Uncertainty quantification in state estimation using the probabilistic collocation method

2011 ◽  
Author(s):  
Guang Lin ◽  
Ning Zhou ◽  
Thomas Ferryman ◽  
Francis Tuffner
Keyword(s):  
Uncertainty Quantification ◽  
State Estimation ◽  
Collocation Method ◽  
Probabilistic Collocation Method ◽  
Probabilistic Collocation

Efficient and Accurate Global Sensitivity Analysis for Reservoir Simulations By Use of the Probabilistic Collocation Method

SPE Journal ◽  
2013 ◽  
Vol 19 (04) ◽  
pp. 621-635 ◽  
Author(s):  
Cheng Dai ◽  
Heng Li ◽  
Dongxiao Zhang
Keyword(s):  
Sensitivity Analysis ◽  
Collocation Method ◽  
History Matching ◽  
Global Sensitivity Analysis ◽  
Computational Cost ◽  
Global Sensitivity ◽  
Reservoir Simulations ◽  
Probabilistic Collocation Method ◽  
The Impact ◽  
Probabilistic Collocation

Summary Reservoir simulations involve a large number of formation and fluid parameters, many of which are subject to uncertainties owing to the combination of spatial heterogeneity and insufficient measurements. Accurately quantifying the impact of varying parameters on simulation models can reveal the importance of the parameters, which helps in designing field-characterization strategies and determining parameterization for history matching. Compared with the commonly used local sensitivity analysis (SA), global SA considers the whole variation range of the parameters and can thus provide more-complete information. However, the traditional global sensitivity analysis that is derived from Monte Carlo simulation (MCS) is computationally too demanding for reservoir simulations. In this study, we propose an alternative approach that is both accurate and efficient. In the proposed approach, the model outputs such as pressure and reservoir production quantities are expressed by polynomial chaos expansions (PCEs). The probabilistic collocation method is used to determine the coefficients of the polynomial expansions by solving outputs at different sets of collocation points by means of the original partial-differential equations. Then, a proxy is constructed with such coefficients. Accurate statistical sensitivity indices of the uncertainty parameters can be obtained by running the proxy. We validate the approach with 2D examples by comparing with the MCS-based global SA. It is found that with only a small fraction of the computational cost required by the MCS approach, the new approach gives accurate global sensitivity for each parameter. The proposed approach is also demonstrated on a large-scale 3D black-oil model, for which the MCS-based global SA is found to be computationally infeasible. It is found that the developed approach possesses the following key advantages: It requires a much smaller number of reservoir simulations for accurate global SA; it is nonintrusive and can be implemented with existing codes or simulators; and it can accommodate arbitrary distributions of parameters encountered in realistic geological situations.

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