Article

Structural geologic modeling as an inference problem: A Bayesian perspective

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Abstract

Structural geologic models are widely used to represent the spatial distribution of relevant geologic features. Several techniques exist to construct these models on the basis of different assumptions and different types of geologic observations. However, two problems are prevalent when constructing models: (1) observations and assumptions, and therefore also the constructed model, are subject to uncertainties and (2) additional information is often available, but it cannot be considered directly in the geologic modeling step — although it could be used to reduce model uncertainties. The first problem has been addressed in recent work. Here we develop a conceptual approach to consider the second aspect: We combine uncertain prior information with geologically motivated likelihood functions in a Bayesian inference framework. The result is that we not only reduce uncertainties in the ensemble of generated models, but we also gain the potential to learn additional features about the model parameters. We develop an implementation of this concept in a probabilistic programming framework, in which we extend the functionality of a 3D implicit potential-field interpolation method with geologic likelihood functions. With schematic examples, we show how this combination leads to suites of models with reduced uncertainties and how it provides a deeper insight into parameter correlations. Furthermore, the integration into a hierarchical Bayesian model provides an insight into potential extensions of the method, for example, the interpolation functional itself, and other types of information, such as gravity or magnetic potential-field data. These aspects constitute promising paths for future research. Read More: http://library.seg.org/doi/abs/10.1190/INT-2015-0188.1

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... The consideration of uncertainties in structural geological models has been getting increasing attention [7,[14][15][16][17] and applications to mineral systems have shown relevance in both analysis and visualization [18][19][20]. There are promising results for the integration of additional information to the geological model through the implementation of a Bayesian modeling framework from synthetic studies [17,21], as well as application to a mineral setting [22]. In this paper, we present a similar Bayesian modeling framework for geological modeling, where we combine geophysical and geological data. ...
... The mathematical models relating the magnetic data and the geological observations to the model parameters are the interpolator functions that form the basis of our geological modeling step and the forward magnetic simulator. Essentially, this means that we consider structural geologic modeling as a forward modeling step within the Bayesian inference framework (a deeper explanation of these types of probabilistic models can be found in de la Varga and Wellmann [21] and Wellmann et al. [22]). Such an implementation requires an interpolation method that enables full automation of the geological modeling step so that a model can be updated when relevant input parameters are changed [22]. ...
... Considering geological information in combination with geophysical measurements in an inverse framework is not new [14,[53][54][55][56][57], nor is the idea of explicitly considering geological models as uncertain [14][15][16]58]. Our method of including geological modeling as part of the Bayesian inference framework [21,22], and implementing geophysical information to the geological model in the form of likelihood functions has also been tested before [22]. The novelty here is that we used the most efficient MCMC sampler (NUTS) currently available by computing the gradient of our coupled geological-geophysical model. ...
Article
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Structural geological models are widely used to represent relevant geological interfaces and property distributions in the subsurface. Considering the inherent uncertainty of these models, the non-uniqueness of geophysical inverse problems, and the growing availability of data, there is a need for methods that integrate different types of data consistently and consider the uncertainties quantitatively. Probabilistic inference provides a suitable tool for this purpose. Using a Bayesian framework, geological modeling can be considered as an integral part of the inversion and thereby naturally constrain geophysical inversion procedures. This integration prevents geologically unrealistic results and provides the opportunity to include geological and geophysical information in the inversion. This information can be from different sources and is added to the framework through likelihood functions. We applied this methodology to the structurally complex Kevitsa deposit in Finland. We started with an interpretation-based 3D geological model and defined the uncertainties in our geological model through probability density functions. Airborne magnetic data and geological interpretations of borehole data were used to define geophysical and geological likelihoods, respectively. The geophysical data were linked to the uncertain structural parameters through the rock properties. The result of the inverse problem was an ensemble of realized models. These structural models and their uncertainties are visualized using information entropy, which allows for quantitative analysis. Our results show that with our methodology, we can use well-defined likelihood functions to add meaningful information to our initial model without requiring a computationally-heavy full grid inversion, discrepancies between model and data are spotted more easily, and the complementary strength of different types of data can be integrated into one framework.
... Understanding fault uncertainty is, therefore, essential in many geoscience studies but faces challenges as human-based interpretations generally aim at producing one or a few interpretation(s) deemed most likely. Computer-based models have a potential, at the expense of some simplifications, to explore a larger set of acceptable scenarios which can then be scrutinized by experts or used as prior model space for inverse methods (de la Varga & Wellmann, 2016;Tarantola, 2006). This paper describes such a computer-based sampling method to interpret fault structures from sparse data. ...
... Stochastic structural modeling has already been proposed to generate several scenarios while taking account of seismic image quality and faults below seismic resolution (Aydin & Caers, 2017;Hollund et al., 2002;Holden et al., 2003;Irving et al., 2010;Julio et al., 2015aJulio et al., , 2015bLecour et al., 2001); uncertainty related to reflection seismic acquisition and processing (Osypov et al., 2013;Thore et al., 2002); geological field measurement uncertainty Lindsay et al., 2012;Pakyuz-Charrier et al., 2019;Wellmann et al., 2014); structural parameters for folding (Grose et al., 2018(Grose et al., , 2019; and observation gaps (Aydin & Caers, 2017;Cherpeau & Caumon, 2015;Cherpeau et al., 2010b;Holden et al., 2003). Considering several structural interpretations has also proved useful to propagate uncertainties to subsurface flow problems (Julio et al., 2015b), to rank structural models against physical data and ultimately to falsify some of the interpretations using a Bayesian approach (Cherpeau et al., 2012;de la Varga & Wellmann, 2016;Irakarama et al., 2019;Seiler et al., 2010;Suzuki et al., 2008;Wellmann et al., 2014). ...
... Then, the geological formations affected by the fault network should be modeled. Generating such geometries would also be useful to assess the impact of fault network uncertainty on resource assessment (Richards et al., 2015), to incorporate this source of uncertainty in geophysical inverse problems Ragon et al., 2018), or to consider the geological likelihood in a Bayesian inference problem (Caumon, 2010;de la Varga & Wellmann, 2016). • Second, the graph formalism at this stage only considers pairwise associations but does not use the likelihood of associating several pieces of evidence at once. ...
Article
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The characterization of geological faults from geological and geophysical data is often subject to uncertainties, owing to data ambiguity and incomplete spatial coverage. We propose a stochastic sampling algorithm which generates fault network scenarios compatible with sparse fault evidence while honoring some geological concepts. This process is useful for reducing interpretation bias, formalizing interpretation concepts, and assessing first‐order structural uncertainties. Each scenario is represented by an undirected association graph, where a fault corresponds to an isolated clique, which associates pieces of fault evidence represented as graph nodes. The simulation algorithm samples this association graph from the set of edges linking the pieces of fault evidence that may be interpreted as part of the same fault. Each edge carries a likelihood that the endpoints belong to the same fault surface, expressing some general and regional geological interpretation concepts. The algorithm is illustrated on several incomplete data sets made of three to six two‐dimensional seismic lines extracted from a three‐dimensional seismic image located in the Santos Basin, offshore Brazil. In all cases, the simulation method generates a large number of plausible fault networks, even when using restrictive interpretation rules. The case study experimentally confirms that retrieving the reference association is difficult due to the problem combinatorics. Restrictive and consistent rules increase the likelihood to recover the reference interpretation and reduce the diversity of the obtained realizations. We discuss how the proposed method fits in the quest to rigorously (1) address epistemic uncertainty during structural studies and (2) quantify subsurface uncertainty while preserving structural consistency.
... Whether models are created to be restorable or through static interpolation, they are non-unique solutions and are subject to uncertainty (Bond, 2015;Wellmann and Caumon, 2018;Cardozo and Oakley, 2019). Data inversion methods, such as Markov chain Monte Carlo (MCMC), can be used to find an optimal solution and to estimate uncertainty in model parameters (de la Varga and Wellmann, 2016;Cardozo and Oakley, 2019). However, as the complexity of the model increases, such as by moving from two to three dimensions, allowing parameters such as fault displacement to vary spatially, and including multiple faults, the number of parameters that an inversion must fit for becomes very large. ...
... In three-dimensional geological modeling, as in fold kinematics, there is also increasing interest in quantifying uncertainty rather than producing a single model (Røe et al., 2014;Cherpeau and Caumon, 2015;Wellmann and Caumon, 2018), and stochastic data inversion methods have been applied in this field as well. Cherpeau et al. (2012), de la Varga and Wellmann (2016), Aydin and Caers (2017), Grose et al. (2018), and Grose et al. (2019) have all applied Markov chain Monte Carlo methods to the problem of building three-dimensional geological models. In these studies, the goal is to build a static model, possibly incorporating geological knowledge in the process (Grose et al., 2019), but not to produce one that is kinematically restorable. ...
... Implicit modeling [1][2][3] of ore bodies consists of two basic processes: the solution of an unknown implicit function and surface reconstruction of the solved implicit function. One of the most significant advantages of implicit modeling is that the topology of the reconstructed surface (the arrangement for how implicit function fields share geometry) is honored automatically when samples are densely distributed. ...
... Due to the sparsity of geological sampling data, there is a large uncertainty [6], especially in the topology between drillholes (the arrangement of how sample segments and non-sample segments share geometry) [2], for the interpolation of regions lacking data support. Therefore, it is necessary to append manual constraints according to the geologist's insight. ...
Article
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In this paper, we introduce combination constraints for modeling ore bodies based on multiple implicit fields interpolation. The basic idea of the method is to define a multi-labeled implicit function that combines different sub-implicit fields by the combination operations, including intersection, union and difference operators. The contribution of this paper resides in the application of combination of more general implicit fields with combination rules for the implicit modeling of ore bodies, such that the geologist can construct constraints honoring geological relationships more flexibly. To improve the efficiency of implicit surface reconstruction, a pruning strategy is used to avoid unnecessary calculations based on the hierarchical bounding box of the operation tree. Different RBF-based methods are utilized to study the implicit modeling cases of ore bodies. The experimental results of several datasets show that the combination constraints are useful to reconstruct implicit surfaces for ore bodies with mineralization rules involving multiple fields.
... Several previous efforts have been made to develop methods to estimate and incorporate geometric uncertainties of geological structures into modeling (e.g., de la Varga & Wellmann, 2016;Schneeberger et al., 2017;Wellmann et al., 2010Wellmann et al., , 2018. It has been shown that uncertainty modeling of geometric models is also possible for areas of complex structure, such as the Alpine fold-thrust belt and the Subalpine Molasse (Brisson et al., 2023;Frings et al., 2023). ...
Article
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To understand the exhumation history of orogens and their fold‐thrust belts, it is important to accurately reconstruct their time‐temperature evolution. This is often done by employing thermokinematic models. One problem of current approaches is that they are limited in prescribing geometric constraints only as far as they affect transient thermal conditions. This often results in 2‐D plane strain assumptions, and a simple treatment of structural and kinematic uncertainties. In this work, we combine 3‐D kinematic forward modeling with a random sampling approach to automatically generate an ensemble of kinematic models in the range of assigned geometric uncertainties. Using Markov Chain Monte Carlo, each randomly generated model is assessed regarding how well it fits the available paleo‐depth data taken from low‐temperature thermochronology. The resulting, more robust model can then be used to re‐interpret the thermal resetting data. We first apply this method to synthetic experiments with variable structural complexity and sample uncertainties, and later to the Alpine fold‐thrust belt, the Subalpine Molasse. Results show that it is possible to use thermochronological data to make predictions about exhumation, which can be translated into likelihood functions to obtain the range of 3‐D kinematic forward models explaining the data. Though the method performs well for the synthetic models, additional thermochronological parameters may need to be considered to improve the inversion results for structurally complex settings. The method is useful, however, to study alternative mechanisms of exhumation for the thermochronological samples that are not respected by the modeling, even when uncertainty is considered.
... Markov Chain Monte Carlo (MCMC) method, which estimates uncertainty by feeding model generators with probabilistic input data (De La Varga and Wellmann, 2016;Pakyuz-Charrier et al., 2019). ...
Preprint
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This study analyzes the directional properties of geological faults using triangulations to model displaced horizons. We investigate two scenarios: one without elevation uncertainties and one with such uncertainties. Through formal mathematical proofs and computational experiments, we explore how triangular surface data can reveal geometric characteristics of faults. Our formal analysis introduces four propositions of increasing generality, demonstrating that in the absence of elevation errors, duplicate elevation values lead to identical dip directions. For the scenario with elevation uncertainties, we find that the expected dip direction remains consistent with the error-free case. These findings are further supported by computational experiments using a combinatorial algorithm that generates all possible three-element subsets from a given set of points. The results offer insights into predicting fault geometry in data-sparse environments and provide a framework for analyzing directional data in topographic grids with imprecise elevation data. This work has significant implications for improving fault modeling in geological studies, particularly when dealing with limited or uncertain data.
... Multiple surfaces can be represented as the isovalues of a single or several scalar fields (Lajaunie et al., 1997;Wellmann and Caumon, 2018). Implicit surfaces can be created using meshless methods such as radial basis function (RBF) interpolation (Carr et al., 2001;Cowan et al., 2003; or dual kriging (Lajaunie et al., 1997;de la Varga and Wellmann, 2016) and mesh-based methods (Moyen et al., 2004;Caumon and Collon-Drouaillet, 2014). These techniques permit the building of geologic models in areas with a high degree of complexity (Wellmann et al., 2017), making them reproducible and less biased (Grose et al., 2019). ...
Article
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To support economic decisions and exploration targeting, as well as to understand processes controlling the mineralization, three-dimensional structural and lithological boundary models of the Kiruna mining district have been built using surface (outcrop observations and measurements) and subsurface (drill hole data and mine wall mapping) data. Rule-based hybrid implicit-explicit modeling techniques were used to create district-scale models of areas with high disproportion in data resolution characterized by dense, clustered, and distant data spacing. Densely sampled areas were integrated with established conceptual studies using geologic conditions and the addition of synthetic data, leading to variably constrained surfaces that facilitate the visualization, interpretation, and further integration of the geologic models. This modeling approach proved to be efficient in integrating local, frequently sampled areas with district-scale, sparsely sampled regions. Dominantly S-plunging lineation on N-S–trending fracture planes, characteristic fracture mineral-fill, and weak rock mass at the ore contact indicated by poor core orientation quality and rock quality description suggest that ore-parallel fractures in the Kiirunavaara area were more commonly reactivated. Slight variation in the angular relationship of fracture sets situated in different fault-bound blocks suggests that strain accommodation across the orebodies was uneven. The location of brittle faults identified in drill core, deposit-scale structural analysis, and aeromagnetic geophysical maps indicate a close relationship between fault locations and the iron oxide-apatite mineralization, suggesting that uneven stress accommodation and proximity of conjugate fault sets played an important role in juxtaposing blocks from different crustal depths and controls the location of the iron oxide-apatite orebodies.
... Interpreting geological structures serves as fundamental data for three-dimensional geological modeling, allowing for the characterization of reservoir distribution trends within study area. [10][11][12][13] In the context of coalbed methane reservoirs, the interpretation of top and bottom structures holds particular significance. Three-dimensional structural models are primarily based on the interpretation of three-dimensional seismic data. ...
Article
China's proven coalbed methane reserves exceeding 30 trillion cubic meters, and two major coalbed methane industrial bases have been established in the Qinshui and Ordos Basin. Among them, the eastern margin of the Ordos Basin is one of the main blocks for shallow coalbed methane development, holding immense exploration and development potential. Nowadays, the reservoir characteristics of the eastern margin of the Ordos Basin remain unclear, necessitating further research to study reservoir features through fine reservoir description studies. Threedimensional geological modeling can effectively characterize reservoir heterogeneity, especially for predicting geological features between wells and in undrilled gas reservoirs. This study primarily focuses on conducting fine characterization of gas reservoirs and establishing a fine threedimensional geological model through techniques such as multi-attribute fusion in the eastern margin of the Ordos Basin, providing guidance for making and adjustment of development schemes.
... However, model structural errors always exist when a real-world system is represented by a model (de la Varga & Wellmann, 2016;Kavetski et al., 2018;Sikorska et al., 2012). If the chosen model does not flawlessly describe the data-generating process, or model errors are not appropriately handled (e.g., via parametric statistical error models), all inferred probability distributions (for parameters, states, predictions) will again converge to complet. ...
Article
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Hydrogeological models require reliable uncertainty intervals that honestly reflect the total uncertainties of model predictions. The operation of a conventional Bayesian framework only produces realistic (interpretable in the context of the natural system) inference results if the model structure matches the data‐generating process, that is, applying Bayes' theorem implicitly assumes the underlying model to be true. With an imperfect model, we may obtain a too‐narrow‐for‐its‐bias uncertainty interval when conditioning on a long time‐series of calibration data, because the assumption of a quasi‐true model becomes too strict. To overcome the problem of overconfident posteriors, we propose a non‐parametric Bayesian method, called Tau‐averaging method: it applies Bayesian analysis on sliding time windows along the data time series for calibration. Thus, it obtains so‐called transitional posteriors per time window. Then, we average these into a wider predictive posterior. With the proposed routine, we explicitly capture the time‐varying impact of model error on prediction uncertainty. The length of the calibration window is optimized to maximize goal‐oriented statistical skill scores for predictive coverage. Our method loosens the perfect‐model‐assumption by conditioning only on small windows of the data set at a time, that is, it assumes that “the model is sufficient to follow the system dynamics for a smaller duration.” We test our method on two cases of soil moisture modeling and show how it improves predictive coverage as compared to the conventional Bayesian approach. Our findings demonstrate that the proposed method convincingly overcomes the overconfidence drawback of Bayesian inference under model misspecification and long calibration time‐series.
... One important focus of these developments has also been on methods to estimate uncertainties of the geological structures (e.g., Wellmann et al., 2010;Jessell et al., 2010;Wellmann et al., 2014;de la Varga and Wellmann, 2016;Schneeberger et al., 2017;Ailleres et al., 2019;Brisson et al., 2023). These models provide an estimate of the plausibility of different geometric steady state models of the subsurface. ...
Article
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Quantitative uncertainty analysis, 2-D and 3-D modeling of the subsurface, as well as their visualization form the basis for decision making in exploration, nuclear waste storage and seismic hazard assessment. Methods such as cross-section balancing are well established and yield plausible kinematic scenarios. However, they are based on geological data with errors and subject to human biases. Additionally, kinematic models do not provide a quantitative measure of the uncertainty of structures at depth. New 3-D modeling approaches have emerged that use computational interpolation, which are less dependent on human biases. Probabilistic extensions enable the quantification of uncertainties for the modeled structures. However, these approaches do not provide information on the time evolution of structures. Here, we compare classical cross-section balancing (2-D, kinematic modeling) with 3-D computational modeling to pave the way towards a solution that can bridge between these approaches. We show the strengths and weaknesses of both approaches, highlighting areas where probabilistic modeling can possibly add quantitative structural uncertainty information to improve section balancing. On the other hand, we show where probabilistic modeling still falls short of being able to cover the observed geometric complexities. We ultimately discuss how a workflow that iteratively combines results of the approaches can improve structural and kinematic constraints. As an example, we use the fold-and-thrust belt of the northern Alpine Foreland, the so-called Subalpine Molasse, focusing on the Hausham Syncline (Bavaria) and adjacent areas. We take advantage of the fact that here the stratigraphy as well as the tectonic history are well constrained. We show that shortening within the syncline progressively increases from west to east, independent from structural uncertainties. Two equally viable models can explain this. First, strain in the west is accommodated underneath the syncline in a triangle zone that progressively tapers out, or second, the strain difference is accommodated in more internal units. This highlights the importance of introducing uncertainty modeling also in kinematic restorations, as it enables identifying key regions, where different hypotheses can be tested.
... As a result, it is not always feasible to apply these methods to settings that require a realtime response. Overcoming this limitation has a potential impact on many applications, e.g., medical imaging [39,40], structural health monitoring [41,42], geology [43]. The goal of our paper is to address this drawback. ...
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Inverse problems, i.e., estimating parameters of physical models from experimental data, are ubiquitous in science and engineering. The Bayesian formulation is the gold standard because it alleviates ill-posedness issues and quantifies epistemic uncertainty. Since analytical posteriors are not typically available, one resorts to Markov chain Monte Carlo sampling or approximate variational inference. However, inference needs to be rerun from scratch for each new set of data. This drawback limits the applicability of the Bayesian formulation to real-time settings, e.g., health monitoring of engineered systems, and medical diagnosis. The objective of this paper is to develop a methodology that enables real-time inference by learning the Bayesian inverse map, i.e., the map from data to posteriors. Our approach is as follows. We represent the posterior distribution using a parameterization based on deep neural networks. Next, we learn the network parameters by amortized variational inference method which involves maximizing the expectation of evidence lower bound over all possible datasets compatible with the model. We demonstrate our approach by solving examples a set of benchmark problems from science and engineering. Our results show that the posterior estimates of our approach are in agreement with the corresponding ground truth obtained by Markov chain Monte Carlo. Once trained, our approach provides the posterior parameters of observation just at the cost of a forward pass of the neural network.
... Additional data or concepts could also be integrated in the method, as an ancillary geological likelihood to evaluate the results (e.g., de la Varga and Wellmann, 2016). Other posterior analysis on the generated stratigraphic model may be achieved to evaluate the physical likelihood of the correlation outcomes (layer connectivities) like hydraulic or tracer simulation tests (e.g., Lallier et al., 2012). ...
Thesis
Subsurface modeling is a way to predict the structure and the connectivity of stratigraphic units by honoring subsurface observations. These observations are commonly be sampled along wells at a large and sparse horizontal scale (kilometer-scale) but at a fine vertical scale (meter-scale). There are two types of well data: (1) well logs, corresponding to quasi-continuous (regular sampling) geophysical measurements along the well path (e.g., gamma ray, sonic, neutron porosity), and (2) regions, corresponding to categorical reservoir properties and defined by their top and bottom depths along the well path (e.g., biozones, structural zones, sedimentary facies). Markers are interpreted along the well path and can be associated in order to generate a consistent set of marker associations called well correlations. These well correlations may be generated manually (deterministic approach) by experts, but this may be prone to biases and does not ensure reproducibility. Well correlations may also be generated automatically (deterministic or probabilistic approach) by computing with an algorithm a large number of consistent well correlations and by ranking these realizations according to their likelihood. The likelihood of these computer-assisted well correlations are directly linked to the principle of correlation used to associate markers. This work introduces two principles of correlation, which tend to reproduce the chronostratigraphy and the depositional processes at the parasequence scale: (1) "a marker (described by facies and distality taken at the center of an interval having a constant facies and a constant distality) cannot be associated with another marker described by a depositionally deeper facies at a more proximal position, or a depositionally shallower facies at a more distal position", and (2) "the lower the difference between a chronostratigraphic interpolation (in between markers) and a conceptual depositional profile, the higher the likelihood of the marker association". These two principles of correlation are first benchmarked with analytical solutions and applied on synthetic cases. They have then been used (1) to predict the connectivity of stratigraphic units from well data without strong knowledge on depositional environments by inferring the correlation parameters, or (2) to evaluate the likelihood of a hypothetical depositional environment by generating stochastic realizations and assessing the uncertainties. The methods are applied on a siliciclastic coastal deltaic system targeting a Middle Jurassic reservoir in the South Viking Graben in the North Sea.This work enables (1) to define two specific principles of correlation defined by a few parameters that can be used to generate stochastically well correlations within coastal deltaic systems, and (2) to open the path towards a simple combination of specific principles of correlation to obtain a better characterization of coastal deltaic systems by assessing the uncertainties.
... Other stochastic geomodeling methods have also been successfully used for spatial modeling of geo-domains (Wellmann and Caumon, 2018;Jessell et al., 2018;Grose et al., 2018;Jessell et al., 2014;Lindsay et al., 2013;Caumon, 2010;Jessell et al., 2010). In particular, stochastic implicit modeling approaches have gained some interest and are an active research area (Manchuk and Deutsch, 2019;de la Varga et al., 2019;Clausolles et al., 2019;Martin and Boisvert, 2017;de la Varga and Wellmann, 2016;Cherpeau and Caumon, 2015;Rongier et al., 2014;Lindsay et al., 2012;Henrion et al., 2010;Cherpeau et al., 2010;Wellmann et al., 2010;Tertois et al., 2010;Frank et al., 2007;Aug et al., 2005). ...
Article
The spatial modeling of geo-domains has become ubiquitous in many geoscientific fields. However, geo-domains’ spatial modeling poses real challenges, including the uncertainty assessment of geo-domain boundaries. Geo-domain models are subject to uncertainties due mainly to the inherent lack of knowledge in areas with little or no data. Because they are often used for impactful decision-making, they must accurately estimate the geo-domain boundaries’ uncertainty. This paper presents a geostatistical implicit modeling method to assess the uncertainty of 3D geo-domain boundaries. The basic concept of the method is to represent the underlying implicit function associated with each geo-domain as a sum of a random implicit trend function and a residual random function. The conditional simulation of geo-domains is performed through a step-by-step approach. First, implicit trend function realizations and optimal covariance parameters associated with the residual random function are generated through the probability perturbation method. Then, residual function realizations are generated through classical geostatistical unconditional simulation methods and added to implicit trend function realizations to obtain unconditional implicit function realizations. Next, the conditioning of unconditional implicit function realizations to hard data is performed via principal component analysis and randomized quadratic programming. Finally, conditional implicit function simulations are transformed to conditional geo-domain simulations by applying a truncation rule. The proposed method is constructed to honor hard data and stated rules of how geo-domains interact spatially. It is applied to a lithological dataset from a porphyry copper deposit. A comparison with the classical sequential indicator simulation (SIS) method is carried out. The results indicate that the proposed approach can provide a more reliable and realistic uncertainty assessment of 3D geo-domain boundaries than the traditional sequential indicator simulation (SIS) approach.
... 75 stratigraphic contact location) and secondary (e.g. local formation thickness) geometric information, as well as fault and stratigraphic topological relationships, we are able to export a complete input file for two Open Source geomodelling packages (GemPy de la Varga et al., 2016;LoopStructural, Grose et al. this volume). In principle this workflow could be extended to work with other implicit modelling platforms such as EarthVision (Mayoraz et al., 1992), Gocad-SKUA (Mallet, 2004) and ...
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We present two Python libraries (map2loop and map2model) which combine the observations available in digital geological maps with conceptual information, including assumptions regarding the subsurface extent of faults and plutons to provide sufficient constraints to build a reasonable 3D geological model. At a regional scale, the best predictor for the 3D geology of the near-subsurface is often the information contained in a geological map. This remains true even after recognising that a map is also a model, with all the potential for hidden biases that this model status implies. One challenge we face is the difficulty in reproducibly preparing input data for 3D geological models. The information stored in a map falls into three categories of geometric data: positional data such as the position of faults, intrusive and stratigraphic contacts; gradient data, such as the dips of contacts or faults and topological data, such as the age relationships of faults and stratigraphic units, or their adjacency relationships. This work is being conducted within the Loop Consortium, in which algorithms are being developed that allow automatic deconstruction of a geological map to recover the necessary positional, gradient and topological data as inputs to different 3D geological modelling codes. This automation provides significant advantages: it reduces the time to first prototype models; it clearly separates the primary data from subsets produced from filtering via data reduction and conceptual constraints; and provides a homogenous pathway to sensitivity analysis, uncertainty quantification and Value of Information studies. We use the example of the re-folded and faulted Hamersley Basin in Western Australia to demonstrate a complete workflow from data extraction to 3D modelling using two different Open Source 3D modelling engines: GemPy and LoopStructural.
... ML methods are being applied to a whole range of geological and geophysical problems, in particular geophysical inversion (Laloy et al., 2019;Liu and Grana, 2019;Pan et al., 2020;Pirot et al., 2016), earth surface prediction (Carranza & Laborte, 2015;Liu et al., 2015), well log analysis (Bressan et al., 2020;Dunham et al., 2020;Qi and Carr, 2006;Smith et al., 2019) and geochemical prediction and analysis (Dornan et al., 2020;Johnson et al., 2018). Machine learning has often been applied to the study of 3D geological modeling, such as geological modeling based on a support vector machine (Smirnoff et al., 2008;Wang et al., 2014), implicit modeling of a geological structure using a potential field method based on the Kriging model (Calcagno et al., 2008;Gonçalves et al., 2017), and estimating uncertainty for geological models using Bayesian methods (de la Varga and Wellmann, 2016;Wang, 2020;Wellmann et al., 2018), ensemble-based methods (Luo et al., 2015) and Monte Carlo simulations (Pakyuz-Charrier et al., 2018a, 2018b, 2019. ...
Article
Using geophysical inversion for three-dimensional (3D) geological modeling is an effective way to model underground geological structures. In this study, we propose and investigate a 3D geological structure inversion method using convolutional neural networks (CNNs). This method can quickly predict the parameters of a geological structure for constructing a 3D model. First, we sample the geological model space by generating millions of 3D geological models and their corresponding magnetic images. The dataset we use to train CNN classification and regression models includes faults, folds, tilts, tilt-faults and fold-faults. The classification model is used to judge the classification of geological structures. The regression model is used to predict the attitudes of geological structures. The method is applied to synthetic data and real survey data, and the results show that geological structures can be recovered effectively. The classification accuracy is approximately 100%, and the regression accuracy of different structures is mostly between 80% and 97%.
... In addition to the methods mentioned above, geostatistical methods can also be combined with stochastic simulation to assess the comprehensive uncertainty (Wellmann et al. 2010;Wellmann and Regenauer-Lieb 2012;Røe et al. 2014;Schweizer et al. 2017;Hou et al. 2017;Soares et al. 2017;Pakyuz-Charrier et al. 2019). Although cognitive uncertainty is difficult to evaluate (Bárdossy and Fodor 2001), some researchers have presented uncertainty assessment methods that consider a geologist's cognition (Wellmann and Regenauer-Lieb 2012;Wellmann et al. 2017;de la Varga and Wellmann 2016;Demyanov et al. 2019). To assess the impact of spatial variation and cognitive bias, Tacher et al. (2006) assumed that a geological model is the best guess based on modeler's cognition, and used a Gaussian random field around the expected model to evaluate the comprehensive uncertainty. ...
Article
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A 3D geological structural model is an approximation of an actual geological phenomenon. Various uncertainty factors in modeling reduce the accuracy of the model; hence, it is necessary to assess the uncertainty of the model. To ensure the credibility of an uncertainty assessment, the comprehensive impacts of multi-source uncertainties should be considered. We propose a method to assess the comprehensive uncertainty of a 3D geological model affected by data errors, spatial variations and cognition bias. Based on Bayesian inference, the proposed method utilizes the established model and geostatistics algorithm to construct a likelihood function of modeler’s empirical knowledge. The uncertainties of data error and spatial variation are integrated into the probability distribution of geological interface with Bayesian Maximum Entropy (BME) method and updated with the likelihood function. According to the contact relationships of the strata, the comprehensive uncertainty of the geological structural model is calculated using the probability distribution of each geological interface. Using this approach, we analyze the comprehensive uncertainty of a 3D geological model of the Huangtupo slope in Badong, Hubei, China. The change in the uncertainty of the model during the integration process and the structure of the spatial distribution of the uncertainty in the geological model are visualized. The application shows the ability of this approach to assess the comprehensive uncertainty of 3D geological models.
... As a result, the fault displacements and overprinting relationships are internally consistent. In comparison, where faults are represented using step functions (Calcagno et al., 2008b;de la Varga and Wellmann, 2016) the fault displacements are added into the interpolation of the faulted surfaces 595 https://doi.org/10.5194/gmd-2020-336 Preprint. ...
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... Neither of these two interpolation methods uses the structural risk minimization principle. Recently, a geological surface uncertainty modeling method combining prior information and a Bayesian reasoning framework has emerged [12], [13]. This approach integrates additional information into the modeling steps and effectively reduces the uncertainty. ...
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... Inversion has the advantage of providing statistical feedback on solution quality. Specifically, within a Bayesian framework, the objective is to determine the posterior distribution of a set of parameters given prior distributions and likelihood functions that describe how the data relate to those unknown parameters (Tarantola 2005;Aster et al. 2013;De La Varga & Wellmann 2016;Wellmann et al. 2018). The Bayesian approach is particularly useful for geophysical inverse problems, which are in principle ill-posed because they are inherently non-unique. ...
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We consider the numerical solution of elliptic partial differential equations with random coefficients. Such problems arise, for example, in uncertainty quantification for groundwater flow. We describe a novel variance reduction technique for the standard Monte Carlo method, called the multilevel Monte Carlo method. The main result is that in certain circumstances the asymptotic cost of solving the stochastic problem is a constant (but moderately large) multiple of the cost of solving the deterministic problem. Numerical calculations demonstrating the effectiveness of the method for one-and two-dimensional model problems arising in groundwater flow are presented.
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Geological modelling from field data and geological knowledge, Part II -Modelling validation using gravity and magnetic data inversion, Physics of the Earth and Planetary Interiors (2007), doi:10.1016/j.pepi.2008.06.014 This is a PDF file of an unedited manuscript that has been accepted for publication. As a service to our customers we are providing this early version of the manuscript. The manuscript will undergo copyediting, typesetting, and review of the resulting proof before it is published in its final form. Please note that during the production process errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal pertain.
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The modeling of subsurface geometry and properties is a key element to understand Earth processes and manage natural hazards and resources. In this paper, we suggest this field should evolve beyond pure data fitting approaches by integrating geological concepts to constrain interpretations or test their consistency. This process necessarily calls for adding the time dimension to 3D modeling, both at the geological and human time scales. Also, instead of striving for one single best model, it is appropriate to generate several possible subsurface models in order to convey a quantitative sense of uncertainty. Depending on the modeling objective (e.g., quantification of natural resources, production forecast), this population of models can be ranked. Inverse theory then provides a framework to validate (or rather invalidate) models which are not compatible with certain types of observations. We review recent methods to better achieve both stochastic and time-varying geomodeling and advocate that the application of inversion should rely not only on random field models, but also on geological concepts and parameters. KeywordsGeomodeling-Uncertainty-Structural restoration-Inverse methods-Geostatistics
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Building a 3D geological model from field and subsurface data is a typical task in geological studies involving natural resource evaluation and hazard assessment. However, there is quite often a gap between research papers presenting case studies or specific innovations in 3D modeling and the objectives of a typical class in 3D structural modeling, as more and more is implemented at universities. In this paper, we present general procedures and guidelines to effectively build a structural model made of faults and horizons from typical sparse data. Then we describe a typical 3D structural modeling workflow based on triangulated surfaces. Our goal is not to replace software user guides, but to provide key concepts, principles, and procedures to be applied during geomodeling tasks, with a specific focus on quality control.
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Structural geologic models are widely used to represent the spatial distribution of relevant geologic features. Several techniques exist to construct these models on the basis of different assumptions and different types of geologic observations. However, two problems are prevalent when constructing models: (1) observations and assumptions, and therefore also the constructed model, are subject to uncertainties and (2) additional information is often available, but it cannot be considered directly in the geologic modeling step — although it could be used to reduce model uncertainties. The first problem has been addressed in recent work. Here we develop a conceptual approach to consider the second aspect: We combine uncertain prior information with geologically motivated likelihood functions in a Bayesian inference framework. The result is that we not only reduce uncertainties in the ensemble of generated models, but we also gain the potential to learn additional features about the model parameters. We develop an implementation of this concept in a probabilistic programming framework , in which we extend the functionality of a 3D implicit potential-field interpolation method with geologic likelihood functions. With schematic examples, we show how this combination leads to suites of models with reduced uncertainties and how it provides a deeper insight into parameter correlations. Furthermore, the integration into a hierarchical Bayesian model provides an insight into potential extensions of the method, for example, the interpolation functional itself, and other types of information, such as gravity or magnetic potential field data. These aspects constitute promising paths for future research.
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A procedure to predict potential Cu areas in the Polish Fore-Sudetic region using structural surface-restoration and logistic regression (LR) analysis is investigated. The predictor variables are deduced from the restored horizon that contains the ore-series. Curvature attribute are calculated for each restored time after applying flexural slip to unfold/unfault the 3D model of the Fore-Sudetic Monocline. It is shown that the curvature represents one of the main structural features related to the Cu mineralization. The maximum curvature exposes internal deformation in the restored layers, evidencing faulting and damaged areas in the 3D model. Thus, the curvature may highlight the fault-fracture systems that drove the fluid circulation from the basement and host the early mineralization stages. In the Cu potential modeling, the curvature, the distance to the Fore-Sudetic Block and the depth of restored Zechstein at Cretaceous time correspond to predictor variables and well known Cu-potential areas are targets. Then, logistic regression (LR) analysis from the free software R, is used for calculating a discriminant function between mineralized and non-mineralized locations. The LR models show that the predicted probability to find Cu-potential locations is higher when the curvature in the surface that represents the mineralized layer has strong values at each restoration step. This last is more remarkable for the restoration steps of Late Paleozoic and Late Triassic. The methodology above explained can be applied in similar fault-fracture dependent sediment-hosted ore systems.
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In such fields as geology and biology, a common problem is that of modelling complex surfaces that are defined by data of various types. Classical modelling techniques based on Bézier and spline interpolations can account for only some of these types of data. The paper proposes a different approach that is based on the discrete smooth interpolation method. In this approach, surfaces are modelled as 2D graphs whose node locations are determined for a wide variety of heterogeneous data.
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Markov chain Monte Carlo (MCMC) is a technique for estimating by simulation the expectation of a statistic in a complex model. Successive random selections form a Markov chain, the stationary distribution of which is the target distribution. It is particularly useful for the evaluation of posterior distributions in complex Bayesian models. In the Metropolis–Hastings algorithm, items are selected from an arbitrary “proposal” distribution and are retained or not according to an acceptance rule. The Gibbs sampler is a special case in which the proposal distributions are conditional distributions of single components of a vector parameter. Various special cases and applications are considered. Keywords: Metropolis–Hastings; Gibbs sampler; stationary distribution; proposal distribution; hybrid chain; reversible jump; hierarchical; missing data
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Interpolating physical properties in the subsurface is a recurrent problem in geology. In sedimentary geology, the geometry of the layers is generally known with a precision much superior to that which one can reasonably expect for the properties. The geometry of the layers is affected by folding and faulting since the time of deposition, whereas the distribution of properties is, to a certain extent, determined at the time of deposition. As a consequence, it may be wise to model first the geometry of the layers and then, simplify the geologic equation by removing the influence of that geometry. Inspired from the work of H. E. Wheeler on Time-Stratigraphy, we define, mathematically, a new space where all horizons are horizontal planes and where faults, if any, have disappeared. We surmise that this new space, however approximative, is better to model physical properties of the subsurface whatever the subsequent interpolation method used. The proposed mathematical framework also provides solutions to complex problems such as determination of strains resulting from tectonic events and up-scaling of permeabilities on structured and unstructured 3D grids.
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A modeling method that takes into account known points on a geological interface and plane orientation data such as stratification or foliation planes is described and tested. The orientations data do not necessarily belong to one of the interfaces but are assumed to sample the main anisotropy of a geological formation as in current geological situations. The problem is to determine the surfaces which pass through the known points on interfaces and which are compatible with the orientation data. The method is based on the interpolation of a scalar field defined in the space the gradient in which is orthogonal to the orientations, given that some points have the same but unknown scalar value (points of the same interface), and that scalar gradient is known on the other points (foliations). The modeled interfaces are represented as isovalues of the interpolated field. Preliminary two-dimensional tests carried-out with different covariance models demonstrate the validity of the method, which is easily transposable in three dimensions.
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The inversion of multiple geoscientific datasets to define structures in hard rock terrains has for the most part been limited to geophysical methods supported by rock property constraints. In this paper we expand the range of constraints available to geological modellers by defining a series of misfit functions that are used to define the quality of a given geological model with respect to the available geological data. These misfit functions encompass both spatial and temporal observations, and include primary data such as the location of an outcrop or bore hole location of a given rock type, the orientation of its different generations of foliations, as well as secondary geologic observations such as age relationships. When we combine geologic conditions with geophysical misfit functions, which already exist for many geophysical measures, we have the potential to better constrain two- and 3D models of the Earth. As a first test, a subset of these misfit functions are applied to a set of synthetic three-dimensional volumetric models built with an implicit surface modelling scheme. By perturbing the input structural data within a narrow range, we can simulate a range of significantly different three-dimensional models, for which we can then apply both geological and geophysical misfit functions. Several joint geological/geophysical inversion schemes may be developed based on this methodology, with the ultimate goal being an inversion scheme that simultaneously minimizes both geological and geophysical misfit.
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This paper develops a Monte Carlo simulation method for solving option valuation problems. The method simulates the process generating the returns on the underlying asset and invokes the risk neutrality assumption to derive the value of the option. Techniques for improving the efficiency of the method are introduced. Some numerical examples are given to illustrate the procedure and additional applications are suggested.
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Best known in our circles for his key role in the renaissance of low- density parity-check (LDPC) codes, David MacKay has written an am- bitious and original textbook. Almost every area within the purview of these TRANSACTIONS can be found in this book: data compression al- gorithms, error-correcting codes, Shannon theory, statistical inference, constrained codes, classification, and neural networks. The required mathematical level is rather minimal beyond a modicum of familiarity with probability. The author favors exposition by example, there are few formal proofs, and chapters come in mostly self-contained morsels richly illustrated with all sorts of carefully executed graphics. With its breadth, accessibility, and handsome design, this book should prove to be quite popular. Highly recommended as a primer for students with no background in coding theory, the set of chapters on error-correcting codes are an excellent brief introduction to the elements of modern sparse-graph codes: LDPC, turbo, repeat-accumulate, and fountain codes are de- scribed clearly and succinctly. As a result of the author's research on the field, the nine chapters on neural networks receive the deepest and most cohesive treatment in the book. Under the umbrella title of Probability and Inference we find a medley of chapters encompassing topics as varied as the Viterbi algorithm and the forward-backward algorithm, Monte Carlo simu- lation, independent component analysis, clustering, Ising models, the saddle-point approximation, and a sampling of decision theory topics. The chapters on data compression offer a good coverage of Huffman and arithmetic codes, and we are rewarded with material not usually encountered in information theory textbooks such as hash codes and efficient representation of integers. The expositions of the memoryless source coding theorem and of the achievability part of the memoryless channel coding theorem stick closely to the standard treatment in (1), with a certain tendency to over- simplify. For example, the source coding theorem is verbalized as: " i.i.d. random variables each with entropy can be compressed into more than bits with negligible risk of information loss, as ; conversely if they are compressed into fewer than bits it is virtually certain that informa- tion will be lost." Although no treatment of rate-distortion theory is offered, the author gives a brief sketch of the achievability of rate with bit- error rate , and the details of the converse proof of that limit are left as an exercise. Neither Fano's inequality nor an operational definition of capacity put in an appearance. Perhaps his quest for originality is what accounts for MacKay's pro- clivity to fail to call a spade a spade. Almost-lossless data compres- sion is called "lossy compression;" a vanilla-flavored binary hypoth-
Book
While the prediction of observations is a forward problem, the use of actual observations to infer the properties of a model is an inverse problem. Inverse problems are difficult because they may not have a unique solution. The description of uncertainties plays a central role in the theory, which is based on probability theory. This book proposes a general approach that is valid for linear as well as for nonlinear problems. The philosophy is essentially probabilistic and allows the reader to understand the basic difficulties appearing in the resolution of inverse problems. The book attempts to explain how a method of acquisition of information can be applied to actual real-world problems, and many of the arguments are heuristic. Prompted by recent developments in inverse theory, Inverse Problem Theory and Methods for Model Parameter Estimation is a completely rewritten version of a 1987 book by the same author. In this version there are lots of algorithmic details for Monte Carlo methods, least-squares discrete problems, and least-squares problems involving functions. In addition, some notions are clarified, the role of optimization techniques is underplayed, and Monte Carlo methods are taken much more seriously. The first part of the book deals exclusively with discrete inverse problems with a finite number of parameters while the second part of the book deals with general inverse problems. While the forward problem has (in deterministic physics) a unique solution, the inverse problem does not. As an example, consider measurements of the gravity field around a planet: given the distribution of mass inside the planet, we can uniquely predict the values of the gravity field around the planet (forward problem), but there are different distributions of mass that give exactly the same gravity field in the space outside the planet. Therefore, the inverse problem — of inferring the mass distribution from observations of the gravity field — has multiple solutions (in fact, an infinite number).
Article
We make an analogy between images and statistical mechanics systems. Pixel gray levels and the presence and orientation of edges are viewed as states of atoms or molecules in a lattice-like physical system. The assignment of an energy function in the physical system determines its Gibbs distribution. Because of the Gibbs distribution, Markov random field (MRF) equivalence, this assignment also determines an MRF image model. The energy function is a more convenient and natural mechanism for embodying picture attributes than are the local characteristics of the MRF. For a range of degradation mechanisms, including blurring, nonlinear deformations, and multiplicative or additive noise, the posterior distribution is an MRF with a structure akin to the image model. By the analogy, the posterior distribution defines another (imaginary) physical system. Gradual temperature reduction in the physical system isolates low energy states (``annealing''), or what is the same thing, the most probable states under the Gibbs distribution. The analogous operation under the posterior distribution yields the maximum a posteriori (MAP) estimate of the image given the degraded observations. The result is a highly parallel ``relaxation'' algorithm for MAP estimation. We establish convergence properties of the algorithm and we experiment with some simple pictures, for which good restorations are obtained at low signal-to-noise ratios.
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Automated reliability assessment is essential for systems that entail dynamic adaptation based on runtime mission-specific requirements. One approach along this direction is to monitor and assess the system using machine learning-based software defect prediction techniques. Due to the dynamic nature of software data collected, Instance-based learning algorithms are proposed for the above purposes. To evaluate the accuracy of these methods, the paper presents an empirical analysis of four different real-time software defect data sets using different predictor models. The results show that a combination of 1R and Instance-based learning along with Consistency-based subset evaluation technique provides a relatively better consistency in achieving accurate predictions as compared with other models. No direct relationship is observed between the skewness present in the data sets and the prediction accuracy of these models. Principal Component Analysis (PCA) does not show a consistent advantage in improving the accuracy of the predictions. While random reduction of attributes gave poor accuracy results, simple Feature Subset Selection methods performed better than PCA for most prediction models. Based on these results, the paper presents a high-level design of an Intelligent Software Defect Analysis tool (ISDAT) for dynamic monitoring and defect assessment of software modules.
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All geological models are subject to several kinds of uncertainty. These can be classified into three different types: data imprecision and quality, inherent randomness and incomplete knowledge. With our approach, we address uncertainties introduced by input data quality in complex three-dimensional (3D) models of subsurface structures (geological models). As input data, we consider parameters of geological structures, i.e. formation and fault boundary points and orientation measurements. Our method consists of five steps: construction of an initial geological model with an implicit potential-field method, assignment of probability distributions to data positions and orientation measurements, simulation of several input data sets, construction of several model realisations based on these simulated data sets and finally the visualisation and analysis of the uncertainties. We test our approach in two generic models, a simple graben setting and a complex dome structure. The first model shows that our approach can evaluate uncertainties from different structures and their interaction. Furthermore, it indicates that the final uncertainty of the model is not simply the sum of all input data uncertainties but complex interactions exist. The second example demonstrates that our approach can handle full three-dimensional settings with overturned surfaces. Results of the uncertainty simulation can be visualised and analysed in several ways, ranging from borehole histograms to uncertainty maps. For complex 3D visualisation and analysis, we use indicator functions. When we apply these, we can treat the visualisation of uncertainties in complex settings in a self-consistent manner. With our simulation method, it is possible to analyse and visualise the uncertainties directly introduced by imprecision in the input data. Our approach is intuitive and straight-forward and suitable in both simple and complex geological settings. It enables detailed insights into the model quality, even for the non-expert. In cases where a geological model is the basis for geophysical simulation, it opens-up the way to geological data-driven ensemble modelling and inversion.
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A general method, suitable for fast computing machines, for investigating such properties as equations of state for substances consisting of interacting individual molecules is described. The method consists of a modified Monte Carlo integration over configuration space. Results for the two-dimensional rigid-sphere system have been obtained on the Los Alamos MANIAC and are presented here. These results are compared to the free volume equation of state and to a four-term virial coefficient expansion.
Article
A general method, suitable for fast computing machines, for investigating such properties as equations of state for substances consisting of interacting individual molecules is described. The method consists of a modified Monte Carlo integration over configuration space. Results for the two-dimensional rigid-sphere system have been obtained on the Los Alamos MANIAC and are presented here. These results are compared to the free volume equation of state and to a four-term virial coefficient expansion. The Journal of Chemical Physics is copyrighted by The American Institute of Physics.