Professional Documents
Culture Documents
R E (Gene) Ballay
SPWLA UAE
October 2009
Statistical
Differential
www.Entrac-Petroleum.com
Exhibit following
Porosity
Porosity is often thought of as +/- x pu of uncertainty, but in actual fact the
uncertainty may be a function of the amount of porosity present
Tool measurement techniques and statistical noise
Exhibit following
Formation resistivity
The 6FF40, as an example, has a Skin Effect limitation at the low resistivity end,
and a signal-to-noise issue at high resistivity
The mud resistivity (and hence borehole & invasion effects) may change from
one well to the next, indeed one logging interval to the next
m and n exponents
How many of us have ever been really sure of our exponents?
In carbonates, wettability (and hence n) may vary with Sw, and present a
significant challenge in the transition zone
Sw(Archie)
attributes with
associated Best
Estimate and
Uncertainties
More on this
later
For attributes
specified above, and
in the case of f ~ 20
pu, n is a
relatively minor
issue
Rt = 40, yRt = 1%
Phi = 0.20, yPhi = 15%
m = 2.0, ym = 10%
n = 2.0, yn = 5%
Sw(Archie)
attributes with
associated Best
Estimate and
Uncertainties
For attributes
specified above,
and in the case of
f ~ 30 pu, the
priorities change.
Now m & n
are of about equal
importance
n = 2.0, yn = 5%
AttributeUncertainties
Uncertainties
Specified
Individually
Attribute
Specified
Individually
Light
Green
Cells
require
User
Specification
Light Green Cells require User Specification
LightBlue
BlueCells
Cells
calculated
results
Light
areare
calculated
results
Individual
Best
RelativeUnc
Un
Individual
Best
Relative
CPhi > Cn > Cm
Attribute Uncertainty
On Sw(Archi
Sw(Arch
Attribute
Uncertainty Estimate
Estimate On
aa
0.0%
1.00
0.00%
0.0%
1.00
0.0000
As porosity increases, with these (assumed)
Rw
4.4%
0.02
4.40%
Rw
4.4%
0.02
0.0019
Phi
15.0%
0.30
9.00%
Phi
15.0%
0.30
0.0900
uncertainties, the three components
m
10.0%
2.00
5.80%
m
10.0%
2.00
0.0580
approach one another
nn
5.0%
2.00
6.74%
5.0%
2.00
0.0674
Rt
1.0%
40.00
0.01%
Rt
1.0%
40.00
0.0001
Exhibit following
Sw
7%
Sw
7%
Sw^n
1%
H. C. Chen and J. H. Fang.
Sw^n
1%
Sw^n=0.367
is
an
inflection
point
Sensitivity Analysis of the Parameters in Archies Water Saturation Equation. The
LogisAnalyst.
Sept Oct
1986 point
0.367
a logarithmic
inflection
Additional Details
a, Rw and Rt are
assumed to be well-known,
reflected here by no STD
specification
This simulation is approximating an Sw interpretation for which the porosity, m &
n estimates are each subject to individually specified uncertainty
Porosity (for example) is described by a Gaussian distribution, centered on 20 pu with
a standard deviation of 1 pu
500
Frequency
400
300
200
100
0
0.00
0.10
0.20
0.30
Sw
0.40
0.50
Attribute
Porosity
"m"
"n"
Low
0.18
1.8
1.8
0.428
0.500
0.335
0.409
Hi m / High n
0.260
The Base Case is at lower left, with each simulation towards the right reflecting an
individual improvement in Phi, m and n precision by 10 %.
Exhibit following
Attribute
"a"
Rw
Rt
Phi
"m"
"n"
Mean
1
0.02
40
0.1
2
2
Std
0.0075
0.1000
0.0500
Attribute
"a"
Rw
Rt
Phi
"m"
"n"
Mean
1
0.02
40
0.1
2
2
Std
0.0068
0.1000
0.0500
Attribute
"a"
Rw
Rt
Phi
"m"
"n"
Mean
1
0.02
40
0.1
2
2
Std
0.0075
0.0900
0.0500
Attribute
"a"
Rw
Rt
Phi
"m"
"n"
Mean
1
0.02
40
0.1
2
2
Std
0.0075
0.1000
0.0450
Mean
1
0.02
40
0.1
2
2
Std
0.0075
0.1000
0.0500
Attribute
"a"
Rw
Rt
Phi
"m"
"n"
Mean
1
0.02
40
0.1
2
2
Std
0.0068
0.1000
0.0500
Attribute
"a"
Rw
Rt
Phi
"m"
"n"
Mean
1
0.02
40
0.1
2
2
Std
0.0075
0.0900
0.0500
Attribute
"a"
Rw
Rt
Phi
"m"
"n"
Mean
1
0.02
40
0.1
2
2
Std
0.0075
0.1000
0.0450
The Spreadsheet
Spreadsheet may be modified for
locally specific conditions
Sw n = a Rw / (F m Rt)
The same approach will suffice for a
shaly sand equation
The various terms in the derivative
expression quantify the individual
impact of uncertainty in each term,
upon the result
The relative magnitude then allows
one to recognize where the biggest
bang for the buck, in terms of a core
analyses program, suite of potential
logs, etc is to be found (Figure 1).
Excel Details
Be Careful to enter
values appropriately, and
not over-write live links
To modify spreadsheet to
accommodate a different
three parameter simulation,
simply re-title the various
attributes and adjust the
individual calculations as
required
Exponent
Cross Check
Porosity is specified as a
Gaussian distribution,
centered on 20 pu with a
standard deviation of 1 pu
2,000 calculations are
done, and the result
checked by means of
histograming the resulting
porosity distribution and
calculating the resulting
statistics
Exhibit following
Porosity
400
Frequency
350
300
250
200
150
100
50
0
0.00
0.05
0.10
0.15
Porosity
0.20
0.25
0.30
Cross Check
Porosity is specified as a
Gaussian distribution,
centered on 20 pu with a
standard deviation of 1 pu
2,000 calculations are
done, and the result
checked by means of
histograming the resulting
porosity distribution and
calculating the resulting
statistics
450
350
300
250
200
150
100
50
0
0.00
Exhibit following
Porosity
400
Frequency
0.05
0.10
0.15
Porosity
0.20
0.25
0.30
As a QC device, the distribution of Excel random numbers used to drive the Monte
Carlo simulation, are binned from zero to one
With 2000 simulation performed, we expect to find Frequency ~ 200 in each of
the ten bins
F requenc y
200
150
100
R andom
50
0
0.00
0.20
0.40
0.60
R andom()
0.80
1.00
1.20
Sw
500
Frequency
600
400
300
200
100
0
0.00
0.10
0.20
0.30
Sw
0.40
0.50
Excel Bins
Attribute
Porosity
"m"
"n"
Low
0.18
1.8
1.8
0.428
0.500
0.335
0.409
Hi m / High n
0.260
Exhibit following
600
Sw
500
Frequency
400
300
200
100
0
0.00
0.10
0.20
0.30
Sw
0.40
0.50
Derivatives vs
Monte Carlo
Chen & Fangs results have been coded to an Excel spreadsheet, to facilitate locale
specific, digital evaluation
The Derivative Approach
As porosity
increases, m or
pore system
tortuosity
becomes less
important, and
the tortuosity of
the conductive
phase,
represented by
n, deserves
increased
attention, relative
to m
Exhibit following
n = 2.0, yn = 5%
At F ~ 30 pu, for
stated conditions,
the three issues
approach one
another, in
importance
Attribute
Uncertainties
Specified
Individually
Attribute Uncertainties
Specified
Individually
Light
Green
Cells
require
User
Specification
Light Green Cells require User Specification
Light
BlueCells
Cellsare
are
calculated
results
Light Blue
calculated
results
Individual
Best
RelativeUnc
Un
Individual
Best
Relative
CPhi > Cn > Cm
Attribute
On Sw(Archi
Sw(Arch
Attribute Uncertainty
Uncertainty Estimate
Estimate On
0.0%
1.00
0.00%
aa
0.0%
1.00
0.0000
As porosity increases, with these (assumed)
Rw
4.4%
0.02
4.40%
Rw
4.4%
0.02
0.0019
Phi
15.0%
0.30
9.00%
Phi
15.0%
0.30
0.0900
uncertainties, the three components
m
10.0%
2.00
5.80%
m
10.0%
2.00
0.0580
approach one another
n
5.0%
2.00
6.74%
n
5.0%
2.00
0.0674
Rt
1.0%
40.00
0.01%
Rt
1.0%
40.00
0.0001
Exhibit following
Sw
7%
Sw
7%
Sw^n
1%
H. C. Chen and J. H. Fang.
Sw^n
1%
Sw^n=0.367
is anSept
inflection
point
Sensitivity Analysis of the Parameters in Archies Water Saturation Equation. 0.367
The
LogisAnalyst.
Oct
1986
a logarithmic inflection point
Chen & Fangs results have been coded to an Excel spreadsheet, to facilitate locale
specific, digital evaluation
At F ~ 10 pu,
tortuosity in the
pore system is far
more important
than n variations
a = 1: Uncertain(a) = 0%
Rw = 0.02 : Uncertain (Rw) = 0%
Rt = 40 : Uncertain (Rt) = 0%
Phi = 10, 20 & 30 pu : Uncertain (Phi) = 15%
m = 2.0 : Uncertain (m) = 10%
n = 2 : Uncertain (n) = 5%
In each case, the dominant parameter is identified
with the red arrow (at right), per derivatives
Exhibit following
Uncertainty Specification
Derivative Monte Carlo
Total Uncertainty vs Standard Deviations
m & n Uncertainty
The Base Case is at lower left, with each simulation towards the right reflecting an
improvement in Phi, m and n individual precision by 10 %.
Exhibit following
Attribute
"a"
Rw
Rt
Phi
"m"
"n"
Mean
1
0.02
40
0.1
2
2
Std
0.0075
0.1000
0.0500
Attribute
"a"
Rw
Rt
Phi
"m"
"n"
Mean
1
0.02
40
0.1
2
2
Std
0.0068
0.1000
0.0500
Attribute
"a"
Rw
Rt
Phi
"m"
"n"
Mean
1
0.02
40
0.1
2
2
Std
0.0075
0.0900
0.0500
Attribute
"a"
Rw
Rt
Phi
"m"
"n"
Mean
1
0.02
40
0.1
2
2
Std
0.0075
0.1000
0.0450
Mean
1
0.02
40
0.1
2
2
Std
0.0075
0.1000
0.0500
Attribute
"a"
Rw
Rt
Phi
"m"
"n"
Mean
1
0.02
40
0.1
2
2
Std
0.0068
0.1000
0.0500
Attribute
"a"
Rw
Rt
Phi
"m"
"n"
Mean
1
0.02
40
0.1
2
2
Std
0.0075
0.0900
0.0500
Attribute
"a"
Rw
Rt
Phi
"m"
"n"
Mean
1
0.02
40
0.1
2
2
Std
0.0075
0.1000
0.0450
Mean
1
0.02
40
0.1
2
2
0.224
Std
0.0075
0.1000
0.0500
Frequency
600
500
400
300
200
100
0
0.00
0.10
0.20
0.30
0.40
Sw
0.50
Attribute
Porosity
"m"
"n"
Low
0.085
1.8
1.9
Hi m / High n
0.212
0.318
0.355
0.224
0.258
Attribute
"a"
Rw
Rt
Phi
"m"
"n"
Sw
Mean
1
0.02
40
0.25
2
2
0.089
Std
0.0100
0.1000
0.1000
Attribute
"a"
Rw
Rt
Phi
"m"
"n"
Sw
Mean
1
0.02
40
0.25
2
2
0.089
Std
0.0090
0.1000
0.1000
Attribute
"a"
Rw
Rt
Phi
"m"
"n"
Sw
Mean
1
0.02
40
0.25
2
2
0.089
Std
0.0100
0.0900
0.1000
Attribute
"a"
Rw
Rt
Phi
"m"
"n"
Sw
Mean
1
0.02
40
0.25
2
2
0.089
Std
0.0100
0.1000
0.0900
Phillipe Theys has a book which addresses this issue, as does Darwin.
The book by Darwin especially considers the effects on porosity
(also of the shaly-sand case). He was the first to perform a similar
analysis.
One should be sure to recognize that resistivity logs are affected by
invasion and shoulder-bed effects
This can cause significant errors in the estimation of Sw because
Rt is not representative . The latter effects can be more significant
that the ones you have explicitly addressed.
Electrical anisotropy effects could have a significant impact on Rt
in deviated and horizontal wells.
The most significant example is that of thinly-bedded sequences,
where nuclear and resistivity logs are significantly biased (in
addition to the clay effect) because of shoulder-bed and invasion
effects.
Additional Considerations
Carlos Torres-Verdin: Be sure to recognize that logs are affected by various issues
Additional Considerations
Additional Considerations
http://www.statsoft.com/textbook/stathome.html
Additional Considerations
Useful Links
http://www.ipp.mpg.de/de/for/bereiche/stellarator/Comp_sci/CompScience/csep/csep1.
phy.ornl.gov/mc/mc.html
http://www.sitmo.com/eqcat/15
http://www.riskglossary.com/link/monte_carlo_method.htm
http://www.chem.unl.edu/zeng/joy/mclab/mcintro.html
http://office.microsoft.com/en-us/excel/HA011118931033.aspx
What happens when I enter =Rand() in a cell?
How can I simulate values of a discrete random variable?
How can I simulate values of a normal random variable?
Problems
You can download the sample files that relate to excerpts from Microsoft
Excel Data Analysis and Business Modeling from Microsoft Office Online.
This article uses the files RandDemo.xls, Discretesim.xls, NormalSim.xls, and
Valentine.xls.
http://en.wikipedia.org/wiki/Monte_carlo_simulation