A two-stage efficient history matching procedure of non-Gaussian fields

2016 ◽  
Vol 138 ◽  
pp. 189-200 ◽  
Author(s):  
Kai Zhang ◽  
Ranran Lu ◽  
Liming Zhang ◽  
Xiaoming Zhang ◽  
Jun Yao ◽  
...  
Author(s):  
Robin E Upham ◽  
Michael L Brown ◽  
Lee Whittaker

Abstract We investigate whether a Gaussian likelihood is sufficient to obtain accurate parameter constraints from a Euclid-like combined tomographic power spectrum analysis of weak lensing, galaxy clustering and their cross-correlation. Testing its performance on the full sky against the Wishart distribution, which is the exact likelihood under the assumption of Gaussian fields, we find that the Gaussian likelihood returns accurate parameter constraints. This accuracy is robust to the choices made in the likelihood analysis, including the choice of fiducial cosmology, the range of scales included, and the random noise level. We extend our results to the cut sky by evaluating the additional non-Gaussianity of the joint cut-sky likelihood in both its marginal distributions and dependence structure. We find that the cut-sky likelihood is more non-Gaussian than the full-sky likelihood, but at a level insufficient to introduce significant inaccuracy into parameter constraints obtained using the Gaussian likelihood. Our results should not be affected by the assumption of Gaussian fields, as this approximation only becomes inaccurate on small scales, which in turn corresponds to the limit in which any non-Gaussianity of the likelihood becomes negligible. We nevertheless compare against N-body weak lensing simulations and find no evidence of significant additional non-Gaussianity in the likelihood. Our results indicate that a Gaussian likelihood will be sufficient for robust parameter constraints with power spectra from Stage IV weak lensing surveys.


Geofluids ◽  
2018 ◽  
Vol 2018 ◽  
pp. 1-21 ◽  
Author(s):  
Sungil Kim ◽  
Baehyun Min ◽  
Kyungbook Lee ◽  
Hoonyoung Jeong

This study couples an iterative sparse coding in a transformed space with an ensemble smoother with multiple data assimilation (ES-MDA) for providing a set of geologically plausible models that preserve the non-Gaussian distribution of lithofacies in a channelized reservoir. Discrete cosine transform (DCT) of sand-shale facies is followed by the repetition of K-singular value decomposition (K-SVD) in order to construct sparse geologic dictionaries that archive geologic features of the channelized reservoir such as pattern and continuity. Integration of ES-MDA, DCT, and K-SVD is conducted in a complementary way as the initially static dictionaries are updated with dynamic data in each assimilation of ES-MDA. This update of dictionaries allows the coupled algorithm to yield an ensemble well conditioned to static and dynamic data at affordable computational costs. Applications of the proposed algorithm to history matching of two channelized gas reservoirs show that the hybridization of DCT and iterative K-SVD enhances the matching performance of gas rate, water rate, bottomhole pressure, and channel properties with geological plausibility.


2012 ◽  
Vol 518-523 ◽  
pp. 4376-4379
Author(s):  
Bao Yi Jiang ◽  
Zhi Ping Li

With the increase in computational capability, numerical reservoir simulation has become an essential tool for reservoir engineering. To minimize the objective function involved in the history matching procedure, we need to apply the optimization algorithms. This paper is based on the optimization algorithms used in automatic history matching.


2012 ◽  
Vol 109 (49) ◽  
pp. 19943-19948 ◽  
Author(s):  
T. H. Beuman ◽  
A. M. Turner ◽  
V. Vitelli

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