Direct Sampling Algorithm Research Articles

Conditioning of Multiple-Point Statistics Facies Simulations to Tomographic Images

Geophysical tomography captures the spatial distribution of the underlying geophysical property at a relatively high resolution, but the tomographic images tend to be blurred representations of reality and generally fail to reproduce sharp interfaces. Such models may cause significant bias when taken as a basis for predictive flow and transport modeling and are unsuitable for uncertainty assessment. We present a methodology in which tomograms are used to condition multiple-point statistics (MPS) simulations. A large set of geologically reasonable facies realizations and their corresponding synthetically calculated cross-hole radar tomograms are used as a training image. The training image is scanned with a direct sampling algorithm for patterns in the conditioning tomogram, while accounting for the spatially varying resolution of the tomograms. In a post-processing step, only those conditional simulations that predicted the radar traveltimes within the expected data error levels are accepted. The methodology is demonstrated on a two-facies example featuring channels and an aquifer analog of alluvial sedimentary structures with five facies. For both cases, MPS simulations exhibit the sharp interfaces and the geological patterns found in the training image. Compared to unconditioned MPS simulations, the uncertainty in transport predictions is markedly decreased for simulations conditioned to tomograms. As an improvement to other approaches relying on classical smoothness-constrained geophysical tomography, the proposed method allows for: (1) reproduction of sharp interfaces, (2) incorporation of realistic geological constraints and (3) generation of multiple realizations that enables uncertainty assessment.

GPU-accelerated Direct Sampling method for multiple-point statistical simulation

Geostatistical simulation techniques have become a widely used tool for the modeling of oil and gas reservoirs and the assessment of uncertainty. The Direct Sampling (DS) algorithm is a recent multiple-point statistical simulation technique. It directly samples the training image (TI) during the simulation process by calculating distances between the TI patterns and the given data events found in the simulation grid (SG). Omitting the prior storage of all the TI patterns in a database, the DS algorithm can be used to simulate categorical, continuous and multivariate variables. Three fundamental input parameters are required for the definition of DS applications: the number of neighbors n, the acceptance threshold t and the fraction of the TI to scan f. For very large grids and complex spatial models with more severe parameter restrictions, the computational costs in terms of simulation time often become the bottleneck of practical applications.This paper focuses on an innovative implementation of the Direct Sampling method which exploits the benefits of graphics processing units (GPUs) to improve computational performance. Parallel schemes are applied to deal with two of the DS input parameters, n and f. Performance tests are carried out with large 3D grid size and the results are compared with those obtained based on the simulations with central processing units (CPU). The comparison indicates that the use of GPUs reduces the computation time by a factor of 10X–100X depending on the input parameters. Moreover, the concept of the search ellipsoid can be conveniently combined with the flexible data template of the DS method, and our experimental results of sand channels reconstruction show that it can improve the reproduction of the long-range connectivity patterns.

Fast direct sampling for multiple-point stochastic simulation

Multiple-point statistics simulation has recently attracted significant attention for the simulation of complex geological structures. In this paper, a fast direct sampling (FDS) algorithm is presented based on a fast gradient descent pattern matching strategy. The match is directly extracted from the training image (TI) and so the method does not require intensive preprocessing and database storage. The initial node of the search path is selected randomly but the following nodes are selected in a principled manner so that the path is conducted to the right match. Each node is selected based on the matching accuracy and the behavior of the TI in the previous node. A simple initialization strategy is presented in this paper which significantly accelerates the matching process at the expense of a very naive preprocessing stage. The proposed simulation algorithm has several outstanding advantages: it needs no (or very limited) preprocessing, does not need any database storage, searches for the match directly in the TI, is not limited to fixed size patterns (the pattern size can be easily changed during simulation), is capable of handling both continuous and categorical data, is capable of handling multivariate data, and finally and more importantly, is a fast method while maintaining high standards for the matching quality. Experiments on different TIs reveal that the simulation results of FDS and DS are comparable in terms of pattern reproduction and connectivity while FDS is far faster than DS.

A practical guide to performing multiple-point statistical simulations with the Direct Sampling algorithm

The Direct Sampling (DS) algorithm is a recently developed multiple-point statistical simulation technique. It directly scans the training image (TI) for a given data event instead of storing the training probability values in a catalogue prior to simulation. By using distances between the given data events and the TI patterns, DS allows to simulate categorical, continuous and multivariate problems. Benefiting from the wide spectrum of potential applications of DS, requires understanding of the user-defined input parameters. Therefore, we list the most important parameters and assess their impact on the generated simulations. Real case TIs are used, including an image of ice-wedge polygons, a marble slice and snow crystals, all three as continuous and categorical images. We also use a 3D categorical TI representing a block of concrete to demonstrate the capacity of DS to generate 3D simulations. First, a quantitative sensitivity analysis is conducted on the three parameters balancing simulation quality and CPU time: the acceptance threshold t, the fraction of TI to scan f and the number of neighbors n. Next to a visual inspection of the generated simulations, the performance is analyzed in terms of speed of calculation and quality of pattern reproduction. Whereas decreasing the CPU time by influencing t and n is at the expense of simulation quality, reducing the scanned fraction of the TI allows substantial computational gains without degrading the quality as long as the TI contains enough reproducible patterns. We also illustrate the quality improvement resulting from post-processing and the potential of DS to simulate bivariate problems and to honor conditioning data. We report a comprehensive guide to performing multiple-point statistical simulations with the DS algorithm and provide recommendations on how to set the input parameters appropriately.

A direct sampling particle filter from approximate conditional density function supported on constrained state space

Constraints on the state vector must be taken into account in the state estimation problem. Recently, acceptance/rejection and projection methods are proposed in the particle filter framework for constraining the particles. A weighted least squares formulation is used for constraining samples in unscented and ensemble Kalman filters. In this paper, direct sampling from an approximate conditional probability density function (pdf) is proposed. It is obtained by approximating the a priori pdf as a Gaussian. The support of the conditional density is a subset of the intersection of two supports, the 3-sigma bounds of the priori Gaussian and the constrained state space. A direct sampling algorithm is proposed for handling linear and nonlinear equality and inequality constraints. The algorithm uses the constrained mode for nonlinear constraints.