Information Entropy

Monte Carlo Simulation

March, 27th, 2009

Ayato Kato

Rock Physics
 Outline

Shannon’s Information Entropy

Monte Carlo Simulation

Rock Physics 2
 Which attribute(s) should We Use ?

Innumerable Seismic Attributes

Type Seismic
Attribute
Major Geological significance
For the purposes of
Conventional
property
Amplitude Lithological
continuity
contrast, bedding
predicting porosity, which
Interval velocity
Acoustic
Lithology, Porosity, Fluid Content
Lithology, Porosity, Fluid Content attributes should we use?
impedance
Volume-related Reflection Reservoir Architecture,
attribute geometry Sedimentary Structure
(Multi-trace attribute) Trace continuity Fault geometry, Fault distribution,
Stratigraphic continuity
- AVO P0 & G
Time curvature, Detailed Reservoir Architecture,
Dip, Azimuth Fault geometry, Fault distribution,
- AI & EI
Pre-stack attribute AVO
Fracture density
Fluid Content, Lithology, Porosity
- λρ & μρ
Impedance
(elastic/S-wave)
- Vp/Vs etc
Poisson's ratio
λ, μ
(Lame constant)
AVOZ Fracture Orientation, Fracture Density, Shannon’s Information
Fluid Content
Instantaneous
attribute
Instantaneous
phase
Bedding continuity Entropy can give us the
Instantaneous
Frequency
Bed thickness, lithologic contrast, fluid
content
solution quantitatively.
Miscellaneous Frequency Fluid content
attribute Attenuation
Anything ???
computed from
seismic traces Rock Physics 3
Shannon’s Information Theory

Shannon and Weaver (1949)

“The Mathematical Theory of Communication”

Defined Quantity of Information

Information Content
Dr. Claude Shannon

Information Entropy

Mutual Information

Rock Physics 4
 Information Content

It will snow !!

Houston Low Probability

Very rare (1% ) Very surprised !!

(valuable information) Isnow = 6.64

Calgary High Probability

Very often (70%) Not surprised

(Not-valuable information) Isnow = 0.51

Information Content (Quantity of information)

I = − log P How surprised one would be if the event

happened.
* Base = 2
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 Information Entropy
Expected Value of Information Content
Information Entropy X = {x1 ,⋅ ⋅ ⋅ ⋅ ⋅⋅, x N }
n
H ( X ) = −∑ Pi ⋅ log Pi • Expected Surprise
• Quantity of uncertainty associated with P
i

Xi Pi (%)
Houston Sunny 33
Cloudy 33
H=1.65 Rain 33
Snow 1

Calgary Xi Pi (%) NY Xi Pi (%)

Sunny 25
Sunny 10
H=1.36 Cloudy 10 H=2.00 Cloudy 25
Rain 25
Forecast is easy Rain 10 Forecast is difficult
Uncertainty is small Snow 70 Uncertainty is large Snow 25

Rock Physics 6
 Conditional Entropy
Conditional Information Entropy

H ( X | A) Conditional Information Entropy at a given additional

information (A)

e.g. A = atmospheric pressure change data

NY Weather Pi (%) At given additional Weather Pi (%)
Sunny 25 information A Sunny 50
H(X)=2.00 Cloudy 25
H(X|A)=1.54 Cloudy 25
Rain 25
Uncertainty is large Uncertainties reduce
Rain 10
Snow 25 Snow 5

Mutual Information
I ( X | A) = H ( X ) − H ( X | A)
Quantity of uncertainty reduced by
additional information A
Rock Physics 7
 Our Case : Porosity Prediction
Porosity Prediction by Seismic Attribute
X : Porosity (continuous variable)
A : Seismic Attribute
H(X) : Information Entropy for Porosity’s PDF
H(X|A) : Information Entropy for Porosity’s PDF at given seismic attribute

PDFs
H(φ|Vp,Vs)=2.87
Adding more seismic attributes
H(φ|Vp)=3.06 PDF shape → Narrow, steep
Uncertainty → Decrease
In. Entropy → Decrease
H(φ)=3.44

Mukerji et al. (2001) Rock Physics 8

Information carried by Seismic Attributes

For example,
X = Porosity
A = Seismic Attribute
Mutual Information

I ( X | A) = H ( X ) − H ( X | A)
Information entropy Conditional entropy at given A

Mutual Information can be regarded as the reduced

uncertainty by the seismic attributes.
Thus, we should choose the one which will maximize the
mutual information.

Rock Physics 9
 Case Studies

North Sea Tertiary Turbiditic Reservoir

Case I
- Facies Identification H ( facies | attributes )

Case II
- Pore Fluid Identification H ( fluid | attributes )

References
- Tapan et al. (2001)
- Takahashi et al (1999)

Rock Physics 10
 Well Log Data

Facies Classification in Well Log Data

IIa: Cemented Sand

IIb: Uncololidated Sand
IIc: Laminated Sand
III: Interbedded Sand-Shale
IV: Silty Shale
V: Pure Shale

Takahashi et al. (1999) Rock Physics 11

 IIa: Cemented Sand
Crossplot IIb: Uncololidated Sand
IIc: Laminated Sand
III: Interbedded Sand-Shale
IV: Silty Shale
V: Pure Shale

Takahashi et al. (1999) Rock Physics 12

 Conditional probability distributions

Univariate

Bivariate

Takahashi et al. (1999) Rock Physics 13

 Mutual Information
Information about lithofacies carried by Seismic attributes

Takahashi et al. (1999) Rock Physics 14

 Case Study 2 (Pore Fluid)

Extended PDFs Gassmann eq. was applied for fluid substitution in only
sand reservoir

Univariate

Bivariate
Vp

Takahashi et al. (1999) Rock Physics 15

 Mutual Information
Information about pore fluid carried by Seismic attributes

Takahashi et al. (1999) Rock Physics 16

 Discussions

Linear measures of uncertainty, such as variance (σ2) and

covariance (σ12), can be used instead of the entropy (H) ?

Variance (covariance) can work only at limited situation

- Parametric PDFs, such as Gaussian distribution
- Continuous variable

Information Entropy can work more flexibly

- Nonparametric PDFs
- Categorical variables (Shale, Sand)

The Entropy offers a more flexible representation of the

state of information about the rock.
Rock Physics 17
 Monte Carlo Simulation

A technique using random

numbers for probabilistic solution
of a model

• Model is nonlinear system

• Input parameters with uncertainty
• Uncertainty analysis instead of
deterministic method

http://www.vertex42.com/ExcelArticles/mc/MonteCarloSimulation.html

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 Monte Carlo Simulation
Lognormal
Normal Data-deriven nonparametric PDF
Constant etc

Step 1: Create a model, y = f(x1, x2, ..., xq).

Step 2: Generate a set of random inputs, xi1, xi2, ..., xiq.
Step 3: Use the model to obtain outputs.
Step 4: Repeat steps 2 and 3 for i = 1 to n.
Step 5: Analyze the results using histograms, summary
statistics, confidence intervals, etc.

http://www.vertex42.com/ExcelArticles/mc/MonteCarloSimulation.html

Rock Physics 19
Thank you for attentions

Rock Physics 20