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Multipoint Methods for Improved Reservoir Models

A research project in cooperation with Norwegian University of Science and Technology (NTNU) and
Stanford University

The project is sponsored by the The Research C ouncil of Norway (NFR), ENI, and StatoilHydro.

The aim of this project is to develop new and improved methods for modelling geological facies by
combining the efficiency of multipoint methods with the robustness and consistency of Markov random field methods.
Develop software tools and test new methods on real cases and data.

Sub goals:

Investigate advantages and limitations of the existing pixel based methods for modelling geological facies
including multipoint methods (e.g. SNESIM) and Markov random field methods.
Establish objective criteria to compare different methods beyond visual inspection. C onnectivity and the
prediction of fluid flow will be considered for this purpose.
Get a deeper understanding of how multipoint methods work.
Reduce artefacts in multipoint methods.
Develop better ways of calibrating the methods to training images or other data.
Develop practical methods for generating training images that appeal to a geologist.
Investigate differences and similarities between multipoint methods and Markov random fields.
Develop efficient software for pixel based facies models.
Focus on efficient use of seismic data including time-lapse data (4D).

The project started in 2006 and is planned to finish late 2008.

Multipoint methods

Multipoint methods are a set of pixel based simulation techniques. The term multipoint is used to stress that higher
order statistics are used to capture the patterns seen in nature. This is in contrast to the variogram based techniques
such as truncated Gaussian random fields and indicator kriging. In this sense, all methods we are investigating in this
project are multipoint methods - including the Markov random field and Markov mesh models.

Simulating a discrete pixel based random field can be looked upon as a two step approach:

Estimation:
In the estimation step statistics from a training image (TI) is extracted. E.g. SNESIM stores the frequency of
occurrence of all patterns in the TI within a predefined template. For Markov random fields a probability
distribution is adapted to the TI using maximum likelihood estimation (MLE) or approximations to MLE.
Simulation:
Based on the estimates, a simulation algorithm will generate a sample that has the statistical properties of the
TI. Furthermore, we want the simulated sample to be conditioned on data of different support.

The quality of the result depends on how well the relevant statistical properties of the TI are represented by the
estimate and how the simulation algorithm perform. Presently, none of the considered approaches are perfect. They
have different strengths and weaknesses.

Markov random fields

Markov random fields (MRF) are a class of probability distributions on a grid. The neighbourhood is the key concept
for the Markov property: By definition the probability distribution for a particular grid cell value does only depend on
the cell values within the neighbourhood of the grid cell. Assume for instance that we choose a 10 by 10
neighbourhood. For a binary problem (two facies types) there are 21 0 x 1 0 possibilities that we need to assign
probabilities to. That is approximately 103 0 possibilities! C onsistency and assuming some symmetries will reduce this
significantly but we are still left with a very rich model.

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The probability model is often (without loss of generality) formulated in terms of potential functions of the grid values
within a so called clique. The size of the maximal clique is
approximately half the size of the neighbourhood in any direction. For a
10 by 10 neighbourhood the maximal clique is 6 by 6. This still leaves
us with 101 0 possible arguments for the potential functions.

Manually selecting a few potential functions is difficult since they have

an unclear relation to the final simulation. Automated selection from a
large set of possible potential functions is also problematic since it will
rely on efficient estimation procedures. Maximum likelihood estimation
is to tedious and pseudo-likelihood methods seems to fail.

Simulation of MRFs is done by Markov chain Monte C arlo using a Metropolis Hastings algorithm. These are iterative
algorithms that in theory converge to the exact probability distribution. However, they might need many iterations for
convergence so they are often to slow in practical applications. C onditioning on data is usually quite simple in these
algorithms.

Here is a sample demonstrating that we are presently unable

to replicate the patterns in the training image (left). The
figure to the right is the result after 9050 iterations using
potential functions including 3 point interactions.

Current work on Markov random fields are:

Define and try maximum pseudo-block-likelihood

estimation. Maximum likelihood estimation is the
reference.
Multi grid MRFs.
Metropolis Hastings block proposals for conditional simulation.

Markov mesh models

Markov mesh models use an unsymmetrical neighbourhood.

That makes both estimation and simulation a lot easier and
faster. In particular simulation can be done sequentially and
there is no need for iterations. The unsymmetrical
neighbourhood introduces some skewness into the results but
this can be counteracted by using two neighbourhoods - one for
each direction.

The estimation part can be done successfully with MLE on a

potentially large neighbourhood with higher order interactions.
The simulation algorithm goes sequentially along the grid, line
by line. The probabilities will only depend on the previously
simulated values in the neighbourhood. The simulation is very
fast.

Here is an example with 3 facies

types. The figures show the
training image (left), a sample
obtained using a Markov mesh
model (middle), and a sample
made by SNESIM (right). The
simulated samples have a lot in
common with the training image
but they are generally more
rugged.

The biggest challenge for the

Markov mesh model is conditional
simulation. Since the simulation algorithm only looks behind on previously simulated locations, data coming up in
front are not accounted for properly.

Current work on Markov mesh models are:

C onditioning to well data using kriging, extensions of existing method.

C onditioning to well data using Markov random field iterations, global or local
Test on 3D training image. C ase study based on North Sea data.
C ondition to seismic data.

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Local update. The current MMM implementation supports re-simulation of subparts of the grid. This mechanism
can be used to re-simulate areas close to a newly introduced well. Semi-automatic ways of removing
previously simulated parts of the grid must be implemented.
Using Vines to construct the model directly from the TI.

SNESIM

Single Normal Equation Simulation (SNESIM) is the most well known and widely used multipoint simulation technique.
A free version is available in S-GeMS. SNESIM is based on a simple idea:

C ount all pattern frequencies found in the training image.

Draw a random path through all grid cells in the simulation grid. Follow the random path sequentially and at
each cell:
Draw the current cell value according to the pattern frequencies found in the training image that match
previously simulated cells.
Store the drawn cell value and proceed to the next cell in the random path.

Note that the previously simulated cells may only cover very few cells so just small fragments of the training image
are considered initially. Also note that the training image has limited size so it is common to ignore cells at distances
beyond a predefined template.

C ontrary to the two Markov approaches, the estimation step boils down to counting pattern frequencies. No
probabilistic model is fitted to the training image. This purely empirical approach is commonly used in statistics when
there is abundance of uncorrupted data. This simplifies the estimation step tremendously but makes the approach
vulnerable to small training images.

The biggest challenge in the SNESIM approach is the simulation step. It looks simple and straight forward but there is
a fundamental problem that needs to be dealt with: As the sequential simulation proceed along the random path, we
look up the pattern frequencies in the training image. However, we only count patterns that match what has been
drawn in the past and not what might be drawn in the future. In principal we should consider all possible future draws
and compare them to the training image as well. This amounts to calculate the marginal probabilities at the current
cell given the previously drawn cells. This is not possible to do for any realistically sized problem. So what happens is
that the simulation gets stuck into partial patterns that do not exist in the training image. To resolve this, a method
called node dropping is introduced. It amounts to ignoring some of the previously simulated cell values so that
matches with the training image can be found. The practical consequence is that the final samples contain artefacts
such as isolated cell values or object shapes not found in the training image.

A modified SNESIM

The introduction of
artefacts could be
avoided by
marginalizing the
probabilities.
However, this is
computationally to
expensive and
maybe not a good
solution. The training
image will never
include any
acceptable pattern
so some deviances
should be allowed.
We have tested an approach where we allow previously simulated cells values to be deleted so that they have to be
re-drawn. Several criteria for selecting cells for re-simulation have been tested - some successful and some not. To
the left are shown a training image (left), a sample using SNESIM (middle), and a sample using the modified SNESIM
(right) where we re-draw some of the cell values. It is quite clear that the modification removes all the dead ends
and that the sample to the right is visually closer to the training image. This is confirmed by the following picture
showing box plots of statistics from 100 samples made by SNESIM (left) and the modified SNESIM (right). The
vertical lines at 1 are the reference value obtained from the training image. The box plots show fraction of black
cells, number of isolated objects, maximum vertical extension (of objects), maximum horizontal extension, area of
objects, circumference of objects, and area/circumference at the bottom. So the statistics obtained from the modified
algorithm are closer to the vertical lines at 1 showing that the modified SNESIM is better at replicating the training
image properties.

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Current work on SNESIM:

C heck how the modified SNESIM algorithm performs when conditioning to well data.
Test modified SNESIM in 3D.
Is there an automatic way to capture the correct scale/grid refinement?
Seismic data. Run SNESIM and modified SNESIM conditioned on seismic data. C ompare results. Test on North
Sea data.
Local updating. Establish a workflow to simplify local updating.

Bibliography
Password protected bibliography.

For more information contact research director Petter Abrahamsen.

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