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Petroleum Geoscience 2000

Gradual deformation and Iterative Calibration of


Truncated Gaussian Simulations
(Suggested running head: Gradual deformation of Truncated Gaussian Simulations)

Lin Y. Hu, Mickaële Le Ravalec and Georges Blanc

ABSTRACT
Recently, we proposed the gradual deformation approach for constraining stochastic models to
dynamic data (well-tests and production history). In this paper, we review the basic gradual
deformation algorithm and extend its application to different types of truncated Gaussian
simulations (including non stationary truncated Gaussian and truncated pluri-Gaussian
simulations). A case study on the calibration of a reservoir lithofacies model to well-test pressure
data illustrates the efficiency of the gradual deformation approach.

INTRODUCTION
Since its introduction in the petroleum industry, the truncated Gaussian simulation method
(Matheron et al. 1987) has been widely used for modeling reservoir heterogeneity. This method
consists in truncating a continuous Gaussian simulation with multiple thresholds to represent the
distribution of lithofacies in a heterogeneous reservoir. This method was further extended to non
stationary truncated Gaussian simulations (Beucher et al. 1993) and to truncated pluri-Gaussian
simulations (Galli et al. 1994). It has been proven to be highly flexible for representing a wide
range of geological patterns and shapes. A few methods were developed for conditioning
truncated Gaussian simulations to indicator data of lithofacies along wells (Freulon & de Fouquet
1993). There are also methods for incorporating seismic derived information or well-test derived
information in truncated Gaussian simulations (Moulière et al. 1997; Hu et al. 1998). However
these methods cannot be extended to the integration of production data.
Recently, the gradual deformation approach (Hu 2000) was proposed for constraining
stochastic models to production history data. This approach is based on the algorithm for
gradually deforming a Gaussian-related stochastic model while preserving its spatial variability.
This algorithm consists in building a continuous stochastic process, whose state space is the

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ensemble of the realizations of a spatial stochastic model. The gradual deformation of a
realization induces generally smooth variations in the objective function, which measures the
mismatch between the production data observed from the oil field and the corresponding data
calculated in the realization. Therefore this objective function can be minimized using an
efficient optimization algorithm (for instance a gradient based algorithm or the golden section
research algorithm). An iterative procedure is used to progressively reach a satisfactory solution.
This paper presents the gradual deformation approach applied to truncated Gaussian models.
We first describe the gradual deformation of different types of truncated Gaussian simulations.
Then we present a case study to illustrate the calibration of a reservoir lithofacies model to well-
test pressure data.

GRADUAL DEFORMATION OF TRUNCATED


GAUSSIAN SIMULATIONS
Gradual deformation of a truncated Gaussian simulation consists in deforming the underlying
continuous Gaussian simulation. A gradual deformation of the Gaussian simulation induces a
smooth change in the corresponding lithofacies model. The basic algorithm for the gradual
deformation of a Gaussian simulation consists in generating two independent realizations y1 and
y 2 of the standardized Gaussian random function Y , and then building a realization chain by
linear combination:
y (t ) = y1 cos t + y 2 sin t (1)
It can be shown that, for any t , y (t ) is a realization of Y . Hence, by truncating y (t ) , we obtain
a continuous realization chain of the indicator random function. More details and several
extensions of this algorithm (e.g., local and structural deformations) are presented in (Hu 2000;
Le Ravalec et al. 2000). Here, we will provide examples of the gradual deformation of different
variants of truncated Gaussian simulations.

Stationary truncated Gaussian simulations


Let Y ( x ) ( x ∈ D) be a standard Gaussian random function defined over the field D , and I (x)
( x ∈ D) an indicator random function defined by truncating Y ( x ) at threshold s :
1 Y ( x) ≥ s
I ( x) =  (2)
0 otherwise
If Y ( x ) is stationary, then I (x) is also stationary. It can be used to simulate, for instance, the
geometry of the spatial distribution of a lithofacies in an oil reservoir. This method can be easily
extended to the case of several thresholds in order to build models with several lithofacies
(Matheron et al. 1987). Figure 1 depicts a truncated Gaussian simulation with three lithofacies
and its gradual deformation. In this example, disjoint truncation intervals are used to define
lithofacies. This allows direct transitions between any two lithofacies.

Non stationary truncated Gaussian simulations

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Using regionalized thresholds (Beucher et al. 1993) makes it possible to generate lithofacies
models with regional trend. Regionalized threshold functions are derived from regionalized
proportion functions of lithofacies. The proportion of a lithofacies is defined over a given area
(support) that can vary from the well data support to the whole reservoir field. Proportion
functions are built by kriging using well data and seismic derived information (Moulière et al.
1997). In the case where well-test pressure data can be interpreted in terms of permeability data,
these data can also be used to estimate lithofacies proportion functions (Hu et al. 1998). The
regionalized thresholds can also be a realization of another Gaussian randon function (Adler &
Thovert 1998). Figure 2 shows a two lithofacies model obtained by truncating a Gaussian
simulation with another Gaussian simulation. The black lithofacies may represent channel belts.
The gradual deformation is applied to one of the Gaussian simulation, resulting in a gradual
deformation of the lithofacies model.

Truncated pluri-Gaussian simulations


Truncated pluri-Gaussian simulations are a natural extension of truncated single Gaussian
simulations. They involve the combination of several truncated Gaussian simulations. This
makes it possible to generate extremely varied lithofacies models. (Galli et al. 1994; Le Loc'h &
Galli 1997). Unlike the single Gaussian case, truncated pluri-Gaussian simulations do not
necessarily impose a sequence of transitions between different lithofacies. Truncating a Gaussian
simulation with another Gaussian simulation, presented in the previous paragraph, is a particular
example of pluri-Gaussian simulations. In general, the gradual deformation of a truncated pluri-
Gaussian simulation consists in applying the gradual deformation algorithm to each underlying
Gaussian simulation. Figure 3a shows the gradual deformation of a three lithofacies model built
by truncating a Gaussian simulation and its derivative along the X axis. We used the same
method as Armstrong and Galli (1999) to generate the Gaussian simulation and its derivative,
except that the truncation rule (Figure 3b) is slightly modified to allow the grey lithofacies (e.g.
representing crevasse splays) to be attached to only one side of the black lithofacies (e.g.
representing channels).

Remark on the conditioning to well data


In general, lithofacies indicators along wells can be directly accounted for in truncated Gaussian
simulations. This is achieved first by generating truncated Gaussian values along wells using the
Gibbs sampler (Geman & Geman 1984; Freulon & de Fouquet 1993) and then by applying
conditioning kriging on the whole Gaussian field. In the particular case where the proportion
support is reduced to the well data support, the conditioning to lithofacies indicator data along
wells is directly satisfied without the above step. It can be noticed that in this particular case, the
truncated Gaussian method becomes equivalent to the probability field method (Srivastava 1992;
Froidevaux 1993) for simulating lithofacies. Indeed, the local distributions involved in the
probability field method are equivalent to the local lithofacies proportions, and in practice the
probability field used for sampling local distributions is obtained by transforming a Gaussian
field into a uniform field. In the following, we keep in mind that realizations of a lithofacies
model are always conditioned to lithofacies indicator data along wells, and we focus only on the
problem of calibration to production data.

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ITERATIVE CALIBRATION OF TRUNCATED
GAUSSIAN SIMULATIONS
The calibration of a stochastic model to production data can be formulated as an optimization
problem. This involves the definition of an objective function that measures the mismatch
between the data observed on the oil field and the corresponding data calculated on the
realizations of the stochastic model. Then this objective function is minimized in the ensemble of
realizations of the stochastic model. In general, a mean square formulation is used for the
definition of the objective function. The basic idea of the gradual deformation approach is to
parameterize the reservoir model using formula (1) and to minimize the objective function with
respect to the parameter t . Thus, we solve simultaneously two major problems of the stochastic
optimization. First we reduce a high dimensional optimization problem to a low dimensional
one, and second we preserve the spatial variability of the stochastic model.
The procedure is as follow. Starting with an initial realization y1 of Y and another realization
y 2 of Y independent of y1 , we build a continuous chain of realization y (t ) by using the formula
(1). We minimize the objective function with respect to parameter t. Thus, the problem of N
dimensional optimization problem is reduced to a one-dimensional problem. In addition, the
optimized vector y (t opt ) is actually a realization of Y .
However, the above optimization might not reduce the objective function to a low-enough level.
In such a case, we replace the initial realization y1 by the optimized realization y (t opt ) , and we
iterate the above procedure until a satisfactory calibration to production data is obtained.
When performing optimization with lithofacies models generated, for instance, by the
truncated Gaussian method, the objective function is generally not differentiable with respect to
the parameter t . The gradient-based optimization algorithms cannot be used. For the above one-
dimensional optimization, the golden section search method can be used (e.g., PRESS et al.
1992). In the case of pluri-Gaussian simulations, it may necessary to deform simultaneously
several Gaussian simulations. This involves several chains of realizations and therefore several
parameters to optimize. In such conditions, we can use the simplex method to perform
optimization. (e.g., PRESS et al. 1992).

CASE STUDY: CALIBRATING A LITHOFACIES


MODEL TO WELL-TEST PRESSURE DATA
To illustrate the application of the above stochastic optimization method, consider the
calibration of a stochastic reservoir model to well-test pressure data. The construction of the
reservoir model is based on geological knowledge of a real oil field. The field is composed of
three lithofacies: two reservoir lithofacies (lithofacies 1 and 2) and one non-reservoir lithofacies
(lithofacies 3). Table 1 summarizes the petrophysical properties of the three lithofacies. The
pluri-Gaussian method was used to simulate the specific lithofacies distribution of the oil field.
We first generated lithofacies 3 by truncating a Gaussian realization. Then in the complementary
part of lithofacies 3, we generated lithofacies 1 and 2 by truncating another Gaussian realization
independent of the previous one. The field is discretized on a regular grid of 60 X 59 X 15 blocks

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of size 15m X 15m X 1.5m. A spherical variogram model was used for the generation of the
Gaussian realizations. The main anisotropic direction is diagonal with respect to the reservoir
grid. The variogram ranges of the Gaussian random function used for generating lithofacies 3 are
respectively 300m, 80m, 3m in the three anisotropic directions. The variogram ranges of the
Gaussian random function used for generating lithofacies 1 and 2 are respectively 150m, 40m,
1.5m in the three anisotropic directions. The proportions of lithofacies 1, 2 and 3 are 6%, 16%
and 78%, respectively. Figure 4a shows the middle layer of a realization used as the synthetic
reservoir for this study.
A numerical well-test was performed with a finite difference well-test simulator (Blanc et al.
1996). The well travels horizontally through the middle layer of the synthetic reservoir along the
x axis. Figure 4a shows the perforated section of the well. The diameter of the well is 7.85cm,
the well bore storage is 0 and the skins of lithofacies 1, 2 and 3 are 0., 3. and 50, respectively.
The numerical well-test was assumed to last 240 days with a constant rate of 5 m3/day (reservoir
condition) so as to investigate almost the entire reservoir field. Figure 4b shows the pressure
variation and its logarithmic derivative.
Our objective is to build realizations of the lithofacies model constrained by lithofacies data
along the well and by the well-test pressure curve. The objective function is defined as the sum
of the square differences between the pressure responses of the synthetic reservoir and the
pressure responses of a realization. Because the dynamic behavior of the reservoir model is
mainly controlled by the contrast between the reservoir and non-reservoir lithofacies, the
Gaussian realization used for generating the reservoir lithofacies 1 and 2 was fixed at once and
only the Gaussian realization used for generating the non reservoir lithofacies 3 was deformed to
match the pressure data. Figures 5a and 5b show two examples of the objective function of two
realization chains as defined by formula (1). We observe that although the lithofacies model is
gradually deformed, the corresponding objective function profiles present discontinuities caused
by the discrete nature of the lithofacies model. Note, in particular, the huge drop of the objective
function from realization 86 to realization 87 (Figure 5a). A detailed investigation of the
realizations 86 and 87 reveals that this discontinuity is due to a change of lithofacies in a single
grid block which provides a shortcut to the fluid flow.
Figures 6a and 6b show the middle layer of two initial realizations constrained only by the
lithofacies data along the well. The numerical well-tests on these realizations result in pressure
responses very different from that of the synthetic reservoir (Figures 7a and 7b). Starting
respectively from these two independent realizations, and using the iterative optimization
method, we obtained the two calibrated realizations (Figures 8 and 9) after a few iterations.
Figures 10a and 10b show their respective objective functions as the number of iterations
increases.

CONCLUSIONS
This paper extends the application of the gradual deformation method to different types of
truncated Gaussian simulations (including non stationary truncated Gaussian and truncated pluri-
Gaussian simulations). The gradual deformation of a truncated Gaussian realization yields in
general an objective function with discontinuities. This is due to the discrete nature of lithofacies
models. Gradient-based optimization methods cannot be used, hence we apply a non gradient-
based method like golden section search for minimizing the objective function. Results from the

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case study demonstrate the efficiency of our approach to calibrate a lithofacies model to well-test
pressure data. A set of calibrated realizations can be obtained by repeating the gradual
deformation procedure from a set of independent initial realizations.
Our presentation is limited to the global deformation of truncated Gaussian simulations with
fixed statistical parameters (lithofacies proportions, variogram ranges etc.). However, the method
can be extended to local gradual deformation. Local deformation may significantly improve
calibration speed in cases where observations are spread over different areas of a field. The
deformation of a realization can also be performed by modifying the statistical (structural)
parameters of the stochastic model. In other words, calibration can be performed simultaneously
with respect to realizations and statistical parameters.

ACKNOWLEDGMENTS
This work is financed by the joint research project in reservoir engineering between the Elf
Exploration & Production and the Institut Français du Pétrole. We are grateful to A. Journel, O.
Dubrule, A. Hurst and a anonymous reviewer for their helpful comments.

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FIGURES

Figure 1: Gradual deformation of a stationary truncated Gaussian simulation with three

lithofacies over a 2 dimensional grid of 100X100 nodes. The Gaussian simulation is generated

with an isotropic Gaussian variogram. The black lithofacies corresponds to the simulated

Gaussian numbers in the interval [−0.5,0.5) , the white lithofacies to Gaussian numbers in

(−∞,−1) or in [0.5,1) , the grey lithofacies to Gaussian numbers in [1,+∞) or in [−1,−0.5) .

Figure 2: Gradual deformation of a non stationary two lithofacies model, over a 2 dimensional

grid of 100X100 nodes, constructed by truncating a Gaussian simulation with another Gaussian

simulation. The Gaussian simulations are generated with anisotropic Gaussian variograms. The

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black lithofacies corresponds to the situation where the first Gaussian simulation is greater than

the second Gaussian simulation, contrarily to the white lithofacies.

channels).

Figure 3a: Gradual deformation of a three lithofacies model, over a 2 dimensional grid of

100X100 nodes, built by truncating a Gaussian simulation and its derivative. The Gaussian

simulation is generated with an isotropic Gaussian variogram.

G
Gaussian

W B W

G
Derivative

Figure 3b: Rule for the truncation of a Gaussian simulation and its derivative (W: White

lithofacies, B: Black lithifacies, G: Grey lithofacies).

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Kx (md) Ky (md) Kz φ ct (10-5 bar-
1
(md) (%) )

Lithofacies 10. 10. 10. 17 2.1857

lithofacies 2 1. 1. 1. 14 2.0003

lithofacies 3 0.1 0.1 0.001 9 1.8148

Table 1: Petrophysical properties of the three lithofacies. (Kx, Ky, Kz = permeability along x, y, z directions; φ = porosity; ct

= total compressibility)

1e+2
(bar)

Pressure

Well 1e+1

Facies 1

Facies 2
Derivative Time (s)
Facies 3
1e+0
1e+4 1e+5 1e+6 1e+7 1e+8

Figure 4b: Pressure and its logarithmic derivative


Figure 4a: Middle layer of the 3D synthetic reservoir
versus time (in seconds) from a numerical well-test on
generated by the truncated Gaussian method. The field
the synthetic reservoir.
is 900m, 885m and 22.5m along x, y and z directions.

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100 100
Objective Objective
function function

10 10
86

1 1

0.1 0,1

87 π
t/π π
t/π
0.01 0,01
-1 -0.75 -0.5 -0.25 0 0.25 0.5 0.75 1 -1 -0,75 -0,5 -0,25 0 0,25 0,5 0,75 1

a b

Figure 5: Two examples of the objective function versus the parameter t /π of the continuous chain of realizations.

Well Well

a b

Figure 6: Two initial realizations (middle layer) of the lithofacies model conditioned to only lithofacies data along the well.

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1e+2 1e+2
(bar) (bar)

Pressure Pressure

1e+1 1e+1

Derivative Derivative
Time (s) Time (s)
1e+0 1e+0
1e+4 1e+5 1e+6 1e+7 1e+8 1e+4 1e+5 1e+6 1e+7 1e+8

a b

Figure 7: Comparison between the pressure curves of the synthetic reservoir and the pressure curves of the initial

models.

Well Well

a b

Figure 8: Two realizations (middle layer) of the lithofacies model conditioned to lithofacies data along the well and to the

well-test pressure curve.

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1e+2 1e+2
(bar) (bar)

Pressure Pressure

1e+1 1e+1

Derivative Derivative
Time (s) Time (s)
1e+0 1e+0
1e+4 1e+5 1e+6 1e+7 1e+8 1e+4 1e+5 1e+6 1e+7 1e+8

a b

Figure 9: Comparison between the pressure curves of the synthetic reservoir and the pressure curves of the calibrated

models.

100 100
Objective Objective
function function
10 10

1 1

0,1 0,1

0,01 0,01

Number of iterations Number of iterations


0,001 0,001
0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14

a b

Figure 10: Objective function versus the number of iterations (number of continuous chains of realizations).

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