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=
g
g - g
=
S
s s
s i s
i
h
h h
O
1
2
2
) (
) (
) (
) ( ) (
(1)
where is the prespecified z-semivariogram model and is the
semivariogram value at lag h
) (
s
h g ) (
) (
s
i
h g
s
of the realization at the ith perturbation to a specified
number S of lags. The decision rule used to accept unfavorable perturbations according
to a negative exponential probability distribution is:
Prob {Accept ith pert.} =
- -
) (
)] ( ) 1 ( [
1
i t
i O i O
e
(2)
if
otherwise
i O i O ) 1 ( ) ( -
The larger the parameter t(i) of the probability distribution, called temperature, the
greater the probability that an unfavorable perturbation will be accepted at the ith
iteration. The temperature is lowered by multiplying the initial temperature t
0
by a
reduction factor l whenever enough perturbations have been accepted or too many have
been tried. The maximum number of accepted (K
accept
) or attempted (K
max
)
perturbations is chosen as a multiple of the number N of grid nodes. Deutsch & Journel
(1992) suggest to use on the order of 100 and 10 times the number of nodes to K
max
and
K
accept
, respectively. The convergence criteria for stopping the optimization process was
defined when the objective function reaches a sufficiently small value (O
min
) or the
maximum number of perturbations attempted at the same temperature exceeded a
certain number of times (S).
LOCATION OF THE AREA AND CHARACTERIZATION OF THE PROBLEM
The area under study is located in the state of Amap (Figure 01a), situated in
the extreme north of Brazil, approximately between 50 and 55 W and 0 and 5 N, with an
area of 143, 453.7 km2 and a population of 379,459 distributed among 16
municipalities. More than two-thirds of the population of the state is concentrated in the
capital, Macap, which has 282,745 inhabitants (IBGE, Census 2000). The majority of
the state is covered with the Amazon forest, with some pasture lands and fields. The
economy is based on agriculture (manioc, rice, corn, and beans); livestock (cattle,
buffalo); natural resources (manganese, cassiterite, gold, cashew nuts, wood, rubber);
and industry (lumber, foods, construction materials).
(a) (b) (c)
Figure 01: (a) The state of Amap in the extreme north of Brazil; (b) and (c)
municipalities in the state of Amap, with details of Serra do Navio, where the mining
occurred, and Santana, where the [pellets/sinter] and embarkment of the manganese ore
occurred.
In 1953, following the discovery of high quality manganese in Serra do Navio,
about 200 km from Macap, (Figure 01b and c), the Indstria de Comrcio de Minrios
S/A (ICOMI; in English, Ore Commerce Industry, Inc.) was established to carry out the
mining and commercialization of the ore. A contract was signed between ICOMI and
the Federal government conceding the authorization for the mines for a period of fifty
years, with the contract ending in 2003 (CPI Informe. Legislative Assembly of Amap,
1998).
In order to carry out the mining, ICOMI constructed, in addition to the industrial
installation, a residential community near the manganese mines in Serra do Navio with
complete infrastructure including sanitation, leisure, schools, a supermarket, hospital,
and housing for the companys employees and their families. A railroad was also built
which linked the village of Serra do Navio to an industrial area on the banks of the north
canal of the Amazon River, in the municipality of Santana (Figure 01b and c), about 30
km from Macap, from where the sold manganese was shipped. This approximately
129 hectare area (Figure 02), characterized as being strictly for industrial use, was used
basically to stock the ore (manganese and iron), products (pellets/sinter and alloys) and
raw materials (fuel, coke, etc.) that arrived and departed via this ICOMI port and rail
terminal (JAAKKO POYRY ENGENHARIA, 1998 report). The manganese and
cromite ore were thus transported by railroad from the mines in Serra do Navio to the
ICOMI industrial area in the Port of Santana, a distance of approximately 200 km.
Figure 03 presents a schematic geological section of the eastern sector of the
ICOMI area where various units and stockpiles are concentrated. It was observed that
the geological profile at the banks of the Amazon River present the following sequence
from the top to the base: alluviums (silty organic clay) extending approximately 150m
and measuring up to 40m in thickness; horizon of clay silts (superior/upper horizon)
with a continuous thickness around 6 to 8m and a horizon of hard clays (inferior/lower
horizon). The area of interest, which extrapolates the perimeter of ICOMI, sits atop
sediments of the Barriers Formation, constituted of silty organic clays, clay silts, and
hard clay with scarce intercalations of fine and coarse sand. The water level (WL) that
separates the non-saturated horizon (above the WL) from the saturated (below the WL)
varies in depth, ranging from a few centimeters near the riverbank up to a maximum
value around 9.0m in the northern portion. These depths oscillate throughout the year
due to the seasonal variations in the potenciometric surface of the underground water.
The potenciometric surfaces, measured in the wells that were installed, condition the
movement of the water underground (subterranean flow). Thus, for the information
obtained in June and August, 1997, it was observed that the subterranean flow develops
from the center of the area, the region between wells 16 and 21, flowing radially in
direction of the Amazon River and other neighboring areas (JAAKKO POYRY
ENGENHARIA, 1998 report).
After extracting 60 of the estimated 65 million tons of manganese ore reserve in
Serra do Navio, ICOMI presented, in November of 1997, a report to demonstrate the
exhaustion of the deposit. There are strong indications of a series of environmental
problems caused by the mining of the manganese deposits in Amap. A Parliamentary
Commission of Inquiry established in April, 1999, to investigate the dismantling
process of ICOMI presented documents (JAAKKO POYRY ENGENHARIA, 1998
report) about the environmental situation in the industrial area of Santana, denouncing
that the quality of the surface and underground water had been affected, mainly due to
the residue deposits generated in the manganese ore pellets/sinter plant in the area.
Regarding the potential for contamination, Arsenic and Manganese were found to be
present in levels exceeding standards established by the brazilian law in the surface and
underground water linked to the fine residues stocked in the Refuse Basin and vicinity.
The standards are established in accordance with the World Health Organization
(WHO), which considers water containing more than 0.05 ppm of arsenic inappropriate
for human consumption. However, the Environmental Protection Agency (EPA) is
concluding regulations to reduce the risks to public health of arsenic in drinking water.
The EPA is establishing a new standard of 10 parts per billion (ppb) for arsenic in
drinking water to protect consumers against long term effects of chronic exposure to
arsenic in drinking water. Such effects include cancer and other health problems
including cardiovascular disturbances, diabetes, as well as neurological effects (EPA,
2001).
To represent the area under study, fifty locations were selected corresponding to
37 monitoring wells and 13 samples of sub-surface/effluent water (Figure 02) where
analysis of the contaminants (manganese, arsenic, and iron) was carried out. The
physical-chemical analyses of soil and water samples and the characterization of
residues were conducted by the S.G.S. laboratories of Brazil and CEIMIC Avaliao
Ambientais S/C Ltda.(in English, Environmental Evaluation, Ltd.), selected based on
their technical qualifications, equipment used, and recognition of their services
(JAAKKO POYRY ENGENHARIA, 1998 report).
RESULTS AND DISCUSSION
Data and Statistical Description
Table 01 and Figure 04 (frequency distribution, right column), show that the
arsenic, manganese and iron variables have highly asymmetric distributions, indicating
the presence of a few large concentrations. The metal concentrations are expressed in
parts per million (ppm). The manganese concentration showed the highest asymmetry
(6,71), probably due to the occurrence of a single high value concentration (216 ppm).
In Figure 04 (cumulative frequency distributions, right column), the vertical dashed
lines indicate, for each metal, the tolerable maxima for water, as defined by the
brazilian law; see Table 01 for exact values. The percentage of data exceeding these
critical thresholds is given at the top of each graphic. These proportions are larger for
manganese (58%) followed by iron (34%) and arsenic(22%). The gray scale maps in
Fig. 04 (left column) provide a preliminary description of the extension of the
contamination by the metals in study. The highest arsenic and manganese
accumulations are located in the central and southern region. The highest iron
accumulations are located in the southeast region of the study area. Contour maps would
be prepared from these data to characterize the site . The boundaries between
contaminated and uncontaminated zones would be identified by the location of these
contours.
Table 02 gives the correlation coefficients among the variables. The correlation
coefficient of Pearson, r, provides a measure only of linear relation between two
variables and is complemented by rank correlation coefficient, r
rank
, which considers
the ranks of the data. Unlike the traditional correlation coefficient, the rank correlation
coefficient is not strongly influenced by extreme pairs. Large differences between the
two reflects either a nonlinear relation between the two variables or the presence of
pairs of extreme values. The results show a significant relationship between arsenic and
manganese concentrations. Larger manganese concentrations tend to be associated with
larger concentrations of arsenic. Both measures, r and r
rank
, are similar, as arsenic vs.
manganese as manganese vs. iron, which indicates that extreme values do not greatly
affect the linear correlation coefficients. The sample does not show any sign of an
association between arsenic and iron concentrations.
Table 01 Descriptive Statistics of the variables (ppm)
Statistics Arsenic Iron Manganese
Mean
Median
Standard Deviation
Minimum
Maximum
Skewness
Kurtosis
Tolerable Max.
Sample size
1.05
0.045
3.16
0.01
17.80
3.85
18.55
0.05
50
4.02
0.30
9,81
0.02
56.00
3.62
17,62
0.30
50
5,76
0,15
30.55
0,02
216.00
6.71
46,65
0.10
50
Table 02. Correlation coefficient of Pearson (r) and Rank correlation coefficient (r
rank
)
Variables
r prob > t r
rank
prob > t
Arsenic vs Iron
Arsenic vs Manganese
Iron vs Manganese
0,028
0,434
0,274
0,847 ns
0,002 ***
0,054 ns
-0,104
0,455
0,235
0,4709 ns
0,0009 ***
0,1001 ns
ns : not significant
*** 1% significant
Sample semivariograms and spatial continuity model
Sample semivariograms were computed using the semivariogram estimator
presented in Deustch & Journel, 1992. Because the sample size was small, it was not
possible to calculate informative directional sample semivariograms. For this reason, the
correlation structure of the variables was considered isotropic, and "omnidirectional"
sample semivariograms were computed (Isaaks e Srivastava, 1989). To the variables
studied, spherical semivariograms models were fit defined by:
a h if c
a h if
a
h
a
h
c h
=
- = g , 5 . 0 5 . 1 . ) (
3
(3)
where h is the separation distance, c is the sample variance and a is the range or
correlation length. The sample semivariograms and models to each variable are shown
in Figure 5 and in the Table 03 the model parameters are presented. The iron presented
the best spatial correlation, indicated by smaller nugget effect and arsenic showed the
largest spatial continuity, due to having the largest range.
Table 03. Summary of fitted semivariogram model parameters
Variable Nugget, C
0
Sill, C Range, a (km)
Arsenic
Manganese
Iron
0.25
0.27
0.04
0.85
0.75
0.92
0.32
0.18
0.20
Simulations
We used the programs from the GSLIB library (Deustch & Journel, 1992). Fifty
conditional simulations of the contaminant concentrations were generated on a regular
35 x 50 grid using the simulated annealing algorithm (Sasim). Figure 06 shows for all
variables, the first realization and fitted semivariograms for the five initial realizations.
Edge effects may occur by annealing simulation when the univariate distribution is
highly skewed. These effects can be avoided by weighting the border pairs (Deustch &
Cockerham, 1994) or, alternatively, by a combination of reducing the number of lag
vectors used in the objective function, positioning the lag vectors according to
anisotropy of the spatial variability model, and supplying a more advanced, realistic
initial configuration (Carle, 1997). The edge effects were noticeable in the manganese
variable that presented the largest asymmetry. In this case, we used the alternative
procedure of reducing the number of lags vectors (4 lags) of the objective function and
realistic initial configuration. One can observe a decreasing of the border effects and in
the quality of fitted semivariograms (Figure 06, middle graphics). However, the fitted
semivariograms of the studied variables can be considered acceptable. Probabilistic
summaries of the simulations were obtained using the computer program Postsim. A
map is presented of the expected value estimates (E-type) that were obtained by
averaging the 50 simulated values for each realization. E-type estimate maps and
respective histograms of each variable are presented in Figure 07. The areas with
higher levels of arsenic contamination are located in and around the fine refuse basin,
while manganese occupied a much larger section, covering almost the entire study area,
including a small portion outside the industrial area. Iron concentrations are higher in a
southeast portion of industrial areas. Maps showing the probability of exceeding a
particular threshold were computed from the set of simulations by counting the number
of corresponding pixels across the set of sthocastic images that exceed the stated
threshold, converting the sum to a proportion, and presenting the spatially empirical
probability in map form. Figure 08 ( on the left)shows the probability maps of each
variable considering as cutoff the tolerable maxima of 0.05, 0.1 and 0.3 ppm to arsenic,
manganese and iron, respectively. These maps confirmed that manganese is responsible
for the largest contamination in the study area. Iron and arsenic occur at larger
contamination levels located in small areas. Figure 8 (on the right) shows the estimates
of the contamination in the area for the several probability levels, related to the tolerable
maxima allowed for each variable. The portion of the area classified as contaminated is
relatively insensitive to the choice of a probability cutoff until it reaches about 0.5 for
iron and manganese and 0.2 for arsenic.
CONCLUSIONS
In this paper the annealing simulation was used to carry out a probabilistic
evaluation of arsenic, manganese and iron contamination in the port of Santana, Amapa,
Brazil. The probabilistic approach explicitly recognizes the uncertainty in contaminant
concentrations at unsampled locations. Therefore, the area and boundaries of
contaminated zones are uncertain. Specific values of these quantities can be obtained
through the specification of a target probability or level of risk. The site is discretized
into an array of blocks with known size and shape, and a simulated value of
contaminant concentration obtained for each block. Fifty realizations were generated of
the contaminant concentrations where all matched reasonably to the same statistics
(histogram, semivariogram) allowing the assessment of the uncertainty about the
spatial distribution of the contaminants. The choice of the probability cutoff was
determined by tolerable maxima established by the government agency, however other
criteria can be used as the established by searchers, regulatory agencies, etc. The
simulated maps can be used as input into transfer functions, as health and remediation
costs.
REFERENCES
Carle, S.F., 1997, Implementation schemes for avoiding artifact discontinuities in
simulated annealing: Mathematical Geology, v. 29, n. 2, p. 231-244
CPI - Comisso Parlamentar de Inqurito Informe, maio/98, Assemblia Legislativa do
Estado do Amap. no.01, Macap-AP, Brazil.
Deustch, C. and Cockerham, P., 1994, Practical considerations in the application of
simulated annealing to stochastic simulation: Mathematical Geology, Vol. 26, n
0.
1, p.
67-82
Deustch, C. and Journel, A. G., 1991, The application of simulated annealing to
stacastic reservoir modeling: Soc. Petroleum Engineering, SPE Paper 23565, 30 p.
Deustch, C. V., and Journel, A. G., 1992, GSLIB: Geostastical Software Library and
user's guide: Oxford Univ. Press, New York, 340 p.
Dougherty, D. E., and Marryott, R. A., 1991, Optimal Groundwater Management, 1.
Simulated annealing: Water Resources Research, vol. 27, n
0.
10, p. 2491-2508.
Environmental Protection Agency, January 2001, Drinking water standard for arsenic :
Office of Water, 4606, www.epa.gov/water.
Fang, J. H. and Wang, P. P., 1997, Random field generation using simulated annealing
vs. fractal-based stochastic interpolation: Mathemati-cal Geology, v. 29, n. 6, p. 849-
858
Geman, S., and Geman, D., 1984, Stochastic relaxation, Gibbs distributions. And the
Bayesian restoration of images: IEEE Trans Pattern Anal. Machine Intell. PAM1. V.6
no. 6, p.721-741
Goovaerts, P., 1977a, Kriging vs. stochastic simulation in soil contamination in Soares,
A., Gmez-Hernadez, J., and Froidevaux, R., eds. GeoENV I-Geostatistics for
environmental applications: Kluwer Acadaemic Publ. Dordrecht, p. 247-258
Goovaerts, P., 1997, Geostatistics for Natural Resources Evaluation. Oxford Univ.
Press, New York, 483 p.
Goovaerts, P., 1998, Accounting for estimation optimality oriteria in simulated
annealing: Mathematical Geology, Vol. 3, n
0.
5, p. 511-534
Gupta-Datta, A., Larry, W.L. and Pope, G.A., 1995, Characterizing hetero-geneuos
permeable media with spatial statistics and tracer data using se-quencial simulated
annealing: Mathematical Geology, v. 27, n. 6, p. 763-787
IBGE - Instituto Brasileiro de Geografia e Estatstica, Brazil, Censo 2000.
Isaaks, E. H., and Srivastava, R. M., 1989, Applied Geostatistics. Oxford University
Press, New Yprk, NY, 561 pp.
Journel, A. G., and Alabert, F., 1990, New method for reservoir mapping: Jour. of
Petroleum Technology, p. 212-218
Marryott, R., Dougherty, D. E., and Stollar, R. L., 1993, Optimal Ground-water
Management, 2. Applications of simulated annealing to a field-scale contamination site:
Water Resources Research, vol. 29, n
0.
4, p. 847-860.
Relatrio JAAKKO PYRY ENGENHARIA, Maio/98, Disposio final dos resduos
da usina de pelotizacao/sinterizaco estocados na rea industrial da ICOMI/Santana,
AP. Santana, Amap, Brazil, 66 p.
Zheng, C. and Wang, P. P., 1996, Parameter structure identification using tabu search
and simulated annealing: Adv. Water Res., v. 19, no. 4, p. 215-224
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02
Monitoring well
AS-7
Subsurface water/effluent
0.1 km
PORT OF SANTANA
SANTANA
N
Tank of combustive
Railroad
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2
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s
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3
Flow lines
Figure 02 : Industrial area of Santana, used for stacking of the ore, products and insumos (Jakko
Pyry, Report, 1998).
0 50 100 150
m
meters
10
0
-10
-20
-30
-40
SILTOSA, GRAY,SOFT CLAY ORGANIC
SILTE ARGILLACEOUS, BROWN COLORED
CLAY AVERAGE THICK
FINE SAND, COMPACT
GRAY CLAY CLEAR AND VARIEGADA
CONTAMINATION PLUME
FLOW LINE
STACK OF THE ORE
AMAZON RIVER
PRECIPITATION
PERCOLATING
TANKS OF COMBUSTIVE
Figure 03 : Industrial area of Santana. Generalized geologic cross section ( Jakko Pyry, Report,
1998).
Arsenic data ( % pollut.: 22 )
0
5
10
15
20
25
30
35
40
45
0 0.05 1 3 5 7 9 11 13 15 17
Concentration (ppm)
F
r
e
q
u
e
n
c
y
0%
20%
40%
60%
80%
100%
Manganese data ( % pollut.: 58 )
0
5
10
15
20
25
0 0.1 1 3 5 7 9 11 13 15 17 >
Concentration (ppm)
F
r
e
q
u
e
n
c
y
0%
20%
40%
60%
80%
100%
Iron data ( % pollut.: 34 )
0
5
10
15
20
25
30
35
0 0.3 1 3 5 7 9 11 13 15 17 >
Concentration (ppm)
F
r
e
q
u
e
n
c
y
0%
20%
40%
60%
80%
100%
Figure 04. Data locations, histograms and cumulative distribuitions of metal concentrations,
arsnic (top), manganese ( middle ) and iron ( bottom ). The proportions of data that exceed the
tolerable maxima is represented by the vertical dashed lines.
S
e
m
i
v
a
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o
g
r
a
m
S
e
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a
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r
a
m
S
e
m
i
v
a
r
i
o
g
r
a
m
Distance (km)
Distance (km)
Distance (km)
Arsenic
Manganese
Iron
Figure 05. Experimental omnidirectional semivariograms for Arsenic (top), Manganese
(middle) and Iron (bottom). The solid line represents the fitted model.
Figure 06. Conditional Annealing realizations of arsenic (top), manganese (middle) and Iron
(bottom) concentrations in ppm (left column). Experimental semivariograms (black lines) for
the five initial realizations and the model semivariogram (blue lines) are show on right column.
Figure 07. "E-type" estimate maps of arsenic (top), manganese (middle) and Iron (bottom)
concentrations in ppm (left column) derived from postprocessing 50 simulations and respective
histograms (right column).
0
0.5
1
1.5
2
2.5
3
3.5
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
Probability Cutoff
A
r
s
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i
c
C
o
n
t
a
m
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n
a
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d
A
r
e
a
(
K
m
2
)
0
0.5
1
1.5
2
2.5
3
3.5
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
Probability Cutoff
M
a
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C
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(
K
m
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)
0
0.5
1
1.5
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2.5
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3.5
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
Probability Cutoff
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C
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a
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i
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a
t
e
d
r
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a
(
K
m
2
)
Figure 08. Probability maps and total contaminated area of risk cutoff for arsenic (top),
manganese (middle) and Iron (bottom) concentrations of exceed tolerable maxima of 0.05, 0.1
and 0.3 ppm, respectively.