Practical considerations in the application of simulated annealing to stochastic simulation

作者: Clayton V. Deutsch , Perry W. Cockerham

DOI: 10.1007/BF02065876

关键词: Numerical modelsPerturbation (astronomy)Stochastic modellingSimulated annealingAlgorithmComputer scienceConditional simulationStochastic simulationOptimization methodsOptimization problemMathematical optimization

摘要: Realizations generated by conditional simulation techniques must honor as much data possible to be reliable numerical models of the attribute under study. The application optimization methods such simulated annealing stochastic has potential more than conventional geostatistical techniques. essential feature this approach is formulation imaging an problem with some specified objective function. honored images are coded components in a global This paper describes basic algorithm and then addresses number practical questions: (1) what criteria for adding component function? (2) perturbation mechanism should employed simulation? (3) when temperature lowered procedure? (4) how edge/border nodes handled? (5) local conditioning (6) multiple weighted

参考文章(9)
Alain Marechal, Kriging Seismic Data in Presence of Faults Springer, Dordrecht. pp. 271- 294 ,(1984) , 10.1007/978-94-009-3699-7_17
Clayton V. Deutsch, Andre G. Journel, The Application of Simulated Annealing to Stochastic Reservoir Modeling SPE Advanced Technology Series. ,vol. 2, pp. 222- 227 ,(1994) , 10.2118/23565-PA
Stuart Geman, Donald Geman, Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images IEEE Transactions on Pattern Analysis and Machine Intelligence. ,vol. PAMI-6, pp. 721- 741 ,(1984) , 10.1109/TPAMI.1984.4767596
Helge H. Haldorsen, Elvind Damsleth, Stochastic Modeling (includes associated papers 21255 and 21299 ) Journal of Petroleum Technology. ,vol. 42, pp. 404- 412 ,(1990) , 10.2118/20321-PA
S. Kirkpatrick, C. D. Gelatt, M. P. Vecchi, Optimization by Simulated Annealing Science. ,vol. 220, pp. 671- 680 ,(1983) , 10.1126/SCIENCE.220.4598.671
Nicholas Metropolis, Arianna W. Rosenbluth, Marshall N. Rosenbluth, Augusta H. Teller, Edward Teller, Equation of State Calculations by Fast Computing Machines The Journal of Chemical Physics. ,vol. 21, pp. 1087- 1092 ,(1953) , 10.1063/1.1699114
Philippe M. Doyen, Porosity from seismic data: A geostatistical approach Geophysics. ,vol. 53, pp. 1263- 1275 ,(1988) , 10.1190/1.1442404
Clayton V. Deutsch, Conditioning Reservoir Models to Well Test Information Springer, Dordrecht. pp. 505- 518 ,(1993) , 10.1007/978-94-011-1739-5_40