GL-5001 Pemodelan Geologi

3 SKS

18 Oktober 2008
Dosen:
Prihadi Sumintadireja
Asep Kesumajana
Markov Chains
TABLE 4-1 Frequencies of Transitions Between Three River Stages
Tabulated on a Weekly Basis over 148 Weeks

To Stage
From       Row
Stage Low Normal Flood Totals

Low 12 6 0 18
Normal 5 80 15 100
Flood 0 14 16 30
TABLE 4-1 Estimated Transition Probabilities Pertaining to River Stages
Calculated from Hypothetical Transition Frequencies in Table 4-1

To Stage
From       Row
Stage Low Normal Flood Totals

Low .67 .33 .00 1.00

Flood .05 .80 .15 1.00
Normal .00 .47 0.53 1.00
Figure 4-1 Markov transition diagram corresponding to transition-probability
matrix 4-2. Numerical values are transition probabilities
 The following jth lithology is chosen
randomly from the first row of
0.1 0.8
0.1
0.4 0.2
0.4
0.1 0.8
0.1

Multistory lithologies

Second lithology chosen randomly

from second row of
0.1 0.8
0.1
0.4 0.2
0.4
Initial lithology chosen randomly from
0.1 0.8
aquelebrium proportions
0.1

Sandstone Shale Limestone

Figure 4-2 Stratigraphic sequence synthesized by employing a Markov

transition matrix. From carr and other (1996); copyright by the American
Association for the advancement of Science.
Figure 4-3 Fictitious stratigraphic section illustrating sampling techniques
to calculate estimates of Markov transition matrix probability values.
“Tally” matrices in right column illustrate results obtained for transitions
between rock types and transition at specified thickness intervals. From
krubein (1967).
TABLE 4-3 Tally Matrix and Corresponding Transition-Probability Matrix
Based on Observations of 309 Thickness-Unit Lithologic Transitions in yhe
Chester Series

Tally Matrix   Transition-Probability Matrix

A B C Totals A B C
sand A 58 18 2 78 sand A .74 .23 .03
shale B 15 86 39 140 shale B .11 .61 .28
lime C 5 35 51 91 lime C .06 .38 .56
totals 78 139 92 309          
Modified after Krumbein (1967)
Figure 4-4 Graphic display of synthetic stratigraphic sequence employing
transition probability values of Table 4-3. from Krubein (1967)
TABLE 4-4 Numericals Result of Simulation Experiment Employing
Transition Probability Value of Table 4-3

        Average  
Percentage Bed Percentage
Numbers of THICKNESS of Total Thickness of Total
Rock type Occurrences (FEET) Thickness (feet) Beds
Sandstone 28 944 23.5 33.7 16.5
Shale 75 1736 43.4 23.1 44.1
Limestone 67 1328 33.1 19.8 39.4
Totals 170 4008 100.0   100.0
Relative Frequencies of Transitions Realized in 500-Transition Simulation Experiment
A B C
A .77 .18 .05
B .08 .65 .27
  C .07 .32 .61  
TABLE 4-5 FORTRAN Program for Computing Transition-Probability
Matrices from Sequences of N Integers
TABLE 4-6 Program for Generating Synthetic Stratigraphic colums, Using First-
Order Markov Transition-Probability Matrices
 First Draw Second Draw

Uniform random numbers

in the range 0.0 to 1.0
0.0 0.25 0.5 0.75 1.0

State 1 to Cumulative probability vector

State 1 2 3 for state 1 in the range 0.0 to
0.0 0.74 1.00 1.0
0.97

Figure 4-5 Illustration of use of uniform random number source to sample

from cumulative probability vector. For example, on first draw random
number is 0.35, which is less than 0.74, resulting in the selection of state 1
to succeed state 1. On second draw, random number is 0.88, which is less
than 0.97 but greater than 0.74, resulting in the selection of state 2 to
succeed state 1.
Figure 4-6 Output from FORTRAN program listed in Table 4-6. Probability
valuies of three-state cumulative transition matrix are listed in cumulative form in
table 4-7. Symbols in stratigraphic column denote sandstone (state 1=*****),
shale (state 2=-----), and Limestone (state 3=LLLLL)
TABLE 4-7 Listing of Input Data to FORTRAN Program Output Listed in
Figure 4-6
Figure 4-7 Three-step tree, ilustrating transition from state S1 to
subsequent states for transition matrix 4-2
Figure 4-8 Tree diagram for two-state Markov chain to show successive
probabilities of reaching states S1 and S2 in three steps. (a) Tree beginning
with state S1 ; (b) tree beginning with state S2.
TABLE 4-8 FORTRAN Program for Computing Probability Values After
N Successive steps of First-Order Transition Matrix Containing M States
TABLE 4-9 Output from FORTRAN Program in Table 4-8, Listing
Probability Values in Matrix 3x3 through N Steps
 .5 .3 .2

.1 .9 .0

.2 .1 .7

.5 .3 .2

.1 .9 .0

.2 .1 .7

.5 .3 .2

.1 .9 .0

.2 .1 .7

.5 .3 .2

.1 .9 .0

.2 .1 .7

Figure 4-9 Stratigraphic sequence subdivided into intervals for each of

which a separate transition matrix is calculate. If matrices are nearly
identical, Markov process can be considered to be stationary.
Figure 4-10 “Ladder” diagrams to illustrate classificaton of Markov chains according to various combinations of defendence,
order, and steo length. Distance between each rung in ladders is of unit length. Upper row ( a, b, and c) illustrates chains
involving a single dependence. Chain a is first order because state j at time t is dependent upon immediately precending
state state i at time t-1. Chains b and c are hirher order because they are dependent upon earlier states, event though only a
single dependence is involved; µ denotes steps length. Examples involving double dependence ( d, e, and f) are show in
middle row; T denotes step length for earlier of the two steps involved in the dependence relationship. Examples ( g, h, and i)
involving triple dependence are shown in third row, where p denotes length of initial step in dependency relationship
Figure 4-11 Block diagrams to illustrate organization of three-state transition
matrices for (a) single-dependence Markov chains and (b) double-dependence
Markov chains. Probability values in elements in each row in (a) sum to 1.0. In
(b) each tier of elements defined by an individual row and layers sums to 1.0.
Use of i, j, and k to represent subscript values is show in Figure 4-12
Figure 4-12 Block diagrams to accompany Figure 4-11, illustrating method
of indexing (a) single-dependence and (b) double-dependence matrices
with subscripts
TABLE 4-10 FORTRAN Program for Generating Stratigraphic Sequences with
Double-Dependence Memory with Vaiable Length Second step
Figure 4-13 Synthetic stratigraphic sequence embodying a four-state, double dependence Markov
chains with earlier step length (T) of 31 unit steps. Sequence is based on input data listed in Table
4-11, used with program of Table 4-10. transition probability values employed were calculated by
Schwarzacher (1967) from observations of cyclically bedded strata on Pennsylvanian age in eatern
Kansas
TABLE 4-11 Example of Input Data to Program Listed in Table 4-10,
Which Produces Output Listed in Table 4-13
Figure 4-14 Block diagrams illustrating transition matrix for double-
dependence, three-state Markov chains pertaining to the synthetic
stratigraphic sequence of Figure 4-15. A=sandstone, B=shale, and
C=limestone
Figure 4-15 Synthetic stratigraphic sequence incorporating double-dependence
Markov chainc employing transition matrix illustrated in Figure 4-14, and earlier
step length (T) of 5. Effect is such that limestone unit tends to be repeated avery
six time steps. Rows of dashes represent shale, dots sandstone, andI’s
TABLE 4-12 FORTRAN Program for Calculating Transition Probabilities of
Double-Dependence Markov Chain and for Testing for Double-Dependence
Markov Property
TABLE 4-12 Contd.
TABLE 4-13 Part of Output from Experimental Run of Program (Table 4-12)
for Testing for Double-Dependence Markov Property
Figure 4-16 Graph of test statistic -2 logeλ versus length of earlier step T for
sequence of 1000 transitions generated with Schwarzhacer’s (1967) transition
matrices for Kansas rock column. Note highly significant double-dependence
memory at T =31.
Figure 4-17 Three ways of representing thickness variation in stratigraphic sequences
Generated by Markov chains: (a) conventional discrete-time (or discrete-thickness)
Methode, using P11-matrix with nonzero diagonal elements; (b) methode used by Potter
And Blakely (1967), employing continuous time (or continuous thickness), using transition
Rate matrix q21 where thickness variations are exponentially distributed.
TABLE 4-14 Transformation of p11-Matrix to q11-Matrixa
TABLE 4-15 Transition-Probability Matrix p11, obtained from
The q11-Matrix in Table 4-14, and Cumulative Matrix p11
TABLE 4-16 FORTRAN Program for Generating Synthetic Stratigraphic Sequences
Given q13-Matrix as Input
Table 4-16 contd.
Table 4-17 Data for Input in Trial Run with FORTRAN Program of Table
4-16 for the Continuous-Time Modela
Figure 4-18 Synthetic stratigraphic section generated by program in Table 4-16
Using data listed in Table 4-17. Symbols are arbitrary. Example C’s represent coal,
Dashes shale, dots sand, and mixed dots and dashes represents silty sandstone.
Figure 4-19 Representation of lateral migration of beach sand from station to station
Through time, employing three-state discrete-time transition-probability matrix.
In example beach sand has constant width at each time step is flanked by marine shale
On left and nonmarine deposits on right.
Figure 4-20 Beach-sand lateral-migration diagram similar to Figure 4-19, except that
Transition matrix contains six states. One set of transition probabilities denotes states
In the regressive phase of beach sand, and other set denotes states in the transgressive
Phase. Transition Probabilities thus define a completely deterministic cycle, as indicated
By probability values that are either .0 or 1.0.
Figure 4-21 Tree diagram of five-state Markov chain for transition matrix 4-43
States s1 and s5 are absorbing states. Chain arbitrarily begins (step 0) in state s3.
Figure 4-22 Tree diagram of five-state Markov chain for transition matrix 4-45.
States s1 and s5 are reflecting states in that they reflect back to the immediately
Preceding state. Tree arbitrarily starts in state s3.
TABLE 4-18 Transition-Rate Matrix q11 Characterizing Completely Deterministic
Transgressive-Regressive Cycle with Transgreesion Occuring Four Times Faster
than Regressiona.
TABLE 4-19 Classification of Finite Markov Chains
I. Chains without Transient Sets II. Chains with Transient Sets
Chain consists of one or more closed sets. If more Chain contains both closed and transient sets of states. Process tends toward a closed
than one closed set is present, the chain may be set or sets, with probability of 1 given sufficient time. There is no escape from a closed
regerded as consisting of unrelated Markov chains. set once it is entered
Ia. Regular chains: Regardless Ib. Cyclic chain: Chain has periode IIa. Absorbing chains: IIb. All closed sets IIc. All closed sets IId. Both cyclic and
of where the process starts, length d;from specified starting all closed sets consist of present are regular are cyclic regular closed sets
after sufficient time in can subset, the process moves through absorbing states are present
be in any state other subsets in definite order,
returning to starting subset in d set
Figure 4-23 Series of four synthetic stratigraphicsequences to illustrate responses Produced with different first-order
Markov transition matrices (4-55 to 4-58). Sequences Have been produces with FORTRAN program listed in Table 4-6.
Sequences (a) and (b) (matrices 4-55 and 4-56) are regular Markov chains without transient sets. Sequences (b), hower,
is reflecting, Whereas (a) is not.Sequences (c) and (d) each contain a closed set and a transient set. Closed set in (c) is
regular, and it is cyclic in (d). Chains in both (c) and (d) were trapped within closed set at 15th step (15 th layer above base
of columns) in these particular runs. States and their respective symbols are identified at bottom of diagram.