Evidence for Non‐Gaussian Scaling Behavior in Heterogeneous Sedimentary Formations

Vertical and horizontal fluctuations in permeability and porosity in sedimentary formations are analyzed and are found to be consistent with scaling models based on Levy-stable probability distributions. The approach avoids the assumption of Gaussian behavior and is supported by evidence from horizontal and vertical well logs and from permeability measurements on a sandstone outcrop and segments of core from a heterogeneous formation. The incremental values in these measurement sequences are accurately modeled as having Levy-stable distributions. The width of the distribution of increments depends on the spatial scale in a manner consistent with scaling behavior. The width of the distribution is smaller for horizontal increments than for vertical increments, reflecting the reduced variability in the horizontal direction. The scaling parameters are in the range associated with antipersistence and are roughly the same magnitude in the vertical and horizontal directions. The relationships between different physical properties are briefly studied, and it is suggested that they be quantified through off-diagonal terms in a multivariate Levy width matrix. Simulations designed to reproduce the observed statistical features are also described. These results have some fundamental implications, as Levy-stable distributions require a different set of statistical tools and theoretical methods compared to finite-variance distributions.

[1]  E. Fama,et al.  Parameter Estimates for Symmetric Stable Distributions , 1971 .

[2]  D. Surgailis,et al.  On L2 and non-L2 multiple stochastic integration , 1981 .

[3]  William Feller,et al.  An Introduction to Probability Theory and Its Applications , 1967 .

[4]  B. Mandelbrot Fractal Geometry of Nature , 1984 .

[5]  P. Bak,et al.  Self-organized criticality. , 1988, Physical review. A, General physics.

[6]  Scott L. Painter,et al.  Fractional Lévy motion as a model for spatial variability in sedimentary rock , 1994 .

[7]  B. Mandelbrot New Methods in Statistical Economics , 1963, Journal of Political Economy.

[8]  R. Voss Random Fractal Forgeries , 1985 .

[9]  Peter B. Flemings,et al.  Scaling in Turbidite Deposition , 1994 .

[10]  Keyu Liu,et al.  Outcrop Analog for Sandy Braided Stream Reservoirs: Permeability Patterns in the Triassic Hawkesbury Sandstone, Sydney Basin, Australia , 1996 .

[11]  S. James Press,et al.  Estimation in Univariate and Multivariate Stable Distributions , 1972 .

[12]  Praveen Kumar,et al.  A multicomponent decomposition of spatial rainfall fields: 2. Self‐similarity in fluctuations , 1993 .

[13]  Scott L. Painter,et al.  On the distribution of seismic reflection coefficients and seismic amplitudes , 1995 .

[14]  Shaun Lovejoy,et al.  Generalized Scale Invariance in the Atmosphere and Fractal Models of Rain , 1985 .

[15]  G. K. Boman,et al.  A fractal‐based stochastic interpolation scheme in subsurface hydrology , 1993 .

[16]  S. J. Press Multivariate stable distributions , 1972 .

[17]  V. Zolotarev One-dimensional stable distributions , 1986 .

[18]  Murad S. Taqqu Random processes with long‐range dependence and high variability , 1987 .

[19]  Scott L. Painter,et al.  Stochastic Interpolation of Aquifer Properties Using Fractional Lévy Motion , 1996 .

[20]  J. Lamperti Semi-stable stochastic processes , 1962 .

[21]  Scott L. Painter Random fractal models of heterogeneity: The Lévy-stable approach , 1995 .

[22]  R. Mantegna,et al.  Fast, accurate algorithm for numerical simulation of Lévy stable stochastic processes. , 1994, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[23]  Jeffrey M. Hausdorff,et al.  Long-range anticorrelations and non-Gaussian behavior of the heartbeat. , 1993, Physical review letters.

[24]  Gerard V. Middleton,et al.  Johannes Walther's Law of the Correlation of Facies , 1973 .

[25]  T. Hewett Fractal Distributions of Reservoir Heterogeneity and Their Influence on Fluid Transport , 1986 .

[26]  B. Mandelbrot,et al.  Fractional Brownian Motions, Fractional Noises and Applications , 1968 .

[27]  Bruce J. West,et al.  Lévy dynamics of enhanced diffusion: Application to turbulence. , 1987, Physical review letters.