solution of the simplified normal equations (shown on the same figure)
requires only the knowledge of
1. the auto-covariance of the primary variable,
2. the variance of the secondary variable and
3. the local coefficient of correlation between primary and secondary variables.
59
Chapter 2
Collocated Cokriging in 3-D
Fig. 2.6.2
Collocated Cokriging
Fig. 2.6.3
60
Kriging in Gaussian Context
Fig. 2.6.4
A further benefit of the collocated approach is that the simplified normal equations are more stable than the general implementation, where the cokriging system involves closely spaced redundant
secondary data and is therefore often ill-conditioned.
The approach proposed by Xu et al. still requires the solution of an extended set of normal equations compared to kriging. We will now show that a further simplification is possible and we can obtain
the same collocated cokriging estimate by direct Bayesian update of kriging (Doyen et al., 1996). The
linear update only requires the knowledge of the kriging variance and the coefficient of correlation,
xz. No cokriging system needs to be solved and no reference to spatial cross-covariance is required. To
introduce the Bayesian framework, we first revisit Simple Kriging (SK) in a Gaussian context. As shown
in Figure 2.6.4, the kriging estimate and kriging variance define the mean and variance of a local
Gaussian conditional distribution at the estimation location. The spread of the distribution is linked
to the uncertainty in predicting xo from the well data alone. To simplify notation, we have dropped the
subscripts o so that x is equivalent to xo and xk to x0k. We also use the superscript k instead of sk to refer
to simple kriging. Now suppose (Figure 2.6.5) that in addition to the well data, we observe a seismic
attribute, z, at the same location uo. How can we use this extra information to update the PDF constructed from the well data? We assume that the joint distribution f(x,z) is Gaussian and given that we know z,
we can define the range of possible value of x from the conditional distribution f(x|z). We can combine
the two pieces of information using the Bayesian updating rule shown in Figure 2.6.6, where the local
posterior distribution is expressed as a product of a seismic likelihood function and a prior distribution
obtained by kriging the well data. Under our Gaussian assumption, both terms represent Gaussian kernels, but in fact the Bayesian rule is general and can be applied to other types of distributions as we will
see later. The decomposition of the local posterior distribution into a product of local likelihood and local
61
Chapter 2
Extraction of Gaussian Conditional Distribution
Fig. 2.6.5
posterior has been proposed by Besag (1986) in the context of statistical image processing. One important
assumption underlies this decomposition: the conditional distribution of z depends only on the local value
x and not on x values at adjacent locations. This is a Markov-type assumption equivalent to the assumption
made by Xu in his simplified implementation of collocated cokriging. In fact, it is easy to show that the
cokriging solution obtained by Bayesian updating is exactly identical to that obtained by Xu.
The Bayesian updating scheme yields a particularly simple formula for the collocated cokriging
estimate xck at one point (Figure 2.6.7): it is obtained as a weighted linear combination of the kriging
estimate xk and the conditional expectation E[x|z]=z, which corresponds to doing a standard linear
regression of x on the local z value. The blending weights are simple functions of the kriging variance
and the coefficient of correlation . In extrapolation situations (i.e., when xk =mx=0 and k2=x2=1), the
cokriging solution reduces to the prediction of classical linear regression whereas cokriging reduces
to kriging (i.e., xck = xk) when =0, as required. This suggests a particularly simple and fast computer
implementation of collocated cokriging:
1. Calculate the kriging estimate xk and kriging variance k2 over the whole 2-D or 3-D
interpolation grid.
2. Update the kriging estimate point-by-point by linear blending with the collocated secondary
attribute z, using the kriging variance and to define the relative weights.
One of the main benefits of this approach is that it decouples the influence of the primary and secondary data and allows fast, interactive sensitivity analysis of the cokriging solution to the coefficient of
correlation between the primary and secondary variable. In Figure 2.6.8, cokriged porosity values from
62
Collocated Cokriging by Bayesian Updating of Kriging
Fig. 2.6.6
Collocated Cokriging by Bayesian Updating of Kriging
Den Boer et al., 1999
Fig. 2.6.7
63
Chapter 2
Impact of Coefficient of Correlation on Cokriging Results
Fig. 2.6.8
3-D Kriged and Cokriged Porosity Models with Average Maps
64
Fig. 2.6.9
a 3-D cube are cross-plotted against seismic impedance for three different values of . Another advantage of the approach is that it is easy to incorporate spatial variations in the coefficient of correlation.
Figure 2.6.9 shows porosity kriging and cokriging results in a 3-D model of a Shuaiba reservoir from
Oman (den Boer et al, 1999). The figure also shows corresponding average porosity maps obtained by
averaging a vertical column of cells. The carbonate reservoir is about 55m thick. The reservoir is multilayered with the top layer (shown in the figure) being the most productive. Numerous horizontal producers have been drilled along the top of the reservoir structure. High porosities between 25% and 30%
are observed in the wells. In the top macro-layer, simple kriging with a single constant mean of about
25% was used. This can be seen, along the flanks of the structure (far away from the wells) where the
kriged porosities appear constant. Cokriging was performed using as input a cube of acoustic impedance
obtained by post-stack seismic inversion. The cokriging results (Figures 2.6.9 and 2.6.10) exhibit significantly more lateral porosity variability, resulting from the seismic impedance constraints. On average,
cokriged porosities are also higher than kriged values. Note that both kriged and cokriged 3-D porosity
models tie the well data exactly by construction. Model validation was performed using a well drilled
after the study was completed. Figure 2.6.11 demonstrates the improved porosity prediction achieved
using the seismic information to constrain the 3-D model, as kriging tends to significantly underestimate
the measured porosities. An important point concerning non-stationarity is illustrated in Figure 2.6.12,
using the same carbonate example. The reservoir is multi-layered and shows a decrease of porosity with
depth due in part to diagenetic effects and better porosity preservation in the oil leg. It is therefore
important to perform cokriging layer-by-layer so that the model parameters, such as mean porosity for
kriging and porosity-impedance correlation, are adapted and capture the depth trend. The histograms
of cokriged porosity in each interval clearly show the vertical drop of average porosity with depth.
Stratigraphic Slices Through Cokriged Porosity Model
Fig. 2.6.10
65
Chapter 2
Porosity Prediction at New Horizontal Well
Fig. 2.6.11
Seismic-Derived Multi-Layered Porosity Model
66
Fig. 2.6.12
2.7 Factorial Kriging

Another popular variant of kriging is called Factorial Kriging (FK) (see for example Sandjivy, 1987
or Daly et al., 1989). Traditionally, geostatistical techniques are applied for interpolating reservoir
properties. However recently, there has been significant interest for the application of FK as a spatial
filtering operation in seismic data processing. In this context, FK-based filters are designed to remove
spatially organized noise from 3-D or 4-D seismic data, as a data conditioning step before quantitative
interpretation. Specific applications include the removal of acquisition footprints, destriping, merging of multiple data vintages, 4-D repeatability improvement and seismic anisotropy analysis (see for
example Mundim et al., 1999, Colou, 2002; Lecerf and Weisser, 2003; Angerer et al., 2003; Sandjivy
et al., 2004).
Suppose we observe a geological image x expressed as a sum of two independent components y1
and y2, as shown in Figure 2.7.1. The spatial covariance of x is just the sum of the covariances of the
two components. FK is a spatial filter that decomposes the image x into its components, based on a
corresponding decomposition of the spatial covariance function of x. The factorial kriging equations
are shown in Figure 2.7.2, illustrating the case where we want to estimate the 1st image component.
To simplify notation, we have assumed that all random variables have zero mean values. As before,
the kriging weights are obtained by inverting a kriging covariance matrix whose size is defined by the
number of points retained in the filter template. The weights depend on the geometry of the filter
template and not on the data values. The kriging matrix is constructed from the covariance of the
input image and the kriging vector on the right-hand side of the equation is obtained from the covariance of the estimated image component, y1 in this case. When filtering regularly spaced data in 2-D or
Image Decomposition into a Sum of Independent Components
Fig. 2.7.1
67
Chapter 2
Factorial Kriging
Fig. 2.7.2
Kriging with Measurement Errors
Fig. 2.7.3
68
3-D, we can use the same filter template at each grid node. The FK weights are therefore the same at
each point and the kriging system is only solved once. In practice, FK is then applied as a simple 2-D
or 3-D filtering operation by convolution or multiplication in the Fourier domain. A key assumption in
the FK equations shown in Figure 2.7.2 is that the spatial covariance of the input image is just the sum
of the covariances of the different components. This is correct only if the different components are
uncorrelated. FK can be generalized to handle spatially cross-correlated components but this extension is rarely applied in practice, as the modelling effort becomes too great.
How do we decide on the decomposition of a geological image into multiple components? This
is an interpretive process based on the analysis of experimental variograms or covariances. In practice, FK application is justified if we can clearly observe a nested covariance structure, corresponding
for example to a short scale and a longer scale of spatial variability, as shown in Figure 1.3.15 or to
geological features with different anisotropy. In the rest of this section, we will show examples of FK
applications for filtering seismic attribute data. The goal is typically to improve the geophysical signal
by removing unwanted structures corresponding for example to acquisition footprint and noise.
Random noise removal is as a special case of FK. In geostatistics, this is sometimes called kriging with measurement errors. A classic example involves the smoothing of seismic velocities derived
from stacking velocity analysis. In this case (Figure 2.7.3), the spatial covariance function is decomposed into the sum of a nugget effect or white noise plus a structure representing the signal. FK is
used to predict the signal and attenuate the random noise. For random noise, the FK equations take
an especially simple form, as all elements of the kriging matrix correspond to the covariance of the
signal, except the diagonal elements, which correspond to the sum of the signal and noise variances.
Kriging with Measurement Errors
Fig. 2.7.4
69
Chapter 2
The 1-D synthetic example shown in Figure 2.7.4 illustrates the impact of selecting the correct noise
variance parameter on seismic velocity noise filtering. The true velocity profile and corresponding
noisy data, obtained by adding random noise with variance n2=9, are shown in the top left corner
of the figure. The signal-to-noise ratio is 1.33 and the velocity spatial covariance corresponds to a
spherical model with 3.6 km lateral range. When selecting too low a value of n2 (bottom right), the
FK-filtered velocity profile remains noisy. With too high a value (bottom left), the filtering results are
over-smooth. Selecting the correct value of n2 yields the reconstructed velocity profile shown in the
top right corner of the figure. Kriging with measurement errors can also be used to combine data with
different noise levels: the example shown in Figure 2.7.5 is the same as before except that we now
combine soft data, representing the noisy seismic velocities, with n2=9 and hard data representing accurate velocity measurements at three well locations, with n2=0. The figure depicts the velocity
profile reconstructed by factorial kriging with the pseudo error bounds corresponding to two times the
kriging standard deviation. In this case, the kriging process combines interpolation and noise filtering: the well velocity data are matched exactly and the noise is removed from the seismic velocities.
FK can also be used to remove spatially organized noise. Figure 2.7.6 shows a synthetic example
illustrating the application of FK for acquisition footprint removal. The seismic attribute map (top
right) may be seen as a sum of three components: 1) a smooth component corresponding to the
geological signal with approximately NW-SE anisotropy, 2) N-S stripes representing the seismic
acquisition footprint and 3) random noise. All three components have the same histogram but distinct
spatial covariance structures. An experimental covariance map is calculated and modelled using three
components: 1) an anisotropic model elongated in the N120 direction, corresponding to the geological feature, a thin ellipse stretched in the N-S direction representing the stripes and a nugget term for
Kriging with Measurement Errors- Mixing Velocity Data of Different Accuracy
Fig. 2.7.5
70
Factorial kriging: De-striping and Noise Removal
Fig. 2.7.6
Factorial kriging: De-striping and Noise Removal
Fig. 2.7.7
71
Chapter 2
Factorial Kriging Noise Attenuation
Fig. 2.7.8
Factorial Kriging Destriping
Courtesy of D. Lecerf
72
Fig. 2.7.9
Factorial Kriging Improving 4-D Repeatability
From Jugla et al., 2004
Fig. 2.7.10
the random noise. FK can be used to extract each individual component, as shown in Figure 2.7.7. The
filtered component 1 closely reproduces the geological signal shown at the top.
Figure 2.7.8 depicts an application of FK on a real land 3-D velocity dataset. On the time slice
extracted from the raw dense stacking velocity cube (left), we recognize the presence of both random
noise and organized noise in the form of horizontal and vertical bands related to the acquisition
geometry. A smooth velocity field (right) was recovered by applying FK and removing the random and
spatially organized noise components (middle). Another example where FK is used as a destriping
filter in 3-D is shown in Figure2.7.9. The removal of vertical stripes is clearly visible in the FK filtered
output shown at the bottom.
Jugla et al. (2004) provide an example of geostatistical filtering applied to time-lapse seismic data
from the Alwyn Field (Figure 2.7.10). They apply FK to reduce noise and acquisition artefacts, and
improve 4-D repeatability. They apply FK separately on the 1981 and 1996 datasets and create corresponding noise-filtered seismic cubes. They design the factorial kriging operator for each survey
by performing the variogram decomposition in a time interval not affected by production effects and
then apply the filters over the whole volumes. Comparison of 81-96 energy difference maps, computed
by averaging over a 60 msec window spanning the producing interval, highlights the noise reduction
achieved by FK spatial filtering. Application of FK yields an attribute map more readily interpretable in
terms of 4-D production effects. Magneron et al. (2006) have introduced an extension of FK to account
for variations in structural dips. They propose to use locally calculated dip and azimuth information to
rotate the variogram model components and obtain a dip-steered factorial kriging solution.
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Chapter 2
2.8 Factorial Cokriging

Coleou (2002) has proposed an automatic implementation of Factorial Cokriging (AFACK). It takes
advantage of the signal redundancy that exists in multiple seismic data vintages to more effectively
remove noise, compared to applying FK separately to each vintage. Suppose that two seismic images
x1 and x2 of the same area are available (Figure 2.8.1 on the right); in this synthetic case, they correspond to two simulated marine surveys acquired with orthogonal sail line directions. The two surveys
are assumed to share a common geological signal s but to be contaminated with different noises. In
both cases, the noise is represented as a combination of spatially organized noise, related to the acquisition-direction, and random noise. A crucial assumption is that the noises in the two surveys are not
cross-correlated. In factorial cokriging, we obtain an estimate of the common signal, sfck, using a multivariate prediction filter with both seismic attribute maps as inputs (Figure 2.8.2). In FK, we had to
model the covariance structures of the signal and noise by manual decomposition of the experimental
covariances, which is typically a time-consuming step. Colous proposal for AFACK relies on the fact
that all covariances necessary to calculate the multivariate filter weights (w and v in Figures 2.8.2) can
be calculated automatically from the data as illustrated in Figure 2.8.3:
Under the assumption that the noises from the two surveys are not repeatable and are therefore
uncorrelated, the covariance of the signal Cs is equal to the cross-covariance between x1 and x2.
The noise covariances, Cn and Cn , are obtained by subtracting the covariance of the common signal
from the covariances of the two input surveys, C1 and C2.
As filtering is applied to regularly sampled data, experimental covariances are known for all the cell
inter-distances associated with the filter template. The experimental covariances can therefore be
plugged into the cokriging matrix (Figure 2.8.4) directly without interpolation, subject to a check
of positive definiteness.
1
Automatic Factorial Cokriging
Adapted from T. Colou
74
Fig. 2.8.1
Fig. 2.8.2
Fig. 2.8.3
75
Chapter 2
Fig. 2.8.4
Signal Enhancement using Geostatistical Co-filtering
From D. Lecerf
76
Fig. 2.8.5
This scheme provides an automatic decomposition of the covariance functions and an automatic
extraction of the common signal from the two data vintages. AFACK works whether the noise is random or spatially organized, provided that the noises from the two vintages are not cross-correlated.
The factorial cokriging system (Figure 2.8.4) is a standard system of normal equations with the
covariance matrix to be inverted on the left. The cokriging matrix is built from experimental covariances from the 1st survey and 2nd surveys C11 and C22, evaluated for distance vectors corresponding to
the selected filter template and from the cross-covariance between the two surveys, C12. The cokriging
vector on the right-hand side is also constructed from the cross-covariances between all filter operator
points and the estimation location at the centre of the filter template. The spatially invariant filter
weights are obtained by inverting the cokriging matrix once.
Lecerf and Weisser (2003) have proposed an efficient 3-D Fourier domain implementation of factorial cokriging, as illustrated in Figure 2.8.5. They start with two seismic datasets representing different
data vintages over the same area. After Fourier transforming the two input cubes, they compute the
common signal spectrum by applying AFACK to each frequency slice. After processing all frequencies,
they obtain the cube representing the common signal by inverse Fourier transform. Figure 2.8.6 shows
an example from the Statfjord Field (Duffaut et al., 2003) where this technique was applied to merge
data from OBC and streamer surveys covering the same area. The common cube takes advantage of
the signal redundancy between the two acquisitions and shows higher S/N and improved resolution
compared to the two input cubes. It would clearly be a better starting point for interpretation, inversion and reservoir characterization.
Merging Streamer and OBC datasets
From Duffaut et al., 2003
Fig. 2.8.6
77
Chapter
3 StochasticSimulation with Seismic Constraints
Simulation with Seismic Constraints
Stochastic
3.1 Overview
Kriging and cokriging are estimation techniques. In reservoir modelling, they are used to calculate best estimates of rock properties by interpolation of well data, with the option of using seismic
attributes to guide the interpolation process in the case of cokriging. The predictions are best in
the sense that they minimize estimation errors in the mean square sense. Geostatistical estimation
techniques act as low-pass or smoothing spatial filters: low values tend to be overestimated while high
values are under-predicted. Adequate representation of extreme values is important when calculating
hydrocarbon in place from an earth model or performing numerical flow simulation. Over the last 15
years, stochastic simulation techniques have become popular as a way of generating numerical models
that better represent subsurface heterogeneities. The basic idea is to generate models that mimic the
spatial variability expected in the reservoir. In stochastic modelling, this is achieved by generating
samples from multi-dimensional random fields whose spatial correlation structure is analogous to that
expected in the reservoir. Stochastic simulation is often said to be conditional in that simulated models
are constrained with well log information, seismic data and other data types such as production profiles or well test data. After conditioning, multiple realizations can be fed into a fluid flow simulator
to evaluate uncertainty in production forecasts. Excellent reviews of stochastic modelling techniques
and subsurface uncertainty quantification workflows include Haldorsen and Damsleth (1990), Omre
(1992), Lia et al. (1997) and Caers (2005).
Our goal here is not to review all the different techniques that have been developed in recent years
for reservoir heterogeneity modelling. Instead, we will focus on some of the most popular techniques for
generating stochastic models constrained with seismic information. Stochastic heterogeneity modelling
is often implemented as a two-stage process (Damsleth et al., 1992). In the first stage, the reservoir facies
architecture is simulated using discrete modelling techniques. In the second stage, simulated discrete
geo-bodies are in-filled with continuous rock properties such as porosity and permeability. Seismic information can be used to constrain both stages of the stochastic modelling process. In this chapter we will
consider stochastic methods for simulating continuous variables from seismic attribute data. In the next
chapter, we will discuss techniques for simulating discrete variables such as litho-facies.
3.2 Sequential Gaussian Simulation

Sequential Gaussian Simulation (SGS) is probably the most popular method for simulating continuous
reservoir properties such as porosity or permeability in reservoir modelling workflows (see for example Deutsch and Journel, 1992; Deutsch, 2002). The technique is simple to implement, flexible and
particularly suitable for incorporating seismic information.
The basic idea of SGS is illustrated in Figure 3.2.1 on a conceptual 2-D grid. For simplicity, we
refer to the property x to simulate porosity. Assume that three wells with known average porosity
values and represented by the star-shaped symbols are available. During SGS, we visit the grid nodes
along a random path. At each step along this path, we simulate a porosity value by sampling from a
Gaussian conditional PDF whose mean and variance are given respectively by a kriging estimate and
kriging variance. A nave implementation may consist in drawing simulated values at random from
79
Chapter 3
Sequential Gaussian Simulation
Fig. 3.2.1
Comparison between Kriging and SGS Simulations
Fig. 3.2.2
80
Stochastic Simulation with Seismic Constraints
Impact of Increasing Correlation Range on SGS
Fig. 3.2.3
the Gaussian PDF defined at each grid node by kriging only the well data. If simulation is done independently at each location, it is clear that the resulting 2-D porosity model will not exhibit any spatial
continuity. The trick in SGS is to have a feedback loop and incorporate previously simulated values
as extra data points for the kriging process. Imagine, as shown in Figure 3.2.1, that we have already
simulated porosity values at three grid nodes (x4 to x6). We select a new pixel at random. The Gaussian
PDF at the new pixel is obtained by kriging from the well data (x1 to x3) and the previously simulated
values along the random path. This feedback loop, which retains previously simulated values as extra
data points, is the key to ensuring that the simulations are spatially correlated. In fact, it can be shown
that simulations generated in this way will approximately reproduce the spatial covariance model used
in the kriging process. By construction, SGS simulations will be conditioned by the well data, i.e., the
simulations reproduce the well observations. Multiple simulations are generated by using different
random paths or by repeated sampling from the local conditional distribution defined at each step.
Figure 3.2.2 shows a 2-D example of stochastic porosity simulation using SGS in a North Sea reservoir. For comparison, the figure also shows the porosity map obtained by kriging the well porosity data.
The kriged map provides a smooth reconstruction of the porosity distribution that underestimates the
expected level of spatial variability in the reservoir, especially away from well control, where simple kriging converges to a constant mean value. In contrast, the simulations attempt to mimic the expected
natural porosity variability; Irrespective of well proximity, they exhibit similar spatial frequency content,
controlled through the choice of the variogram model. While the degree of spatial variability is uniform in a given simulation, the level of variations from one simulation to the next is not. Close to well
locations, multiple simulations look the same. The greatest changes from simulation to simulation are
observed far away from the wells, as expected. In fact, if we construct a histogram from a large number
81
Chapter 3
Monte Carlo Simulation using Inverse CDF Method
Fig. 3.2.4
Normal Scores Transform
Fig. 3.2.5
82
of simulations at one point, the variance of simulated values will approximately match the well-based
kriging variance. Similarly, if we average a large number of simulations at each grid node, the resulting
mean is approximately equal to the estimate that would be obtained by kriging the well data.
Stochastic simulation generates spatial images of reservoir properties that are visually pleasing. In
particular, they do not show the bull-eyes seen on conventional maps and they exhibit higher frequency details. Furthermore, we get the feeling of visualizing reservoir uncertainty when viewing a sequence
of simulated images. But are these images really representative of reservoir heterogeneities? The spatial
continuity in simulated images depends crucially on our choice of variogram model. Figure 3.2.3 depicts
a series of SGS images constructed using isotropic variograms with different lateral correlation ranges.
The scale of variability is clearly controlled by the variogram choice. In practice, when well data are
sparse, it may be difficult to infer the correct variogram model. We should therefore be cautious when
we speak about modelling spatial uncertainty with stochastic simulation, as we only sample uncertainty
within the limit of an imposed statistical model, which is itself uncertain. In practice, statistical parameters such as the variance and variogram range can also be considered as random variables and allow
variation during stochastic simulation but when well control is very limited, the ranges of simulated outcomes may become extremely wide. A better approach is of course to condition the stochastic simulation
with additional geological information and with seismic data, as we will see next.
Practical Considerations
How do we generate random samples from a univariate Gaussian PDF, as required at each SGS step?
Figure 3.2.4 illustrates the basic concept of generating samples from a random variable specified via
its Cumulative Distribution Function F(x). Using a random number generator, we start by drawing a
random number u from a uniform distribution in the interval [0, 1]. Next, we generate a simulated
value x from x = F-1(u) where F-1 is the inverse of the CDF F(x). This approach can be used for any
univariate PDF, not just for Gaussian variables. When an analytical expression does not exist for the
inverse transform, F-1 is calculated from a discretized empirical CDF.
SGS assumes that we are dealing with Gaussian variables. If this is not the case, a Gaussian transform is applied to the well data and the simulation is conducted from the Normal scores. At the end of
the simulation, the results are back-transformed so that histograms of simulated values approximately
match the histogram of the input well data. This transformation process is illustrated graphically in
Figure 3.2.5: an input well data point x1 is mapped into a standard Normal value y1. At the end of the
simulation process, a simulated value, y2, is transformed back into the original space as x2.
Another practical implementation point for SGS involves the use of a moving search region: for
large grids, it is not possible to keep all previously simulated points in the kriging system at one location. Data and previously simulated values are therefore retained only within a moving search region,
as explained in Chapter 2.
3.3 Sequential Simulation with LVM or Collocated Cokriging

The SGS algorithm is easy to generalize to multivariate situations such as jointly simulating multiple
rock properties or constraining the simulation of one variable using measurements of a secondary
variable, such as a seismic attribute. Good introductions to multivariate SGS are presented by Gomez
Hernandez and Journel (1993), Verly (1993) and Almeida (1993). Here, we limit our discussion to
the most straightforward and useful extensions for handling seismic attributes, as illustrated in Figure
3.3.1, adapted from Caers (2005).
83
Chapter 3
SGS with Seismic Constraints
Adapted from Caers, 2005
Fig. 3.3.1
Sequential Gaussian Simulation with Collocated Cokriging
Fig. 3.3.2
84
Comparison between Cokriging and SGS Simulations
Fig. 3.3.3
The easiest way to incorporate seismic information in SGS is via a 2-D or 3-D trend defined for
example from an inverted acoustic impedance cube: we first apply a porosity-impedance regression
equation (calibrated from well data) cell-by-cell in our 3-D model. Next, we use the resulting seismic
porosity cube to define a Locally Variable Mean (LVM). The LVM is used instead of a constant mean
mx in the SGS procedure and the kriging is performed on the residuals.
An alternative option, often used in practice, is to apply SGS with collocated cokriging (Xu et. al.,
1992). This is also a straightforward extension of SGS, where we use cokriging instead of kriging to
calculate the conditional PDFs at each grid node. In Figure 3.3.2, z represents the seismic attribute
collocated with the simulated grid cell. Compared to kriging-based simulations, the local PDFs will be
narrower, as the cokriging variances are smaller than the corresponding kriging ones. In general the
variability from simulations to simulations will be less for seismic-constrained simulations compared to
simulations conditioned only to well data, reflecting the uncertainty reduction. Compared to the kriging-based SGS porosity simulations shown in Figure 3.2.2, the cokriging-based simulations depicted in
Figure 3.3.3 are indeed far more constrained away from well locations. If we average a large number of
simulations at each grid node, the mean result would be identical to the cokriged porosity map shown
in the same figure. In this case, two seismic attributes were used in constraining the SGS process. The
degree of influence of each attribute on the porosity simulations is directly related to their coefficient
of correlation () with porosity.
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Chapter 3
3.4 SGS with Non-linear Relationships

Cokriging-based simulation assumes that the relationship between the primary variable to simulate
and the secondary (seismic) variable is linear. In some cases, we expect a non-linear relationship
between seismic attributes and rock properties. Furthermore, observed petro-seismic relationships are
sometimes heteroscedastic; i.e., the spread of values for the predicted property depends on the value
of the seismic attribute. This is shown schematically in the cross-plot of Figure 3.4.1, where the seismic
attribute z is better correlated with the predicted property x at low values than at high ones. Zhu and
Journel (1993) have proposed a generalized kriging approach, sometimes called Markov-Bayes soft
indicator kriging (Deutsch, 2002), to tackle this problem. Their approach is relatively complex and
requires the inference of a number of indicator covariances. In fact, a generalized linear regression
model is not really appropriate to handle complex non-linear relationships. Instead, such relationships can be incorporated straightforwardly using an extension of SGS with local Bayesian updating.
This procedure is illustrated in Figures 3.4.1 and 3.4.2, where we have dropped the subscript i corresponding to the index of the simulated cell in order to simplify notation; i.e., x=xi and z=zi. The main
steps in this modified procedure are as follows (Gastaldi et al., 1998):
1. Select a grid cell to be simulated at random.
2. Apply simple kriging to calculate the mean xsk and the standard deviation sk of a local conditional
Gaussian distribution for x. Kriging is performed using the well data and previously simulated values as control points.
3. Compute the seismic likelihood function, l(x)=f(z|x) by extracting a 1-D slice through the joint
PDF f(z,x) for a value z corresponding to the collocated seismic attribute. The likelihood function
describes the range of possible x values consistent with the observed seismic attribute.
4. Calculate the local posterior distribution by taking the product of the kriging Gaussian distribution
and the seismic likelihood function.
5. Draw a simulated value for x from the posterior distribution and treat the simulated value as an
extra control point. In practice, the simulation is performed using the inverse CDF technique illustrated in Figure 3.2.4, but this time the distribution is not Gaussian.
6. Repeat steps 1 to 5 until all grid cells have been simulated.
This scheme is easy to generalize to the case where we have several seismic attributes by considering the joint PDF f(z,x), where z is the vector of seismic attributes and by extracting the 1-D likelihood
function l(x) = f(z|x) from the joint PDF.
In SGS with Bayesian updating, we need to specify the form of the PDF f(z,x). In fact, when we apply
SGS with cokriging, we implicitly assume that f(z,x) is a multivariate Gaussian distribution. Here, a
more general model must be used for f in order to describe the non-linear dependence between the
primary variable and the seismic attributes. Several strategies are available: 1) approximate f directly
from a multi-dimensional histogram constructed from well data and seismic attributes extracted at the
wells; 2) use the Kernel Density Estimation (KDE) technique (see Chapter 4) to construct a non-parametric model of the joint PDF and 3) use a non-linear parametric regression model. Figures 3.4.3 and
3.4.4 illustrate this technique with a synthetic 2-D example involving a non-linear and heteroscedastic
relationship between a primary variable and a secondary (seismic) variable. The complex joint PDF
f(z,x) was modelled using the KDE technique (bottom of Figure 3.4.3). Figure 3.4.4 compares the map
of the primary variable with three SGS with Bayesian updating simulations, constrained using 30 pseudo-well data and the secondary attribute map. The figure also shows the cross-plots between secondary data and simulated values for each realization, demonstrating the successful reproduction of the
86
SGS with Non-linear Relationships
Fig. 3.4.1
Decomposition of Local Posterior
Fig. 3.4.2
87
Chapter 3
SGS with Non-linear Relationship
Fig. 3.4.3
SGS with Non-linear Relationship
Fig. 3.4.4
88
complex relationship. Obviously in practice, the technique requires access to sufficient samples from
the joint PDF f(z,x) to work. If well data are too sparse to model the joint PDF, Monte Carlo simulation
techniques can be used to augment the number of data points, as will be explained in Chapter 6.
3.5 Simulation with Downscaling

In the last few years, considerable attention has been given to the problem of integrating data measured at different scales in earth models. Techniques, such as 3-D cokriging, do not account for the fact
that inverted seismic data have in general much lower vertical resolution that the thickness of individual cells in 3-D reservoir models (Figure 3.5.1). Instead, we assume that we can relate an inverted
seismic attribute at one cell in the 3-D model to the local value of a primary variable such as porosity.
This is a reasonable assumption when we are dealing with high-resolution seismic data, thick reservoir
intervals and relatively coarse grid cells. There are situations where the vertical seismic resolution is too
limited to use 3-D cokriging techniques or even define a vertical trend for SGS with LVM. Figure 3.5.2
illustrates a typical vertical averaging workflow that accounts for the band-limited nature of inverted
seismic data. We start by computing average porosity and seismic impedance values at well locations
over the reservoir interval. We also compute an average impedance map by vertical averaging between
surfaces defining the top and base of the reservoir. Next, we create an average areal porosity map using
linear regression of porosity on impedance or 2-D cokriging to ensure that the seismic-derived porosity map honours the log-derived porosity averages at vertical wells. The seismic-guided porosity map
may be useful for some applications such as hydrocarbon volume calculation but how can we use this
vertically averaged information to constrain a fine-scale 3-D reservoir model?
Seismic Downscaling
Fig. 3.5.1
89
Chapter 3
Workflow for Seismic Average Porosity Mapping
Fig. 3.5.2
Rescaling Cell Values to Match Column Average
Fig. 3.5.3
90
Volume of Support
Fig. 3.5.4
Column Averages Rescaling
One simple solution proposed by Gorell (1995) assumes that the seismic-derived porosity at one point
represents a vertical average over a column of cells in the 3-D model (Figure 3.5.3). First, Gorell generates a 3-D porosity model from geostatistical interpolation of the log data. Next, he applies a columndependent rescaling factor to all cells in one column to ensure that rescaled porosity values match the
local seismic average. The resulting 3-D model incorporates the fine-scale log data and reproduces the
seismic-derived column-average values. Gorells scheme can be adapted to cells with variable thickness by considering thickness-weighted column-averages instead of arithmetic averages as shown in
the figure. However, the 3-D porosity model will not tie at deviated wells. Furthermore, application of
a constant rescaling factor in each column of cells distorts the histogram of porosity values and may
give rise to vertical banding artefacts in the final model. Finally, any deterministic way of rescaling
individual cell values to reproduce column averages has limited value because there are many possible
fine-scale porosity models that match the vertical average values. A stochastic approach is therefore
preferable to tackle the seismic downscaling problem.
Sequential Gaussian Simulation with Block Kriging
Behrens et al. (1996) have proposed a more rigorous stochastic downscaling method, which accounts
for the volume of support difference between the seismic averages and the fine-scale cell values.
Their simulation method is based on the block kriging technique, originally developed for mining
applications (see for example Journel and Huijbregts, 1978 or Isaaks and Srivastava, 1989).
Figure 3.5.4 introduces the concept of support volume. In a discretized 3-D model, rock properties
like porosity represent average values over each grid block. In practice, we ignore the volume of sup-
91
Chapter 3
Simulation with Column Average Constraints
Fig. 3.5.5
Point and Block Spatial Covariances
Fig. 3.5.6
92
Block Kriging
Fig. 3.5.7
port and assume that the cells in the 3-D model represent point values, xi. In general, a seismic-derived
porosity value represents a vertical average over a much larger volume V than the volumes of the individual cells. If we assume that the cells have about the same size and that average cell values can be
considered to be point values, we can express the seismic column average xV as the arithmetic average of
all cell values in the column. The method proposed by Behrens is a generalization of SGS where Block
Kriging is used to account explicitly for the support volume of the seismic average porosities. The basic
concept of Sequential Gaussian Simulation with Block Kriging (SGSBK) is illustrated in Figure 3.5.5.
As in traditional SGS, we visit the cells following a random path. At each step, we simulate a porosity
value x by sampling from a Gaussian conditional PDF, where the conditioning data include original well
data plus previously simulated cell values. This time however, we must incorporate the seismic-derived
column average xV as an extra conditioning constraint. For simplicity, we write the column average as x
and omit the subscript V, representing the volume of a column of cells. As we will see next, we use Block
Kriging to estimate the mean xbk and variance 2bk of the required conditional PDF.
So far, we have used point kriging techniques where spatial covariances represent covariances
between point values (Figure 3.5.6, top left). Block kriging involves correlating random variables with
different support volumes. We need for example to consider the covariance between a random variable representing a column or block average and another random variable representing a point value.
Similarly, we may want to correlate two variables representing averages from two different blocks.
Because we are working with linear volume averages, the block-to-point or block-to-block covariances
are obtained by simple volume averaging of the point covariances, as shown in Figure 3.5.6.
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Chapter 3
Column Average with Vertically Variable Weights
Fig. 3.5.8
SGS with Bayesian Updating
Fig. 3.5.9
94
Evolution of Likelihood Function
Fig. 3.5.10
Figure 3.5.7 shows the block kriging procedure proposed by Behrens. The block kriging estimate at
one cell is obtained as a weighted linear combination of adjacent cell porosity values and the seismicderived, column-average porosity value of the column containing the cell. The block kriging estimate
and kriging variance are obtained by solving a set of normal equations, calling for point-to-point,
point-to-block and block-to-block covariances. The block kriging estimate and kriging variance are
then used to define the mean and variance of a local PDF, which is used in the traditional sequential
simulation scheme (Figure 3.5.5). By construction, the 3-D simulations approximately reproduce the
column average values extracted from seismic data.
Sequential Simulation with Bayesian Updating
In 1997, Doyen et al. proposed a simplified areal downscaling method using a Bayesian updating
procedure coupled to traditional SGS. Like Behrens, they assume that seismic porosity represents
a vertical average over a column of cells but this time the weights are allowed to vary with depth
(Figure 3.5.8). Furthermore, the technique introduces a noise variance parameter that controls the
degree of reproduction of the column average data. When 2=0, the column average data are reproduced exactly. In practice, exact reproduction of the seismic-derived vertical averages is not desirable as they are not exact measurements. The Bayesian simulation scheme does not require solving
block kriging systems. Instead, simulated values matching approximately column-average data are
obtained by updating point kriging estimates, using a likelihood function associated with the column average data. Simple analytical expressions can be obtained for the mean and variance of the
Gaussian posterior distribution (Figures 3.5.9) at each location. The posteriors are sampled sequentially at each cell location as in traditional SGS. If vertical correlation is ignored in its calculation,
the average seismic likelihood function takes a particularly simple form, as shown in Figure 3.5.10.
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Chapter 3
Simulation with Vertical Average Constraints
Fig. 3.5.11
Simulation with Vertically Variable Averaging Weights
Fig. 3.5.12
96
3-D Grid Downscaling
Fig. 3.5.13
As a column is filled up with simulated porosity values, the likelihood becomes more and more narrow. When the last cell is simulated in a column, the width of the Gaussian likelihood is determined
from the noise variance.
Figure 3.5.11 illustrates an example of the application of SGS with Bayesian updating for a carbonate reservoir. The map at the top represents the input seismic-derived average porosity values; the
bottom map was obtained by vertical averaging of simulated porosity values in each column. The crossplot of the two sets of map values confirms the good reproduction of the seismic averages by the 3-D
simulation method. Other examples of the application of this technique include the work of Al-Deeb
et al., (2002) and Bahar et al. (2004). Behrens and Tran (1998) have extended the SGS with Bayesian
updating technique to multiple seismic attribute maps, representing for example amplitudes extracted
from the top and bottom of a reservoir interval.
One advantage of the Bayesian updating method is that vertically variable weights can easily be
introduced into the column average data. Figure 3.5.12 shows the impact of selecting vertically variable weights: in this case the weights decrease with depth in the reservoir interval to reflect the fact that
the seismic averages are more sensitive to variations near the reservoir top. The three cross-sectional
porosity simulations were generated from the same vertical average data, shown at the top. In a), the
weights are uniform. On the left-hand side of the section, where the imposed vertical average is high,
we observe a homogeneous distribution of high porosity values across the whole interval. From b)
to c), the high porosity values are increasingly concentrated near the top of the layer, as required by
the averaging weights which drop to zero below a certain depth.
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Chapter 3
3-D Downscaling using SGS with Bayesian Updating
From Tran et al., 1999
Fig. 3.5.14
Areal Downscaling with Direct Sequential Simulation and Block Kriging
From Tran et al., 2001
98
Fig. 3.5.15
3-D Grid Downscaling

Instead of areal downscaling, Tran et al. (1999) consider the more general problem of 3-D grid downscaling where fine-scale simulations of one property are generated from a coarser 3-D grid of the same
property. Each block value in the coarser grid is assumed to represent an arithmetic average of the cell
values from the fine-scale grid (Figure 3.5.13). They construct multiple downscaled realizations that
honour fine-scale well data and their variogram and histogram, while also reproducing approximately
the block average data defined on the coarser grid. Figure 3.5.14 shows an example of multiple finescale 3-D realizations of log permeability constrained by the same coarse grid of values. They consider
two geostatistical downscaling techniques. The first one is an extension of Doyens Bayesian method
(results shown in the figure); the other is based on SGSBK, where the blocks are 3-D blocks of data
instead of columns of cells. The block kriging equations have the same form as before but the pointto-block and block-to-block covariances are adapted for 3-D blocks instead of vertical columns of cells.
Gilbert and Joseph (2000) also propose a 3-D seismic downscaling technique based on block kriging
but they incorporate surrounding block values, instead of just the block containing the simulated cell.
In practice the collocated block implementation of Tran is preferred.
Direct Sequential Simulation
We have seen earlier that the application of SGS (including SGSBK and SGS with Bayesian updating)
requires in principle that the data be transformed to Normal scores (Figure 3.2.5) before simulation and
back-transformed afterwards. The Gaussian transforms are non-linear, implying that the linear averaging that relates point and block data is not preserved by the transformations. In practice, the application
of Normal scores transforms degrades the reproduction of the block averages. A solution proposed by
Tran et al. (2001) is to perform direct SGSBK simulation without Normal scores transform. It is well know
that reproduction of the spatial covariance model in sequential simulation does not require a Gaussian
transform: the covariance structure is reproduced as long as simulated values are drawn from local PDFs
whose means and variances are determined by simple kriging. The problem with direct simulation is that
we do not know how to specify the shapes of the local conditional distributions in the original data space.
Tran has proposed a simple scheme to pre-calculate these shapes based on a correspondence of the distributions between data space and Gaussian space. In practice, a look-up table of shapes is addressed,
based on the mean and variance of the kriging performed in original data space. A synthetic downscaling example for a seismic-derived porosity map using this direct simulation method is shown in Figure
3.5.15. The fine-scale 3-D porosity realization displayed in the middle was constrained to reproduce 1)
porosity data at 5 vertical wells, 2) the well data histogram, 3) the specified variogram model and 4) the
seismic average porosity map. A recent article by Ren et al. (2005) shows that block average data can be
reproduced exactly when using direct sequential simulation.
Other Downscaling Approaches
The issue of combining fine-scale well log data with band-limited seismic information remains a topic
of active research. In addition to the techniques presented above, which are probably among the
most popular, a number of other downscaling techniques have been proposed that will not be discussed in detail here. Deutsch et al. (1996) have proposed a heuristic downscaling approach based on
simulated annealing. They build an objective function, which includes a term measuring the degree
of fit between vertical average data and average values computed from the 3-D model. Abrahamsen
et al. (1996) have introduced a modification of cokriging involving a vertical smoothing filter, which
reproduces the effect of the seismic wavelet. Lee et al. (2000) and Malallah et al. (2003) combine
sparse, fine-scale conditioning data with coarser scale data using a multi-scale Markov Random Field
(MRF) model. Their approach is theoretically rigorous, accounts for the precision of the different data
types and supports the incorporation of non-linear spatial averages to relate data at different scales.
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Chapter 3
However, implementation requires a rather involved MCMC simulation procedure. The inference of
the interaction coefficients in the MRF model is also problematic. Gilbert and Andrieux (2003) have
proposed a seismic downscaling approach based on spectral decomposition. They perform a temporal
spectral decomposition of the log data into a low-frequency component with bandwidth similar to that
of inverted seismic data and a high-frequency component. They generate 3-D simulations of the lowfrequency components using SGS with cokriging of the low-passed log data combined with inverted
seismic data. They simulate the other component using SGS with kriging of the high-frequency component of the log data. Finally, they combine the independently simulated components. One advantage of their technique is that it accounts directly for the band-limited nature of the seismic data but
the independently simulated high- and low-frequency components will contain information outside
the selected bandwidth, depending on the power spectrum corresponding to their variogram models.
Bishop et al. (2004) have proposed a similar approach implemented in the frequency domain.
3.6 FFT-Moving Average Simulation

In addition to SGS, several other techniques are available to generate realizations of spatially correlated random fields, including the turning band method, which constructs 3-D simulations by combining
simulations on 1-D lines (Chils and Delfiner, 1999) and techniques based on the LU decomposition of
the covariance matrix (see for example Davis, 1987; Alabert, 1987). However, these techniques are not
used very much in reservoir modelling applications due to model size limitation and other restrictions.
As discussed earlier, SGS is widely used, as it is reasonably efficient, works in irregularly shaped simulation domains and allows easy data conditioning. However, SGS is relatively slow when unconditional
Gaussian simulations are required on very large grids with several million grid nodes. A fast alternative
Moving Average (MA) Simulation Method
Fig. 3.6.1
100
FFT-MA Simulation Method
After Le Ravalec et al., 2000
Fig. 3.6.2
FFT-MA Decoupling
Courtesy of D. Psaila
Fig. 3.6.3
101
Chapter 3
is called the FFT-Moving Average method or FTT-MA (Le Ravalec et al., 2000). The basic principle
of the MA method (see for example Oliver, 1995) is described in Figure 3.6.1: a spatially correlated
Gaussian random field is obtained by convolving a Gaussian white noise with a 2-D or 3-D filter operator. The shape (or impulse response) of the filter, g, defines the spatial correlation structure of the
generated random field. More precisely, the auto-correlation of output random field, cyy, is equal to the
convolution of the filter operator with itself. Applying the convolution operator in the spatial domain
is fairly inefficient. Instead, as proposed by Le Ravalec, the convolution is performed in the frequency
domain using a 3-D FFT technique. The FFT-MA method follows the numerical recipe highlighted in
Figure 3.6.2, where upper case letters are used to represent variables in the Fourier domain. In addition to speed, one advantage of this technique is the decoupling between the white noise generation
and calculations involving the spatial covariance function cyy(h). It is for example possible to change
one parameter of the spatial covariance and use the same white noise realization to generate spatially
correlated random fields with different smoothness (Figure 3.6.3) or correlation lengths. In this case,
simulations with different degrees of smoothness were generated by changing the exponent of the
exponential covariance model. As pointed out by Le Ravalec et al. (2000), another advantage of FFTMA is that it is possible to perturb simulations locally by changing the input white noise values over
a limited sub-volume or sub-area of the simulated field. The gradual deformation method, described
in the next section, takes advantage of this property to introduce local perturbations. One drawback
of the technique is that the simulation grids must be oversized to avoid periodicity problems with the
FFT. We will show applications of FFT-MA in Chapter 6, where it is combined with another technique
called probability field simulation.
3.7 Gradual Deformation

The Gradual Deformation Method (GDM) is an interesting technique aimed at generating gradually
changing stochastic reservoir models while preserving their spatial continuity. The technique was originally developed by Hu (2000) to deform Gaussian random fields, as illustrated in Figure 3.7.1. The
book by Le Ravalec (2005) provides a good introduction to the method and a number of additional
useful references. We start from two independent Gaussian random fields, y1 and y2, with zero mean
and identical spatial covariance. A new random field is defined by combining them as shown in the
figure. It is easy to show that the new random field y(t) has also zero mean and the same covariance
as the two input components. Given two independent realizations of y1 and y2, we obtain a continuous
chain of realizations y(t) by varying the deformation parameter t. A sequence of gradually deformed
realizations is shown in Figure 3.7.1 with the deformation parameter increasing from left to right and
top to bottom. With the use of the sin and cos functions, the deformation rule is periodic with period
2 and y(t) =y1 when t=0 and y(t) =y2 when t=/2.
In the above example, the deformation affects the entire image. It is often desirable to introduce
more localized perturbations, for example near a well location. As explained by Hu (2000), this can
be achieved by combining the gradual deformation method with the FFT-MA simulation technique.
Instead of applying the gradual deformation directly to the spatially correlated realizations, the idea
consists in combining two independent white noise realizations before the FFT-MA convolution operator g is applied (Figure 3.7.2). The white noises are gradually deformed only over a selected sub-area.
This results in deformation of the spatially correlated realizations y(t) over the same sub-area plus an
outer rim, whose width is equal to the correlation range corresponding to the covariance filter g. GDM
can also be combined with Truncated Gaussian Simulation (see next chapter) to generate gradually
deforming facies realizations.
102
Gradual Deformation Method
Courtesy of M. Le Ravalec
Fig. 3.7.1
Local Gradual Deformation
Adapted from M. Le Ravalec
Fig. 3.7.2
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Chapter 3
The GDM method has obvious applications for visualizing uncertainty in reservoir modelling: it
is much easier to visualize uncertainty in the spatial distribution of a reservoir property by looking at
slowly varying realizations than by seeing a sequence of images representing independent realizations.
Nevertheless, GDM has been mainly developed in a stochastic optimization framework for production
history matching. In this context, an objective function is constructed, measuring the degree of fit
between production data and dynamic predictions obtained from a 3-D reservoir model by numerically solving flow equations. GDM is used to iteratively perturb reservoir models until a good match
with the production data is obtained. Instead of perturbing individual grid-block values, deformation
parameters, t, associated with a continuous chain of Gaussian realizations, are optimized sequentially
to obtain realizations that reproduce the dynamic data while preserving the spatial continuity characteristics corresponding to the spatial covariance model. Discussion of conditioning reservoir models
to dynamic data is outside the scope of the course; applications of GDM and related optimization
methods to this problem are discussed for example in Le Ravalec et al. (2005), Kretz et al. (2004) and
Wen et al. (2002).
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Chapter
4 Facies Modelling from Seismic Data Data
Facies Modelling from Seismic
4.1 Overview
Reservoir models are often built following a two-step sequential approach. In the first step, litho-facies
are mapped in 3-D to represent the reservoir architecture and its main flow units. In the second step,
petrophysical properties are simulated on a facies-by-facies basis. Correct modelling of geological
facies in the reservoir model is a key step because porosity and permeability variations tend to be
dominated by property contrasts between the different facies. In the last chapter we reviewed some of
the most popular techniques to model continuous properties such as porosity. In this chapter, we focus
on techniques suitable for litho-facies modelling. The main difference is that we represent lithology
using categorical variables, i.e., variables that take only a finite set of values corresponding to the different litho-facies existing in the reservoir. There are two broad classes of geostatistical techniques for
lithology modelling: object-based and pixel-based techniques. We concentrate on pixel-based methods
as they provide a more natural way of incorporating seismic information for lithology prediction and
show the link between Bayesian lithology classification and indicator simulation.
4.2 Bayesian Classification

In this section, we review the use of Bayesian classification techniques in the context of 3-D seismic lithology and fluid prediction. The books by Duda et al. (2001) and Tou and Gonzalez (1974) provide excellent introductions to statistical pattern recognition techniques in general and include good discussions of
Bayesian techniques. Good introductions to the use of Bayesian classification in a geophysical context are
given in Mukerji et al. (2001a) and Avseth et al. (2005). The technique described hereafter is often called
supervised classification as opposed to unsupervised techniques. In supervised classification, we use a
training set, constructed for example from well data, to model the statistical properties of the litho-classes
we want to predict. Unsupervised techniques look at natural clustering of seismic attribute data without
references to specific physical classes or use of a priori geological information. A good introduction to
unsupervised techniques is given by Colou et al. (2003). Comparison of the two approaches is discussed
in Fournier and Derain (1995) and Fournier et al. (2002). Unsupervised techniques are more appropriate in an exploration context where few or no well data are available. In this section, we limit ourselves
to supervised classification, which is more suitable in the framework of 3-D earth modelling from well
and seismic data. Furthermore, we mainly look at 3-D and 4-D applications, where the classification is
performed at each voxel in 3-D attribute cubes, as opposed to 2-D classification, where litho-facies maps
are obtained by classifying attribute vectors extracted from portions of seismic traces. The methodology
described below has recently become popular due to the greater availability of multiple cubes of inverted
attributes, from which lithology and fluid information can be extracted. Recent 3-D case studies include
for example the work of Nivlet et al. (2007) and Bertrand et al. (2002).
Basic Concepts
Suppose we have two distinct lithologies in our reservoir: high porosity clean sands and more shaley, low porosity sands. For simplicity, we refer to the two lithologies as sand and shale and we
define the corresponding litho-classes as c1 and c2. Our goal is to evaluate whether we can use seismic
attributes, for example acoustic impedance obtained by seismic inversion, to differentiate sands from
shales. From well logs, we construct histograms of acoustic impedance for the two litho-classes, as
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Chapter 4
Bayesian Classification from One Seismic Attribute
Fig. 4.2.1
shown in Figure 4.2.1, where we denote impedance by the letter z, instead of Ip. In practice, variability
in rock properties implies that we will observe an overlap between the ranges of z values of the two
litho-classes. Intuitively, we understand that uncertainty in predicting lithology from impedance will be
directly linked to the degree of overlap between the two ranges of values. In this context, it is natural
to express the observed variability using a probabilistic framework. We therefore model the experimental data histograms using class-conditional probability distributions, which we denote by f (z | ci).
In the simplest case, the two conditional PDFs could be Gaussian distributions with different mean
and variance. Now if we want to predict lithology from seismic impedance, a simple classification rule
consists in selecting class c1 when f (z | c1) > f (z | c2) and select c2 otherwise. This is called Maximum
Likelihood (ML) classification, because the function f is called the likelihood function when it is seen
as a function of the class variable ci.
In the ML classification, we make an implicit assumption that the occurrence of sand and shale is a
priori the same. In practice, we will often have information about the net-to-gross ratio in the reservoir.
This information is encoded in the form of prior probabilities for the litho-classes. For example, if the
N/G is 30%, we would set the prior probabilities as p(c1) = 0.3 and p(c2) = 0.7. To combine this a priori
information with the seismic impedance information, we use Bayes rule, which states that the a posteriori probability of litho-class ci is obtained by multiplying the prior probability by the corresponding
likelihood function for each class:

f(z|ci)p(ci)
p(ci|z)=
p(z)

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Facies Modelling from Seismic Data
Classification Error
Fig. 4.2.2
We can then define a simple classification rule as shown in Figure 4.2.1 based on selecting the lithoclass that has the Maximum A Posteriori (MAP) probability In MAP classification, the probability p(z)
can be ignored, as it simply acts as a normalizing constant that ensures that p(c1| z) + p( c2|z) = 1.
An interesting question is the classification error, as illustrated in Figure 4.2.2. It is intuitively obvious that classification errors will be directly linked to the degree of overlap between the class-conditional distributions f (z | ci). It is easy to demonstrate that MAP classification minimizes the probability
of error. This demonstration is given for example in Duda et al. (2001).
We may use multiple attributes to reduce the ambiguity in the classification process. In that case, z
becomes a vector of attributes (sometimes called a feature vector) and the class-conditional distributions become multi-variate PDFs. Figure 4.2.3 illustrates the concept of ML classification in a situation
where we have two litho-classes and two seismic attributes, z1 and z2, representing for example P-wave
and S-wave impedances. We have assumed that the class-conditional distributions, f (z | ci) can be represented using bi-variate Gaussian distributions, with class-dependent mean vectors and covariance
matrices.
Bayesian Classification in Practice
Next, we review the use of Bayesian classification in the context of 3-D seismic lithology prediction.
Figure 4.2.4 illustrates the main steps of the workflow.
Step 1. Seismic inversion is performed to produce cubes of elastic properties such as Ip and Vp /Vs, which
will be used as input attributes for the classifier.
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Chapter 4
ML Classification with 2-D Gaussian Distributions
Fig. 4.2.3
Lithology Prediction using Bayesian Classification
Courtesy of T. Crozat
108
Fig. 4.2.4
Rock Physics for Lithology and Fluid Discrimination
Courtesy of J-P Coulon
Fig. 4.2.5
Step 2. A training set for the classifier is constructed from elastic log data over intervals of known
lithology, or from inverted elastic attributes extracted around the wells. Attribute values corresponding
to the litho-classes (e.g., gas-sand, oil-sand and water-sand) are displayed using cross-plots to assess the
separability of the different litho-classes from the selected elastic attributes.
Step 3. The class-conditional attribute PDFs are modelled from the training set points using parametric or non-parametric techniques.
Step 4. Bayesian classification is applied point-by-point in the 3-D seismic data volume by computing
the local posterior probability (or likelihood) of each litho-class based on the measured values of the
seismic attributes.
The output of this process is a series of litho-probability cubes, which can be used for uncertainty analysis.
We will illustrate this conceptual workflow using a published example involving seismic lithology
discrimination in a turbidite reservoir (Coulon et al., 2006). Along the way, we will discuss some important practical considerations when applying Bayesian classification.
Before inverting the seismic data, a typical project starts with a rock physics feasibility study during
which we investigate whether Bayesian classification is suitable. This study is based on well log data
and involves an exploratory data analysis phase. We construct cross plots of different elastic attributes
and assess visually the feasibility of distinguishing different lithologies or fluid types (Figure 4.2.5).
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Chapter 4
Definition of Training Set for Lithology Prediction
Fig. 4.2.6
Kernel Estimate of 1-D PDF
Adapted from T. Crozat
110
Fig. 4.2.7
This preliminary analysis will help to determine the following:

W
hich log cut-off values for porosity, saturation and clay volume should we apply to define the different litho-classes? Selected cut-offs have a large impact on the performance of the classifier and we
will often have to run the classification workflow with different trial values to optimize the process.
How many litho-classes should we consider? We may decide to lump together several facies into one
litho-class if we cannot discriminate them from our elastic attributes.
Are all litho-classes adequately represented in the well log data or is one of the classes absent or
under-represented. For poorly sampled litho-classes, we may use Monte Carlo simulation to define
an augmented training set, as explained in Chapter 6.
Which combination of elastic attributes should we use as input to the classifier? For example, is
acoustic impedance sufficient to differentiate sand and shale or should we use pre-stack inversion
to obtain estimates of other more informative attributes such as Poisson ratio and density?
Do we need to de-trend the elastic attributes? An assumption of stationarity is made when we construct the attribute PDFs. This assumption may be violated when a strong compaction trend exists
over the vertical window of interest. (A good example of the impact of de-trending on lithology
classification is given in Nivlet et al., 2007)
In the example shown in Figure 4.2.5, it is clear that we should be able to discriminate oil-sand
from shale based on their lower Poisson ratios value, but the Ip-Is cross plot shows that we have almost
complete overlap between the attribute ranges for water-sand and shale. Figure 4.2.6 shows the logderived training set for two selected attributes (Ip and Poisson ratio), colour-coded according to three
litho-classes, which have been defined from log cut-off values.
The next step is to model the litho-class conditional PDFs from the data points in the training set.
One popular PDF modelling method assumes that the class-conditional distributions are multi-Gaussian
functions, as discussed earlier. A more general technique used here, is called the Kernel Density
Estimation (KDE) technique (Silverman, 1986; Scott, 1992) or equivalently the Parzen window method
(Duda et al., 2001). This is a non-parametric technique, which makes no assumption about the shape of
the PDFs and is useful to describe distributions deviating from simple Gaussian functions. The flexibility
of KDE comes at a cost: it should only be considered if a sufficient number of samples are available in
the training set. The required size of the training set grows exponentially with the dimensionality of the
attributes space: a few tens of points are sufficient in 2-D but several hundreds are required in 3-D.
Figure 4.2.7 shows how the technique works in the case of a 1-D PDF. The blue points represent for
example impedance data values from the training set of one of the litho-classes. Instead of building a
data histogram, we build an estimate of the underlying PDF f (z | ci) (in the figure, we have simplified
the mathematical notation by dropping the conditioning) by summing the contributions of identical
kernel functions centred at each data point location. The resulting estimate f (shown in green colour)
provides a smooth representation of the PDF. In practice, the level of smoothness is controlled by the
parameter h defining the width of the kernel function.
What kernel function K should we use? In practice, the choice is not important. Figure 4.2.8 illustrates the properties that are usually required for K. A popular choice is the Epanechnikov kernel
(Figure 4.2.9). It is interesting to note that selecting a rectangular box function for K is equivalent to
building a conventional histogram. In practice, normalized kernels with finite support in the interval
[-1, +1] are preferred over kernels with infinite support, such as Gaussian kernels, as they lead to a
more computationally efficient implementation.
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Chapter 4
Kernel Function
Fig. 4.2.8
Epanechnikov Kernel
Fig. 4.2.9
112
Kernel Density Estimate of 3-D PDF
Fig. 4.2.10
The concept of KDE can be generalized easily to multivariate PDFs. Figure 4.2.10 illustrates the
3-D case, with x, y and z representing different seismic attributes used as inputs for Bayesian classification. In this product kernel implementation, we use the same function K to smooth the data along
different axes but we may use different kernel widths, represented by hx, hy and hz for the three seismic
attributes.
Selection of the appropriate smoothing parameters is far more important than selection of the
shape of K. Figure 4.2.11 illustrates the effect of changing the kernel width on the estimates of a 2-D
PDF. If h is too small (in this case, we use the same h value along the two axes), the PDF is too noisy
(top left). On the other hand, if h is too large, we obtain a blurred image of the 2-D PDF (bottom right).
In practice, the choice of the smoothing parameter depends on the number of data points and the
spread of the distribution. The books by Scott and Silverman discuss this issue in detail.
Figure 4.2.12 shows the class-conditional PDFs estimated using KDE from the well training data
shown in Figure 4.2.6. The contours correspond to iso-probability values. At this stage, we have not
yet introduced the seismic data but we can run the classifier using only the log data. For example,
we can apply it to predict lithology at the wells used in the training set or at blind wells. In this
context, various cross-validation procedures can be applied to tune the parameters of the classifier,
as explained for example in Avseth et al. (2005). We can also upscale the logs to mimic the drop of
vertical resolution expected with seismic inversion. We can then recalculate the PDFs using the upscaled
training set (Figure 4.2.13, middle) and re-assess the performance of the classifier by applying it to the
blocked logs.
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Chapter 4
Impact of Smoothing Parameter on KDE
Fig. 4.2.11
Kernel Density Estimate for Lithology Prediction
114
Fig. 4.2.12
Training Set Computation at Different Scales
Fig. 4.2.13
Before applying the classifier in 3-D, we need to verify that the PDFs are properly calibrated to
account for the limited vertical resolution of inverted seismic attributes compared to the fine-scale log
data. This can be done in several ways. First, we check the quality of inversion results at well locations
using QC displays as shown in Figure 4.2.14. In this case we have used a blocky inversion that works
directly in a stratigraphic grid. The match of the inversion at the wells is good and we can detect the
low Vp /Vs (or low Poisson ratio) indicative of hydrocarbon sands. Another important QC (Figure 4.2.15)
is to extract inversion results at well locations and compare cross-plots of inverted elastic attributes
with cross-plots constructed from the corresponding log data. In this example, the log and inverted
data points are consistent. If this is not the case, we may need to re-calibrate the classifier, for example
by re-constructing the PDFs from inverted data extracted near the well locations, as shown in Figure
4.2.13 (right). Another important QC is to check that the inverted data range in the full 3-D volume
is consistent with the overall range of the modelled PDFs. As shown in Figure 4.2.16, this is achieved
for example by navigating through the inverted volumes, section by section and checking that the
inverted data range falls within the support region of the modelled PDFs for the different litho-classes.
In practice, a low probability cut-off value, , is defined. Inverted data points for which f (z | ci) <
for all classes will not be classified. If a large number of such anomalous points exist in the inverted
attribute volumes, this usually means that the classifier PDFs are not properly calibrated, for example
if the well-based training set is not representative of the natural variability existing in the reservoir.
Figure 4.2.17 shows the results of applying the Bayesian classification technique along a random
traverse intersecting three wells. Input attributes for the classifier are cubes of acoustic impedance
and Poisson ratio obtained from pre-stack inversion. In this case, the classifier output consists of three
litho-probability cubes, corresponding to the a posteriori probability p(ci|z) calculated point-by-point
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Chapter 4
Inversion QC at Well 1
Fig. 4.2.14
Inversion QC using Cross Plots of Elastic Attributes
116
Fig. 4.2.15
Validation of Kernel PDFs with Inverted Seismic Data
Fig. 4.2.16
Litho-Probability Cubes
Fig. 4.2.17
117
Chapter 4
from the vector of inverted seismic attribute z = (Ip, Poisson ratio) for the three litho-classes. The classifier also returns the most probable litho-class at each point.
How do we assess the performance of the classifier? We can extract the results of the seismic lithology classification at well locations (Figure 4.2.18) and compare them to the litho-logs (Figure 4.2.19).
Performance of the classifier can be summarized using a classification confusion matrix (Figure 4.2.20).
The diagonal elements represent the classification success rate for each litho-class. In the example,
the oil-sand success rate is 70%. This % is calculated as the proportion of samples correctly classified
at the well locations, using upscaled lithology logs as true reference. The off-diagonal elements give
the mis-classification rates. An element i, j in the matrix corresponds to the % of samples classified as
litho-class cj while the true litho-class is ci. In the example, the success rate for water-sand is only 32%
because 56% of the water-sands at the wells are misclassified as shale. This is not surprising in view of
the overlap between the corresponding attribute PDFs.
Finally, Figure 4.2.21 shows the kind of probabilistic analysis that can be performed from the lithoprobability cubes: the oil-sand probability cube has been thresholded to reveal the areas where the
probability of hydrocarbon occurrence is greater than 80%. This type of analysis can be used for well
planning or hydrocarbon volume calculation.
Validation of Facies Classification at Well Locations
118
Fig. 4.2.18
Validation of Facies Classification at Well Locations
Fig. 4.2.19
Classification Confusion Matrix
Fig. 4.2.20
119
Chapter 4
3-D Visualization of HC Sands
Fig. 4.2.21
4.3 Sequential Indicator Simulation with Seismic Constraints

In ML classification, we select the most likely litho-class at each point based on a purely local likelihood function f (z | ci) evaluated using the local value of the seismic attribute vector z. Each point in
the 3-D seismic cube (or earth model in which the seismic attributes have been resampled) is classified
independently of its neighbours and the proximity of wells with known lithology is not directly taken
into account. Using image processing jargon, we would refer to this classification as non-contextual,
as it ignores spatial correlations. In this section, we review a popular geostatistical technique called
Sequential Indicator Simulation (SIS), which directly accounts for spatial continuity and well information. We then look at different extensions of this technique that incorporate seismic attributes to
improve the prediction of lithology and show the link with ML classification.
Before discussing SIS, we need to introduce the concepts of litho-class indicator variable and
indicator kriging. For simplicity, as shown in Figure 4.3.1, we assume that we have observed two
litho-classes along a vertical well, which we call sand and shale. We define a binary indicator variable xi, where the integer i represents the index location of one sample point along the well trajectory. As shown in the figure, we can express the mean and variance of this binary random
variable in terms of the overall sand proportion, which is equivalent to the sand prior probability discussed in Section 4.2. We can also characterize the vertical continuity in lithology variations
using a variogram or spatial covariance function. This indicator covariance measures the probability of observing the sand litho-class at two different points separated by a vertical distance h. For
data points regularly sampled along a vertical well bore, we can compute the experimental covariance as a function of vertical distance, exactly as in the case of continuous variables. In practice,
120
Lithology Indicator Variable
Fig. 4.3.1
Indicator Kriging
Fig. 4.3.2
121
Chapter 4
Sequential Indicator Simulation
Fig. 4.3.3
Sequential Indicator Simulation with Bayesian Updating
Fig. 4.3.4
122
we calculate experimental indicator covariances or variograms along different directions and fit them
with a parametric model, as explained in Chapter 1.
Our goal is to predict the probability of the two litho-classes away from wells. We can do this using
the Indicator Kriging (IK) technique, as illustrated in Figure 4.3.2 with an areal example. We obtain
an estimate of the sand conditional probability at pixel i as a weighted linear combination of indicator
data from nearby well control points. As before, the weights are determined from the condition that
the mean square prediction error is minimized. They are calculated by solving a set of normal equations constructed from the indicator spatial covariance model.
SIS (e.g. Journel and Gomez-Hernandez, 1989) is a straightforward generalization of SGS and is
depicted in Figure 4.3.3 using the same 2-D conceptual example. We visit the grid cells sequentially
according to a random path. In each cell i, we calculate a local sand / shale probability distribution by
IK, using the original well data and previously simulated cell values as control points. Next, we draw a
simulated value (1 or 0) at random from this local distribution. The simulated binary value is then used
as an additional control point for the remaining steps. A complete lithology simulation is obtained by
repeating this procedure along the random path until all cells have been visited.
How can we constrain the SIS realizations with seismic attribute data? A first strategy consists in
using seismic attributes to define spatially variable proportion trends for the litho-classes. This is
achieved for example by first deriving a sand probability volume by traditional Bayesian classification
and using it to define a spatially variable sand proportion, sand, for the indicator kriging calculations.
Another approach (Doyen et al., 1994), depicted in Figures 4.3.4 and 4.3.5, directly combines SIS with
the maximum likelihood classification technique presented in the previous section. At each pixel in the
2-D grid, we first calculate sand / shale probabilities by indicator kriging. Next, we calculate the likelihood of each litho-class from the class-conditional distribution of the seismic attribute f (z | shale) and
f (z | sand). We build a posterior PDF by multiplying the kriging-based PDF with the seismic likelihood
and simulate a value at random from this local posterior. This scheme is easy to generalize to multiple
seismic attributes by using multivariate PDFs for f. Furthermore, the PDFs f can be modelled using either
parametric or non-parametric techniques, as explained above. The decoupling between seismic and well
information makes it easy to perform sensitivity analysis. Other modifications of SIS involving cokriging have been proposed to simulate litho-facies with seismic attribute constraints (see for example Fichtl
et al., 1997 or Deutsch, 2002). This requires a transformation of the secondary seismic variable so that
transformed values lie between 0 and 1 and the modelling of cross-covariance functions.
A 2-D example of SIS with Bayesian updating from the Oseberg Field is shown in Figures 4.3.6 to
4.3.9. A seismic amplitude map extracted at the base of the Upper Ness interval was used to constrain
the modelling of channel sands (Figure 4.3.6). Gaussian PDFs, calibrated at 14 well locations, were
constructed to represent sand and shale conditional distributions of seismic amplitude. Figure 4.3.7
shows a first set of seismic-constrained stochastic simulations generated with an exponential covariance model with N-S preferential direction of continuity. When we use a spatially invariant anisotropy
model, we are not able to capture the channel belt sinuosity observed on the seismic amplitude map.
Several authors (see for example Xu, 1995 and the discussion in Deutsch, 2002, p. 178) have therefore
proposed to vary the direction of anisotropy. In practice, this is achieved by adjusting the orientation
of the principal axis of anisotropy and of the kriging elliptical search neighbourhood at each pixel.
In this example, channel orientation was interpreted manually at a number of control points from
the seismic amplitude map. The orientation data were then interpolated to construct a 2-D vector
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Chapter 4
Bayesian Sequential Lithology Simulation
Fig. 4.3.5
Construction of Litho-Class Conditional Amplitude PDFs
Fig. 4.3.6
124
Channel Sand Simulations - Constrained using Seismic Amplitude and Well Data
Fig. 4.3.7
field, which defines the direction of anisotropy at each pixel during SIS. Figure 4.3.8 shows another
set of lithology simulations using seismic amplitude and the space-varying orientation constraints.
Simulated sand bodies now exhibit more realistic non-linear connectivity patterns, consistent with the
seismic data. To illustrate the impact of the choice of spatial continuity model, a last set of SIS simulations with seismic and orientation constraints is shown in Figure 4.3.9. This time, we have used a
principal correlation range of 2 km instead of 1 km. The simulated channels now exhibit large scale
connectivity patterns compared to the more patchy distribution observed in Figure 4.3.8.
The concept of indicator simulation can be applied to other types of categorical variable than litho-facies.
A 4-D example of SIS with Bayesian updating from the Statfjord Field (Doyen et al., 2000) is presented in
Figure 4.3.10. The goal is to obtain a 3-D image of the progression of a water flood between two dates (97
and 91) corresponding to the acquisition of two 4-D seismic surveys. A water flooding indicator variable
is defined: it takes a value of 1 at grid cells that have been flooded between the two survey times and a
value of 0 otherwise. This variable is assumed known at wells where repeat saturation logs are available or
wells that have been history matched. The two seismic datasets have been inverted to acoustic impedance.
Histograms of 97-91 impedance differences have been created for the swept and unswept classes by
extracting impedance values at well locations. SIS with Bayesian updating combines the well indicator data
and the 4-D seismic impedance data to create multiple realizations of the flooding indicator variable and
compute a water flooding probability volume. Figure 4.3.11 shows the voxels where the 97-91 flooding
probability exceeds 80%, compared to the saturation changes predicted by the flow simulator (shown as a
series of vertical sections). This is a useful way of validating the flow pattern predicted by numerical flow
simulation with 4-D seismic information. In this example, there is good correspondence between the zones
where the simulator predicts large water influx and the voxels associated with a high flooding probability.
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Chapter 4
hannel Sand Simulations - Constrained using Well Data, Seismic Amplitude

C
and Orientation Data
Fig. 4.3.8
hannel Sand Simulations - Constrained using Well Data, Seismic Amplitude

C
and Orientation Data
Fig. 4.3.9
126
4-D Classification
Fig. 4.3.10
Prob { 97- 91 Flooding > 80 %}
Fig. 4.3.11
127
Chapter 4
SIS was presented in the case of two litho-classes. The method can be generalized easily to more
than two classes by defining a binary indicator variable and associated spatial covariance model for
each litho-class. A nested implementation of SIS is also possible, where we first simulate net and
non-net rock classes and then simulate multiple litho-classes within the net fraction. This cascaded
procedure is useful to help preserve association between specific facies.
4.4 Truncated Gaussian Simulation

Truncated Gaussian Simulation (TGS) is another popular technique to construct 3-D litho-facies
models (Matheron et al., 1987; Xu and Journel, 1993) It can also be easily adapted to incorporate
facies proportion information extracted from seismic data (Johann et al., 1996; Beucher et al., 1999;
Doligez et al., 1999; Doligez et al., 2007). The basic idea of TGS is to generate realizations of a normalized Gaussian random field and to truncate them using a threshold t to obtain facies realizations.
The threshold value determines the facies proportions while the spatial covariance structure of the
Gaussian field determines the spatial continuity of the facies distribution.
Figure 4.4.1 illustrates the concept of applying a single threshold to a Gaussian random field. In
Figure 4.4.2, we have two facies with equal proportions bkue =green=0,5. We can determine the threshold
value from the inverse Gaussian CDF transform. We can apply a similar procedure when we have three
or more facies to determine the multiple threshold values from the corresponding facies proportions.
An advantage of this technique compared to SIS is its speed: we only need to simulate one Gaussian
random field to obtain a simulation of multiple facies. Another interesting property is the possibility
to control the association between different facies by careful ordering of the Gaussian classes. In the
example shown in Figure 4.4.3, the green facies will always be associated with the orange one but cannot be adjacent to the yellow one.
TGS is also attractive because it can easily incorporate spatially variable proportions estimated
from well data (e.g., vertical proportion curve) or seismic data (e.g., areal proportion trend). This is
accomplished by making the threshold values space-variant as shown in Figure 4.4.4. At each location
u, the multiple threshold values are determined from the local facies proportions using the Gaussian
CDF back-transform. The main steps of TGS with non-stationary proportions can be summarized as
follows:
1. Compute a 3-D matrix of facies proportions by combining well and seismic information.
2. Simulate a 3-D Gaussian random field with specified spatial covariance structure.
3. Truncate the simulated random field using the space-variant thresholds defined directly from the
3-D proportion matrix.
Figure 4.4.5 from Doligez et al. (1999) illustrates the effect of using non-stationary facies proportions in TGS. The top picture is a cross-sectional facies simulation with vertically variable but laterally
constant facies proportions. The bottom image represents a TGS simulation where facies proportions
vary both vertically and laterally. The bottom simulation better represents the expected facies progradation pattern. Figure 4.4.6 from Doligez et al. (2007) shows an example of TGS litho-facies simulation combining well-derived facies proportions with an areal map of sand proportion derived from
seismic data for a turbidite reservoir. They calculated a sand proportion map (top left) from seismic
attributes using kriging with external drift. Next, they defined the facies proportions in each cell of
the 3-D reservoir model by kriging of well proportion data with an aggregation constraint to guarantee that vertically averaged sand proportions match the values from the seismic map. This procedure results in a 3-D matrix of proportions, which is used to constrain the TGS realizations (bottom).
128
Truncated Gaussian Model
Adapted from H. Beucher
Fig. 4.4.1
Proportions and Thresholds 2 Facies
Fig. 4.4.2
129
Chapter 4
Proportions and Thresholds 2 Facies
Fig. 4.4.3
TGS with Spatially Variable Proportions
Fig. 4.4.4
130
TGS Effect of Laterally Variable Proportions
From Doligez et al., 1999
Fig. 4.4.5
By construction, individual realizations will approximately reproduce the seismic-derived average sand
proportion map (Figure 4.4.7).
One obvious limitation of TGS is that we only have one single spatial covariance function that of
the Gaussian field x to control the spatial correlation structure of multiple facies. It is therefore not
possible to impose different anisotropy characteristics on individual facies. The Pluri-Gaussian simulation (PGS) method (e.g., Le Loch and Galli, 1996; Thomas et al., 2005) is an extension of TGS introduced to provide more flexibility on anisotropy modelling and more control on the spatial relationship
between facies. The idea consists in applying a threshold mask to two or more Gaussian random fields
to define the facies simulations. Each Gaussian field imposes its spatial correlation structure to one or
more of the facies according to the defined threshold mask. A simple example is depicted in Figure
4.4.8, involving 2 Gaussian fields with different anisotropy. The threshold mask defines a partition of
the x1-x2 plane. The regions in the partition are constructed using threshold values on the two random
fields. Each region defines the range of x1 and x2 values corresponding to one facies. In the example,
two thresholds, t1 and t2 have been used to define three facies regions. A pair of simulated Gaussian
values (x1, x2) at one point (say the points labelled 1 or 2 in Figure 4.4.8) corresponds to a specific location in the mask from which the simulated facies is determined. In the example, the mask was chosen
so that the green facies can be in contact with the two other facies, which was not possible in the TGS
example. The green facies also possesses a different anisotropy direction determined by the Gaussian
field x1. Definition of the multiple thresholds from facies proportions is more complex than for TGS
(see for example Thomas et al., 2005). In principle, PGS-based simulations can also be conditioned to
seismic data using spatially variable thresholds to model seismic-derived proportion data.
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Chapter 4
TGS with Seismic-Derived Proportion Constraints
Fig. 4.4.6
TGS with Seismic-Derived Proportion Constraints
132
Fig. 4.4.7
Pluri-Gaussian Simulation
Fig. 4.4.8
4.5 Boolean Simulation Methods

We have considered pixel or voxel-based techniques for lithology simulations because they are the
most widely used techniques to incorporate seismic constraints. Object-based simulation methods, also
known as Boolean methods, are well-established and have been successfully used for many years, in
particular to model fluvio-deltaic reservoirs in Norwegian fields. Object-based methods use iterative
optimization methods, such as simulated annealing, to place objects with predetermined shapes in
3-D space with position constraints provided by well data. They produce realistic images of geobodies with long-range connectivity and spatial relationships between geological features such as channels and crevasse splays that are difficult to achieve with pixel-based techniques. A major drawback
of Boolean techniques is the difficulty to condition the object models to well data, particularly when
wells are closely spaced compared to the characteristic size of the simulated objects or when wells are
highly deviated. Similarly, it is difficult to condition Boolean simulations with seismic attribute maps
or volumes, although some examples exist where channel models have been conditioned by seismic
derived proportion maps.
4.6 Multi-Point Statistics Simulation

Multi-Point Statistics (MPS) simulation methods attempt to reconcile the flexible data conditioning
achieved by pixel-based methods with the realistic shape information captured by Boolean methods.
MPS techniques have gained in popularity in the last few years following the work of Guardiano and
Srivastava (1993), and Strebelle and Journel (2001). The basic idea is to learn multi-point statistics
from a geological Training Image, generated for example using a process-based simulation or an
133
Chapter 4
Traditional Variogram-Based Geostatistics
Courtesy of S. Strebelle
Fig. 4.6.1
Pattern Reproduction Limitation Issue
134
Fig. 4.6.2
Estimating Conditional Probabilities: From 2-Point to Multiple-Point Statistics
Fig. 4.6.3
unconditional Boolean simulation. A pixel-based sequential simulation procedure is then applied

to create facies simulations that are conditioned to well data and approximately reproduce the MPS
inferred from the training image.
Earlier, we saw that SIS is a variogram-based technique where facies or litho-class probabilities are
calculated from two-point statistics related to the joint probability of occurrence of the same facies as a
function of distance (Figure 4.6.1). We also saw that we can introduce non-linear connectivity patterns
in SIS simulations by using a space-variant anisotropy model. However, the information contained in
the indicator variogram or spatial covariance is limited and cannot capture complex geological shapes
such as the ones shown in Figure 4.6.2. The 3 geological images have approximately the same twopoint statistics (i.e., the same variogram) but SIS will only be able to model scenario 1. This leads to
the idea of using MPS information to better reconstruct complex shapes.
Figure 4.6.3 introduces the MPS simulation concept and follows the work of Strebelle and Journel
(2001). To simplify notation, we use an example with only two facies, sand and shale and we use
x(u) to represent the binary indicator variable for sand. We wish to calculate the probability of sand at
location u, conditional on well observations represented by a conditioning data event dn. In traditional
geostatistics, we would obtain this probability using IK as a linear combination of the binary well data.
In the scheme proposed by Strebelle and Journel, the idea is to use Bayes rule to express the conditional probability as a ratio between two multi-point probabilities. In Figure 4.6.3, the denominator
represents the joint probability of observing sand at two wells and shale at the other two for a specified
data configuration, which may be seen as a geometric template. The numerator is the probability of
the same event augmented by the event that sand is also observed at the central location u. In practice,
135
Chapter 4
Pixel-based Sequential MPS Simulation
Fig. 4.6.4
the multi-point probabilities cannot be inferred from sparse well data. Instead, the required probabilities are obtained by scanning a training image with the data template and counting the number of
occurrences where matching events are observed.
This suggests a straightforward MPS sequential simulation procedure consisting of the following
steps (Figure 4.6.4):
1. Select a pixel location u to simulate at random.
2. Construct the data template from data and previously simulated points falling within the moving
search neighbourhood.
3. Scan the training image to find matching replicates of the data templates and calculate the conditional probabilities p(x(u)=1 | dn) and p(x(u)=0 | dn) by counting the number of corresponding
events.
4. Draw a binary value at random from the local conditional PDF.
5. Add the simulated value as an extra data point.
6. Repeat steps 1) to 5) until all grid points have been simulated.
The scheme is conceptually simple and does not require any variogram modelling or solving of
kriging systems. Conditioning to well data is also straightforward, similar to traditional SIS. Practical
implementation issues such as selection of appropriate geometric templates, use of search trees to
store pre-computed MPS and multi-grid considerations are discussed for example in Strebelle and
Journel (2001).
136
MPS Simulation with Seismic Proportion and Orientation Constraints
Fig. 4.6.5
MPS Simulation Conditioned to Interpreted Sand Bodies
Fig. 4.6.6
137
Chapter 4
Figure 4.6.5 depicts an application of MPS with seismic constraints in the context of a turbidite
reservoir, as presented by Strebelle et al. (2003) and Caers et al. (2003). A training image (left), was
constructed using an object-based simulation method. The image is not conditioned to well information; it simply represents the prior geological information in terms of expected orientation and size of
the turbidite channel belts. In addition, the MPS simulation is constrained to three wells, using channel orientation information interpreted from seismic data and a seismic-derived sand proportion cube.
One MPS simulation is shown and compared to an SIS result using the same well and seismic constraints. The wormy aspect of the MPS is more consistent with the training image and better captures
the expected meandering of the channel belts. Both results honour the variable, seismic-derived sand
proportions, with higher concentrations of sand bodies in zones of high sand probability. Figure 4.6.6
shows a further conditioning step: sand bodies were first interpreted from seismic data using Principal
Component-based cluster analysis. They are used as extra conditioning data points in MPS and help
define the backbone of some of the channel belts. In essence, MPS reconnects and extends elements
of the sand bodies identified from the seismic data, using the multi-point statistics inferred from the
training image to constrain the shape and sinuosity of the sand bodies. This operation could also be
performed with SIS but would be difficult to implement with Boolean techniques. The MPS technique
is attractive but one obvious question is the availability and representativity of the 3-D training image
required to calculate the multi-point statistics.
138
Chapter
5 StochasticInversion
Inversion
Stochastic
5.1 Overview
Geostatistical Inversion (GI) or equivalently stochastic inversion, was introduced in the nineties by
Bortoli, Dubrule and Haas. The basic philosophy of GI is to generate multiple realizations of elastic
properties with high-frequency content that are consistent with both seismic amplitude and well data.
GI techniques are particularly suitable in a reservoir modelling context because they can be directly
constrained with fine-scale log data and deliver impedance results that can be integrated in reservoir
models without downscaling. The availability of multiple elastic models is also useful for uncertainty
analysis. In recent years, the original GI concept has been extended from acoustic to elastic inversion,
with simultaneous inversion of multiple partial angle stacks. Furthermore, the original GI concept,
which was based on a simple Monte Carlo rejection scheme, has been given a more solid theoretical
foundation thanks to the introduction of a Bayesian framework. The Bayesian setting has also led to
more efficient implementations and has made clearer the link between stochastic inversion and deterministic inversion, where a single smooth, band-limited model is derived from seismic data.
Despite its appeal and the recent introduction of commercial software packages, the application
and acceptance of GI in operational contexts remains relatively low. Instead, a single deterministic
inverted model is used to constrain the reservoir model, as explained in previous chapters. In this
chapter, after reviewing the basic GI concept and some of the recent Bayesian inversion developments,
we will discuss how we can exploit multiple GI realizations in stochastic earth modelling workflows and
explore some of their benefits compared to deterministic inversion. We expect that stochastic inversion
will gain in popularity in the next few years, as more commercial software tools become available to
support the required workflows.
5.2 Geostatistical Inversion using SGS

Bortoli et al. (1992) and Haas and Dubrule (1994) provided some of the foundations for Geostatistical
Inversion (GI). They suggested a clever extension of SGS to generate multiple fine-scale images of
acoustic impedance (Ip) consistent with seismic amplitude data. Figure 5.2.1, adapted from Dubrule
(2003), explains the basic principle of SGS-based GI. The process works in a 3-D stratigraphic grid
defined in time. In the horizontal direction, the grid is discretized so that each column of cells corresponds to one seismic CDP location and one seismic amplitude trace. In the vertical direction, the
thickness of the cells varies typically between 1 msec and 4 msec, well below the vertical seismic resolution. At the beginning, acoustic impedance logs are converted from depth to time and mapped into
the stratigraphic grid. Next, the 3-D grid is visited at random, column by column or equivalently seismic trace by seismic trace. At each trace location, multiple Ip realizations are generated by SGS, using
well data and previously simulated columns of Ip values as control points. Each simulated impedance
trace is transformed to a reflectivity series, which is convolved with a wavelet to calculate a synthetic
seismic amplitude trace. The synthetic trace that provides the best match with the real seismic trace is
selected and the corresponding Ip trace is stored in the 3-D grid. The trace-by-trace simulation process
is repeated until the entire 3-D grid is populated by Ip values. The whole process can be repeated using
different random paths to generate multiple realizations, which have the following properties:
139
Chapter 5
Geostatistical Inversion
Adapted from Dubrule, 2003
Fig. 5.2.1
Bandwidth Extension
Adapted from Dubrule, 2003
140
Fig. 5.2.2
Stochastic Inversion
Multiple Ip Realizations and Average Solution
From Lamy et al., 1999
Fig. 5.2.3
1. All realizations tie the well Ip data that are used as control points.
2. The realizations approximately match the spatial continuity model selected for SGS, i.e., the vertical and lateral variogram models.
3. All realizations approximately reproduce the input 3-D seismic amplitude data.
There has been considerable debate in the industry about the value of GI. The technique is usually well accepted by geologists and reservoir engineers, who are interested in exploiting the details
provided by GI results in geomodelling workflows, where they need to model fine-scale reservoir heterogeneities. On the other hand, among geophysicists, there has been some scepticism about the claim
that GI generates high-resolution models with vertical details not generally available from deterministic inversion techniques. The introductory articles by Francis (2006 a, b) discuss this issue, which is
largely based on a misconception about GI. Geostatistical inversion does indeed provide 3-D Ip images
with high temporal frequencies outside the seismic bandwidth, but these high frequencies do not correspond to some super-resolution property of GI. Resolution is obviously limited by the frequency
content of the seismic data. In GI, the temporal high frequencies are simulated in accordance with the
imposed variogram model (Figure 5.2.2). In essence, GI simulates a full-band 3-D Ip model, consistent
with the observed seismic amplitudes; as the high frequency details are uncertain, GI delivers a family of alternative full-band models, all of which are compatible with the seismic data. In fact, if a large
number of GI realizations are averaged together, the resulting, smooth mean model is equivalent to
the result of a conventional, band-limited inversion scheme (Figure 5.2.3).
In GI, high frequencies are not inverted from the seismic data; they are simulated from the spatial
continuity model. In practice, another source of high frequency information in GI comes from direct
141
Chapter 5
incorporation of the well data. In traditional deterministic inversion, wells are only used to define a
low frequency background model. In GI, individual realizations can be conditioned to reproduce finescale log data. Figure 5.2.3 from Lamy et al. (1999) shows the effect of well conditioning on the results
of stochastic inversion. Vertical details observed at the well location are projected away from the well in
accordance with the underlying spatial continuity model. This ability to condition the inversion results
with fine-scale well data is clearly an advantage of stochastic inversion schemes, especially in mature
fields where a large number of wells may be available. In addition to the mean Ip, a pseudo-uncertainty
cube can be created by averaging GI results: for example, the standard deviation of simulated values
can be computed at each point, as shown in Figure 5.2.3. At well locations, the uncertainty will be low
or zero if the simulations are forced to reproduce the log Ip data.
Following the pioneering work of Bortoli, Dubrule and Haas, a number of authors have proposed
modifications to the SGS-based acoustic impedance inversion scheme. For example, Debeye et al.
(1996) and Grijalba et al. (2000) have introduced an iterative, simulated annealing-based method
that works cell-by-cell instead of trace-by-trace. The 3-D grid is visited following a random path during each iteration cycle. At each cell, an impedance value is sampled from a local conditional PDF.
The simulated value is accepted or rejected depending on a temperature parameter and the change
in an objective function that measures the fit between synthetic and real amplitude data. Shtuka and
Mallet (2001) have implemented a trace-by-trace SGS-based approach with improved convergence
by blending multiple simulated impedance traces. Optimal blending weights are determined using a
simple quadratic optimization procedure. However, all these methods, which apply trace-by-trace or
sample-by-sample model perturbations with simulated annealing or simple Monte Carlo acceptance/
rejection, suffer from convergence problems, especially for long inverted time windows and are very
CPU-intensive.
5.3 Bayesian Stochastic Inversion

Recent efforts have focused on extending stochastic methods from acoustic inversion to simultaneous elastic inversion. This involves joint inversion of a number of partial angle stacks to estimate Ip
and Is, or in favourable cases Vp, Vs and density, . Attention has also been given to position stochastic
inversion in a more rigorous Bayesian setting, where the solution to a seismic inverse problem and its
uncertainty are expressed using a posterior distribution function (see for example Tarantola, 1987).
Buland et al. (2003a and b) have developed an elegant linearized AVA inversion in a Bayesian
framework. They calculate a posterior distribution for P-wave velocity, S-wave velocity and density by
combining a prior distribution for the elastic properties with a seismic likelihood function associated
with multiple input seismic angle stacks (Figure 5.3.1). They assume that the elastic parameters (Vp,
Vs and ) are characterized by a log-Gaussian random field (Figure 5.3.2). They incorporate spatial
coupling between the elastic parameters via a covariance model (Figure 5.3.3). The elements of the
3x3 covariance matrix m correspond to the variances and local covariances of the model parameters.
The lateral and temporal (or vertical) dependences between model parameters are described using a
factorized scalar function, as shown in Figure 5.3.4 and 5.3.5. In the forward model, they use a linearized weak contrast approximation to the Zoeppritz equation and a wavelet convolution model (Figures
5.3.6 and 5.3.7). Thanks to the forward model linearity and log-Gaussian prior model assumption,
they are able to obtain analytical expressions for the mean and covariance of the log-Gaussian posterior distribution (Figure 5.3.8). Direct calculation of the posterior statistics is not possible as it would
involve inverting very large matrices. Instead, they adopt a Fourier domain implementation (schematically represented in Figure 5.3.9), which diagonalizes the covariance function so that the inverse
142
Bayesian Inversion
Courtesy of A. Buland
Fig. 5.3.1
Earth Model
Fig. 5.3.2
143
Chapter 5
Parameter Dependence
Fig. 5.3.3
Spatial Dependence
144
Fig. 5.3.4
Spatial Dependence
Fig. 5.3.5
AVA Reflectivity Approximation
Fig. 5.3.6
145
Chapter 5
Wavelet Convolution Model
Fig. 5.3.7
Posterior Mean and Covariance
146
Fig. 5.3.8
Combining the Models
Fig. 5.3.9
Comparison of Posterior Means and Simulations
From Buland et al., 2003b
Fig. 5.3.10
147
Chapter 5
problem can be solved independently for each frequency. The final solution for the posterior mean
and covariance is then obtained by inverse Fourier transform. Details of the technique can be found
in Buland et al. (2003a and 2003b).
The technique can be used to compute a smooth, best estimate model, which corresponds to the a
posteriori mean. Multiple realizations can also be obtained by direct simulation from the posterior distribution in the frequency domain. Figure 5.3.10 shows an example of the application of this Bayesian
inversion scheme to seismic data from the Sleipner Field (Buland et al., 2003b). They simultaneously
inverted 3 partial stacks with angles ranging from 9o to 33o over a 250 msec time window and a 2 msec
sampling interval. They used an exponential covariance with lateral range of 250 m. Temporally, they
used a nested covariance model with effective range of about 9 msec. The figure compares the smooth
posterior mean solution for Vp, Vs and with a solution obtained by simulation from the posterior distribution. Both sets of solutions are equally consistent with the input seismic data but the simulations
exhibit a higher frequency content controlled by the chosen covariance model. Figure 5.3.11 shows the
effect of merging well log information with the inversion results using a Bayesian updating procedure.
In the updated posterior mean (middle), the effect of the well conditioning is evident from the higher
temporal frequency content observed up to a distance corresponding to the lateral correlation length.
On the simulation result (bottom), the frequency content is uniform across the whole section and the
effect of the well conditioning blends in with the simulated high frequency details.
Bulands method is extremely fast because all computations are performed in the Fourier domain.
However, some limitations result from this simplification. First, the seismic data and the model must
both be discretized on the same 3-D grid, regularly sampled in x, y and time. Furthermore, the spatial
Effect of Well Conditioning
From Buland et al., 2003b
148
Fig. 5.3.11
AVA Approximation
From Williamson et al., 2007 and Escobar et al., 2006
Fig. 5.3.12
Prior Model
Fig. 5.3.13
149
Chapter 5
covariance model for the prior distribution and the noise covariance model must be strictly stationary;
i.e., they are not allowed to vary in space. Williamson et al. (2007) and Escobar et al. (2006) have recently
extended Bulands Bayesian inversion method to work in stratigraphic grids, and allow non-stationary
covariance structures. Like Buland, they rely on a log-linear model (Figure 5.3.12) to relate reflectivity to
elastic properties but use a two-term approximation to the Zoeppritz equation parameterized in terms of
ln(Ip) and ln(Is). They define the prior model using a 3-D Gaussian random field for the log impedance
parameters (Figure 5.3.13). The seismic data to invert consist of a number of partial angle stacks. This
information is integrated in the Bayesian inversion using a Gaussian likelihood function (Figure 5.3.14),
obtained under the assumptions that seismic noise is not correlated from trace to trace or between
angles. They make the further assumption that the noise is uncorrelated from sample to sample in one
seismic trace, resulting in diagonal noise covariance matrices. They also assume that the noise variance
is stationary in time but laterally variable. In practice, noise statistics are therefore summarized using a
S/N map for each input angle stack. If available, well log data can be integrated using a well likelihood
function (Figure 5.3.15). The joint posterior distribution is obtained by taking the product of the seismic
likelihood function, the prior and the well likelihood. Direct calculation of the posterior mean and covariance is not possible due to the size of the matrices to invert, but in this case Fourier transform cannot be
used due to the irregular sampling in time of the model parameters and the non-stationary nature of the
covariance matrices. Instead, a trace-by-trace decomposition of the posterior is applied (Figure 5.3.16),
leading to an SGS-like simulation scheme, where a local posterior PDF is sampled at each trace location to generate multiple realizations of Ip and Is. In essence, this scheme is analogous to the original GI
approach but instead of generating random samples from the prior distribution and rejecting the ones
that do not match the seismic data, the samples are taken from trace-dependent posterior distributions;
this guarantees that the impedance realizations are consistent with the seismic data by construction.
Seismic Likelihood
150
Fig. 5.3.14
Well Likelihood
Fig. 5.3.15
Definition and Decomposition of the Posterior Distribution
Fig. 5.3.16
151
Chapter 5
Stratigraphic Grid Framework for Bayesian Inversion
Courtesy of R. Moyen
Fig. 5.3.17
Bayesian Stratigraphic Inversion
Courtesy of R. Moyen
152
Fig. 5.3.18
In Williamsons approach, the model framework consists of a stratigraphic grid defined in the time
domain (Figure 5.3.17). Horizontally, the grid is discretized regularly according to the seismic bin size.
In the vertical direction, the thickness of the grid cells is arbitrary but in practice, average cell thickness is between 1 msec and 4 msec. Vertically, the grid may contain multiple intervals, defined using
intermediate horizons. A different cell thickness may be used in each interval together with a different
stratigraphic style such as on-lap, off-lap or proportional variation. The model framework is populated
with initial Ip and Is values by interpolation of low-pass filtered well log data. This background model
defines the mean values of a log-Gaussian random field corresponding to the prior model. Figure
5.3.18 summarizes the workflow for this Bayesian stochastic inversion, which operates in stratigraphic
grids. The main inputs are:
1. A number of partial angle stacks with corresponding angle-dependent wavelets and S/N maps, used
to construct the angle-dependent noise covariance matrices.
2. A smooth 3-D background model for ln Ip and ln Is, with layer-dependent variances, coefficient of
correlations and horizontal and vertical variogram models, fully specifying the log-Gaussian prior
model.
3. Ip and Is log data (with associated uncertainty) that are used to condition the different impedance
realizations.
The Bayesian inversion calculates a posterior distribution by combining the prior model with the
seismic likelihood function corresponding to the input angle stacks and the well likelihood functions.
Multiple Ip and Is realizations are calculated by sampling the posterior distribution. The posterior mean
and standard deviation are then calculated cell-by-cell by averaging simulated impedance values.
Comparison of Ip Means and Realizations
Courtesy of J. Frelet and R. Moyen
Fig. 5.3.19
153
Chapter 5
Figures 5.3.19 to 5.3.22 show an example of the application of this Bayesian stochastic inversion for a deep-water turbidite field. The data include three seismic angle stacks (16 and 30 and 40
degrees), 3 interpreted horizons and log data at 3 wells. Zero-phase wavelets were extracted separately for the three angles stacks, with dominant frequency around 25-30Hz. A 3-D stratigraphic grid
framework was constructed over a 5 km x 3.8 km area, with seismic trace spacing of 12.5 m and an
inversion time window of about 260 msec, and individual layer thickness of 2 msec, resulting in a
total of about 16 106 grid cells. Figure 5.3.19 shows the Ip inversion results along a random traverse
intersecting the three wells, together with the prior model obtained by 3-D kriging interpolation
of low-pass-filtered logs. The higher frequency content of the multiple realizations is clearly visible
compared to the smooth inverted mean model obtained by averaging 100 realizations. Figure 5.3.20
shows histograms corresponding to the mean result and to one individual realization. As expected,
the range of simulated values is wider than that of the mean result. This can have a large impact
when computing statistics than depend on the tails of the Ip distribution, as we will see in the next
section. Inversion results for Is are shown in Figure 5.3.21. In this example, the wells were not used
as conditioning data but the inversion still provides a reasonable tie at the well locations. By construction, the simulated impedance models and the mean solution will approximately reproduce the
different input angle stacks. The seismic sections in Figure 5.3.22 show the input amplitude data,
the synthetic data computed from the posterior mean, the synthetic data corresponding to one realization and the corresponding residuals. In this example, the level of residual energy is fairly low,
meaning that the synthetics closely match the real data. In general, the level of match is controlled
via the noise covariance matrix.
Comparison of Ip Means and Realizations
154
Fig. 5.3.20
Comparison of Is Means and Realizations
Fig. 5.3.21
Comparison of Real and Synthetic Data 300 Angle Stack
Fig. 5.3.22
155
Chapter 5
5.4 Exploiting Geostatistical Inversion Results

So far, we have described a number of techniques, which can be used to derive multiple full band models of elastic properties constrained by both seismic and log data. The question arises of the best way
to exploit these results in a reservoir model framework. Given the vast amount of data involved, it is
impractical to interpret each elastic realization individually. Furthermore, meaningful ranking of the
different models must be done after they are transformed to petrophysical properties, such as porosity, from which useful statistics such as pore volume can be calculated. In the last few years, we have
seen the development of a number of cascaded workflows where the results of stochastic inversion are
used as input for co-simulation of petrophysical properties, such as porosity or lithology (Figure 5.4.1).
Examples of such cascaded workflows include the work of Lamy et al. (1999), Marion et al. (2000) and
Rowbotham et al. (2003). In this section, we will briefly discuss some of these workflows.
A useful stochastic workflow for seismic lithology prediction and volumetric uncertainty analysis
is depicted in Figure 5.4.2. We start with n realizations of inverted Ip and Is. In a cross-plot of the two
elastic attributes, we define one or more polygons corresponding to different litho-classes. In this
conceptual example, points inside the polygon represent the sand litho-class and points outside
represent shale. Each joint Ip, Is realization is filtered according to the polygonal mask to generate a corresponding sand / shale realization. We end up with as many lithology realizations as we
have impedance realizations. By counting the number of realizations classified as sand in each cell,
we can compute a sand probability volume. Finally, we can perform a sand volume calculation from
each lithology simulation and construct a histogram of the different volumetric estimates. From the
sand volume histogram, we can for example extract a best volumetric estimate as the average of the
Cascaded Workflow for Stochastic Inversion and Simulation of Rock Properties
156
Fig. 5.4.1
Stochastic Lithology Prediction Workflow
Fig. 5.4.2
Sand Probability Volume and Map
Fig. 5.4.3
157
Chapter 5
simulated volumes. Instead of using polygon-based classification, it is also possible to combine stochastic inversion with Bayesian lithology classification.
An illustration of this workflow is depicted in Figures 5.4.3 to 5.4.6. It uses the stochastic inversion
results shown in Figures 5.3.19 and 5.3.21 as input. In this example, a sand polygon was defined
from a Poisson ratio versus Ip cross-plot (Figure 5.4.3), as it provides a better space to discriminate
lithology. Figure 5.4.3 also shows 2-D and 3-D images of the sand probability cube derived from stochastic inversion combined with the polygon-based lithology classification. The probability volume has
been thresholded to show only voxels with sand probability above 30%. Figure 5.4.4 depicts the sand
volume histogram computed from multiple lithology realizations, together with lithology simulations
corresponding to the P10, P50 and P90 percentiles.
What have we gained by applying this stochastic workflow? In a traditional workflow, we would
calculate our best estimate of sand volume by applying the polygon-based classification to Ip, Is data
obtained using deterministic inversion. The 3-D sand distribution predicted from the posterior mean
impedance models (Figures 5.3.19 and 5.3.21) is depicted at the bottom left in Figure 5.4.5; the corresponding sand volume is shown by the red arrow in the histogram. The deterministic inversion (i.e., in
this case, the mean of the posterior distribution) significantly underestimates the actual sand volume.
This is a well-known side-effect of deterministic inversion, which provides a smooth reconstruction
of real impedance values. Poor reproduction of the extremes induces a systematic bias in volumetric
calculations, as these calculations involve the application of cut-offs to the tails of the impedance histograms (see for example the discussion in Francis, 2006 a, b). The underestimation of sand volume
from smooth, deterministic inversion is also clearly visible in Figure 5.4.6, where we show sand maps
Histogram of Sand Volume from Realizations
158
Fig. 5.4.4
Sand Volume from Realizations and Mean Impedance
Fig. 5.4.5
Sand Realization Maps and Sand Prediction from Mean Impedances
Fig. 5.4.6
159
Chapter 5
(averaged between layers 70 to 110) from the P10, P50 and P90 realizations together with the sand
map derived from the mean inversion results.
Barens and Biver (2004) have proposed a similar workflow (Figure 5.4.7) and applied it to a clastic
reservoir from the Gulf of Guinea. They perform a pre-stack geostatistical inversion to generate multiple Ip and Is realizations. From interpreted log and geological facies data, they define 3 dominant seismic facies, corresponding to three polygonal regions in an Ip versus Ip /Is cross-plot (Figure 5.4.8). Each
seismic facies region contains points from several geological facies. They evaluate the relative proportion of each geological facies within each region by counting the corresponding number of points (see
pie charts in Figure 5.4.8). They then apply a nested lithology simulation scheme to each joint Ip, Is
realization. First, they use the polygon-based classification to obtain seismic facies realizations (step 2
in Figure 5.4.8). Next, they use a Truncated Gaussian Simulation (TGS) scheme to simulate litho-facies
within each seismic facies (step 3 in Figure 5.4.9). They use the relative litho-facies proportions defined
within each seismic facies to determine the spatially variable thresholds for TGS.
In addition to global volumetric uncertainty analysis, results of stochastic inversion can be used for
well connectivity analysis. For example, we may want to calculate a histogram of connected sand volume from multiple impedance and lithology realizations. A recent example from the Brenda Field in
the North Sea is provided by Hicks and Francis (2007). They perform stochastic inversion on intercept
and gradient stacks and generate multiple realizations of AI and GI impedances. Using impedance
thresholds, they convert the impedance realizations into lithology simulations. Figure 5.4.10 compares
the results of deterministic and stochastic inversion for acoustic impedance along one vertical section,
together with the calculated sand and oil-sand probability values. Next, they introduce a seed point
Facies Prediction from Stochastic Inversion
From Barens and Biver, 2004
160
Fig. 5.4.7
Fig. 5.4.8
Fig. 5.4.9
161
Chapter 5
Stochastic Inversion in The Brenda Field
From Hicks and Francis, 2007
Fig. 5.4.10
Stochastic Inversion in The Brenda Field
From Hicks and Francis, 2007
162
Fig. 5.4.11
for connectivity analysis and compute a connected oil-sand probability cube, as shown in Figure 5.4.11.
For this purpose, the grid cells connected to the seed point are identified for each lithology realization,
using a seeded region growing algorithm. The connected sand probability is then calculated at each
cell from the relative number of connected realizations.
Continuous variables such as porosity or clay content can also be simulated easily from acoustic
impedance or other elastic parameters obtained by stochastic inversion. For example (Figure 5.4.1), we
can apply a simple impedance-porosity transform point by point to each impedance realization. This
transform can be established by linear least squares regression from well data or using a rock-physics
based petro-elastic model. However, the resulting porosity simulations will not honour the well data.
An alternative approach that guarantees a well tie involves applying SGS with cokriging, using each
impedance realizations as secondary information. An example of this approach is given by Rowbotham
et al. (2003).
5.5 Joint Stochastic Inversion of Elastic and Petrophysical Properties

The workflows described above are sequential in nature: in the first step, we generate simulations of
elastic properties by stochastic inversion; in the second step, we simulate litho-facies from the results
of the stochastic elastic inversion. Several authors (Sams et al., 1999; Grijalba et al., 2000; Contreras et
al., 2005; Merletti and Torres-Verdn, 2006) have proposed combined stochastic inversion approaches
where lithology and elastic properties are inverted together. This allows direct integration of lithotype-dependent PDFs of elastic attributes in the elastic inversion. In the post-stack acoustic inversion
scheme proposed by Grijalba et al. (2000), they start with an initial lithology and impedance model
Joint Elastic and Lithology Stochastic Inversion
From Contreras et al., 2005
Fig. 5.5.1
163
Chapter 5
consistent with the well data. They iteratively perturb the initial model cell-by-cell using a simulated
annealing procedure to improve the match between real amplitude data and synthetic data. At each
cell, they first draw a litho-facies value from a PDF determined by indicator kriging of control points.
Next they simulate density and acoustic impedance from the corresponding litho-facies-dependent
PDFs. Finally they accept or reject the simulated impedance value based on a probability acceptance
test and a temperature parameter determined by the cooling schedule. More recently, Contreras et
al. (2005) and Merletti and Torres-Verdn (2006) have introduced a pre-stack stochastic inversion that
simultaneously inverts for lithology, Vp, Vs and density using an iterative Markov-Chain Monte Carlo
(MCMC) procedure. Figure 5.5.1 shows their lithology (sand / shale) and elastic inversion results
obtained by inverting four partial angles stacks with angles ranging from 6 to 46 degrees for the Marco
Polo Field in the GOM. After stochastic inversion, they co-simulate petrophysical properties such as
porosity, permeability and water saturation from litho-facies-dependent, six-dimensional joint PDFs
of elastic and petrophysical properties. Figure 5.5.1 shows the petrophysical properties, co-simulated
in the reservoir sands.
It is debatable whether a sequential or combined impedance-lithology simulation workflow is better.
The sequential workflow is less demanding and gives the user more control on parameters calibration
for the different steps. On the other hand, the more ambitious combined approach guarantees better
consistency between inverted elastic properties and the lithology-dependent distributions of the elastic
parameters. In the next chapter, we will again discuss workflows combining seismic and rock physics
inversion. These combined workflows are becoming more and more popular in the industry.
164
Chapter
6 Statistical
Rock PhysicsRock Physics
Chapter 6
Statistical
6.1 Introduction
Following the pioneering work of Mavko and Mukerji (1998), Avseth (2000), Mukerji et al. (2001a
and 2001b) and Eidsvik et al. (2002) among others, statistical rock physics has recently emerged as
an important new approach for quantitative seismic reservoir characterization. Statistical rock physics
combines deterministic rock physics relations with geostatistics: the rock physics equations are used to
establish the link between reservoir parameters and seismic properties, while statistical techniques are
used to propagate uncertainty in the rock physics transform and describe spatial variability.
The geostatistical techniques presented in previous chapters have several limitations. In particular, they rely on a purely statistical calibration between seismic attributes and rock properties. The
quality and reliability of this calibration depends on the availability of a statistically representative
sampling of the reservoir properties, which is difficult to achieve in areas with limited well control.
Furthermore, geostatistical prediction is often performed one variable at a time, ignoring implicitly the complex inter-relationships with other reservoir properties and their variability. This leads
to inconsistencies when separately estimating multiple rock properties. In statistical rock physics,
deterministic Petro-Elastic Models (PEMs) are first established to build physically consistent, multivariate relationships between elastic properties and reservoir attributes such as lithology, porosity, fluid saturation and pore pressure. They are then combined with a Monte Carlo simulation to
construct probabilistic petro-elastic transforms, which take into account the natural variability of the
rock properties and uncertainty in the parameters of the rock physics equations. Finally, the probabilistic PEM is coupled with stochastic simulation or Bayesian inversion schemes to generate spatially
consistent 3-D rock property models.
It is difficult to provide a catalogue of proven techniques or a comprehensive view of statistical rock
physics applications in 3-D reservoir modelling because the field is evolving rapidly and complete
operational workflows are not yet widely available. Instead, in this chapter we present some of the
key concepts for combining rock physics with Monte Carlo and stochastic inversion techniques. We
introduce the concepts trough selected case study applications. Presentation of rock physics theory is
outside the scope of the course. We give some simple examples of PEMs but mainly refer to generic
PEMs, as our focus is on the combination of PEMs with geostatistics, not on the rock physics equations
themselves. The books by Avseth et al. (2005) and Mavko et al. (1998) provide excellent introductions
to the practical aspects of rock physics modelling.
6.2 Monte Carlo Simulation of Rock Physics Templates

In this section, we will see how to construct probabilistic PEM using a Monte Carlo Simulation (MCS)
approach. In Chapter 4, we saw that a fundamental assumption for the successful application of
Bayesian classification is that the training set constructed from well log data is statistically representative of the actual reservoir conditions. This is not always the case. For example, in an exploration setting, we may have too few wells to properly represent the different lithologies or fluid types expected
in the prospect area. In that case, a useful strategy is to augment the training set by MCS, starting from
a rock physics model to calculate elastic and seismic attributes from basic petrophysical information.
165
Chapter 6
Elastic Properties of Gas Hydrates
Courtesy of D. Hartmann
Fig. 6.2.1
Definition of Training Set by Monte Carlo Simulation
Fig. 6.2.2
166
Statistical Rock Physics
The book by Avseth (2005) gives a detailed discussion on combining rock physics and Monte Carlo
simulations to create augmented training sets for lithology and fluid classification. Case studies involving this workflow include Mukerji et al. (2001a and 2001b) and Avseth et al. (2001).
We illustrate the concept of rock physics-based MCS for a problem involving the seismic detection of
gas hydrate accumulations. The goal is to assess the feasibility of identifying sediments containing gas
hydrate using seismic inversion, combined with Bayesian classification. We also need to evaluate whether
we can seismically differentiate gas hydrates from water-filled sediments and sediments containing free
gas. In the absence of well data, we rely on a PEM to forward model the elastic properties and P-wave
and S-wave velocities for sediments with different porosity, clay content, and concentrations of free gas,
gas hydrates and water. We use a PEM developed by Dvorkin et al. (1999) for unconsolidated marine
sediments and extended by Ecker et al. (2000) for sediments containing gas hydrates. In this model, gas
hydrate solid particles filling the pore space are treated as being part of the sediment frame. Their effect
is to reduce porosity and modify the elastic moduli of the composite solid matrix. Figure 6.2.1 (a) shows
the predictions of the PEM in the form of a cross-plot between Ip and Vp /Vs. There are two curves colour-coded according to hydrate and free gas saturations. One curve (lower left corner of the cross-plot)
corresponds to sediments saturated with a mix of water and free gas while the upper curve represents
sediments containing gas hydrates and brine. For thermodynamic reasons, we assume that gas hydrates
and free gas cannot coexist in the pore space. The two curves represent deterministic predictions of the
rock physics model assuming constant sediment porosity (= 35%) and clay volume fraction (Vc=10%)
and no uncertainty on the PEM parameters such as fluid compressibility and elastic moduli for pure gas
hydrates and clay minerals. Interpretation of this rock physics template is discussed in Dvorkin et al.
(2003). The main point is that at fixed porosity and clay content, an increase in gas hydrate concentration yields an increase in acoustic impedance and a decrease in Vp /Vs.
In reality, we know that sediment porosity and clay content are spatially variable and that the PEM
parameters are uncertain. We can model this uncertainty using a simple system theory analogy, as
illustrated in Figure 6.2.2: we have a number of uncertain inputs representing basic properties of the
sediments such as their porosity, clay content and different saturations for water (Sw), free gas (Sg) and
gas hydrate (Sh). The sediments may be over pressured so we also need to consider the pore pressure
and overburden pressure as extra input variables. Uncertainty in each input variable is represented
by a PDF whose range of values corresponds to the expected natural variations. In practice, simple
Gaussian PDFs (as shown in the figure) or uniform distributions are used. We represent the equations
of the rock physics model by a generic system transfer function f. The PEM function f links the uncertain inputs to multiple outputs variables such as acoustic impedance and Vp /Vs, which correspond to
the elastic properties we wish to predict. Our goal is to calculate PDFs for output variables such as Ip
by propagating the input uncertainties through the rock physics model. In general, parameters of the
PEM, such as fluid or mineral moduli, are also uncertain. Extra input PDFs are therefore incorporated
to represent the uncertain PEM parameters.
In general, the PEM is non-linear and the uncertainty propagation problem cannot be solved
analytically. Monte Carlo Simulation provides a simple way to propagate all uncertainties in the
PEM. The basic idea, as shown in Figure 6.2.2, consists in generating random samples from the
different input distributions. For each set of input values, we calculate the corresponding output of
the system f and create a histogram of simulated values, which approximates the PDF of the uncertain output. Figure 6.2.1 (b) shows the results of applying the MCS strategy to our gas hydrates
problem. In this case, we have considered that porosity and clay volume are the only uncertain
inputs, characterized by the Gaussian PDFs shown at the top of the figure. The cloud of points in
167
Chapter 6
Elastic Properties of Gas Hydrates
Fig. 6.2.3
Scenario 3 Combined and Vclay Uncertainty
168
Fig. 6.2.4
Monte Carlo Simulation with Correlated Variables
Fig. 6.2.5
the cross-plot shows the spread of elastic properties resulting from variations in porosity and clay
content. MCS is a useful tool for sensitivity analysis. We may for example simulate each uncertain
input in turn, leaving the other inputs fixed at their mean values to evaluate the impact of each
variable on the output uncertainty. Figure 6.2.3 shows the results of MCS when only porosity is
simulated with two different levels of variance and Vc kept constant. It is interesting to observe
that while all input variables are described using Gaussian distributions, the output variables will
not in general be Gaussian, due to non-linearity of the PEM. We will come back to this issue in
the next section.
It is easy to see how we can use the probabilistic PEM constructed by MCS to define a training set
for gas hydrates classification. In Figure 6.2.4, we have defined three litho-classes corresponding to
sediments containing free gas, sediments with Sw = 100% and sediments containing gas hydrates. The
bi-variate litho-class conditional distributions of Ip and Vp /Vs, obtained by MCS, have been modelled
using the kernel density estimation technique introduced in the previous chapter. Overlap between the
computed distributions shows that it may be difficult to differentiate water-saturated sediments from
gas hydrates at low hydrate concentration but it should be easy to discriminate sediments containing
free gas in view of the corresponding PDF separation. The MCS strategy is useful in a wide variety of
contexts. For example, it can be used to study the impact of different production scenarios on the 4-D
seismic response.
How do we perform Monte Carlo Simulation in practice? In Figure 3.2.4, we have already illustrated the basic concept of generating samples from a random variable using the inverse CDF transform
method. Here we also need to consider the local correlations existing between the different uncertain
169
Chapter 6
Simulation from Bi-variate Gaussian Distribution
Fig. 6.2.6
input variables. In our gas hydrates example, we cannot ignore the negative correlation that exists
between and the clay content, Vc. A common technique to incorporate inter-variable correlations is
to use a sequential simulation procedure. This procedure is illustrated schematically in Figure 6.2.5.
First, we simulate Vc from the PDF p(Vc) using the inverse CDF method. Next, we simulate from the
conditional distribution p( | Vc) using the same method. In principle, this procedure can be applied
to any bi-variate distribution and is easy to generalize when simulating more than two correlated variables. A particularly simple implementation (Figure 6.2.6) is possible for correlated Gaussian variables,
because analytical expressions can be obtained for the mean and variance of the required conditional
distribution. For non-Gaussian distributions, the kernel estimation technique can be applied to model
the joint PDFs, from which univariate conditional distributions can easily be extracted.
6.3 Combining Rock Physics and Spatial Uncertainty

In the previous section, we have seen how a traditional MCS strategy can be used to study rock
physics uncertainty. So far, we have ignored the spatial context of application of the rock physics
model. In practice, we may wish to apply a petro-elastic transform point-by-point in a 3-D earth
model, for example if we want to invert rock properties such as porosity and lithology from elastic
properties obtained from post-stack or pre-stack elastic inversion. Again, the problem can be cast in
terms of inferring the PDF of an output variable (e.g., porosity) at each point from the knowledge
of a number of uncertain input variables, but this time we need to account for spatial correlation
between the different variables. In this section, we will discuss a geostatistical approach for combining rock physics and spatial uncertainty based on Probability Field Simulation (PFS), which is an
extension of traditional MCS.
170
Tomographic Velocities Top Over-Pressured Zone
Fig. 6.3.1
PEM for Seismic Pore Pressure Prediction
To illustrate the methodology (see also Sayers et al., 2006), we use a case study of seismic pore pressure prediction in a highly over pressured area from the North Sea (Sayers et al., 2003; Doyen et al.,
2003). The 30 km x 30 km project area covers several producing fields with over pressured reservoir
sands, associated with different pressure cells with pressure difference as large as 3000 psi. Pore pressure is predicted from a multi-layered seismic velocity model determined by reflection tomography.
Figure 6.3.1 depicts the inverted tomographic velocity model for the main over pressured interval at
a depth of about 5 km. To predict pore pressure from seismic velocity, we start from an expression
linking P-wave velocity, Vp, to effective pressure, Pe=Po-Pp, which is the difference between overburden
pressure, Po, and pore pressure, Pp. We use an extension of Bowers formula, as shown in Figure 6.3.2,
which assumes that the zero-stress velocity, Vo depends linearly on porosity, , and clay content, Vc.
The coefficients in the equation (a1 to a5) have been calibrated from well log and RFT data from 21
wells located in the project area. The cross-plot in Figure 6.3.2 represents the sensitivity of P-wave
velocity to changes in effective pressure. The velocity data points correspond to upscaled sonic logs
measured in the same formation but in wells with different depths and pore pressures. The reservoir
pressure values have been computed from RFT measurements while the overburden pressure values
have been calculated by vertical integration of density logs from the surface to the depths of interest. We can invert Bowers model to obtain an expression for pore pressure as shown in Figure 6.3.3.
This last equation can be applied point-by-point in a 3-D reservoir model, using as input the seismic
velocity data (Figure 6.3.1) and models for porosity and clay content obtained by 3-D kriging of the
log data (Figure 6.3.4). The overburden pressure in the reservoir interval is calculated cell-by-cell in
the 3-D model by vertical integration of a density cube, constructed by kriging interpolation of logs,
as explained in Figure 6.3.5.
171
Chapter 6
Velocity to Pore Pressure Transform - Extension of Bowers Formula
From Sayers et al., 2003
Fig. 6.3.2
Velocity to Pore Pressure Transform - Extension of Bowers Formula
Fig. 6.3.3
172
3-D Kriging Results for Porosity and Clay Content
Fig. 6.3.4
Overburden Pressure Model
Fig. 6.3.5
173
Chapter 6
Uncertainty Propagation
Fig. 6.3.6
Stochastic Simulation of Pore Pressure
Fig. 6.3.7
174
Stochastic Simulation Workflow

Our goal is to quantify uncertainty in pore pressure prediction given uncertainties in the variables on
the right-hand side of the equation shown at the top of Figure 6.3.3. We can collect all the uncertain
variables in a vector x and assume that each variable xi, i = 1, , 9, is characterized by a Gaussian PDF
with mean xi and variance var[xi]. We can then express the pore pressure Pp generically as a function f
of the uncertain parameter vector x; i.e., Pp =f(x). Given Gaussian PDFs for the input variables xi, we
wish to calculate an output PDF for Pp, which is a specified function f of the input variables (Figure
6.3.6). This is a similar problem to the one described in the previous section, but this time we need to
perform the calculation at each point in a 3-D reservoir model to generate images of the pore pressure spatial distribution. As before, we shall apply a stochastic simulation procedure consisting of the
following steps:
1. Draw values at random from the PDFs specified for the uncertain input variables.
2. Evaluate the model function f for each realization of the random input vector x.
3. Approximate the PDF of the output variable Pp from the histogram of the simulated model outcomes.
These steps are applied point-by-point in the 3-D reservoir model, with Gaussian PDFs specified at
each location for all uncertain input variables, as shown in the workflow depicted in Figure 6.3.7.
In comparison to traditional MCS, we need to consider several additional aspects related to the
spatial context of the stochastic simulation. First, PDFs for the main inputs (porosity, clay content,
overburden pressure and seismic velocity) are spatially variable, reflecting for example the proximity
of well control points, where the PDFs will be narrower. In Figures 6.3.7 and 6.3.8, we denote the spatially variable mean of an input xi by xi (u), with u representing the coordinates of one point in the 3-D
model. Similarly, the spatially variable standard deviation of xi is denoted by i (u). The Gaussian PDFs
for the input variables are therefore defined at each point as N[x
i (u),i (u)]. In practice, the means and
variances are stored in each cell of a 3-D grid constructed over the reservoir interval. In the example,
mean values for Vc and were determined by 3-D kriging interpolation of log data and variances were
calculated from the predicted kriging errors, shown in Figure 6.3.4. For Vp, the inverted tomographic
velocities (Figure 6.3.1) define the mean field while the variance field was estimated by assuming a 10%
relative error based on a comparison between seismic velocities and upscaled sonic logs at the wells. The
way we obtained the variance field for the overburden pressure is explained at the end of this section,
as it involves the application of the probability field simulation technique, which is discussed next.
Probability Field Simulation
A second important point must be considered in contrast to traditional MCS: the input PDFs defined at
different points in the 3-D model may not be sampled independently. Instead, spatially correlated realizations must be generated for each input attribute. Suppose for example that we sample the porosity
PDFs at two adjacent cells in the 3-D model. If the samples are generated independently at the two locations, we may end up drawing a very high value in one cell and a very low one in the other, ignoring the
expected spatial continuity in the porosity variations. A number of techniques have been proposed to
generate spatially correlated samples from locally defined PDFs. One popular scheme is the Probability
Field Simulation (PFS) method (Srivastava, 1992). A related method introduced by Samson et al. (1996)
in the context of structural uncertainty estimation is illustrated in Figure 6.3.9 for Gaussian variables:
we start by simulating a spatially correlated 3-D Gaussian noise field, i(u). This is easily accomplished
using the FFT-MA technique presented in Chapter 3. At each point, we scale the noise by the local
standard deviation i(u) and add this value to the local mean xi(u) to generate the simulated value xis(u).
The same procedure is applied to each uncertain input i using different noise fields.
175
Chapter 6
Probabilistic Earth Model
Fig. 6.3.8
3-D Stochastic Simulation Using PFS
Fig. 6.3.9
176
It is interesting to compare PFS with the Sequential Gaussian Simulation (SGS) technique discussed
in Chapter 3. In SGS, spatial correlation between simulated values is achieved by incorporating
previously simulated values in the construction of the local PDFs. In probability field simulation, we
first estimate the local PDFs by kriging the well data; spatial correlation between simulated values is
achieved by using a correlated probability field to sample the pre-defined PDFs.
The PFS technique has several advantages compared to SGS:
1. The calculation of the PDFs is decoupled from the simulation step. This means that PDFs computed in different ways, using geostatistics or other techniques, can be combined together in
PFS.
2. Data conditioning is achieved automatically by specifying local PDFs with zero variance; i.e., when
i (u)=0 in the equation shown in Figure 3.6.9, the simulated value xis(u)=x
i(u).
3. Simulation with PFS is very fast for large grids because the required unconditional simulations can
be obtained using efficient methods such as FFT-MA.
Despite its advantages, PFS has some limitations. First, it does not have a very firm theoretical basis.
Second, it can give rise to artefacts such as local extrema in the vicinity of conditioning data points,
as explained for example in Pyrcz and Deutsch (2001). Nevertheless, PFS is widely applied in practice
due to its conceptual simplicity and ability to handle local conditional distributions no matter how
they have been derived.
In addition to spatial correlation, another important aspect of the simulation procedure depicted
in Figure 6.3.7 is that local correlations between the different input variables must be reproduced.
This is achieved by sequential simulation of the correlated attributes. For example, we first simulate
velocity using PFS. Next, we simulate porosity conditional on the collocated simulated Vp value. Finally,
we simulate the clay content variable locally conditional on both previously simulated values of and
Vp. For this purpose, the required conditional means and variances are calculated using the cokriging
Bayesian updating rule discussed in Chapter 2. The PFS scheme is then applied from the updated
PDFs.
Figure 6.3.10 (a) depicts areal views of a set of stochastic simulations of pore pressure, obtained
using PFS and the workflow in Figure 6.3.7 to propagate all input uncertainties in the rock physics
model. Multiple simulations can be combined to calculate local statistics, such as the probability that
the pore pressure exceeds some critical value above which drilling a well becomes hazardous, as shown
in Figure 6.3.10 (b).
We give another illustration of PFS in the context of this seismic pore pressure case study. In Figure
6.3.5, we estimated the overburden pressure at each depth z by vertical integration of a density cube
obtained by 3-D kriging. How did we obtain an estimate of the uncertainty on the calculated overburden stress? This uncertainty was also needed in the pore pressure uncertainty calculation. It is possible to obtain an analytical expression for the mean square estimation error for Po, as shown in Figure
6.3.11. The first term in this equation represents a thickness-weighted sum of the individual density
kriging errors, which is easy to calculate. However, a second term involving the correlations between
kriging errors at different depths must also be included (e.g., Journel and Huijbregts, 1978, p. 412).
This term is difficult to calculate in practice but cannot be ignored, as kriging errors in adjacent cells
are highly correlated. Instead, overburden uncertainty can be computed using the PFS strategy illustrated in Figure 6.3.12:
177
Chapter 6
Stochastic Pp Simulations
Fig. 6.3.10
Overburden Pressure Error Model from Kriging
Fig. 6.3.11
178
Overburden Pressure Error Model from Stochastic Simulation
Fig. 6.3.12
1. A Gaussian PDF for density is defined at each point from the kriging estimate and kriging variance
(left).
2. PFS is applied to generate multiple 3-D density simulations by sampling the local PDFs.
3. Each density simulation is converted to a realization of overburden pressure by vertical integration
in each column of cells.
4. The overburden pressure uncertainty is computed from the variance of simulated values at each
point.
5. The error cube is resampled into the reservoir stratigraphic grid for integration with the other
attributes and calculation of pore pressure uncertainty.
This procedure highlights the flexibility of the PFS technique, which can be used to propagate input
uncertainties into different rock physics or geomechanical calculations. In this case, the uncertainty,
P , calculated by PFS is on average two times greater than the value obtained by summing the density
kriging errors with the formula shown in Figure 6.3.11. This shows that in general, we cannot ignore
vertical correlations between the kriging errors. These error correlations are mainly controlled by the
range of the vertical variogram (40 m in this example) used in the 3-D kriging of density.
K
6.4 Uncertainty Propagation using Linearized Analysis

In the previous section, we saw how rock-physics-based MCS techniques can be extended to incorporate spatial continuity information in the context of 3-D earth modelling. In this section, we will review
another useful uncertainty propagation technique, sometimes called the First Order Moment (FOM)
method and show how it can be applied in 3-D earth modelling workflows involving rock physics models.
179
Chapter 6
Linearized Calculation of Uncertainty
Fig. 6.4.1
Pp Uncertainty Evaluation Using Linearized Analysis
Fig. 6.4.2
180
A good general introduction to this technique is given in the book by Morgan and Henrion. (1990).
A useful review of FOM and other related techniques is given by Mishra (1998) in a reservoir engineering context. The technique will again be introduced in the context of our seismic pore pressure
example but it is applicable to any PEM when the predicted variable is expressed as an explicit function of a number of uncertain input variables.
We go back to our system analogy (Figure 6.3.6), where pore pressure Pp is a function of a number
of uncertain input variables xi specified using Gaussian distributions N[x
i (u),i (u)], where u indicates
that the means and standard deviations are spatially variable. We further assume that the joint PDF of
the input vector x at one location is multi-Gaussian with covariances cov[xi,xj]. As mentioned earlier, the
output PDF for Pp at one point will not be Gaussian because the function f linking pressure to velocity
is nonlinear (Figure 6.3.3). However, the output PDF can be approximated by a Gaussian distribution
via linearization (Figure 6.4.1). We consider a Taylor series expansion of f around the mean vector x,
keeping only the first order terms to define Pest as a linear function of the uncertain input variables,
as shown in equation (1) in Figure 6.4.1. It is easy to demonstrate that Pest has a Gaussian distribution
with mean and variance as shown in the figure, where the partial derivatives are evaluated at the mean
vector x. Equation (2) states that the first order estimate of the mean pore pressure is obtained by
evaluating the function f at the mean value of each uncertain input variable. Equation (3) shows that
a linear estimate of the variance of the pore pressure is obtained as a weighted sum of the variances
and covariances of the input variables, with weights representing the sensitivity of the output to the
different uncertain inputs. In general, the covariance terms cannot be ignored for input variables such
as velocity, porosity and clay content, which are significantly correlated. In practice, to quantify pore
pressure uncertainty with the linearized scheme, we just need to compute equation (3) point-by-point
in our 3-D reservoir model, using locally evaluated partial derivatives of the rock physics transform f
(Figure 6.4.2).
It is desirable to assess the relative contribution of each input variable on the output pore pressure uncertainty and the impact of changes in input values on the output uncertainty. The linearized
scheme facilitates such uncertainty and sensitivity analysis. If we ignore the correlations between the
different input variables, we can simplify equation (3) and write it, as shown in Figure 6.4.3, as a sum
of terms representing the uncertainty contribution of each input. In this figure, we have calculated the
uncertainty importance coefficients U of each variable at each point in the 3-D model. The uncertainty
importance volumes have been ranked in terms of decreasing contribution to the global Pp uncertainty
from top to bottom and from left to right.
Uncertainty importance analysis may for example be used to determine which new, improved
measurements would be most significant to more accurately predict pore pressure. In this case, it is
obvious that the overall uncertainty in pore pressure is controlled by uncertainties in seismic velocity, porosity and the coefficient a5, which determines the stress sensitivity of velocity. In comparison,
errors in overburden pressure or clay content have little impact on pore pressure prediction. Another
important point is that the uncertainty importance of each input variable is spatially variable. Spatial
variations of Ui reflect changes in the variance of the corresponding input variable as well as changes
in the partial derivative of the PEM function f with respect to xi. For example, as shown in Figure
6.4.4, zones with fast velocities (e.g., point labelled 1) are associated with higher levels of pore pressure uncertainty than low velocity zones (e.g., point labelled 2) because of the different velocity stress
sensitivity (see cross-plot).
181
Chapter 6
Uncertainty Importance Volumes
Fig. 6.4.3
Linearized Calculation of Uncertainty
Fig. 6.4.4
182
Comparison between Stochastic Simulation and Linearized Analysis
Fig. 6.4.5
The Flaw of Averages

We have used our seismic pore pressure case to illustrate two uncertainty propagations techniques: a
stochastic technique based on Probability Field Simulation (PFS) and a linearized uncertainty analysis
based on First Order Moment (FOM). Which technique is best in practice?
In the stochastic approach, we simulate all input variables from spatially dependent PDFs. An output PDF for Pp is constructed at each point by evaluating the rock physics transform f for each set of
simulated input values. Figure 6.4.5 (a) and (b) depict the mean pore pressure and standard deviation
map at the top of the reservoir calculated by averaging 500 stochastic simulations. In FOM, we set all
inputs to their mean values and obtain a first order estimate of the mean pore pressure by evaluating
f at the mean input vector at each point (equation (2) in Figure 6.4.1). We also obtain the variance
of this estimate as a weighted linear combination of input variances and sensitivity coefficients computed from partial derivatives of f (equation (3) in Figure 6.4.1). The mean porosity pressure field and
standard deviation map computed using FOM are shown in Figure 6.4.5 (c) and (d), respectively. As
the stochastic simulation scheme fully accounts for nonlinearities in the velocity to pore pressure transform, it should produce more accurate predictions, especially for statistics impacted by the tails of the
local PDFs, which are typically poorly reproduced by the Gaussian assumption made in the linearized
scheme. Comparison of Figures 6.4.5 (a)-(b) with (c)-(d) shows that results from the two methods are
broadly similar with the notable exception of the south-western corner, where the linearized calculation produces much lower pressure estimates and higher uncertainty predictions. These discrepancies
can be understood by referring to Figure 6.4.6, which compares the output PDFs that were calculated
by the two methods at one south-western location with high velocity and relatively low pore pressure.
The observed bias in the mean pressure calculated in the linear approach stems from the fact that the
183
Chapter 6
Pp Uncertainty - Comparison between Linearized and Stochastic Calculations
Fig. 6.4.6
Pros and Cons of FOM vs Stochastic Approaches
Fig. 6.4.7
184
approximation E[f(x)]f(x
)=f(E [x
]) is poor in the presence of model nonlinearities. This is sometimes
called the flaw of averages (Savage 2002; see also Mukerji and Mavko, 2005) and refers to the fact that
plugging the mean inputs into the non-linear model f does not yield the mean output. The overestimation of the variance by the linearized scheme is explained by the fact that the tails of the Gaussian
distribution extend well beyond the hydrostatic and overburden pressure limits. These out-of-range
values are automatically rejected in the stochastic simulation, which yields a more narrow range of
simulated outcomes and hence, a smaller predicted standard deviation. Predictions from the linearized method could be improved by calculating the mean and variance of the Gaussian distribution
truncated on the physical pressure limits. However, this correction would not attenuate the bias in the
position of the mode of the Gaussian PDF, compared to the histogram of simulated values.
Figure 6.4.7 summarizes the pros and cons of applying the stochastic and linearized approaches
when propagating uncertainties in a PEM. In general, the stochastic approach is preferred for quantitative uncertainty assessment and to avoid the flaw of averages but the linearized method remains
useful as a first order approximation and for sensitivity analysis.
6.5 Rock Physics Inversion using MCS and Bayesian Methods

In Sections 6.3 and 6.4, we assume that we are inverting one variable (pore pressure) and that we can
obtain an explicit analytical expression linking the inverted variable to input seismic attributes. There
are situations where several variables must be predicted simultaneously and where the rock physics
model is too complex to derive an explicit inverse formula. In such cases, MCS techniques combined
with empirical Bayesian analysis can still be used to construct a rock physics inversion workflow.
Suppose for example that we wish to predict porosity, clay volume and water saturation from prestack inversion results, using a PEM linking Ip and Is to the rock properties of interest. In general, it is
not possible to invert the PEM and obtain explicit expressions for , Vc and Sw. Furthermore, there will
be many combinations of , Vc and Sw values corresponding to the same Ip and Is values. A useful workflow to address this situation is illustrated schematically in Figure 6.5.1. The main steps are as follow:
1. Simulate the input variables (in this case , Vc and Sw) at random from user-specified PDFs, accounting for local correlations and generate corresponding simulations of Ip and Is by forward modelling
with the PEM. (This is the same procedure as illustrated in Section 6.2).
2. Create a multi-dimensional cross-plot between all the different input and output variables of the
PEM and estimate the joint attribute PDF using a multivariate histogram or a non-parametric technique such as KDE. In essence, the joint PDF is used to define implicitly the complex relationship
between all the attributes.
3. Predict the rock properties of interest from inverted Ip and Is data. For this purpose, extract local
posterior distributions from the joint PDF at each point in the 3-D model, as shown schematically
in Figure 6.5.1 for porosity.
4. Compute basic statistics such as the conditional mean, variance or probability of being above a
particular cut-off value for the predicted variables (porosity in this illustration).
3-D stochastic simulation of the different rock properties can also be obtained by applying the
PFS technique for sampling the local posterior distributions. Local correlations between simulated
185
Chapter 6
Stochastic Workflow for Rock Physics Inversion
Fig. 6.5.1
Rock Physics Inversion for Porosity and Saturation
From R. Bachrach, 2006
186
Fig. 6.5.2
Rock Physics Inversion for Porosity and Saturation
From R. Bachrach, 2006
Fig. 6.5.3
variables can be reproduced by using a sequential procedure. For example, we first compute p(|Ip,Is)
at each point. We then simulate porosity by applying PFS to these conditional PDFs. Next, we calculate
p(Vc|Ip,Is,) at each point from the joint PDF, using the collocated simulated porosity value as extra conditioning data. We then apply PFS to simulate Vc from the updated posterior. We proceed in a similar
manner for water saturation or other predicted variables.
Bachrach (2006) has given an example of this type of empirical Bayesian approach, combining
rock physics and Monte-Carlo simulation to jointly predict porosity and saturation from inverted
seismic data in gas-charged sediments. The inputs for his rock physics inversion are estimates of Ip, Is
and density obtained by pre-stack inversion of seismic data along a 2-D section. He uses a well-calibrated PEM to link porosity and gas saturation to the elastic properties. By Monte Carlo simulation
he builds empirically joint PDFs for the elastic and reservoir properties, starting with uniform priors
for porosity and saturation. From the joint PDFs, he extracts estimates of porosity and water saturation by taking the local Maximum A Posteriori (MAP) solution at each sample point along the seismic
section; i.e., the values of porosity and saturation corresponding to the maximum of the joint local
posterior distribution, p(,Sw|Ip,Is,). At each point, he also calculates the standard deviations on these
estimates from the empirical posteriors. He accounts for the limited inversion accuracy by smoothing
the empirical PDFs established at the well-log scale. Figures 6.5.2 and 6.5.3 display the MAP porosity and saturation estimates along the seismic section together with a comparison of the predictions
with log data at one well. The rock physics inversion is applied only in the sandy intervals, which have
been previously identified using a Bayesian lithology classification scheme. The predictions match the
well values reasonably well but, as expected, uncertainty on saturation prediction remains high, with
standard deviation values in excess of 20%.
187
Chapter 6
Cascaded Seismic and Rock Physics Inversion
Adapted from R. Saltzer et al., 2005
Fig. 6.5.4
Cascaded Seismic and Rock Physics Inversion
From R. Saltzer et al., 2005
188
Fig. 6.5.5
PEM Modelling using Bayesian Network
From Eidsvik et al., 2004
Fig. 6.5.6
Saltzer et al. (2005) has also proposed an empirical Bayesian approach for rock physics inversion.
She uses a cascaded seismic and rock physics inversion scheme (Figure 6.5.4) to invert for both porosity
and clay volume from inverted P-wave and S-wave impedances. She uses the Xu and White (1995) model,
combined with a differential effective medium theory to build the PEM linking Ip and Is to and Vc.
She defines an objective function measuring the fit between inverted impedances and impedances predicted from the rock physics model. Starting with an initial guess for and Vc, she minimizes the objective
function using an iterative procedure, which involves repeated calculation of the partial derivatives of the
forward modelled impedances with respect to and Vc. As they cannot be calculated analytically due to
the model complexity, she calculates them numerically from a table of Ip and Is values obtained by forward
modelling from a complete range of possible and Vc values. In practice, she uses a more complicated
objective function than the simple least-squares error function shown Figure 6.5.5 and derives approximate confidence margins on inverted and Vc from posterior covariance statistics in a multi-Gaussian
Bayesian setting. She also incorporates the effect of pore fluids in her rock physics model using Gassmanns
equation. She assumes that the fluid contact positions are known and calculates the fluid-saturated bulk
moduli with the known fluids. Figure 6.5.5 shows an example of inverted porosity and clay volume results
for a deep water reservoir in West Africa, including a comparison of predicted and actual rock properties at a one well. The log data have been low-pass-filtered to the seismic bandwidth for this comparison.
The error sections and error corridors in the log display correspond to one standard deviation, assuming
multi-Gaussian distributions. Predicted errors are larger in the water leg than in the hydrocarbon interval
because the elastic properties of hydrocarbon-filled rocks are more sensitive to changes in and Vc than
brine-saturated rocks. In Saltzers method, choice of the initial model is important, as she uses a local
optimization scheme and does not explore the full range of uncertainty. The inversion scheme is applied
point by point in the 3-D model and does not use any spatial continuity information.
189
Chapter 6
The Bayesian approach described at the beginning of this section is empirical in that a probabilistic representation of the PEM is constructed by Monte Carlo simulation. A more rigorous but more
complex approach relying on Bayesian networks and Markov Chain Monte Carlo Simulation (MCMC)
has been proposed by Eidsvik et al. (2002 and 2004). They use a rock physics model to define the
link between different reservoir and seismic variables. The rock physics equations are represented by a
Bayesian network (Figure 6.5.6) where each node corresponds to one of the reservoir variable. Arrows
in the graph indicate conditional dependences between the different variables. Each arrow or link is
also associated with a forward model equation g and a Gaussian error term, . For example, in their
model, the S-wave velocity is a function g of density and variable Q representing a sand /shale lithology indicator. With a Gaussian error model, the resulting conditional PDF p(Vs|,Q) is also Gaussian
but with non-linear dependence on the conditioning variables. A forward model (an approximation
to Zoeppritz equations in this case) and Gaussian error model are also used to link the reservoir variables (in blue) to the observed seismic data, ds (AVO attributes in this example). This model results in
a Gaussian seismic likelihood function. Finally, a posterior distribution is constructed by combining
the seismic likelihood function with a prior model. In this example, they use a Markov random field
to model the spatial dependence for the two independent parent variables, representing litho-facies
(Q) and fluid (oil/water) indicator (S). All variables in the network are linked either directly or indirectly to these two variables. It is not possible to obtain an analytical expression for the posterior PDF.
Instead realizations are drawn from it using an iterative MCMC procedure. Bayesian networks provide
an elegant framework for uncertainty propagation and rock physics inversion. However, MCMC computational cost and complexity represent a challenge for operational applications in 3-D. In Eidsvik et
al. (2004), 2-D probability maps of facies and fluid type are derived from AVO intercept and gradient
maps. A similar Bayesian network approach has been applied by Veire et al. (2006) to derive pressure and saturation 2-D maps from time-lapse AVO analysis. Other examples of rock physics inversion in a Bayesian framework include the work of Mazzotti and Zamboni (2003) and Gunning and
Glinsky (2007).
6.6 Pseudo-Well Generation

So far, we have shown a few examples combining rock physics and Monte Carlo simulation to construct
statistical petro-elastic transforms. Instead of working point-by-point, Monte Carlo rock physics transforms can be used in the context of pseudo-well simulation. The basic idea is to generate a series of
pseudo-well log curves, representative of the variations of physical properties and thickness expected in a
target interval, and to compute corresponding synthetic seismic traces. The synthetic attribute database
can then be used to define petro-seismic calibration points or drive a rock physics inversion. The pseudowell methodology has a long history (see for example Sinvhal and Khattri, 1983; Neff, 1990; Gancarski
et al., 1994; de Groot et al., 1996; Joseph et al., 1999), which we will not review here. Instead, we will
focus on recent examples where pseudo-wells are coupled with rock physics inversion workflows.
Figure 6.6.1 from Julien et al. (2002) illustrates the basic workflow for pseudo-well simulation. First,
a PEM is constructed from log data to link changes in elastic properties to changes in rock properties
such as porosity, clay content and fluid saturation. Using the PEM, a large number of 1-D models are
built by perturbing systematically or at random the petrophysical properties and thickness of key layers
in a target zone. The perturbations can be applied to each log sample or to average properties defined
in blocked intervals. Typically, several hundred or thousands of pseudo-wells are generated in this
manner. In the second step, synthetics are created using simple convolution modelling or more complex forward modelling techniques, such ray tracing combined with full 1-D elastic modelling, to create
pseudo CMP gathers corresponding to the different 1-D geological scenarios. Finally, synthetic attributes
190
Pseudo-Well Methodology
From Julien et al., 2002
Fig. 6.6.1
Fig. 6.6.2
191
Chapter 6
Fig. 6.6.3
Pseudo-Well Methodology with Integration of Inversion Uncertainty
From El Ouair and Pivot, 2002
192
Fig. 6.6.4
Construction of Litho-Probability Cubes
Fig. 6.6.5
are extracted at target level and correlated with variations of reservoir properties. Figure 6.6.2 shows an
example from Julien et al. (2002) of the type of AVO sensitivity analysis possible using this pseudo-well
methodology. The target interval contains three sands. They introduce systematic perturbations of average porosity, water saturation, clay content and thickness in each sand interval, resulting in more than
2000 pseudo-well scenarios. Next, they look at the impact of these variations on the AVO response using
cross-plots of far amplitude versus near amplitude responses, as shown in Figure 6.6.3 for the Top Sand.
The cross-plots reveal that porosity changes will strongly affect both near and far amplitudes while saturation variations will mainly impact the far offset amplitudes. It is also clear that several combinations of
porosity, saturation and clay content will have the same AVO response.
The pseudo-well methodology can be extended beyond sensitivity studies to develop quantitative
lithology and fluid prediction workflows. In Section 6.5, it was assumed implicitly that the PEM or
PEM-derived multivariate PDFs established at log scale are directly applicable to inversion results or
applicable after a simple smoothing correction (Bachrach, 2006). Although the inversion process will
partly remove wavelet effects, deterministic inversion results remain band-limited and may provide
biased estimates of log-scale values. El Ouair and Pivot (2002) have proposed a workflow involving the
inversion of pseudo-well synthetics to obtain a better statistical calibration between inverted results and
rock properties (Figure 6.6.4). Their workflow starts by creating representative 1-D pseudo-wells or 2-D
petro-elastic sections representative of different structural, lithology, porosity and fluid content scenarios. As before, forward modelling is applied to create corresponding pre-stack seismic synthetics.
The synthetics are inverted using the same inversion procedure applied to the real data. Next, the
inverted synthetic impedances are used together with the corresponding pseudo-well properties to create attribute PDFs for each target property such as facies (Figure 6.6.5) or porosity. Finally, the PDFs
193
Chapter 6
Predicted Litho-Probabilities on Horizon Slice
Fig. 6.6.6
Data interpretation and Calibration
From Spikes et al., 2007
194
Fig. 6.6.7
are evaluated using the real inversion results to derive lithology or porosity probability cubes. Figure
6.6.6 shows one horizon slice through the litho-probability cubes derived using this approach for a
deep offshore reservoir from the Gulf of Guinea. In this example, acoustic impedance was inverted
from a near angle cube (0-6o) and elastic impedance was inverted from a (24-30o) angle stack. In summary, the benefits of using inverted pseudo-wells in this example are twofold: 1) the pseudo-wells provide an extensive training set for statistical petro-elastic calibration and 2) the calibrated PDFs include
the effect of uncertainties due to seismic inversion.
Pseudo-well simulation can also be used as an engine for stochastic inversion. A recent example
from Spikes et al. (2007) is illustrated in Figures 6.6.7 to 6.6.10, using an exploration example from
offshore West Africa. Their approach uses an empirical Bayesian framework to construct posterior distributions of reservoir properties conditioned by seismic amplitude measurements. Following seismic
interpretation and identification of target geobodies in step 1, they construct a field-specific, well-calibrated rock physics model linking petrophysical properties to elastic properties in the 2nd step. In step
3, they construct uniform prior PDFs for the model parameters, which in this case are reservoir thickness, average porosity, clay content and water saturation. They use a three-layer model with constant
properties for shale encasing the reservoir interval. Each input PDF is sampled regularly to generate
a set of pseudo-wells representing all possible combinations of model parameters. The corresponding
elastic properties are calculated using the PEM. This is followed by trace-by-trace synthetic calculation
(in this case near and mid-angle traces were calculated). In step 4, each real trace is compared with all
the synthetic traces contained in the pseudo-well database. Synthetic traces are accepted or rejected
based on the degree of match measured by cross-correlation. In step 5, a posterior distribution of reservoir properties is constructed at each trace location from all the synthetic pseudo-wells that have been
Forward Modeling and Data Comparison
Fig. 6.6.8
195
Chapter 6
Inversion and PDF Calculation
Fig. 6.6.9
Probabilistic Reservoir Property Mapping
196
Fig. 6.6.10
accepted in the seismic matching step. In this example (Figure 6.6.9), the posterior PDFs have a fairly
wide range of values, indicating that large uncertainty remains in predicting the reservoir properties,
especially saturation and clay content. In the last step (Figure 6.6.10), the model parameters corresponding to the maximum of the joint posterior PDF are selected at each trace location and displayed
as 2-D attribute maps. In the workflow proposed by Spikes, use of a simple Monte Carlo acceptance
rule resembles the original approach proposed by Haas and Dubrule (1994) for geostatistical inversion. However, one major limitation of the pseudo-well approach is that it ignores spatial continuity:
posterior solutions are obtained independently at each trace location without spatial constraints. This
partly explains the relatively noisy nature of the attribute maps displayed in Figure 6.6.10.
6.7 Direct Petrophysical Inversion

Except for the pseudo-well approach, the workflows discussed so far rely on a two-step sequential
approach (Figure 6.7.1). In the first step, we start with a number of partial angle stacks and invert them
simultaneously to provide estimates of elastic properties. The seismic inversion results are delivered in
time and are band-limited, except when stochastic elastic inversion is applied. In the second step, the
volumes of inverted seismic attributes are converted to estimates of rock properties such as lithology
and porosity. This can be done using local regression analysis, seismic-guided mapping techniques
such as the cokriging or stochastic simulation methods discussed in previous chapters. Alternatively,
we can apply a deterministic or probabilistic petro-elastic transform, as described earlier in this chapter. There are several bottlenecks in the cascaded inversion workflow:
Traditional Workflow Seismic Data Integration
Fig. 6.7.1
197
Chapter 6
Direct Petrophysical Inversion
From Bornard et al., 2005
Fig. 6.7.2
Forward Modelling with PEM at Fine Scale
Fig. 6.7.3
198
1. Inverted elastic attributes must be converted from time to depth for integration with the reservoir
model. Depth conversion is performed as a separate step using a velocity field, which is usually not
coherent with inversion-derived velocities. Proper alignment of inversion results in depth with the
log data is hard to achieve.
2. The issue of downscaling of the seismic inversion results into the earth model framework is often
ignored. For example, in rock-physics inversion, the PEM constructed at the log scale is applied
sample-by-sample to the inverted data without properly accounting for the band-limited nature of
the inversion results.
3. Sequential inversion workflows do not guarantee that the final reservoir model is fully consistent
with the seismic data; i.e., synthetics calculated from the seismic-constrained geomodel will in general not reproduce the input seismic angle stacks.
In this section we will review in some detail a new workflow for Direct Petrophysical Inversion (DPI) proposed by Bornard et al. (2005) and Colou et al. (2005), which attempts to address some of the limitations of
sequential inversion procedures. We will also review some basic issues involving PEM calibration and scale.
The workflow for petrophysical seismic inversion is illustrated in Figure 6.7.2. We start from an initial fine-scale geomodel defined from a 3-D stratigraphic grid in depth (top left). A PEM is applied to
calculate elastic properties in each cell of the geomodel from stored values of porosity, rock type and
saturations (top middle). Angle-dependent reflectivity series are calculated from the elastic properties
at each trace location through the Zoeppritz equation. The reflection coefficient series are then
converted from depth to time using the velocities stored in the geomodel. Angle-dependent 3-D
synthetics are finally generated by wavelet convolution (top right). Perturbations of the properties of
the geomodel are introduced using a simulated annealing algorithm to optimize the degree of match
between the synthetic and the real angle stacks. After convergence, the final geomodel (bottom right)
honours the observed seismic amplitudes, is consistent with the user-specified PEM and integrates
inversion-based velocities that ensure coherence between the depth and time domains.
In essence, the workflow proposed by Bornard and co-workers amounts to updating the properties
stored in a geomodel defined in depth such that after inversion, the model is consistent with the seismic amplitude data. In theory, they can use any pre-existing geological model as a starting point for
the inversion. In practice, one limitation of DPI is that it does not operate directly from the geomodel
framework. Instead, the initial geomodel properties need to be resampled into a stratigraphic grid
with vertical columns of cells regularly distributed according to the seismic CDP spacing.
Scale of Application of the PEM
A key component of DPI is the use of a PEM during the inversion process to link the reservoir properties stored in the geomodel (e.g., porosity, rock type, fluid saturations) to the elastic parameters, as
illustrated in the rock physics template (Odegaard and Avseth, 2004) shown Figure 6.7.3. Grey points
in the Ip vs Vp / Vs cross-plot are log data, with separate clusters representing different rock types, such as
shale and sand with different fluid content. The coloured lines in the cross-plot are the projections of
the PEM equations, calibrated to the well log data for the different rock types. The lines are graduated
in terms of changes in porosity, which in this case is the target variable for the petrophysical inversion.
During inversion, porosity perturbations are introduced via the PEM, which is used in forward modelling for the calculation of the elastic properties. In the Ip vs Vp / Vs space, the perturbations therefore
follow the trajectories defined by the PEM. This helps to guarantee that we obtain a meaningful range
of values in the inversion results.
199
Chapter 6
PEM Does Not Apply at Seismic Scale
Fig. 6.7.4
An important point in DPI is that the PEM is established from log data and is applied at the fine
vertical scale of the geomodel. In traditional sequential inversion workflows, the PEM is used in an
inversion step, aimed at converting seismic impedances to rock properties. Application of the logderived PEM to band-limited inversion results can be problematic, as the PEM is only applicable at
the fine scale. This is explained graphically in Figure 6.7.4, where we assume a binary sand-shale mix
of lithologies. At fine scale, sands and shales have distinct values of Vp / Vs. However, a band-limited
inversion will produce intermediate values (shaded polygon), representative of the aggregate lithology
measured at the seismic scale. Applying the fine-scale PEM to the inverted data will yield erroneous
results. Upscaling the PEM is also problematic.
PEM Calibration
How do we construct the PEM? As we have seen earlier, a PEM is basically a set of rock physics equations used to perform forward modelling from reservoir properties to Vp, Vs and density. The PEM
typically combines a series of physical and empirical equations. The parameters of the rock model
depend on the mineral elastic properties, fluid properties, rock texture and depth of burial, and need
to be carefully calibrated using well log and core data. In practice, the parameters of the rock model
are calibrated for each litho-facies and the predictions of the PEM are compared to log values of Vp,
Vs and density, as shown in Figure 6.7.5. This detailed calibration of the PEM is often time-consuming
but it is a crucial step that controls the quality of the petrophysical inversion results. Once the PEM
has been calibrated, 1-D well synthetics are calculated and compared to seismic traces extracted near
the well locations. This step is used to verify the coherency between the seismic and log data (Figure
6.7.6).
200
Well Log Calibration of PEM
Fig. 6.7.5
Seismic Well Calibration of PEM
Fig. 6.7.6
201
Chapter 6
Multi-Scale and Multi-Domain Stratigraphic Grid
Fig. 6.7.7
Optimization Using Simulated Annealing
Fig. 6.7.8
202
Porosity Inversion Results
From Bornard et al., 2005
Fig. 6.7.9
Multi-Scale and Multi-Domain Stratigraphic Grid

Another advantage of DPI is that the depth conversion process is part of the inversion. For this purpose, DPI uses a multi-domain stratigraphic grid (Figure 6.7.7): each node in the grid is associated
with a travel time value and a depth value. Correspondence between the two values is made via the
velocities stored in the grid. Macro-interval velocity constraints can also be incorporated, thanks to the
multi-scale nature of the grid: horizon-based velocities used for depthing define the large scale (V1);
inversion-derived velocities at seismic resolution correspond to an intermediate scale (V2). Finally,
velocities forward-modelled with the PEM define the small scale (V3). Consistency between the velocities at different scales is maintained during the inversion process.
Simulated Annealing Optimization
A simplified form of the objective function optimized in DPI is shown in Figure 6.7.8. The objective
function contains three terms
1. The first term measures the mismatch between observed angle stacks and synthetic data computed
by forward convolution modelling. The angle-dependent reflection coefficients are derived using
the Zoeppritz equation from the fine-scale stratigraphic grid.
2. The second term controls the lateral continuity of the inverted results from the spatial derivatives
of the estimated rock properties.
3. The last term guarantees that the fine-scale velocities are consistent with the macro-interval velocities corresponding to major horizons picked from the seismic data and defined in the depth and
time domains.
203
Chapter 6
Evolution of Porosity Distribution during SA Iterative Optimization
Courtesy of R. Bornard
Fig. 6.7.10
Seismic Porosity Prediction Troll Field
From Colou et al., 2006
204
Fig. 6.7.11
PEM Generation
Fig. 6.7.12
The objective function is minimized using an iterative optimization procedure based on simulated
annealing. Grid nodes in the stratigraphic grid are visited following a random path at each iteration
cycle. A modification is proposed and accepted or rejected depending on a temperature parameter
and the change in the objective function. A progressive decrease in the temperature ultimately leads
to convergence to the global minimum of the objective function. Perturbations of the model properties such as porosity are not applied on individual cell values. Instead, groups of cells are perturbed
together at the intermediate vertical scale (V2), corresponding to the resolution of the input seismic
data. The scheme is therefore different from stochastic inversion techniques. No attempt is made to
recover high frequencies outside the seismic bandwidth. Instead high frequencies in the final model
come from the initial model derived from the log data. Uncertainty analysis can be performed by considering different geological scenarios as initial models. After optimization, the different results represent alternative solutions consistent with the seismic data. The PEM can also be changed from one
inversion run to the next, in order to test the impact of rock physics uncertainty on the final results.
Case Study Examples
Figure 6.7.9 shows an example of DPI application for a deep-water deposited sandstone reservoir
from the North Sea (Bornard et al., 2005). Only one exploration well is available, with a 17 m thick
oil column and average porosity on the order of 25%. Six partial stacks with angles ranging from 5 to
32 degrees were inverted simultaneously to derive a 3-D porosity model. The inverted interval covers approximately 350 m and is divided into 141 layers. The figure shows inverted porosity maps for
layers near the top and base of the reservoir. Braided channels with significant lateral and vertical
porosity variations have been delineated with DPI. Figure 6.7.10 shows the evolution of the porosity
distribution in one of the layers during the simulated annealing iterations. Starting from a laterally
205
Chapter 6
PEM Generation
Fig. 6.7.13
Porosity Initial and Final Geomodels
206
Fig. 6.7.14
constant porosity distribution, DPI quickly converges to the detailed porosity image shown on the
right, at the bottom of the figure.
Figure 6.7.11 introduces a second example from the Troll West Field (Colou et al., 2006). The
Sognefjord Formation is characterized by an alternation of clean, high porosity and permeability sands
and lower quality micaceous sands. The field has a thick gas cap above a thin, 15 m thick oil column.
The target of DPI was to obtain a seismic-consistent 3-D image of the porosity distribution, starting
from an initial geomodel constructed by log interpolation from more than 20 wells. Five input angle
stacks were used in the inversion. A simple linear porosity-velocity relationship was used for the PEM.
This relation was derived from log data (Figure 6.7.12) after Gassmann-based fluid substitution of the
points in the gas and oil legs to 100% water saturation (Figure 6.7.13). During inversion, Gassmanns
equation is applied again to saturate the rocks with the correct fluids based on the estimated contact
positions. Figures 6.7.14 and 6.7.15 show 2-D and 3-D views respectively, comparing the initial porosity
model and the more detailed image obtained with DPI. Figure 6.7.16 compares the seismic residuals
(i.e., difference between real and synthetic data) calculated from the initial and final porosity models
for one of the angle stacks. As expected, the residuals after DPI inversion have significantly lower energy. This means that the derived 3-D porosity model is more coherent with the input seismic data.
Other DPI Approaches
The approach of Bornard et al. (2005) is attractive but does not offer a complete framework for uncertainty analysis. Probabilistic petrophysical inversion methods, such as the Shell proprietary method
Promise, have also been proposed. Although details have not been published (Leguijt, 2001), Promise
is known to be a Bayesian stochastic inversion method which directly inverts for selected petrophysical
Porosity Initial and Final Geomodels
Fig. 6.7.15
207
Chapter 6
Comparison of Initial and Final Residuals - 17 Angle Stack
Courtesy of F. Allo
Fig. 6.7.16
Direct Seismic Inversion for Net-to-Gross Ratio
From Evans et al., 2007
208
Fig. 6.7.17
properties such as porosity, net-to-gross or reservoir layer thickness. Like the DPI scheme of Bornard
et al., the technique iteratively perturbs an initial geomodel in order to minimize the error between
synthetic and real seismic data. The algorithm produces a number of realizations from which an average model and standard deviation can be calculated. Figure 6.7.17 shows an example of Promise inversion in the Schiehallion Field from Evans et al. (2007). Starting from an initial reservoir model in (a),
they first checked its consistency with new seismic data by computing synthetics depicted in (b). Clear
mis-matches were identified between the initial synthetics and the real data shown in (c). Promise was
used to update the Net-to-Gross (N/G) of the original geomodel. The updated (posterior) N/G distribution in (d) yielded synthetics (e) that better matched the real data. Direct seismic inversion for rock
properties is an active research area. Most published examples involve a step-wise approach where one
variable is inverted at a time (e.g., Kleemeyer et al., 2006) and where full multi-variate uncertainty is
not evaluated.
209
Chapter
7 4-D Earth
Modelling
Chapter 7
4-D Earth Modelling
7.1 Overview
Traditionally, earth models are used to store static reservoir properties such as porosity, lithology and
permeability. Recently, we have seen the emergence of the concept of the 4-D earth model, which
integrates both static and dynamic reservoir properties in the earth model framework. The 4-D earth
model concept has been driven by the need to integrate time-lapse seismic data and reservoir flow
simulation predictions in a shared framework. Figure 7.1.1 illustrates a 4-D earth modelling workflow
in a situation where a base (pre-production) seismic survey and a monitor seismic survey, acquired a
few years after the start of production, are available. An initial geomodel is constructed representing
reservoir conditions prior to the start of production. Properties stored in this initial model include
porosity, clay content and elastic properties such as Vp and Vs, calculated from a PEM using initial values of reservoir pressure and fluid saturations at time T0. Next, elastic properties stored in the model
are updated to represent the saturation and pressure conditions predicted by the flow simulator at the
time T1 of the monitor survey. This is done by applying the PEM cell-by-cell in the 3-D model using the
new values of the dynamic properties. Finally, two sets of 3-D synthetics are generated, corresponding
to the seismic response before and after production started. Synthetic differences represent the effect
of fluid movement and pressure change predicted by the flow simulator. They are compared to real
seismic differences in order to validate the geomodel and flow simulation predictions.
Early examples of this 4-D workflow include the work of Lumley et al. (1994), Gawith and Gutteridge
(1996) and Watts et al. (1996). Although commercial software tools do not yet fully support complete
simulator-to-seismic workflows, a number of proprietary tools and experimental workflows have been
developed in this area. Examples include the work of Biondi (1998), Al-Najjar et al. (1999), Yuh et al.,
(2000), Brechet et al., (2003), Gouveia et al., (2004) and Toinet et al., (2004). In addition to performing a
seismic validation of the flow simulation model, the concept of the 4-D earth model is useful in the context of feasibility studies where the goal is to plan future 4-D seismic surveys and evaluate the optimum
time-lapse intervals between successive surveys, and the expected magnitude and spatial distribution of
the 4-D signal.
Constructing a realistic 4-D earth model is not an easy task. A first challenge is the mapping of data
between different grid representations (Figure 7.1.2) corresponding to the flow simulation, earth model
and seismic grid frameworks. Earth models will typically have several millions of grid cells with cell dimensions of about 100 m x 100 m x 1 m. Due to computational limitations, flow simulation models will typically
be much coarser laterally, with grid block size of about 200 m x 200 m. Finally, seismic data are sampled
on regular 3-D grid with 25 m x 25 m or 12.5 x 12.5 m trace spacing and 4 msec sampling interval along
the time axis. Another difficulty is that the link between dynamic properties predicted by the flow simulator in the elastic properties is not direct. Instead, we need to use a PEM calibrated to core and log data to
transform pressure and saturation values into estimates of elastic properties. Construction of a PEM representative of the local geology and complex production mechanisms is not a straightforward task.
In the next few sections, we focus on the main steps for constructing 4-D earth models, using mainly
illustrations from the Stafjord and Gullfaks Fields. We will not dwell on fundamental rock physics
aspects or 4-D interpretation methodology. Instead, we will highlight some of the specific earth modelling issues that need to be addressed to support effective simulator-to-seismic workflows.
211
Chapter 7
4-D Earth Model and Simulator-to-Seismic Workflow
Fig. 7.1.1
Change of Scale and Grid Resampling
From Doyen et.al., 2000
212
Fig. 7.1.2
4-D Earth Modelling
7.2 Initial Geomodel Construction

An initial model is typically constructed by 3-D interpolation of logs, using inverted seismic data to
guide the process, if available. Attributes stored in the 3-D model must include porosity and clay
volume fraction, which are two key inputs to the PEM, at least in clastic reservoirs. Interpolation is
performed in a stratigraphic grid framework, with extra 3-D grids constructed in the overburden and
underburden. These additional grids are required to avoid edge effects in the calculation of synthetics.
In the Statfjord example shown in Figure 7.1.2, we have a total of five grids: two separate grids covering the Upper Ness and Lower Ness reservoir intervals, two grids covering the overburden and one
underburden grid over the Dunlin interval, where production effects were not modelled. The stratigraphic framework contains a total of more than 7.5 million grid cells. In this example, interpolation
of and Vc was performed using log data from 180 wells. It is worth observing that we cannot use the
net-to-gross ratio attribute stored in the flow simulation grid to define the clay volume fraction (Vc) for
PEM calculations, because net pay in the flow model is calculated using log cut-offs and not a proper
average clay content in each cell.
7.3 Downscaling of Dynamic Properties

The next step is to import into the geo-model framework the simulator predictions for time steps corresponding approximately to the different seismic survey times. The pressure and saturation fields are
resampled from the coarse flow simulation grid to the laterally finer scale stratigraphic grids of the
earth model, as illustrated in Figures 7.3.1 and 7.3.2. This downscaling operation is not straightforward due to the existence of dead cells in the flow simulation model: cells with low net-to-gross ratio
Property Transfer from Flow Simulation Grid to Reservoir Grid
From Al-Najjar et.al., 1999
Fig. 7.3.1
213
Chapter 7
Property Transfer from Flow Simulation Grid to Reservoir Grid
Fig. 7.3.2
(i.e., assumed low permeability) are left inactive during the numerical flow simulation. As a result, no
saturation or pressure values are available in the inactive grid blocks and large gaps can exist in the
coarse simulation grid. These gaps need to be in-filled with realistic saturation and pressure values
during the downscaling process, as shown in Figure 7.3.2, which compares the downscaled saturation
field with the original flow simulation model. In this example, downscaling is implemented as a simple
grid-to-grid resampling followed by an interpolation step in the data gaps. More sophisticated downscaling schemes can be applied. Sengupta et al. (2003) find that saturation details at a fine vertical
scale below seismic resolution can affect the seismic response. They also observe that in some cases,
the saturation outputs from flow simulators may be too smooth vertically to construct realistic 4-D synthetics representative of the real seismic response. Instead of the smooth property transfer described
above, they propose to downscale flow simulation saturations to more realistic patchy distributions in
the fine-scale stratigraphic grid. For this purpose, they use an empirical approach where they distribute hydrocarbon saturations (gas in their case) preferentially in high porosity sub-intervals instead of
homogeneously across all cells of the finer model. Castro et al. (2006) and Enchery et al. (2007) have
proposed flow-based downscaling approaches to generate fine-scale saturation and pressure fields
from coarse scale flow simulation grid values.
7.4 PEM-Based Calculation of Elastic Properties

At this stage, the downscaled dynamic properties are stored as extra attributes in the earth model. The next
step is to calculate the seismic velocities corresponding to the different acquisition times. This is accomplished by applying a PEM cell-by-cell in the earth model. The PEM (Figure 7.4.1) transforms input values
of pressure, saturation, porosity and clay content into estimates of seismic velocities and impedances. The
214
4-D Earth Modelling
Rock Physics Forward Model
Fig. 7.4.1
PEM depends on a number of parameters such as the bulk moduli and densities of the fluids, the bulk
moduli, shear moduli and densities of the minerals and coefficients defining the stress sensitivity of the rock
frame. In practice, the PEM must be calibrated using log and core data specific to each reservoir.
In general, elastic rock properties are sensitive to changes in both saturation and pore pressure.
The graph in Figure 7.4.2 illustrates the changes we would typically expect as we produce the reservoir.
As water replaces oil in the pore space, we expect to see an increase in P-wave velocity and in acoustic
impedance. The magnitude of the change (typically a few per cent) will depend on several factors
such as the difference in fluid compressibility and the stiffness of the rock frame (e.g., Lumley et al.,
1997). Gassmanns equation is used to calculate the impact of change in fluid saturations on the rock
bulk modulus and seismic velocities. A drop in pore pressure is also accompanied by an increase in
velocity. Unfortunately, there is no universal law to calculate the effect of change in pressure on seismic
velocities. Instead, this part of the PEM often relies on laboratory measurements of ultrasonic velocities on dry rocks as a function of effective pressure, as depicted in Figure 7.4.3. A further complication
arises from the fact that we cannot describe the pressure dependence using a single curve. Instead, if
we measure dry velocities on different cores from the same reservoir in the laboratory, we will often
observe a family of curves, as depicted in Figure 7.4.3. This variability reflects the dependence of the
bulk modulus of the rock frame to changes in porosity, clay content and other parameters. In Figure
7.4.3, we assume that we can describe the velocity pressure dependence using an exponential model
whose asymptote V pdry is expressed as a function of porosity and clay content. In practice, this function
is obtained by empirical regression using a number of core samples with known porosity and clay content. Other empirical models describing the pressure dependence of velocities exist and are described
for example in Eberhart-Phillips et al. (1989) and MacBeth (2004).
215
Chapter 7
Effects of Pressure and Saturation Changes on Vp
Fig. 7.4.2
Dry P-wave Ultrasonic Measurements
Fig. 7.4.3
216
4-D Earth Modelling
Figures 7.4.4 illustrates an example of a rock physics numerical recipe that can be applied cell-bycell in the earth model to calculate P-wave velocity from porosity, clay content, saturation and effective
pressure. This model is of course not universal (e.g., Yuh et al., 2000, Falcone et al., 2004 for other
examples of PEM used in a 4-D context) but is meant to illustrate the types of calculations that are
involved when applying the PEM. In this case, the main steps are as follows:
Calculate V pdry from porosity and Vc using the empirical regression model. In practice, the values of
and Vc define one of the velocity versus pressure curves shown in grey in the figure.
Apply the exponential pressure model (Figure 7.4.3) to calculate the dry rock velocity at the correct
effective pressure Po Pp. In practice the pore pressure Pp comes from the flow simulator whereas
the overburden pressure Po is calculated from a regional depth gradient or from a density cube, as
explained in Chapter 6.
Apply Gassmanns equation to calculate the P-wave velocity at the saturation corresponding to the
value stored in the cell of the geo-model.
Figures 7.4.5 and 7.4.6 show an example of PEM application for calculating changes in P-wave
velocity with water saturation in the Brent interval of the Statfjord Field. Figure 7.4.5 is a vertical
cross-section depicting the evolution of water saturation predicted by the flow simulator from 79 to 97,
after downscaling in the earth model. The three dates correspond to the acquisition times of a base
(pre-production) and two monitor surveys. The water rises from the Western flank to the crest, where
the producers are located. Figure 7.4.6 depicts the corresponding evolution of Vp calculated using a
Stafjord-specific rock physics model (Brevik, 1996). It shows the gradual increase in seismic velocity
that accompanies the water influx at the crest of the field.
Calculation of Vp from Flow Simulator
Fig. 7.4.4
217
Chapter 7
Time-Dependent Saturation Predictions
Fig. 7.4.5
Time-Dependent Vp Predictions
218
Fig. 7.4.6
4-D Earth Modelling
Impedance-to-Saturation Calibration
Fig. 7.4.7
Time-Consistent Logs - Fluid and Pressure Substitution Rock Model
Fig. 7.4.8
219
Chapter 7
Once the PEM has been applied for the different survey times, we can perform a rock physics sensitivity analysis. For example, we can calculate 3-D grids of saturation and acoustic impedance changes
predicted from the PEM. Figure 7.4.7 shows a fence display of the Upper Brent stratigraphic grid
colour-coded according to 97-91 changes in saturation and acoustic impedance predicted from the
Statfjord 4-D earth model. If the real 4-D data have been inverted, we can also make a direct comparison with impedance values obtained by forward modelling.
Another useful application of the PEM in the context of simulator-to-seismic workflows is the creation of a time-consistent log database (e.g., Brevik et al., 1998), as illustrated in Figure 7.4.8. In mature
fields, a large number of wells may be available. As they are drilled and logged at significantly different times, the measured elastic logs will be affected by production effects. A log database consistent
with the different seismic acquisition times may be created by fluid and pressure substitution, using as
inputs the pressure and saturation values extracted from grid cells intersecting the wells. The synthetic
elastic logs can then be used for example to constrain 4-D inversion work.
7.5 Computation of 4-D Synthetics

At this stage, the earth model holds seismic velocity and impedance values calculated from the PEM
for the different survey times. The next step is to compute the corresponding synthetic seismic data
volumes. This calculation is typically done trace-by-trace using a simple wavelet convolution model,
as explained in Figure 7.5.1. In practice, one complication arises from the fact that the earth model
grid does not usually conform to the regular lateral spacing of the seismic traces. Furthermore, columns of cells in the 3-D model may not be vertical. Synthetics are therefore sometimes computed after
Direct 4-D Synthetic Generation from Corner Point Grid
Fig. 7.5.1
220
4-D Earth Modelling
Synthetics 91 - Effect of Overburden Model
Fig. 7.5.2
Modelling of Overburden
Fig. 7.5.3
221
Chapter 7
resampling the seismic properties into a regular Cartesian grid. Synthetics computed in that way may
not honour the fine-scale heterogeneities represented in the earth model and may contain artefacts
due to resampling problems, for example near faults. A better approach, as illustrated in Figure 7.5.1,
is to perform the synthetic calculation directly from the earth model stratigraphic grids. At each trace
location, all vertical cell intersections are computed explicitly and used to construct the correct reflectivity series in depth. Figure 7.5.2 shows synthetics computed in this way for the Statfjord example,
using a wavelet representative of the real data.
Another important issue for the synthetic calculation is the handling of the overburden. A simple
overburden velocity model may be created by 3-D log interpolation. However, this may not be adequate if we expect significant lateral velocity variations just above the top reservoir. These variations
will affect the top amplitude response and need to be properly captured to obtain realistic 3-D and
4-D synthetics. One possible strategy is to use the results of post-stack seismic inversion to define the
overburden model, as shown in Figure 7.5.3. After depth conversion, inverted acoustic impedances are
mapped into the stratigraphic grid constructed in the overburden. A log-derived velocity-impedance
relationship is then applied to decompose impedance into density and velocity values. Figure 7.5.2
compares real seismic data from the Statfjord Field with synthetics calculated from log-derived and
inversion-derived overburden velocity models. Use of seismic inversion for defining the overburden
velocity field clearly improves the tie between synthetic and real data.
7.6 4-D Interpretation

The 4-D synthetics represent the seismic signature of the geomodel and of the fluid movements predicted by the flow simulator. We do not expect them to reproduce exactly the real data. However, the
synthetics are useful to help validate the predictions of the flow simulator between wells that have
been used in production history matching. Figure 7.6.1 shows a comparison of 97-91 synthetic and
real differences in the Platform C area of the Statfjord field, where we expect a large increase of water
saturation during this time interval. We observe a big anomaly in the difference volume, corresponding to a dimming of amplitudes at Top Brent and brightening of the intra Upper Brent reflection, corresponding to the base of the swept zone. The good qualitative agreement between real and synthetic
differences confirms that the observed anomalies are indeed due to production effects and gives us
confidence in the validity of the rock physics model and flow simulator predictions. The dimming of
amplitudes at Top Brent can easily be understood from Figure 7.6.2.
Another example from the Gullfaks Field (Figure 7.6.3) compares synthetic and real 85-99 difference maps for a reflection strength attribute averaged across a 30 msec time window around the Top
Tarbert horizon. Areas with large real differences (orange and red colours) are expected to be flooded
between the two seismic acquisition times. The blue polygons mark segments that have good correspondence between real and synthetic differences while the red polygon highlights an area where real
and synthetic differences disagree. The availability of an integrated 4-D earth model, where dynamic
predictions from the flow simulator can be visualized in the same framework as the seismic data, facilitates the interpretation of this discrepancy (Figure 7.6.4). Synthetic and real differences match reasonably well along the original OWC and along the Top Tarbert (blue ellipses) but they do not match
along the Base Cretaceous unconformity that erodes the Tarbert (red ellipse). This is easily explained
by displaying the saturation changes predicted by the flow simulator along the same section (Figure
7.6.4 on the right): the simulator predicts some remaining attic oil in 99 while real differences indicate
that the reservoir is completely swept.
222
4-D Earth Modelling
Platform C Area: 97-91 Differences Statfjord Field
Fig. 7.6.1
Seismic Response - Statfjord Field Top Brent
From Doyen et.al., 2000
Fig. 7.6.2
223
Chapter 7
4D Differences Gullfaks Field
From Alsos et.al., 2002
Fig. 7.6.3
4D Differences Gullfaks Field
224
Fig. 7.6.4
4-D Earth Modelling
Seismic Validation of Rock Physics Model
Fig. 7.6.5
In the workflow presented above, the generation of synthetic volumes is tightly coupled to the 4-D
earth model; i.e., synthetics are computed directly from the reservoir model grids. This tight link is
particularly important if we want to quickly compute and compare synthetics corresponding to different geological or flow simulation scenarios. A Gullfaks example is shown in Figure 7.6.5, where two
sets of synthetic amplitude differences are created and compared to real differences to test the validity
of the PEM. In the first set of synthetics, the PEM accounts for both changes of reservoir pressure and
saturation. In the second set, only saturation changes are modelled. Comparison with the real data
shows that the effect of pore pressure decrease is overestimated in the rock physics model; i.e., areas
with pressure drops exhibit large synthetic changes, which do not match the real data. This indicates
that the pressure effect is poorly captured by the PEM response, which has be calibrated to ultrasonic
velocity measurements.
7.7 4-D Seismic History Matching

The simulator-to-seismic workflow highlighted above is a useful way of linking time-lapse seismic data
with the flow simulator and of validating qualitatively the flow simulation predictions. More sophisticated workflows have been proposed in the last few years to integrate 4-D seismic data and flow simulation in a more quantitative manner. Traditionally, reservoir engineers perform production history
matching either manually or using semi-automated procedures. During the history matching process,
parameters of the reservoir model such as permeability or fault transmissibility are modified until the
updated model approximately matches dynamic data, such as oil production, water cut or pressure
observed at wells. The traditional history matching process is highly non-unique, as the production
data provide limited information about permeability and porosity variations away from the wells.
225
Chapter 7
4-D Seismic and Production History Matching
From Waggoner, 2001
Fig. 7.7.1
The possibility of incorporating 4-D seismic information into history matching as additional dynamic
data is therefore attractive, as it provides images of fluid movements between the wells, albeit at a
vertically averaged scale compared to the layers in the flow simulation model. Huang et al. (1997)
have proposed a combined seismic and production history matching approach where the reservoir
model is updated to match observed production profiles while simultaneously minimizing the difference between real 4-D data and synthetics computed from the flow model. Since then, a number
of approaches have been proposed. They usually involve the minimization of an objective function
composed of two terms: the first term measures the fit between measured and predicted production
data while the second term measures the fit between synthetic and real 4-D seismic data. In the objective function, comparison between predicted and observed 4-D data can be made at different levels,
as illustrated in Figure 7.7.1 from Waggoner (2001). At level 1, real 4-D amplitudes are compared to
synthetic amplitudes, computed from the flow simulator output using a PEM and wavelet convolution. At level 2, we assume that real seismic data have been inverted to acoustic impedance. These
are compared with impedance values forward modelled from the simulator. At level 3, seismic data
are assumed to have been inverted for pressure and saturation (e.g., Landro, 2001), which are directly
compared with the flow simulator outputs. In the last few years, a number of joint production and 4D data inversion methods have been proposed, working at different levels, different scales and using
different optimization strategies. We will not review them here in any detail but give a few references.
Huang et al. (1997) used a simulated annealing optimization procedure with an objective function
measuring the difference between synthetic and real amplitude maps. Landa et al. (1997) assume that
saturation changes can be derived from 4-D data and perform the match at this level. Gosselin et al.
(2000 and 2003) and Dong and Oliver (2003) use gradient-based optimization procedures and work
at the level of inverted seismic impedance. Kretz et al. (2004) use a stochastic optimization approach
226
4-D Earth Modelling
based on gradual deformation to match 4-D gas saturation indicator data. Stephen et al. (2005) and
Stephen (2006) work with vertically averaged impedance maps and use a Bayesian stochastic framework,
generating an ensemble of models from which inversion uncertainty can be evaluated. Skjervheim et
al. (2005) propose an Ensemble Kalman Filter (EnKF) approach, which allows continuous updating of
the reservoir flow simulation model and uncertainty analysis using an ensemble of models. They use
inverted Poisson ratio maps in the seismic matching process. Based on stream-line flow simulation,
Vasco et al. (2004) have proposed an iterative technique to invert time-lapse amplitude changes for
permeability but they do not integrate well production data into the inversion process. An issue arising
in 4-D seismic history matching workflows is the scale at which the PEM is applied. Some authors (e.g.,
Enchery et al., 2007) apply the PEM in the fine-scale grid of the geomodel, using saturation and pressure fields downscaled from the flow simulation grid. Other authors (e.g., Gosselin et al., 2003) prefer
to apply the PEM directly in the cells of the flow simulation grid. The second approach uses the flow
simulator outputs directly without downscaling but may require upscaling of the PEM, as explained
in Menezes and Gosselin (2006). Joint matching of production and seismic data is clearly an active
research topic and will remain so for the foreseeable future.
227
Future
Directions
Future Directions
Sophisticated software packages for the construction of 3-D earth models have become widely available
in the last few years. We also see better integration of the earth model with seismic interpretation, on
the upstream side, and with flow simulation, on the downstream side. The trend is now for complete
seismic-to-simulator workflows. As a result of these technical advances, it is now much easier to build
earth models than a few years ago. Increasingly, oil companies are moving to earth-model-centric
workflows where the subsurface model is continuously updated throughout the life of the field as new
data become available, and is used to make key field development decisions. The incorporation of seismic information is a crucial element in the construction of earth models. While seismic data are routinely used to define the size and shape of the reservoir, utilization of seismic information to constrain
the modelling of inter-well reservoir heterogeneities is less widespread. Nevertheless, the interest for
constructing seismic-constrained 3-D property models is growing rapidly, due in part to the greater
availability of high resolution 3-D and 4-D seismic data, and powerful pre-stack inversion techniques,
which deliver multiple elastic attribute cubes and allow better lithology and fluid prediction.
In the course we have reviewed some of the most widely used workflows for constraining 3-D earth
models with seismic data. They typically involve a sequential process where seismic data are first
inverted to elastic properties. Inverted data are then depth-converted and transferred into the earth
model framework, where the seismic attributes are used to guide the interpolation of reservoir properties between the wells. Geostatistics provides a number tools for this purpose, including generalized
regression techniques such as cokriging and kriging with external drift, stochastic simulation with
seismic constraints and geostatistical inversion. These techniques are reasonably well-established and
their application can lead to significantly better constrained earth models. So what are the remaining
challenges for seismic data integration in earth models? In particular, what are the main limitations or
bottlenecks with current approaches that need to be addressed in order to make this integration more
widely applicable? In the last few paragraphs, we list some of the future challenges and new directions
in seismic earth modelling.
Direct Seismic Inversion in Geomodel Framework

An important bottleneck remains the integration of seismic inversion results in the earth model framework. Pre-stack elastic inversion is typically performed in specialist software packages. Inversion results
must be depth-converted and exported to the geomodelling software for integration. This integration
process is often tedious and time-consuming. This partly explains the limited use of seismic information in constraining 3-D property models. Even when inversion is done in a stratigraphic grid, the grid
geometry is different from that of the reservoir model and inversion results must still be depth-converted and resampled into the reservoir grid. A future solution may be to perform seismic inversion
directly in depth and deliver estimates of elastic properties directly in the reservoir grid. We therefore
predict a much tighter coupling between inversion and geomodelling software in the future.
229
Future Directions
Seismic Downscaling
Although a number of promising seismic downscaling techniques have been recently developed
(Chapter 3), they are not widely used and remain in the hands of R&D specialists. Furthermore,
available techniques usually make simplifying assumptions (e.g., simple linear volume average) about
the seismic averaging process and ignore the physics involved. The issue of constraining a vertically
detailed 3-D earth model with band-limited seismic data therefore remains a major technical challenge. Downscaling is not just a challenge in 3-D but also for 4-D seismic monitoring where the vertically averaged saturation estimates derived from time-lapse data provide limited information about
water fingering in finely stratified reservoirs. We expect this issue to remain at the forefront of R&D
in the coming years.
Increased Use of Stochastic Inversion

Stochastic or Geostatistical Inversion (GI) may provide a solution to the downscaling issue. GI is
attractive because it delivers fine-scale models of elastic properties constrained by well data. However
despite its emergence more than 10 years ago, the promise of GI has not yet been fulfilled, as deterministic inversion remains the norm and GI is only used occasionally. This is partly due to misconception about the technique, which is often seen as a random noise generator, but also to the lack of
well-established workflows for exploiting the multiple elastic realizations in the earth model framework. Nevertheless, the possibility of generating fine-scale stochastic simulations of elastic properties
directly in the depth-based reservoir grid is appealing and will probably receive considerable attention
in the next few years.

While purely geostatistical techniques such as cokriging or co-simulation are well-established and have
a good track record, they have obvious limitations when modelling complex relationships between
rock properties or when well data are too sparse to establish a reliable petro-seismic statistical calibration. The combination of rock physics equations to link data from different domains with geostatistics
to model uncertainty is a key development achieved in the last few years. We anticipate rapid growth
of this technology in the foreseeable future and the emergence of commercially available rock physics
inversion schemes, tightly integrated with 3-D and 4-D earth modelling software platforms.
Direct Inversion for Petrophysical Properties

Traditionally, elastic inversion is cascaded with a petrophysical inversion to estimate rock properties
such as porosity lithology or fluid type. Often, the sequential workflow does not guarantee that the
final earth model is fully consistent with the seismic data, in that synthetics computed from the earth
model are not guaranteed to reproduce the measured amplitude data. As discussed in Chapter 5 and
6, new inversion techniques have been recently proposed for direct inversion of petrophysical properties from seismic data. These techniques improve the coherency between the earth model and the
seismic measurements. While these techniques are attractive, they tend to be complex because they
combine elastic and petrophysical inversion in a single loop and make well calibration and QC more
challenging. Nevertheless, we expect to see continuous growth in the development and application of
these techniques, especially if petrophysical inversion results can be delivered directly in the reservoir
model framework in depth.
230
Future Directions
4-D Earth Modelling

In the past, seismic attributes were mainly used for static reservoir characterization. With the greater
availability of high quality time-lapse seismic data, there is now considerable interest in using 4-D
attributes for quantitative estimation of changes in hydrocarbon saturation and fluid pressure in the
reservoir. This topic was not addressed in details in the course but we briefly reviewed 4-D earth modelling workflows that can be used to validate flow simulator predictions by comparing 4-D synthetics
with measured time-lapse seismic data. We expect to see significant advances in quantitative 4-D interpretation workflows where 4-D elastic inversion is coupled to rock physics inversion for pressure and
saturation. Coupling of the 4-D inversion workflow with the earth model is crucial to rapidly assimilate seismic information from permanent seismic monitoring systems. Joint inversion of production
and 4-D seismic data will obviously remain an important R&D topic.
Integrated Uncertainty Evaluation

This remains the Holy Grail in earth modelling. In the course, we reviewed a number of tools for
uncertainty analysis, including conditional simulation, stochastic inversion and Monte Carlo techniques to propagate uncertainties in rock physics models. While the tools are available and are applied
at some stages, uncertainties are rarely propagated from one discipline to another in the complete
earth modelling workflow. This clearly remains an important challenge for the future.
Fractured Reservoir Characterization

This specialized but important topic was outside the scope of the course. 3-D modelling workflows
for fractured reservoirs have made substantial progress in the last few years, for example in the area
of Discrete Fracture Network (DFN) simulation. However, use of seismic anisotropy information is
often limited to constraining the fracture intensity map that is used as an input for DFN simulation.
Extracting additional fracture information from seismic data remains a key topic for the future.
231
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246
Acknowledgements
Acknowledgements
First, I would like to thank CGGVeritas for allowing me to dedicate time for the preparation of the
course material. Thank you also to the EAGE staff, in particular Anne-Claire Hoenson, Marieke van
Ruijven, Marcel van Loon, Alejandra Reynaldos Rojas and Linda Molenaar for their help in editing the
course book and organizing the lectures tour. I am especially grateful to the following colleagues who
kindly provided illustrations for the course material: Tom Tran and Sebastien Strebelle from Chevron,
Jef Caers and Kyle Spikes from Stanford University, Arild Buland from Statoil, Carlos Torres-Verdin
from the University of Texas at Austin, Frdrik Pivot, Leon Barens and Franois Jugla from Total,
Ran Bachrach from Schlumberger, Hlne Beucher from ENSMP, Guillaume Caumon from ENSG
Nancy, Mickaele Le Ravalec-Dupin and Frdric Roggero from IFP, Ashley Francis from Earthworks
Environment & Resources and Thierry Colou, Rmi Moyen, Jean-Philippe Coulon, Jacques Frelet,
Delphine Hartmann, Raphael Bornard, Thierry Crozat and Fabien Allo from CGGVeritas. I am also
indebted to Lennert den Boer and David Psaila, former colleagues from WesternGeco. Finally, special
thanks to Olivier Dubrule from Total, who carefully reviewed the course notes and provided useful
advice for their preparation.
247
List
of MainMain Mathematical
Mathematical Symbols
List of
Symbols
ci
C(h)
Cxz(h)
Cij
E[]
f(x)
f
f(x|z)
f(x,z)
F(x)
F-1(x)
g
G(x)
h
h
hij
Ip
Is
(i,j,k)
K
mx
m(u)
mx|z
Pe
Po
Pp
p(ci|z)
R(u)
Sw
T
(u,v,w)
ui
uo
v
Vc
Vp
Vs
wi
x(u)
x
xobk
xock
Litho-class i
Covariance between RVs x(u) and x(u+h)
Cross-covariance between RVs x(u) and z(u+h)
Covariance between RVs defined at locations ui and uj
Expected value
PDF of RV x
Generic representation of PEM (Ch 6 and 7 only)
Conditional PDF of RV x given z
Joint PDF of RVs x and z
CDF of RV x
Inverse CDF of RV x
Gravity constant (Ch 6 only)
CDF of Gaussian RV x
Modulus of distance vector or kernel smoothing parameter (Ch 4)
Distance vector
Distance vector between points ui and uj
P-wave acoustic impedance
S-wave acoustic impedance
Indices of one cell in a stratigraphic grid
Kernel function
Mean of RV x
Mean of a RV at location u
Conditional mean of RV x given value of RV z
Effective pressure
Overburden pressure
Pore pressure
Posterior probability for litho-class ci given seismic attribute z
residual at location u
Water saturation
Two-way travel time
Cartesian coordinates of one point in space
Location vector for estimated point
Location vector for estimated point
Cokriging weight for secondary data
Clay volume fraction
P-wave velocity
S-wave velocity
Kriging weight for data point i
RV defined at location u
Estimate of RV x
Block kriging estimate at location uo
Cokriging estimate at location uo
249
List of Main Mathematical Symbols
xosk
xi
x
V

(h)

x2
2
x|z

ck2
sk2
250
Simple kriging estimate at location uo

RV defined at grid cell i
RV defined as linear average of x(u) over volume V
Porosity
Semi-variogram for distance vector h
Lagrange multiplier
Proportion of one litho-class
Azimuth or angle of seismic partial angle stack
Density or coefficient of correlation
Variance of RV x
Conditional variance of RV x given value of RV z
Estimation variance for cokriging
Estimation variance for simple kriging
List
of MainMain Abbreviations
Abbreviations
List of
AI
BK
CDF
CCK
CK
DPI
EDK
FFT
FK
FOM
GDM
GI
IK
KDE
LMS
LVM
MA
MAP
MCS
MCMC
ML
MPS
MRF
MSE
OK
PEM
PDF
PFS
PGS
PR
RV
SGS
SGSBK
SIS
SK
TGS
UK
Acoustic Impedance
Bayesian Kriging
Cumulative Distribution Function
Collocated Cokriging
Cokriging
Direct Petrophysical Inversion
External Drift Kriging
Fast Fourier Transform
Factorial Kriging
First Order Moment
Gradual Deformation Method
Geostatistical Inversion
Indicator Kriging
Kernel Density Estimation
Linear Mean Square
Locally Variable Mean
Moving Average
Maximum A Posteriori
Monte Carlo Simulation
Markov Chain Monte Carlo
Maximum Likelihood
Multi-Point Statistics
Markov Random Field
Mean Square Error
Ordinary Kriging
Petro-Elastic Model
Probability Distribution Function
Probability Field Simulation
Pluri-Gaussian Simulation
Poisson Ratio
Random Variable
Sequential Gaussian Simulation
Sequential Gaussian Simulation with Block Kriging
Sequential Indicator Simulation
Simple Kriging
Truncated Gaussian Simulation
Universal Kriging
251
Index
Index
Auto-covariance 42, 59
Anisotropy 33, 35, 36, 37, 39, 41, 46, 48, 49,
67, 69, 70, 123, 125, 131, 135, 231
Bayesian classification 5, 105, 107, 109, 113,
115, 123, 165, 167
Bayesian updating 61, 62, 63, 86, 94, 95, 97,
98, 99, 122, 123, 125, 148, 177
Coefficient of correlation 15, 24, 25, 27, 29,
30, 42, 59, 61, 62, 64, 65, 85, 153
Cokriging 3, 5, 11, 21, 35, 42, 43, 58, 59, 60,
61, 62, 63, 64, 65, 74, 75, 76, 77, 79, 83, 84, 85,
86, 89, 99, 100, 123, 163, 177, 197, 229, 230
Conditional simulation 5, 21, 231
Conditional mean 27, 185
Conditional probability distribution 106
Conditional variance 27, 30
Confusion matrix 118, 119
Correlation length or correlation range 29, 30,
33, 35, 37, 39, 41, 42, 48, 51, 54, 102, 125, 148
Covariance 24, 25, 27, 28, 29, 30, 31, 32, 33,
34, 35, 36, 37, 41, 42, 45, 46, 47, 48, 51, 52,
59, 61, 67, 69, 70, 74, 77, 81, 86, 92, 93, 95,
99, 100, 102, 104, 107, 120, 123, 128, 131, 135,
142, 146, 148, 150, 153, 154, 181, 189
Cross-correlation 40, 41, 42, 195
Cross-covariance 41, 42, 59, 61, 74, 77, 123
Downscaling 6, 89, 91, 95, 97, 98, 99, 100, 139,

199, 213, 214, 217, 227, 230
First Order Moments method 179, 181, 183,
184
Gaussian (probability) distribution 23, 25, 86,
106, 107, 108, 169, 170, 181, 185, 189
Gradual deformation 102, 103, 227
h-scatterplot 29, 30, 42
Kernel density estimation 86, 111, 113, 114,
169, 185
Kriging 5, 13, 31, 35, 43, 44, 45, 46, 47, 48, 49,
50, 51, 52, 53, 54, 55, 56, 57, 58, 59, 61, 62, 63,
65, 67, 68, 69, 70, 71, 72, 73, 79, 80, 81, 83, 85,
86, 91, 93, 95, 98, 99, 100, 120, 121, 123, 128,
136, 154, 164, 171, 173, 175, 177, 178, 179
Bayesian kriging 55
Block kriging 91, 93, 95, 98, 99
External drift kriging 55, 56, 57
Factorial kriging 43, 67, 68, 69, 70, 71,
72, 73

Factorial cokriging 35, 74, 75, 77
Indicator kriging 86, 120, 121, 123, 164
Simple kriging 43, 47, 48, 52, 61, 65, 81,
86, 99
Ordinary kriging 51, 52
Kriging with measurement errors 68, 69,
70
Kriging with locally variable mean 3, 52,
54, 55, 58, 83, 85, 89

Kriging weight 48, 51, 52, 67
Kriging matrix 35, 45, 46, 47, 48, 67, 69,
74, 77
Kriging variance 51, 61, 62, 79, 83, 35,
95, 179
Cumulative probability distribution 23, 82, 83,

86, 128, 169, 170
253
Index
Likelihood function 61, 86, 95, 106, 120, 142,

150, 153, 190
Sequential indicator simulation (sis) 5, 120,

122, 123, 125, 128, 135, 136, 138
Linear prediction 27, 30, 45
Sill 33, 39
Linear regression 27, 59, 62, 86, 89
Simulated annealing 99, 133, 142, 164, 199,

202, 203, 205, 226
Maximum a posteriori 27, 107, 187

Maximum likelihood 106, 107, 108, 120, 123
Smoothing parameter 113, 114
Mean square error 27, 30, 51
Spatial continuity 21, 39, 81, 83, 102, 104,

120, 125, 128, 141, 142, 175, 179, 189, 197
Monte Carlo simulation 82, 89, 111, 165, 166,

167, 169, 170, 175, 179, 185, 186, 187, 190
Spatial correlation 15, 26, 27, 28, 29, 30, 33,

35, 40, 45, 47, 48, 79, 102, 120, 131, 170, 177
Multi-point statistics 5, 133, 135, 136, 137, 138

Normal scores transform 82, 99
Spatial covariance 28, 37, 45, 47, 51, 59, 67,

69, 70, 81, 92, 93, 99, 102, 104, 120, 123, 128,
131, 135, 148
Nugget effect 33, 39, 48 69
Stationarity 30, 31, 46, 47, 57, 65, 111
Pluri-Gaussian simulation 131
Statistical rock physics 6, 165, 230
Probability distribution function 22, 23, 24,

25, 27, 61, 79, 81, 83, 85, 86, 89, 93, 95, 99,
106, 107, 109, 110, 111, 113, 123, 136, 142,
150, 164, 167, 169, 170, 175, 179, 181, 183,
185, 186, 190, 195, 196, 197
Stochastic inversion or Geostatistical inversion

6, 139, 140, 141, 142, 150, 153, 154, 156, 158,
160, 161, 162, 163, 164, 165, 195, 197, 205,
207, 229, 230, 231
Probability field simulation 102, 170, 175,

176, 177, 179, 183, 185, 187
Petro-elastic model 6, 163, 165, 167, 169, 171,
181, 185, 186, 189, 190, 193, 195, 198, 199,
200, 201, 203, 205, 206, 207, 211, 213, 214,
215, 217, 220, 225, 226, 227
Pseudo-well 86, 190, 191, 192, 193, 195, 197
Random variable 22, 23, 52, 67, 83, 93, 120, 169
Search neighbourhood 46, 52, 57, 123, 136
Sequential Gaussian simulation 5, 79, 80, 81,
83, 84, 85, 86, 87, 88, 89, 91, 93, 94, 95, 97, 98,
99, 100, 123, 139, 141, 142, 150, 163, 177
254
Stratigraphic grid 7, 10, 11, 12, 13, 14, 15, 16,

17, 18, 19, 21, 41, 115, 139, 150, 152, 153, 154,
179, 199, 202, 203, 205, 213, 214, 220, 222, 229
Stochastic simulation 6, 15, 25, 27, 79, 83,
123, 165, 174, 175, 176, 177, 179, 183, 185,
197, 229, 230
Training set 105, 109, 110, 111, 113, 115, 165,
166, 167, 169, 195
Trend (or drift) 11, 31, 47, 52, 53, 54, 55, 56,
57, 65, 85, 89, 111, 123, 128, 229
Truncated Gaussian simulation 5, 102, 128,
130, 131, 132, 160
Index
Uncertainty propagation 167, 174, 179, 183, 190

Variogram 5, 11, 13, 15, 20, 21, 31, 32, 33, 35,
37, 38, 39, 41, 69, 73, 81, 83, 99, 100, 120, 123,
134, 135, 136, 141, 153, 179
255

Seismic Reservoir Characterization An Earth Modelling Perspective P.M. Doyen

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Seismic Reservoir Characterization An Earth Modelling Perspective P.M. Doyen

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Seismic Reservoir

2007 EAGE Publications bv

Chapter 1 Introduction to Geostatistics and

1.1 Course Overview

Chapter 2 3-D Geostatistical Interpolation & Filtering

Chapter 3 Stochastic Simulation with Seismic Constraints

Chapter 4 Facies Modelling from Seismic Data

Chapter 5 Stochastic Inversion

Chapter 6 Statistical Rock Physics

Chapter 7 4-D Earth Modelling

List of Main Mathematical Symbols

List of Main Abbreviations

1.1 Course Overview

Introduction to Geostatistics and Earth Modelling from Seismic Data

1.2 Earth Modelling Workflow with Seismic Data

Main Inputs for Constructing Seismic-Constrained Reservoir Model

From den Boer et al., 1999

Simultaneous Elastic Inversion Example Workflow

Correction of Residual Errors in Depth Conversion

From Cole et al., 2003

Introduction to Geostatistics and Earth Modelling from Seismic Data

Multi-Layered Stratigraphic Grid Framework

Stratigraphic Grids with Different Layering Styles

Adapted from G. Caumon

Introduction to Geostatistics and Earth Modelling from Seismic Data

Comparison of Regular and Stratigraphic Grids

Adapted from R. Moyen

Faulted Stratigraphic Grid

From Mallet, 2002

Introduction to Geostatistics and Earth Modelling from Seismic Data

Vertical Section trough Faulted Stratigraphic Grid

Adapted from R. Moyen

Log Averaging Horizontal Wells

From den Boer et al., 1999

Introduction to Geostatistics and Earth Modelling from Seismic Data

Grid Flexing before Log Averaging and Well QC

From Cole et al., 2003

Impact of Log Averaging on Porosity Impedance Relation

From Doyen et al., 1997

Resampling of Seismic Data in Stratigraphic Grid

From den Boer et al., 1999

Introduction to Geostatistics and Earth Modelling from Seismic Data

Potential Problems in Property Transfer between Seismic and Reservoir Grid

From Hadj-Kacem and Pivot, 2005

Improved Strategy for Property Transfer from Seismic to Reservoir Grid

From Hadj-Kacem and Pivot, 2005

Petro-Seismic Calibration in Stratigraphic Grid

From Doyen et al., 1997

Introduction to Geostatistics and Earth Modelling from Seismic Data

Porosity - Seismic Impedance Correlation

From den Boer et al., 1999

Variogram Calculation From Stratigraphic Distances

From den Boer et al., 1999

Seismic-Guided 3-D Mapping in Stratigraphic Space

Introduction to Geostatistics and Earth Modelling from Seismic Data

1.3 Introduction to Geostatistics

Gaussian Probability Distribution Function

Introduction to Geostatistics and Earth Modelling from Seismic Data

Gaussian Cumulative Probability Distribution Function

95% Confidence Interval for Gaussian PDF

Covariance and Coefficient of Correlation

Introduction to Geostatistics and Earth Modelling from Seismic Data

Bi-variate Gaussian Distribution

Gaussian Conditional Distribution and Conditional Expectation