Approximate Derivative Computations for the Gradient-Based Optimization Methods in the Local Gradual Deformation for History Matching

2011 ◽  
Vol 43 (5) ◽  
pp. 537-564 ◽  
Author(s):  
Didier Yu Ding
SPE Journal ◽  
2011 ◽  
Vol 16 (03) ◽  
pp. 582-593 ◽  
Author(s):  
D.Y.. Y. Ding

Summary Assisted history matching is now widely used to constrain reservoir models. However, history matching is a complex inverse problem, and it is always a big challenge to history match large fields with a large number of parameters. In this paper, we present a new technique for the gradient-based optimization methods to improve history matching for large fields. This new technique is based on data partition for the gradient calculations. In history matching, the objective function can be split into local components, and a local component generally depends on fewer influential parameters. On the basis of this decomposition, we can propose a perturbation design, which allows us to calculate all derivatives of the objective function with only a few perturbations. This method is particularly interesting for regional and well-level history matching, and it is also suitable to match geostatistical models by introducing numerous local parameters. This new technique makes history matching with a large number of parameters (large field) tractable.


Author(s):  
Shuang Wang ◽  
John C. Brigham

This work presents a strategy to identify the optimal localized activation and actuation for a morphing thermally activated SMP structure or structural component to obtain a targeted shape change or set of shape features, subject to design objectives such as minimal total required energy and time. This strategy combines numerical representations of the SMP structure’s thermo-mechanical behavior subject to activation and actuation with gradient-based nonlinear optimization methods to solve the morphing inverse problem that includes minimizing cost functions which address thermal and mechanical energy, morphing time, and damage. In particular, the optimization strategy utilizes the adjoint method to efficiently compute the gradient of the objective functional(s) with respect to the design parameters for this coupled thermo-mechanical problem.


2021 ◽  
Author(s):  
M. A. Borregales Reverón ◽  
H. H. Holm ◽  
O. Møyner ◽  
S. Krogstad ◽  
K.-A. Lie

Abstract The Ensemble Smoother with Multiple Data Assimilation (ES-MDA) method has been popular for petroleum reservoir history matching. However, the increasing inclusion of automatic differentiation in reservoir models opens the possibility to history-match models using gradient-based optimization. Here, we discuss, study, and compare ES-MDA and a gradient-based optimization for history-matching waterflooding models. We apply these two methods to history match reduced GPSNet-type models. To study the methods, we use an implementation of ES-MDA and a gradient-based optimization in the open-source MATLAB Reservoir Simulation Toolbox (MRST), and compare the methods in terms of history-matching quality and computational efficiency. We show complementary advantages of both ES-MDA and gradient-based optimization. ES-MDA is suitable when an exact gradient is not available and provides a satisfactory forecast of future production that often envelops the reference history data. On the other hand, gradient-based optimization is efficient if the exact gradient is available, as it then requires a low number of model evaluations. If the exact gradient is not available, using an approximate gradient or ES-MDA are good alternatives and give equivalent results in terms of computational cost and quality predictions.


2020 ◽  
Vol 8 ◽  
Author(s):  
Daniel Claudino ◽  
Jerimiah Wright ◽  
Alexander J. McCaskey ◽  
Travis S. Humble

By design, the variational quantum eigensolver (VQE) strives to recover the lowest-energy eigenvalue of a given Hamiltonian by preparing quantum states guided by the variational principle. In practice, the prepared quantum state is indirectly assessed by the value of the associated energy. Novel adaptive derivative-assembled pseudo-trotter (ADAPT) ansatz approaches and recent formal advances now establish a clear connection between the theory of quantum chemistry and the quantum state ansatz used to solve the electronic structure problem. Here we benchmark the accuracy of VQE and ADAPT-VQE to calculate the electronic ground states and potential energy curves for a few selected diatomic molecules, namely H2, NaH, and KH. Using numerical simulation, we find both methods provide good estimates of the energy and ground state, but only ADAPT-VQE proves to be robust to particularities in optimization methods. Another relevant finding is that gradient-based optimization is overall more economical and delivers superior performance than analogous simulations carried out with gradient-free optimizers. The results also identify small errors in the prepared state fidelity which show an increasing trend with molecular size.


1981 ◽  
Vol 21 (05) ◽  
pp. 551-557 ◽  
Author(s):  
Ali H. Dogru ◽  
John H. Seinfeld

Abstract The efficiency of automatic history matchingalgorithms depends on two factors: the computationtime needed per iteration and the number of iterations needed for convergence. In most historymatching algorithms, the most time-consumingaspect is the calculation of the sensitivitycoefficientsthe derivatives of the reservoir variables(pressure and saturation) with respect to the reservoirproperties (permeabilities and porosity). This paper presents an analysis of two methodsthe direct andthe variationalfor calculating sensitivitycoefficients, with particular emphasis on thecomputational requirements of the methods.If the simulator consists of a set of N ordinary differential equations for the grid-block variables(e.g., pressures)and there are M parameters forwhich the sensitivity coefficients are desired, the ratioof the computational efforts of the direct to thevariational method is N(M + 1)R = .N(N + 1) + M Thus, for M less than N the direct method is moreeconomical, whereas as M increases, a point isreached at which the variational method is preferred. Introduction There has been considerable interest in thedevelopment of automatic history matching algorithms.Although automatic history matching can offer significant advantages over trial-and-errorapproaches, its adoption has been somewhatlower than might have been anticipated when thefirst significant papers on the subject appeared. Oneobvious reason for the persistence of thetrial-and-error approach is that it does not requireadditional code development beyond that already involvedin the basic simulator, whereas automatic routinesrequire the appendixing of an iterative optimization routine to the basic simulator. Nevertheless, theinvestment of additional time in code developmentfor the history matching algorithm may be returned many fold during the actual history matchingexercise. In spite of the inherent advantages ofautomatic history matching, however, the automatic adjustment of the number of reservoir parameterstypically unknown even in a moderately sizedsimulation can require excessive amounts ofcomputation time. Therefore, it is of utmost importancethat an automatic history matching algorithm be asefficient as possible. Setting aside for the moment the issue of code complexity, the efficiency of analgorithm depends on two factors, the computationtime needed per iteration and the number ofiterations needed for convergence (whereconvergence is usually defined in terms of reaching acertain level of incremental change in either theparameters themselves or the objective function). Formost iterative optimization methods, the speed ofconvergence increases with the complexity of thealgorithm. SPEJ P. 551^


Author(s):  
Xike Zhao ◽  
Hae Chang Gea ◽  
Wei Song

In this paper the Eigenvalue-Superposition of Convex Models (ESCM) based topology optimization method for solving topology optimization problems under external load uncertainties is presented. The load uncertainties are formulated using the non-probabilistic based unknown-but-bounded convex model. The sensitivities are derived and the problem is solved using gradient based algorithm. The proposed ESCM based method yields the material distribution which would optimize the worst structure response under the uncertain loads. Comparing to the deterministic based topology optimization formulation the ESCM based method provided more reasonable solutions when load uncertainties were involved. The simplicity, efficiency and versatility of the proposed ESCM based topology optimization method can be considered as a supplement to the sophisticated reliability based topology optimization methods.


2018 ◽  
Vol 22 (6) ◽  
pp. 1465-1485 ◽  
Author(s):  
Oleg Volkov ◽  
Vladislav Bukshtynov ◽  
Louis J. Durlofsky ◽  
Khalid Aziz

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