WATER RESOURCES RESEARCH, VOL. 44, W11413, doi:10.

1029/2008WR006993, 2008

Multiple-point geostatistics for modeling subsurface heterogeneity:

A comprehensive review
L. Y. Hu1,2 and T. Chugunova1,3
Received 12 March 2008; revised 17 July 2008; accepted 1 August 2008; published 12 November 2008.
[1] For more than half a century, geostatistics has been developed and has increasingly
been used for modeling subsurface heterogeneity. Traditionally, geostatistical simulations
are based on a random function model defined according to the specificities of the
geological formation under investigation. Unlike traditional geostatistics, multiple-point
(MP) geostatistics avoids the explicit definition of a random function but directly
infers the necessary multivariate distributions from training images. This confers on MP
geostatistics a potential applicability to any geological environment, provided that there is
a training image representative of the geological heterogeneity and that the essential
features of this training image can be characterized by statistics defined on a limited point
configuration. This paper presents a comprehensive review of MP geostatistics. If the
principle of MP geostatistics is straightforward and attractive, its industrial applicability
largely depends on the implementation methods. The use of a search tree for storing MP
statistics is a great step that made MP geostatistics actually applicable in industry. In the
meantime, other methods such as multiple grids and image postprocessing are
introduced and allow enhancing the reproduction of patterns observed in training images.
Because of the sequential procedure, MP simulations can easily honor local hard data.
There are methods available for constraining MP simulations to target global statistics
(facies proportions) and also for integrating spatial auxiliary constraints that can
tremendously improve the spatial features of MP simulations. Furthermore, both the
gradual deformation method and the probability perturbation method are compatible with
MP geostatistics and allow integrating hydrodynamic data into MP simulations. More
recent developments of MP geostatistics include sequentially simulating patterns instead
of points and using different geological scenarios (training images) for dynamic data
inversion.
Citation: Hu, L. Y., and T. Chugunova (2008), Multiple-point geostatistics for modeling subsurface heterogeneity: A comprehensive
review, Water Resour. Res., 44, W11413, doi:10.1029/2008WR006993.

1. Introduction tioned to these data. This approach is effective in practice

[2] Modeling subsurface heterogeneity is of crucial
importance for the exploitation of subsurface resources
and for the geological storage of nuclear wastes, CO2, etc.
For more than half a century, geostatistics has been devel-
oped for this purpose and widely used in practice. Tradi-
tional geostatistics is based on random function models such
as the lognormal random function, the truncated Gaussian
random function, the Boolean random set, etc. A random
function model is chosen according to its geometrical
affinity with the geological architecture under investigation.
The model parameters (e.g., facies proportion, object den-
sity, variogram, etc.) are inferred from available quantitative
data, and the model realizations are generated and condi-
1
Simulation of Flows and Transfers in Porous Media Department,
Reservoir Engineering Division, Institut Français du Petrole, Rueil-
Malmaison, France.
2
Now at ConocoPhillips, Houston, Texas, USA.
3
Now at Total, Pau, France.
Copyright 2008 by the American Geophysical Union.
0043-1397/08/2008WR006993
provided that the structure of the random function model
captures the subsurface geometrical features. These features
are crucial for characterizing, in particular, the fluid flow
dynamic behavior of the subsurface formation. Although
this approach has been successfully applied to many cases,
it is however not always possible to build a random function
model for representing some geological architectures
observed, for instance, in a meandering channel system.
[3] In the early nineties, multiple-point (MP) geostatistics
was proposed for modeling subsurface heterogeneity and
has been an active research topic in recent years. Unlike
traditional geostatistical simulations based on random func-
tion models, a MP geostatistical simulation does not require
the explicit definition of a random function. It directly
utilizes empirical multivariate distributions inferred from
training images. This approach appears flexible to data
conditioning and to representing some complex architec-
tures of geological facies and petrophysical properties.
[4] This paper presents a comprehensive review of MP
geostatistics by following the mainstream of its develop-
ment. The principle of MP geostatistics, introduced in the
early nineties is presented in section 2. This approach

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Figure 1. Example of conditioning data configuration.
became actually practicable when the search tree was
introduced for the storage of empirical MP statistics from
training images (section 3). Some methods for enhancing
the reproduction of patterns observed in training images are
discussed in section 4. Sections 5, 6 and 7 present methods
for conditioning MP simulations to global statistics, to
spatial trends and to fluid flow dynamic data, respectively.
We also discuss a more recent development of the MP
approach based on pattern classification (section 8).
2. Sequential Simulation With MP Statistics
[5] The idea of using multiple-point statistics from
training images in geostatistical simulation was proposed
by Guardiano and Srivastava [1993]. This was motivated
by extending the sequential indicator simulation method
that utilizes only two point statistics for modeling more
complex geological formations without building a complete,
explicit and necessarily non-Gaussian random function
model [Journel, 1993, 2005].
2.1. General Sequential Simulation
[6] In the framework of sequential simulation, we con-
sider the simulation of the random variable Z(x) conditioned
to variables: Z(x1), Z(x2),. . .,Z(xn) in the neighborhood of x.
This requires evaluating the conditional probability distri-
bution function
Fc ð zÞ ¼ P½Z ð xÞ < zjZ ðx1 Þ; Z ðx2 Þ; . . . ; Z ðxn Þ:
When (Z(x), Z(x1), Z(x2),. . .,Z(xn)) is a multi-Gaussian
vector (under Gaussian anamorphosis or normal score
transformation), the computation of the above conditional
distribution is straightforward and only requires to infer the
first and second moments of the random vector. However,
when the multi-Gaussian assumption is not suitable, the
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problem becomes much more difficult. There are, never-
theless, two possible approaches to this problem.
[7] The first approach consists in building a suitable
random function model based on the conceptual knowledge
about the spatial architecture and the genesis of the physical
property of interest. In some cases such as meandering
channel systems, it is not easy to build such a random
function model. Even if it is possible, we still face the
difficulties of model parameter inference and data condi-
tioning.
[8] The second approach consists in directly inferring
conditional probability (1) from a complete image that
represents the geometrical/geological features of the phys-
ical property of interest. Such an image is called training
image (TI). The difficulty of building a realistic random
function model is then substituted by that of building a
realistic TI. Nevertheless, a TI does not need to honor any
specific local data but depict the spatial geometric features
of the physical property of interest. The idea of MP geo-
statistics lies in the inference of the above conditional
distribution (1) from a representative TI. The procedure is
as follows.
[9] Consider that all data points are located on the
simulation grid. Otherwise, they are relocated to their
respective nearest grid points. From the point configuration
(x, x1, x2 ,. . .,xn), we define a point template (0, h1,
h2,. . .,hn) where h1 = x1  x,. . ., hn = xn  x (Figure 1).
Then, we scan the TI with the point template for identifying
all the replicates of data events {Z(x + h1) = z1, Z(x + h2) =
z2,. . .,Z(x + hn) = zn} in the TI. For each data replicate in the
TI, we identify the value of the TI at location x. The
ensemble of these values allows us to build an empirical
distribution of Z(x) conditioned to Z(x1), Z(x2),. . .,Z(xn).
From this empirical distribution, a value of Z(x) is drawn,
and then the simulation is moved to the next randomly
selected point of the simulation grid. This procedure is
repeated until all points are simulated.
2.2. MP Statistics From Training Images
[10] The idea of performing simulations using MP statis-
tics from a TI appears simple, consistent and attractive.
However, the implementation of this idea in practice gave
rise to a number of questions concerning the sources of TIs,
their credibility to represent a specific reservoir heteroge-
neity, the sensitivity of the model prediction to TIs, the
compatibility between a specific TI and a specific data set,
etc.
[11] A TI can come from conceptual drawing, outcrop
description, aerophotography, etc. These techniques pro-
duce in general 2-D TIs. How to perform 3-D MP simu-
lations with 2-D TIs remains an interesting research topic.
[12] It is also possible to directly build 3-D TIs by using
an object-based or process-based stochastic simulation
method. Koltermann and Gorelick [1996] give a general
ð1Þ review of these methods, and more recently, Lopez [2003]
presents a random-genetic approach for modeling meander-
ing channel systems. These methods mimic the geologic
patterns or processes, thus provide TIs that should be
representative of the spatial geometrical features of the
physical property of interest. However, a process-based
simulation cannot be directly used to represent the physical
property because of the difficulty of specific data
conditioning.
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Figure 2. Example of geometric template.
[13] Even with a geologically realistic TI, one can ask
whether there are enough replicates of each data event in the
TI, so that the corresponding empirical approximation of
distribution (1) is statistically meaningful. For instance,
when Z(x) is a continuous property, there are in general
few replicates or even no replicate of a data event in a TI.
This is why MP geostatistics was applied to categorical
properties or discretized continuous properties. Note that
for a property of k categories and an event of n data, there
are potentially kn data configurations. For example, with
three categories and 15 data events, we have kn = 315 =
14 348 907! This is a huge number for only three categories
and 15 data events. Although, fortunately, not all these
configurations are actual data event, getting enough repli-
cates for all data events requires huge or multiple TIs. There
is no guideline in the literature concerning the size or the
number of TIs to be used.
[14] Besides, to our knowledge, there are few discussions,
in the literature, on the sensitivity of the model prediction to
TIs and on the compatibility between a TI and a specific
data set. These issues are however important for the
application of MP geostatistics. Nevertheless, they are not
specific for MP geostatistics, but somehow also for random
function – based geostatistics.
3. MP Simulation With Search Tree
[15] The initial implementation of MP simulation requires
scanning the TI for simulating each point. This is compu-
tationally intensive, and constituted another major road-
block for MP geostatistics for many years.
[16] To avoid scanning the training image each time when
simulating a point, Strebelle [2000] introduced the search
tree for storing the multiple-point statistics extracted from
the training image. The use of the search tree and its
implementation in the computer code baptized SNESIM
reactivated the interest in MP geostatistics because its use in
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practice became possible because of a tremendous reduction
of computation time.
3.1. Building a Search Tree
[17] Consider a geometric template constituted of a
central point 0 and m surrounding points (h1, h2,. . .,hm).
(h1, h2,. . .,hm) is called data template (Figure 2). These
points are ordered according to their distance from the
central point. Point h1 is the closest point and point hm is
the farthest point. The size and the form of the template are
defined such that when its origin (central point) is located at
the simulation point, the template covers all conditional data
points to be used. In other words, for simulating point x, the
conditional data points used is always a subset of (x + h1,
x + h2,. . .,x + hm).
[18] Denote by tm the data template (h1, h2,. . .,hm), and by
tm0 the m0 first points of tm: (h1, h2,. . .,hm0) (m0 m). We
build a tree structure constituted of a linked set of nodes,
each of which corresponds to a specific data event. The
search tree is composed of m+1 levels from 0 to m. The
node at level 0 is called the root that corresponds to the case
without conditioning data. The nodes at level m0 (m0 =
1,2,. . .,m) correspond to data events associated with tm0.
Only nodes corresponding to data events for that at least one
replicate is found in the training image are present in the
search tree. At each node, the search tree splits into up to
k branches, k being the number of facies (categories). The
number of nodes at each level is necessarily smaller than the
number of points of the TI. The computation and the storage
of MP statistics from TI require scanning the TI only once.
At each location when scanning the TI, we update all nodes
whose data events are compatible with the TI in the template
at that location. When the scanning is completed, each node
of the tree contains the facies histogram (frequencies)
conditioned to the data event of this node. In particular at
the root node, the global facies histogram is stored.
Figure 3a shows an example of search tree corresponding
to a training image of two facies in Figure 3b scanned by a
template of five points in Figure 3c.
3.2. Simulation
[19] Alike the initial MP simulation algorithm, the sim-
ulation is performed sequentially point by point. But the
conditional histogram is retrieved from the search tree. For
that, we identify the level in the search tree that corresponds
to the level of the conditioning data event. Then, we
identify, at that level, all nodes consistent with the condi-
tioning data event. The ensemble of these replicates of the
data event is used to calculate the conditional histogram of
the point to be simulated.
[20] For this histogram being statistically meaningful, the
number of replicates of a data event must be large enough.
If the number of replicates is too small, then in practice, the
farthest conditioning datum is dropped and we move to the
lower level in order to get more replicates. This compro-
mises however the conditioning and consequently the
reproduction of long-range geometrical features. Other
methods are then proposed to improve the above MP
simulations in terms of pattern continuity.
[21] Obviously, the above simulation using a search tree
can be operational only with properties of limited number of
categories. A continuous property cannot be simulated in
this way unless it can be split into a limited number of
W11413 HU AND CHUGUNOVA: REVIEW OF MULTIPLE POI W11413

Figure 3. (a) Construction of a search tree for storing MP statistics from (b) a training image with two
facies (black and white) using (c) a five point template. At each node of the search tree, the box with
numbers represents a central point, and the boxes without numbers represent neighborhood points.
Shown in the lower left black corner is the number of replicates of black facies at the central point, and in
the upper right white corner is the number of replicates of white facies at the central point. These numbers
of replicates are conditional to the facies in neighborhood points.

categories without significantly changing the dynamic
behavior of the model.
4. Reproducing Pattern Continuity and
Connectivity
4.1. Reproducing Long-Range Patterns
[22] The definition of the template plays an important part
for MP simulations, because it contains the maximum
allowable conditioning data when simulating a point. In
theory, larger the template, better the reproduction of the
geometric features of the training image. But in practice, the
size of the template is limited by the CPU and RAM costs,
and also by the size of the TI. For a given TI, a too large
template results in few replicates of patterns of that template
size, and this leads to nonrepresentative statistics. However,
a small template size will not be able to capture long-range
patterns of the TI.
[23] The use of multiple grids allows reconciling the
small template size and the reproduction of long-range
patterns. The idea is to start the simulation on a coarse grid
and to finish it on a fine grid. The template geometry is
defined once for all grids, but rescaled to each grid. A
search tree is built for each grid (Figure 4).
[24] If we use p simulation grids, we simulate one point
every 2p1 points along each axis, for the first grid (the
coarsest). Then, for the second grid, the middle points
between the previously simulated ones are simulated. And
so on, until all points are simulated on the pth grid. A
sensitivity study on the number of multiple grids conducted
by Liu [2006] shows that the number of multiple grids
should be a compromise between the pattern range and the
TI size. The use of multiple grids is recommended, but a
very large number of multiple grids will not necessarily
improve the reproduction of long-range patterns because of
the limited TI size and the subsequently limited number of
data event replicates. Chugunova [2008] examined a simple
example with a TI composed of regular parallel bands
(Figure 5a). Although MP geostatistics is devoted to model
complex curvilinear geometric patterns, it should be able to
reproduce this simple and trivial geometric pattern. How-
ever, a MP simulation with a random path on a single grid
and with a circular template of 100 points cannot reproduce
this pattern (Figure 5b). The use of multiple grids does

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Figure 4. Example of successive simulation grids and associated templates.

improve tremendously the quality of the simulations
(Figures 5c and 5d), although they still present undesired
discontinuities.
[25] In case where the main direction of pattern continuity
can be clearly identified, the use of regular (instead of
random) simulation path can greatly improve the long-range
continuity of patterns observed in the TI, even if the
template size is limited. In the previous example, if we
follow a regular path along the parallel bands for sequen-
tially simulating points, then we can get a perfect reproduc-
tion of the parallel line pattern. Daly [2005] shows the
benefit of using a regular path to simulate a synthetic
meandering channel system.
[26] Other methods for enhancing the reproduction of
patterns from training images are proposed by Strebelle and
Remy [2005], and more recently by Stien et al. [2007] and
Suzuki and Strebelle [2007]. These methods are different
forms of postprocessing simulation images. The first
method consists in resimulating each point whose number
of conditioning points is reduced because of their incom-
patibility with patterns in the TI, whereas the two other
methods consist in resimulating some conditioning points
whose values are in conflict with patterns in the TI. These
empirical solutions do allow reducing anomalies of simu-
lated realizations.

Figure 5. Example of simulation with multiple grids: (a) training image, (b) simulation with one grid,
(c) simulation with three multiple grids, and (d) simulation with four multiple grids.
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Figure 6. Example of MP simulations of fracture networks: (a) training image, (b) MP simulation 1,
and (c) MP simulation 2.

4.2. Honoring Connectivity Functions
[27] In addition to the above qualitative criteria, it is
necessary to consider quantitative criteria when comparing
the training image and MP simulations. Because the fluid
flow in subsurface reservoirs is mainly controlled by the
connectivity of the permeable facies, it is then important to
compare the TI and the MP simulations in terms of
connectivity. There are different ways to define the connec-
tivity. We consider the definition by Allard [1994]. Two
points x and x0 are said connected (denoted by x $ x0) if
there exists a path linking x to x0 entirely contained in a
facies F. A path is a sequence of points x1, x2,. . .,xn where xi
are contiguous to xi+1 for 1 i n  1. We define the
connectivity function of facies F as the probability that two
point x and x0 of facies F are connected:
að x; x0 Þ ¼ P½x $ x0 jx; x0 2 F :
Alike the variogram, the connectivity function is also a
function of the distance between x and x0, and for a given
distance, it can be seen as the proportion of connected pairs
of points of that distance with respect to the total number of
pairs of points of the same distance included in facies F.
However, because the entire connected path between x and
x0 is involved, the statistical information contained in this
function is largely beyond the bivariate statistics of these
two points, and therefore this function cannot be character-
ized by the variogram.
[28] Figure 6a shows a TI representing a fracture network
and Figures 6b and 6c two MP simulations by Chugunova
[2008]. These simulations reproduce the global proportions
of the TI and their geometric texture looks also close to that
of the TI. Figure 7 compares the vertical connectivity
functions of the TI and ten MP simulations. The MP
simulations reproduce correctly the vertical connectivity
function. However, if the fractures are flow barriers while
the complementary facies is flow unit, the vertical connec-
tivity functions are significantly smaller than that of the TI,
and show large fluctuations between each other, particularly
for large distance (Figure 8). The fact that the connectivity
function of the fracture network and that of its complemen-
tary facies are different means it contains much more
information than the variogram, which is the same for the
fracture and its complement.
[29] Conditioning MP simulations to connectivity infor-
mation, such as two or more points are connected, remains
an interesting research direction. Renard [2007] proposed
an algorithm for conditioning a two-facies model to the
knowledge that two points are connected. The procedure
consists in randomly drawing a path connecting the two

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Figure 7. Vertical connectivity function of the fracture network (dotted line, training image; solid lines,
MP simulations).

points among the existing patterns in the TI. Then, this path
is used as conditioning data for subsequent simulation.
5. Conditioning to Global Statistics
[30] Training images used in MP simulations are often
built according to conceptual geological information. These
TIs can be a description of an analogous outcrop or result
from sedimentary process-based numerical modeling. They
depict the geometrical features (or patterns) of the reservoir,
but not necessarily respect the quantitative information such
as hard data, global facies proportions, local facies propor-
tions, etc. MP simulations can honor hard conditioning data
and tend to reproduce the global statistics of the TI.
However, in practice, one expects to constrain the MP
simulations to global statistics that often differ from that
of the TI. Two techniques in the literature address this issue:
the one, called Bayesian updating, uses the Bayesian
formalism and the other, called servo system correction,
imposes an attraction to the target global statistics.

Figure 8. Vertical connectivity function of the background facies (dotted line, training image; solid
lines, MP simulations).
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5.1. Bayesian Updating
[31] Consider a categorical random function Z(x) that
takes k possible values or states. Denote by A the event
{Z(x) = z} and by B a particular data event, say {Z(x1) = z1,
Z(x2) = z2,. . .,Z(xn) = zn}. From statistics stored in a search
tree, we could calculate probabilities P(A) and P(AjB).
Realizations using P(AjB) should reproduce P(A) and
P(AjB) up to statistical fluctuations depending on the size
of the TI. If the target global statistics P*(A) differs from
P(A), it is then necessary to modify (or update) the condi-
tional probability during sequential simulations of points.
Using the Bayes rule and considering P(B) = P(B, A) +
 we have
P(B, A),
Pð BjAÞPð AÞ
Pð AjBÞ ¼  Þ½1  Pð AÞ ;
Pð BjAÞPð AÞ þ Pð BjA
where A stands for the event {Z(x) 6¼ z}, hence P(A)
 =1
P(A). P(AjB) is thus a function of the marginal probability
P(A), the likelihoods P(BjA) and P(BjA).  The Bayesian
updating of the conditional probability P(AjB) consists in
replacing the marginal probability P(A) by the target
probability P*(A), while maintaining the likelihoods
P(BjA) and P(BjA).  This leads to a new conditional
probability:
P*ð AÞ½1  Pð AÞPð Aj BÞ
P*ð AjBÞ ¼ :
½ P*ð AÞ  Pð AÞPð Aj BÞ þ ½1  P*ð AÞPð AÞ
It is easy to verify that P*(AjB) satisfies all order relations:
0 P*ð AjBÞ 1
 Þ¼1
P*ð AjBÞ þ P*ðAjB
Given the probabilities P(A), P*(A) and P(AjB), the
simulation of Z(x) conditioned to {Z(x1), Z(x2),. . .,Z(xn)}
 numerical simulation on the first. We simultaneously scan
is performed according to P*(AjB) and P*(AjB) instead of
 both TIs using a template that covers x1, x2,. . .,xn, and we
P(AjB) and P(AjB). Examples by Liu [2006] show that when
P*(A) and P(A) are not very different, the above Bayesian
updating paradigm works well. Otherwise, the target
statistics cannot be correctly reproduced. This leads to the
servo system correction.
5.2. Servo System Correction
[32] The servo system correction attracts the running
simulated marginal probability toward the target probability
at each moment of the sequential simulation process. Let
Pc(A) be the probability of event A calculated using the
existing (informed and simulated) points before simulating
point x. For simulating point x, instead of using the
conditional probability P(AjB) (eventually updated using
the above Bayesian formula), we further introduce a cor-
rection toward the target probability P*(A) by using
l into a few classes. This may attenuate the above problem,
P# ð AjBÞ ¼ Pð AjBÞ þ ½ P*ð AÞ  Pc ð AÞ l 2 ð0; 1Þ:
1l
The degree of correction increases with the value of l.
[33] Note that P#(AjB) may not necessarily verify the
order relations. Alike the sequential indicator simulation, a
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correction of order relations is applied to P# (AjB) before
simulation.
[34] Liu [2006] shows that increasing the value of l can
make the global statistics of a simulation closer to the target
statistics, but at the cost of loosing geometrical features of
the TI. This is because the marginal probability and the MP
statistics are not decoupled. It is recommended that the
target statistics should not be too different from that of the
TI. This requires building training images representative
both in terms of geometric features and global statistics.
6. Conditioning to Spatial Trends
[35] A MP simulation is performed sequentially point by
point in the simulation grid. Consider the simulation of the
variable Z at point x. Suppose that some of the neighbor-
hood points are already simulated and denote the ensemble
of simulated events by {Z(x1) = z1, Z(x2) = z2,. . .,Z(xn) = zn}.
[36] In addition, at each simulation point x, we have an
auxiliary information (a spatial trend) derived, for instance,
from seismic attributes. We denote this auxiliary variable as
S(x) = s, s 2 <.
[37] The simulation of Z(x), called principal variable
hereafter, conditioned to {Z(x1) = z1, Z(x2) = z2,. . .,Z(xn) =
zn} and {S(x) = s} requires the evaluation of the following
conditional probability distribution:
P½Z ð xÞ ¼ zjZ ðx1 Þ ¼ z1 ; Z ðx2 Þ ¼ z2 ; :::; Z ðxn Þ ¼ zn ; S ð xÞ ¼ s: ð2Þ
For simplicity, this probability will also be written P(AjB, C)
where A, B and C stand for events {Z(x) = z}, {Z(x1) = z1,
Z(x2) = z2 ,. . .,Z(xn) = zn} and {S(x) = s} respectively. We
discuss three types of methods for approximating the above
conditional probability.
6.1. Using Vector Training Images
[38] The first method consists in using, in addition to a TI
of the principal variable, a TI of the auxiliary variable
[Strebelle, 2000]. The latter is obtained, for instance, by
identify all patterns in the principal TI that satisfy the
following both conditions: (1) {Z(x 1 ) = z 1 , Z(x 2 ) =
z2,. . .,Z(xn) = zn}, namely, the values of the principal TI at
the already simulated neighborhood points x1, x2,. . .,xn are
z1, z2,. . ., zn respectively, and (2) {S(x) = s}, namely, the
value of the corresponding auxiliary TI at the simulation
point x equals s. From this ensemble of patterns of the
principal TI, we compute an empirical approximation to the
conditional probability distribution (2). This direct and
consistent method is, however, not practical, because of
the often continuous character of the auxiliary variable.
Indeed, there is generally very small probability to find
a pattern, in both TIs, which coincides at the same time
with the given pattern of the given point neighborhood
and with the given value of the auxiliary variable. A
solution to this problem is to classify the auxiliary variable
but the reproduction of auxiliary characteristics is not
continuous. In addition, the classification is in general
somehow arbitrary.
[39] Instead of classifying the auxiliary data into a limited
number of classes, an alternative procedure proposed by
W11413 HU AND CHUGUNOVA: REVIEW OF MULTIPLE POI
Chugunova and Hu [2008] consists in storing, in each node
of the search tree, all corresponding auxiliary data. These
data define the range of variability of the auxiliary variable
knowing the pattern defined at this node of the search tree.
The conditional probability (2) is then empirically evaluated
using nodes of the search tree that are compatible with the
principal conditioning event B and that the auxiliary datum
is in the range of the auxiliary variable. The procedure can
be easily implemented in the existing MP simulation codes
using the search tree. Examples by Chugunova and Hu
[2008] show good performance of this procedure. This is
due to the fact that the procedure implicitly accounts for the
support of the auxiliary data, which is in general much
larger than that of the principal variable.
6.2. Using the t Model
[40] When there are no relevant TIs for both principal and
auxiliary variables, an analytical approximation of the
probability (2) using the t model [Journel, 2002] can be
considered. The t model expresses the relation between the
marginal probability of A, the two probabilities of A
separately conditioned to B or C and the probability of A
jointly conditioned to B and C as follows:
x
c t
¼ ;
b a
ð AÞ 1Pð AjBÞ 1Pð AjC Þ 1Pð AjB;C Þ
where a = 1P Pð AÞ , b = Pð AjBÞ , c = Pð AjC Þ and x = Pð AjB;C Þ .
The ratio a can be seen as a distance to event A occurring.
Likewise, b, c and x can be seen as distances to the
occurring of conditional events {AjB}, {AjC} and {AjB, C}
respectively.
[41] This relation depends on a parameter t that measures
the degree of redundancy between events B and C with
respect to event A [Krishnan et al., 2005]. The quantifica-
tion of this redundancy is very difficult in practice, which
makes the inference of t delicate. Moreover, this needs to
be performed for each simulation point. For those reasons,
the value of t is often set to 1 in the current practice of the
t model. The t model with t = 1 means the affinity between
the distance ratios c/a (before knowing event B) and the
distance ratio x/b (after knowing event B). The degree of
approximation of this choice is not easily appraisable and
depends on each particular case.
[42] In particular, when the auxiliary event C does not
provide any information about the principal event A, namely
P(AjC) = P(A), the t model, whatever the value of t, leads
to P(AjB, C) = P(AjB). However, because event C generally
affects event B (principal conditioning data event), namely
P(BjC) 6¼ P(B), we do not have P(AjB, C) = P(AjB), even if
P(AjC) = P(A). In such a situation, the t model cannot be
applied. Chugunova and Hu [2008] show an example
with local pattern orientation constraint where the use of
the t model does not affect the MP simulation whatever the
value of t. Nevertheless, except for the above case and when
there are no relevant TIs for both principal and auxiliary
variables, the t model with an empirical t value remains a
practical solution for nonstationary MP simulations.
[43] The t model can be easily extended to the case of
multiple auxiliary data events (C1, C2,. . .,Cl) [Krishnan et
al., 2005] where l parameterst i, i = 1,2,. . .,l are introduced.
t i indicates how the discrimination power of Ci with respect
to event A and its complement A  is changed by (B, C1,
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C2,. . .,Ci1). The inference of all these parameters is not
easy in practice. Instead of these l  1 individual measures
of data redundancies, it is more convenient to introduce a
global measure of redundancy of the joint data event (B, C1,
C2,. . .,Cl). This leads to the n expression of the t model
[Polyakova and Journel, 2007]. Using this data sequence-
independent measure of global data redundancy makes its
inference much easier than that of t i, i = 1,2,. . .,l that are
data sequence-dependent.
6.3. Using Regional Training Images
[44] Strebelle and Zhang [2005] present another way of
constraining MP simulations to orientation and size of
geological features that are different from the TIs. They
propose to rotate and rescale the data template with respect
to the TI. This is equivalent to rotate and rescale the TI with
respect to the orientation and size constraints.
[45] In the case where the reservoir field can be divided
into regions with different orientations and sizes of geolog-
ical features, it is possible to rotate and rescale the data
template (or the TI) for each region. The simulation can be
performed globally or region by region, but a point in each
region is simulated with the corresponding rotated and
rescaled data template or TI. To avoid sharp discontinuity
between regions, the conditioning data events can be from
contiguous regions. Nevertheless, like the example of sim-
ulating a deltaic fan system [Wu et al., 2008], we can still
observe channel sand discontinuities around region frontiers.
[46] This method is further extended to the case where the
different regions of the reservoir have completely different
geological architectures. The rotation and rescaling of the
data template can no longer be applied to this case, but the
method using different TIs for different regions remains
operational.
[47] In general, if the reservoir field is actually composed
of geologically independent regions, the MP simulation can
be performed independently in each region and the final
field simulation is a patchwork of these independent
regional simulations. However, if the partition into regions
is artificial, then the geological continuity between regions
cannot be systematically honored, even if the conditioning
data events can overlap contiguous regions. A solution to
this problem might be using a regular simulation path along
the main orientation of geological features.
7. Conditioning to Fluid Flow Dynamic Data
[48] The above methods for integrating auxiliary data
cannot be extended to the integration of fluid flow dynamic
data (e.g., well test pressure data and production history
data). These data are related to the reservoir model param-
eters through a system of nonlinear flow equations. In
general, these data do not reflect the principal variable at
a local scale, but at a regional or even global field scale.
They can be integrated into the subsurface model using an
inverse approach. An inverse approach consists in minimiz-
ing an objective function, which quantifies the difference
between the data measured in the reservoir and the
corresponding answers numerically simulated for the real-
izations representing the reservoir. The goal is to identify
the realizations that reduce the objective function to a low
enough level, i.e., the most coherent realizations in com-
parison with the data. This is achieved by iteratively
W11413 HU AND CHUGUNOVA: REVIEW OF MULTIPLE POI
modifying a set of initial realizations. By using the rejection
method, for instance, the modification from one realization
to another is discontinuous. This makes the rejection method
generally inefficient for our inverse problem because of
the intensive computation of fluid flow simulations and the
huge number of iterations required. On the contrary, the
gradual deformation method [Hu, 2000] and the probability
perturbation method [Caers, 2003] enable us to progres-
sively modify a realization by changing a small number of
parameters while respecting its spatial continuity/variability.
These methods have been successfully applied to history
matching of petroleum reservoir models. In the following,
we review their applicability to conditioning MP simula-
tions to dynamic data.
7.1. Gradual Deformation Method
[49] The main idea of the gradual deformation method is
as follows. Any stochastic simulation can be regarded as a
deterministic operation that transforms a series of indepen-
dent uniform numbers into a series of numbers organized
according to the stochastic model. These mutually indepen-
dent uniform numbers can be transformed into mutually
independent Gaussian numbers (Gaussian white noise).
Consequently, a realization of any stochastic model always
corresponds to a realization of a set of independent Gauss-
ian numbers. The gradual deformation method consists in
linearly combining two independent realizations of the
Gaussian white noise; the combination coefficients are
chosen so as to improve the calibration of the corresponding
realization of the stochastic model to dynamic data. This
procedure is iterated until obtaining a satisfactory calibration.
[50] The current practice of MP simulation uses the
sequential algorithm that generates the random vector Z =
(Z(x1), Z(x2),. . .,Z(xN)) point by point following a prede-
fined order. At each point, we compute the probability
distribution function Fc (zi) of the simulated variable con-
ditioned to the previous simulated points and eventually to
some auxiliary data, then we draw a value of this condi-
tional distribution zi = F1
c (ui) where ui is a uniform random
number. Therefore, a realization of the vector Z corresponds
to a realization of the vector U whose elements U(x1),
U(x2),. . .,U(xN) are mutually independent and uniformly
distributed between 0 and 1 [Hu et al., 2001]. From this
point of view, the sequential MP simulation can be regarded
as an operation S that transforms an unstructured uniform
vector U into the structured vector Z of interest:
Z ¼ S ðU Þ:
[51] This suggests that the problem of constraining the
vector Z to different kinds of data can be solved by
constraining the distribution functions Fc(zi) or/and by
constraining the uniform vector U. The gradual deformation
method applied to the MP simulation consists in minimizing
an objective function by iteratively modifying realizations
of this uniform white noise.
7.2. Probability Perturbation Method
[52] Instead of modifying the random numbers used for
sampling the probability distributions, the probability
perturbation method (PPM) consists in changing the
probability distribution Fc(zi) by integrating the dynamic
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data event D. Consider an initial realization z0(x) of a binary
random variable Z(x) generated by a sequential simulation
algorithm. Z(x) can take value 0 or 1. Denoting by A the
event {Z(x) = 1}, we use the following heuristic expression
for the probability of event A conditioned to event D:
Pð Aj DÞ ¼ ð1  rÞz0 ð xÞ þ rPð AÞ ð3Þ
with a parameter r between 0 and 1.
[53] In addition, let B the principal data event including
the hard data and the already simulated data of Z. Using the
t model, we can approximate P(AjB, D), i.e., the probability
of A jointly conditioned to B and D, as a function of P(A),
P(AjB) and P(AjD).
[54] Knowing P(AjB, D), one can generate a new reali-
zation z1(x) of Z(x). This realization depends on the param-
eter r. It can be shown that, when r = 0, z1(x) identifies the
initial realization z0(x), and when r = 1, z1(x) is independent
from z0(x). Therefore, by fixing the random seed and by
changing r from 0 and 1, the PPM also enables us to
progressively modify a realization. The parameter r can be
optimized in the same manner as the gradual deformation
method, and this optimization procedure can be iterated until
a satisfactory realization is obtained. Besides, Johansen et al.
[2007] proposed a method for accounting for qualitative
gradient information when applying the PPM.
[55] The above PPM can be easily extended to the
multiple facies case and also to local updating of a realiza-
tion. However, because the t model approximation is
involved, a relevant inference of the t parameter is required.
[56] Besides, Hu [2008] introduced a continuous form
of (3):
PðZ ð xÞ < zj DÞ ¼ ð1  rÞ1z0 ðxÞ<z þ rF ð zÞ ð4Þ
where F stands for the cumulative distribution function of
Z(x). In particular, when Z is a white noise, the equation
(4) can be used to interpolate two independent realizations
of the white noise without the t model approximation.
Therefore, this interpolation constitutes an alternative to the
gradual deformation method for perturbing any stochastic
simulation, including the sequential MP simulation.
8. Pattern-Based MP Simulations
[57] Instead of generating a realization point by point, the
idea of pattern simulation consists in generating the reali-
zation pattern by pattern. Alike the simulation of a point, the
simulation of a pattern is conditioned to the data event in the
neighborhood of the pattern location. Pattern simulations
can also be considered as a kind of object-based simula-
tions. For instance, for a specific data event, one can scan a
TI using a template to identify all patterns on the template
support, and then draw randomly one of them, and patch it
onto the simulation field. Two methods of pattern-based MP
simulation are proposed in the literature. The first method
baptized SIMPAT, proposed by Arpat and Caers [2005],
focuses on simulating categorical variables, while the
second method baptized FILTERSIM, proposed by Zhang
et al. [2005], can deal with both categorical and contin-
uous variables. Both methods proceed on two major
steps: pattern classification and pattern simulation.
W11413 HU AND CHUGUNOVA: REVIEW OF MULTIPLE POI
Figure 9. Example scheme of classification of local
patterns with two scores S1 and S2.
8.1. Pattern Classification
[58] The pattern classification consists in classifying
patterns of a TI into a certain number of classes. In the
case of a categorical variable, we scan the TI using a
template to obtain all existing patterns of the template
support that occur over the TI. Identical patterns are
grouped together and constitute a pattern class. The
frequency of each pattern class can be calculated.
[59] In the case of a categorical variable with a large TI,
each local pattern may have multiple replicates. However,
there are in general few replicates of a particular local
pattern in the case of a continuous variable even if with a
large TI. This limited number of replicates does not allow
obtaining representative MP statistics.
[60] One solution to this problem is to classify the
continuous variable into a certain number of categories, so
that the above method of evaluating MP statistics can be
applied. Another solution, inspired from puzzle reconstruc-
tion, consists in gathering similar (instead of identical) local
patterns of the TI into a same class. The sequential simu-
lation proceeds by associating each conditioning MP data
event with a pattern class and then patching a pattern
sampled from this class onto the simulation grid.
[61] A convenient way for classifying similar patterns is
to use a set of filter functions that allow transforming a TI into
a set of score images. Each score image, corresponding to a
filter, depicts a specific geometric feature of the local patterns
in the TI. Typical filters include average filter, gradient filter
and curvature filter. For instance, we have the following:
average filter in x axis
j xj
f1 ð x; y; zÞ ¼ 1 
a revisited in the sequential simulation. A larger inner part
gradient filter in x axis
x outer part (or fuzzy shell) of the patched pattern will be
f2 ð x; y; zÞ ¼
a revisited, hence resimulated.
curvature filter in x axis
2j xj
f3 ð x; y; zÞ ¼  1;
a (1) hard original data, (2) frozen previously simulated
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where a stands for the filter range (half of the filter size).
Similar filters can be defined in y and z axes or in any other
direction. For each filter fi, we build the score image by
performing the convolution product of the training image TI
and the filter:
Si ¼ fi *TI:
The score image using an average filter highlights the local
pattern’s central location along the filter axis. The score
image using a gradient filter provides edge detection and
highlights object boundary contrast. The score image using
a curvature filter provides information about gradient
change. Each filter is defined for a specific direction. For
capturing geometric features along a specific direction,
filters need to be rotated accordingly.
[62] If n filters are used, the score space is n dimensional.
Each local pattern of the TI corresponds to a point of the n
dimensional score space. The classification of local patterns
consists in discretizing the score space into a certain number
of zones, each of which corresponds to a pattern class
(Figure 9). How to classify local patterns is an important
issue and remains an ongoing research topic.
[63] For all patterns of each pattern class, we compute
their mean value at each point. The ensemble of these mean
values constitutes the pattern prototype of this pattern class.
The pattern prototype is used for identifying the pattern
class during pattern simulation.
8.2. Pattern Simulation
[64] The simulation is also based on the sequential
paradigm. A nonsimulated point is randomly chosen, and
the conditioning data event in its neighborhood is identified.
[65] In the case of SIMPAT, we identify the pattern in the
pattern database that is most compatible to the data event
and we patch the pattern found to the simulation field by
locating its center at the simulation point. This is iterated
until all points are simulated.
[66] Note that during simulation, it may possible to find
more than one pattern compatible with the data event. In
that case, one of these patterns is randomly drawn (eventu-
ally accounting for their frequencies) and patched to the
simulation field. If this does not happen frequently with
respect to the ensemble of nodes, then for a fixed path of
visiting nodes, the above algorithm leads to almost a unique
realization. Further investigation is necessary to evaluate
whether different paths leads to an ensemble of similar or
different realizations.
[67] In the case of FILTERSIM, the pattern prototype
mostly compatible with the data event is determined. We
randomly sample a pattern among those in the pattern class
corresponding to this prototype. We patch the sampled
pattern at the current simulation point but retaining hard
data and previously frozen simulated points. The inner part
(or hard core) of the patched pattern is frozen and is not
makes simulation faster, but may cause discontinuity. The
[68] When comparing a pattern prototype and a data
event, we distinguish three types of data in the data event:
points, and (3) nonfrozen previously simulated points from
W11413 HU AND CHUGUNOVA: REVIEW OF MULTIPLE POI
pattern patches. The compatibility between a data event
(DEV) and a pattern prototype (PROT) can be measured by
the following criterion:
P
nk
jvDEV ðik Þ  vPROT ðik Þj
X
3
ik ¼1
d ð DEV ; PROT Þ ¼ wðk Þ
k¼1
nk
where n DEV stands for data values, n PROT for pattern
prototype values, k for data types, ik for locations of data of
type k, nk for the number of data of type k and w (k) for the
weight given to data type k with w(1)  w(2)  w(3).
[69] Note that it may happen that the distance between the
data event and the closest pattern prototype is still not
negligible or the randomly sampled pattern in this class is
not enough compatible with the data event. This may lead to
discontinuity in conditional simulations.
[70] Another issue concerns the choice of the closest
prototype. When there is a small number of conditioning
data, particularly at the beginning of the sequential simula-
tion, it may happen there are several prototypes compatible
with the data event. Instead of selecting the prototype
closest to the data event, one may also randomly select a
prototype among the several closest ones on the basis of
their frequencies.
[71] If we freeze only the central point of the sampled
pattern, the above approach using pattern classification is
almost equivalent to that using search tree. Their difference
lies in that the conditioning is exact when using search tree
but approximate when using pattern classification. It is this
approximation (relaxation of data conditioning) that makes
the pattern classification approach more flexible and appli-
cable to continuous variables.
8.3. Implementation Issues
[72] Most algorithms implemented in SNESIM can be
adapted to FILTERSIM. For instance, the servo system
correction in SNESIM can also be applied to FILTERSIM.
During the sequential simulation process using FILTERSIM
algorithm, a pattern prototype is chosen for its proximity to
the conditioning data. The next step is to draw a local
pattern in the class of this prototype. Instead of randomly
drawing a pattern in this class, we can select one that attracts
the currently simulated statistics to the target global statis-
tics. However, this method is inefficient in the case of fine
classification where local patterns in a pattern class are very
similar. Another solution needs to be found.
[73] The use of the t model for secondary data integration
can also be adapted for FILTERSIM. The procedure is as
follows. First, a pattern prototype is chosen according to
hard conditioning data. For each point of this prototype, we
have the conditional distribution of the variable Z given the
hard data event B: P(Z < zjB). Second, given the soft data
probability map P(Z < zjC), we calculate, for each point of
the prototype, the joint conditional probability P(Z < zjB, C)
as a function of P(Z < z), P(Z < zjB) and P(Z < zjC) using
the t model. From P(Z < zjB, C), we can generate an
updated prototype. Third, among all prototypes, we identify
the one closest to the updated prototype. In the class
corresponding to that prototype, we draw a pattern and
patch it in the simulation grid.
W11413
[74] Other algorithms like multiple grid simulation, sim-
ulation of different regions and the use of vector training
images can be easily extended to FILTERSIM [Zhang et al.,
2005; Wu et al., 2007]. However, the deformation or
perturbation of a pattern-based simulation involves the
change of local patterns instead of points. This introduces
; more discontinuity in the objective function and therefore
makes the gradient-based inverse methods more difficultly
applicable. These issues constitute a further research
direction.
9. Conclusions
[75] Far beyond two-point statistics, traditional geostatis-
tics is based on the definition of a complete multivariate
random function model. Two-point statistics, namely the
variogram, is an important structural parameter, but does not
contain all the structural information of the random function
model. For instance, the variogram is not sufficient to
characterize a truncated multi-Gaussian model or an object-
based model.
[76] On the contrary, multiple-point geostatistics avoids
an explicit definition of a random function, but directly infer
the necessary multivariate distributions from training
images. These empirical multivariate distributions contain
much more structural information than the variogram, but
they are necessarily limited with respect to the whole
simulation field. This is why a MP simulation is not
necessarily able to reproduce the geometrical features of a
truncated multi-Gaussian simulation or an object-based
simulation.
[77] Unlike what is often stated in the literature, the very
difference of MP geostatistics from traditional geostatistics
does not lie in the extension from two-point statistics to
multiple-point statistics, but lies in that the MP simulation is
based on the multivariate statistics directly inferred from
training images instead of an explicit random function
model. The fact of avoiding the definition of a particular
random function model confers on MP geostatistics a
potential applicability to any geological environment, pro-
vided that there is a training image representative of the
geological heterogeneity and that the essential features of
this training image can be characterized by statistics defined
on a limited point configuration (template). Issues related to
the construction of TIs, the credibility of a TI to represent a
specific reservoir heterogeneity, the sensitivity of the model
prediction to TIs, the compatibility between a specific TI
and a specific data set remain important research topics.
[78] If the principle of MP geostatistics is straightforward
and attractive, its industrial applicability largely depends on
the implementation methods. The use of the search tree for
the storage of MP statistics is a great step that made MP
geostatistics actually applicable in industry. Note that the
search tree is a data structure that is not related to the
stationarity or the nonstationarity. Each node of the tree
corresponds to a specific data event and its corresponding
conditional distribution of the principal and auxiliary vari-
ables. When the training image presents spatial trends in
terms of orientation and object size for instance, the number
of replicates of a data event may be small, and its
corresponding conditional distributions is then not statisti-
cally representative. It is necessary to generate multiple TIs,
for instance, by process-based simulation. The stationarity is
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W11413 HU AND CHUGUNOVA: REVIEW OF MULTIPLE POI
a statistical assumption when there are not enough replicates
of a data event. When multiple TIs can be obtained, for
instance from process-based simulations, MP geostatistics is
consistent and operational without the stationary assumption.
[79] With the implementation of search tree, other
methods like multiple grids, image postprocessing, etc. are
introduced in MP geostatistics. They do allow improving
the reproduction of patterns observed in TIs. Besides, in
case where the main direction of pattern continuity can be
clearly identified, the use of regular (instead of random)
simulation path can also greatly improve the long-range
continuity of patterns observed in the TI, even if the
template size is limited. Nevertheless, building reservoir
field-scale simulations in three dimensions and with multiple
facies is still computationally intensive and requires further
improvement in terms of implementation methods. Also,
highly curvilinear patterns are still difficult to be simulated
by MP geostatistics.
[80] Because of the sequential procedure, MP simulations
can easily handle local hard data conditioning. Besides, the
MP simulations tend to reproduce the global statistics
(facies proportions) of the TI. When the target global
statistics are different from that of the TI, the Bayesian
updating or the servo system correction can be used to
attract the MP simulations to the target statistics. These
methods are effective only when the target statistics are not
very different from that of the TI. This requires building
training images representative both in terms of geometric
features and global statistics.
[81] There are also several methods available for inte-
grating spatial auxiliary constraints that can tremendously
improve the spatial continuity of MP simulations. Further-
more, both the gradual deformation method and the prob-
ability perturbation method are compatible with the MP
geostatistics and allow integrating hydrodynamic data into
MP simulations. The recent research on integrating dynamic
data into MP simulations accounts for multiple geological
scenarios represented by different training images [Suzuki
and Caers, 2006].
[82] Pattern simulations are further extensions of the MP
geostatistics. In particular, this method allows dealing with
continuous petrophysical properties. In comparison to point
wise simulation, pattern simulations improve the simulation
efficiency and the reproduction of patterns of the training
images. Similarly to the object-based simulation, the effi-
ciency in reproducing the spatial continuity might compro-
mise that of data conditioning. The linear filters used so far
perform weighted moving average for pattern classification.
Other filters directly related to dynamic properties, like local
fluid flow simulation, should be more appropriate for
pattern classification.
[83] Acknowledgments. Lin Hu would like to thank Andre Journel,
Jef Caers, Philippe Renard, and the SCRF students for interesting
exchanges during his 3 month visiting research and teaching in 2006 at
the Department of Energy Resources Engineering of Stanford University.
The authors are grateful to Christian Lantuéjoul of Ecole des Mines de Paris
and to Sébastien Strebelle of Chevron for helpful discussions on some
issues presented in this paper. We also appreciate the thoughtful comments
by Jean-Paul Chilès and two anonymous reviewers.
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