( Society of Petroleum Engineers I

SPE 25238

Quantifying the Impact of Geological Uncertainty on Reservoir

Performing Forecasts
P.R. Ballin,* PetrobrasIStanford U.; Khalid Aziz* and A.G. Journel,* Stanford U.; and
Luca Zuccolo, AGlP SpA
*SPE Members

Copyright 1993, Society of Petroleum Engineers, Inc.

This paper was prepared for presentation at the 12th SPE Symposium on Reservoir Simulation held in New Orleans, LA, U.S.A., February 28-March 3, 1993.

This paper was selected for presentation by an SPE Program Committee following review of information contained in an abstract submitted by the author(s). Contents of the paper,
as presented, have not been reviewed by the Society of Petroleum Engineers and are subject to correction by the author(s). The material, as presented, does not necessarily reflect
any position of the Society of Petroleum Engineers, its officers, or members. Papers presented at SPE meetings are subject to publication review by Editorial Committees of the Society
of PetroleumEngineers. Permission to copy is restricted to an abstract of not more than 300 words. Illustrations may not be copied. The abstract should contain conspicuous acknowledg-
ment of where and by whom the paper is presented. Write Publications Manager, SPE, P.O. Box 833836, Richardson, TX 750833836, U.S.A. Telex, 163245 SPEUT.

Abstract Introduction

This study addresses the problem of transferring uncer-
tainty in the geological model through the flow simulation
model (the comprehensive simulator - CS) u p t o the reservoir
production forecasts. T h e uncertainty in the geological model
is characterized by the differences between many equally prob-
able reservoir descriptions that honor available d a t a and that
are generated by geostatistical stochastic simulation. T h e un-
certainty in the production forecasts can be characterized by
the variability or spread in the responses derived from the flow
simulation, or more precisely by the probability distribution
of response variables, such as cumulative oil production, oil
recovery, breakthrough time, cumulative water-oil ratio, etc.
A new methodology t o perform this transfer of uncertainty
is summarized. Each reservoir description is first ranked us-
ing a fast simulator (FS) rather than the comprehensive flow
simulator (CS). A few selected descriptions are then processed
through the CS t o generate an approximate probability distri-
bution of the reservoir production response.
This new methodology is applied with a coarse grid as the
FS model t o a two-phase, three-dimensional field scale problem
with five producing wells, 8 x 1 0 ~STm3 original oil in place, and
a very large and active aquifer. T h e impact of uncertainty in
absolute permeability and p o r ~ s i t ~on
y the field cumulative oil
production is considered over 7.8 years of production. Good
results are achieved with a 85% to 93% reduction in the com-
puter time over the use of the C S alone. T h e favorable results
achieved show that extension of the proposed approach t o other
types of problems is worthwhile.
References and illustrations a t end of paper.
A reservoir flow simuhtion st.udy combines dat,a from
many different sources and processes t,he da.ta. t,hrough a com-
plex non-linear syst,em of equations t,o genera.t,e t,he reservoir
product,ion forecast required for economic analysis. These dat,a
include geological data, seismic data, petrophysical data., well
dat,a, product,ion data, etc. A problem with these silnnlat.ions
is that the d a t a are not exact and only a small sample is usually
available, thus giving the results inherent. uncertai11t.y.
Uncertainty is the "lack of assurance about t,he truth of a
statement or about the exact magnitude of an unknown mea-
surement or numberz8". Uncert,aint,y involves t,he risk of mak-
ing an incorrect decision beca.use the estimates do not agree
with realit,y. Thus, uncertainty is associat,ed with the economic
risk analysis of the reservoir product.ion forecast a,nd is a cent,ral
concern in the decision making process.
Because uncertainty in t,he production forecast. result,s from
the interaction of the uncertainties in all sources of data, as well
as from the assumptions in the numerical flow model, a proce-
dure t.o transfer uncertainty t,hrough the numerical flow model
u p t o the production forecasts is highly desired. A general pro-
cedure is available5,'~10,15,19,2g , and some approrimat,ions ha.ve
been proposed19~29.However, the availa.ble general procedure
requires such a large amount of comput,a.t.ional work t,ltat it, is
not a viable option for most flow simulat,ion st,udies. Moreover,
the approximations proposed by previous invest,igat,orscannot,
handle all the non-linearities of a flow model or are t,oo arbi-
trary t,o be of great value.
A new systematic methodology for the transfer of
uncertainty4, requiring reasonable computa.t,ional work, is a p
plied on a three-dimensional field scale problem. All computer
times report,ed are for a DEC-5810 with 32MB of memory and
1 processor. T h e methodology adopted will be referred to as
2 QUANTIFYING T H E IMPACT O F GEOLOGICAL UNCERTAINTY ON RESERVOIR FORECASTS
the proposed approach. A numerical study consisting of a sen-
sitivit,y analysis and definition of some paran~et~ers, referred t o alt,ernat.ive st,ochast,ic images a.re processed t.hroogh a. compre-
as calibration and required by t,he proposed approach, is al-
ready a.vailable for a two-pha.se flow problem of oil a.nd wat,er
as considered here3v4. However, the proposed met~hodologyis
general and can be extended t o ot.her types of problems.
As mentioned before, many uncertainties control and con-
tribute to the final uncertaint,y of reservoir production perfor-
mance pa.ra.meters such as oil recovery, breakthrough time, cu-
mulative water-oil rat,io, etc. However, not all uncertainties
can be handled simultaneously in a pract,icd simulation study.
T h e geological uncertainty of porosity and absolute permeabil-
ity are considered as t,he most important sources of uncertainty
in this field scale problem. For the sake of simplicity and to
avoid having more sources of uncertainty sirnult,aneously affect,-
ing the reservoir product,ion responses, no upscaling procedure
is considered in this study. One of t,he following is assumed:
(1) the flow simula.t,ionsare performed on the same fine grid as
used in the stochast,ic simulations; ( 2 ) the effective gridblock
propert,ies are obtained by a.n exa.ct upscaling approach wit,h-
out uncertaint,y; or ( 3 ) the effect,ive gridblock propert,ies are
directly simulated by some stochastic approach16.
T h e assessment of geological uncertainty is performed us-
ing geostatistical t,echniques. Geological uncertainty is modeled
by many equally-probable and different, reservoir descriptions
generated by stochastic simulation. Each of these images repro-
duces a prior measure of spa.t,ial cont,inuity (covariances) and
can be conditioned to honor available data, such as, core and
log data, well test da.t.a, geophysical and geological int,erpreta-
tion data, etc.
Some of the st,ochastic simulation techniques for contin-
uous variables (e.g., porosit,y, initial sat,uration, permeabil-
ity, etc.), t,hat are classified as continuous models1', are: t.he
mnlt.igaussian s i m u l a t , i ~ n ~and
~ ~ fract,al
? ; or the non-
fields20221
paramet,ric approaches of simulated annealing1', and indicator
si~nulat,ions~~",~"~~~.
T h e discrete form t,he other wide class of stochas-
tic simulation algorithms which were developed to describe
geological features of a discrete nature (lithofacies; shales in
sands; fractures and faults; etc.). According t o the Haldorsen
and Damslethlg classificat,ion of stochastic simulation models,
the discrete models are subdivided into the following meth-
ods: ma.rked point processes (Boolean-type ~ i m u l a t i o n ) ~ ~ ~ "pense ~ ~ ~ ,of losing some of the initial simplicity. Furthermore. the
Markov f i e l d ~ l ~ , truncat,ed
'~, random and the
two-point histogram, which is same as simulated annealing1'
previously mentioned. Recall that the non-parametric tech-
niques for continuous variables based on t.he indicator simula-
tion also provide discrete models35336.
More elaborat,e met,hods are now available, known as two-
stage or hybrid models", t,hat combine the best features of the
two models: discrete models for modeling- large-scale .
hetero- consideration. Since there is no assessment of t,he probabil-
geneities and reservoir discont,inuit~ies,and continuous models
for modeling the spatial distribution of rock properties within
each discrete classZ7'~". A crit,erion for defining the number of
images necessary to achieve a stable uncertainty assessment4
was not adopted on the field scale problem due t,o a practical
limitation on t-he number of stochastic images available.
T h e general procedure to transfer the previous spatial un-
certainty through the numerical flow model and t,he proposed
SPE 252.38
methodology are summarized in t,he second sect.ion. While all
hensive numerical flow simulator ( C S ) in t,he general procedure,
only a, few selected iina.ges a.re processed t hrougll t,he C:S in t,he
proposed approach. T h e st,ocha.st,icimages a.re select,ed by a
screening procedure where the C S is replaced by a simpler and
faster flow model, referred to as a fast simulat,or (FS).
T h e application to a three-dimensional field scale problem
is described in the third sect,ion. Finally, some conclusions a.re
presented.
Transfer of Uncertainty: Methodology
T h e find goal of a, reservoir simulation st,udy is usually a
reservoir production forecast, which is expressed in t,erms of
some performance paramet,ers like oil product.ion or oil recov-
ery (OR), brea.kt,hrough t,ime ( B T ) ,wa.ter cut (WC'T),e k .
These performance pa,rameters are uncertain due t,o all the nn-
certainties in the input para.meters. T h e uncertainty in the
input. para.met,ers will be referred t,o a.s t,he input tnnwrtointies
or input cumulative distribution functions ( cdf's ) hereaft>er,
a.nd the uncertainty in the performance pa.ramet,ers as t,he out-
p u t vncertuintirs or output cdf's. T h e assessment, of out,pnt.
uncertainty is desired to evaluate possible ra.nges for t,he com-
put,ed performance paramet,ers and to allow a.n economic risk
analysis. Therefore, the input. uncert,aint,y must. be t,ransferred
into an out,pnt. uncert.a.int,y. However, such t,ransfer of input.
uncertainty through t,he highly non-linear syst,em of equat,ions
of a flow simulat,or model is a difficult. problem. .4ny numerical
finite difference flow simulat,or considered in a. specific a.pplica-
t,ion will be referred to as the cornprehenaiee Joul ximztlator -
CS.
A simple approa.ch t,hat combines one-pmrcrm~ter-at-a-time
sensitivity unc1.1y.si.swit,h Monte Chrlo simulat,ion ha.s a,lso been
proposed1g. It is a general approach that allows merging of
many uncertainties in a, reservoir study, from the geological
description to the concept of the production system and eco-
nomic analysis. However, this approach is based on t.he inde-
pendence of all input parameters, which is generally not true.
T h e original approach has been exte11ded'"~o handle depen-
dence between parameters, making i t more powerful at, t,he ex-
approach is oversimplified. Three reservoir models are consid-
ered for each input parameter: the base-case, an opt.imist,ic
model, and a pessimistic model. These three models a.re se-
lected arbitrarily; and t,he CS-derived performance responses
corresponding t o those models (say, the oil recovery a t a fixed
production t,ime), are used to build (int,erpolat,e)a.n "assumed"
output probability (cdf) related t o the input uncertainty under
it,y of not exceeding the performance response values of a.ny
of the three select,ed models.(base, opt.imistic, and pessimist,ic
models), the "assumed" output probabilit,y is ext,remely sub-
jective. T h e authors recognize this and state: "Two specialists
will rarely come up with the same probabilit,y dist,ribut,ion."
Hence, a more syst.emat,ic approach for assessing t,he out,put,
uncert,aint,y is needed.
T h e Monte Carlo approach used in previous ~ o r k s ' ~ . ~ " ~ '
S P E 25238 PAIJLO R. BALLIN, KHALID AZIZ, ANDRE JOURNEL, AND LUCA ZUC:(X3LO
transfers input uncert,aint,y t.o out,put uncert,ainty through a
comprehensive flow simu1at.01 CS. This approach will be re-
ferred to hereaft,er as t,he direct npproach, and is summarized
in the first subsection (Direct. Approach). Despite its general-
ity, the direct approach is not pra.ctica1 in most applications due
to the computa.tiona1 effort demanded. This is especially t,rue
when geological uncert,aint.ies (absolut,e permeability dist,ribu-
tion, etc.) are considered. A new, more suitable approach4
is summarized in t,he second subsection (Proposed Approach).
Any stochastic simulation approach mentioned before (Intro-
duction) can b e adopt,ed for characterizing the input uncer-
tainty. This is possible because t,he st,ocha.stic reservoir images
are processed through a flow simula.tor model to generate the
probability distribution of t,he response parameters, indepen-
dently of the stochastic model used for generat,ing the images.
Furthermore, the proposed approach is genera.1 and can be used
for a.ny set of input para.met,ers.
Direct Approach
Monte Carlo simulat,ion is used in t,he direct a ~ ~ r o a for
.&
ch ing R:,, ( t h e reference ranking) provided by the comprehensive
transferring uncertalnty of an input parameter, a,through the
CS to some production performance parameters, 0,t , where j
indicates the type of paramet.er and t indicates the injection
time or the number of injected pore volumes used to measure
the parameter value. Repeated CS runs, with different out-
comes i drawn ra.ndomly from t,he cdf of t,he input parame-
ter a , are used t o generate a large number of CS-production
profiles. The cdf of the output, performance para.met,ers 0,t
(the output uncertainty) ca.n be comput,ed for the oil recov-
ery (0: = O R t ), the water cut ( 0 ,t = WCT t ), the break-
through time ( 0 3 = BT), the gas-oil ratio (0: = G O R ~ ), etc. o:,,,, obt,ained for image number i h .
T h e out,put cdf generated by this approach will be referred to
as the comprehensive probability distribution ( C P D ) . T h e CS
runs can be repea.ted until a. stabilized sa.mpling of the C P D
is achieved4.
If the absolut,e perrneabilit,~di~t~ribution is t,he input. pa- cdf ( C P D ) , such t,hat h s = N q , . For example, if N = 100
ramet,er ( a = k ) , each input. outcome i is a stocha.stic
reservoir description or ima.ge, but the C P D is a univari-
ate cdf for each out,put performa.nce pa.ra.meter 0: of inter-
est. Fig. 1 shows a schema.tic representation of the direct ap-
proach for a total of N = 100 stochastic reservoir descriptions
(i = 1 , 2 , . . . N ) , with the resulting CPD of a particular output
performance parameter 0,. t for extreme values (like qe = 0.05 and 0 . 9 5 ) , a quantile for
Running the CS many times is not a viable option in most
cases because this requires too much computer time and human
effort5,10.23. Hence, most published applications of the direct
approach are limited to hydrocarbon reserve estimations6133,
Enhanced Oil Recovery processes using simplified models in-
stead of a full CS5,7,15, or an element of symmetry of some
pattern of fluid displacement like a. f i ~ e - s ~ o t ~ ~ ~ ~ ~ . of the reservoir performance paramet,er is thus approxima.t.ed
Proposed Approach
T h e assessment of output uncertainty in the proposed
approach4 is done in two steps. In the first step the expen-
sive CS is replaced by a fast simulator, denoted by FS, such
that the large number ( N ) of equiproba.ble reservoir descrip-
tions can be quickly processed. The FS can be any appropriate
approximation of the CS (e.g., a tracer simulation or a sim-
plified flow simulation over a cross section or over a
coarse grid). T h e condit,ions for defining a.n a.ppropria.t,e FS
are discussed later. T h e FS, in general, generates response pa-
rameters o: different from the 0: defined by the CIS, where
L = 1 , 2 , . . . Ii ~dentifiesdifferent types of FS-derived response
parameters and 1 defines the production time or the number of
injected pore volumes used to comput,e t,he response paramet,er
values. The cdf of this new response parameter 0:. is referred
t o as the simple probability distribution. S P D , or just simple
c d f . Fig. 2 is a schematic re~resent~ation of this first step. A1-
though the resulting S P D may look similar t,o t,he C P D of
Fig. 1, its abscissa is different,.
T h e FS should be chosen such that it captures the most
important. mechanism(s) that. control the oil recovery pro-
cess, in order t,o produce a SPD that presents approximately
a quantile-preserving property (same ranking of t,he initial
st,ochastic images as wit,h t,he C P D ) * . According t,o t,his prop-
erty, t,he ranking R ; , , of the stochastic images number i as
provided by the simple cdf ( S P D ) should be close to the rank-
t
cdf ( C P D ) : R:,, FZ R,,,.
- . T h e hypot,l~esis
of quastile-preserving
property is refeked to as the rank approxi~nat~ion.
T h e S P D resulting from an FS-derived response 0: is
used t o rank all reservoir descriptions i = 1 . 2 , . . . N , as shown
in Fig. 2 , and the following ranking is availa.ble:
The va.lue q = % is the probability of not exceeding t.he value
In the second st,ep of the proposed approach, provided that,
the FS is a good quant.ile-preserving approxima.t.ion, t,he CS can
be run on a small number of selected reservoir descript.ions i s
that correspond to desired q, qua.ntiles of t.he comprehensive
and the q, qua.nt,iles are the 0.05, 0.25, 0.50, 0.75, a.nd 0.95
quantiles, the selected images are the ones ra.nked as h s =
100qe. the images ios, i25, i50. ii.5, a.nd ioa, respect,ively, as
shown in Fig. 2. T h e desired q, quantiles must be select,ed
such t,ha.t. a representat,ive sa.mpling of the entire proba.bilit,y
distribution ( c d f ) is achieved. T h e selection of some quantiles
cent,ral values (like q, = 0 . 5 0 ) , and maybe some qua.nt,ilesfor
intermediate values (like qe = 0.25 and 0 . 7 5 ) is advisable.
For any specific selected image i s , t,he result,ing CS-derived
t
performance parameter value O,,,, is associated with the q =
% z qe value under the quantile-preserving condition. Hence,
the value o:,,~ is considered to be the q, quant,ile. T h e cdf
by a small number of points, one for each selected reservoir
description is (five images in the case of Fig. 2 and 3). This cdf
will be referred t o as the approximate probability distribution
A P D hereafter, or just as the approximate c d f . T h e second
step is illustrated in Fig. 3.
For example, say t,hat N = 100 alterna.t.ive unranked
stochast,ic images i are run through a FS that is a single
phase tracer flow model, and a certain t,racer concent,rat,ion
(k = l ) , measured after 1 year ( t = 1 ) of tracer injection
4 QUANTIFYING T H E IMPACT O F GEOLOGICAL UNCERTAINTY ON RESERVOIR FORECASTS
is the response paramet.er o:, resulting in a specific simple
cdf ( S P D in Fig. 2). T h a t distribution gives the ranking
R:,, of t,he 100 ima.ges, from il (worst response) to ilv
(best response). Let it, = is, i25, is0, i75, and i95 be the
5th, 25", 5ot1', 75th. and 95t"-ranked reservoir images. T h e
CS is then run on only t,hese five images result,ing in a series
of 5 outcomes for each performa.nce para.meter 0t, . Say t11a.t
the water breakthrough time B T ( j = 3) is considered a.s
the out,put performa.nce paramet,er. such t,ha.t the values O,,, t ters like c a p i h r y pressure, mobility ratio, a.nd relative perme-
are: 0 3 , r s = BT5, 0 3 . 1 2 s = BT25, 0 3 , r 5 0 = BT50, 0 3 , t , s =
BT75, and 0 3 , 2 9 5 = BT95. Provided t,hat the FS is a, quant,ile-
preserving approximation of the CS (q = q,), these five values
can b e considered as the desired q, quantiles of the break-
through time cdf (q, = 0.05, 0.25, 0.50, 0.75, and 0.95).
T h e A P D 1s then achieved by interpolating from the 5
points: ( m 0 5 , .05), (BT25, .25), (BT50, .50), (RT75, .75),
and (BT95. .95), as in Fig. 3.
T h e first step of the proposed approach is a screening pro-
cedure for select,ing reservoir images to be processed through
the comprehensive flow simulator (CS) in the second step. This
screening idea has been proposed before2'"', however, no qua.n-
titative or systematic procedure was presented.
Since the rank R:,; for a specific reservoir image i may
vary for each index k and/or 1, the selected images is (say
i5, iar iso, i7.5, and ig5) may also be different for each FS-
response ok
Moreover, in a more general case, a.n economic analysis of
a reservoir production forecast ma.y require the simult,aneous
estima.tion of various cdf's ( t h e probability distribution of var-
ious 0,t ). T h e desired output cdf's may correspond to different
types of out,put performa.nce para.meter (different j index), or
t o different time used t,o comput,e the parameter values (dif-
ferent t index). Therefore, for any fixed set of desired qe
quantiles, several sets of select,ed images is may have to be
processed t,hrough the CS in order t,o obta.in a, good a.pproxi-
mation of all the out,put cdf's (good A P D ' s ) required for the
economic analysis. Hence, a rnet,hod is required t o minimize t,he
number of select,ed images is that should be processed through
t,he CS. A method based on some weighting factors has been
proposed4. This method is completely general and very flex-
ible, allowing the incorporat,ion of economic factors and any
t ).
combinat.ion of mult.iple prodoct,ion responses (various O3
In this met,hod, a unique a.verage rank is computed for each al-
ternative image i, and the select,ed images is are defined such
that t,he expect,ed error for t,he mult,iple responses is minimum.
T h e weighting fa.ctors are obtained from economic parameters,
but mainly from a calibration analysis (sensitivity analysis for
several parameters) bet,ween a C'S a.nd a FS model4.
Among all images i that may be selected for each desired
q, quant,ile, the one that. gives the best rank-preserving ap-
proximation over all considered 0: parameters should b e used.
This image must have the most stable behavior for all 0: re-
sponses and, t,herefore, the smallest global ranking variance4.
Only five images corresponding to the five desired q, quantiles
(the 0.05, 0.25, 0.50, 0.75, and 0.95 quantiles) are needed to
generate all required A P D ' s .
Different FS's may be required for different CS's, and the
range of applicability of each FS must be established through
S P E 25238
a prior calibra.tion study (sensitivit,~analysis for several pa-
ramet,ers). A two-pha.se (water and oil) finit,e-difference flow
simulat,or is considered as the C S in t,his study. An exhaust,ive
calibmtion for a two-dimensional qua.rt,er of a, five-spot and a
limit,ed calibra.t,ion for a. three-dimensional field problem a.re
available4.
These calibrations show that a coarse grid is a good FS
model with a wide range of applicability for physical parame-
ability. A base set of a.pplicability limit,s is present,ed in Table 1.
These limits were mostly defined considering I;, curves t,hat de-
viat,e moderately from the 1inea.r beha.vior (quadrat,icfunct,ions)
a.nd low coefficient of variat,ion (C!V=0.35). Variat,ions in these
limits are expect,ed t.o b e ma.inly funct,ions of the relative per-
mea.bility curves and the coefficient of varia.t.ion of the reservoir
hekrogeneities. These limits will shrink for k, curves t,hat are
highly nonlinear, and expand for more realist,ic CV.
T h e calibra.t.ions also show that t,he proposed a.pproach
achieves approximately the same result. as the direct approach
but requires about 9% of the work (reduct,ion of 91%). It. means
that a total cost of 9 equivalent C S runs are required rather
than 100 CS runs by the direct approach.
Application to a 3-D Field Scale Problem
T h e proposed approach was applied t o a t,wo-phase, three-
dimensional, field scale problem to investigate its potential in
practical sit,uat,ions.
T h e reservoir geometry, the petrophysical da.ta., and the
fluid history of five product.ion wells were released by Agip for
this study. T h e dat,a from a real reservoir have been slight,Iy
modified t,o guarantee confident,iality. A low oil sat,ura.tion pres-
sure and a, very act,ive aquifer, which maint.a.ins low pressure
decline, ensure that only two phases are present in the reservoir
through t,he time period of interest (7.8 years). Details a.hout.
the Agip d a t a set are presented in the first subsect.iorr.
A t,otal of 33 stocha.stic simulat,ions of the porosity fields
were also released by Agip. A stat,ist.ical sampling of t,he core
rehtionship between porosity and absolute permeability was
used to transform the porosity simulations into permeability
simulations. Det,a.ils a.bout t,hese st,ocha.st,icsimula.t~ionsa.re pre-
sented in the second subsection.
T h e tot,al liquid production (oil plus wa.ter) wa.s used as
input da.ta in the reservoir production forecasting st,udy. No
history matching was attempted and the other engineering d a t a
(wa.ter-cut and well pressures) were not used in t,he forecasting
st,udy. These d a t a were only considered in calibrating some
aquifer parameters and checking the production forecasts. A
two-phase, three-dimensional flow model with a, grid of 7 0 x 3 0 ~ 5
in the reservoir region and an analytical model in the aquifer
region was selected as the comprehensive flow simulat,or (CS).
T h e application of the proposed approach is described in the
third subsection, and in the final section an evaluation of the
results is presented.
Description of t h e Agip Data Set.
T h e data set reproduces a meandering- fluvial reservoir
composed of sandstone organized in two fining upward cycles
and separated by shales. T h e areal continuity of the layers
S P E 25238 P A U L 0 R. BALLIN, KHALID AZIZ, ANDRE JOURNEL, AND LUCA ZUCCOLO
is very high over the entire reservoir. A 70x30 ~m~ water-oil
reservoir averaging about 10.0 m in thickness in layer 1, imper-
meable a t the bottom, and surrounded by a very active aquifer
was considered as the field scale problem in this study. T h e
aquifer was assumed t o be originally infinite with the water-oil
contact a t 1473.5 m. T h e geological structure is a dome, ex-
tended t o one side, and t h e original oil in place (OOIP) was
estimated t o be around 8 . 0 ~ 1 0STm3.
~ seen in the geological st,ructure among t,he st,ochast,ic simula-
T h e permeability and porosit,y d a t a were mainly obtained
by cores and integrated with porosity d a t a from logs in the few
uncored intervals. Fig. 4 displays the histogram of the core
porosity, Fig. 5 displays the semi-log scatterplot of horizon-
tal core permeability versus core porosity, and Fig. 6 displays
the log-log scatterplot of vert,ical versus horizontal core per-
meability. Fig 7 shows an example of variograms used for t h e
stochastic simulations, Fig. 8 shows the capillary pressure curve
(PC)from well-log d a t a and Fig. 9 shows the core and assumed
pseudorelative permeability curves (k,). T h e assumed pseu-
dorelative permeability is similar to the one adopted by Agip
in their original study.
Table 2 shows some important parameter values of the
d a t a set and Table 3 shows the oil P V T data. The original
reservoir pressure (173.6 Bars) and the low oil saturation pres-
sure (9.807 Bars) associated with a low pressure decline due t o
the water influx from the aquifer ensure that only two phases
are present in the reservoir during the simulation (7.8 years).
Fig. 10 shows the reservoir structural top with the well loca-
tions. Fig. 11 shows the total liquid production for the five
production wells along the simulation time (wells P I , P2, P3,
P5, and P7). T h e well P 4 produced for 3 months, starting
a t around 1200 days, with a low flow rate (5.1 t o 1.6 m3/D)
and was not considered t o be a producer in this study, but its
production was included in the flow simulations.
Descript,ion of the Stochastic Simulations
A total of 33 stochastic reservoir descriptions of porosity
on a grid of 7 0 x 3 0 ~ 3 0(gridblocks of 100x100 m and about,
0.33 m of t,hickness) were generated by the sequential indicator
simulation (SIS) t,echniquel' conditioned to well data. T h e
simulated values were averaged into 5 layers along t,he vertical
direction using simple arithmet,icaveraging. This upscaling was
done t o convert the simulated values into the grid used in the
numerical flow simulations. The coefficient of variation, C V , of
the porosity simulations varies from CV = 0.14 to CV = 0.21,
which is consistent with the core value of CV = 0.178.
T h e upscaled porosity simulations ( z1 ) were converted to
permeability simulations ( zz ) using the conditional probability
distributions ( Prob(z2 < klzl) ) based on the core scatterplots
of horizontal permeability, 22 = kh, versus porosity, zl = 4
(Fig. 5), and vertical permeability, z2 = k,, versus horizontal
permeability, 21 = kh (Fig. 6). Note that the d a t a a t the core
scale (the scatterplots) were used directly for gridblock values,
without any scale correction. This procedure was adopted be-
cause in this field scale problem the upscaling does not a.ffect,
the analysis of the proposed approach. Indeed the same fac-
tor was used for computing the effective properties (upscaling)
on the simulation grid ( 7 0 x 3 0 ~ 5 )of all reservoir descriptions.
These effective reservoir descriptions were used for uncertainty
assessment with both the direct and the proposed approaches.
Fig. 12 shows the greyscale map of porosity and horizon-
tal permeability for the first layer of image i = 3, and Fig. 13
shows the greyscale maps for the first layer of image i = 7.
Comparing t,he porosity and the permeability distributions in
each figure, one can see that t h e approach adopted for con-
verting 4 to k preserves the geological structure in the 4
simulations, despite t h e random nat*ureof t,he approach. Com-
paring the two figures, one can see the significant variations
tions. T h e coefficient of variation of horizontal permeability
simulations in one layer of all 33 reservoir descriptions varies
from CV = 1.1 u p to CV = 1.6.
Application of the Proposed Approach
T h e steps described in a previous work4 were followed.
T h e development and results of these steps are described in
the next subsections.
Step 1 - Definition of the CS Model, Its Input Param-
eters, and Its Derived Performance Parameters
A two-phase, three-dimensional option of a st,andard com-
mercial black-oil type flow simulator E C L I P S E - ~ Owas ~ ~used
~
as the CS. A grid of 7 0 x 3 0 ~ 5was defined in the reservoir region
and an analytical model was used in the aquifer region to reduce
the computational effort. T h e option of the Fetkovich aquifer
model14 in the ECLIPSE simulator was selected because this
model requires only a few input parameters. T h e values list,ed
in Table 2, the capillary pressure in Fig. 8, the pseudorela-
tive permeabilities in Fig. 9, and t,he t,ot.al liquid prodnct.ion in
Fig. 11 were the input parameters of the CS model. T h e t,ot.al
average pore volume in t,he reservoir region was 4.24~10' m3
(the gridded region) for all 33 reservoir descript,ions, a.nd t,he
average original oil in place was 8 . 0 4 ~ 1 0S~T m3.
A coarse grid of 3 5 x 1 5 ~ 3with homogeneous porosity
and a.bsolute permeability values (the average values of 4 =
0.21, kh = 800, and k, = 400 m d ) was used t,o perform a
global mat,erial balance and calibrate t,he parameters of t,he
analytical aquifer model to accomplish a reasonable well pres-
sure ma.tch in t,he simulation runs. All ot,her para.met,ers arc
the same as for the CS. A good fit of all well pressure decline
was achieved with the total compressibilit,y of Ca,= 1 . 4 8 ~ 1 0 - ~
Bars-' (water plus rock compressibiliby in Table 2). and the
two aquifer parameter values defined in a sensitivity analysis
(init,ial water volume of 1 x 1 0 ' ~S T m3 and productivit,y index
of 5,000.0 S T m3/D/Ba.rs).
T h e well completion in terms of 1a.yer number a t t,he t,op
a.nd bott,om of the producing interval for ea.ch well is prcsent,ed
in Table 4. These definitions for the CS model are the same as
those used in the direct approach for generating the reference
results which a.re t o be compared with the results genera.ted by
the proposed approach.
For the sake of simplicity and because t,he oil production
was considered the most important flow performance param-
eter, the field cumulat,ive oil production a t every year of pro-
duction interval, F P d c t , where t is the t,ime index (from 1
to 8 and the 8 corresponds t,o the final production time - 7.8
years), were t,he CS-derived responses selected in this applica-
tion. This CS response parameter has shown one of t,he most
pronounced reductions in the level of rank preserving approxi-
mation in the previous limit,ed calibration a.nalysis4, indicating
that one of the worst approximations of the CPD by t,he APD
 6 QUANTIFYING T H E IMPACT O F GEOLOGICAL UNCERTAINTY ON RESERVOIR FORECASTS
must be expected.
Step 2 - D e f i n i t i o n of t h e FS Model, Its D e r i v e d Re-
sponses, and the Weighting Factors
Based on the previous calibration analyses4 a coarse grid -
was selected as the FS model because of the gravity effect com-
bined with significant curvature deviation of the relative perme-
ability, k,, from the linear behavior and difference in the k, end
point values. The low capillary pressure and a mobility ratio
Me, = 0.62 satisfy the limits of applicability in Table 1. T h e
coarsening strategy used in the calibration runs was adopted
here for the areal distribution (grouping 4x4 blocks - merging
16 blocks t,ogether), and no coa.rsening was done in the vertical
direction. Therefore, an FS coarse grid of 1 8 x 8 ~ 5blocks was
adopted.
Fig. 14 shows the contour lines of the initial water satura-
tion for 1a.yer 1. Note that t,he well locations have moved from
their positions in the CS grid t o the center of a coarse block in
the FS grid.
Arithmetic averaging was used for computing the effec-
tive porosity and, according t . ~previous limited calibration
analysis4, the arithmet>icmethod was used for both the hor-
izontal and vertical effective absolute permeability of a coarse
FS gridblock. All other input parameters were the same as for
the CS model.
Given that the field cumulat~iveoil production, F p d c t , is
the only CS-derived performance parameter (Step I), the re-
sults in the previous calibration analysis show that the follow-
ing FS-derived responses, o:, should be considered:
1. Cumulative oil production a.t every year of production
interval, fpdct, where t is the time index (from 1 to 8):
8 responses of this t,ype were considered.
2. Average well pressure over 2.5 years of interval, f p s t ,
where li is the interval index (from 1 t o 3): 3 responses
of t,his type were considered.
T h e results of the calibration also show t,he trend in the
t t and Xf; fa.ctors through a. suggested matrix of weight-
w,,;
ing fact,ors4. T h e weight,ing fact,ors usI(; express for each CS-
derived performance pa.ramet,er 0,t t,he relat,ive degree of rank
" in time. These two forms of evaluat,ion are described in t,he next,
approxi~nationof each FS-derived response o i a.mong the other
FS responses. T h e A t , factors reflect the relative degree of
rank approximation for ea.ch CS-derived performance param-
eter 0:. similarly to the w,;~ t weighting factors. However,
t express the relative degree of approximation of each
while u!,;;
FS-derived response among t,he other FS responses, At, ex-
press the relative degree of approximation achieved for ea.ch
t distribut,ions by the A P D s genera.t,ed in st,ep 10 for F P d c 5
0, response compa.red t.o the ot,her CS performance pa.rame-
ters. Slight va.ria.t,ions in t,he weight,ing facbors have no impact,
on the a.pproximat.ion of t,he probability dist,ributions ( C P D s
by t,he A P D s ) due t,o the robust property of the weighting
system4. T h e weight,ing matrix adopted in this applica.tion is
shown in Table 5.
Other Steps ( s t e p s 3 to 10)
T h e 33 st,ochast,icimages of porosit,y a.nd permeability pre-
sented in t,he Descript,ion of t,he St,ocha.stic Simulations were
used in st,ep 3. These images were processed through the FS
S P E 25238
model t o generate the o:,, responses in step 4. No check of the
stabilization of the statistics of response parameters was done
(steps 4 and 5 of the procedure) because only 33 realizations
were available, which is an insufficient sampling for such field
scale problem with a large level of uncertainty. However, the 33
images can be considered in a relative sense for rank ordering.
In step 6, the 0.05, 0.25, 0.50, 0.75, and 0.95 quantiles
were selected and a constant economic factor X t J = 1.0 (not
time dependent) was defined, which is equivalent t o removing
i t s effect. This economic factor is included in Table 5.
In step 7, the ranks R:,, for each image z were computed
based on the fpdcf and fps: responses ( o:,, responses) ac-
complished in step 4. Using the weighting -factors -in Table 5.
the second ranking average and variance ( ?I,,, and m,
) were
computed4. - -
In step 8, the q, quantiles ( q, = %
) were computed for
all I%'= 33 alternative stochast~cimages,
- and the ones with
minimum second ranking variance ( m,
) for each of the five
desired q, quantiles defined in step 6 were considered as the
selected images, 2s. T h e selected-images and the correspond-
-
- -
ing R,,,, , and q,," = ' & i
values are presented in
Table 6.
In step 9, the five selected images ( as = 4,7,18,25 and
30) were processed through the CS model to generate the
t = FPdcfs responses. Finally, in step 10, these response
O,,,s
values, F pdc,ts, a.re plotted with the corresponding q,,ls val-
ues (Table 6 in step 8 ) and interpolated with straight lines t.o
generate the A P D s .
Evaluation of the Results
T h e evaluation of the results achieved by t,he proposed ap-
proach is done in two different forms: (1) comparing t,he A P D
wit,h t,he reference probabilit,y dist.ribution ( C P D ) , a.nd (2) ex-
amining t,he field p r o d u d o n hist,ories. These comparisons are
possible only because the limited calibration analysis was per-
formed on the same field scale problem4. The first form gives
a more quantitative view of the quantile approximation, while
the second shows the behavior of a selected image continuously
two subsections, and in the third subsection a general analysis
of t,he result,s is presented.
F i r s t Form
In the first form of evalua.tion, the C P D s are genera.ted in
the direct approach by ordering the o:,, responses (defining
the q, quant,ile values) and plotting them versus t,he q, values.
Fig. 15 shows the approximation of t,hese reference probability
C ~ 5 and 7.8 years of product,ion). A good
a.nd F P ~ (a.ft,er
approxima.tion is achieved for f'Pdc8, and a reasona.ble one for
F p d c 5 despit,e the fa.ct tha.t only a marginal rank coefficient,
of correlation was obtained for this perforina.nce paramet,er4.
Not,e t,he discontinuous na.ture of t,he C P D . These disconti-
nuities result. from t,he insufficient number of sampling (number
of stochastic images) for a. proper uncerhinty assessment, as
discussed before.
S P E 25238 P A U L 0 R. BALLIN. KHALID AZIZ, ANDRE JOURNEL, AND LUCA ZUCCOLO

Second Form Conclusions

In the second form of evaluating the approximation of
the C S probability distribution, the cumulative oil production T h e main conclusions of this study are:
curves for all 33 realizations (images) were plotted and the 1. A general methodology for transferring ~ n c e r t ~ a i n tin
y
curves for the is images were marked with their correspond- the input d a t a t o t h e fluid production forecast is summa-
ing quantile values ( qrs ). T h e relative position of the marked rized. This methodology is shown t.o be reasona.bly sim-
curves to each other and to the whole cloud of curves (for the 33 ple, and significantly faster than a full Monte Carlo a p
images) shows how representative the curves are of the associ- proach, which makes the methodology feasible for many
ated quantile value. This is shown in Fig. 16, and this form ha.s practical a.pplications. T h e requirement of this method-
the adva.nta.ge t,hat the behavior of a selected image is shown ology is a previous calibration analysis to define t h e a p
continuously and not a t discrete time int,ervals as in the first propriate fast flow simulator model, t,he weight,ing fac-
form. However, this plot. has the disadvantage of not giving a tors, and the limits of applicability for a given t,ype of
quantitative view of the quantile approxima.tion as is possible problem.
with the cdf analysis. This figure shows that the selected im- A fast simulator ( F S ) is used in t,he first st,ep of the pro-
ages are good approximations of the corresponding Q , quan- ~ posed methodology in place of a, comprehensive flow sim-
tiles. Therefore, these images are a representative sampling of ulator (CS). This step screens the alternative outcomes
the production profiles for a reservoir production forecast, or of the uncert.ain input parameter allowing t,he select,ion
for a hist,ory match procedure. While the ideal condit,ioning of of a few outcomes t o be processed t,hrough t,he CS to
stochastic simulations to the production d a t a is not available, generate the probability distribut,ions of t,he product,ion
a history match procedure in a, probabilistic approach is most forecasts in the second step of t,he met,hodology.
likely going t o require ma.ny cycles of multiple flow simulations
until a rea.sonable global match is achieved. This procedure 2. An a.pplica.t,ion t.o a three-dimensional field scale prob-
may be about the same if the direct. or the proposed approach lem with original oil in place varying with different.
is adopted, however, the gain achieved by the proposed ap- stochastic images and a very active aquifer showed t.hat,
proach will be repeated at. each cycle of flow simulations. a coarse grid model is applica.ble t,o t,his t,ype of prob-
lem. This a.pplication shows that good result,s in terms
General Analysis and Coniputational Work of pressures, oil recovery, and cumulative oil product,ions
T h e good results a.chieved for the ~ p d responses
c ~ show are achieved with 85% reduction in comput,er time.
the a.pplicahilit,y of t,he proposed approach a.nd the FS model
select,ed for a t,hree-dimensional field scale problem. T h e ap- Nomenclature
proximations achieved aft.er 5 and 7.8 years of production occur
in a case with significant va.riat,ionsin the ranking of the images APD approxima.te probability dist,ribution
along t,he prodnct,ion time. These variations result from a large CPD comprehensive probability dist,ribution
number of production profiles crossing ea.ch ot,her, as observed CS comprehensive flow simula.t,or
in Fig. 16. The scatterplot of the cumulative oil production cv coefficient of variation
a t these two different product,ion t,imes ( 5 and 7.8 years) in cdf cumulative distribution function
Fig. 17 shows a, significa.nt spread from a st,raight line, and, e desired or pre-established
consequently, significant. va.riations in the ra.nking of the im- FPdc field cumulative oil production by t.he C 3
ages. Recall also that t,wo simult,aneous input uncertainties, FS fa.st simulat,or
integration of responses from different wells in an open produc- f pdc field cumulative oil product,ion by the FS
tion syst,em, and no well production correct,ions are considered fps field pressure computed by the FS
in this problem. Furt,hermore, a very active aquifer integrat,ed h, the h t h ranked value
with significant va.riat,ions in the geological st,ructure produces i reservoir image
large va.riations in the fluid displacement process with signifi- j index to define the type of CS-derived
cant impact on t,he producttion responses, and, consequently, a. performance pa.ra.meter
significant ~ncertaint~y. Despite t,his uncert,aint.y, only a limited k index t,o define the type of FS-derived response
number of st,ochast,ic images is available, which promotes an Me, end point mobilit,y ra.t,io
ina.ppropriat,e uncert,aintg assessment. Mf front,al mobilit,y ra.t,io
T h e computer t,ime required for a single CS run is: CSt,ime N tot,al number of reservoir images
= 5,250 sec, while for t8heFS run is: FStime = 138 sec, which Ncap capillary number
no oil exponent on Corey's rela.tion
gives a rat,io = 0.036. This ra.tio is slightly smaller
CS-t,ime nw water exponent. on Corey's relat.ion
tha.n t,he expected ra.t,io of 0.04 considered in the calibration
0 CS-derived performance parameter
analysis for t,wo-dimensional problems. However, since only
0 FS-derived response paramet,er
33 alternat,ive st.ocha.st,ic images are used in t.his problem, a.
QP p-quant,ile
reduction t,o 17.8% in the comput.a.t~iona1 work is achieved with
5 select,ed images ( ( "11Y0.026$5)
R ra.nk
'. 3,3 = 0.178 ). If 100 ima.ges were
used, this r e d u d o n would be to 7.6%, rather tha.n 17.8%. SPD simple probability dist,ribution
s select,ed
t time of a CSderived parameter value
t time of a FS-derived paranlet,er value
8 QUANTIFYING T H E IMPACT O F GEOLOGICAL UNCERTAINTY ON RESERVOIR FORECASTS
w, X
- weighting factors
-
R
- second ranking average
OR second ranking variance
Acknowledgments
The authors wish to thank Petrobris and Stanford Univer-
sity (SUPRI-B and SCRF Research Programs) for sponsoring
this project. They also wish to thank Agip for releasing the
data set used in this study.
References
Alabert , F.: "Stochastic imaging of distributions
using hard and soft information," M.Sc. thesis, Stanford
University, 169p, 1987.
Alabert, F., and Massonnat, G.: "Heterogeneity in a
complex turbiditic reservoir: stochastic modeling of fa-
cies and petrophysical va.riability," SPE 20604, Proceed-
ings of the 65" Annual Tech. Conf. and Exhib. of the
SPE. New Orleans. LA. S ~ D1990..
Ballin, P.R., Journel, A.G., and Aziz, K.: "Prediction
of uncert,ainty in reservoir performance forecast," J C P T ,
Vol. 31, No. 4 , 52-62, Apr. 1992.
Ballin, P.R.: "Approximation of flow simulation for un-
cert,aint,yassessment ," Ph.D. Dissertation, Stanford Uni-
versit,y, CA, 366p, June 1992.
Barua., J., Prescot.t, T., and Haldorsen, H.H.: "Financial
and technical decision ma.king for surfactant flooding,"
SPE 15074, Proceedings of the 56'" Calif. Reg. Meet. of
the SPE, Oa.kla.nd, CA, Apr. 1986.
Behrenbruch, P., Turner, G.J., a.nd Backhouse, A.R.:
"Probabilistic hydrocarbon reserves estimation: a novel
Monte Carlo approach," SPE 13982, presented at the
Offshore Europe. Xberdeen, Sep. 1985.
Brown, C.E., and Smitah,P.J.: "The evaluation of uncer-
tainty in surfactant EOR performa.nce prediction," SPE
13237, Proceedings of the 59'" Annual Tech. Conf. and
Exhib. of the SPE, Houst,on, TX, Sep. 1984.
Dagan, G.: "Stochastic modelling of ground water flow
by unconditional and conditional probabilities. Condi-
tional simulation and the direct problem," Water Resour.
Resear, 18, No. 4 , 813-833, 1982.
Damsleth, E., Tj+lsen, C.B., Omre, K.H., and Haldorsen,
H.H.: "A two-st,age ~tochast~ic
model applied to a north
sea reservoir," SPE 20605, Proceedings of the 6 5 t h An-
nual Tech. Conf. and Exhib. of the SPE, New Orleans,
LA, Sep. 1990.
Ding, L.Y., hfehra, R.K., and Donnelly, J.K.: "Stochas-
tic modeling in reservoir simulat,ion," SPE 18431, Pro-
ceedings of the l o t h SPE Symposium on Reservoir Sim-
ulation, Houston, TX, Feb. 1989.
ECLIPSE-100, Explorat,ion Consultants Ltd - Highlands
Farm, Oxfordshire (RG9-4PS), England.
SPE 25238
12. Farmer, C.L.: "The mathematical generat>ion of reser-
voir geology," presented a t the Joint IMA/SPE Euro-
pean Conf. on The Math. of Oil Rec., Robinson College,
Cambridge University, July, 25-27, 1989.
13. Farmer, C.L.: "The generation of stochastic fields of
reservoir parameters with specified geostatistical distri-
butions," Mathematics in Oil Production, S. Edwards
and P. King (eds.), Oxford Science Publications, Claren-
don Press, Oxford, 235-252, 1988.
14. Fetkovich, M.J.: "A simplified approach to water influx
calculations - finite aquifer systems," J P T , July, 814-828,
1971.
15. Genrich, J .F., and Sommer, F.S.: "Novel approach t o
sensitivity analysis," J P T , Sep., 930-932 and 983-985,
1989.
16. Gomez-Hernandez, J.J., and Journel, A.G.: "Fast gen-
eration of grid-block permeabilities for the analysis of
uncertainty on reservoir simulations," SPE 22693, Pro-
ceedings of the 6 6 t h Annual Tech. Conf. and Exhib. of
the SPE, Dallas, TX, Oct. 1991.
17. Gomez-Hernandez, J.J., and Srivasta.va, R.M.: "ISIM3D:
An Ansi-C 3 dim. multiple indica.tor condit,ional simu-
lation program," Computers & Geosciences 16, No. 4 ,
395-440, 1990.
18. Haldorsen, H.H., Brand, P. J., and Macdonald, C. J.: "Re-
view of the stochastic nature of reservoirs," Mathematics
in Oil Production, Edit,. by Edwards, S.S., and King,
P.R., Clarendon Press, Oxford, NY, 1988.
19. Haldorsen, H.H., and Damslet,h, E.: "Stoc11ast.i~model-
ing," J P T , Apr., 404-412, 1990.
20. Hewett, T.A.: "Fractal distribution of reservoir het-
erogeneity and their influence on fluid transport," SPE
15386, Proceedings of the Annual Tech. Conf. and Exhib.
of the SPE, New Orleans, Oct. 1986.
2 1 . Hewett, T., and Behrens, R.A.: "Conditional simula-
tion of reservoir heterogeneity wit,h fra.ctals," SPE 18326,
SPEFE, Sep., 217-225, 1988.
2 2 . Journel, A.G.: "Geostatist.ics for reservoir chara.ct,eriza-
tion," SPE 20750, Proceedings of the 6 5 t h Annual Tech.
Conf. and Exhib. of the SPE, New Orleans, LA, Sep.
1990.
23. Journel, A. and Alabert, F.: "New method for reservoir
mapping," J P T , Feb., 212-218, 1990.
24. Journel, A., and Isaaks, E.: "Conditional indicator simu-
lation: application to a Saskatchewan uranium deposit,"
Mat,hematical Geology, 16, No. 7 , 685-718, 1984.
25. Journel, A., and Zhu, H.: "Integrating soft seismic data:
Markov-Bayes updating, an alternative t,o cokriging a.nd
haditional regression,'' Stanford Center for Reservoir
Forecasting - Report 3, Stanford, CA, May 1990.
26. Luster, G.R.: "Raw mat,erials for portland cement; ap-
plicat,ions of conditional simulat,ion of coregionaliza.t.ion,"
Ph. D Thesis, Det. of Applied Ea.rt,h Sciences, Stanford
U., 532 p, 1985.
SPE 25238 PAUL0 R. BALLIN, KHALID AZIZ, ANDRE JOURNEL, AND LUCA ZUCCOLO

27. Matheron, G. e t al.: "Conditional simulation of the ge- Table 1: Limits of Applicability of the FS3 Ilodel.
ometry of fluvio-deltaic reservoirs," SPE 16753, Proceed-
ings of the 62th Annual Tech. Conf. and Exhib. of the
SPE, Dallas, TX, Sep. 1987.
28. Olea, R.A.: "Geostatistical glossary and multilingual dic-
lib19 2: llurt important paranwer values of the .\gip data act.
tionary," Oxford University Press, 1991.
\.I". I
29. Ovreberg, 0 , Damsleth, E., and Haldorsen, H.H.: 70 1 5 0 Y 30
lid ol #he CS Row t ~ r l r l *
i n 10 r i
L ' P ~ t t i n gerror-bars on reservoir engineering forecasts," G r d oC the FC Bow nsulrl 15TYXi
B k k dlmcnnon 01 she ('5 tn the -5' dlrrcr~on loll m
SPE 20512, Proceedings of the 65th Annual Tech. Conf. B l u k d t m n t a m 01 Lhc ('9 on the -I-dirrcllan 100 m
.\rrrasc h l a h dmcn.non 01 ~ h c (S tn thr -2' dirnlron I m
and Exhib. of the SPE, New Orleans, LA, Sep. 1990. Pnraily d,,,r,bu,ion Sroch. 8mrqn
Permmbdq dibztihutton Sloth. imago
30. Ripley, B.: "Spa.tial statist.ics," John Wiley & Sons, New v c r a g e poromty corficienl ol uariatmn 0 lii
A v c r a p permc&hility coeffiwnr d rariauon 135
York, 1981. Kcvrro,r top 1.141.0 m
\V.tcr-oil contart 1.473 5 m

31. Ripley, B.: "St.ochastic simulation," John Wiley & Sons, Cannarc rarer ,rrunrcom
Rosdual od saturatnon
0.296
0.31
New York, 1987. \ I a n n ~ u mom1 ~ l a u wpermcabmhty
\ I r u m r m r a t s , d*,,rr prmcabdiry
0.80
0.22
\rater nx.xar D .,."d.,d conditianr 0 0 0 0 i 2 Pa.3 (0.52 cpl
32. Schafer-Perini, A.L., and Wilson, J.L.: " Three- Oil w~r-it? O .rt.nfmon p r ~ u r c 0.00099 P a r ( 0 9 9 cpl
End point mobility r m a (M..) 0 62
dimensional stochastic flow and displacement in a five- I"8,l.l -.roir pm.rc 171 6 Bar.

spot pattern," SPE 21243, Proceedings of the l l t h SPE Prcaurc datum

Satura~bmp r w u m
1460 m
9.807 Bar,
Symposium on Reservoir Simulation, Anaheim, CA, Feb. Surmundxns aqub r o l u m
\rater compmatbility
mfinxte
8.6i?.lO-' Bar>-'
1991. Rock comnrcuih~lilr 6 1 2 ~ 1 0 - ' BUS-'
1 . 0 ~ 1 0 ' ST m'
804.4 Kg/w'
33. Smith, P.J., and Buckee, J.W., "Calculating in-place and 1.030.0 h's./m'
recoverable hydrocarbons: a comparison of alternative i/i

methods," SPE 13776, presented at the Hydrocarbon

Economics and Evaluation Symposium, Dallas, T X , Mar.
Tablr 3: 011 PVT oi the Agip data set
1985.
34. Stoyan, D., Kendall, W., and Mecke, J.: "Stochastic ge-
ometry and its applications," John Wiley & Sons, New
York, 1987.
35. Suro-Perez, V . , Ballin, P.R., Aziz, K., and Journel, A.G.:
"Modeling geological heterogeneities and their impact on
flow simulation," SPE 22695, Proceedings of the 66th An-
nual Tech. Conf. and Exhib. of the SPE, Dallas, T X , Oct.
Table I: \\'ell completion intervds.
1991.
36. Suro-Perez, V . , and Journel, A,: "Simulation of lithofa-
cies," In Guerillot and Guillon, editors, Proceedings of
2nd European Conference on the Mathematics of Oil Re-
covery, 3-10, Paris, Sep. 1990.

Table 5: \\biqhtinp iactors for the field s a l e problem application.

.I_I n

Table 6: Selected images and the corresponding variance. rank. and quantila values.

Figure I: Procedure to generate an output cdf - Direct Approach.

 7

Figore 12: Stochastic simulation for the firrt layer of m a p a: [ a ) pormity. and [ b ) absolute pernwal~ility.
I I Figure l;k Stochastic sirmlation for Ihe first l q e r of image i = i: [ a ) purody. and ( b ) absolute permeability.

Fiaure 1.1: Initial water saturation in layer 1 - FS grid (contour lines from 0.3163 t o 0.98.56 with 0.0352
interval)

- Simulated with Stochastic Descr~ptions

A
* 0.061 quant
0.242auant.
0.515 &ant.
::I P
1.3 la ld *lo IS
,

im
,
111
C m u l u n W k4u.m <lOFdSmIl
I im IU

+ 0.788 quant. Figure 1% Approximate and reference probabilit\ distriburions of the field cumulative oil productios: ( a )
0.970 quant. after 5 yean. and ( b ) after 7.3 years of productton.

1.450 1
0.870 0.890 0.010 0.932 0950 o.sm
Cum. 011PrW. at 5 years (10ESsmj)

Figure li: Scatterplot of csmsliuiw oil prwluction after iand 7.8 yearn, and some statirticr
1M O 2000 3
Time (days)

Figure 16: Cunwlative dl production curves.