Markov chain Monte Carlo for petrophysical inversion

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Markov chain Monte Carlo for petrophysical inversion. / Grana, Dario; de Figueiredo, Leandro; Mosegaard, Klaus.

In: Geophysics, Vol. 87, No. 1, 2022, p. M13-M24.

Research output: Contribution to journalJournal articleResearchpeer-review

Harvard

Grana, D, de Figueiredo, L & Mosegaard, K 2022, 'Markov chain Monte Carlo for petrophysical inversion', Geophysics, vol. 87, no. 1, pp. M13-M24. https://doi.org/10.1190/geo2021-0177.1

APA

Grana, D., de Figueiredo, L., & Mosegaard, K. (2022). Markov chain Monte Carlo for petrophysical inversion. Geophysics, 87(1), M13-M24. https://doi.org/10.1190/geo2021-0177.1

Vancouver

Grana D, de Figueiredo L, Mosegaard K. Markov chain Monte Carlo for petrophysical inversion. Geophysics. 2022;87(1):M13-M24. https://doi.org/10.1190/geo2021-0177.1

Author

Grana, Dario ; de Figueiredo, Leandro ; Mosegaard, Klaus. / Markov chain Monte Carlo for petrophysical inversion. In: Geophysics. 2022 ; Vol. 87, No. 1. pp. M13-M24.

Bibtex

@article{79f7f0c8ea504b7c9e7be599c885778b,
title = "Markov chain Monte Carlo for petrophysical inversion",
abstract = "Stochastic petrophysical inversion is a method used to predict reservoir properties from seismic data. Recent advances in stochastic optimization allow generating multiple realizations of rock and fluid properties conditioned on seismic data. To match the measured data and represent the uncertainty of the model variables, many realizations are generally required. Stochastic sampling and optimization of spatially correlated models are computationally demanding. Monte Carlo methods allow quantifying the uncertainty of the model variables but are impractical for high-dimensional models with spatially correlated variables. We have developed a Bayesian approach based on an efficient implementation of the Markov chain Monte Carlo (MCMC) method for the inversion of seismic data for the prediction of reservoir properties. Our Bayesian approach includes an explicit vertical correlation model in the proposal distribution. It is applied trace by trace, and the lateral continuity model is imposed by using the previously simulated values at the adjacent traces as conditioning data for simulating the initial model at the current trace. The methodology is first presented for a 1D problem to test the vertical correlation, and it is extended to 2D problems by including the lateral correlation and comparing two novel implementations based on sequential sampling. Our method is applied to synthetic data to estimate the posterior distribution of the petrophysical properties conditioned on the measured seismic data. The results are compared with an MCMC implementation without lateral correlation and demonstrate the advantage of integrating a spatial correlation model.",
keywords = "BAYESIAN LITHOLOGY/FLUID PREDICTION, ROCK-PHYSICS, SEISMIC DATA, STOCHASTIC INVERSION, RESERVOIR, UNCERTAINTY, AMPLITUDE, FACIES",
author = "Dario Grana and {de Figueiredo}, Leandro and Klaus Mosegaard",
year = "2022",
doi = "10.1190/geo2021-0177.1",
language = "English",
volume = "87",
pages = "M13--M24",
journal = "Geophysics",
issn = "0016-8033",
publisher = "Society of Exploration Geophysicists",
number = "1",

}

RIS

TY - JOUR

T1 - Markov chain Monte Carlo for petrophysical inversion

AU - Grana, Dario

AU - de Figueiredo, Leandro

AU - Mosegaard, Klaus

PY - 2022

Y1 - 2022

N2 - Stochastic petrophysical inversion is a method used to predict reservoir properties from seismic data. Recent advances in stochastic optimization allow generating multiple realizations of rock and fluid properties conditioned on seismic data. To match the measured data and represent the uncertainty of the model variables, many realizations are generally required. Stochastic sampling and optimization of spatially correlated models are computationally demanding. Monte Carlo methods allow quantifying the uncertainty of the model variables but are impractical for high-dimensional models with spatially correlated variables. We have developed a Bayesian approach based on an efficient implementation of the Markov chain Monte Carlo (MCMC) method for the inversion of seismic data for the prediction of reservoir properties. Our Bayesian approach includes an explicit vertical correlation model in the proposal distribution. It is applied trace by trace, and the lateral continuity model is imposed by using the previously simulated values at the adjacent traces as conditioning data for simulating the initial model at the current trace. The methodology is first presented for a 1D problem to test the vertical correlation, and it is extended to 2D problems by including the lateral correlation and comparing two novel implementations based on sequential sampling. Our method is applied to synthetic data to estimate the posterior distribution of the petrophysical properties conditioned on the measured seismic data. The results are compared with an MCMC implementation without lateral correlation and demonstrate the advantage of integrating a spatial correlation model.

AB - Stochastic petrophysical inversion is a method used to predict reservoir properties from seismic data. Recent advances in stochastic optimization allow generating multiple realizations of rock and fluid properties conditioned on seismic data. To match the measured data and represent the uncertainty of the model variables, many realizations are generally required. Stochastic sampling and optimization of spatially correlated models are computationally demanding. Monte Carlo methods allow quantifying the uncertainty of the model variables but are impractical for high-dimensional models with spatially correlated variables. We have developed a Bayesian approach based on an efficient implementation of the Markov chain Monte Carlo (MCMC) method for the inversion of seismic data for the prediction of reservoir properties. Our Bayesian approach includes an explicit vertical correlation model in the proposal distribution. It is applied trace by trace, and the lateral continuity model is imposed by using the previously simulated values at the adjacent traces as conditioning data for simulating the initial model at the current trace. The methodology is first presented for a 1D problem to test the vertical correlation, and it is extended to 2D problems by including the lateral correlation and comparing two novel implementations based on sequential sampling. Our method is applied to synthetic data to estimate the posterior distribution of the petrophysical properties conditioned on the measured seismic data. The results are compared with an MCMC implementation without lateral correlation and demonstrate the advantage of integrating a spatial correlation model.

KW - BAYESIAN LITHOLOGY/FLUID PREDICTION

KW - ROCK-PHYSICS

KW - SEISMIC DATA

KW - STOCHASTIC INVERSION

KW - RESERVOIR

KW - UNCERTAINTY

KW - AMPLITUDE

KW - FACIES

U2 - 10.1190/geo2021-0177.1

DO - 10.1190/geo2021-0177.1

M3 - Journal article

VL - 87

SP - M13-M24

JO - Geophysics

JF - Geophysics

SN - 0016-8033

IS - 1

ER -

ID: 344364833