Course Notes Week 11-15
Course Notes Week 11-15
1. Why Simulation?
- preserves the flavor of real world variability: the extreme values of the regionalized variable,
the spatial correlation observed in the data
- if simulation is "conditional", it honors the observed data exactly, without the attendant
smoothing of the interpolated estimates, as in kriging
- as in kriging, permits incorporation of ancillary data to constrain the interpolation, and provides
visual and quantitative measures of the uncertainty of the estimated variable ("cosimulation",
analogous to cokriging)
- note: data reproduction vs. honoring - data are honored where the underlying trend or pattern is
reproduced (eg: as in kriging), whereas data are reproduced where predicted values are forced to
be equal to observed values
- simulation is a local estimator, which obeys a global spatial correlation function but also
exactly reproduces data; the goal is reproduction of global patterns of spatial continuity and
global statistics (histogram, covariance), rather than local accuracy
- simulation is good at showing the nature of local variability and global patterns of local
variability, such as the degree of connectedness of extreme-valued regions
- simulation produces any number of statistically equivalent maps which, when taken together,
define the local estimation uncertainty as well as the global pattern of uncertainty
- hybrid simulation approaches can be implemented to model different styles of spatial variability
and to impose external conditional constraints (eg: based solely on geologic conceptual models, a
categorical, object-based simulation could be used to model the large-scale reservoir architecture
and spatial distribution of lithofacies types; this could be followed by a continuous variable,
unconditional, simulation of permeability within each lithofacies separately; finally, a conditional
optimization simulation could be performed on the simulated permeability so as to modify it to
honor well-test pressure / drawdown data)
- the GSLIB library contains a number of different simulation algorithms, no single one of which
is sufficiently flexible to be a panacea for simulation problems
- three types of simulation algorithms will be discussed: sequential Gaussian (SGSIM),
sequential indicator (SISIMPDF), and simulated annealing (SASIM)
4. Gaussian Simulation
- the ease and convenience (both theoretical and practical) with which Gaussian distributions can
be described and handled statistically makes a Gaussian R.F. model very appealing
- this class of simulation algorithms is restricted to continuous (ie. non-categorical) variables
- if the pdf's of all variables that constitute the physical process (eg: a regionalized variable plus
its local uncertainty or variance) are normally distributed and independent, a Gaussian R.F.
model can be invoked under certain conditions (see Deutsch and Journel, 1997, p. 139-140), the
most important of which is that the variables are univariate and bivariate normal and independent
(ie. extreme values not correlated in space, no proportional effect)
- the assumption of normality is not restrictive for real-world data, since a normal-score
transform can be applied to make any data set normally-distributed
- the most serious limitation for real data is that a regionalized variable at a given location is
often not independent eg: it may be correlated with its local variance (via a proportional effect)
and/or it may have strong local spatial correlation (eg: interconnected high or low values); a
method to check on the latter characteristic is described in Deutsch and Journel (1997, p.
142-143) and is strictly necessary if the Gaussian simulation approach is to be defended; even if a
proportional effect exists, it is not a problem if the proportional effect is weak or nonexistent
within the moving search neighborhood
- despite such caveats, the Gaussian simulation approach is widely used; its intuitive and
algorithmic simplicity define its widespread appeal
A. Initialization
- determine the univariate cdf from the entire study area, using declustering if necessary
- perform a normal-score transform of the data using a standard-normal cdf
- define a regular grid network of nodes at which estimates will be made; data points may
be re-located to these grid nodes (for faster computation) or not (for maximum
accuracy); typically, this grid network will be much finer than was used in kriging,
because simulation attempts to reproduce the nature of local variability and uncertainty
B. Global random walk process
- using a random number seed, start at a random location on a grid network
- with the random number generator, move to subsequent random locations after C) has
been completed, but never visiting the same grid node twice
C. Local search and conditional estimation process
- within a prescribed search neighborhood, look for a prescribed number of nearest
neighbors comprising both original data and/or previously simulated values
- within the search neighborhood, use the variogram model of the normal-score data with
simple kriging to estimate the mean and variance at the grid node location; this defines
the cdf of the regionalized variable at that location which is said to be conditional to
the spatial correlation structure and any data or previously simulated values that occur
in the search neighborhood; if neither data or previously simulated nodes exist within
the search neighborhood, the cdf is conditional only to the global histogram so the
value estimated at such a grid node will be a value drawn at random from the cdf
estimated from the global histogram
- draw a simulated value at random from the conditional cdf (ccdf) and assign it to the
grid node
- go to the next randomly chosen grid node and repeat C) until all grid nodes have been
filled
- at the end of this process, the simulated normal-score values are back-transformed into
simulated values for the original variable
- if multiple simulations are to be performed, the above algorithm is repeated, starting at a
different initial grid location and visiting grid nodes in different order each time
- to go beyond the limitations of the Gaussian simulation approach, indicator simulation is used
variable does not exceed the upper class interval boundary; thus, the indicator transform for class
1 (zc = 10) is 1 if the variable is less than 10 ppm, 0 otherwise; for class 2 (zc = 25) as 1 if the
variable is less than 25, 0 otherwise; and so on (see Deutsch and Journel, 1997, p. 152)
- each of the N indicator variables is then treated like a continuous variable eg: by calculating the
mean or variogram of the indicator, estimation via kriging or simulation, etc. The principle
difference is that each indicator (representing a different class interval or category) can have a
different mean or variogram structure, thereby permitting more complex spatial correlation
structure to be modeled
- the power of indicator variables lies in their ability to quantify and estimate non-Gaussian
continuous variables through non-parametric methods, where parametric methods such as
Gaussian simulation algorithms fail to adequately represent non-Gaussian spatial characteristics
- for a continuous variable, the range of the variable z(x) is divided into i = 1, 2, ... n classes, each
defined by a threshold value, zci ; the value of the indicator variable I(i) representing the ith
threshold, zci, is 1 if z(x) < zci and 0 if z(x) > zci
- for each threshold, zci, the mean value of the indicator variable I(i) defined over all data
locations represents the probability of not exceeding that threshold (Figure 1.c)
- the estimated cdf is constructed from all thresholds and their indicator means, and represents
the probability of being at or below a given z value
- by drawing a random number between 0 and 1, a probabilistic value of z(x) can be selected
from the discrete cdf, just as a value was drawn from the Gaussian pdf in Gaussian simulation
- for a categorical variable, the indicator for each category I(i) can only be 1or 0
- for each category, i, the mean value of the indicator variable for that category, I(i) (defined over
all data locations), represents the probability of being in that category
- a cumulative relative frequency distribution ("cfd") is constructed, in which the non-cumulative
relative frequency of each category represents the probability of being in a particular category
- by drawing a random number between 0 and 1, a category can be selected from the "cfd" just as
a value was drawn from the Gaussian pdf in Gaussian simulation; in this case, however, the
simulated value of the variable, z(x), can be one of only a discrete number of categories
- the indicator approach makes it possible to handle any type of statistical distribution
(non-Gaussian) in a non-parametric fashion
- an indicator-discretized cdf also makes it possible to describe the spatial continuity of each
indicator threshold or category separately, with different variogram structures, permitting greater
flexibility in modeling of complex spatial distributions than Gaussian simulation could achieve
- because of this property, indicator simulation can also be used to model a regionalized variable
that is drawn from mixed populations (see Deutsch and Journel, 1997, p.152) eg: if a continuous
variable such as ore grade differs among several rock types, strictly it should be segregated and
modeled separately within each lithofacies; however, if the variable can be segregated into class
intervals that correspond to different rock types, then the indicator variables defined at each of
these intervals can be used to estimate a global cdf in which the class intervals loosely represent
the different populations; the modeling of spatial continuity is done separately for each rock type,
but the overall simulation is performed on the global data set using an indicator formalism
- it is important to note that indicator thresholds classes need not be of uniform width and can be
defined on any basis; they can represent physically-meaningful divisions (eg: rock type) or
arbitrary divisions made simply to discretize the data (eg: logarithmically-spaced permeability
classes)
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- as in sequential Gaussian simulation (Week 11-12, Section 5), sequential indicator simulation
can be broken down conceptually into three parts: A) the initialization process; B) a global
random walk process; and C) a local search and conditional estimation process; details of the two
algorithms differ in the manner that values at a grid node are estimated (ie. by indicator kriging)
and how probabilistic estimates (simulated values) are assigned using the discrete cdf
A. Initialization
- define N appropriate indicator thresholds or categories and perform indicator transforms
to assign indicator values at all data locations for each threshold or category
- determine the global cumulative probability for each indicator variable, using
declustering if necessary; the cdf or "cfd" so defined represents "prior probabilities"
(before any simulated values are created)
- define a regular grid network of nodes at which estimates will be made; data points may
or may not be re-located to grid nodes for computational efficiency
B. Global random walk
- using a random number seed, start at a random location on a grid network
- with the random number generator, move to subsequent random locations after C) has
been completed, but never visiting the same grid node twice
C. Local search and conditional estimation
- within a local search neighborhood, look for a prescribed number of nearest neighbors
comprising both original data and/or previously simulated values
- within the search neighborhood, use indicator kriging to estimate N probabilities on the
local cdf or "cfd" at the grid node location; use within-class interpolation and tail
extrapolations to define the entire cdf /"cfd", which represents "posterior probabilities"
and is said to be conditional (a ccdf or "ccfd") if previously simulated values were used
in their estimation (see Figure 2)
- draw a random number between 0 and 1 that represents a cumulative probability value
- based on the ccdf / "ccfd" estimated at the grid node, select the value of z(x) or the
category represented by the randomly drawn cumulative probability
- go to the next randomly chosen grid node and repeat C) until all grid nodes have been
filled
- if multiple simulations are to be performed, the above algorithm is repeated, starting at a
different initial grid location and visiting grid nodes in different order each time
Figure 1.a:
1.0
I (i)
I (2)
N
"cfd"
I (1)
1 2 3 4 = categories 0
1 2 3 4
Z Z
Figure 1.b:
Indicator Kriging of a Single, Binary Indicator (Categorical Variable, eg: sand lenses in silt)
1 = sand present 0 = sand absent
1.0
1.0
I (i)
I (2) Tail
Extrapolations
cdf cdf
I (1) Indicator
z c1 z c2 z ci Thresholds
0 0
z z
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Figure 2:
( Implicitly:
I(2) = 0.1 cm/s I(3) = K max ) Estimated CCDF
I(1) = 0.0001 cm/s
1.0
0 1 1 .95
0 1 1
.75
1 1 1
x
1 1 1 Tail
x x ccdf Extrapolations
1 1 1 .4
0 0 1
0
Kriged estimate 0.0001 0.1 10
Object-based Simulation:
- used to generate unconditional images of large-scale structures of a categorical variable
- involves distributing geometrical objects in space according to specified probabilities
- the spatial distribution of the object centroids constitutes a point process
- if random processes defining eg: object type, shape or size are attached, a marked point
process is generated
- advantages: very flexible; can handle extremely complex geometric shapes
- disadvantages: difficult to condition to local data; calibration is subjective
- see Deutsch and Jornel (1997, p.156-157; p.182-183; p. 314-315) for details
and example (unconditional) simulations
Simulated Annealing:
- a derivative of optimization algorithms
- used for generating conditional stochastic images of continuous or categorical variables
- combines the ability to reproduce two-point statistics (eg: variograms) and complex
geometric conditions
- systematic, node-by-node alteration (perturbation) of a starting image until some
prespecified characteristics (an "objective function") are satisfied; perturbations are
accepted or rejected depending on whether or not the image changes in the desired way
- the starting image can be random drawn or a previously-simulated image
- in the first case, the objective function comprises a variogram model, indicator
variograms, linear correlations with a secondary variable, or other criteria
- in the second case, a stochastic image created by another simulation algorithm is "post-
processed" or finished by forcing the perturbed image to conform to the statistical
features of a categorical "training image"
- see Deutsch and Journel (1997, p.158-167; p.183-188; p.318-324) for details
and example (unconditional) simulations
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Week 14 Lecture Material Scaling, Sample Support (Clark, ch.13; Isaaks & Srivastava, ch.19)
1. The problem:
-all geoscience measurements are made on a sample of the earth at a particular scale
eg: - petrofabric measurements on core samples, on outcrops, or on aerial photos
- ore or contaminant concentrations in core samples, pit samples, truckloads
- hydrograph float recorder ("instantaneous") vs. time-averaged data logger
- the size of the measurement volume (or interval) is known as the sample "support"
- measurements of a regionalized variable made at one scale (eg: core-scale
measurements of ore grade or permeability) should not be used to obtain
estimates at another scale (eg: truckload or stope-size ore grade), unless an
appropriate correction is applied to account for the change of support (scale) effect
- conceptualization of 1-D point process variability vs. averaged process variability
- two examples from mining and from aquifer testing
2. Mining example: ore grade analyses obtained from diamond-cores are used to estimate
spatial variability of ore grade in stope block-sized samples during mining
- what kind of problem / bias might be expected? how might the variograms of ore grade
from the two different sampling schemes differ? (variance, λ)
3. Aquifer test example: K estimates derived from permeameter tests on cores and from
single-well slug tests are pooled with multiple-well, long-duration pumping tests
to predict spatial variability of K in the aquifer
- what sorts of problem / bias might be expected? how might the variograms of K from
the three different testing / sampling schemes differ?
4. Examine use of POSTSIM options for summarizing different kinds of information about
uncertainty
Probability Maps - Pexceedance (for a given threshold)
Quantile Maps - z value exceeded by 1-Pquantile of realizations at a location
Maps of Spread -
Conditional Variance Maps
Inter-Quartile Range Maps
5. Decisions on additional sampling - most information return and reduction of uncertainty will
be obtained from additional samples where Probability Map values are near 0.5
6. GIS Applications -
- natural analysis environment for spatial data, spatial statistics
- limited built-in capabilities currently available, but changing (e.g. IDRISI's statistical
package)
- dominance of vector-based over raster-based GIS software (spatial statistics easy to
implement in raster format)
- spatial statistics and spatial modeling mostly done outside the GIS, then imported and
displayed in the GIS
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- Home page of Clayton Deutsch with some additional and very useful GSLIB add-on programs:
http://www.ualberta.ca/~smpe/people/dcvd.htm