08 IFPTraining - RCM - Sem8 - Booklet

Formation professionnalisante

Reservoir Characterization
& Modeling

Semaine 8
Geostatistics

Une formation IFP Training pour Sonatrach / IAP

Une formation IFP Training pour Sonatrach / IAP
Petroleum Geostatistics
Geostatistical Methods and Tools for Reservoir Characterization
Renaud Meunier (Geovariances)
1st ‐ 5th December 2013
Sonatrach / IAP
Regarding this presentation
 This course material is a result of the collaboration between:

• Geovariances
• IFP Training
• with contribution of Brigitte Doligez © 2013 ‐ IFP Training
Sonatrach / IAP 2
Course objectives
 Presentation of the main concepts and tools of geostatistics for

reservoir characterization, aiming at:
• Populating a reliable distribution of petrophysical parameters
between wells using all relevant information (wells and seismic)
© 2013 ‐ IFP Training
Sonatrach / IAP 3
Course Outline
 Introduction
• Key of success for a reservoir study
• Characterization main points
• Main workflow for geomodeling
• Which data / Which tools
 Fundamentals of Geostatistics
 Geostatistical Gridding
 Geostatistical Simulations
 Integrated studies
Sonatrach / IAP 4
Introduction
Key for success for reservoir study
Sonatrach / IAP 5
Understand
Imbricate notions (Characterize)
Modeling
Pictures from RCM_WORKFLOW_presentation 6
Sonatrach / IAP
Key for success: Two steps
 Two main steps:

1. Characterization
Determine conceptual models for each topic, to determine, parameters
and path for modeling. (e.g. Structural model, Sedimentological model…).
2. Modeling
 Use parameters resulting from characterization step to build a

digital model
 Probabilistic models are used to quantify the uncertainty in the

representation of the reality
Sonatrach / IAP 7
Sonatrach / IAP
Introduction
Characterization
main points
Sonatrach / IAP 9
Characterization step
MAIN IDEA
 Perform data analysis to understand your reservoir before

modeling step.
 Do not model anything if you don’t have any idea about the
results !
Sonatrach / IAP 10
Tools for characterization step
 All tools for quality control and data analysis are reliable
 Geology:
• Core description
• Log analysis (correlation, sequence stratigraphy, electrofacies)
• Statistical data analysis
• Geostatistical data characterization
 Geophysics:
• Conventional seismic facies analysis
• Seismic quality synthesis using geostatistics
• Seismic facies analysis
Sonatrach / IAP 11
Definitions
 Statistics
• a branch of applied mathematics concerned with the collection and
interpretation of quantitative data and the use of probability theory
to estimate population parameters
 Geostatistics
• Branch of statistics that applies to data that are distributed spatially
Sonatrach / IAP 12
Results: Conceptual model
Structural model Stratigraphic model Sedimentological model Fracture model
RT1
RT2
K
RT3 
Uncertainties
table
Diagenesis model Heterogeneity Fluid model
/ fluid flow
model
Pictures from RCM_WORKFLOW_presentation 13
Sonatrach / IAP
Reservoir modeling generalities
 Building the geological model
• Coherency check of the available data

• Prediction of the spatial distribution of depositional facies, using
sequence stratigraphy concepts
• Layering, based on correlations, in units supposed to behave
homogeneously relatively to fluids flow
• Gridding, depending on heterogeneity sizes
• Populating the grid with rock‐types, , K
− Kr and Pc are defined by rock‐types
Sonatrach / IAP 14
Heterogeneities
Nature and spatial repartition of

Description of
heterogeneities
heterogeneities
• geology
• seismic
consistency?
Impact of heterogeneities
Caracterization of • petrophysics
heterogeneities • well tests
• production logging
Sonatrach / IAP 15
Heterogeneities Causes
 Reservoir heterogeneities result from the combination of 3

factors
• Sedimentary process (deposition)
• Diagenetic evolution (thermodynamical evolution, fluid‐rock
interactions)
• Mechanical stress (tectonics)
 Important remark: homogeneity is relative to

• Observation scale
• Diagnostic tool
Sonatrach / IAP 16
Fundamental heterogeneity
 It is the one, which impacts the fluid movement, and therefore

the recovery, and the recovery mechanism
• Depletion
• Water injection
• Gas injection different
fondamental
• EOR heterogeneities
 This fundamental heterogeneity is not necessarily
• The most frequent in the reservoir
• The easiest to characterize
• The same during the whole field life
Sonatrach / IAP 17
Static / Dynamic heterogeneities
 Static
• The chronological reconstruction of the sedimentary process allows
to predict the spatial organization of the depositional heterogeneities
(sequence stratigraphy)
 Dynamic
• The reconstruction of the behavior of the reservoir allows to
understand and to predict the spatial organization of the
heterogeneities for fluid flow
Sonatrach / IAP 18
Introduction
Main workflow for geomodeling
Sonatrach / IAP 19
Workflow for geomodeling
Structural Stratigraphic
model model
Reservoir grid Upscaling
Well and
seismic
data
Proportions of facies Geological model: Flow simulation

Facies, porosity,
permeability
Integration
Integration Production
of 4D seismic
of production forecast
data
data
Sonatrach / IAP 20
A simplified flowchart
Database Quality Control
Log Fluid Studies Seismic

Sedimentology
Interpretation (Well test, PVT) Interpretation
Data Integration
Building of the Geological Model
Deterministic Stochastic
Oil in place Computation
Upscaling
Production model
Sonatrach / IAP 21
Which data?
Which tools?
Sonatrach / IAP 22
Which available data?
Initial step
W1 W2 W3
*Data are:
Porosity
Permeability
Lithofacies
Electrofacies
Petrofacies
Rocktype
Data* only at the intersection
between model and well
trajectory
Sonatrach / IAP 23
Which tools to populate the model?
Initial step Final step
W1 W2 W3
Tools to populate
model?
Petrophysical data
Data only at the intersection
between model and well trajectory
Sonatrach / IAP 24
Which tools to populate the model?
W1 W2 W3
Tools to populate
model?
Petrophysical data
between model and well trajectory • Mapping for each layer
e.g. Interpolation
• Geostatistics tools
e.g. Kriging, Simulation (SGS,SIS,Turning Band…)
Sonatrach / IAP 25
Which data to constrain the model results?
Petrophysical data
between model and well trajectory
Mapping tools
Porosity
Permeability Geostatistics tools
Lithofacies
Electrofacies Seismic
Petrofacies
Rocktype
Can be used to constraint
Geology mapping or geostatistics
Sonatrach / IAP 26
Chapter I: Basic statistics
Sonatrach / IAP 27
Basic statistics analysis
Cross plot
Base Map
Sonatrach / IAP 28
Basic statistics analysis: Histograms
Count: 2200 sample (porosity data)
 Histogram  Cumulative Histogram
frequency of
occurrence in each
interval
median (easier to read
on CDF than
on histogram)
mean: m= 1800 median = 1900
Sonatrach / IAP 29
Definition of the central value
Definition of central values

 Arithmetic mean= sum/count (sensitive to extreme or “anormal “
value)
 Median =value dividing the population in 2 halves (not sensitive
to extreme value)
• the median: value corresponding to a cumulated frequency of 50%
more generally the quantiles: values corresponding to a specified
frequency
 Mode =most frequent value (may not be unique*)

 Ex: {1,1,5,6,7}: 1 2 3 4 5 6 7
Mode Median
Arithmetic mean
Sonatrach / IAP 30
1 N
 2= variance =
N
[ z
1
i  m]2 = E{(X‐mx)2}
high  data are
heterogeneous
 Standard deviation:  = 2 small  data are

homogeneous
 Coefficient of variation: /m: length of tail of a distribution

 Dispersion: The variance and the standard deviation are measures
of the dispersion of the outcomes relative to the mean value
Sonatrach / IAP 31
 Different statistics of order 1
1 N
– Arithmetic mean: maz   z ( xi )
N i 1
– Geometric mean: mgz  N  iN1 z ( xi )
– Harmonic mean: N
mhz  N
1
( )
i 1 z ( xi )
– NB: mhz≤mgz≤maz
Sonatrach / IAP 32
 Applications: permeability upscaling
Ky
 K+
Kx
arithmetic harmonic
averaging averaging
flow direction by colums
Ky
0 K-
Kx
harmonic arithmetic
averaging averaging
by rows
K-  K  K+
Sonatrach / IAP 33
 Data distribution
• Number of defined samples
Mode
• Minimum and maximum values average
(mean)
• Mean / quantiles / mode
 Variability of data
• Variance / standard deviation
• Inter‐quartile range dispersion
 Shape of distribution
• Skewness (dissymetry)
• Kurtosis
• Coefficient of variation
(Mode = most frequent value of the distribution)
Sonatrach / IAP 34
Dispersion
 Caution 1
• Dispersion is number‐of‐classes dependant
Sonatrach / IAP 35
Dispersion
 Caution 2
• Dispersion is volume window dependant (support effect)
Sonatrach / IAP 36
Probability density function
Normal density Log normal density
Sonatrach / IAP 37
PDF/CDF
 PDF / CDF
probability
1
Cumulative density
F(x) = P(X<x)
function (CDF)
Probability density frequency

f(x) = F’(x)
function (PDF)
Sonatrach / IAP 38
Gaussian Distributions
 The distribution is entirely characterized by its mean m and its variance 2
 In the particular case m is 0 and 2 is 1 we say the distribution is normal
 It is sometimes called the bell shaped probability density
 Its properties explain the wide range of its applications
Sonatrach / IAP 39
Exercise
 Draw the probability law of the sum of outcomes from tossing 2

dices
PROBABILITY LAW
1/36 2/36 3/36 4/36 5/36 6/36 5/36 4/36 3/36 2/36 1/36
Sonatrach / IAP 40
Multivariate statistics
 Scatter plot
• Indispensable for a visual inspection of the joint behavior of two
variables (correlations / conditional dependence...)
f
thick
0.20
300
f 0.15
250
0.20 0.10
200
0.15 0.05
150
0.10
100 100 150 200 250 300 thick
0.05
5 10 15 20 25 phi
5 10 15 20 25 phi
Sonatrach / IAP 41
Covariance / correlation coefficient
 Covariance C(X,Y) = Cov(X,Y): gives the joint variations of X and Y

around their means
C  X ; Y   E  X  m X Y  m Y 
 x  y i  m Y 
1
 i  mX
n i
 Correlation coefficient r(X;Y) gives the linear trend of the

relationship between X and Y
C X ;Y 
 X ;Y  
 X Y
Sonatrach / IAP 42
 Fundamuntal properties for Covariance C(X,Y): basis for kriging

computations
var  X  Y   var  X   var Y   2 C  X ; Y 
 X and Y independent C(X;Y)=0
Sonatrach / IAP 43
 Covariance / correlation coefficient

Depending on the shape of the
cloud of points and of their
thick relative location compared to
both means, the covariance will
300
- + + + be positive, negative or null
250
my=thickmoy
yi-my >0
200
yi-my <0
150 The covariance is affected by the
+ - magnitude of the data values.
- -
100
If both x and y values are multiplied

by k, the covariance increases by a
5 10 15 20 25 phi
factor of k2.
xi-mx <0 xi-mx >0
mx= poromoy 44
Sonatrach / IAP
 Covariance / correlation coefficient

• Main pitfalls: allways look at scatter plots!
+
+ +
+
Correlation reduced from 0.9 to 0.4 Apparent correlation of 0.9 caused by the 3 outliers
due to 2 outliers... BUT most data are not correlated
Sonatrach / IAP 45

 Main pitfalls: always look at scatter plots!
 Low or null correlation coefficients do not necessarily imply

independence
Sonatrach / IAP 46
Linear regression
 Best Linear Unbiased Estimator
Y
y  ax  b
 C X ;Y 
 a 
with  X
 b  m  am
 Y X
X
Sonatrach / IAP 47
Linear regression
 Unbiased: E(y‐y*)=0
 Best: Minimal estimation error variance: E[(y‐y*)2] min
y*
y
x X
Sonatrach / IAP 48
Chapter II:
Fundamentals of Geostatistics
Sonatrach / IAP 49
History
 Pionneering work in South Africa gold mines [Krige, Sichel, de

Wijs]
 60's: Fundations of mathematical theory [Matheron]
 70's: Dissemination around the world (Stanford university, South

Africa geostatistical school, Norwegian center); development of
estimation (kriging) and simulation methods
 80's: Object based methods (Norway); uncertainties
 90's: Pluri‐gaussian methods
 00's: Multi‐Point geostatistics

Sonatrach / IAP 50
Limitations of Classical Statistics
 These two maps have same histograms but different spatial

characteristics. We need therefore other tools (than global
statistical tools) to evaluate spatial variability
Sonatrach / IAP 51
Basic concepts
 Random functions (RF) are functions Z(u), which are defined both
in a geographic space (physical reality) and in a probabilistic space
(mathematical model)
 Locally, the random function is a random variable
 For each pair of points u and u+h, Z(u) and Z(u+h) are not
independent, but are linked by a correlation, which expresses the
spatial structure of the RF
?
? ?
? ?
?
z x
Sonatrach / IAP 52
Basic concepts
 Random functions
• Interpretation of the spatial distribution of a regionalized variable
z(u) as one realization of a random function Z(u)
• At one point u where no measurement is available, the values Z(u)
are unknown, but well defined
 2 levels of abstraction
• 1st level: Regionalized variable = mathematical function
• 2nd level: Regionalized variable = one realization of a random function
Sonatrach / IAP 53
The Geostatistical Framework
 The real phenomenon is considered as a function z(x) depending

on the location x:
This function is called a regionalized variable
 The regionalized variable is interpreted as an outcome of a

random function Z(x)
Sonatrach / IAP 54
Stationarity
 How to make statistics from an unique outcome of a random

process?
 A stationarity hypothesis should be made

• The variable has certain characteristics not dependent on the
position in the space
 Stationarity of order 2 hypothesis: the mean and the variance are

invariant in the space
Sonatrach / IAP 55
Basic concepts
Order 2 stationarity
 The moments of order 1 and 2 of Z(u) are invariant under

translation
• E[Z(u)]=m(u)=m
• Cov(Z(u);Z(u+h))= E[Z(u)Z(u+h)]‐m2=C(h)
• Var[Z(x+h)‐Z(x)] =2 (h)
Sonatrach / IAP 56
Basic concepts
By introducing an hypothesis of stationarity
 It will be possible to get from the data replicates of the statistical

features, particularly the variability between 2 points
Sonatrach / IAP 57
Basic concepts
Non‐stationarity
 Mathematically: gradual trend in data
 Geologically: trend in the reservoir geology (ex: marine

transgression or regression)
 Stationarity depends on scale…
HeightHeight
= non= stationary
stationary
Sonatrach / IAP 58
Chapter II:
Fundamentals of Geostatistics
Geostatistical tools
to quantify the spatial variability
Sonatrach / IAP 59
How to quantify the spatial variability?
The variogram: main tool of geostatistics
 Definition
• Basic tool to analyze the special variability
• Variogram aims at capturing the regional organization of data, which
is not purely random
• It is linked with the measure of spatial correlation between data
values separated by given distance, and reflects the intuitive idea
that data values are generally more correlated for short distances
than for long distances
• Variogram is used in estimation procedures such as kriging,
introduced by D. Krige and formalized by G. Matheron
Sonatrach / IAP 60
The experimental variogram: Example
35 35 33 33 34 31 35 37 41 41
h =100 m
1 N
 (h)  *  Z ( x  h )  Z ( x ) 
2
General formulation: 2 * N ( h) 1
1
 (100 m)  ( 0 + 4 + 0 + 1 + 9 + 16 + 4 + 16 + 0) =2.77
2*9
Sonatrach / IAP 61
35 35 33 33 34 31 35 37 41 41
h =200 m
1 N
 (h)  *  Z ( x  h )  Z ( x ) 
2
General formulation
2 * N ( h) 1
1
 (200 m)  ( 4 + 4 + 1 + 4 + 1 + 36 + 36 + 16 )=6.375
2 *8
Sonatrach / IAP 62
 Unidirectional horizontal variograms with lag = 100 and 200 m.

The variogram cloud is displayed
50 50
40
40
Variogram : var#1
Variogram : var#1
30
30
20 2
20 2 1 4
3 6
4
6
5
10
10 8
8
9
0
0 100 200 300 400 500 600 700 800
0
0 100 200 300 400 500 600 700 800 900
Distance (m)
Distance (m)
Sonatrach / IAP 63
Experimental variogram computation
110. 120. 130. 140.

515. 515.
510. 510.
20.
505. 505.
500. 500.
0.5*[z(x+h)-z(x)]**2
15.
495. 495.
490. 490.
10.
485. 485.
110. 120. 130. 140.
5.
Base map of n points
0.
0. 1. 2. 3. 4.
Distance (Kilometer)
Variogram cloud n x (n‐1)/2 pairs
Sonatrach / IAP 64
X (Kilometer) Distance (Kilometer)

110. 120. 130. 140.
515. 515. 0. 1. 2. 3. 4.
20. 20.
510. 510.
505. 505.
Y (Kilometer)
Y (Kilometer)
500. 500. 15. 15.
495. 495.
Variogram
Variogram
490. 490.
10. 10.
485. 485.
110. 120. 130. 140.

X (Kilometer)
5. 5.
Base Map
0. 0.
0. 1. 2. 3. 4.
Variogram Cloud
Sonatrach / IAP 65
0. 1. 2. 3. 4.
20. 20.
2 x dl
15. 15.
Distance parameters:
Variogram
‐ Lag value:
Variogram
10. 10.
‐ Tolerance: dl
‐ Number of lags
5. 5.
0. 0.
0. l
1. 2l
2. 3l
3. 4l
4.
Sonatrach / IAP 66
Practical variogram computation
 Variograms on 3D data
The pairs of data are assigned to angular sectors and classes of
distances
• For a specific distance (multiple of the lag), Point A of the pair (O, A)
is included in the above volume
• For an omnidirectional
analysis, this volume is
a disc lag
e
nc
er a
• In 2D, the value Z” is not lag lag tol
2x
taken into account
2 x Z”
lag
O
 = Angular Tolerance (Cone Angle) 67
Sonatrach / IAP
Recommendations in Variograms calculations
 Display the number of pairs
 Look at possible anisotropies

• Calculate the variogram map when possible
• Calculate directional variograms
 Check possible outliers with the variogram cloud
 Make a few trial and errors to the parameters
 Limit the number of lags because the experimental variogram is

biased at distances larger than 1/3 of the field extension
Sonatrach / IAP 68
Spatial variability
 The behaviour near the origin of the variogram is related to the

spatial continuity of the variable
(h) (h)
discontinuous
random
h h
(h) (h)
highly continuous
continuous
h h
Sonatrach / IAP 69
Spatial variability
 The behaviour at long distance of the variogram is linked to

stationarity
(h) (h) (h)
no trend
presence of a trend presence of a periodicity
h h h
Sonatrach / IAP 70
Spatial variability
Non stationarity
 Mathematically
• Spatial variation of the mean
• Gradual trend in the data values
 Geologically
• A trend in the reservoir geology
− Transgression / Regression
− Change in depositional environment
Sonatrach / IAP 71
Spatial variability
Non stationary case: the variogram does not exist
 A spatial phenomenon can be modeled as the sum of two terms:

a regional term and a residual term
Z(x)= R(x) + m(x) + ε(x)

HF BF noise
stationary trend
deterministic
Sonatrach / IAP
no trend: stationary variable trend: non stationary variable 72
Stationarity
 Stationarity can be a reasonable choice

• At some scales, not others
• For some variables, not others
• For some reservoirs, not others
 This choice strongly impacts the results of the modeling
 Stationarity is an almost‐required choice in geostatistics
 In practice: local stationarity over moving neighborhood
Sonatrach / IAP 73
The Variogram Model
 The variogram model (h) characterizes the spatial correlation

of the underlying Random Function
 It is a Unique function matching all experimental variograms

calculated in different directions
Sonatrach / IAP 74
Why a Variogram Model?
 Kriging requires knowledge of correlation function for all ranges

and azimuths
 Smoothes the statistical fluctuations
 Ensures positive estimation variances (only certain mathematical

functions, called authorized variogram models, satisfy this
condition)
Sonatrach / IAP 75
Features of the Variogram Model
 The model smoothes the statistical fluctuations
sill ~ data variance
Range(zone of influence)
(h)
nugget effect
Distance
Sonatrach / IAP 76
Link between variogram and covariance
 C(h)= E[(Z(x+h)‐m)(Z(x)‐m)]
 (h)=C(0)‐C(h)
70. 50.
60.
40.
50.
40. 30.
30.
20.
20.
10.
10.
0. 0.
0. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 0. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10.
Distance (Kilometer) Distance (Kilometer)
Variogram Covariance
Sonatrach / IAP 77
Nugget effect
0. 1. 2. 3. 4. 5. 6. 7. 8.
1.5 1.5
1/2 square difference of values
sill
1.0 1.0
nugget effect
0.5 0.5
Range ~6
0.0 0.0
0. 1. 2. 3. 4. 5. 6. 7. 8.
Lag = distance between samples
Variogram porosity (omni) - Exp
Sonatrach / IAP 78
Comparison
Pure nugget model Gaussian model
Spherical model Exponential model
Sonatrach / IAP 79
Geometric Anisotropy
0. 1. 2. 3. 4. 5.
1.00
Sill Direction 2 1.00
Direction 1
0.75 0.75
Gamma
0.50 0.50
0.25 0.25
Range 1 Range 2
0.00 0. 1. 2. 3. 4. 5. 0.00
The ranges are located on an ellipse
(or an ellipsoid)
Sonatrach / IAP 80
Zonal Anisotropy
0. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10.
Sill 2
2.0 2.0
Direction 2
1.5 1.5
Gamma
Sill 1
1.0 1.0
Direction 1
0.5 0.5
Range
0.0 0.0
0. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10.
Cross section in a
sedimentary formation
Sonatrach / IAP 81
Geostatistical models and stationarity
 Three types of Random Functions may be modelled

• RF strictly stationary: the mean is constant and the variance exists.
The variogram is bounded
• RF intrinsically stationary: the mean of the increments is constant
and the variance of increments exists. The variogram exists but may
be not bounded
• RF non stationary: the mean is not constant and the variance does
not exist. The variogram does not exist
 The trend can be removed from the data and analysis is

performed on stationary residuals
Sonatrach / IAP 82
Chapter III:
Kriging
Sonatrach / IAP 83
Deterministic methods
 Draw a map
• Geologist draw a map based on his understanding of the reservoirs
rocks distribution Drawn map
 Build a map using mathematical tools

• E.G.: Least square or average interpolation
data
interpolation
Sonatrach / IAP 84
Deterministic methods
 Draw a map
• Geologist draw a map based on his understanding of the reservoirs
rocks distribution
 Build a map using mathematical tools

• Least square
Well data
Gridding with well constraint
Seismic data
Sonatrach / IAP 85
Gridding methods
 Behind each model there is a decision
 All models fit the data
0.23 0.23 0.23 0.23 0.23

x x x x x 0.23
x
0.06 0.06
x x 0.06
x
0.58 0.58 0.58
x 0.01
x x
0.01 0.01 x
x x
Sonatrach / IAP 86
Kriging
porosity
10000
10000
12.00
9000 11.50
11.00
8000 10.50
10.00
7000
9.50
6000 9.00
Y (ft)
5000 8.50
Y (ft)
5000 8.00
7.50
4000
7.00
3000 6.50
6.00
2000 5.50
5.00
1000 0 4.50
4.00
0
0 5000 10000
kriging porosity
N/A
0 5000 10000 X (ft)
X (ft)
Input Data: Porosity from Wells Kriging=> Porosity Map

2.5
2.5
2.0
Variogram : Porosity
2.0
Variogram : Porosity
1.5
1.5
1.0
1.0
0.5
0.5
0.0
0 2500 5000 7500 10000
Distance (ft) 0.0
0 2500 5000 7500 10000
Distance (ft)
Experimental Variogram
Variogram model
Sonatrach / IAP 87
Definition of the kriging interpolator
 Linear combination of the data (weighted average):
Z 0*    Z   are the kriging weights

 Unbiased: 
E Z 0*  Z 0  0 
 Optimal: Var Z 0*  Z 0   minimum
The solution is then unique
Sonatrach / IAP 88
Kriging System
 In matrix notations the kriging system is:
C  Cn  1 C
     

x =
 n
Cn Cnn  Cn0

    1
[A] x [] = [B]
Kriging takes into account the distances Kriging takes into account the
between data two by two distances between data and the
target point
Sonatrach / IAP 89
How Kriging Works
Z3
Z2
Zo = Z
0
C11 C12 C13 1 1 C01

Z1
C21 C22 C23 1 2 C02
x =
C31 C32 C33 1 3 C03
1 1 1 0  1
Known Known
Sonatrach / IAP 90
How Kriging Works
Z2 1.0
50
Z3  Covariance Model
30
(h)
 0.5
Zo
30
30 50 .30
50 
.15
0.0
Z1 0 30 50 100
distance
C 11 C
1.0 12 C
.15 13 1
.15 1 C
.30
01
C.15
21 C 22 C
1.0 23 1
.15 2 C.30
02
x =
C.15 C C
31 .15 33 1
32 1.0 3 C.30
03
1 1 1 0  1
Sonatrach / IAP 91
Confidence Interval
Depth
95% of probabilities the real Z lies between [
Sonatrach / IAP 92
Influence of the variogram model
Kriging Using a Spherical
Model
Map of Porosity
Kriging Error
Model
Sonatrach / IAP 93
Influence of the variogram model
Kriging Using a Spherical
Model With a Nugget
Map of Porosity
Kriging Error
Model
Sonatrach / IAP 94
Smoothing effect of kriging
10000 2.5
9000
8000 2.0
7000 Data
1.5
6000 Kriging
Y (ft)
5000
1.0
4000
3000 0.5
2000
1000 0.0
0 2500 5000 7500 10000
0 Distance (ft)
0 1000 2000 3000 4000 5000 6000 7000 8000 90001000
Porosity
X (ft)
 The variogram computed on the kriging grid has a sill that is much
lower than the variogram computed on the real data. (2 times
lower)
 The range is higher on the variogram computed on the kriging
estimation
Sonatrach / IAP 95
Neighborhood
 When all data are used for kriging we perform a kriging in Unique
neighborhood
 The data used for kriging can be limited to a subset of the whole
set of data. We then perform a kriging in Moving neighborhood
Sonatrach / IAP 96
Moving Neighborhood
 First the data beyond a limit radius from the target are discarded
from the kriging system. The limit distance is defined by the
envelope of an ellipse (ellipsoid)
 Within the ellipse only a subset of the data is retained. Using a

criterion of proximity to the target the selected data are the
closest to the target. The parameters for selecting the data are
• Number of data per regular sector
• Declustering radius
• Maximum number of empty sector
Sonatrach / IAP 97
Moving Neighborhood
Search ellipse parameters

depend upon:
• Data density
• Variogram parameters
Spatial scale
Anisotropy ratio
Azimuth
Kriging: a Linear Estimator

Zo = l1Z1 + l2 Z2 + lnZn
Data Points: Z1, Z2, …, Zn
Weights: l1, l2, … , ln
Sonatrach / IAP 98
Indicator kriging
 Kriging can be used to "interpolate" lithotypes instead of real

variables
 Methodology
• Use an indicator transform to transform lithotype data l to numerical

data Il
• Use kriging to estimate the conditional probabilities I*l at the point to

be simulated
Sonatrach / IAP 99
Indicator kriging
 Data: x  A,..., x   A,... coded by 1A ( x )  0 or 1
 Conditional probability:
P ( x0  A | x  A,..., x   A,...)  E (1 A ( x0 ) | x  A,..., x   A,...)
which is often difficult to calculate
 Indicator Kriging:
n
 n

[1 A ( x0 )]    1A ( x )  1     p A
K
 1   1 
which is considered as a probability (conditional probability) but
does not necessarily lie within [0, 1]
Sonatrach / IAP 100
Chapter IV:
Multivariate geostatistics
Sonatrach / IAP 101
Example
 Temperature is impacted by latitude and altitude
Sonatrach / IAP 102
 In Geostatistics, when the main variable shows a good correlation

with an auxiliary variable, it can be interesting to use this
auxiliary variable in order to improve the estimation of the main
variable
 For instance, seismic data are often used as auxiliary variables in

time to depth conversion, property mapping
 Indeed seismic data densely sampled improve the estimation of a

variable known only at well location
Sonatrach / IAP 103
Well data
Variogram
model
Cokriged map
Cross
variogram Cokriging
model
Seismic data
Variogram
model
CoKriging using Well and Seismic Data

Sonatrach / IAP 104
 Map of the Norm AI used as an auxiliary variable correlated to

Porosity
Image
10000
0.25
9000 0.17
0.09
8000 0.02
-0.06
7000
-0.14
6000 -0.22
Y (ft)
-0.30
5000 -0.38
-0.45
4000 -0.53
-0.61
3000
-0.69
2000 -0.77
-0.84
1000 -0.92
-1.00
0
0 1000 2000 3000 4000 5000 6000 7000 8000 90001000
Norm AI N/A
X (ft)
Sonatrach / IAP 105
 The cokriging porosity estimation shows more variability, coming

from the seismic variable
porosity porosity
10000 10000
12.00 12.00
11.50 11.50
11.00 11.00
10.50 10.50
10.00 10.00
9.50 9.50
9.00
Y (ft)
9.00
Y (ft)
5000 8.50 5000 8.50

8.00
8.00
7.50
7.50
7.00
7.00
6.50
6.50
6.00
5.50 6.00
5.00 5.50
0 4.50 5.00
4.00 0 4.50
0 5000 10000 4.00
cokriging porosity 0 5000 10000
N/A kriging porosity
X (ft) N/A
X (ft)
Sonatrach / IAP 106
Data measurements are available for several correlated variables
 Two cases
• Isotopy: all variables are measured at all data points
• Heterotopy: some variables are not measured at some data points
 Objective
• Estimate (co‐kriging) a variable Zi0 at a point x0 by a linear
combination of data for a set of variables Zi, i=1, …, N
 The data values for a variable different of the estimated variable

has an indirect influence on that variable and may improve the
estimation
Sonatrach / IAP 107
 Structural Analysis
• Simple Variograms:
Z1(h)=1/2 E[Z1(x+h)—Z1(x)]²
Z2(h)=1/2 E[Z2(x+h)—Z2(x)]²
• Cross Variograms:
Z1 Z2 (h)=1/2 E{[Z1(x+h)—Z1(x)]  [Z2(x+h)—Z2(x)]}
This quantity can be <0. It reflects the correlation at a given distance.
• Cross Covariance:
Cov Z1 Z2 (h)= E{[Z1(x)—mZ1(x)] [Z2(x+h)—mZ2(x)]}
Sonatrach / IAP 108
Cokriging of multivariate data
 The spatial cross correlation is modeled by means of the cross

variogram
 Cokriging weights are assigned to the variable of interest as well

as to the auxiliary variables
Sonatrach / IAP 109
Modeling in the Multivariate Case
 We must find an authorized model, consistent for all variables
 We use a constraining but workable hypothesis:
The linear model of co‐regionalization
all simple variograms and cross variograms must be
linear combinations of the same basic structures gu(h)
(basic structure = variogram with given range and sill of 1 .)
Sonatrach / IAP 110
Simple and Cross Variograms
Sonatrach / IAP 111
Simple and Cross Variograms
 Bivariate variogram: Example (Phi/Ip)

Distance (km) Distance (km)
0.0 0.5 1.0 1.5 2.0 0.0 0.5 1.0 1.5 2.0
0.125 0.125
0.100 0.100
0.100 0.100
Variogram : pareia
Variogram : pareia
Variogram : pareia
Variogram : pareia
0.075 0.075
0.075 0.075
0.050 0.050
0.050 0.050
0.025 0.025 0.025 0.025
0.000 0.000 0.000 0.000

0.0 0.5 1.0 1.5 2.0 0.0 0.5 1.0 1.5 2.0
Distance (km) Distance (km)
Distance (km) Distance (km) Distance (km) Distance (km)
0.0 0.5 1.0 1.5 2.0 0.0 0.5 1.0 1.5 2.0 0.0 0.5 1.0 1.5 2.0 0.0 0.5 1.0 1.5 2.0
10 10
2500 2500 2500 2500
Variogram : pareia & imp-avg
10 10
2000 2000 2000 2000
Variogram : imp-avg
Variogram : imp-avg
Variogram : imp-avg
Variogram : imp-avg
5 5
1500 1500 1500 1500
0 0 0 0
1000 1000 1000 1000
500 500 -5 -5 500 500

-10 -10
0 0 0 0
0.0 0.5 1.0 1.5 2.0 0.0 0.5 1.0 1.5 2.0 0.0 0.5 1.0 1.5 2.0 0.0 0.5 1.0 1.5 2.0
Distance (km) Distance (km) Distance (km) Distance (km)
mod1  1  cubic(1500) 2  lin(2000) 3  pep mod2  1  sph(2000) 2  sph(700)

 imp  1 1   2 2   3  imp   '1  1   '2  2   '3
 phi  1 1   2 2   3  phi   '1  1   '2  2   '3

 imp / phi  1 1   2 2   3  imp / phi   '1  1   '2  2   '3
Sonatrach / IAP 112
Ordinary Cokriging
 Principle: Estimate Z1 using a linear combination of Z1 and Z2

measured at scattered data points
 The ordinary cokriging system is:
Sonatrach / IAP 113
Ordinary Cokriging
Matrix notation
Sonatrach / IAP 114
Self Krigeability
 A variable is self‐krigeable when its cokriging (in the

isotopic case) is identical to its kriging
• No correlation:
• Perfect correlation
• Intrinsic correlation:simple and cross variograms are all

proportional
This is always the case if there is only one basic structure
Sonatrach / IAP 115
Data Integration
 Optimal use of multivariate data sets
 Mixing wells and seismic data
 Time to depth conversion

Sonatrach / IAP 116
Collocated CoKriging
 When dealing with

• The main variable sampled at few wells
• A secondary variable measured on a seismic grid
Wells
Seismic grid
Target node
Sonatrach / IAP 117
Collocated CoKriging
 It is very close to cokriging except that one supplementary weight

is assigned to seismic data at the target grid node
Zo = ZTT
 Note: this way of achieving collocated cokriging is known as

« extended collocated cokriging » (instead of « strictly
collocated » where only the auxiliary variable at target grid node
is used)
Sonatrach / IAP 118
Collocated Cokriging
Zo = Z  T  T

Z1, T1 Z3,T3


T0 

Z2,T2
Sonatrach / IAP 119
Advantages of Collocated CoKriging
 Incorporates much more information
 Carries all the detail of the spatial correlation © 2013 ‐ IFP Training
Kriging Collocated
Sonatrach / IAP 120
When to use Collocated CoKriging
There should be a significant correlation between hard and soft data
Sonatrach / IAP 121
Limitations of Cokriging
 Traditional cokriging requires more modeling effort than kriging
 Still produces a smooth image of reality, but not as smooth as

kriging because of the incorporation of secondary information
Sonatrach / IAP 122
Kriging vs. Collocated Cokriging
Kriging Porosity
Collocated Cokriging
Porosity & AI
r = ‐0.83
Sonatrach / IAP 123
Limitations of Cokriging
 It is often difficult to fit a bivariate model on experimental

variograms and cross‐variograms
 An alternative is to model the variogram on seismic (dense data)

and make an assumption on the similar behavior of the other
variogram and cross‐variogram
Markov Bayes Assumption
Sonatrach / IAP 124
Markov Bayes Assumption
 The bivariate variogram model is defined by means of these

relationships
CZ,T(h)=CZ,T(0) /CT(0)*CT(h)
CZ(h)=CZ(0) /CT(0)*CT(h)
 Requires a linear regression between well and seismic data
 Not often easy to validate or choose the parameters
Sonatrach / IAP 125
Kriging with External Drift
 Basic Uses
• Time‐to‐depth mapping
• Simple data integration
− Seismic trend
− Other trend
 Requirements
• Drift Model
• Generalized Covariance Model
− A type of variogram model based on polynomials
 Automatic
Sonatrach / IAP 126
 Non stationary technique
 The seismic provides a “shape” function with stationary residuals

on top of it
 Requirements
• Linear regression between wells and seismic
• High correlation is very important
Sonatrach / IAP 127
External Drift
Seismic profile S
Trend=a+b*S
Trend+residuals
Stationary residuals
Sonatrach / IAP 128
 It is similar to Collocated Cokriging except that the slope of

regression disappears
Z  a  b  S  Residual
with:
Z ( x0 )   i  Z i
*
K
iS1
 1 i
iS1
 S S i i 0
iS1
Sonatrach / IAP 129
External Drift vs. Collocated Cokriging
 Both methods give similar results when the correlation is very

high (r > 0.85)
 Collocated cokriging respects better the details of the seismic

variability
Sonatrach / IAP 130
Chapter V:
Geostatistical Simulations
Sonatrach / IAP 131
Why simulations?
 To represent the complexity of a reservoir
 To assess the impact of uncertainty of a reservoir model by

producing optimistic and pessimistic scenarios
 To honor the reservoir heterogeneities

• Reservoir architecture described by the sequence of lithological
facies
• Rock property variability within given facies
 To support non linear calculations (e.g. volumetrics)

Sonatrach / IAP 132
Why simulations and not interpolation?
 An interpolation, even a geostatistical method like kriging,

exaggerates the continuity
 By adding information, the model becomes more and more

complex and realistic
 While the interpolation looks for an intermediate value,

simulations aim at reproducing the variability
Sonatrach / IAP 133
Conditional Simulation
Interpretation of lithofacies from well logs (courtesy IFP/CG)
Sonatrach / IAP 134
Sonatrach / IAP 135
Sonatrach / IAP 136
Sonatrach / IAP 137
Why simulations?
 Kriging does not give a realistic image of the reality
Kriged porosity
Real porosity
Sonatrach / IAP 138
Simulations for reservoir characterization
 Ignoring the reservoir heterogeneities leads to biased predictions

and poor development plans
 Example of a five spots scheme: injection at the centre, recovery

at the corners
Sonatrach / IAP 139
Simulations for reservoir characterization
 Oil recovery predictions vs reservoir heterogeneities
Five spots simulation
Sonatrach / IAP 140
Simulations for volumetrics
 We could compute the volume of the reservoir above the cutoff

by applying it to:
• the kriging curve (Z*)
• Z*+  (optimistic)
• Z*‐  (pessimistic)
 The 3 estimations are biased  needs of simulation
Sonatrach / IAP 141
Simulations for volumetrics
 With many simulations optimistic and pessimistic scenarios can

be quantified with good confidence
4 simulations Simulation vs. Kriging

Sonatrach / IAP 142
Simulations of an island
 A bathymetric survey around the Yeu island (20 Km from the

French Atlantic Coast) has been used to estimate its surface
Courtesy of Centre de Géostatistique
Sonatrach / IAP 143
Sonatrach / IAP 144
 The bathymetric data have been kriged to interpolate the

elevation. Applying the sea level produces a smoothed island
outline
Sonatrach / IAP 145
 9 simulated « islands » from 50
Sonatrach / IAP 146
 Profiles of 9 simulated « islands » from 50
Sonatrach / IAP 147
 Probability for a point to belong to the island calculated from the

50 simulations
Sonatrach / IAP 148
Statistics from 50 simulations
 Real surface ……………… 23.32 Km2
 Kriged surface ……………. 22.88 Km2
 Simulated surface
• Average …………………… 23.17 Km2
• Minimum …………………. 15.24 Km2
• Maximum ………………… 31.90 Km2
Histogram of surfaces (km2)
Sonatrach / IAP 149
 Statistics calculated on the 50 simulations for the area of the

island, the volume and the height above sea level
Sonatrach / IAP 150
Objectives of simulations
 To construct a gridded model of the reservoir with its

petrophysical properties
 To represent correctly the geological heterogeneities (lithofacies),

then populate the lithofacies by the properties
 To quantify the uncertainty on the reserves and their future

recovery
Sonatrach / IAP 151
Simulations output
 On simulations we are authorized to make statistics directly

related to the uncertainty
• Probability maps
• Quantile maps
• Risk analysis
Sonatrach / IAP 152
Why simulation: Probability maps
Sonatrach / IAP 153
Why simulation: Quantile maps
Sonatrach / IAP 154
Simulations for risk analysis
CDF
1
0.6
probability of porosity > 10%
0 10 20 porosity
100
90
80
70
60
50
40
30
probability maps 20
10
threshold maps 0
 Risk analysis
n equiprobable maps of the same property
(same distribution, same variogram, same
conditioning data)
Sonatrach / IAP 155
Estimation vs. simulations
Example
Sonatrach / IAP 156
conditional simulation kriging
output equiprobable realizations one deterministic model + s
honors wells honors wells
properties
honors histograms, variograms minimize average error
image noisy
smooth
same variability everywhere
flow simulations mapping
use
uncertainty computations
volumetrics
Sonatrach / IAP 157
 The geostatistical simulations consist of two operations

• A simulation step itself constrained by the variogram and trend
model
• A conditionning step to honor the data (based on kriging)
 The mean of several realizations of geostatistical simulations

tends toward the kriging estimation
 The variance of several realizations of geostatistical simulations

tends toward the kriging estimation variance
Sonatrach / IAP 158
Simulation methods
2 Classes
 Continuous variable
• Ø, K, saturation…
• Depth
 Categorical variables
• Lithofacies
• Channels
Sonatrach / IAP 159
Sonatrach / IAP
Chapter V:
Simulations of continuous variables
Sonatrach / IAP 161
Various algorithms of simulations
 Various algorithms to simulate continuous variables. The most

used ones are
• Sequential Gaussian Simulation (SGS)
• Turning Bands (TB)
• Gaussian Random Function Simulation (GRFS)

Sonatrach / IAP 162
Sequential Gaussian Simulation
 A grid node value is obtained as the sum of the kriging and a

random error:
yG  z k*   k*  N (0,1)
kriging
Random variable
 For the second grid node, we incorporate the first node to the
data set and so on
Sonatrach / IAP 163
Sequential Gaussian Simulations (SGS)
 Simulation algorithm
1. Selection of a grid node randomly
17.1
19.9
30.1
26.2
16.4
Initial data (wells)
13.4
x
Already simulated nodes
24.5
21.9
11.2
Selected location
Sonatrach / IAP 164
2. Kriging conditioned by data + simulated values in the neighborhood
17.1
19.9
30.1
26.2
16.4 1.7
13.4
x
18.1
24.5
21.9
11.2 Local conditional probability distribution:
Selected location Gaussian PDF with:
- mean (18.1) = kriging estimation
- variance (3.0) = kriging error variance
Sonatrach / IAP 165
 Note about the neighborhood:
• The data search may be achieved like with kriging (search ellipsoid …)
with an additional parameters defining the optimum number of
previously simulated grid nodes
• A specific neighborhood is often used because it is speeding up the
calculations
Conditioning data
migrated to grid nodes
Formerly simulated
grid nodes
Next grid node to be
simulated (target)
Neighborhood on data
and already simulated
grid nodes
Sonatrach / IAP 166
3. Random drawing on the local conditional probability distribution
Simulated Gaussian value = 16
1.7
18.1
Sonatrach / IAP 167
4. Repeat steps 1 to 3, after incorporating the newly simulated data to
the conditioning data, until all the grid nodes have been simulated
 To obtain other equiprobable realizations of the random function

• Run the entire simulation process with a different path or with a
different sampling technique
Sonatrach / IAP 168
Sequential Gaussian Simulation
Limitation of the method:
 Time consuming function of the neighborhood extension
 Based on simple kriging (SK), so strict stationarity is required
Sonatrach / IAP 169
Turning Bands Method
Principle
 To simulate first a random function on N lines independently with

a given covariance
 To get the simulated values at the target grid nodes by

considering the projection on N lines uniformly spread out in the
space
Sonatrach / IAP 170
Turning Bands
 Consequence
• The three dimensional random function Y3(x) is obtained from the
simulated values Y1
1
Y3 ( M )  Y 1
Li
(M i )
N
• Hence before conditioning Y3 has a multi‐gaussian distribution
• To condition the simulation to the data values by adding to the

simulated values previously obtained the kriged error
Sonatrach / IAP 171
Principle of the Conditioning
 The conditional simulation is obtained by adding to the non‐

conditional simulated values the kriging of the difference
between the actual and simulated data:
Ysc(x)= Ys(x) + [Y(x) ‐ Ys(x)]K
 Y(x) and Ys(x) have the same variogram and the data
configuration is the same. Consequently the kriging weights are
the same when applied to the real or to simulated values
Sonatrach / IAP 172
Conditional Simulations
Non Conditional Simulation
= Conditional Simulation
+
Kriging of Residuals
Sonatrach / IAP 173
Gaussian Anamorphosis
 Works only with Gaussian variables

• Perform a Gaussian anamorphosis
• The n data are ordered by increasing values
Sonatrach / IAP 174
 A possible model is the decomposition of  into orthogonal

Hermite polynomials:
 In practice the expansion is stopped at a degree N:
Sonatrach / IAP 175
 Example of histogram modeling using the expansion of the

Gaussian anamorphosis into 30 Hermite polynomials
Histogram of porosity
Sonatrach / IAP 176
Non Stationary Simulations
 The Turning bands method apply for non stationary variables

(with trend)
 SGS does not because it requires strict stationarity

• Problem: the histogram can not be used to derive the distribution of
a non stationary variable, from a theoretical point of view
• In practice, when the histogram is clearly not Gaussian, it is still
better to anamorphose the data prior to simulate
Sonatrach / IAP 177
Mixing Wells and Seismic Data
Idea
 To use the dense seismic information in addition of the sparse

wells data
Two methods
 Simulation with seismic as external drift

• The seismic attribute is considered as explaining the trend of the
wells property
 Collocated co‐simulations
• The seismic attribute and the wells property are spatially correlated
Sonatrach / IAP 178
Simulation with External Drift
 Simulation of a non stationary random function
 Conditioning using kriging with external drift: the kriging weights

are calculated in order to filter out the drift
Sonatrach / IAP 179
Collocated Co‐simulations
 Co‐simulation of the wells property using a linear model of

coregionalization with the seismic
 The conditioning is made by collocated cokriging

Sonatrach / IAP 180
Chapter V:
Simulation of lithofacies
Sonatrach / IAP 181
Simulation methods
2 Classes:
 Continuous variable
• Ø, K, saturation…
• Depth
 Categorical variables
• Lithofacies
• Channels
Sonatrach / IAP 182
Categorical Simulations
 Overview of different types of algorithms
• Pixel‐based
− Sequential Indicator Simulations
− Truncated Gaussian and Plurigaussian
− Conditioned by: Well data + variograms + proportions
• Object‐based
− Boolean simulations with various marks
− Sinusoids, ellipsoids, rectangles…
− Conditioned by: Well data (+‐) + proportions
• Pattern‐based
− Multiple‐Point Statistics
− Conditioned by: Well data + Training image +
proportions
• Process‐based
− Flumy: meandering channels
− Conditioned by: Well data (+‐) + physical processes +
proportions
Sonatrach / IAP 183
Object oriented methods
 Marked points process

• Randomly generate marks
− E.g. Poisson point process
• Random token model
• Boolean model
• Dead leaves
 Birth and death process

• Points appear or disappear with given probabilities
Sonatrach / IAP 184
Boolean model
 Application to simulate channels, crevasse splays, river meanders,

bars…
Sonatrach / IAP 185
Boolean model
 Application to simulate channels, crevasse splays, river meanders,

bars …
Sonatrach / IAP 186
Boolean non stationary
Making vary the density of the Poisson points
Intensity=0.01
Intensity=0.02
Intensity=0.05
Sonatrach / IAP 187
Pixel oriented methods
 Multiple points simulations
 Methods based on indicators

• Sequential Indicator Simulations
• Truncated Gaussian
• Truncated Pluri‐gaussian
Sonatrach / IAP 188
Multiple‐Points Simulations
 Reconcile the flexible data conditioning achieved by pixel‐based

methods with the realistic shape information captured by
Boolean methods
 Learn multiple‐point statistics from a geological training image.

Then a pixel‐based simulation is applied to create facies
simulations
 Facies simulations are conditioned to well data and statisticaly

reproduce the characteristics inferred from the training image
Sonatrach / IAP 189
Multiple‐Points Simulations
 A random path is used to review all the grid nodes which have not
been simulated yet
 When the target node is selected, a search phase is carried out in

order to search for the neighboring nodes already simulated or
for data. The neighboring nodes together with the target node
constitute the searched pattern
 The training image is scanned in order to find the patterns which

match the searched pattern (same facies as those of the searched
pattern): they are called the matching patterns
Sonatrach / IAP 190
MPS
Matching Searched
Patterns Pattern
 Patterns 1, 2, 3: OK
 Pattern 4: Discarded
Sonatrach / IAP 191
MPS
Draw an uniform value

between 0 and 1
If drawn value > 2/3: Orange
If drawn value < 2/3: Green
Sonatrach / IAP 192
Sequential Indicator Simulation
 SIS Algorithm
• The points are scanned according to a random path
• For each point an indicator kriging is performed using the indicators

of the data AND of the previously simulated points. It results a
cumulative probability function for the occurrence of the set of facies
• A random number is drawn uniformly between 0 and 1. By

comparing that number with the cumulative probability, the
simulated facies is assigned to the rank of the interval to which the
random number belongs
Sonatrach / IAP 193
Sequential Indicator Simulation
Cdf
1
Facies 2
u  0,1
IK(x)
Facies 1
Sonatrach / IAP 194
Sequential indicator Simulations (SIS)
treat x as hard data


and select a new random
  actual well data location
x : shale
  x : sand
U < p*  shale

U  p*  sand
- Estimate the conditional probability that the

point is shale: p*
- Classify point by comparing estimate to a
uniform random number from [0,1]: U  [0,1]
Sonatrach / IAP 195
 SIS is a very flexible method. However its use requires some

approximations (conditioning from neighboring data only, local
corrections)…
• For example, the only theoretical problem with this method is that I
can be less than 0 or greater than 1. When this occurs, it will be
obviously set to 0 or 1 accordingly, but the covariance is then no
longer reproduced exactly
Sonatrach / IAP 196
 SIS characteristics
• Does not correspond to any model in particular
• Takes into account indicators (facies) proportions
• It implicitly assumes no correlation between indicators
• No constraint on the indicator variograms
• It is extremely difficult to choose a mathematically consistent model
for the indicator variograms and to define how accurate the Indicator
Kriging approximation of the conditional probability is.
Sonatrach / IAP 197
Truncated Gaussian
Objective
 Simulate a discrete variable (lithofacies) at all the nodes of a 3D
grid
 Spatial distribution of simulated lithofacies must be different in
the horizontal plane and in the vertical direction (in the
chronostratigraphic space)
• Vertically: it reproduces the sedimentary process
• Horizontally: it characterize the homogeneity of the field
Basic idea
 Each lithofacies indicator is considered as being the

transformation of some truncated gaussian random function
Sonatrach / IAP 198
Truncated Gaussian
 Algorithm
1. Simulate a stationary Gaussian random function Z(x) with a
covariance function C(h)
Z(x)
(Matheron et al. 1987, Galli et al 1994..)
Sonatrach / IAP 199
Truncated Gaussian
 Algorithm
2. Truncate Z(x) at a desired level and assign lithofacies according to
the chosen threshold
Z(x)
threshold
x
Simulated lithofacies
(proportions pk / covariance Kk(h)

Z<cutoff Z>cutoff
Sonatrach / IAP 200
Truncated Gaussian
How to choose the threshold?
Proportions for
shale (green)
80% Pshale  G (1)  80 %
10%
CDF from Y(x) Pshale  G(  1)  10 %

Sonatrach / IAP 201
Truncated Gaussian Simulation
 The thresholds are determined from the proportions of the facies
 Y(x) designates a stationary Gaussian RF, 0 mean‐variance 1
Fi x| ti 1  Y ( x )  ti 
1 if t i 1  Y ( x )  t i
1Fi ( x )=
0 elsewhere
Sonatrach / IAP 202
 For the first facies:
p1  P ( x  F1 )  P (   Y ( x )  t1 )  G (t1 )
Where G is the cumulative Gaussian function
 For the next facies:

pi  P ( x  Fi )  G (ti )  G (ti 1 )
Sonatrach / IAP 203
 The crucial point is the proportion of the different facies.
The proportion is constant whatever the level:
45%‐25%‐30%
Sonatrach / IAP 204
 When the proportions vary with the level we speak of vertical

non stationarity
pi varies with depth, so ti varies with
depth.
Sonatrach / IAP 205
Variographic analysis
 We need to have a 3D variogram model for simulating the

Gaussian Random Function
 The difficulty is that we can only calculate experimental

variograms on the indicators of the facies
Sonatrach / IAP 206
Truncated Gaussian
 Effect of the variogram model C(h)

1. Simulation of the Gaussian variable
exponential model exponential model

ranges (1500;1500;10)
ranges (300;300;3)
gaussian model gaussian model
Sonatrach / IAP 207
Truncated Gaussian

1. Simulation of the Gaussian variable

ranges (1500;1500;10)
ranges (300;300;3)

Sonatrach / IAP 208
Truncated Gaussian

2. Truncation using proportions

ranges (1500;1500;10)
ranges (300;300;3)
Sonatrach / IAP 209
Truncated Gaussian
Effect of the Thresholds
gaussian model , gaussian model ,

=300m =300m
proportions 2
proportions 1
gaussian model,
gaussian model gaussian model,
=1500m =1500m
Sonatrach / IAP 210
Truncated Pluri‐Gaussian
Principle
 Generalization of the Truncated Gaussian model

• The thresholds are defined according to two different Gaussian
random variables (correlated or not)
 Basic idea
• The 2 different random functions may have different variogram
(ranges, anisotropy)
• It allows to mimic complex facies distributions resulting from multi‐
stage processes (sedimentation / diagenesis / erosion / intrusion...)
Sonatrach / IAP 211
Truncated Plurigaussian Functions
 In practice 2 GRF are enough to give enough flexibility,

particularly in reproducing transitions between the different
facies
 The following scheme is also called Lithotype rules. It represents

the rule for assigning the lithotypes when applying thresholds on
Gaussian Function 1 (along x axis) and on Gaussian Function 2
(along y axis)
Sonatrach / IAP 212
Pluri‐Gaussian Simulation (PGS)
Threshold to translate lithotype distribution integrating on

geological constraint
Max.G1
Threshold
T1
Min. G1
First Gaussian variable
(G1) Threshold Resulting
T2 lithofacies
Min. G2 Max. G2 simulation
Second Gaussian variable (G2)
Sonatrach / IAP 213
Different variogram types give different body contours
Max.
Threshold
Min.
Sonatrach / IAP 214
Gaussian Exponential Spherical
Lithofacies simulations
Sonatrach / IAP 215
Lithotype rules
G1 G2
Sonatrach / IAP 216
Simulation of two successive episodes
Sedimentation Alteration
Sonatrach / IAP 217
Alterations linked to the lithofacies
Sonatrach / IAP 218
Comparison between conceptual / Digital models
PGS output
Sonatrach / IAP 219
Process‐based model
Process based models mimic physical processes: based on hydrology

equations, with randomized parameters
 Migration
• Point bars (yellow)
• Sand and mudplug (grey and blue green)
 Overbank flood
• Channel lag (orange)
• Levee (dark green)
• Overbank alluvium (bright green)
 Levee breaching
• Crevasse splay I & II, crevasse channels From ENSMP web site
• (tan colors)
 Water table
• Organic rich deposits (purple)
From ENSMP web site
Sonatrach / IAP 220
Contrasted architectures
All simulations are run with the same channel size

Colors darkening with age
 Low aggradation
 Mean aggradation
• In phase system
 Large aggradation
• Quick answer
 Large aggradation
• Preponderance
of avulsions
Sonatrach / IAP 221
Contrasted architectures
 Parameters can be adjusted to fit stratigraphic sequences defined

by a vertical proportion curve
From ENSMP web site
 Possibility to model meandering
channelized deposits while
keeping complexity of sandbodies
arrangements and producing
contrasted architecture
Colors with age
Sonatrach / IAP 222
Non‐stationary example
 The advantage of TG/PGS on SIS is the possibility to introduce

non stationarity by making the thresholds vary in the space, and
by applying them on stationary Gaussian Functions
Sonatrach / IAP 223
Variation of facies proportions
 Vertically it is always the case, due to the cyclic character of

sedimentation like in particular the variations of the sea level
 Horizontally it is expected when the size of the field is large

compared to the deposition system or to account for transitions
between different systems (marine, fluvio deltaic…)
Sonatrach / IAP 224
Non‐stationary example
 Geologically: trend in the reservoir geology (ex: marine

transgression or regression, compaction…)
Non stationary
seismic attribute
Sonatrach / IAP 225
Non‐stationary / Stationary scale – Example
~ Stationary Non stationary
Seismic attribute The same seismic attribute…
Sonatrach / IAP 226
Impact of the non stationarity on model
Stationary
Non stationary
Sonatrach / IAP 227
Vertical proportion curves (CPV)
Sand
Shale
Sonatrach / IAP 228
Build a proportion matrix
Sand Non stationary case:
Shale Regionalized proportions
Sonatrach / IAP 229
Calculation of the proportion matrix
By Proportions (from regionalized proportions)
Sand
Shale
Sonatrach / IAP 230
from Areas
Sand
Shale
Sonatrach / IAP 231
By Proportions (from areas proportions)
Sand
Shale
Sonatrach / IAP 232
Example of results
“Equi‐probable” or
“equi‐possible”
realizations
Sonatrach / IAP 233
Non stationary example
Turbiditic environment
proximal fan setting
Sonatrach / IAP 234
Non stationary example
Turbiditic environment
proximal fan
Sonatrach / IAP 235
Sonatrach / IAP
Chapter VI:
Uncertainty Quantification
Sonatrach / IAP 237
Monte‐Carlo Approach
 Idea: Generate values from a random process
 How does it work

1) Generate a random p number between 0 and 1
2) Calculating the inverse of the Cumultative Density Function (CDF)
y = F‐1(p)
Sonatrach / IAP 238
Monte Carlo Approach
 It works as soon as you have a statistical distribution of the

variable y
 The CDF F(y) and its inverse F‐1(p) are defined for both continuous
and categorical variables
 The CDF F(y) and its inverse F‐1(p) are defined for both continuous
and categorical variables
 A large number of simulated realizations is required in order to be

consistent
 The random numbers p(i) are generated with an algorithm and a

particular « seed » number
Sonatrach / IAP 239
Monte Carlo Approach: bootstrap
 Example: 17 permeability data are available; f is the

corresponding statistical distribution, F is the CDF
 Methods
1. Draw 17 simulated values from the distribution. This can be seen as
drawing with replacement, some values may be chosen more than
once and other values may never be chosen
2. Calculate the average of the permeability values K and save it as
one possible average
3. Go back to step 1 many time to assess the uncertainty of the mean
Sonatrach / IAP 240
Monte Carlo Approach
 Easy to generate a lot of a random values
 Work with any kind of variables and distributions
 A main drawback: do not take into account of the spatial

variablility of the variable
Sonatrach / IAP 241
Volumetrics
1. Quantify the uncertainty in gross rock volume by modeling the

surfaces and the fluid contacts stochastically
2. Quantify the uncertainty in net to gross ratio, porosity and

saturation by application of the bootstrap
3. Then perform a bootstrap simulation where gross rock volume,

net‐to‐gross ratio, net porosity are drawn and then multiplied
together to get an oil volume
Sonatrach / IAP 242
Volumetrics
Several simulations of top/bottom, thickness/bottom or
thickness/top
Simulations of Properties as Porosity, Saturation, Net to gross
Risk curves
Sonatrach / IAP 243
Volumetrics
Sonatrach / IAP 244
Volumetrics
100
90 P90 = 61.01Mm3
80
70
Frequencies
60
50 P50 = 62.51Mm3
40
30
20
10 P10 = 64.31Mm3
0
57 58 59 60 61 62 63 64 65 66 67 68 69
Volumes (Mm3)
Sonatrach / IAP 245
Simulation Optimization
Sonatrach / IAP 246
CDF
1
0.6
Probability of porosity > 10%
0 10 20 Porosity
100
90
80
70
60
50
40
30
Probability maps 20
10
threshold maps 0
 Risk analysis
n equiprobable maps of the same property
(same distribution, same variogram, same
conditioning data)
Sonatrach / IAP 247
Simulation Optimization: Probability
Sonatrach / IAP 248
Simulation Optimization: Quantile
Sonatrach / IAP 249
Sonatrach / IAP 250
Confidence intervals
 In statistics, a confidence interval is an interval estimate of a

population parameter. Instead of estimating the parameter by a
single value, an interval likely to include the parameter is given.
 Different confidence interval levels can be defined: 95%,50% ….
 C = P (u(x)< w < v(x)), with C the confidence level
Sonatrach / IAP 251
Confidence intervals
 We have a sample of 20 values of Porosity (). The distribution is

normal. The sample mean ( X ) is equal to 12%. We compute a
95% confidence interval.
X  
 We define: Z 
 / N
 Z has a zero mean
 We define: P(‐ z < Z < z) = 0.95

Sonatrach / IAP 252
Confidence interval
 Then, we have: (z) = P (Z  z) = 0.975

Z = ‐1((z)) = ‐1(0.975) = 1.96
 At the end:
X  
P ( ‐ z < Z  z) = P (‐1.96  / N  1.96)
 
=P( X  1 .96 *    X  1 .96 * )
N N
Sonatrach / IAP 253
Sonatrach / IAP
Chapter VII:
Geostatistics in Integrated studies
Sonatrach / IAP 255
Volumetrics
Volume computation
Objective
 Estimate the amount of oil in place

• for the whole reservoir
• for each layer / compartment
 Estimate the associated uncertainties

• Multiple realizations
Sonatrach / IAP 256
Volumetrics
Definitions
 Hydrocarbon present in the reservoir
• f (natural object)
• f(structural model, Fluid contacts, Sw, )
 Original Hydrocarbons In Place (OHIP)

• Hydrocarbons present in the reservoir and considered to be mobile
during production (in the porous volume those whose characteristics
are above cut‐off values)
− f (natural object, cut‐off)
with cut‐off = f (fluid, recovery mechanism, empirical estimation)
OOIP=Original Oil In Place
Sonatrach / IAP 257
Volumetrics
Definitions
 At the field scale
Hydrocarbon Initially In Place (HIIP) is the total volume of

hydrocarbons (gas, oil, dissolved gas) estimated to be contained in
the field.
... refers to Static Conditions, i.e. before producing the wells/field
GIIP = Gas Initially In Place,

OIIP = Oil Initially In Place,
OGIP = Original Gas In Place,
OOIP = Original Oil In Place,
OHIP = Original Hydrocarbons In Place
Sonatrach / IAP 258
Volumetrics
Definitions
Reserves
 Hydrocarbons considered as recoverable during production, for some
development conditions.
• f (Accumulations, macroscopic recovery, economics)
• with Economics = f (Number of wells, production kinematics, recovery
mechanism)
Reserves are a subset of resources...

(SPE/WPC/AAPG)
... refers to Dynamic conditions, i.e. to well/field production
Reserves = HIIP x RF
Sonatrach / IAP 259
Volumetrics
Estimation of OHIP / OOIP

Taking into account
The simplest method all geological trends
and information bias
 OOIP = BRV * N/G * Phi * So * (1/Bo)
• N/G = Average of N/G in all available wells

• Phi = Average of Phi in all available wells
• So = Average of So in all available wells
• 1/Bo = Average of 1/Bo in all available wells
• BRV = Volume below Top Surface – Volume below base surface
Hence, the only parameter to assess is BRV
Sonatrach / IAP 260
Volumetrics
Definitions
 Basics of HIIP volume calculation
OIIP = Oil Initially In Place GIIP = Gas Initially In Place

= =
Gross Rock Volume (GRV) Gross Rock Volume (GRV)
x Net/Gross ratio (N/G) x Net/Gross ratio (N/G)
x Average Porosity () x Average Porosity ()
x Oil Saturation (So) x Gas Saturation (Sg)
x 1/ volume Factor (1/Bo) x 1/ volume Factor (1/Bg)
+ Associated Dissolved Gas + Associated Liquid
=
=
OIIP x Rs GIIP x Yield
Sonatrach / IAP 261
Volumetrics
Estimation of OHIP / OOIP
Be careful about the reliability of these estimates!
 OUR knowledge of BRV, N/G, Phi, Sw is always a result of

extrapolations / interpolations based on INTERPRETATIONS and
CONCEPTUAL MODELS (velocity, dual porosity, deep sea fan,
exponential decline,…)
…WHICH CAN GENERATE THE WORST MISTAKES !!!
Sonatrach / IAP 262
Upscaling
Needs for upscaling
 Upscaling and gridding are not independent:
 What is necessary: a good grid or a good upscaling?
Sonatrach / IAP 263
Upscaling
Needs for upscaling
 The mathematical equations describing the physics are

discretized to be numerically computable (finite difference)
• Properties are uniform over each cell
• Geometry of cells is simple:
− Cartesian
− Corner point
 Artefacts due to discretization and numerical schemes

• Numerical dispersion
• Grid orientation effect
• Change of Kr shape (per rock type)

• Or use permeability multipliers
Sonatrach / IAP 264
Upscaling
Reservoir Grid (coarse grid) definition

 Type of grid
• Cartesian or corner point (to follow simulator grid standards)
 Constraints to consider for horizontal gridding

• Structure, especially faults
• Wells (present, future)
• Best to refine grid when properties change rapidly
• Permeability anisotropy
• Minimum number of cells between wells
• Problem to investigate (e.g., infill drilling)
 Data to define
• Use a specialized gridding software (best, especially for faulted reservoirs)
• Define DX, DY, DZ, Z (top or center) for each cell of a Cartesian grid
• Define X, Y, Z of each cell corner point
Sonatrach / IAP 265
Upscaling
Reservoir Grid (coarse grid) and geological grid
 True box
• Center of fine grid cells in the coarse cell
 Bounding box
• Center of fine grid cells in the bounding box
Sonatrach / IAP 266
Upscaling
Reservoir Grid (coarse grid) and geological grid
Can be resolved with topological approach
Sonatrach / IAP 267
Upscaling
Input Data: geometry definition

 Layering
• Must respect the geological units: best lateral correlation
• The geological layers may be split according to:
− Petrophysical contrasts
− Physics of flow: fluid segregation cannot be modelled with a single layer
(high density contrast, high kv/kh)
 continuous layers of either very high permeability or very low

permeability must be respected:
• A thin very permeable layer must be represented
• A shale barrier is a good place for a layer interface
• Don't aggregate layers with too different k/f
• Aggregate parts of reservoir with close k/f characteristics

• Avoid big thickness contrast between consecutive layers
Sonatrach / IAP 268
Upscaling
Input data of calculators: pre‐processing and fluid flows
The numerical computation is made on

Input of numerical simulator:
a network
blocky model
Node properties:
Block properties:
• Porous volume
• Dimension
• Depth of gravity center
• Depth
• Permeability
• Porosity Link properties
• Transmissivity
• Kr (upstream)
Sonatrach / IAP 269
Uncertainties
How to quantify uncertainties?
Deterministic approach Stochastic / probabilistic approach
Identify main uncertainties with
impacts on HIIP
Develop a case for each Get probability distribution for
combination of parameters uncertain parameters of geostatistical
analysis
3 HIIP values to characterize HIIP characterize with a probability
the field: distribution: P90, P50, P10
MIN, MED, MAX
Sonatrach / IAP 270
Copyright©2003. ENSPM Formation Industrie - BmD. All rights reserved
Uncertainties
How to quantify uncertainties – Estimation of OHIP / OOIP?
 Deterministic evaluation
• Obtained by combining 2D or 3D grids of the various geometrical and
petrophysical parameters from equation:
− ONE value
− Still a certain culture of determinism in industry...
Sonatrach / IAP 271
Uncertainties
Method of scenarii (deterministic)
 Description
• Optimistic hypotheses for all variables = "maxi" case
• Reasonable hypotheses for all variables = "most likely" case
• Pessimistic hypotheses for all variables = "mini" case
Sonatrach / IAP 272
Uncertainties
Method of scenarii (deterministic)
 Advantages
• Each parameter is controlled and known from prior knowledge
• Well suited for major choices (geol. model, fault pattern)
 Drawbacks
• Difficult to associate probability for each scenario
• Avoid variables which vary continuously in an uncertainty range
Sonatrach / IAP 273
Uncertainties
 Probabilistic evaluation
• Principle: to take into account the uncertainties related to the various
involved parameters
• 1D, 2D, 3D geostatistical approach
Sonatrach / IAP 274
Uncertainties
1D: single points statistics  Scalar Monte Carlo simulation
 Ignoring dependencies among the various input parameters or

between reservoir compartments can lead to under estimation of
the overall uncertainty range
 Important:
• Filling of the reservoir represented only with average values
Less dispersion than punctual values (support effect)
• Chosen formula has to represent the major sources of uncertainty
• Correlations between variables have a strong impact on the results
Sonatrach / IAP 275
Uncertainties
Scalar Monte‐Carlo approach
 Description:
• Reservoir = cube with associated random variable for the volume and
the average parameters
• Variables can be correlated
• Variables are combined for each random draw (crystal ball principle)
Sonatrach / IAP 276
Uncertainties
Scalar Monte‐Carlo approach
 Advantages
• Fast and flexible to assess reasonable Q10 and Q90
 Drawbacks
• Difficult to quantify uncertainty on BRV
• No representation of heterogeneities
Sonatrach / IAP 277
Uncertainties
 Scalar Monte‐Carlo approach

GRV N/G  Sw
STOOIP
Random number generation
GRV x N/G x  x (1-Sw)

STOOIP = -----------------------------
Bo
Sonatrach / IAP 278
Uncertainties
 Scalar Monte‐Carlo approach
probability
most likely
1
0.9
0.5
mode
median
mean
0.1
reserves
25 50 (MMBOE)
proven probable possible
Sonatrach / IAP 279
Uncertainties
Pitfalls in Monte‐Carlo simulations
 Selecting a distribution for a parameter is often arbitrary
 It is important to have in mind the “support effect” when the

range of variation of a parameter is given
It is necessary to have a clear view of the geological model
Sonatrach / IAP 280
Uncertainties
 Pitfalls in Monte‐Carlo simulations

• Parameters are strongly correlated (F and So for ex.), which has to be
taken into account during simulations
frequency
frequency
ρ=+1 ρ=0
V1 V1
frequency
frequency frequency
frequency
V2 V2
fromJ.Pouzet
F(V1,V2) F(V1,V2)
Sonatrach / IAP 281
Uncertainties
2D  Mapping Monte Carlo method
 The spatial variability in structural and petrophysical parameters

can be modeled
• The definition of GRV is an important contributor to overall
uncertainties
• Structural uncertainties are modeled by geostatistical tools
Sonatrach / IAP 282
Uncertainties

3D: stochastic modeling of heterogeneities
 Requires a description of the spatial distribution, size, and/or
correlation length for each of the sedimentary blocks involves the
following steps:
• Definition of a conceptual geological model and framework
• Classification of well data into appropriate geological classes (facies)
• Characterization of inter‐well properties defining uncertainties in the
data
• Generation of 3D heterogeneity models (distribution of facies or
reservoir parameters)
• Calculation of multiple, equiprobable realizations that can be ranked
and integrated with other reservoir technical uncertainties
Sonatrach / IAP 283
Uncertainties
 Issues with geostatistical approach

• Are all the realizations realistic?
• Are they all compatible with production data?
• How many realizations are required to obtain a statistically
consistent estimation of the mean and variance of the result
calculated from the realizations?
Sonatrach / IAP 284
Statistics and geostatistics
Key points to keep in mind
 For Reservoir characterization step

• Use statistics
− As a first level of data analysis
• Use geostatistics:
− To improve understanding regarding rocks and petrophysical
distribution
• Deliverable:
− Improve conceptual models (e.g. Sedimentologic, Stratigraphic,
Diagenesis models)
− Parameters for modeling (e.g. variance, Range and sill, nugget
effect)
 For modeling step
• Use geostatistics
− Populate a realistic data distribution between well integrating
constraints as:
» Seismic map
» Sedimentological model
Sonatrach / IAP 285

08 IFPTraining - RCM - Sem8 - Booklet

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 This course material is a result of the collaboration between:

 Presentation of the main concepts and tools of geostatistics for

 Two main steps:

 Use parameters resulting from characterization step to build a

 Probabilistic models are used to quantify the uncertainty in the

 Perform data analysis to understand your reservoir before

Structural model Stratigraphic model Sedimentological model Fracture model

 Building the geological model

• Coherency check of the available data

Nature and spatial repartition of

 Reservoir heterogeneities result from the combination of 3

 Important remark: homogeneity is relative to

 It is the one, which impacts the fluid movement, and therefore

Proportions of facies Geological model: Flow simulation

Database Quality Control

Log Fluid Studies Seismic

 Histogram  Cumulative Histogram

Definition of central values

 Mode =most frequent value (may not be unique*)

 Standard deviation:  = 2 small  data are

 Coefficient of variation: /m: length of tail of a distribution

 Different statistics of order 1

 Applications: permeability upscaling

Probability density frequency

 The distribution is entirely characterized by its mean m and its variance 2

 In the particular case m is 0 and 2 is 1 we say the distribution is normal

 It is sometimes called the bell shaped probability density

 Its properties explain the wide range of its applications

 Draw the probability law of the sum of outcomes from tossing 2

Covariance / correlation coefficient

 Covariance C(X,Y) = Cov(X,Y): gives the joint variations of X and Y

 Correlation coefficient r(X;Y) gives the linear trend of the

Covariance / correlation coefficient

 Fundamuntal properties for Covariance C(X,Y): basis for kriging

var  X  Y   var  X   var Y   2 C  X ; Y 

 X and Y independent C(X;Y)=0

 Covariance / correlation coefficient

If both x and y values are multiplied

 Covariance / correlation coefficient

Covariance / correlation coefficient

 Low or null correlation coefficients do not necessarily imply

 Best Linear Unbiased Estimator

 Best: Minimal estimation error variance: E[(y‐y*)2] min

 Pionneering work in South Africa gold mines [Krige, Sichel, de

 60's: Fundations of mathematical theory [Matheron]

 70's: Dissemination around the world (Stanford university, South

 80's: Object based methods (Norway); uncertainties

 90's: Pluri‐gaussian methods

 00's: Multi‐Point geostatistics

 These two maps have same histograms but different spatial

 Locally, the random function is a random variable

 The real phenomenon is considered as a function z(x) depending

 The regionalized variable is interpreted as an outcome of a

 How to make statistics from an unique outcome of a random

 A stationarity hypothesis should be made

 Stationarity of order 2 hypothesis: the mean and the variance are

 The moments of order 1 and 2 of Z(u) are invariant under

By introducing an hypothesis of stationarity

 It will be possible to get from the data replicates of the statistical

 Mathematically: gradual trend in data

 Geologically: trend in the reservoir geology (ex: marine

 Stationarity depends on scale…

The variogram: main tool of geostatistics