Journal of Petroleum Science and Engineering 38 (2003) 97 109

www.elsevier.com/locate/jpetscieng

Comprehensive wellbore stability analysis utilizing

Quantitative Risk Assessment
Daniel Moos a,*, Pavel Peska a, Thomas Finkbeiner a, Mark Zoback b
a

GeoMechanics International, Palo Alto, CA 94303, USA

b
Stanford University, Stanford, CA 94305, USA

Abstract
A comprehensive geomechanical approach to wellbore stability requires knowledge of rock strength, pore pressure and the
magnitude and orientation of the three principal stresses. These parameters are often uncertain, making confidence in
deterministic predictions of the risks associated with instabilities during drilling and production difficult to assess. This paper
demonstrates the use of Quantitative Risk Assessment (QRA) to formally account for the uncertainty in each input parameter to
assess the probability of achieving a desired degree of wellbore stability at a given mud weight. We also utilize QRA to assess
how the uncertainty in each parameter affects the mud weight calculated to maintain stability. In one case study, we illustrate
how this approach allows us to compute optimal mud weight windows and casing set points at a deep-water site. In another case
study, we demonstrate how to assess the feasibility of underbalanced drilling and open-hole completion of horizontal wells
utilizing a comprehensive stability analysis that includes application of QRA.
D 2003 Elsevier Science B.V. All rights reserved.
Keywords: Wellbore stability; Quantitative Risk Assessment; Underbalanced drilling

1. Introduction
Mechanical failure of a wellbore is a result of the
interplay between in situ stress, rock strength, and
engineering practice. While a number of techniques
have been developed to predict optimal operational
parameters such as mud weights or drilling trajectories, these techniques have been limited to deterministic analyses that are based on the assumption that in
situ conditions and rock properties are precisely
known. In reality, geomechanical parameters are never
known precisely, due to insufficient data and the need

* Corresponding author.
E-mail address: moos@geomi.com (D. Moos).

to extrapolate available information over a depth

range for which any given parameter may vary as a
function of depth. An additional problem relates to the
intrinsic uncertainty or error associated with each
measurement. To quantify the effects of these uncertainties on wellbore stability predictions it is necessary
to utilize probabilistic methods.
Although probabilistic methods have frequently
been used in the oil industry, e.g., to estimate the
expected value of a project, their application to wellbore stability is quite recent. Ottesen et al. (1999)
presented a new statistical approach based on Quantitative Risk Analysis (QRA) that provides a means to
assess uncertainties in input data and defines the
results in terms of the probability to achieve a desired
degree of stability as a function of mud weight,

0920-4105/03/$ - see front matter D 2003 Elsevier Science B.V. All rights reserved.
doi:10.1016/S0920-4105(03)00024-X

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D. Moos et al. / Journal of Petroleum Science and Engineering 38 (2003) 97109

utilizing a 3D constitutive model based on linear

elasticity. McLellan and Hawkes (1998) applied a
similar approach to sand production prediction, utilizing poro-elastic constitutive models.
This paper outlines an interactive approach to
QRA that consists of four basic steps: (1) Quantifying uncertainties in input parameters, (2) calculating
response surfaces for critical mud pressures, (3)
performing Monte Carlo simulations, and (4) plotting
probability of success as a function of mud window
that prevents the well from both collapsing and
losing circulation. In contrast to previous methods
such as that presented by Ottesen et al. (1999), this
approach analyzes both the collapse pressure and the
lost circulation pressure to derive a mud window,
both at a single depth and over an entire open-hole
interval. It also differs in that it utilizes a Monte
Carlo approach, which could allow sampling of data
uncertainties from the actual distributions of the
measured parameters (as well as from functional
forms for these distributions such as normal or lognormal distributions). Finally, it provides a means to
identify the critical parameters that contribute the
most to the uncertainties in the results. By determining which data have uncertainties that are large
enough to affect the analysis and which data have
small enough uncertainties that it is not necessary to
refine their values, it is possible to prioritize data
collection efforts by determining what new data need
to be collected in order to increase the confidence in
the stability analysis results.
After reviewing the approach, we present two case
studies of its application. The first example illustrates
the application of QRA to assess the risks associated
with underbalanced drilling and with open-hole completion of horizontal wells drilled through complex
geology. Here most of the uncertainty is caused by
real variations in physical properties along the horizontal well path, as although most of the reservoir is
quite strong in this case, weak zones occur with
sufficient frequency as to pose a considerable threat
to aggressive drilling and completion strategies. The
second case evaluates the likelihood that a conservative casing program proposed for a vertical well
drilled in deep water can be modified to eliminate
one casing string. The analysis both predicts the
likelihood of success and reveals the data required
to reduce uncertainties to acceptable levels, to provide

both an assessment of the costs and of the benefits of

additional data acquisition. Here the uncertainties are
the result of lack of pre-drill data on rock strength, and
the magnitudes of the greatest and least horizontal
stresses.

2. QRA approach to stability analysis

The range of safe mud weights to maintain wellbore stability lies between the wellbore collapse
pressure and the lost circulation pressure. Wellbore
collapse pressure (Pc) is the mud pressure below
which the entire wellbore wall becomes unstable,
which occurs when zones of compressive wellbore
failure (wellbore breakouts) reach a critical width
above which there is not enough remaining intact
rock to keep the well from collapsing. Increasing the
mud weight decreases the width of breakouts. However, higher mud weights also increase the risk of
lost circulation. The lost circulation pressure is the
pressure at which a significant amount of mud is lost
into the formation as a result of the initiation and
propagation of hydraulic fractures. Both the wellbore
collapse pressure and the lost circulation pressure are
controlled by the in situ stress orientations and
magnitudes, the pore pressure, the rock strength,
and the wellbore orientation (e.g., Ito et al., 2001
in press).
A number of data sources can provide information
about the in situ stresses, the pore pressure, and the
rock strength. The vertical stress (Sv) can be computed by integrating the weight of the overburden
determined from density logs. The pore pressure (Pp)
can be measured in sands, and although there are
considerable uncertainties in the physical models
used in the analyses, Pp trends in shales can be
estimated using seismic velocity and can be refined
using velocity or resistivity logs (see summary in
Huffman, 2001). In the absence of good calibrations
the uncertainty in the precise value of the pore
pressure using these methods is quite large. The
minimum horizontal stress (Shmin) can be constrained by leak-off pressures, but a more accurate
determination requires conducting an extended leakoff test and measuring the shut-in or fracture closure
pressure, or through choked flow-back (Raaen and
Brudy, 2001). The uniaxial rock strength (Co) and

D. Moos et al. / Journal of Petroleum Science and Engineering 38 (2003) 97109

the internal friction (which is a measure of how

much of an increase in strength results from a given
increase in mud weight) can be estimated from
velocities or other petrophysical data (e.g., Horsrud,
2001). Better constraints can be placed on these
parameters using multiple logs. The remaining
parameter, the maximum horizontal stress (SHmax),
cannot be measured directly but can only be constrained using information on the occurrence and

99

orientations of tensile wall fractures and the orientations and widths of breakouts (e.g., Moos and
Zoback, 1990; Peska and Zoback, 1995).
Fig. 1 shows a typical example of the application
of QRA, where the input parameter uncertainties are
given by probability distribution functions (curves
limiting the shaded areas in the figure) that can be
conveniently specified by means of the minimum,
the maximum, and the most likely values of each

Fig. 1. (a) Probability density functions (smooth, shaded curves) and the sampled values used in the QRA analysis (jagged lines) as defined by
the minimum, most likely, and maximum values of the stresses, the pore pressure, and the rock strength listed in Table 1. These quantify the
uncertainties in the input parameters needed to compute the mud weight limits necessary to avoid wellbore instabilities. (b) Resulting minimum
(quantified in terms of the likelihood of preventing breakouts wider than a defined collapse threshold) and maximum (to avoid lost circulation)
bounds on mud weights at this depth. The horizontal bar spans the range of mud weights that ensure a greater than 90% likelihood of avoiding
either outcomeresulting in a minimum mud weight of 12.4 ppg and a mud window of 0.75 ppg.

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D. Moos et al. / Journal of Petroleum Science and Engineering 38 (2003) 97109

parameter (Table 1; Fig. 1a). The probability distribution functions shown here are either normal or
log-normal curves depending on whether the minimum and maximum values are symmetrical (e.g., Sv,
SHmax, Shmin, and Pp) or asymmetrical (e.g., Co)
with respect to the most likely value. In either case,
the functional form of the distribution is defined by
the assumption that 99% of the possible values lie
between the maximum and minimum input values.
Once the input uncertainties have been specified,
response surfaces for the wellbore collapse and the
lost circulation pressures can be defined. These
response surfaces are assumed to be quadratic polynomial functions of the individual input parameters.
Their unknown coefficients in the linear, quadratic
and interaction terms are determined by a linear
regression technique that is used to fit the surfaces
to theoretical values of the wellbore collapse and lost
circulation pressures. The theoretical values are calculated for multiple combinations of input values that
are selected according to the representative design
matrix based on the minimum, maximum and most
likely values. The calculations discussed in this paper
assume that the rock behaves elastically up to the
point of failure. The analysis can be generalized to
model poroelastic responses as well as chemical and
thermal interactions between the mud and the rock.
After the response surfaces have been determined,
Monte Carlo simulations can be efficiently performed
to establish uncertainties in the wellbore collapse and
the lost circulation pressures. Ten thousand random
values of each input parameter are generated (jagged
curves in Fig. 1a) using a mean and standard deviation
identical to that calculated for the appropriate probability density function (shaded). The 10,000 random
numbers then enter the polynomial response surface

Table 1
Minimum, most likely, and maximum values of the input data used
in the QRA analysis shown in Fig. 1
Parameter

Minimum
value

Most likely
value

Maximum
value

Sv, ppg
SHmax, ppg
Shmin, ppg
Pp, ppg
UCS, psi

13.22
16.24
12.84
10.25
1000

13.92
17.10
13.52
10.79
1400

14.62
17.96
14.20
11.33
1470

functions to provide output values for the collapse and

lost circulation pressures. The output values can be
displayed either as histograms or as cumulative distribution functions of the likelihood of a given outcome.
Fig. 1b shows the cumulative likelihood of avoiding wellbore collapse (the lower bound curve on the
left) and the cumulative likelihood of avoiding lost
circulation (the upper bound curve shown on the
right) as a function of the mud weight at the depth
of interest. The horizontal line illustrates the range of
mud weights that will simultaneously provide at least
a 90% certainty of avoiding both collapse and lost
circulation. This is because there is a greater than 90%
certainty of avoiding collapse provided the mud
weight is above 12.4 ppg (for example, a mud weight
of 12.5 ppg provides a better than 95% certainty of
avoiding collapse). At the same time, there is a 90%
certainty of avoiding lost circulation provided the mud
weight is less than 13.15 ppg (for example, for a mud
weight of 13 ppg there is at least a 97% certainty of
avoiding lost circulation). The analysis result suggests
that optimum stability can be achieved utilizing a
static mud weight close to the lower bound value of
12.4 ppg, and indicates that there is little likelihood of
lost circulation so long as ECDs are below 13.1 ppg.
Fig. 2 shows an actual application of QRA to the
selection of casing intervals. Fig. 2a shows a deterministic analysis of the collapse and lost circulation
pressures as a function of depth for a deep-water well.
A casing design has been proposed based on this
deterministic analysis. The stability of each open-hole
section is controlled by the minimum value of the lost
circulation pressure within the interval, and by the
maximum value of the collapse pressure within the
interval. In many cases (but not in all cases) the
minimum lost circulation pressure occurs at the top
of the interval, and the maximum collapse pressure
occurs at the bottom of the interval. The design
requires that a 0.5 ppg window must exist between
these two values. However, because the input parameters (the stresses, rock strength, and pore pressure)
are uncertain to some degree, there is also an inherent
uncertainty in the predictions.
Fig. 2b shows the effect of uncertainties in the
input parameters for the analysis of the deepest casing
interval. The stability of this interval is controlled by
the lost circulation pressure at a depth of 9999 ft

D. Moos et al. / Journal of Petroleum Science and Engineering 38 (2003) 97109

101

Fig. 2. (a) Example showing a deterministic analysis of the mud weights required to prevent drilling problems (mud windows for each casing
interval are indicated by shaded rectangles), along with recommended casing set points to maintain an adequate mud window between the
collapse mud weight and the mud weight above which lost circulation may occur. (b) The cumulative likelihood as a function of mud weight to
avoid lost circulation and collapse while drilling the 6th casing interval. The shape of the upper bound is defined by uncertainties in the fracture
gradient at the previous casing shoe. The shape of the lower bound is defined by the collapse gradient at the bottom of the interval.

(where the fracture gradient is smallest) and by the

collapse pressure at a depth of 12,599 ft (where the
wellbore collapse pressure is greatest). Once the
uncertainties in the input parameters are specified at
both critical depths, the response surfaces can be
calculated, Monte Carlo simulations can be carried
out, and the cumulative distribution functions for the
wellbore collapse and the lost circulation pressures
can then be plotted. Fig. 2b shows the probability of

avoiding drilling problems for various mud windows

that are limited by wellbore collapse (increasing curve
on the left-hand side) and lost circulation (decreasing
curve on the right). The horizontal dashed line in Fig.
2b indicates that there is at least a 50% chance of
avoiding both wellbore collapse and lost circulation
for the entire interval spanned by the deepest casing
section, provided that the mud weight is kept between
13.90 and 14.26 ppg.

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D. Moos et al. / Journal of Petroleum Science and Engineering 38 (2003) 97109

3. Feasibility for underbalanced drilling and

open-hole completion of a horizontal well
This case study evaluates the feasibility for underbalanced drilling and open-hole completion of a
horizontal well drilled into a slightly underpressured
(Pp = 8.2 ppg equivalent) sand unit that is divided into
an upper and lower unit by a layer of chert, and is
cross-cut by a series of imbricate thrust faults. These
faults repeatedly juxtapose various intervals of the
reservoir rocks thereby making it difficult to predict
with certainty the rock properties along any well path.
QRA analysis allowed calculation of a realistic estimate of the likelihood of avoiding collapse for horizontal wells, and also made it possible to assess the

benefit of making additional measurements based on

the extent to which they could reduce uncertainties in
the predictions.
Excellent data were available to constrain pore
pressure (from MDT tests), in situ stress orientation
(from the observation of wellbore breakouts in acoustic wellbore image data), and all three principal in situ
stress magnitudes (from extended leak-off tests, density logs, and observations of wellbore failure). We
constrained compressive rock strength utilizing available wireline log data from offset pilot wells using
a strength model appropriate for these high porosity
relatively weak rocks. Fig. 3 shows gamma ray,
lithology, sonic travel time, and computed rock
strength as a function of depth within the upper

Fig. 3. Gamma ray, lithology (chert in darker, sandstones in lighter, and shales in intermediate grey), compressional-wave sonic transit time
(inverse velocity) and predicted rock strengths calculated from sonic and density data using the relationship from Moos et al. (2001).

D. Moos et al. / Journal of Petroleum Science and Engineering 38 (2003) 97109

103

Fig. 4. (a) Histogram of predicted strength values for the reservoir interval proposed for underbalanced drilling and open-hole completion. (b)
Log-normal probability distribution function for rock strength Co consistent with the variation shown in the histogram in (a).

reservoir interval and the chert section. The sonic

travel times reveal a significant increase in slowness
upon entry into the chert section suggesting heavy
fracturing, which is common for this brittle material;
strength values are correspondingly reduced.
Fig. 4a shows a histogram of the predicted strength
values, which generally range from 3300 to 16,000 psi
with a mean of 7400 psi. Although the strength is
lithology dependent, we consider the entire range of
strength values to compute a log-normal probability
density function for rock strength (Fig. 4b) as input
for the Quantitative Risk Assessment (QRA). This is
necessary primarily because the considerable litho-

logic complexity of the reservoir precludes predictions

prior to drilling of the precise sequence of rock types
expected along any one horizontal well section.
For the other parameters of the geomechanical
model (i.e., SHmax, Shmin and Sv magnitudes and
the pore pressure), we assign a default uncertainty of
F 5%, which is consistent with our experience when
the appropriate data are available. Fig. 5 shows the
probability distributions of these four parameters,
which are assumed in this case to be symmetrical
about their mean values.
Fig. 6 shows the cumulative distribution function
that defines the likelihood of avoiding wellbore col-

Fig. 5. The shaded regions show Gaussian probability density functions that provide a measure of the uncertainties in the values (in ppg) of the
parameters comprising the geomechanical model used to predict the likelihood of success shown in Fig. 6 (the rock strength distribution is
shown in Fig. 4). The jagged lines show the values of these parameters actually used in the Monte Carlo simulations.

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D. Moos et al. / Journal of Petroleum Science and Engineering 38 (2003) 97109

Fig. 6. Cumulative probability functions for wellbore collapse for the reservoir section of the well proposed for underbalanced drilling and
openhole completion, using a critical breakout width of (a) 30j and (b) 60j. The solid line corresponding to a mud weight of 8.2 ppg indicates
the pore pressure in the reservoir. Also shown is a vertical line that indicates a mud weight equivalent to a 1 ppg underbalance.

lapse as a function of the mud weight used to drill the

well. Wellbore collapse is defined to occur when
breakout widths surpass a critical limit such that the
remaining intact section of the wellbore wall can no
longer support the surrounding stress concentration
and the well continues to enlarge. This successive
enlargement of the well eventually leads to complete
failure around the wall, hence collapse. We consider
two values for the critical breakout width. Fig. 6a
shows the probability of avoiding breakouts that are
larger than 30j, which is conservative for drilling, but
is sufficiently small so that even if failure occurs as a
consequence of drawdown it is likely to stabilize
rapidly, limiting the volume of sand produced to
controllable levels. Fig. 6b shows the mud weights
required to maintain breakouts smaller than 60j,
which is safe for drilling, provided hole cleaning is
maintained, but may lead to some risk for sand
production over the life of the well.
The cumulative likelihood of success using the
conservative failure criterion (a breakout width of
30j) is 78% for a balanced well, and if the fluid
pressure in the well is 1 ppg lower than the reservoir
pressure the probability drops to 55%. For the less
conservative failure criterion with a breakout width of
60j, the model predicts a success rate of 85% for
balanced conditions and a 60% chance of success if
the mud weight is 1 ppg lower than the reservoir
pressure. Together these results suggest that under-

balanced drilling is possible (although a 1 ppg underbalance is likely to be risky), but without further
analysis open-hole completion is not recommended.
Fig. 7 shows the QRA response surfaces that reveal
the sensitivity of the predicted mud weight to the
uncertainty of each input parameter. The response
surfaces are quite flat for Sv, SHmax, and Shmin
magnitudes and for the pore pressure, suggesting that
these parameters are known with sufficient precision
not to require additional analysis. However, the predictions are extremely sensitive to the compressive
rock strength (Co). For the weakest rocks likely to be
encountered (i.e., Co f 3500 psi) a mud weight of 10
ppg is required. The strongest rock, in contrast, will be
stable even if the fluid pressure in the well is much
lower than the pore pressure in the reservoir. Thus the
critical parameter necessary to refine the predictions
of the lower bound safe wellbore fluid pressure is the
rock strength.
Fortunately, it is possible to acquire the data
necessary to measure the rock strength prior to completing the well using LWD and/or wireline log
measurements. Because the uncertainties in the predictions are essentially independent of uncertainties in
any parameters other than the rock strength, these
measurements provide the information necessary to
refine the results of QRA (which indicate that safe
completion requires sand control measures) after drilling the well but before running casing or screens.

D. Moos et al. / Journal of Petroleum Science and Engineering 38 (2003) 97109

105

Fig. 7. Response surfaces for individual geomechanical parameters that illustrate the sensitivity of the mud weight predictionsexpressed in
ppgassociated with each parameters uncertainty, as shown in Figs. 4 and 5.

Thus in this case the QRA analysis provides both a

reasonable constraint on safe mud weights for drilling,
and a recommendation for data acquisition to reassess
completion decisions that can be implemented in the
course of drilling the well.

4. Effect of uncertainty on casing design for a

vertical well in deep water
Pre-drill planning incorporating a geomechanical
analysis of stress and wellbore failure to minimize
stability problems has been demonstrated to be
extremely cost-effective for deep-water wells (van
Oort et al., 2001). However, data uncertainties can
be quite large due to a number of factors, and thus
there are often large uncertainties in the predictions
of the safe range of mud weights appropriate to
avoid stability problems. By applying QRA analyses
it is possible to quantify the mud weight uncertainties using reasonable estimates of the uncertainties
in the input data, and to establish the benefits of
additional measurements to reduce those uncertainties and thereby reduce the risk of later drilling
problems.
Fig. 8a shows an example pre-drill well design for a
vertical well in deep water which penetrated a large
fault block into which no other wells had been drilled.
A smooth pore pressure profile was calculated from
seismic velocity data, and the fracture gradient was
estimated using offset well leak-off pressures. Because

of uncertainties in both estimates, the casing depths and

mud weights were selected to provide at least a 1 ppg
mud window for all but the first two casings. In order to
reach TD given these design constraints, six casings
were required.
The mud window of 1 ppg ensures at least a 0.5
ppg safety margin for the pore pressure and the
fracture gradient. While the 0.5 ppg safety margin
for the fracture gradient may be justified, it is likely
that the 0.5 ppg margin for the minimum mud weight
can be reduced based on the recognition that it is
required solely due to the necessity to maintain an
unknown excess mud weight above the pore pressure
to prevent collapse.
In order to compute the collapse pressure it is
necessary to determine the rock strength and the horizontal stress magnitudes. Fortunately, rock strength
can be estimated from seismic velocity. An upper
bound for the collapse pressure in a vertical well
can then be computed, assuming that the least horizontal stress is equal to the shut-in pressure from
previous leak-off tests and that the maximum horizontal stress is close to the vertical stress computed
from the weight of the overburden. Because SHmax
can vary between Shmin and Sv, the choice of this
value for maximum horizontal stress will result in a
worst-case deterministic constraint on the lowest
safe mud weight.
Fig. 8b shows the mud window predictions for the
original casing program determined using this new
constraint. It requires that the lower limit of the mud

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D. Moos et al. / Journal of Petroleum Science and Engineering 38 (2003) 97109

Fig. 8. (a) Proposed casing design for a vertical well in deep water, showing mud weight windows (shaded rectangles) obtained using Pp + 0.5
ppg, and FG 0.5 ppg. (b) Revised mud windows for the original program, which include the wellbore collapse pressure (heavy dark line). (c)
An alternative casing program that honors the collapse and fracture gradient constraints and provides at least a 0.5 ppg mud weight window
throughout.

window must be greater than both the pore pressure

and the collapse pressure. At shallow depth, a mud
pressure only slightly above the inferred pore pressure
appears to be sufficient, but the collapse pressure is
considerably higher than the pore pressure in the
interval covered by the third and fourth casing strings.
This effectively reduces the mud window for these
casings to 0.6 and 0.2 ppg, respectively, indicating a
substantially greater risk of drilling problems for these
intermediate casings.
Fig. 8c presents an example of a new casing
program that was designed by honoring the casing
setting depth of the first string, and then requiring that
each subsequent interval maintain a 0.5 ppg mud
window between the collapse pressure and the fracture gradient. Only five casing strings are required, in

comparison to the previous program that required six.

To achieve this reduction it is necessary to extend the
setting depth of the second casing string. We employ
QRA to analyze the impact of uncertainties in the
parameters used to evaluate this design on the setting
depth for this string. The input parameter variations
are listed in Table 2.
Fig. 9 shows the result of the analysis of the
required mud weight to maintain stability at the
bottom of the second casing string, presented in terms
of the cumulative likelihood of keeping breakouts
small enough to maintain arch support as a function
of mud weight. For a mud weight of approximately
9.3 ppg, which is the lower bound of the mud window
for the second casing string predicted using the
deterministic analysis shown in Fig. 8c, 50% of these

D. Moos et al. / Journal of Petroleum Science and Engineering 38 (2003) 97109

107

Table 2
Minimum, most likely, and maximum values of the input data used in the QRA analysis shown in Fig. 9
Parameter

Sv, ppg
SHmax, ppg
Shmin, ppg
Pp, ppg
UCS, psi

4668 ft

5894 ft

Minimum
value

Most likely
value

Maximum
value

Minimum
value

Most likely
value

Maximum
value

10.28
11.73
9.28
8.32
N/A

10.82
12.35
9.77
8.76
N/A

11.36
12.97
10.26
9.20
N/A

11.72
14.90
10.60
8.98
1660

12.34
15.70
11.16
9.45
1750

12.96
16.46
11.72
9.92
1840

simulations predicted a breakout width that was

smaller than the required value.
At the same time, Fig. 9 also shows the effect of
the uncertain input data on the fracture gradient at the
previous shoe. Based on the range of results from
offset leak-off tests at similar depths, there is a 50%
chance that a mud weight of 9.8 ppg will cause
circulation losses. The likelihood of losses increases
rapidly for higher mud weights, such that there is a

90% chance of exceeding the lost circulation pressure

for a 10 ppg mud weight.
As discussed above in the context of an analysis of
stability at a single depth, this analysis of minimum
lost circulation for the entire proposed casing interval,
combined with the analysis of greatest required wellbore collapse pressure, can be used to assess the
overall likelihood of success in completing the
planned casing section. By selecting a particular

Fig. 9. Analysis of the probability of avoiding drilling problems, as a function of the mud weight used, while drilling the second casing interval
shown in Fig. 8c based on the uncertainties in the stresses, pore pressure and rock strength shown in Table 2. The left-hand curve shows the
cumulative probability of avoiding collapse at the bottom of the interval. The right-hand curve shows the cumulative probability of avoiding lost
circulation at the previous casing shoe. The horizontal bar shows the range of mud weights between 9.3 and 9.8 ppg necessary to maintain at
least a 50% probability of avoiding both events.

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D. Moos et al. / Journal of Petroleum Science and Engineering 38 (2003) 97109

required likelihood of success, it is possible to establish both the minimum mud weight necessary for safe
drilling and the mud window, honoring the data
uncertainties. In this case the horizontal bar indicates
that a mud weight of 9.3 ppg provides a 0.5 ppg mud
window with a 50% combined likelihood of avoiding
drilling problems.
A number of variables contribute to the uncertainty in the above analysis. In order to investigate
which of these is most important in defining the
lower bound of the mud window for this casing
interval, Fig. 10 presents a sensitivity plot of the
required mud weight to prevent collapse as a function of each input parameter. As can be seen, the
uncertainty in the vertical stress has no influence on
the results. Variation in the vertical stress between
11.72 and 12.96 ppg equivalent results in no change
in the 9.28 ppg mud weight required to stabilize the
well. The pore pressure has the single largest uncertainty and contributes the most to the uncertainty in
the required mud weight ( F 0.27 ppg). The uncertainty in UCS contributes a relatively small amount,
whereas the magnitudes of SHmax and Shmin each
contribute approximately F 0.15 ppg. Thus, a considerable additional measurement and analysis effort
is required to reduce the uncertainty in the collapse
pressure. On the other hand, the lost circulation
pressure in this interval is controlled only by fairly

large uncertainty in the least principal stress at the

previous casing shoe (not shown).
Thus, the best method for reducing the uncertainty
in the likelihood of success for this interval is to
conduct an extended leak-off test at the previous shoe,
to (1) precisely determine the leak-off pressure, and
(2) quantify the least principal stress at the top of the
interval. This in turn will help to refine estimates of
the least stress at the bottom of the interval. Subsequently, an extended leak-off test was conducted at
the base of the second casing shoe that previously had
not been included in the drilling program that resulted
in a lower than expected leak-off pressure which
justified the extra expense of the more conservative
casing program.

5. Conclusions
The above discussion illustrates a new approach to
wellbore stability utilizing Quantitative Risk Assessment to predict the required mud weights to avoid
stability problems and the uncertainty in those predictions. This approach differs from previous methods
in that it allows determination of the uncertainties in
both the collapse and the lost circulation pressures,
and explicitly analyzes these in terms of all three of
the in situ stresses, the pore pressure, and the rock

Fig. 10. Sensitivity plots showing the effects of uncertainties in the input stresses, the pore pressure, and the rock strength on the minimum mud
weight (vertical axis, in ppg) required to avoid collapse over the second casing interval shown in Fig. 8c. With the exception of the vertical
stress, large uncertainties in the required mud weight are associated with all of these parameters.

D. Moos et al. / Journal of Petroleum Science and Engineering 38 (2003) 97109

properties. Furthermore, it provides a measure of the

effects of uncertainties in each of the input parameters
on the output mud weight predictions, thereby revealing the key measurements needed to reduce uncertainties in the most cost-effective way. Finally, the
method can be applied over large intervals of open
hole, where the lowest mud weight to avoid collapse
and the highest mud weight to prevent lost circulation
can be calculated independently for the worst case
depth in each instance.
Analysis of the degree of risk to a deep-water well
associated with extending the depth of a shallow casing
seat revealed that uncertainties in the actual width of the
relatively narrow mud window for that casing interval
could be reduced by conducting an extended leak-off
test at the previous casing shoe. The same analysis
suggested that it was not likely to be possible to reduce
uncertainty in the collapse gradient sufficiently to
provide enough of a benefit to justify the effort.
Applying the QRA approach to evaluate the risks
associated with drilling a horizontal underbalanced
well and utilizing an open-hole completion strategy
revealed that the biggest problem in quantifying the
likelihood of success was the uncertain rock strength.
While the predictions indicated a reasonable likelihood of success for underbalanced drilling, more
stringent stability requirements for open-hole completion made it difficult to establish the likelihood of
avoiding excessive sand production. However, the
sensitivity analysis provided a recommendation for
data acquisition that could be implemented in the
course of drilling the well to reduce the uncertainty
sufficiently to allow a reassessment of the recommendation not to complete the well without sand control.

109

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