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In Search of The Biggest Bang for the Buck

R E (Gene) Ballay
SPWLA UAE
October 2009

Statistical

Differential

www.Entrac-Petroleum.com

In Search of The Biggest Bang for the Buck


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

The Devils Promenade, SW Missouri

In Search of The Biggest Bang for the Buck

Why quantify the uncertainty?


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

A previous bad experience, by either our self or someone else


on the Team, will compound the unease

In Search of The Biggest Bang for the Buck

Concepts (and spreadsheet) applicable to many common oilfield issues


The various, discrete measurements that make up routine and
special core analyses

The various attributes that are required to convert lab capillary


pressure to a reservoir conditions
Reservoir volumetrics

Once we have mastered one calculation, it is straight-forward to


address another

In Search of The Biggest Bang for the Buck


As carbonate petrophysicists, we are typically faced with Sw(Archie)
estimates, in the face of uncertainty
Mineralogy
Porosity

Formation brine resistivity


Formation resistivity
m and n exponents

Exhibit following

In Search of The Biggest Bang for the Buck


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

Formation brine resistivity


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

Exhibit following

In Search of The Biggest Bang for the Buck

Formation resistivity
The 6FF40, as an example, has a Skin Effect limitation at the low resistivity end,
and a signal-to-noise issue at high resistivity
The mud resistivity (and hence borehole & invasion effects) may change from
one well to the next, indeed one logging interval to the next

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

In carbonates, wettability (and hence n) may vary with Sw, and present a
significant challenge in the transition zone

Sw(Archie) involves the combination of all


these attributes, and their respective
uncertainties
Is it any wonder that one size may not fit
all feet?

The Differential Approach Over-view

Chen & Fang have taken an In Depth Differential Look at Sw(Archie)


Uncertainty, in terms of input attribute values and respective
uncertainties

Sensitivity Analysis of the Parameters in Archies Water Saturation Equation.


The Log Analyst. Sept Oct 1986

The Differential Approach Over-view

Chen & Fang produced generic charts to facilitate locale-specific


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

In general each attribute may have an individual uncertainty


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%

Chen & Fangs generalized chart at


right reveals
Cm > CPhi > Cn
Exhibit following

At F ~ 20 pu, for stated conditions, the saturation exponent is


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

The Differential Approach Over-view

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


facilitate locale specific, digital evaluation

The Differential Approach Over-view

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


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 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%

Rw = 0.02, yRw = 4.4%


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

The generalized chart and spreadsheet, both


indicate

The Differential Approach Over-view


At F ~ 10 pu,
tortuosity in the
pore system is
far more
important than
n variations

Attribute Sensitivity Analysis, continued


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


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

These relations may be coded into nearly any petrophysical s/w


package, to facilitate foot-by-foot evaluation

The Differential Approach Over-view

The differential approach is applicable to many common oilfield


issues
ArchieUncertainty.pdf for derivation & additional considerations

How to calculate the derivatives


How to calculate the propagation of error
Additional Details

The Statistical Approach Over-view

Many phenomena in nature are not Gaussian distributed.


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

Probabilistic Models, continued


The reasons governing frequency
distributions in nature usually favor the
log-normal.

Chemistry and physics are fundamental in life,


and the prevailing operation in the laws of
these disciplines is multiplication.
May 2001 / Vol. 51 No. 5 BioScience

In chemistry, for instance, the velocity of a


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.

The Statistical Approach Over-view


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 Statistical Approach Over-view


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.

The Statistical Approach Over-view


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 Statistical Approach Over-view


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

The Statistical Approach Over-view


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

The Statistical Approach Over-view

The statistical approach is applicable to many common oilfield issues


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

MonteCarloModeling.pdf and MonteCarloIllustrations.pdf for


additional details and considerations
Additional Details

Additional Details

The Statistical Approach Over-view


Monte Carlo simulation
can be used to characterize
the uncertainty in Sw, for
the attributes (& associated
uncertainties) tabulated at
right

Illustrative Monte Carlo Application

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

The Statistical Approach Over-view


Sw(Archie)
Uncertainty

One issue of interest is the


dependence of Sw upon
individual attribute values
/ uncertainties
With the specifications at
right
Sw(mean) = 0.357
s (Sw) = 0.038

Monte Carlo Distribution


600
Sw

500

Frequency

There is a 95% likelihood that Sw is contained


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

Statistical vs Best / Worst


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-Low Numerical Statistics


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

There is a 95% likelihood that Sw is contained within + / - 2 s


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

Derivatives vs Statistics Over-view


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)

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%
0.10
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

Monte Carlo Results


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

Monte Carlo Results


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

Monte Carlo Results


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

Monte Carlo Results


Sw
Mean
Std_Dev
0.226
0.0329

Derivatives vs Statistics Over-view


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 %.

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%
0.10
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%

Improved definition of cementation exponent results in the most efficient


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

Monte Carlo Results


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

Monte Carlo Results


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

Monte Carlo Results


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

Monte Carlo Results


Sw
Mean
Std_Dev
0.226
0.0329

The Spreadsheet
Spreadsheet may be modified for
locally specific conditions

Set up to illustrate various distributions, and to model Phi(Rhob), m & Sw(Archie)


Be aware that illustrations are from Excel 2007, in the backwards compatible mode,
and Excel 2003 screens may be different
Illustrative application follows

The Statistical Approach


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.

Additional Details as a Text Document

The Differential Approach


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).

Additional Details as a Text Document

Monte Carlo Simulation of Sw(Archie)


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

Monte Carlo Simulation of Sw(Archie)

Monte Carlo Simulation of Sw(Archie)


Porosity is described by a Gaussian
distribution, centered on 20 pu with a
standard deviation of 1 pu

Two Thousand calculations are performed


and the results are accumulated
Exhibit following

Monte Carlo Simulation of Sw(Archie)


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

Monte Carlo Simulation of Sw(Archie)

Excel Details

Porosity, m & n are determined with individual Random Number inputs to


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

Monte Carlo Simulation of Sw(Archie)


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

Monte Carlo Simulation of Sw(Archie)

To modify spreadsheet to
accommodate a different
three parameter simulation,
simply re-title the various
attributes and adjust the
individual calculations as
required

Monte Carlo Simulation of 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 Phi(Rhob).

Monte Carlo Simulation of m(Dual Porosity)


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

Monte Carlo Simulation of Sw(Archie)

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

Monte Carlo Distribution


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

Monte Carlo Simulation of Sw(Archie)

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

Random number mean & Std


converge to input values

450
350
300
250
200

150
100
50
0
0.00

Exhibit following

Porosity

400

Frequency

The MC simulation is observed to


reproduce the specified inputs, digitally
and graphically

Monte Carlo Distribution

0.05

0.10

0.15

Porosity

0.20

0.25

0.30

Monte Carlo Simulation of Sw(Archie)

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

The Excel Random() function has approached the ideal distribution

QC the Monte Carlo


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

Monte Carlo Simulation of Sw(Archie)


Sw(Archie)
Uncertainty

One issue of interest is the


dependence of Sw upon
individual attribute values
/ uncertainties
With the specifications at
right
Sw(mean) = 0.357
s (Sw) = 0.038

Monte Carlo Distribution

There is a 95% likelihood that Sw is contained


within + / - 2 s
0.28 < Sw < 0.433
Be aware of how Excel bins data
Exhibit following

Sw

500

Frequency

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

600

400
300

200
100
0
0.00

0.10

0.20

0.30

Sw

0.40

0.50

Monte Carlo Simulation of Sw(Archie)


Be aware of how Excel bins data

Excel Bins

The Freq of a specific Bin is not a centered value


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

Nonlinear Relation Is An Additional Issue

Nonlinear relationship affects


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

Oilfield Review. Autumn 2002. Ian Bryant, Alberto


Malinverno, Michael Prange, Mauro Gonfalini,
James Moffat, Dennis Swager, Philippe Theys,
Francesca Verga.

Sw distributions determined with Monte


Carlo modeling are distorted at high
values, since Sw cannot exceed 100%.

Monte Carlo vs Best / Worse Case


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-Low Numerical Statistics


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

There is a 95% likelihood that Sw is contained within + / - 2 s


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

In Search of The Biggest Bang for the Buck


One issue of interest is the
dependence of Sw upon
Where Is The
individual attribute values /
Biggest Bang
uncertainties

For The Buck?

With the values specified


at right
Sw(mean) = 0.357
s (Sw) = 0.038
Monte Carlo Distribution

Exhibit following

600
Sw

500

Frequency

Monte Carlo simulation also allows one to


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

Uncertainty in Archies Equation


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

Both options have attractive


features

The analytical approach can


be easily coded into a foot-byfoot petrophysical evaluation
Monte Carlo simulation can
address non-Gaussian
distributions.

Derivatives vs
Monte Carlo

Both options are adaptable


to the spreadsheet
environment

In Search of The Biggest Bang for the Buck

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

Attribute Sensitivity Analysis, continued


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%

Rw = 0.02, yRw = 4.4%


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

The generalized chart and spreadsheet, both


indicate

In Search of The Biggest Bang for the Buck

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

Spreadsheet may be modified for


locally specific conditions

Attribute Uncertainties Specified Individually


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

In Search of The Biggest Bang for the Buck


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)

Attribute Sensitivity Analysis, continued


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

Attribute Uncertainties Specified Individually


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

The Derivative Approach

In Search of The Biggest Bang for the Buck

Chen & Fangs results should be apparent in a


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

Derivatives vs Monte Carlo

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%
0.10
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%

In Search of The Biggest Bang for the Buck

Derivatives identify the attribute resulting in the


greatest Sw uncertainty
In the case at right (f ~10 pu), m is the
dominant issue

This same issue can be addressed with Monte Carlo


simulation

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%
0.10
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%

Recalling that + / - 1 s will encompass ~ 68% of the distribution, and 2 s ~ 95 % of


the distribution, we approximate the various relative uncertainties per the following
exhibit
http://en.wikipedia.org/wiki/Standard_deviation

In Search of The Biggest Bang for the Buck


Approximate the various relative uncertainties as
follows
+ / - 1 s will encompass ~ 68% of the distribution
+/- 2 s ~ 95 % of the distribution,

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%
0.10
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%

Represent the Phi relative uncertainty of 15% @


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

In Search of The Biggest Bang for the Buck


+ / - 1 s will encompass ~ 68% of the distribution
+/- 2 s ~ 95 % of the distribution,

Approximate the Phi relative uncertainty of 15% @


10 pu (1.5 pu) as 2 s ~ 1.5 pu => s ~ 0.75 pu for
Monte Carlo Simulation purposes

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%
0.10
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%

Approximate the m relative uncertainty of 10% @ 2.00 (0.2) as 2 s ~ 0.2 => s ~


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

In Search of The Biggest Bang for the Buck

Derivatives identify the attribute resulting in the


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

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%
0.10
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

Monte Carlo Results


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

Monte Carlo Results


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

Monte Carlo Results


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

Monte Carlo Results


Sw
Mean
Std_Dev
0.226
0.0329

In Search of The Biggest Bang for the Buck

Derivatives 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 %. Derivatives vs Monte Carlo

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%
0.10
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%

Improved definition of cementation exponent results in the most efficient


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

Monte Carlo Results


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

Monte Carlo Results


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

Monte Carlo Results


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

Monte Carlo Results


Sw
Mean
Std_Dev
0.226
0.0329

Monte Carlo vs Best / Worst Case


Attribute
"a"
Rw
Rt
Phi
"m"
"n"
Sw

Mean
1
0.02
40
0.1
2
2
0.224

Std

One also observes that the Best / Worst numerical


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

Monte Carlo Statistics


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

Monte Carlo Distribution


700
Sw

Frequency

600
500
400
300

200
100
0
0.00

0.10

0.20

0.30

0.40

Sw

Best Case Worst Case

0.50

Attribute
Porosity
"m"
"n"

Low
0.085
1.8
1.9

High-Low Numerical Statistics


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

In Search of The Biggest Bang for the Buck

If porosity were to be 25 pu, rather than 10, the focus changes


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

Monte Carlo Results


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

Monte Carlo Results


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

Monte Carlo Results


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

Monte Carlo Results


Sw
Mean
Std_Dev
0.090
0.0121

In Search of The Biggest Bang for the Buck


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

Comments by Carlos Torres-Verdin, University of Texas

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

Ozark Mtns Road Cut, SW Missouri

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

Quantifying Petrophysical Uncertainties


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

Quantitative uncertainty definition is more than just using Monte


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

We appreciate the unidentified LSU faculty who posted their


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

Early morning carbonate bluffs along Steel Creek, Arkansas

Thank you for your Time and Interest

R. E. (Gene) Ballays 32 years in petrophysics include research and operations


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

At retirement from the Saudi Arabian Oil Company he


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.