Accepted Manuscript

Solving geosteering inverse problems by stochastic Hybrid Monte Carlo method

Qiuyang Shen, Xuqing Wu, Jiefu Chen, Zhu Han, Yueqin Huang

PII: S0920-4105(17)30921-X
DOI: 10.1016/j.petrol.2017.11.031
Reference: PETROL 4447

To appear in: Journal of Petroleum Science and Engineering

Received Date: 4 August 2017

Revised Date: 2 November 2017
Accepted Date: 13 November 2017

Please cite this article as: Shen, Q., Wu, X., Chen, J., Han, Z., Huang, Y., Solving geosteering inverse
problems by stochastic Hybrid Monte Carlo method, Journal of Petroleum Science and Engineering
(2017), doi: 10.1016/j.petrol.2017.11.031.

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 ACCEPTED MANUSCRIPT

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Faster converging speed by HMC Inverse earth model by HMC with quantified uncertainty
 ACCEPTED MANUSCRIPT

Solving Geosteering Inverse Problems by Stochastic

Hybrid Monte Carlo Method

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Qiuyang Shena , Xuqing Wub , Jiefu Chena,∗, Zhu Hana , Yueqin Huangc
a
Department of Electrical and Computer Engineering, University of Houston

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b
Department of Information and Logistics Technology, University of Houston
c
Cyentech Consulting LLC

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Abstract

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The inverse problems arise in almost all fields of science where the real-world
parameters are extracted from a set of measured data. The geosteering inver-
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sion plays an essential role in the accurate prediction of oncoming strata as
well as a reliable guidance to adjust the borehole position on the fly to reach
one or more geological targets. This mathematical treatment is not easy to
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solve, which requires finding an optimum solution among a large solution
space, especially when the problem is non-linear and non-convex. Nowa-
days, a new generation of logging-while-drilling (LWD) tools has emerged on
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the market. The so-called azimuthal resistivity LWD tools have azimuthal
sensitivity and a large depth of investigation. Hence, the associated inverse
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problems become much more difficult since the earth model to be inverted
will have more detailed structures. The conventional deterministic methods
are incapable to solve such a complicated inverse problem, where they suffer
from the local minimum trap. Alternatively, stochastic optimizations are in
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general better at finding global optimal solutions and handling uncertainty

quantification. In this paper, we investigate the Hybrid Monte Carlo (HMC)
based statistical inversion approach and suggest that HMC based inference
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is more efficient in dealing with the increased complexity and uncertainty

faced by the geosteering problems.
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Keywords: Statistical Inversion, Hybrid Monte Carlo, Geosteering,

Logging While Drilling, Well Logging

∗
Corresponding author

Preprint submitted to Journal of Petroleum Science and Engineering November 15, 2017
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1. Introduction
Obtaining reliable and detailed information about the earth subsurface
is of great challenge. The task to infer the interior structure is fundamen-

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tal for the geological exploitation or economic evaluation [1]. Geosteering
5 is a technique to actively adjust the direction of drilling, often in horizontal
wells, based on real-time formation evaluation by using logging-while-drilling

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(LWD) measurements [2]. This process enables drillers to efficiently reach
the target zone and actively respond while drilling to geological changes in
the formation so that they can maintain the maximal reservoir contact [3].

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10 The real-time adjustment of a geosteering process is determined by the cur-
rent position and depth of the tool to minimize the gas or oil breakthrough
and maximize the economic production [4]. Among several technologies that

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can be used for geosteering, such as nuclear, acoustic, gamma ray, or elec-
tromagnetic measurement, azimuthal resistivity LWD tools are widely used
15
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in geosteering worldwide due to its relatively large depth of detection and
azimuthal directional sensitivity [5]. Compared to other conventional LWD
propagation resistivity tools, the azimuthal directional LWD tool can obtain
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more information related to the formation anisotropy in addition to the re-
sistivity measurements [6, 7]. Hence, it provides a more sensitive detection
20 of formation boundaries. In the while-drilling environment, this capacity can
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be very useful for making directional drilling decisions.

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Z
T5 T3 T1 R3 R1 R2 R4 T2 T4 T6
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Figure 1: The structure and schematic of an azimuthal resistivity LWD tool. T1, T2, T3,
and T4 are the transmitters whose moment are with the tool axis (Z direction), while T5
and T6 are transverse antennas that perpendicular to the tool axis (X direction). Similarly,
R1 and R2 are the receivers directing along the tool axis. R3 and R4 are receiver antennas
with azimuthal sensitivity.

An azimuthal resistivity logging tool consists of a set of antennas with

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different polarizations and working frequencies. They play the roles as trans-
mitters and receivers that are oftentimes in pairs. Each pair of antennas
25 can provide a group of electromagnetic signals while the tool is drilling [8].

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A schematic model diagram of an azimuthal resistivity LWD tool is shown
in Figure 1. It has transmitters and receivers both along the tool axis (Z
direction) or perpendicular to it (X direction). While drilling, transmitters

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are energized and the voltage changes recorded by the receivers. Processing
30 algorithms in the electronic hardware deduce the measured signals from the
receiver antennas to the full mutual inductance tensor, related to the resistiv-

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ity tensor of the geological formation occupied by the tool [9]. These differ-
ent inductance tensors, with working frequencies in the range from kilohertz
to megahertz, are used to generate different types of measurement curves.
The curve responses are collected as measurement data and served for the

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geosteering inversion process.

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The geosteering process relies on the real-time reconstruction of the sub-
surface earth model. Since the oil and gas companies dedicate to develop
and provide such service that combines in-field drilling with real-time data
processing [10], the geosteering inversion plays a pivotal role in this part to
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evaluate the measurements from the deep-reading tool, and present the re-
constructed earth model in real time. Hence, a robust and efficient inverse
algorithm is always necessary to satisfy the job requirement. In practice,
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modeling and inversion are applied to a 1D model, in which the interfaces

between layers are assumed infinitely extended and parallel to each other.
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A group of inverse results consisting of the distance-to-boundaries and the

resistivity of each layer is collected to represent the earth model with respect
to the current tool position. Along with the drilling trajectory, inversion is
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conducted at a fixed or varying interval of distance. Thus, a complete sub-

50 surface profile can be drawn by grouping parameters of the inverse model
together.
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As the new generation of deep electromagnetic LWD tool extends the

depth of investigation to around 100 ft or further from the wellbore [11], the
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earth model is complicated and requires more descriptive parameters. As

55 a result, the corresponding inverse problem is more challenging due to the
sparsity and uncertainty of the measurement as well as incomplete knowledge
of the operating circumstance [12]. The gradient-based deterministic inver-
sion, which minimizes the distance between the observation and the forward
response, suffers from the local minimum problem due to non-convexity. In
60 the view of Bayes, the optimal solution of inverse parameters can be ex-

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tracted from the statistical characteristics of the posterior distribution [13].

When the analytical solution for the posterior is not available, the Markov
Chain Monte Carlo (MCMC) method is one of the most popular sampling

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approaches to draw samples from an unknown distribution [14]. The MCMC
65 method guarantees an asymptotically exact solution for recovering the poste-
rior distribution, though the computational cost is inevitably high and most

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MCMC algorithms suffer from a low acceptance rate and slow convergence
with long burn-in periods [15]. In fact, solving geophysical inverse problems
by statistical method is not new. The implementation of Bayesian inference

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70 on the interpretation of sonic logging measurements has been realized [16].
However, the poor acceptance rate with long burn-in time is unbearable while
applying this scheme on geosteering inversion cases. In this article, Hybrid
Monte Carlo (HMC) is used to solve the geosteering inverse problem. HMC

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[17] united the MCMC and molecular dynamics and provided a way of sam-
75
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pling from the canonical density by simulating the dynamics of a physical
system. Many experiments show that the sampling performance is improved
via the HMC method through avoiding the random walk behavior used by
the traditional MCMC [18].
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In the following sections, we will first give a brief review on the back-
80 ground of the geosteering problem and its statistical scheme. Then we will
discuss the HMC method and its implementation for the geosteering inverse
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problem in details. Next, a discussion of large-scale inverse problems by us-

ing multiple chains is presented. Finally, we will verify the performance of
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the HMC method with the synthetic model and demonstrate its advantages
85 on solving statistical geosteering inverse problems.
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2. Geosteering Inversions
2.1. Deterministic Inversions
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The most commonly used strategy for the deterministic optimization

method is to fit the model function to measured data by minimizing an
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error term between the forward model responses and observations. Assume
a collected N measurement data denoted by m ∈ RN . x ∈ RM represents M
earth model parameters of the real world inverted from the measured data.
A computational model function or so-called forward function S : RM → RN
is designed to synthesize N responses from M model parameters. The for-
ward transformation from the model parameters to the responses is calcu-
lated based on the 1D electromagnetic modeling, which is essentially solving

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Maxwell’s equations with magnetic dipole sources in layered media [19, 20].
The objective of the inverse problem is to infer the model parameters through
the observed measurement. A good agreement between the response of the

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forward model and measured data will be reached if inverse parameters of the
physical model are accurate. The difference between the forward response
and measurements is defined as data misfit F (x), which is written as:

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F (x) = S(x) − m (1)
Since both forward responses and measurements are vectors, a cost function

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is defined as the square of L2 norm of the misfit function F (x):
N
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f (x) = Fi2 (x) = kF (x)k22 (2)

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i=1

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where f (x) is the cost function representing the magnitude of the data mis-
fit. Hence, the inverse problem is to find the optimal model parameters,
x, which minimize the cost function given a forward model function and
measurements. Mathematically, this problem is presented as:
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min f (x) (3)
x∈RM
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This is an unconstraint nonlinear least-square minimization problem. Many

iterative numerical algorithms, such as gradient descent method, Gauss-
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90 Newton method, and the Levenberg-Marquardt algorithm (LMA) [21, 22],

have been well established to solve this least-square problem.
Although most of the aforementioned optimization algorithms are robust
and have been implemented on some other geophysical inverse problems [23],
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solving a non-convex optimization problem requires prior knowledge to make

95 a feasible initial guess. Otherwise, it can only find the local optimum espe-
cially when the inverse problem is nonlinear and ill-posed.
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2.2. Statistical Inversions

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Statistical inversions arise as an alternative approach to deal with many

ill-posed scientific inverse problems. Built upon the Bayesian theorem, it can
be concluded as a method to obtain the posterior distribution from which
the solution is deduced after combining the likelihood and the prior. This
relationship is shown as:
p(x|y) ∼ p(y|x) · p(x) (4)

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The assumptions made by the forward model y = f (x) (y is data and x de-
notes the earth model parameter) may not include all factors that affect mea-
surements. Suppose the noise is additive and comes from external sources,

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the relationship between observed outputs ye and corresponding model pa-
rameters can be represented as:
ye = f (x) + ε (5)

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where ε denotes additive noises. Experiments empirically suggest that ad-
ditive noises usually follow a zero-mean Gaussian random distribution: ε ∼

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N (0, σ 2 I). Given model parameters x and observed data ye, the likelihood
can be deduced as
y |x) = p(ε) ∼ N (0, σ 2 I)
p(e (6)

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Suppose the prior distribution of x is governed by a zero-mean isotropic
Gaussian distribution such that p(x) ∼ N (0, β 2 I). By virtue of the Bayes
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equation (4), the posterior distribution of x is given by
y ) ∼ N (0, σ 2 I)N (0, β 2 I)
p(x|e (7)
It suggests that the posterior distribution of model parameters x given ob-
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servations ye can be obtained by calculating the product of two Gaussian dis-
100 tributions. The solution of x can be sampled and estimated according to the
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probability distribution function p(x|ey ). It is an effective way to overcome

the shortcomings of deterministic inversion especially when the problems
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are underdetermined (ill-posed) because of the large parameter space and

the sparsity of the measurements. Compared to the deterministic methods,
105 which only look for a local optimal solution, the statistical approach removes
its problem by the search of the entire distribution of the earth model pa-
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rameters. And these parameters are determined by sampling from posterior

distribution p(x|ey ) while the measurements ye have been acquired.
Drawing samples from posterior distribution p(x|e y ) is never an easy work
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110 when f indicates a non-linear mapping relationship between x and y. The

MCMC method draws samples by constructing a Markov chain that has the
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desired distribution as its equilibrium distribution. The statistical proper-

ties, like mean and variance values, play the role of final inverse result and
corresponding uncertainty of inverse parameters.

115 2.3. Random Walk MCMC

The Metropolis-Hastings (MH) algorithm, first developed by Metropolis
and then generalized by Hastings [24], is the most popular MCMC method.

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In brief description, a MH step of an invariant distribution p(x) and a pro-

posal distribution or jumping function q(x∗ |x) involves sampling a candidate
value x∗ given the current value x according to q(x∗ |x). The Markov chain

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then moves towards x∗ with the following acceptance probability
p(x∗ )q(x|x∗ )
 
∗
A(x, x ) = min 1, , (8)
p(x)q(x∗ |x)

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otherwise, it remains at x. In the random walk MH algorithm, a zero-mean
normal distribution is a popular choice of q(x∗ |x) as a symmetric candidate-

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∗)
generating function, which helps reduce the moving probability to p(xp(x)
. Al-
gorithm 1 presents the MH algorithm for sampling from the posterior distri-
120 bution:

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Algorithm 1 The Random Walk MCMC Method
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Input: initial x(0) , jumping function q(x(i) |x(j) ), max chain length K
Output: x(k) , where k < K
Initialize with arbitrary value x(0)
while k ≤ K do
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Generate x(k) from q(x (k) (k−1)
n |x (k) ) o
p(x |ey)
A(x(k) , x(k−1) ) = min 1, p(x (k−1) |e
y)
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Generate A0 from uniform distribution U(0, 1)

if A0 < A(x(k) , x(k−1) ) then
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keep x(k)
else
x(k) = x(k−1)
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end if
save x(k) in the chain
end while
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The MH algorithm is attractive since the random exploration of posterior

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distribution requires very few parameter tuning. However, although the ran-
dom walk MCMC method guarantees asymptotically exact recovery of the
posterior distribution as the number of posterior samples grows, it may suffer
125 from an extremely long burn-in period before reaching the equilibrium and
slow convergence. The time cost may be prohibitively high for the inverse
problem when the forward model is repeatedly computed by every sample
drawn from the MH, which may take at least O(N ) operations to draw one

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sample [25]. Even worse, with the increasing dimension of model parameters,
130 the burn-in period will extend exponentially.

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3. Hybrid Monte Carlo
3.1. Hamiltonian Dynamics

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The HMC or so-called Hamiltonian Monte Carlo replaces the proposal
function of the random walk by the simulation of a dynamic process. The
135 idea initially came from the observation of the motion of molecules and was

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well described by the Hamiltonian dynamics in the landmark paper by Duane
et al. [17]. Generalized by Neal in 1993 [26], HMC converges more quickly
to the absolute probability distribution.

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To interpret the algorithm of HMC, first, we introduce the Hamiltonian
dynamics with two sets of real variables q and p. For a physical interpre-
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tation of these variables, the vector q = {q1 , q2 , . . . , qn } stands for the posi-
tion of n molecules on a frictionless surface of varying height. The vector
p = {p1 , p2 , . . . , pn } represents their current momentums. The corresponding
energy functions, U (q) and K(p), also share the physical meaning as the po-
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tential energy and the kinetic energy, respectively. Suppose we are going to
sample from the canonical distribution for the states of molecules, it becomes
our interest to find the probability distribution of the molecules’ position. In
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the Boltzmann probability, this canonical distribution P (q) is related to the

potential energy U (q) in a form of
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1
P (q) = exp(−U (q)) (9)
Ze
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where Ze is the normalizing constant. The equation (9) bridges the view
of energy and statistical probability given a state of the object. In the real
world, vector q is a set of unknown parameters that we want to find its
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distribution. For each real variable qi , there exists an associated variable pi .

Leaving out its physical meaning, the variable pi is introduced independently
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to allow the problem to be given as a dynamical problem. p is usually chosen

as with Gaussian distributions of the zero mean and unit variance. The
kinetic function is thereby defined as
n
1X 2
K(p) = p (10)
2 i=1 i

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Then the Hamiltonian function is concluded as an total energy function for

variables q and p
H(q, p) = U (q) + K(p) (11)

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It describes the dynamical system through the perspective of the total energy,
to which the partial derivatives determine how q and p change over continuous
time t according to the Hamiltons equation:

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dqi ∂H
=
dt ∂pi

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(12)
dpi ∂H
=−
dt ∂qi
The stochastic gradient equations above construct the foundation of HMC

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process. According to the definition of the Hamiltonian function, some prop-
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erties are able to be concluded and promise the feasibility applying on the
MCMC process. Starting from the first property, the Hamiltonian dynam-
ics is reversible, which means from the current state at time t, (q(t), p(t)),
to the state at time t + s, (q(t + s), p(t + s)), is one-to-one, and hence has
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an inverse. The reversibility of dynamic guarantees the desired distribution
invariant during sampling. The second property is conservation, which de-
notes that the Hamiltonian function keeps invariant along time, which can
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be easily shown as
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n  
dH X dqi ∂H dpi ∂H
= + =0 (13)
dt i=1
dt ∂q i dt ∂p i
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The invariance of Hamiltonian reveals an equilibrium state of the Markov

140 chain, or a certain acceptance for Metropolis updates using a proposal found
by Hamiltonian dynamics. It also ensures the construction of the HMC sam-
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pling from an invariant distribution. Another property of the Hamiltonian

function is that it preserves volume in the (q, p) space, known as the Liou-
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villes theorem. One brief explanation is that if we apply the time mapping T
145 to the points in some region R of the (q, p) space with volume V , the image
of R under T will also have volume V [27]. This property guarantees the
acceptance probability for the Metropolis updates without any influence by
the change in its volume.
In order to sample the state via variables qi and draw a distribution to
reflect the statistical properties, the continuous-time Hamiltons equations

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must be approximated by discretizing the time with step ε. A commonly

used scheme, the leapfrog method, is a way to simulate the state after a
period of time dT by alternatively moving p and q at halftime step ε, which

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minimizes the error introduced by the discretization. A single step to upgrade
the position and momentum, p and q is shown as,
ε ∂
p(k) (t + ε/2) = p(k) (t) − · (k) U (q (k) (t))

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2 ∂q
ε
q (k) (t + ε) = q (k) (t) + ε · p(k) (t + ) (14)
2

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ε ∂
p(k) (t + ε) = p(k) (t + ε/2) − · (k) U (q (k) (t + ε))
2 ∂q
It starts with a half step update for the momentum variable p, followed by

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150 a full step update for the target variable q, and finally another half step for
p. With dT /ε times updating, the system will move to a new state. The
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discretized leapfrog process realizes a full update of a sample q, governed by
the Hamiltonian dynamic. The update of the auxiliary variable p is always
ignored since p is drawn randomly each time at the beginning of leapfrog
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155 process.

3.2. HMC method

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We now present a complete Hamiltonian Monte Carlo algorithm in Al-

gorithm 2, which is used to sample from continuous distributions. There
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are two main processes at each iteration in the HMC algorithm. In the first
160 part, new values of the momentum variables p are drawn randomly from their
Gaussian distribution. Starting from the current state (q, p), an update is
performed using the simulation of Hamiltonian dynamics and moves (q, p) in
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a distance by the leapfrog method to a proposed state (q ∗ , p∗ ). In the second

part, the Metropolis update is executed. The proposed state is accepted as
165 the next state of the Markov chain at a probability, which is the same as
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equation (8). If the proposed state is rejected, the current q will be kept for
the next iteration.
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Solving a geosteering inverse problem with HMC is similar to the random

walk MCMC approach. Recall the statistical inversions introduced previously
and we rewrite model parameters and observations by q and d. Then the
posterior distribution of the earth model parameters can be represented by
the prior knowledge and likelihood function as:
p(q|d) ∼ N (d − f (q), σ 2 I)N (0, β 2 I) (15)

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Algorithm 2 Hybrid Monte Carlo Method

Input: initial q (0) , max chain length K
Output: q (k) , where k < K

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Initialize with arbitrary value q (0) , stepsize ε, and leapfrog steps l
while k ≤ K do
Randomly generate p(k) from N (0, 1)

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(k+1)
q0 = q (k)
(k+1)
p0 = p(k) − 2ε · ∂q∂(k) U (q (k) )
for i = 1 to l do

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(k+1) (k+1) (k+1)
qi = qi−1 + ε · pi−1
(k+1) (k+1) ∂ (k+1)
pi = pi−1 − ε · (k+1) U (qi )
∂qi
end for

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A(q (k+1) , q (k) ) = min 1, exp[ U (q (k) ) − U (q (k+1) ) + K(p(k) ) − K(p(k+1) )]
Generate A0 from uniform distribution U(0, 1)
if A0 < A(q (k+1) , q (k) ) then
keep q (k+1)
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else
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q (k+1) = q (k)
end if
save q (k+1) in the chain
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end while
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According to equation (9), the corresponding potential energy U (q) is as

follows:
U (q) = − log(Ze · p(q|d)) (16)
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where the constant Ze is set to 1. If we rewrite the posterior distribution by

the multiplicative distribution of prior and likelihood functions, then
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U (q) = − log(N (de − f (q), σ 2 I)N (0, β 2 I)) . (17)

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Following Algorithm 2, a Markov chain is launched to draw samples for the

model parameter q until the update reaches an equilibrium.

170 3.3. HMC Implementation

There are few concerns about the implementation of HMC on geosteering
inversions. The first is the gradient of the potential function U (q). The com-
putational cost of the Jacobian matrix of forward function f (q) is inevitably

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high compared to the random walk samplers. However, leveraged by the

175 gradient-drifted property, where the proposal is always drifted to the region
with a higher probability to be accepted, HMC has much faster convergence

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rate than the random walk exploration. Also, the average acceptance rate of
HMC is 0.65 while the random walk is around 0.23 [27]. The higher accep-
tance rate leads to a faster exploration of the canonical distribution and its

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180 statistical properties. In the meantime, the random mechanism inside the
Hamiltonian dynamics differentiates HMC from deterministic inversions and
avoids local optimums. As a class of MCMC methods, choosing a suitable

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stepsize and leapfrog steps is crucial when implementing HMC. Together, the
stepsize and leapfrog steps determine the length of the trajectory in fictitious
185 time, εL. A large stepsize may result in unstable Hamiltonian dynamics due
to errors introduced into the system by the leapfrog discretization. Too small

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a stepsize will produce little change of the state, waste computation time,
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and cause a slow exploration of the target distribution [27]. The selection
of leapfrog steps is also a subtle work and the distance to move within a
190 simulation of the Hamiltonian may differ from one state to another state. In
practice, a preliminary run of HMC is often required to determine a suit-
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able choice of the stepsize and trajectory length. An effective strategy is
to select a range of these two parameters according to the preliminary run,
and randomly choose a pair of these parameters within this range for each
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195 simulation of the Hamiltonian dynamics. The randomness helps increase the
overall possibility of fast exploration of the target distribution.
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Samples from the sequence of a single chain have tendency to be unduly

influenced by the slow-moving realization of iterative simulation. Whereas
multiple starting points can weaken the strong correlation [28]. Along with
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200 the increasing dimension of the sampling space, the multiple-chain sampling
strategy has proven to be helpful on weakening the correlation of each sample
and thus improving the possibility of convergence [29]. Multiple-chain HMC
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was implemented in this paper to solve the geosteering inverse problem. The
target distribution and model parameters are obtained by taking between-
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205 sequence as well as within sequence samples. The multiple-chain sampling

scheme is very suitable for the parallel computing [30]. A simple strategy
of a distributed MCMC method is built on the parallelization of multiple
chains, which distributes the data and task of the HMC sampling to multiple
processing units. A multiple-point earth model inversion can be deployed
210 to multiple cluster nodes. Within each task, multiple-chain sampling for
one point is launched and run in parallel on multiple processors or cores.

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Parallel implementation of HMC sampling can have a large positive impact

in exploring computationally efficient method to a solved real-time statistical
inverse problem.

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215 4. Convergence and Model Inversions

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In this section, we demonstrate the application of the HMC method on
solving the geosteering inverse problem and present the advantages of the
HMC compared to the traditional inversion methods. The examples are con-

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ducted based on the synthetic dataset generated by the simulated azimuthal
220 resistivity LWD tool. To its configuration, multiple working frequencies are
used, which is from the lowest 1 kHz to the highest 2 MHz. The correspond-
ing transmitter-receiver spacing ranges from 800 inches to 30 inches. The

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assumption to the depth of investigation (DOI) implies it can achieve up to
100 ft from the wellbore by using curves with working frequency of 1 kHz.
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225 Actually, in these couple of years, many new generation LWD tools with
such deep reading ability have emerged on the oil and gas market. This sim-
ulated tool is presented and verified according to the most recent industrial
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development [10]. A synthetic earth structure is constructed by models with
three or more layers. The performance of HMC method is evaluated through
230 several aspects including the convergence plot, uncertainty analysis, and full
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logging model inversions.

An examination of convergence is presented for the first example. The
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metric to evaluate the performance of geosteering inversions is usually de-

fined as the misfit between the true value and the inverse value. There are
235 two possible comparison ways, to which are defined as data misfit and model
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misfit. Of course, in the practical geosteering work, the true solution of earth
model parameters are never available while the comparison of data misfit is
the only approach to evaluate the inversion performance. However, the non-
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convexity caused local minimum denotes a very small data misfit even the
240 inverse model is tremendously different from a real one. Hence in our ex-
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ample, we use model misfit to represent the performance of each method,

since the real model parameters are synthetically constructed by ourselves.
Comparing random walk sampler and Hamiltonian dynamic governed sam-
pler, two instances are launched separately, where the first uses the random
245 walk MCMC sampling method, and the second is conducted under the HMC
sampling method. The goal is to sample from a three-layer model with five
parameters, the resistivity in each layer and the distance from the two to

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150
HMC sampling chain
MCMC sampling chain

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model misfit

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50 MCMC chain

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HMC chain
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100 101 102 103 104
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Figure 2: Convergence of model misfit with the increasing number of samples.The upper
MCMC chain converges after 2000 samples while the lower HMC chain converges faster
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within 30 samples with higher acceptance rate.

layer boundaries. We use the model misfit, an L2 norm of the difference

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between the true solution and the inverse result, as an indicator to show the
250 performance and chain convergence.
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In Figure 2, the result shows that the chain governed by HMC enters an
equilibrium state after a burn-in period within 30 iterations, and the model
misfit is near to zero, which means the samples are drawn from the tar-
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get distribution successfully. However, the samples drawn by random walk

255 MCMC are still out the canonical distribution with a much higher model
misfit. The misfit of the MCMC sampling is always higher than the HMC
samples along the total chain length. In other words, random move of param-
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eters has very low efficiency to explore the parameter space given a limited
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chain length. Our experiment indicates that the model misfit of random walk
260 chain converges to around 0 after 2000 samples. This test agrees with that
the statistical inversion by the HMC sampling method is more efficient than
the MCMC method. HMC is able to draw samples precisely on the canon-
ical distributions of model parameters. The other prominent improvement
of HMC is that the acceptance rate is much higher, which guarantees the
265 effectiveness in sampling the canonical distributions. MCMC suffers from

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(a) The synthetic three-layer earth model, where the logging tool is drilling horizontally in
the middle high-resistive layer.

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(b) The inverse model with uncertainty towards two boundaries. The inverse results of
further distance-to-boundary have higher uncertainty.
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Figure 3: The uncertainty evaluation of the inverse model.

the low acceptance rate as shown in Figure 2 where the upper line of chain
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maintains the same sample value for many iterations. This behavior indi-
cates that the randomness is the only force to make the parameters change,
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whereas to the HMC method, a gradient-drifted manner helps to explore the

270 canonical distribution faster. Hence, this explained that a much longer chain
for random walk MCMC is needed to obtain the same precision as the HMC
achieves.
In the second example, a reconstruction to a synthetic earth model is
conducted by applying the HMC statistical inversion to 40 logging points in

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275 a 2000 ft horizontal well. The synthetic earth model, shown in Figure 3(a),
is a three-layer model, where the resistivity is 10 ohm-m, 50 ohm-m and 1
ohm-m from the top to bottom, respectively. The central dash line indicates

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the tools navigation trajectory. In this case, we assume the tool relative dip
angle is fixed at 90 degrees and the drilling trajectory is horizontal. The
280 depth to either the upper or lower boundary is varying on different positions,

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where the furthest boundary is up to 70 ft and closest one is 3 ft.
In Figure 3(b), we show the inversion result by the HMC method with
the uncertainty of depth of layer boundaries. It is obvious that the inverted

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model by HMC agrees with the true earth model with satisfactory perfor-
285 mance. Beyond this, the error bar given by the HMC method on the two
boundaries denotes the uncertainty of inversion results. It presents the vari-
ance of collected samples from a drawn distribution. In this case, the uncer-

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tainty becomes larger when the tool goes far from the boundary, and this is

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consistent with drilling engineers’ experiences in the practice. Overall, the
statistical HMC inversion is able to reconstruct the earth model and gives the
relevant information about inverse uncertainty, which is meaningful to the
real-time geosteering operation and helps keep the drilling tool from breaking
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out.
To the last example, we use a complicated five-layer model to verify the
capability of HMC inversion, comparing with deterministic inversion. The
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Figure 4(a) presents the real model, where the tool is drilling across from
the top layer to the bottom along the dash line. The formation resistivity
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changes from low to high and to low alternatively. Figure 4(b) presents in-
version results by a deterministic method based on the Levenberg-Marquardt
300 algorithm. Generally, the deterministic inversions rely heavily on the initial
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guess. The outcome is unsatisfactory, and many results suffer from incorrect
recovery because of the non-convexity problem. We yield a hybrid result as
shown in Figure 4(c). The HMC method is launched on a multiple-point
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inverse model while we collect the drawn samples after 150 iterations. We
305 calculate the mean value of 100 samples after this burn-in period as the
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intermediate result. The final inverse result is refined by the Levenberg-

Marquardt algorithm. From the final result, the HMC method presents the
capability to find the distribution of model parameters, and the refinement
of deterministic method help recover the model precisely. Although to some
310 part of the region, the further boundaries have not been detected due to the
sensitivity of our current synthetic tool, and a five-layer model is replaced by
a three-layer one, which assumes the further layers across two beds have the

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(a) The true five-layer model.

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(b) The inverse model by Levenberg-Marquardt algorithm.
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(c) The inverse model by HMC method, refined by LMA.

Figure 4: Convergence of model misfit

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same resistivity as the furthest detectable one. Overall, the performance of

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HMC inversion is very promising.

315 5. Conclusion
Experiment results with our synthetic earth model draw a promising
scheme that the statistical inversion by the HMC method is capable to in-
vert the model parameters and reconstruct the earth structure accurately

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despite high uncertainty. Since more advanced measuring technologies have

320 been commercialized and are pushed into the market around these years, the
increasing complexity of measured data undoubtedly will require a more ef-

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fective and accurate solution for solving these inverse problems. Meanwhile,
a more complicated earth model with five, seven or more layer-structures
poses great challenges to the conventional deterministic inversion scheme.

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325 The stochastic strategies undoubtedly will become promising players on the
stage of inversions. The proposed HMC method possesses an innovation and
a higher accuracy compared to traditional MCMC sampling methods, which

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can meet requirements for the fast-growing industry.

6. Acknowledgement

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330 This material is based upon work supported by the U.S. Department
of Energy, Office of Science, and Advanced Scientific Computing Research,
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under Award Numbers DE-SC0017033.

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Highlights
• A stochastic hybrid Monte Carlo method is proposed for geosteering inverse problems.
• The stochastic HMC increases the sampling efficiency compared to other statistical methods.
• The HMC method is capable of searching for the global solution of earth model parameters.

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