Multivariate probabilistic rock physics models using Kumaraswamy distributions

Geophysics ◽  
2021 ◽  
pp. 1-43
Author(s):  
Dario Grana

Rock physics models are physical equations that map petrophysical properties into geophysical variables, such as elastic properties and density. These equations are generally used in quantitative log and seismic interpretation to estimate the properties of interest from measured well logs and seismic data. Such models are generally calibrated using core samples and well log data and result in accurate predictions of the unknown properties. Because the input data are often affected by measurement errors, the model predictions are often uncertain. Instead of applying rock physics models to deterministic measurements, I propose to apply the models to the probability density function of the measurements. This approach has been previously adopted in literature using Gaussian distributions, but for petrophysical properties of porous rocks, such as volumetric fractions of solid and fluid components, the standard probabilistic formulation based on Gaussian assumptions is not applicable due to the bounded nature of the properties, the multimodality, and the non-symmetric behavior. The proposed approach is based on the Kumaraswamy probability density function for continuous random variables, which allows modeling double bounded non-symmetric distributions and is analytically tractable, unlike the Beta or Dirichtlet distributions. I present a probabilistic rock physics model applied to double bounded continuous random variables distributed according to a Kumaraswamy distribution and derive the analytical solution of the posterior distribution of the rock physics model predictions. The method is illustrated for three rock physics models: Raymer’s equation, Dvorkin’s stiff sand model, and Kuster-Toksoz inclusion model.

Author(s):  
Robert J Marks II

In this Chapter, we present application of Fourier analysis to probability, random variables and stochastic processes [1089, 1097, 1387, 1329]. Arandom variable, X, is the assignment of a number to the outcome of a random experiment. We can, for example, flip a coin and assign an outcome of a heads as X = 1 and a tails X = 0. Often the number is equated to the numerical outcome of the experiment, such as the number of dots on the face of a rolled die or the measurement of a voltage in a noisy circuit. The cumulative distribution function is defined by FX(x) = Pr[X ≤ x]. (4.1) The probability density function is the derivative fX(x) = d /dxFX(x). Our treatment of random variables focuses on use of Fourier analysis. Due to this viewpoint, the development we use is unconventional and begins immediately in the next section with discussion of properties of the probability density function.


2013 ◽  
Vol 135 (5) ◽  
Author(s):  
Baizhan Xia ◽  
Dejie Yu

To calculate the probability density function of the response of a random acoustic field, a change-of-variable perturbation stochastic finite element method (CVPSFEM), which integrates the perturbation stochastic finite element method (PSFEM) and the change-of-variable technique in a unified form, is proposed. In the proposed method, the response of a random acoustic field is approximated as a linear function of the random variables based on a first order stochastic perturbation analysis. According to the linear relationship between the response and the random variables, the formal expression of the probability density function of the response of a random acoustic field is obtained by the change-of-variable technique. The numerical examples on a two-dimensional (2D) acoustic tube and a three-dimensional (3D) acoustic cavity of an automobile cabin verify the accuracy and efficiency of the proposed method. Hence, the proposed method can be considered as an effective method to quantify the effects of the parametric randomness of a random acoustic field on the sound pressure response.


Author(s):  
Xin Gao ◽  
Hong Xu ◽  
Dong Ye

We consider the asymptotic behavior of a probability density function for the sum of any two lognormally distributed random variables that are nontrivially correlated. We show that both the left and right tails can be approximated by some simple functions. Furthermore, the same techniques are applied to determine the tail probability density function for a ratio statistic, and for a sum with more than two lognormally distributed random variables under some stricter conditions. The results yield new insights into the problem of characterization for a sum of lognormally distributed random variables and demonstrate that there is a need to revisit many existing approximation methods.


2014 ◽  
Vol 10 (1) ◽  
pp. 53-62 ◽  
Author(s):  
Jagdev Singh ◽  
Devendra Kumar

Abstract In this paper, we obtain the distribution of mixed sum of two independent random variables with different probability density functions. One with probability density function defined in finite range and the other with probability density function defined in infinite range and associated with product of Srivastava's polynomials and H-function. We use the Laplace transform and its inverse to obtain our main result. The result obtained here is quite general in nature and is capable of yielding a large number of corresponding new and known results merely by specializing the parameters involved therein. To illustrate, some special cases of our main result are also given.


2012 ◽  
Vol 2012 ◽  
pp. 1-6 ◽  
Author(s):  
Seifedine Kadry

We study the periodicity of the solutions of the rational difference equations system of type , (), and then we propose new exact procedure to find the probability density function of the solution, where a, b, and are independent random variables.


2021 ◽  
Author(s):  
Vagif Suleymanov ◽  
Abdulhamid Almumtin ◽  
Guenther Glatz ◽  
Jack Dvorkin

Abstract Generated by the propagation of sound waves, seismic reflections are essentially the reflections at the interface between various subsurface formations. Traditionally, these reflections are interpreted in a qualitative way by mapping subsurface geology without quantifying the rock properties inside the strata, namely the porosity, mineralogy, and pore fluid. This study aims to conduct the needed quantitative interpretation by the means of rock physics to establish the relation between rock elastic and petrophysical properties for reservoir characterization. We conduct rock physics diagnostics to find a theoretical rock physics model relevant to the data by examining the wireline data from a clastic depositional environment associated with a tight gas sandstone in the Continental US. First, we conduct the rock physics diagnostics by using theoretical fluid substitution to establish the relevant rock physics models. Once these models are determined, we theoretically vary the thickness of the intervals, the pore fluid, as well as the porosity and mineralogy to generate geologically plausible pseudo-scenarios. Finally, Zoeppritz (1919) equations are exploited to obtain the expected amplitude versus offset (AVO) and the gradient versus intercept curves of these scenarios. The relationship between elastic and petrophysical properties was established using forward seismic modeling. Several theoretical rock physics models, namely Raymer-Dvorkin, soft-sand, stiff-sand, and constant-cement models were applied to the wireline data under examination. The modeling assumes that only two minerals are present: quartz and clay. The appropriate rock physics model appears to be constant-cement model with a high coordination number. The result is a seismic reflection catalogue that can serve as a field guide for interpreting real seismic reflections, as well as to determine the seismic visibility of the variations in the reservoir geometry, the pore fluid, and the porosity. The obtained reservoir properties may be extrapolated to prospects away from the well control to consider certain what-if scenarios like plausible lithology or fluid variations. This enables building of a catalogue of synthetic seismic reflections of rock properties to be used by the interpreter as a field guide relating seismic data to volumetric reservoir properties.


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