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ARMA 10-324

Numerical algorithm for constructing 3D initial stress field matching field measurements
Madyarov, A. I. and Savitski, A. A.
Shell Exploration and Production Company, Houston, Texas, USA
Copyright 2010 ARMA, American Rock Mechanics Association This paper was prepared for presentation at the 44th US Rock Mechanics Symposium and 5th U.S.-Canada Rock Mechanics Symposium, held in Salt Lake City, UT June 2730, 2010. This paper was selected for presentation at the symposium by an ARMA Technical Program Committee based on a technical and critical review of the paper by a minimum of two technical reviewers. The material, as presented, does not necessarily reflect any position of ARMA, its officers, or members. Electronic reproduction, distribution, or storage of any part of this paper for commercial purposes without the written consent of ARMA is prohibited. Permission to reproduce in print is restricted to an abstract of not more than 300 words; illustrations may not be copied. The abstract must contain conspicuous acknowledgement of where and by whom the paper was presented.

ABSTRACT: A numerical approach for calculating the 3D virgin stress distribution in a subsurface model is developed. A superposition principle and an inversion technique are used to calculate a consistent stress field that satisfies the available measurements as well as equilibrium and compatibility equations. An elastic unloading response of the rock is assumed and applicability of the method for non-linear rocks is discussed. The solution to the forward problem is obtained using the finite element method. The ill-posed inverse problem is solved by minimizing a least-squares functional and by using regularization. The convergence of the algorithm is demonstrated with a numerical example. The work has application in the field of petroleum geomechanics where large-scale subsurface modeling requires stress initialization. The main advantage of the presented algorithm is that a consistent three-dimensional initial stress field that matches the available scarce stress data is constructed and can be used in the subsequent modeling.

There are many subsurface applications that require the knowledge of in-situ stresses. In the petroleum industry, these are well design, evaluation of the cap rock integrity, compaction and subsidence calculations. The virgin in-situ stress can be used directly in a green field development and also as an initial state for calculating the mechanical response to fluids production from or injections into underground formations. To estimate the initial stress field it is often assumed that the stress is uniform in lateral directions and one of the principal stresses is vertical. Then the vertical and horizontal stress profiles are estimated by averaging the available stress indications such as the data obtained from density logs, leak-off tests, borehole breakouts and regional stress maps. There are three major drawbacks of such an approach that need to be addressed. First, the average stress profile may not be sufficiently accurate in cases of laterally heterogeneous fields (e.g., due to complex surface topology or presence of salt domes). Second, it does not make full use of the very limited data. And third, it may not be in equilibrium to be used as the initial stress distribution in 3D geomechanical modeling. The modeling tools may adjust the uniform stress profile until it satisfies equilibrium equations. However, the

resulting adjusted initial stress field does not necessarily satisfy the original field data such as leak-off pressures. Quantitative estimation of the stress distribution is extremely challenging due to the lack of data. Not only are direct stress measurements scarce, but also there are large uncertainties in the geology (configuration and history of deformation) and material properties. The approach undertaken in this paper is based on the fact that regardless of the deformation history of a subsurface, the stress field still must satisfy the equilibrium equations. With certain assumptions, it may even be argued that the bulk of the current stress is due to present external loading, i.e., distributed load (e.g., gravity and pressure source) and boundary conditions. If this is the case then the current in-situ stress can be estimated by virtually unloading the system. This follows the original work of McKinnon (2001), [1]. In his paper, McKinnon suggested modeling stress in the subsurface by applying traction boundary conditions. These boundary conditions become the main unknown as they are adjusted to fit the field stress measurements. However, McKinnon considered mainly mining applications, in which there were more measurements than unknowns. In petroleum applications, the situation is exactly the opposite: there are very few data and the problem is thus heavily under-constrained. In the present study, this difficulty is addressed by applying an

inversion technique with regularization, which is detailed below. Although the level of uncertainty involved in such calculations is fully recognized, the main objective of the work is to develop a method for determining in-situ stress that optimizes the use of the field data and does not violate the governing equations.

not considered. However, modifications to the method of solution can be made to account for some of the residual stresses. To relax the second assumption, a constraint can be imposed that the rock fails at a certain stress state. However, this is also not considered in the work presented. Under these two assumptions, the current stress can be calculated by loading the domain elastically while using elastic parameters for unloading, since linear elastic deformation is reversible. The problem can now be formulated as follows. Consider a subsurface domain (typically a box with different lithological units as shown in Fig. 1 in 2D). The stress field to be constructed is such that it satisfies equilibrium equations and matches available field stress measurements. There are several sources of the stress data that can provide estimations of the magnitude and orientation of the stresses. While it is important to incorporate all available information for the applications, this study is limited to using only the leak-off test data (i.e., estimates of the minimum principal stress). The next section describes the method of solution where the stress field matching the observation data is constructed as an elastic response to the adjustable boundary conditions.
Known b.c.

The stress in the earth is a reaction to external loading and unloading. There are different types of loading and the reaction can be instantaneous or time and history dependent. The gravity in a layer-cake depositional model, indeed, yields a laterally uniform stress distribution with the maximum principal stress being vertical. However, there are a number of processes that lead to stress perturbations: burial, uplift, tectonics, pressure inflation and depletion, heating and cooling, and stress relaxation. Regardless of the origin and history of the stress development, as long as the residual stress (after unloading) is negligible, the current stress in a field must balance the external loading. These loading conditions could be distributed (e.g., gravity force, pore pressure inflation and depletion, or thermal) or applied at the boundary (tectonics). The pore pressure and temperature loadings could be crucial for certain applications. However, including these effects is straightforward and they are not considered in this study for simplicity. Burial, uplift and stress relaxation are all affected by the rock constitutive behavior. Traditional constitutive models consider elastic, plastic and creep responses of the rock subject to external loading. Models of the rock deformation over time are non-linear, history- and timedependent. However, the approach opted in this work is different. The current stress distribution is estimated not by following the loading history, but by unloading the subsurface. The following assumptions are necessary to justify such an approach: At the relevant length scale the residual stresses remaining after complete unloading are negligible compared to the accuracy of the stress calculations. All rock formations are assumed to unload linearly and elastically. The first assumption is quite strong and may not be applicable in certain situations. For example, the unloading of two pre-stressed lithological units with full bonding at their interface and with different properties will result in residual shear stress near the interface. However, such residual stress would be localized around the interface and the solution would still be applicable away from the interface. In this work, such situations are





B.c. assumed

Fig. 1. Problem formulation. 2D cross-section of the subsurface model.

3. METHOD OF SOLUTION 3.1. General Approach

Following the approach developed in [1]-[3], the total stress field, , in the earth's crust is decomposed into gravitational and tectonic parts. This is a formal superposition since the tectonic part does not only account for the tectonic loading per se, but also for the stress relaxation and any other stress not accounted for by the gravity term. So, the term tectonic refers to the mode of application of this load, which is through the lateral boundary conditions. The gravitational stress tensor field, grav, is induced by the gravity load acting on the rock mass (under the fixed lateral boundary conditions) and can be calculated from an elastic numerical model on the basis of the

supposedly known structure of the subsurface and rock mass density distribution. The tectonic part, tect, representing a perturbation of the elastic gravitational stress field is unknown and may include stresses due to local or global tectonic activity in the area as well as some other factors. However, it can be uniquely obtained by specifying the boundary conditions, since the solution of an elastic problem is unique. The problem of constructing the in-situ stress is reduced to an elastic boundary-value problem with unknown traction boundary conditions and a known solution at some points inside the domain. The task is to reconstruct the boundary conditions by inversion of the available data. As a result, the total in-situ stress field, , in the model block can be found as (r) + (r). (1) The objective of the analysis is to determine the tectonic traction that must be applied at the side boundaries of the block to reproduce the stress deduced from the leak-off test measurements, i.e., the minimum principal stress 1obs, j at M observation points rj:

tangential traction are prescribed at the bottom (horizontal) boundary of the block, i.e. free sliding conditions. In the gravitational problem, free sliding conditions are prescribed on the vertical sides of the model (i.e., zero normal displacement and zero tangential traction). In the problem for the tectonic stress, traction t tect(r) is applied at the sides of the block (see Fig. 2). This traction is originally unknown and is solved for by matching the stress from the obtained solution and the field data. To prevent possible rigid body motion in the horizontal plane in the tectonic problem, one may fix, for example, the displacement at the center of the bottom of the model block and set the normal horizontal displacement to zero in the middle of one of the bottom edges. In addition, the perfect bonding interfacial conditions (i.e., continuous displacements and tractions) are prescribed at lithological interfaces in both problems. In the present analysis it is assumed that the principal directions of the far-field tectonic stress are known, one of them is vertical, and the horizontal principal direction does not change with depth. The model block is then oriented in line with the horizontal principal directions. According to these assumptions, the unknown tectonic traction t tect(r) applied at the side boundaries are sought to be normal to the boundary, varying only with depth and being the same on the opposite sides of the modeled block. Therefore, the unknown traction on the side boundaries can be characterized by profiles of txtect(z) and tytect(z) with vertical coordinate z. It is important to note that different assumptions can be used regarding the distribution of the far-field stresses in this method. The only requirement is that the total applied forces are in balance.

( r) =



1[ (rj)] = 1obs, j, j = 1, M. (2) Here, 1[ (rj)] is the minimum eigenvalue of the total stress tensor at point rj.

3.2. Gravitational and Tectonic Boundary-Value Problems

In Eq. (1), both gravitational and tectonic parts of the stress field grav and tect are solutions to the corresponding linear-elastic boundary-value problems in the modeled subsurface block. In the gravitational problem, the gravity provides the body-force distribution and normal tractions may be prescribed at the top surface of the block to simulate water column pressure loading on the seabed for subsea applications. In the tectonic problem, the body force is zero and the top surface is traction free (Fig. 2). In both problems, zero normal displacement and zero

3.3. Inverse Problem

To parameterize the problem of calibrating the tectonic boundary conditions for numerical models using leak-off test data, one can consider txtect(z) and tytect(z) in the form of continuous piecewise-linear functions of z. Upon

(a) O

z y x g

(b) O txtect x

z tytect y

Fig. 2. a) Gravitational and b) tectonic boundary-value problems.

choosing n nodal points zk, the far-field tectonic stress tensor components can be represented as: txtect(z; q) = s qk Qk ( z ) , tytect(z; q) = s qn+k Qk ( z ) , (3)
k =1 k =1 n n

where Qk(z) are continuous piecewise-linear shape functions such that Qk(zj) = kj (Kronecker delta) as shown in Fig. 3, q = (q1, q2,, q2n) is a vector of unknown weight coefficients that can be used as the optimization parameters, and s is a scaling factor. From Eq. (3), txtect(zk) = sqk, tytect(z) = sqn+k, k = 1, n. (4)

through Eq. (5). Note that there is no need to solve the tectonic boundary-value problem directly for different sets of parameters q during the minimization process. Rather, quantities k(rj) can be pre-computed in advance and then linearly combined with coefficients qk according to Eq. (5) to obtain the tectonic field at each iteration. This saves a significant numerical effort otherwise required for solving the forward problem with a finite element method. A gradient-based minimization technique was employed to find the minimum of the objective functional F. The particular choice of the minimization tool was left to function lsqnonlin from MATLAB Optimization Toolbox (the Levenberg-Marquardt method with line search) [4]. The gradient of F required for the method can be evaluated analytically, however, the finitedifference approximation of the derivatives provided by lsqnonlin gives reasonable results as well. In a typical setting, there are very few data points available. Consequently, the number M of equations in Eq. (2) is usually smaller than the number of unknowns for parameterization of the tectonic boundary conditions (in this case, 2n). This fact makes system (2) underdetermined. Such systems may have more than one solution. In fact, they usually have an entire space of solutions. Thus, in theory, the minimization problem (6) may have a manifold of exact solutions bringing the cost functional F to zero. Therefore, a particular solution chosen by the minimization algorithm may change abruptly depending on the measurement uncertainties and computational errors in the forward model predictions. To deal with such instability, a regularization technique is employed. The idea of regularization is to add a small penalty term to the objective functional F based on some additional physical information. For example, Tikhonov regularization suggests to restrict the norm of the solution and therefore the additional term is taken in the form |q|2, where is a small positive regularization parameter (see, e.g., [5]). In this study, another choice of the regularization term is adopted such that the objective functional is F (q)

z Q1 0 zn zn-1 z3 z2 z1 0 1
tect(r ; q) =




0 1

0 1 qn q2 q1 s

Fig. 3. Piecewise-linear shape functions for tectonic tractions.

Due to the linearity of the problem, the tectonic stress field tect in the modeled block with side boundary tractions given by Eq. (3) can be calculated for a particular choice of vector q as

k k =1

(r )


where k is the stress distribution due to far-field tractions defined by Eq. (3) with vector q such that the k-th coefficient qk equals one and all other coefficients are zeros. In mining applications (see [1]), the measurements of all components of the total stress tensor might be available, resulting in a linear algebraic system for the unknown coefficients. In petroleum applications, it is not the case and only the minimum principal stress can usually be deduced from leak-off tests. Although the total stress tensor depends linearly on parameters q, the problem is nonlinear due to the known analytical dependence of the minimum eigenvalue 1() on the components of . The problem of calculating the parameter vector q to match the measurements accordingly reduces to solving the system (2) in a least-squares sense with respect to q, i.e., to the following minimization problem F(q)

[ (r ; q)]
1 j j =1

obs , j 1

[ (r ; q)]
1 j j =1

obs , j 1

min ,
q R 2 n


where is the total stress field defined by Eq. (1) with the tectonic component tect depending on parameters q

2 n 1 n 1 2 2 + 2 (qk +1 qk ) 2 + qn + (qk +1 qk )2 + q2 n . (7) k = n +1 k =1 In Eq. (7), the penalty term represents a sum of variations of piecewise-linear functions txtect(z; q) and tytect(z; q), i.e., imposes smooth slowly changing functions rather than jumping wiggles (see, e.g., [6]). In this case, the norm of the solution is also restricted as in Tikhonov regularization, but not so explicitly. It is important to note that in cases where jumps in far-field

stress are typical (e.g., in sand-shale sequences), a different form of the penalty term can be considered. In fact, it can be constructed such that the profiles with the correct sequence of high and low stresses are favored during the minimization process. For the numerical examples considered, the algorithm with functional defined in Eq. (7) gave better results than the functional with Tikhonovs regularization. The choice of the regularization parameter in Eq. (7) should be such that, on one hand, it is small enough not to disturb significantly the original functional F but, on the other hand, sufficient to provide a unique global minimum of F. In this study, is determined a posteriori from the discrepancy principle of Morozov [6]. If one assumes that an estimate of the error, , in the measurements (i.e., the right-hand side of Eq. (2)) is known beforehand, then it is unnecessary to seek an approximate solution that gives a residual (discrepancy) in system (2) smaller than . The Morozovs discrepancy principle suggests selecting the regularization parameter = * such that the norm of the corresponding discrepancy equals exactly.

only non-zero component of the far-field tectonic stress tensor. Fig. 4 shows the geometry, material parameters and boundary conditions for the model. The dimensions of the modeled block were 10 5 km with the origin located in the middle of the top surface. To generate synthetic leak-off test measurements, a piecewise-linear distribution of the far-field tectonic traction txtect(z; q) = s qktrueQk ( z ) ,
k =1 n


was taken as the true one. In the numerical example, five points zk (n = 5) were distributed uniformly with the depth of the model, and qtrue = (q1true, q2true,, qntrue) = (1, 0.8, 0.75, 0.6, 0.2). Then, the total stress field was generated by summing the gravitational and tectonic finite element solutions depicted at Fig. 5. The scaling coefficient s = 10 MPa was chosen such that the horizontal component xxtect of the corresponding true tectonic stress was smaller than the horizontal component xxgrav of the gravitational stress as in a typical real application. However, the tectonic stress should still constitute an essential part of the total stress tensor to make the inversion possible and worth the effort. To simulate the noise in the measurements, the total stress field obtained this way was contaminated with random noise distributed uniformly within an interval according to a prescribed multiplicative noise level . Four observation points (M = 4) were taken with coordinates x = 1.8 km and z = {2, 4} km, as shown in Fig. 4 and Fig. 5. The leak-off test measurements at these points were calculated as the minimum

To test the method, without loss of generality, a twodimensional plane-strain synthetic model was considered. The forward models were set up in a finite element package. In this simple case, the forward gravitational and tectonic problems can be solved very fast (in few seconds), since the number of finite elements needed for the 2D geometry discretization is rather small. In the plane-strain model, txtect was taken as the


E1 = 20 GPa 1 = 0.35 1 = 2 g/cc E2 = 40 GPa 2 = 0.1 2 = 3.5 g/cc



E1 = 20 GPa 1 = 0.35 1 = 2 g/cc E2 = 40 GPa 2 = 0.1 2 = 3.5 g/cc


Fig. 4. A two-dimensional test model: a) gravitational and b) tectonic components. (The density of 3.5 g/cc is not realistic and is used for testing purposes only).


xxgrav, Pa


xxtect, Pa

Fig. 5. Synthetic true solution: a) gravitational and b) tectonic components. (Note the difference in color scales.)

compressive principal stress of the noise-polluted total field, i.e.,

0 -1 -2 -3 -4 -5 0 Solution True Guess Data

In the inverse problem, the vector of parameters q was unknown and to be found using the synthesized leak-off test measurements (9). Exploiting the fact that the true value qtrue of vector q is known for the synthetic model, effectiveness of the inversion algorithm can be directly examined by comparison of the obtained solution with its true counter-part. Fig. 6 demonstrates the comparison of the far-field tectonic stress profile obtained by the data inversion algorithm described above with the true one. To obtain the initial guess q0 for vector q required for starting the iterative minimization algorithm, one can assume that the total stress tensor is diagonal and does not vary in the lateral direction. Then the far-field tectonic stress at depths of observation points can be obtained as tx (zj) = xx (rj), j = 1, M, (10) as indicated by data points in Fig. 6. The initial guess is then obtained by fitting a cubic polynomial of the vertical coordinate z to these data points. Note that the data points do not fall on the true tectonic traction profile because the resulted true stress field is not laterally uniform due to the complex geometry. The results shown in Fig. 6 were obtained from the total stress field polluted with 0.1% noise () when generating measurements by Eq. (9). The resolved far-field tectonic stress profile depicted in Fig. 6 is sufficient to reconstruct the stresses inside the domain that is the main target of this exercise. Therefore,
tect obs, j 1 grav

z [km]

(rj) + (rj)]}, j = 1, M. (9) where is a random quantity distributed uniformly over the interval [0, 1].

obs, j 1

= 1{[1 + (2 1)][



4 6 8 tect Tectonic tractions tx [MPa]


Fig. 6. Resolved far-field tectonic stress compared with the true solution.

it is interesting to observe the tectonic stresses at three vertical cross-sections passing through the two sets of observation points and the middle of the model block shown in Fig. 7. Note that the calculated tectonic stress profiles in Fig. 7 (in contrast to the assumed form of the far-field tectonic stress) exhibit discontinuity at the material interface and have nonzero values at the top surface. These features of the elastic model may seem to contradict the assumptions made for the far-field tectonic stress. However, looking for a discontinuous far-field tectonic stress would lead to doubling the number of the unknown parameters while the influence of such jumps on the stress field in the region of interest (far away from the boundaries) would be small. More importantly, the assumed simple form of far-field tectonic stress still provides discontinuous stress profiles inside the region of interest as can be seen from the plots. Similarly, the uppermost layers of the earths crust are typically very

Fig. 7. Tectonic stress at internal points of the model block.

soft and do not sustain high compression, relieving the stress through a local plastic failure mechanism. As can be seen from Fig. 6 and Fig. 7, for the 2D example, the suggested inversion scheme provides a substantially more accurate solution relative to the laterally uniform approximation (coinciding with the farfield tectonic stress txtect). This uniform stress is regularly used in practice as the only available approximation of the true state of stress but serves just as an initial guess for the inversion algorithm.

A numerical algorithm is developed for estimating the in-situ stress conditions in the region of interest based on the available stress indications such as the interpretation of leak-off test data. The methodology rests on dividing the total stress field into the gravitational and tectonic components such that the gravitational part can be calculated using the known geometry and material characteristics of the medium, whereas the unknown tectonic component is determined to match the available stress field indications. This is an inverse problem, which, in general, is nonlinear and severely ill-posed due to the lack of observation data. The inverse problem is reduced to the minimization of a cost functional with a regularizing penalty term. The application of the algorithm to a test case shows promise that the method may give reasonable estimates for the in-situ stress field that substantially improve the existing practice. It is important to emphasize that while the algorithm is based on an elastic response of the rock it is applicable to real non-linear and non-elastic materials. Mathematically, the algorithm allows constructing a consistent initial stress distribution for a 3D subsurface model such that the equilibrium and compatibility equations are satisfied while honoring the available stress measurements. The physical interpretation of this mathematical approach is the relieving the current stress state by removing the external forces acting on the rock. The accuracy of the results relies on the assumptions that the unloading behavior of the rock is linear elastic and that the resulting residual stresses after complete unloading are negligible as compared to the sought stresses. There are several important considerations that have been left out of the scope of this study. Some of the known problems and a few suggestions are outlined below. First, the ill-posedness of the problem can be reduced by including more field data and physical considerations into the formulation. In the present realization of the method, only the LOT data in the form of the minimum principal stress at a few points are used. In this

formulation, the far-field tectonic stresses perpendicular to the direction of the minimum principal stress may have little influence on the value of the minimum principal stress and thus on the objective functional. This makes estimating the corresponding components of the far-field tectonic stress virtually impossible. To overcome the problem, one may introduce certain information about the second horizontal principal stress, for example, into the regularization term. As such information, one may use a rough estimate of the maximum-to-minimum horizontal stress ratio R = H/h. The orientation of the breakouts can also be included in the algorithm by adding the corresponding term to the cost functional. A breakout may occur as a deformation of the circular cross-section of the borehole and, if monitored, may serve as an indication of the local horizontal principal stress direction. An estimate for the anisotropy in the horizontal stresses may be obtained from the breakouts and sonic log correlations. In this work, only two types of loading were considered: gravity as a distributed load and tectonic forces via traction boundary conditions. In practice, it is also necessary to consider fluid pressure and sometimes temperature that induce the stress perturbations. This would be especially relevant when dealing with highpressure and high-temperature reservoirs. Including the pore-mechanical effects is also important for proper assessment of the rock mass stability. The implemented algorithm is based on the elastic model and does not account for possible failure mechanisms. While the algorithm does not allow for non-linear deformation, we may constrain the minimization problem by forbidding non-physical stress states. Strictly speaking the effective stress should lie within the failure envelope of the material. Such a restriction can be implemented in a hard form, i.e., as a constrained minimization, or in a soft form through unconstrained minimization of the cost functional with an additional penalty term. Usually, the second option is preferable since it provides more flexibility to the minimization algorithm. The pore pressure distribution will enter such a constraint through the definition of the effective stress. One of the most important issues for inverse problems is the sensitivity of the solution to variations in the input data. An attempt to investigate the sensitivity to the noise in the measurements was made in the present research through using regularization and the discrepancy principle. However, it is necessary to run more tests with more realistic amounts of noise in the measurements ( 10%). Moreover, it is essential to investigate the stability of the solution due to perturbation of the material and geometric parameters of the model, as they are also known only up to some degree of certainty.

The described regularization technique provides great flexibility in using various physical considerations in the analysis. Virtually any information that may be used to constrain the solution can be expressed in an expression and supplied to the algorithm through the regularization (penalty) term. The level of enforcement of these additional requirements can be manipulated by changing the regularization parameter based on the level of confidence in the data. Therefore, the method can be easily tweaked to fit the special needs of each particular application or accommodate new data as they become available.

[1] McKinnon, S.D. 2001. Analysis of stress measurements using a numerical model methodology. Int. J. Rock Mech. and Mining Sci. 38(5): 699709. [2] Hart, R. 2003. Enhancing rock stress understanding through numerical analysis. Int. J. Rock Mech. and Mining Sci. 40: 10891097. [3] McKinnon, S.D., and I. Garrido de la Barra. 2003. Stress field analysis at the El Teniente Mine: evidence for N-S compression in the modern Andes. J. Struct. Geol. 25: 21252139. [4] MathWorks, the. 2000. Optimization Toolbox for use with MATLAB. Users Guide, Version 2.

Authors would like to thank Shell for permission to publish these results. Appreciation is also extended to John W. Dudley for reviewing this paper and to Kees Hindriks and Peter Fokker for numerous discussions in the course of this study.

[5] Kirsch, A. 1996. An introduction to the mathematical theory of inverse problems. New York: Springer Verlag. [6] Groetsch, C.W. 1984. The theory of Tikhonov regularization for Fredholm equations of the first kind. Boston: Pitman.