Lecture7 Uncertainty

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    Uncertainty in geological models

    Irina Overeem

    Community Surface Dynamics Modeling System

    University of Colorado at Boulder

    September 2008

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    Course outline 1

    Lectures by Irina Overeem:

    Introduction and overview

    Deterministic and geometric models

    Sedimentary process models I

    Sedimentary process models II

    Uncertainty in modeling

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    Outline

    Example of probability model

    Natural variability & non-uniqueness

    Sensitivity tests

    Visualizing Uncertainty

    Inverse experiments

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    Case Study

    Lotschberg base tunnel, Switzerland

    Scheduled to be completed

    in 2012

    35 kmlong

    Crossing the entire the

    Lotschberg massif

    Problem: Triassic evaporite

    rocks

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    Variability model

    Empirical Variogram model

    Z u m u u u

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    Geological model

    2 2

    20.000 1 exp1500 500

    h hh

    ,h h h

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    Probability combined into singlemodel

    Probability model

    Probability profile along the tunnel

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    Which data to use for constraining which part of the model?

    Do the modeling results accurately mimic the data (reality)?

    Should the model be improved?

    Are there any other (equally plausible) geological scenariosthat could account for the observations?

    We cannot answer any of the above questions without knowinghow to measure the discrepancy between data and modelingresults, and interpret this discrepancy in probabilistic terms

    We cannot define a meaningful measure without knowledge ofthe natural variability (probability distribution of realisationsunder a given scenario)

    Natural variability and non-uniqueness

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    Scaled-down physical models

    Assumption: scale invariance of major geomorphological features(channels, lobes) and their responses to external forcing (baselevelchanges, sediment supply)

    This permits the investigation of natural variability through experiments

    (multiple realisations)

    Delta /Shelf

    Fluvialvalley

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    Model Specifications

    Initial topography Sea-level curve

    Discharge and sediment input rate constant(experiments by Van Heijst, 2001)

    P 0 300 600 900 1200 1500 1800

    Time [min]

    260

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    Sealevel[mm

    ]

    Three snapshots:

    t = 900, 1200, 1500 min

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    Natural variability: replicate experiments

    T1 T2 T3

    T1 T2 T3

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    Squared difference topo grids

    T1 T2 T3

    T1 T2 T3

    Time

    Realisations

    0 .0 0 5 00 .0 0 1 00 0. 00 1 50 0. 00 2 00 0. 00 2 5 00 .0 0 3 00 0. 00

    T900(1) - T1200(1)

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    0 .0 0 5 00 .0 0 1 00 0. 00 1 50 0. 00 2 00 0. 00 2 50 0. 00 3 00 0. 00

    T1200(1) - T1500(1)

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    0 .0 0 5 00 .0 0 1 00 0. 00 1 50 0. 00 2 00 0. 00 2 5 00 .0 0 3 00 0. 00

    T900(2) - T1200(2)

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    T1200(1) - T1200(2)

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    T1500(1) - T1500(2)

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    Forecasting / Hindcasting /Predictability?

    Sensitivity to initial conditions (topography)

    Presence of positive feedbacks (incision)

    Other possibilities: complex response, negative feedbacks,insensitivity to external influences

    Dependent on when and where you look within a complex system

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    Sensitivity tests

    Run multiple scenarios with ranges of plausible inputparameters.

    In the case of stochastic static models the plausibleinput parameters, e.g. W, D, L of sediment bodies, aresampled from variograms.

    In case of proces models, plausible input parameterscan be ranges in the boundary conditions or in themodel parameters (e.g. in the equations).

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    Visualizing uncertainty by usingsensitivity tests

    Variability and as such uncertainty in SEDFLUX output isrepresented via multiple realizations. We propose to associatesensitivity experiments to a predicted base-case value. In thatway the stratigraphic variability caused by ranges in the

    boundary conditions is evident for later users.

    Two main attributes are being used to quantify variability:

    TH= deposited thickness and GSD = predicted grain size.

    We use the mean and standard deviation of both attributes tovisualize the ranges in the predictions.

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    Visualizing Grainsize Variability

    For any pseudo-well thegrain size with depth is

    determined, and attached

    to this prediction the

    range of the grain size

    prediction over the

    sensitivity tests.

    Depth zones of high

    uncertainty in the

    predicted core are

    typically related to strong

    jumps in the grain size

    prediction.

    Facies shift

    causes a

    strong jump inGSDHigh uncertainty zone

    associated with variation

    of predicted jump in GSD

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    Visualizing Thickness Variability

    For any sensitivity test the

    deposited thickness versuswater depth is determined

    (shown in the upper plot).

    Attached to the base case

    prediction (red line) the range

    of the thickness prediction

    over the sensitivity tests is

    then evident. This can be

    quantified by attaching the

    associated standard

    deviations over the different

    sensitivity tests to the modelprediction (lower plot).

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    Visualizing X-sectional grainsize variability

    Depthin10cmbi

    ns

    ofGrainsizeinmic

    ron

    This example collapses

    a series of 6 SedFlux

    sensitivity experiments

    of one of the tunable

    parameters of the 2D-

    model (BW= basinwidth

    over which the sediment

    is spread out).

    The standard deviation

    of the predicted

    grainsize with depth

    over the experiments

    has been determined

    and plotted with

    distance. Red colorreflects low uncertainty

    (high coherence

    between the different

    experiments) and yellow

    and blue color reflects

    locally high uncertainty.

    i li i f i b bili

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    Visualizing facies probabilitymaps

    Probabilistic output

    of 250 simulationsshowing change ofoccurrence of threegrain-size classes:

    sandy depositssilty depositsclayey deposits

    highchance

    lowchance

    After Hoogendoorn,Overeem and Storms

    (in prep. 2006)

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    Inverse Modeling

    Simplest case: linear inverse problems

    A linear inverse problem can be described by:

    d= G(m)

    where Gis a linear operatordescribing the explicitrelationship between data and model parameters, and is arepresentation of the physical system.

    In an inverse problemmodel values need to be

    obtained the values from the observed data.

    http://www.answers.com/topic/linear-map-1http://www.answers.com/topic/datum-1http://www.answers.com/topic/datum-1http://www.answers.com/topic/linear-map-1
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    Inverse techniques to reduceuncertainty by constraining to data

    Stochastic, static models areconstrained to well dataExample: Petrel realization

    Process-response models canalso be constrained to well dataExample: BARSIM

    Data courtesy G.J.Weltje, Delft University of Technology

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    Inversion: automated reconstruction of geologicalscenarios from shallow-marine stratigraphy

    Inversion scheme (Weltje & Geel, 2004): result of manyexperiments

    Forward model: BARSIM Unknowns: sea-level and sediment-supply scenarios Parameterisation: sine functions

    SL: amplitude, wavelength, phase angle SS: amplitude, wavelength, phase angle, mean

    The truth : an arbitrary piece of stratigraphy, generated byrandom sampling from seven probability distributions

    Data courtesy G.J.Weltje, Delft University of Technology

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    Our goal: minimization of anobjective function

    An Objective Function (OF) measures the distancebetween a realisation and the conditioning data

    Best fit corresponds to lowest value of OF

    Zero value of OF indicates perfect fit:

    Series of fullyconditionedrealisations

    (OF = 0)

    Data courtesy G.J.Weltje, Delft University of Technology

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    1. Quantify stratigraphy and data-modeldivergence: String matching of permeability logs

    The discrepancy between a candidate solution (realization) and the data isexpressed as the sum of Levenshtein distances of three permeability logs.

    Stratigraphic data: permeability logs

    (info on GSD + porosity)

    Objective function: Levenshtein distance

    (string matching)

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    2. Use a Genetic Algorithm as goal seeker:a global Darwinian optimizer

    Each candidate solution (individual) isrepresented by a string of seven numbers inbinary format (a chromosome)

    Its fate is determined by its fitness value(proportional inversely to Levenshteindistance between candidate solution anddata)

    Fitness values gradually increase insuccessive generations, because preference

    is given to the fittest individuals

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    01/1402/1403/1404/1405/1406/1407/1408/1409/1410/1411/1412/1413/1414/14

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    Conclusions from inversion experiments

    Typical seven-parameter inversion requires about 50.000 modelruns !

    Consumes a lot of computer power

    Works well within confines of toy-model world: few localminima, sucessful search for truth

    Automated reconstruction of geological scenarios seems feasible,given sufficient computer power (fast computers & models) and

    statistically meaningful measures of data-model divergence

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    Conclusions and discussion

    Validation of models in earth sciences is virtuallyimpossible, inherent natural variability is a problem.

    Uncertainty in models can be quantified by makingmultiple realizations or by defining a base-case andassociating a measure for the uncertainty.

    Probability maps of facies occurence generated bymultiple realizations are a powerfull way of conveying theuncertainty.

    In the end, inverse experiments are the way to go!