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R E (Gene) Ballay

SPWLA UAE

October 2009

Statistical

Differential

www.Entrac-Petroleum.com

Geoscientists are accustomed to

dealing with uncertainty

While minimum and

maximum variations (for

example) are common, they

may be incomplete, and even

non-representative

There are two basic alternatives

Partial derivatives

Statistical simulation

Time and Budget

There is typically a limited timeframe and budget. Where do we

focus?

Lack of data and/or previous experiences

Even with focus, we seldom have all the data we would like

on the Team, will compound the unease

The various, discrete measurements that make up routine and

special core analyses

pressure to a reservoir conditions

Reservoir volumetrics

address another

As carbonate petrophysicists, we are typically faced with Sw(Archie)

estimates, in the face of uncertainty

Mineralogy

Porosity

Formation resistivity

m and n exponents

Exhibit following

As carbonate petrophysicists, we are typically faced with

Mineralogy

In some (KSA Shuaiba, for example) reservoirs, mineralogy is nearly uniform, and

hence well known.

In other (probably most) locales, uncertainty exists in this basic information

In West Texas one may be faced with three minerals (limestone dolostone

anhydrite) , and only two logging tools (density-neutron)

Anhydrite may be present as obvious nodules, or as (more subtle) cement

Porosity

Porosity is often thought of as +/- x pu of uncertainty, but in actual fact the

uncertainty may be a function of the amount of porosity present

Tool measurement techniques and statistical noise

Weve all worked Fields for which we had high confidence in Rw, but that is not

always the case

Exhibit following

Formation resistivity

The 6FF40, as an example, has a Skin Effect limitation at the low resistivity end,

and a signal-to-noise issue at high resistivity

The mud resistivity (and hence borehole & invasion effects) may change from

one well to the next, indeed one logging interval to the next

m and n exponents

How many of us have ever been really sure of our exponents?

In carbonates, wettability (and hence n) may vary with Sw, and present a

significant challenge in the transition zone

these attributes, and their respective

uncertainties

Is it any wonder that one size may not fit

all feet?

Uncertainty, in terms of input attribute values and respective

uncertainties

The Log Analyst. Sept Oct 1986

evaluation

Attribute Sensitivity Analysis, continued

Sw(Archie)

attributes with

associated Best

Estimate and

Uncertainties

More on this

later

For attributes

specified above, and

in the case of f ~ 20

pu, n is a

relatively minor

issue

As a second illustration, consider

a = 1.0, ya = 0%

Rw = 0.02, yRw = 4.4%

Rt = 40, yRt = 1%

Phi = 0.20, yPhi = 15%

m = 2.0, ym = 10%

n = 2.0, yn = 5%

right reveals

Cm > CPhi > Cn

Exhibit following

a relatively minor issue

H. C. Chen and J. H. Fang.

Sensitivity Analysis of the Parameters in Archies Water Saturation Equation. The Log Analyst. Sept Oct 1986

facilitate locale specific, digital evaluation

facilitate locale specific, digital evaluation

Attribute Sensitivity Analysis, continued

Sw(Archie)

attributes with

associated Best

Estimate and

Uncertainties

For attributes

specified above,

and in the case of

f ~ 30 pu, the

priorities change.

Now m & n

are of about equal

importance

the magnitude of the porosity

Raising porosity to 30 % alters the order of

the uncertainties

a = 1.0, ya = 0%

Rt = 40, yRt = 1%

Phi = 0.30, yPhi = 15%

m = 2.0, ym = 10%

n = 2.0, yn = 5%

AttributeUncertainties

Uncertainties

Specified

Individually

Attribute

Specified

Individually

Light

Green

Cells

require

User

Specification

Light Green Cells require User Specification

LightBlue

BlueCells

Cells

calculated

results

Light

areare

calculated

results

Individual

Best

RelativeUnc

Un

Individual

Best

Relative

CPhi > Cn > Cm

Attribute Uncertainty

On Sw(Archi

Sw(Arch

Attribute

Uncertainty Estimate

Estimate On

aa

0.0%

1.00

0.00%

0.0%

1.00

0.0000

As porosity increases, with these (assumed)

Rw

4.4%

0.02

4.40%

Rw

4.4%

0.02

0.0019

Phi

15.0%

0.30

9.00%

Phi

15.0%

0.30

0.0900

uncertainties, the three components

m

10.0%

2.00

5.80%

m

10.0%

2.00

0.0580

approach one another

nn

5.0%

2.00

6.74%

5.0%

2.00

0.0674

Rt

1.0%

40.00

0.01%

Rt

1.0%

40.00

0.0001

Exhibit following

Sw

7%

Sw

7%

Sw^n

1%

H. C. Chen and J. H. Fang.

Sw^n

1%

Sw^n=0.367

is

an

inflection

point

Sensitivity Analysis of the Parameters in Archies Water Saturation Equation. The

LogisAnalyst.

Sept Oct

1986 point

0.367

a logarithmic

inflection

indicate

At F ~ 10 pu,

tortuosity in the

pore system is

far more

important than

n variations

The relative uncertainties are a function of

the magnitude of the porosity

Dropping porosity to 10 % also alters the

order of the uncertainties and requires a

complete refocus on where Biggest Bang For

The Buck is to be found

a = 1.0, ya = 0%

Rw = 0.02, yRw = 4.4%

Rt = 40, yRt = 1%

Phi = 0.10, yPhi = 15%

m = 2.0, ym = 10%

Attribute Uncertainties Specified Individually

Light Green Cells require User Specification

Light Green Cells require User Specification

n = 2.0, yn = 5%

LightBlue

BlueCells

Cells

calculated

results

Light

areare

calculated

results

Individual

Best

RelativeUnc

Un

Individual

Best

Relative

The generalized chart and spreadsheet, both

Attribute Uncertainty

OnSw(Archie

Sw(Arch

Attribute

Uncertainty Estimate

Estimate On

a

0.0%

1.00

0.0000

indicate

a

0.0%

1.00

0.00%

Rw

4.4%

0.02

0.0019

Rw

4.4%

0.02

4.40%

Phi

15.0%

0.10

0.0900

Cm >> CPhi >> Cn

Phi

15.0%

0.10

9.00%

m

10.0%

2.00

0.2121

m

10.0%

2.00

21.21%

Exhibit following

n

5.0%

2.00

0.0224

n

5.0%

2.00

2.24%

Rt

1.0%

40.00

0.0001

Rt

1.0%

40.00

0.01%

Sw

22%

Sw

22%

Sw^n

5%

Sw^n

5%

H. C. Chen and J. H. Fang.

Sw^n=0.367

is

an

inflection

point

0.367

is

a

logarithmic

inflection

Sensitivity Analysis of the Parameters in Archies Water Saturation Equation. The Log Analyst. Sept Oct 1986 point

package, to facilitate foot-by-foot evaluation

issues

ArchieUncertainty.pdf for derivation & additional considerations

How to calculate the propagation of error

Additional Details

The probabilistic

method allows one

to model nonGaussian

distributions

More difficult to

set up

Not included in the

petrophysical s/w

that is in use

The reasons governing frequency

distributions in nature usually favor the

log-normal.

and the prevailing operation in the laws of

these disciplines is multiplication.

May 2001 / Vol. 51 No. 5 BioScience

simple reaction depends on the product of the

concentrations of the molecules involved.

Equilibrium conditions likewise are governed

by factors that act in a multiplicative way.

From this, a major contrast becomes obvious:

The reasons governing frequency distributions

in nature usually favor the log-normal,

whereas people are in favor of the normal.

An advantage of Monte Carlo is that many types of distributions can

be used to characterize the uncertainty of a parameter

Normal, log normal, rectangular, triangular, etc

The Monte Carlo method relies on repeated random sampling to

model results

This approach is also attractive when it is infeasible or impossible to

compute an exact result with a deterministic algorithm.

A limitation of Monte Carlo is that special software is often utilized

Not included with many commercially available petrophysics s/w

packages

When available, the implementation of a MC Model over a large

section of log data can be very time consuming

The Monte Carlo method makes use of probability distributions to

produce a cumulative probability result

The determination of a probability distribution is superior to the

single deterministic value

Insight is gained into the upside and downside

+ / - 1 s will encompass ~ 68% of the distribution

+ / - 2 s ~ 95 % of the distribution

http://en.wikipedia.org/wiki/Standard_deviation

Many Oilfield analyses can be accomplished with Excel

This eliminates both the expense of, and need to learn, commercial

programs

@Risk, Crystal Ball, etc

If you have the time, and budget, to use @Risk, etcGreat!

If not, and you want to leverage your Excel skill set, consider

that option

Oilfield applications typically use normal, log normal,

rectangular and triangular statistical distributions.

Relevant Excel functions

Rand, NormDist, NormInv, LogNormDist, LogInv, TriangleInv

If a reference spreadsheet is available, Monte Carlo may be easier to

implement than derivatives

additional details and considerations

Additional Details

Additional Details

Monte Carlo simulation

can be used to characterize

the uncertainty in Sw, for

the attributes (& associated

uncertainties) tabulated at

right

a, Rw and Rt are

assumed to be well-known,

reflected here by no STD

specification

This simulation is approximating an Sw interpretation for which the porosity, m &

n estimates are each subject to individually specified uncertainty

Porosity (for example) is described by a Gaussian distribution, centered on 20 pu with

a standard deviation of 1 pu

Sw(Archie)

Uncertainty

dependence of Sw upon

individual attribute values

/ uncertainties

With the specifications at

right

Sw(mean) = 0.357

s (Sw) = 0.038

600

Sw

500

Frequency

within + / - 2 s

(0.357 0.076) < Sw < (0.357 + 0.076)

0.28 < Sw < 0.433

Be aware of how Excel bins data and nonlinear effects

Supplemental material for details

400

300

200

100

0

0.00

0.10

0.20

0.30

Sw

0.40

0.50

Monte Carlo Statistics

Cross-check Specs Monte Carlo Results

Porosity

Sw

Mean

Std_Dev

Mean

Std_Dev

0.200

0.0098

0.357

0.0382

"m"

"n"

Mean

Std_Dev

Mean

Std_Dev

2.005

0.0978

2.000

0.1025

Delta Sw

0.153

Attribute

Porosity

"m"

"n"

Low

0.18

1.8

1.8

High Sw Range for Low Phi

0.22

0.293

0.366

2.2 Sw Range for High Phi

2.2

0.239

0.311

Low m / Low n

Sw

0.354

Max Delta Sw

0.428

0.500

0.335

0.409

Hi m / High n

0.260

0.28 < Sw < 0.433

The Best / Worst case would yield considerably more uncertainty

0.239 < Sw < 0.50

In practice, its unlikely (but not impossible) that Best / Worst of all

attributes would occur simultaneously, so that Sw(Monte Carlo)

provides a better representation

Chen & Fang identify the attribute resulting in the

greatest Sw uncertainty, with a derivate approach

In the case at right, m is the dominant issue

This same issue can be addressed with Monte Carlo

simulation (below)

Light Green Cells require User Specification

Light Blue Cells are calculated results

Individual Best

Relative Uncertainty

Attribute UncertaintyEstimate On Sw(Archie)

a

0.0%

1.00

0.0000

Rw

0.0%

0.02

0.0000

Phi

15.0%

0.10

0.0900

m

10.0%

2.00

0.2121

n

5.0%

2.00

0.0224

Rt

0.0%

40.00

0.0000

Sw

22%

The Base Case is at lower left, with each simulation towards the right reflecting an

individual improvement in Phi, m and n precision by 10 %.

Exhibit following

Attribute

"a"

Rw

Rt

Phi

"m"

"n"

Mean

1

0.02

40

0.1

2

2

Std

0.0075

0.1000

0.0500

Sw

Mean

Std_Dev

0.227

0.0332

Attribute

"a"

Rw

Rt

Phi

"m"

"n"

Mean

1

0.02

40

0.1

2

2

Std

0.0068

0.1000

0.0500

Sw

Mean

Std_Dev

0.225

0.0323

Attribute

"a"

Rw

Rt

Phi

"m"

"n"

Mean

1

0.02

40

0.1

2

2

Std

0.0075

0.0900

0.0500

Sw

Mean

Std_Dev

0.226

0.0297

Attribute

"a"

Rw

Rt

Phi

"m"

"n"

Mean

1

0.02

40

0.1

2

2

Std

0.0075

0.1000

0.0450

Sw

Mean

Std_Dev

0.226

0.0329

Chen & Fang identify m as the dominant issue

The Monte Carlo Base Case is at lower left, with

each simulation towards the right reflecting an

improvement in Phi, m and n individual

precision by 10 %.

Light Green Cells require User Specification

Light Blue Cells are calculated results

Individual Best

Relative Uncertainty

Attribute UncertaintyEstimate On Sw(Archie)

a

0.0%

1.00

0.0000

Rw

0.0%

0.02

0.0000

Phi

15.0%

0.10

0.0900

m

10.0%

2.00

0.2121

n

5.0%

2.00

0.0224

Rt

0.0%

40.00

0.0000

Sw

22%

improvement in Monte Carlo Sw estimation (lowest standard deviation in Sw) per

Monte Carlo simulation

Monte Carlo is consistent (as expected) with Derivatives

Attribute

"a"

Rw

Rt

Phi

"m"

"n"

Mean

1

0.02

40

0.1

2

2

Std

0.0075

0.1000

0.0500

Sw

Mean

Std_Dev

0.227

0.0332

Attribute

"a"

Rw

Rt

Phi

"m"

"n"

Mean

1

0.02

40

0.1

2

2

Std

0.0068

0.1000

0.0500

Sw

Mean

Std_Dev

0.225

0.0323

Attribute

"a"

Rw

Rt

Phi

"m"

"n"

Mean

1

0.02

40

0.1

2

2

Std

0.0075

0.0900

0.0500

Sw

Mean

Std_Dev

0.226

0.0297

Attribute

"a"

Rw

Rt

Phi

"m"

"n"

Mean

1

0.02

40

0.1

2

2

Std

0.0075

0.1000

0.0450

Sw

Mean

Std_Dev

0.226

0.0329

The Spreadsheet

Spreadsheet may be modified for

locally specific conditions

Be aware that illustrations are from Excel 2007, in the backwards compatible mode,

and Excel 2003 screens may be different

Illustrative application follows

The Monte Carlo method is

attractive when it is infeasible or

impossible to compute an exact

result with a deterministic algorithm.

Excel can handle common

probability distributions, and can thus

serve as a Monte Carlo simulator.

Quantitative estimation of

uncertainty allows one to determine

where time / money is most

effectively spent, and to further avoid

the trap of being misled as a result of

a previous bad experience with a

poorly defined parameter

The importance of the various input

parameters will change, according to

the various magnitudes. There is a

linkage in that one parameter

becomes more or less important as

another parameter value is changed,

so the simulation must be executed

for locally specific conditions.

An alternative, deterministic

approach to error analysis is

accomplished by taking the derivative

of Sw(Archie) with respect to each

attribute

Sw n = a Rw / (F m Rt)

The same approach will suffice for a

shaly sand equation

The various terms in the derivative

expression quantify the individual

impact of uncertainty in each term,

upon the result

The relative magnitude then allows

one to recognize where the biggest

bang for the buck, in terms of a core

analyses program, suite of potential

logs, etc is to be found (Figure 1).

Monte Carlo simulation

can be used to characterize

the uncertainty in Sw, for

the attributes (and

associated uncertainties)

tabulated at right

a, Rw and Rt are

assumed to be well-known,

reflected here by no STD

specification

This simulation is approximating a foot-by-foot Sw interpretation, for which the

porosity, m & n estimates are subject to uncertainty

Porosity (for example) is described by a Gaussian distribution, centered on 20 pu with

a standard deviation of 1 pu

Exhibit following

Porosity is described by a Gaussian

distribution, centered on 20 pu with a

standard deviation of 1 pu

and the results are accumulated

Exhibit following

Monte Carlo simulation

can be used to characterize

the uncertainty in Sw, for

Monte Carlo Simulation

the attributes (and

of Sw(Archie)

associated uncertainties)

tabulated at right

a, Rw and Rt are

assumed to be well-known,

reflected here by no STD

specification

m and n are also Gaussian distributed, and centered on 2.0, with standard

deviations of 0.1

m & n may be varied independently by simply modifying the above Table

Calculations are live-linked

a, Rw and Rt may also be varied in the MC model by a straight-forward extension

Exhibit following

Excel Details

NormInv, and are not driven by a single, common, random number source

Exhibit following

Calculations are in the Sw_Random worksheet,

live-linked to the Sw_Results worksheet

Be Careful to enter

values appropriately, and

not over-write live links

To modify spreadsheet to

accommodate a different

three parameter simulation,

simply re-title the various

attributes and adjust the

individual calculations as

required

To modify spreadsheet to accommodate a different three parameter simulation,

simply re-title the various attributes and adjust the individual calculations as

required. This worksheet models Phi(Rhob).

To modify spreadsheet to accommodate a different three parameter simulation,

simply re-title the various attributes and adjust the individual calculations as

required. This worksheet models the Wang & Lucia Dual Porosity m

Exponent

Cross Check

Porosity is specified as a

Gaussian distribution,

centered on 20 pu with a

standard deviation of 1 pu

2,000 calculations are

done, and the result

checked by means of

histograming the resulting

porosity distribution and

calculating the resulting

statistics

450

Exhibit following

Porosity

400

Frequency

350

300

250

200

150

100

50

0

0.00

0.05

0.10

0.15

Porosity

0.20

0.25

0.30

Cross Check

Porosity is specified as a

Gaussian distribution,

centered on 20 pu with a

standard deviation of 1 pu

2,000 calculations are

done, and the result

checked by means of

histograming the resulting

porosity distribution and

calculating the resulting

statistics

converge to input values

450

350

300

250

200

150

100

50

0

0.00

Exhibit following

Porosity

400

Frequency

reproduce the specified inputs, digitally

and graphically

0.05

0.10

0.15

Porosity

0.20

0.25

0.30

As a QC device, the distribution of Excel random numbers used to drive the Monte

Carlo simulation, are binned from zero to one

With 2000 simulation performed, we expect to find Frequency ~ 200 in each of

the ten bins

Monte C arlo D is tribution

250

F requenc y

200

150

100

R andom

50

0

0.00

0.20

0.40

0.60

R andom()

0.80

1.00

1.20

Sw(Archie)

Uncertainty

dependence of Sw upon

individual attribute values

/ uncertainties

With the specifications at

right

Sw(mean) = 0.357

s (Sw) = 0.038

within + / - 2 s

0.28 < Sw < 0.433

Be aware of how Excel bins data

Exhibit following

Sw

500

Frequency

600

400

300

200

100

0

0.00

0.10

0.20

0.30

Sw

0.40

0.50

Be aware of how Excel bins data

Excel Bins

Sw_Bin=0.25 0.225 .LT. Sw .LE. .25

Sw_Bin=0.275 0.25 .LT. Sw .LE. .275

Sw_Bin=0.30 0.275 .LT. Sw .LE. .30

Sw_Bin=0.325 0.30 .LT. Sw .LE. .325

Sw(Mean)=0.357 but Bin Freq, and associated graphic,

peaks to the high side of this value

Bin Values are shifted with respect to actual distribution

probability distributions.

The Archie relationship for a given

formation, with constant a, m, n

and Rt results in a hyperbolic relationship

of Sw to porosity (blue)

This relationship distorts the frequency

distributions, which are shown along the

axes

A normal uncertainty distribution about

a given porosity (green) becomes a lognormal distribution for the resulting Sw

uncertainty (red)

The mean value (dashed yellow) and

three sigma points (dashed purple) show

the skewed Sw distribution

Malinverno, Michael Prange, Mauro Gonfalini,

James Moffat, Dennis Swager, Philippe Theys,

Francesca Verga.

Carlo modeling are distorted at high

values, since Sw cannot exceed 100%.

Monte Carlo Statistics

Cross-check Specs Monte Carlo Results

Porosity

Sw

Mean

Std_Dev

Mean

Std_Dev

0.200

0.0098

0.357

0.0382

"m"

"n"

Mean

Std_Dev

Mean

Std_Dev

2.005

0.0978

2.000

0.1025

Delta Sw

0.153

Attribute

Porosity

"m"

"n"

Low

0.18

1.8

1.8

High Sw Range for Low Phi

0.22

0.293

0.366

2.2 Sw Range for High Phi

2.2

0.239

0.311

Low m / Low n

Sw

0.354

Max Delta Sw

0.428

0.500

0.335

0.409

Hi m / High n

0.260

0.28 < Sw < 0.433

The Best / Worst case corresponding to + / - 2 s, would yield considerably more

uncertainty

0.239 < Sw < 0.50

In practice, its unlikely (but not impossible) that Best / Worst of all attributes would

occur simultaneously, so that Sw(Monte Carlo) provides a better representation

One issue of interest is the

dependence of Sw upon

Where Is The

individual attribute values /

Biggest Bang

uncertainties

at right

Sw(mean) = 0.357

s (Sw) = 0.038

Monte Carlo Distribution

Exhibit following

600

Sw

500

Frequency

determine s for any possible (improved) input

distribution, and to therefore identify where the

biggest bang for the buck in reducing Sw

uncertainty is at

400

300

200

100

0

0.00

0.10

0.20

0.30

Sw

0.40

0.50

Where to spend time, and money, in search of an improved Sw estimate

Identifying the Biggest Bang for the Buck

In addition to quantifying

the uncertainty in a single

Sw(Archie) estimate, one

will likely want to prioritize

time and budget, in a

manner that most

efficiently reduces net Sw

uncertainty

This can be done with

either derivatives or MC

simulation

features

be easily coded into a foot-byfoot petrophysical evaluation

Monte Carlo simulation can

address non-Gaussian

distributions.

Derivatives vs

Monte Carlo

to the spreadsheet

environment

Chen & Fangs results have been coded to an Excel spreadsheet, to facilitate locale

specific, digital evaluation

The Derivative Approach

As porosity

increases, m or

pore system

tortuosity

becomes less

important, and

the tortuosity of

the conductive

phase,

represented by

n, deserves

increased

attention, relative

to m

Exhibit following

The relative uncertainties are a function of

the magnitude of the porosity

Raising porosity to 30 % alters the order of

the uncertainties

a = 1.0, ya = 0%

Rt = 40, yRt = 1%

Phi = 0.30, yPhi = 15%

m = 2.0, ym = 10%

n = 2.0, yn = 5%

At F ~ 30 pu, for

stated conditions,

the three issues

approach one

another, in

importance

Attribute

Uncertainties

Specified

Individually

Attribute Uncertainties

Specified

Individually

Light

Green

Cells

require

User

Specification

Light Green Cells require User Specification

Light

BlueCells

Cellsare

are

calculated

results

Light Blue

calculated

results

Individual

Best

RelativeUnc

Un

Individual

Best

Relative

CPhi > Cn > Cm

Attribute

On Sw(Archi

Sw(Arch

Attribute Uncertainty

Uncertainty Estimate

Estimate On

0.0%

1.00

0.00%

aa

0.0%

1.00

0.0000

As porosity increases, with these (assumed)

Rw

4.4%

0.02

4.40%

Rw

4.4%

0.02

0.0019

Phi

15.0%

0.30

9.00%

Phi

15.0%

0.30

0.0900

uncertainties, the three components

m

10.0%

2.00

5.80%

m

10.0%

2.00

0.0580

approach one another

n

5.0%

2.00

6.74%

n

5.0%

2.00

0.0674

Rt

1.0%

40.00

0.01%

Rt

1.0%

40.00

0.0001

Exhibit following

Sw

7%

Sw

7%

Sw^n

1%

H. C. Chen and J. H. Fang.

Sw^n

1%

Sw^n=0.367

is anSept

inflection

point

Sensitivity Analysis of the Parameters in Archies Water Saturation Equation. 0.367

The

LogisAnalyst.

Oct

1986

a logarithmic inflection point

indicate

Chen & Fangs results have been coded to an Excel spreadsheet, to facilitate locale

specific, digital evaluation

locally specific conditions

Light Green Cells require User Specification

Light Blue Cells are calculated results

Individual

Best

Relative Uncertainty

Attribute Uncertainty Estimate On Sw(Archie)

a

0.0%

1.00

0.0000

Rw

4.4%

0.02

0.0019

Phi

15.0%

0.30

0.0900

m

10.0%

2.00

0.0580

n

5.0%

2.00

0.0674

Rt

1.0%

40.00

0.0001

Sw

7%

Sw^n

1%

0.367 is a logarithmic inflection point

As porosity

decreases, m

or pore system

tortuosity

becomes the

dominant issue

In these

circumstances

the tortuosity of

the conductive

phase,

represented by

n, can be

nearly

neglected (in a

relative sense)

The relative uncertainties are a function of

the magnitude of the porosity

Dropping porosity to 10 % also alters the

order of the uncertainties and requires a

complete refocus on where Biggest Bang For

The Buck is to be found

a = 1.0, ya = 0%

Rw = 0.02, yRw = 4.4%

Rt = 40, yRt = 1%

Phi = 0.10, yPhi = 15%

m = 2.0, ym = 10%

At F ~ 10 pu,

tortuosity in the

pore system is far

more important

than n variations

Light Green Cells require User Specification

n = 2.0, yn = 5%

Light Blue Cells are calculated results

Individual

Best

Relative Unce

The generalized chart and spreadsheet, both

Attribute Uncertainty Estimate On Sw(Archie

indicate

a

0.0%

1.00

0.00%

Rw

4.4%

0.02

4.40%

Cm >> CPhi >> Cn

Phi

15.0%

0.10

9.00%

m

10.0%

2.00

21.21%

Exhibit following

n

5.0%

2.00

2.24%

Rt

1.0%

40.00

0.01%

Sw

22%

Sw^n

5%

H. C. Chen and J. H. Fang.

Sw^n=0.367

is

an

inflection

point

Sensitivity Analysis of the Parameters in Archies Water Saturation Equation. The Log Analyst. Sept Oct 1986

similarly specified Monte Carlo simulation

Consider the below three situations, with

corresponding Chen & Fang results at right

a = 1: Uncertain(a) = 0%

Rw = 0.02 : Uncertain (Rw) = 0%

Rt = 40 : Uncertain (Rt) = 0%

Phi = 10, 20 & 30 pu : Uncertain (Phi) = 15%

m = 2.0 : Uncertain (m) = 10%

n = 2 : Uncertain (n) = 5%

In each case, the dominant parameter is identified

with the red arrow (at right), per derivatives

Exhibit following

Light Green Cells require User Specification

Light Blue Cells are calculated results

Individual Best

Relative Uncertainty

Attribute UncertaintyEstimate On Sw(Archie)

a

0.0%

1.00

0.0000

Rw

0.0%

0.02

0.0000

Phi

15.0%

0.10

0.0900

m

10.0%

2.00

0.2121

n

5.0%

2.00

0.0224

Rt

0.0%

40.00

0.0000

Sw

22%

Attribute Uncertainties Specified Individually

Light Green Cells require User Specification

Light Blue Cells are calculated results

Individual Best

Relative Uncertainty

Attribute UncertaintyEstimate On Sw(Archie)

a

0.0%

1.00

0.0000

Rw

0.0%

0.02

0.0000

Phi

15.0%

0.20

0.0900

m

10.0%

2.00

0.1036

n

5.0%

2.00

0.0480

Rt

0.0%

40.00

0.0000

Sw

11%

Attribute Uncertainties Specified Individually

Light Green Cells require User Specification

Light Blue Cells are calculated results

Individual Best

Relative Uncertainty

Attribute UncertaintyEstimate On Sw(Archie)

a

0.0%

1.00

0.0000

Rw

0.0%

0.02

0.0000

Phi

15.0%

0.30

0.0900

m

10.0%

2.00

0.0580

n

5.0%

2.00

0.0674

Rt

0.0%

40.00

0.0000

Sw

7%

greatest Sw uncertainty

In the case at right (f ~10 pu), m is the

dominant issue

simulation

Light Green Cells require User Specification

Light Blue Cells are calculated results

Individual Best

Relative Uncertainty

Attribute UncertaintyEstimate On Sw(Archie)

a

0.0%

1.00

0.0000

Rw

0.0%

0.02

0.0000

Phi

15.0%

0.10

0.0900

m

10.0%

2.00

0.2121

n

5.0%

2.00

0.0224

Rt

0.0%

40.00

0.0000

Sw

22%

the distribution, we approximate the various relative uncertainties per the following

exhibit

http://en.wikipedia.org/wiki/Standard_deviation

Approximate the various relative uncertainties as

follows

+ / - 1 s will encompass ~ 68% of the distribution

+/- 2 s ~ 95 % of the distribution,

Light Green Cells require User Specification

Light Blue Cells are calculated results

Individual Best

Relative Uncertainty

Attribute UncertaintyEstimate On Sw(Archie)

a

0.0%

1.00

0.0000

Rw

0.0%

0.02

0.0000

Phi

15.0%

0.10

0.0900

m

10.0%

2.00

0.2121

n

5.0%

2.00

0.0224

Rt

0.0%

40.00

0.0000

Sw

22%

10 pu (1.5 pu) as 2 s ~ 1.5 pu => s ~ 0.75 pu for

Monte Carlo Simulation purposes

That is, 2 s encompasses 95 % of the spread in the distribution, and well set it equal

to the 15 % uncertainty in the Chen & Fang analyses

Exhibit following

Uncertainty Specification

Derivative Monte Carlo

Total Uncertainty vs Standard Deviations

+ / - 1 s will encompass ~ 68% of the distribution

+/- 2 s ~ 95 % of the distribution,

10 pu (1.5 pu) as 2 s ~ 1.5 pu => s ~ 0.75 pu for

Monte Carlo Simulation purposes

Light Green Cells require User Specification

Light Blue Cells are calculated results

Individual Best

Relative Uncertainty

Attribute UncertaintyEstimate On Sw(Archie)

a

0.0%

1.00

0.0000

Rw

0.0%

0.02

0.0000

Phi

15.0%

0.10

0.0900

m

10.0%

2.00

0.2121

n

5.0%

2.00

0.0224

Rt

0.0%

40.00

0.0000

Sw

22%

0.1 for Monte Carlo Simulation purposes

Approximate the n relative uncertainty of 5% @ 2.00 (0.1) as 2 s ~ 0.1 => s ~

0.05 for Monte Carlo Simulation purposes

These mean values and standard deviations form the Base Case, against which one

compares the MC results

Exhibit following

m & n Uncertainty

greatest Sw uncertainty

In the case at right, m is the dominant issue

This same issue can be addressed with Monte Carlo

simulation (below) Derivatives vs Monte Carlo

Light Green Cells require User Specification

Light Blue Cells are calculated results

Individual Best

Relative Uncertainty

Attribute UncertaintyEstimate On Sw(Archie)

a

0.0%

1.00

0.0000

Rw

0.0%

0.02

0.0000

Phi

15.0%

0.10

0.0900

m

10.0%

2.00

0.2121

n

5.0%

2.00

0.0224

Rt

0.0%

40.00

0.0000

Sw

22%

The Base Case is at lower left, with each simulation towards the right reflecting an

improvement in Phi, m and n individual precision by 10 %.

Exhibit following

Attribute

"a"

Rw

Rt

Phi

"m"

"n"

Mean

1

0.02

40

0.1

2

2

Std

0.0075

0.1000

0.0500

Sw

Mean

Std_Dev

0.227

0.0332

Attribute

"a"

Rw

Rt

Phi

"m"

"n"

Mean

1

0.02

40

0.1

2

2

Std

0.0068

0.1000

0.0500

Sw

Mean

Std_Dev

0.225

0.0323

Attribute

"a"

Rw

Rt

Phi

"m"

"n"

Mean

1

0.02

40

0.1

2

2

Std

0.0075

0.0900

0.0500

Sw

Mean

Std_Dev

0.226

0.0297

Attribute

"a"

Rw

Rt

Phi

"m"

"n"

Mean

1

0.02

40

0.1

2

2

Std

0.0075

0.1000

0.0450

Sw

Mean

Std_Dev

0.226

0.0329

The Monte Carlo Base Case is at lower left, with

each simulation towards the right reflecting an

improvement in Phi, m and n individual

precision by 10 %. Derivatives vs Monte Carlo

Light Green Cells require User Specification

Light Blue Cells are calculated results

Individual Best

Relative Uncertainty

Attribute UncertaintyEstimate On Sw(Archie)

a

0.0%

1.00

0.0000

Rw

0.0%

0.02

0.0000

Phi

15.0%

0.10

0.0900

m

10.0%

2.00

0.2121

n

5.0%

2.00

0.0224

Rt

0.0%

40.00

0.0000

Sw

22%

improvement in Monte Carlo Sw estimation (lowest standard deviation in Sw) per

Monte Carlo simulation

Monte Carlo is consistent (as expected) with Derivatives

Attribute

"a"

Rw

Rt

Phi

"m"

"n"

Mean

1

0.02

40

0.1

2

2

Std

0.0075

0.1000

0.0500

Sw

Mean

Std_Dev

0.227

0.0332

Attribute

"a"

Rw

Rt

Phi

"m"

"n"

Mean

1

0.02

40

0.1

2

2

Std

0.0068

0.1000

0.0500

Sw

Mean

Std_Dev

0.225

0.0323

Attribute

"a"

Rw

Rt

Phi

"m"

"n"

Mean

1

0.02

40

0.1

2

2

Std

0.0075

0.0900

0.0500

Sw

Mean

Std_Dev

0.226

0.0297

Attribute

"a"

Rw

Rt

Phi

"m"

"n"

Mean

1

0.02

40

0.1

2

2

Std

0.0075

0.1000

0.0450

Sw

Mean

Std_Dev

0.226

0.0329

Attribute

"a"

Rw

Rt

Phi

"m"

"n"

Sw

Mean

1

0.02

40

0.1

2

2

0.224

Std

evaluation of Sw(Archie) is considerably more

pessimistic than is the +/- 2 s Monte Carlo

simulation

The Best and Worst of all parameters are

unlikely to occur simultaneously

0.0075

0.1000

0.0500

Cross-check Specs Monte Carlo Results

Porosity

Sw

Mean

Std_Dev

Mean

Std_Dev

0.100

0.0076

0.226

0.0333

"m"

"n"

Mean

Std_Dev

Mean

Std_Dev

1.997

0.1005

2.001

0.0508

Delta Sw

0.133

700

Sw

Frequency

600

500

400

300

200

100

0

0.00

0.10

0.20

0.30

0.40

Sw

0.50

Attribute

Porosity

"m"

"n"

Low

0.085

1.8

1.9

High Sw Range for Low Phi

0.115

0.189

0.222

2.2 Sw Range for High Phi

2.1

0.142

0.171

Low m / Low n

Sw

0.224

Max Delta Sw

Hi m / High n

0.212

0.318

0.355

0.224

0.258

m and n uncertainties have been set equal in this simulation

The Base Case is at lower left, with each simulation towards the right reflecting an

improvement in Phi, m and n precision by 10 %.

With the improved porosity, focus shifts to n, the tortuosity of the conductive

(brine) phase in the presence of a non-conductive (hydrocarbon) phase, as offering

the Biggest Bang For The Buck.

Exhibit following

Attribute

"a"

Rw

Rt

Phi

"m"

"n"

Sw

Mean

1

0.02

40

0.25

2

2

0.089

Std

0.0100

0.1000

0.1000

Sw

Mean

Std_Dev

0.090

0.0132

Attribute

"a"

Rw

Rt

Phi

"m"

"n"

Sw

Mean

1

0.02

40

0.25

2

2

0.089

Std

0.0090

0.1000

0.1000

Sw

Mean

Std_Dev

0.090

0.0128

Attribute

"a"

Rw

Rt

Phi

"m"

"n"

Sw

Mean

1

0.02

40

0.25

2

2

0.089

Std

0.0100

0.0900

0.1000

Sw

Mean

Std_Dev

0.090

0.0127

Attribute

"a"

Rw

Rt

Phi

"m"

"n"

Sw

Mean

1

0.02

40

0.25

2

2

0.089

Std

0.0100

0.1000

0.0900

Sw

Mean

Std_Dev

0.090

0.0121

Sw uncertainty is a dynamic issue

Should be evaluated for each set of circumstances

Attributes are linked

A change in one can cause another to become more, or less,

important

Concepts (and spreadsheet) applicable to many common oilfield

issues

Allow us to focus time and budget in the most efficient manner

Phillipe Theys has a book which addresses this issue, as does Darwin.

The book by Darwin especially considers the effects on porosity

(also of the shaly-sand case). He was the first to perform a similar

analysis.

One should be sure to recognize that resistivity logs are affected by

invasion and shoulder-bed effects

This can cause significant errors in the estimation of Sw because

Rt is not representative . The latter effects can be more significant

that the ones you have explicitly addressed.

Electrical anisotropy effects could have a significant impact on Rt

in deviated and horizontal wells.

The most significant example is that of thinly-bedded sequences,

where nuclear and resistivity logs are significantly biased (in

addition to the clay effect) because of shoulder-bed and invasion

effects.

Additional Considerations

Carlos Torres-Verdin: Be sure to recognize that logs are affected by various issues

S J Adams

2005 Asia Pacific Oil & Gas Conference, Jakarta, Indonesia, 5 - 7 April 2005

Carlo simulation to vary the inputs to the interpretation model

The largest source of uncertainty may be the interpretation model

itself

In graphic at right, F(Rhob) is

calculated with, and without, light

hydrocarbon corrections

F(D-N) and F(Dt) are not LHC

corrected

Accounting for LHC effects shifts

F(D) to over-lay the core distribution

Additional Considerations

material (located via Google) to http://www.enrg.lsu.edu/pttc/

Additional Considerations

http://www.statsoft.com/textbook/stathome.html

Additional Considerations

Useful Links

http://www.ipp.mpg.de/de/for/bereiche/stellarator/Comp_sci/CompScience/csep/csep1.

phy.ornl.gov/mc/mc.html

http://www.sitmo.com/eqcat/15

http://www.riskglossary.com/link/monte_carlo_method.htm

http://www.chem.unl.edu/zeng/joy/mclab/mcintro.html

http://office.microsoft.com/en-us/excel/HA011118931033.aspx

What happens when I enter =Rand() in a cell?

How can I simulate values of a discrete random variable?

How can I simulate values of a normal random variable?

Problems

You can download the sample files that relate to excerpts from Microsoft

Excel Data Analysis and Business Modeling from Microsoft Office Online.

This article uses the files RandDemo.xls, Discretesim.xls, NormalSim.xls, and

Valentine.xls.

http://en.wikipedia.org/wiki/Monte_carlo_simulation

assignments in Houston (Shell Research), Texas; Anchorage (ARCO), Alaska; Dallas

(Arco Research), Texas; Jakarta (Huffco), Indonesia; Bakersfield (ARCO), California;

and Dhahran, Saudi Arabia. His carbonate experience ranges from individual Niagaran

reefs in Michigan to the Lisburne in Alaska to Ghawar, Saudi Arabia (the largest oilfield

in the world).

He holds a PhD in Theoretical Physics with double minors in Electrical Engineering

& Mathematics, has taught physics in two universities, mentored Nationals in

Indonesia and Saudi Arabia, published numerous technical articles and been

designated co-inventor on both American and European patents.

Mississippian limestone

was the senior technical petrophysicist in the Reservoir

Description Division and had represented petrophysics

in three multi-discipline teams bringing on-line three

(one clastic, two carbonate) multi-billion barrel

increments. Subsequent to retirement from Saudi

Aramco he established Robert E Ballay LLC, which

provides physics - petrophysics training & consulting

Chattanooga shale

services.

He served in the U.S. Army as a Microwave Repairman and in the U.S. Navy as an

Electronics Technician, and he is a USPA Parachutist and a PADI Dive Master.

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