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Figure 2 The P90, P50 and P10 statistics derived from the
where ma is the matrix density, is the density log Monte-Carlo density porosity distributions vary with the
measurement and fl is the density of the fluid in the pore number of scenarios modeled.
space of the zone investigated by the density tool and d is the
log-derived density porosity. Figure 2 shows how the statistics derived from the
The input values (ma, , fl) all have uncertainties porosity distributions do not approach the correct values until
associated with them, so the resulting output (d) will also at least 500 scenarios have been run.
have an uncertainty. With Monte-Carlo simulation, the Note that the required number of scenarios for statistical
uncertainty in the output is determined by randomly selecting accuracy will increase with the number of input variables used
input values from their uncertainty distributions and in any particular model.
calculating the output value. The output value is stored then
the input selection and calculation processes are repeated a Porosity Uncertainty Using Monte-Carlo in
large number of times. Finally all the output values are Theoretical Cases
examined statistically to determine the uncertainty in the To illustrate the significance of the assumptions and models
output value. used for uncertainty quantification, the basic petrophysical
Monte-Carlo modeling is very flexible, allowing different deliverable of total porosity is used.
interpretation models to be built and the uncertainties tested Monte-Carlo models have been built for density porosity,
quickly. Dependencies between input variables may also be sonic porosity and density-neutron porosities. The
accounted for in the input value determination. uncertainties in these three different methods are compared
The downside to Monte-Carlo simulation is that a large through water, oil and gas bearing sand models.
number of cycles (>500) are typically required for meaningful Figure 3 compares the porosities calculated for the same
statistics to be developed. This point is illustrated below where density log measurement in known water, oil and gas systems.
the equation for density porosity above has been modeled This Figure serves to illustrate that not correcting for the
through a water-bearing sand. In Figure 1 the distribution of presence of hydrocarbons will result in significant errors in
porosities does not begin to approach a reasonable (normal) density porosity estimates. Indeed, failure to correct for
shape until 500 scenarios or more are run. hydrocarbons in a gas-bearing zone will result in most likely
0.25 porosity estimates that do not include the actual porosity value
50
100 in the P90 to P10 uncertainty range.
500
0.20 10000 0.5
30000 water
normalised frequency
oil
normalised frequency
0.15 0.4
gas
0.3
0.10
0.2
0.05
0.1
0.00
0.16 0.17 0.18 0.19 0.2 0.21 0.22 0.23 0.24 0.25 0.26 0
density porosity (v/v) 0.1 0.15 0.2 0.25 0.3
Figure 1 Histogram of the density porosities derived using density porosity (v/v)
Figure 4 compares the porosities calculated from the To better illustrate that the various porosity models do
density-neutron log combination using the same scenarios as actually give different results and different uncertainty
modeled for the density porosity. In this case, the reduced distributions Figures 6, 7 and 8 compare the water, oil and
neutron response through the gas-bearing sand results in some gas-bearing sand porosities for the three porosity interpretation
correction for the hydrocarbons. However, this correction techniques.
would not be so apparent were the sands shaley. The porosities In the water-bearing sands (Figure 6), all three techniques
estimated through the oil sands show little correction for the give similar porosity values, but the uncertainty distributions
presence of hydrocarbons. are slightly different, as should be expected. In the oil-bearing
sands (Figure 7), the best estimate of the porosities differs
0.5
water significantly between the different interpretation techniques,
oil yet the range of the uncertainties for each technique remains
normalised frequency
0.4
gas similar to that observed for the water-bearing case. And in the
0.3 case of gas-bearing sands (Figure 8), the differences in the
best estimate of porosity increase even more between the
0.2 interpretation techniques, while the uncertainty ranges remain
virtually unchanged from the water-bearing case.
0.1 It is clear from the foregoing that even porosity estimation
from wireline log data can give different answers depending
0 on the method used i.e. on the logs used and whether or not
0.1 0.15 0.2 0.25 0.3
hydrocarbon corrections are carried out. Accordingly the
density-neutron porosity (v/v) uncertainty estimates also differ depending on the models
used.
Figure 4 Histogram of the density-neutron porosities
derived using Monte-Carlo simulation through water, oil and 0.5
density
gas-bearing sands. Note that no assumptions have been made density-neutron
normalised frequency
oil sonic
normalised frequency
0.3 gas
0.3
0.2 0.2
0.1
0.1
0
0 0.1 0.15 0.2 0.25 0.3
0.1 0.15 0.2 0.25 0.3 porosity (v/v)
sonic porosity (v/v)
Figure 7 Histogram of the porosities derived using Monte-
Figure 5 Histogram of the sonic porosities derived using Carlo simulation through oil-bearing sands.
Monte-Carlo simulation through water, oil and gas-bearing
sands. Note that no assumptions have been made about the
presence of hydrocarbons.
4 SPE 93125
density
0.5 0.5
density density HC corr.
density-neutron density-neutron
normalised frequency
0.4 0.4
normalised frequency
sonic sonic
core
0.3 0.3
0.2 0.2
0.1 0.1
0 0
0.1 0.15 0.2 0.25 0.3 0.1 0.15 0.2 0.25 0.3
porosity (v/v) porosity (v/v)
Figure 8 Histogram of the porosities derived using Monte- Figure 9 - The log-derived porosity statistics for water-
Carlo simulation through gas-bearing sands. bearing sands in a medium porosity shaley sand reservoir.
0.5
Porosity Uncertainty Using Monte-Carlo in Real density
Cases density HC corr.
normalised frequency
0.4 density-neutron
To allow the conclusions drawn from the theoretical models
sonic
presented in the previous section to be verified, real data has 0.3 core
been selected from cored wells through water, oil and gas
columns. Figures 9, 10 and 11 show the data. Note that only 0.2
the density HC corr data has been hydrocarbon corrected
(using invaded zone resistivity logs). 0.1
In the water-bearing sands (Figure 9), the log-derived
density and sonic porosities have similar average values, close 0
0.1 0.15 0.2 0.25 0.3
to those from the core data. While the density-neutron
combination actually overestimates porosities in these sands. porosity (v/v)
The data also confirm that the uncertainty ranges are different
Figure 10 - shows the log-derived porosity statistics for oil-
for each measurement type. Note too that the log-derived
bearing sands in a similar medium porosity shaley sand
porosities have not been calibrated to the core data.
reservoir.
What is particularly interesting about Figure 9 is that the
actual average porosity value confirmed by both the core and 0.4 density
hydrocarbon corrected density porosity is less than the P90 density HC corr.
normalised frequency
the P90 to P10 range. In this example too, the value of Porosity Uncertainty By Core Comparison
correcting the density porosities for even oil is apparent. Since the real cases presented in the previous section also had
The largest differences are again observed in the gas- core data acquired over the same logged intervals, it is
bearing reservoir (Figure 14), with the sonic and non- possible to compare the log-derived total porosities with those
hydrocarbon corrected density porosities being more than 5.0 measured on the equivalent piece of core.
p.u. too high. Here too, the P90 to P10 uncertainty ranges for When making such a comparison, there are two factors to
these porosity models do not include the actual best estimate bear in mind. Firstly, the depth match between log and core
porosity from the core data. Even the density-neutron data must be excellent so that the same intervals are in fact
combination does a poor job, underestimating porosity by 2.3 being compared. Secondly, the porosity resolution at the log
p.u. scale is not the same as that derived from the core plug scale.
If the core porosity data is not filtered back to a similar
0.4
density resolution to the log-derived data, then the variability (or
density HC corr. uncertainty) implied by the comparison will be larger than it
normalised frequency
Figure 13 - The log-derived porosity statistics for oil-bearing Uncertainty in Other Petrophysical Deliverables
limestone in the same unit as Figure 12. Of course the techniques discussed and conclusions drawn
from the work presented in this paper are equally valid for
0.4
density other petrophysical properties such as water saturation,
density HC corr. permeability, net reservoir and contact locations.
normalised frequency
0.3 density-neutron Although not detailed in this paper, since the impact of the
sonic
porosity uncertainties illustrated is sufficient to illustrate the
core
0.2 value of model uncertainty quantification, it is good practice to
derive uncertainties in all petrophysical deliverables so that
users are aware of any limitations in the data presented.
0.1
Conclusions
0 Monte-Carlo simulation is well suited to uncertainty
0.15 0.2 0.25 0.3 0.35 quantification in the current petrophysical environment.
porosity (v/v) However, simply calculating uncertainty is insufficient unless
it can be shown that the interpretation model applied is
Figure 14 - The log-derived porosity statistics for gas-bearing appropriate. This conclusion is true for all petrophysical
limestone in the same unit as Figures 12 and 13. deliverables, not just porosity as presented in this paper. Good
quality core data provides an excellent basis on which to
determine the appropriate interpretation model.
6 SPE 93125
Acknowledgements
The author would like to acknowledge the feedback received
from many clients over the years that have seen the value of
uncertainty quantification in their petrophysical deliverables
once the data was made available to them.
References
Amaefule, J.O. & Keelan, D.K.: Stochastic Approach to
Computation of Uncertainties in Petrophysical Parameters,
Society of Core Analysts, Paper No. SCA-8907, 1989.