Joint Updating of Petrophysical Properties and Discrete Facies Variables From Assimilating Production Data Using the EnKF

SPE Journal ◽  
2010 ◽  
Vol 16 (02) ◽  
pp. 318-330 ◽  
Author(s):  
Chinedu C. Agbalaka ◽  
Dean S. Oliver

Summary The ensemble Kalman filter (EnKF), is a sequential data-assimilation technique that has been shown to work quite well in obtaining conditional facies models from assimilating production data. Because the problem of history matching geological facies is quite complex, most efforts at solving this problem typically assume that facies properties are constant and spatially homogeneous. In this paper, we propose a method for updating both the categorical facies variables and the spatially heterogeneous and nonuniform properties of the facies in a consistent manner within the EnKF framework. Tests of our proposed approach on two representative examples with different features of nonstationarity resulted in satisfactory history-match solutions and geologically consistent estimates of the nonuniform and heterogeneous petrophysical properties.

SPE Journal ◽  
2011 ◽  
Vol 16 (02) ◽  
pp. 294-306 ◽  
Author(s):  
Lingzao Zeng ◽  
Haibin Chang ◽  
Dongxiao Zhang

Summary The ensemble Kalman filter (EnKF) has been used widely for data assimilation. Because the EnKF is a Monte Carlo-based method, a large ensemble size is required to reduce the sampling errors. In this study, a probabilistic collocation-based Kalman filter (PCKF) is developed to adjust the reservoir parameters to honor the production data. It combines the advantages of the EnKF for dynamic data assimilation and the polynomial chaos expansion (PCE) for efficient uncertainty quantification. In this approach, all the system parameters and states and the production data are approximated by the PCE. The PCE coefficients are solved with the probabilistic collocation method (PCM). Collocation realizations are constructed by choosing collocation point sets in the random space. The simulation for each collocation realization is solved forward in time independently by means of an existing deterministic solver, as in the EnKF method. In the analysis step, the needed covariance is approximated by the PCE coefficients. In this study, a square-root filter is employed to update the PCE coefficients. After the analysis, new collocation realizations are constructed. With the parameter collocation realizations as the inputs and the state collocation realizations as initial conditions, respectively, the simulations are forwarded to the next analysis step. Synthetic 2D water/oil examples are used to demonstrate the applicability of the PCKF in history matching. The results are compared with those from the EnKF on the basis of the same analysis. It is shown that the estimations provided by the PCKF are comparable to those obtained from the EnKF. The biggest improvement of the PCKF comes from the leading PCE approximation, with which the computational burden of the PCKF can be greatly reduced by means of a smaller number of simulation runs, and the PCKF outperforms the EnKF for a similar computational effort. When the correlation ratio is much smaller, the PCKF still provides estimations with a better accuracy for a small computational effort.


SPE Journal ◽  
2010 ◽  
Vol 16 (02) ◽  
pp. 307-317 ◽  
Author(s):  
Yanfen Zhang ◽  
Dean S. Oliver

Summary The increased use of optimization in reservoir management has placed greater demands on the application of history matching to produce models that not only reproduce the historical production behavior but also preserve geological realism and quantify forecast uncertainty. Geological complexity and limited access to the subsurface typically result in a large uncertainty in reservoir properties and forecasts. However, there is a systematic tendency to underestimate such uncertainty, especially when rock properties are modeled using Gaussian random fields. In this paper, we address one important source of uncertainty: the uncertainty in regional trends by introducing stochastic trend coefficients. The multiscale parameters including trend coefficients and heterogeneities can be estimated using the ensemble Kalman filter (EnKF) for history matching. Multiscale heterogeneities are often important, especially in deepwater reservoirs, but are generally poorly represented in history matching. In this paper, we describe a method for representing and updating multiple scales of heterogeneity in the EnKF. We tested our method for updating these variables using production data from a deepwater field whose reservoir model has more than 200,000 unknown parameters. The match of reservoir simulator forecasts to real field data using a standard application of EnKF had not been entirely satisfactory because it was difficult to match the water cut of a main producer in the reservoir. None of the realizations of the reservoir exhibited water breakthrough using the standard parameterization method. By adding uncertainty in large-scale trends of reservoir properties, the ability to match the water cut and other production data was improved substantially. The results indicate that an improvement in the generation of the initial ensemble and in the variables describing the property fields gives an improved history match with plausible geology. The multiscale parameterization of property fields reduces the tendency to underestimate uncertainty while still providing reservoir models that match data.


2011 ◽  
Vol 139 (12) ◽  
pp. 3938-3953 ◽  
Author(s):  
Xiaodong Luo ◽  
Ibrahim Hoteit

Abstract A robust ensemble filtering scheme based on the H∞ filtering theory is proposed. The optimal H∞ filter is derived by minimizing the supremum (or maximum) of a predefined cost function, a criterion different from the minimum variance used in the Kalman filter. By design, the H∞ filter is more robust than the Kalman filter, in the sense that the estimation error in the H∞ filter in general has a finite growth rate with respect to the uncertainties in assimilation, except for a special case that corresponds to the Kalman filter. The original form of the H∞ filter contains global constraints in time, which may be inconvenient for sequential data assimilation problems. Therefore a variant is introduced that solves some time-local constraints instead, and hence it is called the time-local H∞ filter (TLHF). By analogy to the ensemble Kalman filter (EnKF), the concept of ensemble time-local H∞ filter (EnTLHF) is also proposed. The general form of the EnTLHF is outlined, and some of its special cases are discussed. In particular, it is shown that an EnKF with certain covariance inflation is essentially an EnTLHF. In this sense, the EnTLHF provides a general framework for conducting covariance inflation in the EnKF-based methods. Some numerical examples are used to assess the relative robustness of the TLHF–EnTLHF in comparison with the corresponding KF–EnKF method.


SPE Journal ◽  
2006 ◽  
Vol 11 (04) ◽  
pp. 431-442 ◽  
Author(s):  
Xian-Huan Wen ◽  
Wen H. Chen

Summary The ensemble Kalman Filter technique (EnKF) has been reported to be very efficient for real-time updating of reservoir models to match the most current production data. Using EnKF, an ensemble of reservoir models assimilating the most current observations of production data is always available. Thus, the estimations of reservoir model parameters, and their associated uncertainty, as well as the forecasts are always up-to-date. In this paper, we apply the EnKF for continuously updating an ensemble of permeability models to match real-time multiphase production data. We improve the previous EnKF by adding a confirming option (i.e., the flow equations are re-solved from the previous assimilating step to the current step using the updated current permeability models). By doing so, we ensure that the updated static and dynamic parameters are always consistent with the flow equations at the current step. However, it also creates some inconsistency between the static and dynamic parameters at the previous step where the confirming starts. Nevertheless, we show that, with the confirming approach, the filter shows better performance for the particular example investigated. We also investigate the sensitivity of using a different number of realizations in the EnKF. Our results show that a relatively large number of realizations are needed to obtain stable results, particularly for the reliable assessment of uncertainty. The sensitivity of using different covariance functions is also investigated. The efficiency and robustness of the EnKF is demonstrated using an example. By assimilating more production data, new features of heterogeneity in the reservoir model can be revealed with reduced uncertainty, resulting in more accurate predictions of reservoir production. Introduction The reliability of reservoir models could increase as more data are included in their construction. Traditionally, static (hard and soft) data, such as geological, geophysical, and well log/core data are incorporated into reservoir geological models through conditional geostatistical simulation (Deutsch and Journel 1998). Dynamic production data, such as historical measurements of reservoir production, account for the majority of reservoir data collected during the production phase. These data are directly related to the recovery process and to the response variables that form the basis for reservoir management decisions. Incorporation of dynamic data is typically done through a history-matching process. Traditionally, history matching adjusts model variables (such as permeability, porosity, and transmissibility) so that the flow simulation results using the adjusted parameters match the observations. It usually requires repeated flow simulations. Both manual and (semi-) automatic history-matching processes are available in the industry (Chen et al. 1974; He et al. 1996; Landa and Horne 1997; Milliken and Emanuel 1998; Vasco et al. 1998; Wen et al. 1998a, 1998b; Roggero and Hu 1998; Agarwal and Blunt 2003; Caers 2003; Cheng et al. 2004). Automatic history matching is usually formulated in the form of a minimization problem in which the mismatch between measurements and computed values is minimized (Tarantola 1987; Sun 1994). Gradient-based methods are widely employed for such minimization problems, which require the computation of sensitivity coefficients (Li et al. 2003; Wen et al. 2003; Gao and Reynolds 2006). In the recent decade, automatic history matching has been a very active research area with significant progress reported (Cheng et al. 2004; Gao and Reynolds 2006; Wen et al. 1997). However, most approaches are either limited to small and simple reservoir models or are computationally too intensive for practical applications. Under the framework of traditional history matching, the assessment of uncertainty is usually through a repeated history-matching process with different initial models, which makes the process even more CPU-demanding. In addition, the traditional history-matching methods are not designed in such a fashion that allows for continuous model updating. When new production data are available and are required to be incorporated, the history-matching process has to be repeated using all measured data. These limit the efficiency and applicability of the traditional automatic history-matching techniques.


2007 ◽  
Vol 14 (4) ◽  
pp. 395-408 ◽  
Author(s):  
S. Nakano ◽  
G. Ueno ◽  
T. Higuchi

Abstract. A new filtering technique for sequential data assimilation, the merging particle filter (MPF), is proposed. The MPF is devised to avoid the degeneration problem, which is inevitable in the particle filter (PF), without prohibitive computational cost. In addition, it is applicable to cases in which a nonlinear relationship exists between a state and observed data where the application of the ensemble Kalman filter (EnKF) is not effectual. In the MPF, the filtering procedure is performed based on sampling of a forecast ensemble as in the PF. However, unlike the PF, each member of a filtered ensemble is generated by merging multiple samples from the forecast ensemble such that the mean and covariance of the filtered distribution are approximately preserved. This merging of multiple samples allows the degeneration problem to be avoided. In the present study, the newly proposed MPF technique is introduced, and its performance is demonstrated experimentally.


SPE Journal ◽  
2010 ◽  
Vol 15 (04) ◽  
pp. 1062-1076 ◽  
Author(s):  
A.. Seiler ◽  
S.I.. I. Aanonsen ◽  
G.. Evensen ◽  
J.C.. C. Rivenæs

Summary Although typically large uncertainties are associated with reservoir structure, the reservoir geometry is usually fixed to a single interpretation in history-matching workflows, and focus is on the estimation of geological properties such as facies location, porosity, and permeability fields. Structural uncertainties can have significant effects on the bulk reservoir volume, well planning, and predictions of future production. In this paper, we consider an integrated reservoir-characterization workflow for structural-uncertainty assessment and continuous updating of the structural reservoir model by assimilation of production data. We address some of the challenges linked to structural-surface updating with the ensemble Kalman filter (EnKF). An ensemble of reservoir models, expressing explicitly the uncertainty resulting from seismic interpretation and time-to-depth conversion, is created. The top and bottom reservoir-horizon uncertainties are considered as a parameter for assisted history matching and are updated by sequential assimilation of production data using the EnKF. To avoid modifications in the grid architecture and thus to ensure a fixed dimension of the state vector, an elastic-grid approach is proposed. The geometry of a base-case simulation grid is deformed to match the realizations of the top and bottom reservoir horizons. The method is applied to a synthetic example, and promising results are obtained. The result is an ensemble of history-matched structural models with reduced and quantified uncertainty. The updated ensemble of structures provides a more reliable characterization of the reservoir architecture and a better estimate of the field oil in place.


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