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Modeling of reservoir property using fractal interpolation and geostatistics

Akhilesh K. Verma*, Prashant Kumar, W. K. Mohanty, Dept. of Geology and Geophysics, IIT Kharagpur;
Aurobinda Routray, Dept. of Electrical Engineering, IIT Khargpur; Burns A. Cheadle, Dept. of Earth Sciences,
Western University, London, Canada.
Summary
Geophysical well logs are primarily used for characterizing
reservoirs in the sedimentary rocks. These logs seem to
suggest a fractal nature and fractal parameters are
correlated with petrophysical properties. An integrated
concept of fractal geometry and geostatistical methods is
applied for spatial distribution of petrophysical properties.
Based on density porosity log (PHID) we calculate average
fractal dimension by modeling it as fractional Brownian
motions (fBm) and using it to generate pseudo-well logs
between the pair of logs. These pseudo-well logs are
generated using Successive Random Additions (SRA)
algorithm which is a widely used method to produce fBm.
We applied ordinary kriging method for the distribution of
porosity values in a 3-D volume. Good matching has been
obtained between porosity values of pseudo log and kriging
interpolation. We conclude that the applied approach
improves the modeling of petrophysical property when
compared with conventional modeling methods and is
helpful in further reservoir modeling.
Introduction
Geophysical well logs play a vital role in reservoir
characterization as they have a higher vertical resolution
compared to seismic data. Modeling of reservoir properties
away and/or between the wells is amending research topic
where inputs could be well logs or seismic attributes or
both (Hampson et al., 2001). However, there is always the
problem of sparsely distributed well logs data. This gives
an inaccurate distribution of petrophysical property on the
application of geostatistical techniques. Well logs data
suggest a nonlinear and heterogeneous nature and hence
reservoir modeling has become a difficult task.
Sedimentary distribution follow fractal behavior and fractal
based modeling has been implemented by many researchers
in the past (Hewett, 1986). In the present study, a combined
approach of fractal geometry and geostatistical methods is
applied to model reservoir property from log data. This
method aims at improving the horizontal resolution by
generating cross section in the inter-well region and
improving the sample point to get better spatial distribution
of reservoir properties.
The concept of fractal geometry was developed by
Mandelbrot and demonstrated its applicability in modeling
of complex natural processes (Mandelbrot, 1983). The
basis for applying this technique for reservoir description

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was laid by Hewett who showed that distribution of

sediments show a fractal behavior with long range
correlation (Hewett, 1986). This approach is based on
measurement of variation observed in the available data
and variation is propagated with similar statistics between
the in wells. This synthetic variation is generated using
fractal model of inter well property variation. Proposed
method allows us to properly account the heterogeneity
associated with distribution of property in the reservoir
(Vivas, 1992, Srivastava and Sen, 2010).
Methodology and its application on real data
In this approach, the modeling of petrophysical property is
carried out using log data of 8 wells covering an area of 5
km2 in Alberta area of Canada. We have demonstrated this
technique using density porosity (PHID) log to create its
spatial distribution in the area of interest. This method can
be extended to other reservoir variables. Fractal analysis
based on rescaled range (R/S) and interpolation using
successive random additions (SRA) has been applied for
the generation of pseudo logs between the pair of recorded
wells. A base map of the study area along with the
locations of eight drilled wells (W 1 through W 8) and
pseudo logs (black dots) between the pair of wells is shown
in Figure 1. Detailed methodological steps are described in
the following paragraphs and its workflow is depicted in
Figure 2. All the computations are done using Matlab.

Figure 1: Base map of the study area where eight wells are
depicted as W 1 through W 8. Black dots between wells
represent the position of fractal interpolated logs.

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Reservoir characterization using fractal interpolation and geostatistics

Fractal nature of well logs

Geophysical well-logs often show a complex behavior
which seems to suggest a fractal nature. The property of
self-similarity or scaling is a central concept of fractal
geometry. Well logs exhibit scaling property and are
usually modeled as fractional Brownian motions (fBm)
(Hewett, 1986).

Data normalization

Well log data

The R/S was applied to the normalized trace (PHID log in

this case) to check its power law behavior. This method
was applied to 8 wells in the region and all of them showed
a long range dependency (LRD), 0.5 < H <1.0. LRD relates
to rate of decay of statistical dependence which is typically
a power like decay. A value of Hurst coefficient closer to 1
shows a greater degree of LRD. The values of Hurst
coefficients obtained for 8 wells using R/S analysis are
0.875, 0.781, 0.902, 0.858, 0.930, 0.844, 0.736 and 0.847,
respectively. These values signify LRD for all wells. Figure
3 is a representation of R/S analysis for well 3.

Determine Hurst Coefficient (Check for

long range correlation)
Pseudo Well log generation
Successive Random Additions)

(using

Anisotropic Variogram Analysis

Interpolation in 3D grid using Ordinary
Kriging method

Obtain spatial distribution of

Petrophysical Property
Figure 2: Workflow for fractal modeling and geostatistics
applied in the present study.

A fractional Brownian motion, bH(t), is a single valued

function of one variable t. The fractional Brownian process
is defined using a covariance function of the form

E {bH (t=
)bH ( )} 0.5 2 t

2H

2H

2H

(1)

where operator E represents expectation and is the

standard deviation.
The scaling behavior of series of fBm is characterized by
Hurst coefficient, H which has the range 0 < H < 1. When
H is close to zero the time series are rough, and when close
to one it is somewhat smoother. The value of H determines
the kind of fBm process. Thus, for H = 0.5, the series of
Brownian motion is called uncorrelated Gaussian white
noise and is considered to have independent increment. For
H > 0.5 the increments of the process are positively
correlated, and for H < 0.5 the increments are negatively
correlated.
Rescaled Range Method
This approach is necessary to find Hurst (H) coefficient to
perform successive random additions interpolation to
generate random fractals. If the series is sufficiently
sampled then R/S method works well (Hurst et al., 1965).

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Figure 3: Rescaled range (R/S) analysis for Well 3; a) PHID log,

b) histogram plot of PHID, c) cross plot between log (R/S) versus
log (N).

Successive Random Additions

SRA is a stochastic interpolation which is used to generate
random fractals between data points. This method
recursively divides the interval between data points by
linearly interpolating the values to the midpoint of each
interval and then adds a random component with a variance
that decreases with each iteration or recursive level. The
initial variance is computed using average of variance of
data set used. This is the measure of variance between the
data points. The variance is reduced at each iteration level
in accordance with power law. When data sets do not have
a normal distribution, they are transformed into a normal
distribution before interpolation and subsequently back
transformed to original distribution. During the process of
generation of pseudo-well logs, the log data at input wells
are honored. Generation of fBm using SRA algorithm is
based on the fact that incremental variance of random self

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Reservoir characterization using fractal interpolation and geostatistics

Figure 4: 17 pseodo logs generated between well 2 and 4 uisng fractal interpolation.

affine fractal series is given by (Mandelbrot and Ness,

1968, McGaughey and Aitken, 2000):

2=
( ) E {(bH (t + ) bH (t=
)) 2 } 2 H 2

(2)

where () is semi-variogram and 2 is the variance.

Thus, the statistical self-affinity (scaling) of fBm may be
expressed by relating standard deviation of increments,
bH(t+)- bH(t) to lag .

1) During the first iteration linearly interpolate the

midpoint interval between the two points and add a
Gaussian random number generated with mean zero
and variance, 12 ,

12 =

02
22 H

(1,0 + 2,0 ) / 2 + 1 R 3,1

3,1 =

(4)

(3)

2) Independent displacement with same variance ( ) is

To generate 1-D fBm, firstly the average initial variance

( 02 ) is computed which is the characteristic of variation

added to the original points. This is done to deal with

non-stationarity of midpoint displacement technique.
(5)
2,0 + 1 R 2,1
=
1,0 + 1 R 1,1 , and =
2,1
1,1

2 ( ) = 2 (1) 2 H

between the pair of logs. The notation used for all points
added to the SRA algorithm is i,j where i and j refer to the
position and iteration order. Similarly, Ri,j represent the
random number drawn from zero-mean unit variance
Gaussian distribution. The required steps in SRA
computations are presented in Table 1 (Saupe, 1988).
Table 1: Steps for successive random additions algorithm.
Iteration
0
1
2
.
.
n

Position

1,0
1,1
1,2

4,2

3,1
3,2

.
.

5,2

2,0
2,1
2,2

1,n n..n..n 4,n n..n..n 3,n n..n..n 5,n n..n..n 2,n

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Data points
2
3
5
.
.
2n+1

2
1

3) During the second iteration linearly interpolate between

the three points obtained in above steps and Gaussian
random number generated with mean zero and variance,
22 ,

0
(6)
=
22 H 24 H
4) Repeat the same process, performing linear
interpolation
and adding random number from
Gaussian distribution with zero mean and variance n2
=
22

12

0
(7)
=
22 H 22 nH
This algorithm generate fBm with N = 2n + 1 data points
where n is number of iteration. The pseudo-well logs
(Figure 4) generated using this methods have the value of H
in the range from 0.7 < H < 1.0 which shows a long range
dependency or persistent behavior.
=
n2

n21

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Reservoir characterization using fractal interpolation and geostatistics

Geostatistical analysis
Experimental variogram for the study area was generated
for different directions (Figure 5), starting from north
direction and increasing by increments of 45 degrees from
azimuth clockwise (0, 45, 90, and 135) to study the
anisotropy (Gringarten and Deutsch, 2001). Different
variogram models (e.g., Gaussian, spherical and
exponential) were tested and the exponential model showed
the best matching for all experimental variogram (Figure
5).

Figure 6: Comparison between log generated from fractal

interpolation and ordinary kriging.

Figure 5: Experimental variograms in different direction from

azimuth.(0, 45, 90, and 135).

A mesh was constructed to estimate the 3D spatial

distribution of density porosity using Ordinary kriginginterpolation method. The variogram calculated above acts
as a key input in kriging process as it has the information
about spatial variability.
Results and discussion
A Hurst coefficient variation of PHID logs was estimated
for all the pseudo logs generated using fractal interpolation
method. The obtained values of H satisfied the criteria 0.5
< H < 1.0 which show that these logs also show persistent
behavior (long range dependency) which was also observed
in the measured logs. The pseudo logs generated between
the pair of logs show the characteristics of both the logs
used in their interpolation. A high value of correlation
between the well logs generated from fractal interpolation
and ordinary kriging proves the efficacy and generalization
of the applied methods (Figure 6). The 3D volume
generated using geostatistic show zones of high porosities
which can be regarded as prospective zone (Figure 7).

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Figure 7: 3D porosity (PHID) cube generated using fractal

interpolation and ordinary kriging.

Conclusions
The proposed method of property modeling enables the
distribution of properties between wells and inter-well
region such that it preserves reservoir heterogeneity and
honors measured data. The results obtained from the
present study shows that reservoir depicts fractal nature, as
shown by fractal analysis of well logs. This study confirms
the applicability of fractal geometry and geostatistics for
the characterization of hydrocarbon reservoirs. Similar
procedure can also carried out for other petrophysical
properties such as clay volume, water saturation and
permeability. This would be helpful in identification of
flow units in the reservoir.

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