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Abstract
In this paper we introduce the use of multiple-point geostatistics in hydrogeology.
Multiple-point geostatistical algorithms allow the generation of stochastic models
reproducing more realistically geological shapes and connectivities as compared
to more traditional variogram-based techniques. Multiple-point geostatistics relies
on the concept of 3-dimensional training images from which higher order statistics
can be borrowed. The training images are merely conceptual, i.e., they need not be
conditioned to any local data, and depict the expected pattern of geological
heterogeneity. We use the snesim (single normal equation simulation, see Strebelle
2002) code, a pixel-based algorithm that employs a fast and robust sequential
simulation methodology. As an example problem, we use a reference field
representing a typical fluvial deposition that consists of an interconnected network
of permeable sand channels embedded in less permeable fine-grained floodplain
material. The width and orientation of the sand channels in the area are nonstationary. We show how strongly heterogeneous models can be built from simple
training images, whose patterns are modified based on local anisotropy. We
investigate the impact of the facies geometry and intrafacies heterogeneity on
groundwater flow and transport predictions. Results indicate that it is of the
utmost importance to properly represent and locate the sand channels, because
transport is mainly occurring through these high-permeable zones. We show how
different sources of information, such as local conditioning data, angle and
channel width information, improve the representation of the spatial
heterogeneity, hence flow and transport predictions. We also apply a sequential
indicator approach and compare the results with those of the multiple-point
approach. Results show that this two-point correlation based technique is not able
to represent the high-permeable interconnected channel network. As such, these
1 Introduction
Groundwater flow and transport models rely on a detailed description of the
hydraulic properties of the subsurface. Because of financial and physical
limitations to data collection, the subsurface heterogeneity cannot be described in
detail deterministically. In recent decades numerous stochastic approaches have
been developed to overcome this problem. These methods interpolate between
hard data and use geologic, hydrogeologic and geophysical information to create
images of the property of interest. An excellent review (up to 1995) of structureimitating, process-imitating and descriptive methods is presented by Koltermann
and Gorelick (1996). To date, most applications of geostatistics in hydrogeology
have employed variogram-based techniques. The use of two-point correlation
methods can be justified to describe the heterogeneity within a single statistically
homogeneous stratigraphic unit. However, they are too limited to adequately
characterize the spatial continuity for multimodal distributions, such as sand-shale
formations, fractured rock masses or dolomite rocks with dissolution channels.
Also, variogram-based methods cannot take full advantage of existing prior
geological knowledge or depositional information.
Multiple-point (mp) geostatistics aims to overcome the limitations of the
variogram-based techniques in representing realistic geological continuity.
Strongly connected, curvilinear structures often constitute preferential flow paths
that largely affect groundwater flow and transport. Conductivity barriers of
various sizes and shapes may be present and need to be adequately represented.
Mp-geostatistics is an active area of research that recently emerged in the field of
petroleum engineering (see e.g., Caers and Zhang 2003; Strebelle 2002; Strebelle
et al. 2002). In this paper we show that some of the techniques developed could
prove to be powerful tools for a wide range of hydrogeological applications.
Therefore, we employ a synthetic non-stationary bimodal reference field
representing a typical fluvial deposition that consists of permeable sand channels
embedded in less permeable fine-grained floodplain material. We show results of
a numerical analysis to evaluate groundwater flow and transport behavior in these
types of settings and compare the mp-geostatistical approach with a more
traditional 2-point variogram-based method.
2 Multiple-point geostatistics
The premise of mp-geostatistics is to generate models/images of the subsurface by
borrowing patterns of geological heterogeneity from training images. Training
images are merely conceptual and depict the expected patterns of geological
heterogeneity. They need not be conditioned to any local data nor carry other
locally accurate information. Several training images may be used to reflect
different scales and styles of heterogeneities, or alternative conflicting geological
Multiple-point geostatistics
300
Sa
Fl
0
0
300
600
900
1200
x (m)
Fig. 1. Training image representing a fluvial deposit (generated with fluvsim, Deutsch and
Tran 2002): Sa = sand, Fl = floodplain
scan the training image for data events and store them in a search tree
define a random path
until each non-datum cell with coordinates u = ( x, y ) on the random path
is visited
1. search for the closest nearby well data and previously simulated
cells (this set is the data event);
2. obtain the probability distribution for the property to be
simulated from the search tree; and
3. draw an outcome from the probability model in step 2 and
assign that value to the current grid cell.
In two-point geostatistical methods, the probability distribution in step 2 is
obtained through some form of kriging based on a variogram model. In the snesim
approach no kriging or variogram is involved and the probability distribution is
obtained directly from the training image. For details of this procedure the reader
is referred to the works of Strebelle (2000, 2002). Soft data can be included
through an extension of Bayes theorem, as discussed in Strebelle et al. (2002).
Caers (2002) describes how production data can be incorporated using history
matching.
The stationarity requirement for the training image does not imply that only
stationary fields can be generated. Similar as to building complex variogram
models from basic variograms, the well known principles of nesting models,
rotation and affinity transformation can be used to build complex strongly nonstationary fields, such as sand channels with locally varying channel widths or
changing channel directions. Nesting of models is obtained by using different
training images for different scales of observations (see Strebelle and Journel
2001). For the rotation and affinity transforms, each single datum with original
coordinates u orig = ( x orig , y orig ) in the entire data event is rotated and affinely
transformed along the center node to the new coordinates u new = ( x new , y new )
according to
(1)
0
a x (u)
A(u) =
a y (u )
0
contains the major and minor range of continuity, a x (u) and a y (u ) , respectively;
and
cos( (u)) sin( (u))
R (u) =
sin( (u)) cos( (u))
contains the rotation angle azimuth (u) . Example maps for the affinity factors
and rotation angles are presented in Fig. 2. Location-dependent rotation and
Multiple-point geostatistics
450
y (m)
300
y (m)
300
1.5
150
150
ratio
(a)
150
300
450
600
(b)
x (m)
150
300
450
600
x (m)
Fig. 2. (a) affinity factors (ratio) a x (u) a y (u) , a x (u ) = 1 ; and (b) channel rotation angles
Variogram type
mean ln K
Geometric mean K
sill ( Y2 )
correlation length (Y x )
sand
Floodplain
exponential
Exponential
-3
7.389 m/day
0.05 m/day
0.25
75 m
30 m
Dispersivity ( L , T )
y (m)
300
150
0.12
150
300
450
0.2
number of data
mean
std. dev.
maximum
upper quartile
median
lower quartile
minimum
0.08
0.3
0.2
0.1
0
-5 -4 -3 -2 -1
600
(b)
x (m)
0.15 - 0.015 m
30,000
-1.32
2.51
5.44
1.66
-2.68
-3.19
-4.91
0.04
ln K
(a)
0.3
0.3 - 0.03 m
5
4
3
2
1
0
-1
-2
-3
-4
-5
frequency
450
2.5
100
(c)
ln K
200
300
distance
Fig. 3. (a) ln K distribution for the reference field; (b) ln K histogram; and (c) experimental
facies variogram
The reference field was randomly sampled at 100 locations, with 30 samples
located in the sand channels. A sample consists of the facies type and the ln K
value at that location. To compare the mp-statistics approach with a more
traditional 2p-correlation approach, a random realization, conditioned on the
extensive sample data set, was generated using the sequential indicator simulation
program sisim (Deutsch and Journel 1998). The variogram used to generate the
sisim realization is that of the training image shown in Fig. 1. The resulting ln K
image, ln K histogram and experimental facies variogram are presented in Fig. 4
(a), (b) and (c), respectively. The corresponding results for a random conditional
realization generated with the snesim algorithm are given in Fig. 4 (d), (e) and (f).
It is important to note that only the facies geometries differ, and that the
conditional ln K realizations of the sand and floodplain formations are the same in
the conditional facies realizations generated with sisim and snesim. Both methods
very closely reproduce the ln K histogram and experimental facies variogram of
the reference field. However, results clearly indicate that the 2p-approach fails to
reproduce the channel network, in contrast to the mp-approach. Hence, using a
variogram model accounting only for 2p-correlation fails to mimic the
interconnected channel network, even for extensive conditioning data sets. Also
presented in Fig. 4, in plates (g), (h) and (i), are the results of an unconditional
realization generated with snesim and sgsim. Again, the statistics and the channel
structures are very well reproduced. However, the exact locations of the channels
are not reproduced without conditioning data.
5
4
3
2
1
0
-1
-2
-3
-4
-5
y (m)
300
150
150
300
x (m)
450
600
number of data
mean
std. dev.
maximum
upper quartile
median
lower quartile
minimum
0.08
30,000
-1.22
2.57
5.84
1.56
-2.69
-3.19
-4.91
0.04
0.3
0.2
0.1
ln K
(a)
0.12
frequency
450
0
-5 -4 -3 -2 -1
(b)
ln K
(c)
100
distance
200
300
Multiple-point geostatistics
5
4
3
2
1
0
-1
-2
-3
-4
-5
y (m)
300
150
150
300
450
5
4
3
2
1
0
-1
-2
-3
-4
-5
y (m)
300
150
150
300
450
600
x (m)
0.2
0.1
number of data
mean
std. dev.
maximum
upper quartile
median
lower quartile
minimum
0.08
100
(f)
ln K
0.12
200
300
200
300
distance
0.3
30,000
-1.18
2.47
5.18
1.61
-2.58
-3.11
-4.71
0.2
0.1
0.04
ln K
0.3
30,000
-1.29
2.52
5.61
1.56
-2.64
-3.12
-4.98
0.04
(e)
450
(g)
0.08
-5 -4 -3 -2 -1
600
x (m)
frequency
number of data
mean
std. dev.
maximum
upper quartile
median
lower quartile
minimum
ln K
(d)
0.12
frequency
450
-5 -4 -3 -2 -1
(h)
100
(i)
ln K
distance
Fig. 4. (a), (d), (g) ln K distribution; (b), (e), (h) ln K histogram; and (c), (f), (i)
experimental facies variogram: (a), (b), (c) = sisim, conditional realization; (d), (e), (f) =
snesim, conditional realization; and (g), (h), (i) = snesim, unconditional realization.
(2)
T = Kb
(3)
T
v = h
b
c
b
= .(b Dc) b vc + q(cs c)
t
(4)
(5)
Dxx = L
v 2y
vx2
+ T
v
v
and
D yy = L
v 2y
v
+ T
v x2
v
(6)
22
21.5
y (m)
300
21
150
20.5
20
h (m)
0
0
(a)
22
300
450
600
x (m)
450
22
21.5
21
150
20.5
21
150
20.5
20
(b)
150
300
x (m)
450
600
21.5
21
150
20.5
20
h (m)
22
300
y (m)
300
y (m)
300
450
21.5
y (m)
450
150
(c)
20
h (m)
0
0
150
300
x (m)
450
600
h (m)
(d)
150
300
450
600
x (m)
Fig. 5. Simulated head distributions: (a) reference field; (b) conditional sisim realization;
(c) conditional snesim realization; and (d) unconditional snesim realization.
The true head distribution is obtained by running the groundwater flow model
for the reference field and is presented in Fig. 5(a). The head contours clearly
show the effect of the permeable sand channels, which dominate flow through the
system. The head distributions for the conditional sisim and snesim, and the
unconditional snesim realizations, are given in Fig. 5 (b), (c) and (d), respectively.
The conditional snesim realization yields a good prediction of the reference head
distribution. For the unconditional snesim realization, the effect of the sand
channels on heads can also clearly be seen. However, the different positioning of
Multiple-point geostatistics
the sand channels results in a less accurate prediction of the heads. Despite the
large number of conditioning data, the conditional sisim realization fails to
reproduce the reference head field. This can be attributed largely to the inability of
the method to represent the channel structure.
With the transport model we simulated the behavior of the released
contaminant under natural steady-state flow conditions for a period of 1500 days.
Plates (a), (b), and (c) in Fig. 6 display the distribution of the contaminant plume
for t = 300, 900 and 1500 days, respectively. The bulk of the released contaminant
moves through the permeable sand channels. Fig. 6 also shows the transport
predictions for the conditional sisim (plates (d), (e) and (f)) and snesim (plates (g),
(h) and (i)) realizations, and the unconditional snesim (plates (j), (k) and (l))
realization. The variogram-based method underestimates solute movement in the
direction of flow, as it is not able to reproduce the interconnected preferential flow
paths. Once the solute mass enters into the floodplain material it moves
downstream very slowly, until perhaps, a new permeable sand body is
encountered. The conditional snesim realization yields a fairly good prediction of
the location of the contaminant plume through time. Results for the unconditional
snesim realization indicate that for transport predictions it is very important to
accurately determine the location of the sand channels. The training image, angle
and affinity information allow characterizing the structural features of the system,
but conditioning is needed to precisely locate the sand channels.
450
2.5
450
2.5
150
0.5
0
450
600
150
(b)
2.5
(mg/l)
x (m)
450
0.5
150
300
450
600
x (m)
2.5
150
0.5
0
300
450
600
300
1.5
1
150
0.5
0
0
0
(e)
x (m)
2.5
c
150
300
450
600
150
0.5
x (m)
450
600
450
600
2
1.5
1
150
0.5
2.5
0
0
150
300
450
600
x (m)
450
2.5
300
1.5
1
150
0.5
(h)
150
300
x (m)
450
(mg/l)
(mg/l)
(mg/l)
300
x (m)
y (m)
y (m)
1.5
300
2.5
300
300
150
x (m)
(f)
150
450
(mg/l)
450
(mg/l)
450
(g)
y (m)
y (m)
1.5
150
0.5
300
(c)
(d)
1.5
150
(mg/l)
450
2
300
y (m)
300
1.5
600
2
300
1.5
y (m)
150
300
y (m)
y (m)
1.5
y (m)
300
2.5
(a)
450
150
0.5
(mg/l)
(i)
150
300
x (m)
450
600
(mg/l)
450
2.5
450
2.5
y (m)
1.5
1
150
0.5
0
150
300
450
600
300
1.5
y (m)
300
2.5
(j)
450
150
0.5
(mg/l)
x (m)
(k)
150
300
x (m)
450
600
2
300
1.5
y (m)
10
150
0.5
(mg/l)
(l)
150
300
450
600
(mg/l)
x (m)
Fig. 6. Simulated contaminant concentrations for t = 300, 900 and 1500: (a), (b), (c)
reference field; (d), (e), (f) conditional sisim realization; (g), (h), (i) conditional snesim
realization; and (j), (k), (l) unconditional snesim realization.
6 Conclusions
Results shown in this paper indicate that multiple-point geostatistics is potentially
a very powerful tool to characterize subsurface heterogeneity for hydrogeological
applications in a wide variety of complex geological settings. Geological
structures or features such as sand channels or clay lenses often constitute
preferential flow paths or obstacles to flow. Accurately representing and locating
these structures is of high importance when predicting groundwater flow and
transport, as was shown in this work. Because data are scarce, the mp-statistics are
borrowed from training images that depict the expected patterns of geological
heterogeneity. The mp-statistics are exported to the geostatistical model and
anchored to hard and/or soft data. Strongly non-stationary fields can be generated
using several training images, angle rotation and affinity information. Mpgeostatistics should bring geological interpretation closer to hydrogeological
modeling.
Acknowledgements
The first author wishes to acknowledge the Fund for Scientific Research
Flanders (Belgium) for providing a Postdoctoral Fellowship and a mobility grant.
References
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