Robust Algorithms for History Matching of Imperfect Subsurface Models

SPE Journal ◽  
2020 ◽  
Vol 25 (06) ◽  
pp. 3300-3316 ◽  
Author(s):  
Muzammil H. Rammay ◽  
Ahmed H. Elsheikh ◽  
Yan Chen

Summary In this work, we evaluate different algorithms to account for model errors while estimating the model parameters, especially when the model discrepancy (used interchangeably with “model error”) is large. In addition, we introduce two new algorithms that are closely related to some of the published approaches under consideration. Considering all these algorithms, the first calibration approach (base case scenario) relies on Bayesian inversion using iterative ensemble smoothing with annealing schedules without any special treatment for the model error. In the second approach, the residual obtained after calibration is used to iteratively update the total error covariance combining the effects of both model errors and measurement errors. In the third approach, the principal component analysis (PCA)-based error model is used to represent the model discrepancy during history matching. This leads to a joint inverse problem in which both the model parameters and the parameters of a PCA-based error model are estimated. For the joint inversion within the Bayesian framework, prior distributions have to be defined for all the estimated parameters, and the prior distribution for the PCA-based error model parameters are generally hard to define. In this study, the prior statistics of the model discrepancy parameters are estimated using the outputs from pairs of high-fidelity and low-fidelity models generated from the prior realizations. The fourth approach is similar to the third approach; however, an additional covariance matrix of difference between a PCA-based error model and the corresponding actual realizations of prior error is added to the covariance matrix of the measurement error. The first newly introduced algorithm (fifth approach) relies on building an orthonormal basis for the misfit component of the error model, which is obtained from a difference between the PCA-based error model and the corresponding actual realizations of the prior error. The misfit component of the error model is subtracted from the data residual (difference between observations and model outputs) to eliminate the incorrect relative contribution to the prediction from the physical model and the error model. In the second newly introduced algorithm (sixth approach), we use the PCA-based error model as a physically motivated bias correction term and an iterative update of the covariance matrix of the total error during history matching. All the algorithms are evaluated using three forecasting measures, and the results show that a good parameterization of the error model is needed to obtain a good estimate of physical model parameters and to provide better predictions. In this study, the last three approaches (i.e., fourth, fifth, sixth) outperform the other methods in terms of the quality of estimated model parameters and the prediction capability of the calibrated imperfect models.

SPE Journal ◽  
2020 ◽  
Vol 25 (02) ◽  
pp. 951-968 ◽  
Author(s):  
Minjie Lu ◽  
Yan Chen

Summary Owing to the complex nature of hydrocarbon reservoirs, the numerical model constructed by geoscientists is always a simplified version of reality: for example, it might lack resolution from discretization and lack accuracy in modeling some physical processes. This flaw in the model that causes mismatch between actual observations and simulated data when “perfect” model parameters are used as model inputs is known as “model error”. Even in a situation when the model is a perfect representation of reality, the inputs to the model are never completely known. During a typical model calibration procedure, only a subset of model inputs is adjusted to improve the agreement between model responses and historical data. The remaining model inputs that are not calibrated and are likely fixed at incorrect values result in model error in a similar manner as the imperfect model scenario. Assimilation of data without accounting for model error can result in the incorrect adjustment to model parameters, the underestimation of prediction uncertainties, and bias in forecasts. In this paper, we investigate the benefit of recognizing and accounting for model error when an iterative ensemble smoother is used to assimilate production data. The correlated “total error” (a combination of model error and observation error) is estimated from the data residual after a standard history-matching using the Levenberg-Marquardt form of iterative ensemble smoother (LM-EnRML). This total error is then used in further data assimilations to improve the estimation of model parameters and quantification of prediction uncertainty. We first illustrate the method using a synthetic 2D five-spot example, where some model errors are deliberately introduced, and the results are closely examined against the known “true” model. Then, the Norne field case is used to further evaluate the method. The Norne model has previously been history-matched using the LM-EnRML (Chen and Oliver 2014), where cell-by-cell properties (permeability, porosity, net-to-gross, vertical transmissibility) and parameters related to fault transmissibility, depths of water/oil contacts, and relative permeability function are adjusted to honor historical data. In this previous study, the authors highlighted the importance of including large amounts of model parameters, the proper use of localization, and heuristic adjustment of data noise to account for modeling error. In this paper, we improve the last aspect by quantitatively estimating model error using residual analysis.


Author(s):  
Muzammil Hussain Rammay ◽  
Ahmed H. Elsheikh ◽  
Yan Chen

AbstractIterative ensemble smoothers have been widely used for calibrating simulators of various physical systems due to the relatively low computational cost and the parallel nature of the algorithm. However, iterative ensemble smoothers have been designed for perfect models under the main assumption that the specified physical models and subsequent discretized mathematical models have the capability to model the reality accurately. While significant efforts are usually made to ensure the accuracy of the mathematical model, it is widely known that the physical models are only an approximation of reality. These approximations commonly introduce some type of model error which is generally unknown and when the models are calibrated, the effects of the model errors could be smeared by adjusting the model parameters to match historical observations. This results in a bias estimated parameters and as a consequence might result in predictions with questionable quality. In this paper, we formulate a flexible iterative ensemble smoother, which can be used to calibrate imperfect models where model errors cannot be neglected. We base our method on the ensemble smoother with multiple data assimilation (ES-MDA) as it is one of the most widely used iterative ensemble smoothing techniques. In the proposed algorithm, the residual (data mismatch) is split into two parts. One part is used to derive the parameter update and the second part is used to represent the model error. The proposed method is quite general and relaxes many of the assumptions commonly introduced in the literature. We observe that the proposed algorithm has the capability to reduce the effect of model bias by capturing the unknown model errors, thus improving the quality of the estimated parameters and prediction capacity of imperfect physical models.


SPE Journal ◽  
2020 ◽  
Vol 25 (06) ◽  
pp. 3349-3365
Author(s):  
Azadeh Mamghaderi ◽  
Babak Aminshahidy ◽  
Hamid Bazargan

Summary Using fast and reliable proxies instead of sophisticated and time-consuming reservoir simulators is of great importance in reservoir management. The capacitance-resistance model (CRM) as a fast proxy has been widely used in this area. However, the inadequacy of this proxy for simplifying complex reservoirs with a limited number of parameters has not been addressed appropriately in related works in the literature. In this study, potential uncertainties in the modeling of the waterflooding process in the reservoir by the producer-based version of CRM (CRMP) are formulated, leading to embedding a new error-related term into the original formulation of the proxy. Considering a general form of the model error to represent both white and colored noises, a system of a CRMP-error equation is introduced analytically to deal with any type of intrinsic model imperfection. Two approaches are developed for the problem solution including the following: tuning the additional error-related parameters as a complementary stage of a classical history-matching procedure, and updating these parameters simultaneously with the original model parameters in a data-assimilation approach over model training time. To validate the model and show the effectiveness of both solution schemes, the injection and production data of a water-injection procedure in a three-layered reservoir model are used. Results show that the error-related parameters can be matched successfully along with the model original variables either in a routine model calibration procedure or in a data-assimilation approach by using the ensemble-based Kalman filter (EnKF) method. Comparing the average of the obtained range for the liquid rate as the problem output with true data demonstrates the effectiveness of considering model error. This leads to substantial improvement of the results compared with the case of applying the original model without considering the error term.


2017 ◽  
Vol 140 (1) ◽  
Author(s):  
Na Qiu ◽  
Chanyoung Park ◽  
Yunkai Gao ◽  
Jianguang Fang ◽  
Guangyong Sun ◽  
...  

In calibrating model parameters, it is important to include the model discrepancy term in order to capture missing physics in simulation, which can result from numerical, measurement, and modeling errors. Ignoring the discrepancy may lead to biased calibration parameters and predictions, even with an increasing number of observations. In this paper, a simple yet efficient calibration method is proposed based on sensitivity information when the simulation model has a model error and/or numerical error but only a small number of observations are available. The sensitivity-based calibration method captures the trend of observation data by matching the slope of simulation predictions and observations at different designs and then utilizing a constant value to compensate for the model discrepancy. The sensitivity-based calibration is compared with the conventional least squares calibration method and Bayesian calibration method in terms of parameter estimation and model prediction accuracies. A cantilever beam example, as well as a honeycomb tube crush example, is used to illustrate the calibration process of these three methods. It turned out that the sensitivity-based method has a similar performance with the Bayesian calibration method and performs much better than the conventional method in parameter estimation and prediction accuracy.


2016 ◽  
Vol 144 (12) ◽  
pp. 4885-4917 ◽  
Author(s):  
Nan Chen ◽  
Andrew J. Majda

Abstract In this paper, a general conditional Gaussian framework for filtering complex turbulent systems is introduced. Despite the conditional Gaussianity, such systems are nevertheless highly nonlinear and are able to capture the non-Gaussian features of nature. The special structure of the filter allows closed analytical formulas for updating the posterior states and is thus computationally efficient. An information-theoretic framework is developed to assess the model error in the filter estimates. Three types of applications in filtering conditional Gaussian turbulent systems with model error are illustrated. First, dyad models are utilized to illustrate that ignoring the energy-conserving nonlinear interactions in designing filters leads to significant model errors in filtering turbulent signals from nature. Then a triad (noisy Lorenz 63) model is adopted to understand the model error due to noise inflation and underdispersion. It is also utilized as a test model to demonstrate the efficiency of a novel algorithm, which exploits the conditional Gaussian structure, to recover the time-dependent probability density functions associated with the unobserved variables. Furthermore, regarding model parameters as augmented state variables, the filtering framework is applied to the study of parameter estimation with detailed mathematical analysis. A new approach with judicious model error in the equations associated with the augmented state variables is proposed, which greatly enhances the efficiency in estimating model parameters. Other examples of this framework include recovering random compressible flows from noisy Lagrangian tracers, filtering the stochastic skeleton model of the Madden–Julian oscillation (MJO), and initialization of the unobserved variables in predicting the MJO/monsoon indices.


Energies ◽  
2020 ◽  
Vol 13 (17) ◽  
pp. 4290
Author(s):  
Dongmei Zhang ◽  
Yuyang Zhang ◽  
Bohou Jiang ◽  
Xinwei Jiang ◽  
Zhijiang Kang

Reservoir history matching is a well-known inverse problem for production prediction where enormous uncertain reservoir parameters of a reservoir numerical model are optimized by minimizing the misfit between the simulated and history production data. Gaussian Process (GP) has shown promising performance for assisted history matching due to the efficient nonparametric and nonlinear model with few model parameters to be tuned automatically. Recently introduced Gaussian Processes proxy models and Variogram Analysis of Response Surface-based sensitivity analysis (GP-VARS) uses forward and inverse Gaussian Processes (GP) based proxy models with the VARS-based sensitivity analysis to optimize the high-dimensional reservoir parameters. However, the inverse GP solution (GPIS) in GP-VARS are unsatisfactory especially for enormous reservoir parameters where the mapping from low-dimensional misfits to high-dimensional uncertain reservoir parameters could be poorly modeled by GP. To improve the performance of GP-VARS, in this paper we propose the Gaussian Processes proxy models with Latent Variable Models and VARS-based sensitivity analysis (GPLVM-VARS) where Gaussian Processes Latent Variable Model (GPLVM)-based inverse solution (GPLVMIS) instead of GP-based GPIS is provided with the inputs and outputs of GPIS reversed. The experimental results demonstrate the effectiveness of the proposed GPLVM-VARS in terms of accuracy and complexity. The source code of the proposed GPLVM-VARS is available at https://github.com/XinweiJiang/GPLVM-VARS.


Author(s):  
Geir Evensen

AbstractIt is common to formulate the history-matching problem using Bayes’ theorem. From Bayes’, the conditional probability density function (pdf) of the uncertain model parameters is proportional to the prior pdf of the model parameters, multiplied by the likelihood of the measurements. The static model parameters are random variables characterizing the reservoir model while the observations include, e.g., historical rates of oil, gas, and water produced from the wells. The reservoir prediction model is assumed perfect, and there are no errors besides those in the static parameters. However, this formulation is flawed. The historical rate data only approximately represent the real production of the reservoir and contain errors. History-matching methods usually take these errors into account in the conditioning but neglect them when forcing the simulation model by the observed rates during the historical integration. Thus, the model prediction depends on some of the same data used in the conditioning. The paper presents a formulation of Bayes’ theorem that considers the data dependency of the simulation model. In the new formulation, one must update both the poorly known model parameters and the rate-data errors. The result is an improved posterior ensemble of prediction models that better cover the observations with more substantial and realistic uncertainty. The implementation accounts correctly for correlated measurement errors and demonstrates the critical role of these correlations in reducing the update’s magnitude. The paper also shows the consistency of the subspace inversion scheme by Evensen (Ocean Dyn. 54, 539–560 2004) in the case with correlated measurement errors and demonstrates its accuracy when using a “larger” ensemble of perturbations to represent the measurement error covariance matrix.


2021 ◽  
Author(s):  
Guohua Gao ◽  
Jeroen Vink ◽  
Fredrik Saaf ◽  
Terence Wells

Abstract When formulating history matching within the Bayesian framework, we may quantify the uncertainty of model parameters and production forecasts using conditional realizations sampled from the posterior probability density function (PDF). It is quite challenging to sample such a posterior PDF. Some methods e.g., Markov chain Monte Carlo (MCMC), are very expensive (e.g., MCMC) while others are cheaper but may generate biased samples. In this paper, we propose an unconstrained Gaussian Mixture Model (GMM) fitting method to approximate the posterior PDF and investigate new strategies to further enhance its performance. To reduce the CPU time of handling bound constraints, we reformulate the GMM fitting formulation such that an unconstrained optimization algorithm can be applied to find the optimal solution of unknown GMM parameters. To obtain a sufficiently accurate GMM approximation with the lowest number of Gaussian components, we generate random initial guesses, remove components with very small or very large mixture weights after each GMM fitting iteration and prevent their reappearance using a dedicated filter. To prevent overfitting, we only add a new Gaussian component if the quality of the GMM approximation on a (large) set of blind-test data sufficiently improves. The unconstrained GMM fitting method with the new strategies proposed in this paper is validated using nonlinear toy problems and then applied to a synthetic history matching example. It can construct a GMM approximation of the posterior PDF that is comparable to the MCMC method, and it is significantly more efficient than the constrained GMM fitting formulation, e.g., reducing the CPU time by a factor of 800 to 7300 for problems we tested, which makes it quite attractive for large scale history matching problems.


2005 ◽  
Vol 6 (4) ◽  
pp. 460-475 ◽  
Author(s):  
Jason A. Otkin ◽  
Martha C. Anderson ◽  
John R. Mecikalski ◽  
George R. Diak

Abstract Reliable procedures that accurately map surface insolation over large domains at high spatial and temporal resolution are a great benefit for making the predictions of potential and actual evapotranspiration that are required by a variety of hydrological and agricultural applications. Here, estimates of hourly and daily integrated insolation at 20-km resolution, based on Geostationary Operational Environmental Satellite (GOES) visible imagery are compared to pyranometer measurements made at 11 sites in the U.S. Climate Reference Network (USCRN) over a continuous 15-month period. Such a comprehensive survey is necessary in order to examine the accuracy of the satellite insolation estimates over a diverse range of seasons and land surface types. The relatively simple physical model of insolation that is tested here yields good results, with seasonally averaged model errors of 62 (19%) and 15 (10%) W m−2 for hourly and daily-averaged insolation, respectively, including both clear- and cloudy-sky conditions. This level of accuracy is comparable, or superior, to results that have been obtained with more complex models of atmospheric radiative transfer. Model performance can be improved in the future by addressing a small elevation-related bias in the physical model, which is likely the result of inaccurate model precipitable water inputs or cloud-height assessments.


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