Abstract

Multidimensional Markov chain models in geosciences were often built on multiple chains, one in each direction, and assumed these 1-D chains to be independent of each other. Thus, unwanted transitions (i.e., transitions of multiple chains to the same location with unequal states) inevitably occur and have to be excluded in estimating the states at unobserved locations. This consequently may result in unreliable estimates, such as underestimation of small classes (i.e., classes with smaller than average areas) in simulated realizations. This paper presents a single-chain-based multidimensional Markov chain model for estimation (i.e., prediction and conditional stochastic simulation) of spatial distribution of subsurface formations with borehole data. The model assumes that a single Markov chain moves in a lattice space, interacting with its nearest known neighbors through different transition probability rules in different cardinal directions. The conditional probability distribution of the Markov chain at the location to be estimated is formulated in an explicit form by following the Bayes’ Theorem and the conditional independence of sparse data in cardinal directions. Since no unwanted transitions are involved, the model can estimate all classes fairly. Transiogram models (i.e., 1-D continuous Markov transition probability diagrams) are used to provide transition probability input with needed lags to generalize the model. Therefore, conditional simulation can be conducted directly and efficiently. The model provides an alternative for heterogeneity characterization of subsurface formations.

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