Geostatistics
ffirs
28 January 2012; 13:1:56
WILEY SERIES IN PROBABILITY AND STATISTICS
Established by WALTER A. SHEWHART and SAMUEL S. WILKS
Editors: David J. Balding, Noel A. C. Cressie, Garrett M. Fitzmaurice,
Harvey Goldstein, Iain M. Johnstone, Geert Molenberghs, David W. Scott,
Adrian F. M. Smith, Ruey S. Tsay, Sanford Weisberg
Editors Emeriti: Vic Barnett, J. Stuart Hunter, Joseph B. Kadane, Jozef L. Teugels
A complete list of the titles in this series appears at the end of this volume.
ffirs
28 January 2012; 13:1:56
Geostatistics
Modeling Spatial Uncertainty
Second Edition
JEAN-PAUL CHILE` S
BRGM and MINES ParisTech
PIERRE DELFINER
PetroDecisions
ffirs
28 January 2012; 13:1:56
Copyright r 2012 by John Wiley & Sons, Inc. All rights reserved.
Published by John Wiley & Sons, Inc., Hoboken, New Jersey
Published simultaneously in Canada
No part of this publication may be reproduced, stored in a retrieval system, or transmitted in any
form or by any means, electronic, mechanical, photocopying, recording, scanning, or otherwise,
except as permitted under Section 107 or 108 of the 1976 United States Copyright Act, without
either the prior written permission of the Publisher, or authorization through payment of the
appropriate per-copy fee to the Copyright Clearance Center, Inc., 222 Rosewood Drive, Danvers,
MA 01923, (978) 750-8400, fax (978) 750-4470, or on the web at www.copyright.com. Requests to
the Publisher for permission should be addressed to the Permissions Department, John Wiley &
Sons, Inc., 111 River Street, Hoboken, NJ 07030, (201) 748-6011, fax (201) 748-6008, or online at
http://www.wiley.com/go/permission.
Limit of Liability/Disclaimer of Warranty: While the publisher and author have used their best
efforts in preparing this book, they make no representations or warranties with respect to the
accuracy or completeness of the contents of this book and specifically disclaim any implied
warranties of merchantability or fitness for a particular purpose. No warranty may be created or
extended by sales representatives or written sales materials. The advice and strategies contained
herein may not be suitable for your situation. You should consult with a professional where
appropriate. Neither the publisher nor author shall be liable for any loss of profit or any other
commercial damages, including but not limited to special, incidental, consequential, or other
damages.
For general information on our other products and services or for technical support, please contact
our Customer Care Department within the United States at (800) 762-2974, outside the United
States at (317) 572-3993 or fax (317) 572-4002.
Wiley also publishes its books in a variety of electronic formats. Some content that appears in print
may not be available in electronic formats. For more information about Wiley products, visit our
web site at www.wiley.com.
ISBN: 978-0-470-18315-1
Library of Congress Cataloging-in-Publication Data is available.
Printed in the United States of America
10 9 8 7 6
5 4 3
2 1
ffirs
28 January 2012; 13:1:56
Contents
Preface to the Second Edition
Preface to the First Edition
Abbreviations
Introduction
Types of Problems Considered, 2
Description or Interpretation?, 8
1. Preliminaries
1.1 Random Functions, 11
1.2 On the Objectivity of Probabilistic Statements, 22
1.3
Transitive Theory, 24
2. Structural Analysis
2.1 General Principles, 28
2.2 Variogram Cloud and Sample Variogram, 33
2.3 Mathematical Properties of the Variogram, 59
2.4 Regularization and Nugget Effect, 78
2.5 Variogram Models, 84
2.6
2.7 Variography in the Presence of a Drift, 122
2.8
Simple Applications of the Variogram, 130
2.9 Complements: Theory of Variogram Estimation and
Fitting a Variogram Model, 109
Fluctuation, 138
ftoc
28 January 2012; 13:4:27
ix
xiii
xv
1
11
28
v
vi
3. Kriging
CONTENTS
147
Introduction, 147
3.1
3.2 Notations and Assumptions, 149
3.3 Kriging with a Known Mean, 150
3.4 Kriging with an Unknown Mean, 161
3.5
Estimation of a Spatial Average, 196
3.6
Selection of a Kriging Neighborhood, 204
3.7 Measurement Errors and Outliers, 216
3.8 Case Study: The Channel Tunnel, 225
3.9 Kriging Under Inequality Constraints, 232
4.
Intrinsic Model of Order k
238
Introduction, 238
Intrinsic Random Functions of Order k, 252
4.1
4.2 A Second Look at the Model of Universal Kriging, 240
4.3 Allowable Linear Combinations of Order k, 245
4.4
4.5 Generalized Covariance Functions, 257
4.6
4.7 Generalized Variogram, 281
4.8 Automatic Structure Identification, 286
4.9
Stochastic Differential Equations, 294
Estimation in the IRF Model, 269
299
386
5. Multivariate Methods
Introduction, 299
Simple Cokriging, 302
5.1
5.2 Notations and Assumptions, 300
5.3
5.4 Universal Cokriging, 305
5.5 Derivative Information, 320
5.6 Multivariate Random Functions, 330
5.7
5.8
Shortcuts, 360
Space Time Models, 370
6. Nonlinear Methods
Introduction, 386
6.1
6.2 Global Point Distribution, 387
6.3
6.4
6.5
Local Point Distribution: Simple Methods, 392
Local Estimation by Disjunctive Kriging, 401
Selectivity and Support Effect, 433
ftoc
28 January 2012; 13:4:27
vii
478
629
642
689
CONTENTS
6.6 Multi-Gaussian Change-of-Support Model, 445
6.7 Affine Correction, 448
6.8 Discrete Gaussian Model, 449
6.9 Non-Gaussian Isofactorial Change-of-Support Models, 466
6.10 Applications and Discussion, 469
6.11 Change of Support by the Maximum (C. Lantu ´ejoul), 470
7. Conditional Simulations
Introduction and Definitions, 478
Turning Bands, 502
7.1
7.2 Direct Conditional Simulation of a Continuous Variable, 489
7.3 Conditioning by Kriging, 495
7.4
7.5 Nonconditional Simulation of a Continuous Variable, 508
7.6
7.7 Object-Based Simulations: Boolean Models, 574
7.8
7.9 Additional Topics, 606
7.10 Case Studies, 615
Simulation of a Categorical Variable, 546
Beyond Standard Conditioning, 590
Appendix
References
Index
ftoc
28 January 2012; 13:4:27
In memory of Georges MATHERON
(1930 2000)
ftoc
28 January 2012; 13:4:27