Efficient Selection of Reservoir Model Outputs within an Emulation-Based Bayesian History-Matching Uncertainty Analysis

SPE Journal ◽  
2020 ◽  
Vol 25 (04) ◽  
pp. 2119-2142
Author(s):  
Carla Janaina Ferreira ◽  
Ian Vernon ◽  
Camila Caiado ◽  
Helena Nandi Formentin ◽  
Guilherme Daniel Avansi ◽  
...  

Summary When performing classic uncertainty reduction according to dynamic data, a large number of reservoir simulations need to be evaluated at high computational cost. As an alternative, we construct Bayesian emulators that mimic the dominant behavior of the reservoir simulator, and which are several orders of magnitude faster to evaluate. We combine these emulators within an iterative procedure that involves substantial but appropriate dimensional reduction of the output space (which represents the reservoir physical behavior, such as production data), enabling a more effective and efficient uncertainty reduction on the input space (representing uncertain reservoir parameters) than traditional methods, and with a more comprehensive understanding of the associated uncertainties. This study uses the emulation-based Bayesian history-matching (BHM) uncertainty analysis for the uncertainty reduction of complex models, which is designed to address problems with a high number of both input and output parameters. We detail how to efficiently choose sets of outputs that are suitable for emulation and that are highly informative to reduce the input-parameter space and investigate different classes of outputs and objective functions. We use output emulators and implausibility analysis iteratively to perform uncertainty reduction in the input-parameter space, and we discuss the strengths and weaknesses of certain popular classes of objective functions in this context. We demonstrate our approach through an application to a benchmark synthetic model (built using public data from a Brazilian offshore field) in an early stage of development using 4 years of historical data and four producers. This study investigates traditional simulation outputs (e.g., production data) and also novel classes of outputs, such as misfit indices and summaries of outputs. We show that despite there being a large number (2,136) of possible outputs, only very few (16) were sufficient to represent the available information; these informative outputs were used using fast and efficient emulators at each iteration (or wave) of the history match to perform the uncertainty-reduction procedure successfully. Using this small set of outputs, we were able to substantially reduce the input space by removing 99.8% of the original volume. We found that a small set of physically meaningful individual production outputs were the most informative at early waves, which once emulated, resulted in the highest uncertainty reduction in the input-parameter space, while more complex but popular objective functions that combine several outputs were only modestly useful at later waves. The latter point is because objective functions such as misfit indices have complex surfaces that can lead to low-quality emulators and hence result in noninformative outputs. We present an iterative emulator-based Bayesian uncertainty-reduction process in which all possible input-parameter configurations that lead to statistically acceptable matches between the simulated and observed data are identified. This methodology presents four central characteristics: incorporation of a powerful dimension reduction on the output space, resulting in significantly increased efficiency; effective reduction of the input space; computational efficiency, and provision of a better understanding of the complex geometry of the input and output spaces.

2018 ◽  
Author(s):  
Forlan La Rosa Almeida ◽  
Helena Nandi Formentin ◽  
Célio Maschio ◽  
Alessandra Davolio ◽  
Denis José Schiozer

SPE Journal ◽  
2007 ◽  
Vol 12 (04) ◽  
pp. 408-419 ◽  
Author(s):  
Baoyan Li ◽  
Francois Friedmann

Summary History matching is an inverse problem in which an engineer calibrates key geological/fluid flow parameters by fitting a simulator's output to the real reservoir production history. It has no unique solution because of insufficient constraints. History-match solutions are obtained by searching for minima of an objective function below a preselected threshold value. Experimental design and response surface methodologies provide an efficient approach to build proxies of objective functions (OF) for history matching. The search for minima can then be easily performed on the proxies of OF as long as its accuracy is acceptable. In this paper, we first introduce a novel experimental design methodology for semi-automatically selecting the sampling points, which are used to improve the accuracy of constructed proxies of the nonlinear OF. This method is based on derivatives of constructed proxies. We propose an iterative procedure for history matching, applying this new design methodology. To obtain the global optima, the proxies of an objective function are initially constructed on the global parameter space. They are iteratively improved until adequate accuracy is achieved. We locate subspaces in the vicinity of the optima regions using a clustering technique to improve the accuracy of the reconstructed OF in these subspaces. We test this novel methodology and history-matching procedure with two waterflooded reservoir models. One model is the Imperial College fault model (Tavassoli et al. 2004). It contains a large bank of simulation runs. The other is a modified version of SPE9 (Killough 1995) benchmark problem. We demonstrate the efficiency of this newly developed history-matching technique. Introduction History matching (Eide et al. 1994; Landa and Güyagüler 2003) is an inverse problem in which an engineer calibrates key geological/fluid flow parameters of reservoirs by fitting a reservoir simulator's output to the real reservoir production history. It has no unique solution because of insufficient constraints. The traditional history matching is performed in a semi-empirical approach, which is based on the engineer's understanding of the field production behavior. Usually, the model parameters are adjusted using a one-factor-at-a-time approach. History matching can be very time consuming, because many simulation runs may be required for obtaining good fitting results. Attempts have been made to automate the history-matching process by using optimal control theory (Chen et al. 1974) and gradient techniques (Gomez et al. 2001). Also, design of experiment (DOE) and response surface methodologies (Eide et al. 1994; Box and Wilson 1987; Montgomery 2001; Box and Hunter 1957; Box and Wilson 1951; Damsleth et al. 1992; Egeland et al. 1992; Friedmann et al. 2003) (RSM) were introduced in the late 1990s to guide automatic history matching. The goal of these automatic methods is to achieve reasonably faster history-matching techniques than the traditional method. History matching is an optimization problem. The objective is to find the best of all possible sets of geological/fluid flow parameters to fit the production data of reservoirs. To assess the quality of the match, we define an OF (Atallah 1999). For history-matching problems, an objective function is usually defined as a distance (Landa and Güyagüler 2003) between a simulator's output and reservoir production data. History-matching solutions are obtained by searching for minima of the objective function. Experimental design and response surface methodologies provide an efficient approach to build up hypersurfaces (Kecman 2001) of objective functions (i.e., proxies of objective functions with a limited number of simulation runs for history matching). The search for minima can then be easily performed on these proxies as long as their accuracy is acceptable. The efficiency of this technique depends on constructing adequately accurate objective functions.


2019 ◽  
Vol 37 (3) ◽  
pp. 953-979
Author(s):  
Guanying Huo ◽  
Xin Jiang ◽  
Zhiming Zheng ◽  
Deyi Xue

Purpose Metamodeling is an effective method to approximate the relations between input and output parameters when significant efforts of experiments and simulations are required to collect the data to build the relations. This paper aims to develop a new sequential sampling method for adaptive metamodeling by using the data with highly nonlinear relation between input and output parameters. Design/methodology/approach In this method, the Latin hypercube sampling method is used to sample the initial data, and kriging method is used to construct the metamodel. In this work, input parameter values for collecting the next output data to update the currently achieved metamodel are determined based on qualities of data in both the input and output parameter spaces. Uniformity is used to evaluate data in the input parameter space. Leave-one-out errors and sensitivities are considered to evaluate data in the output parameter space. Findings This new method has been compared with the existing methods to demonstrate its effectiveness in approximation. This new method has also been compared with the existing methods in solving global optimization problems. An engineering case is used at last to verify the method further. Originality/value This paper provides an effective sequential sampling method for adaptive metamodeling to approximate highly nonlinear relations between input and output parameters.


2020 ◽  
Vol 109 (11) ◽  
pp. 2099-2119 ◽  
Author(s):  
Sujay Khandagale ◽  
Han Xiao ◽  
Rohit Babbar

Abstract Extreme multi-label classification (XMC) refers to supervised multi-label learning involving hundreds of thousands or even millions of labels. In this paper, we develop a suite of algorithms, called , which generalizes the notion of label representation in XMC, and partitions the labels in the representation space to learn shallow trees. We show three concrete realizations of this label representation space including: (i) the input space which is spanned by the input features, (ii) the output space spanned by label vectors based on their co-occurrence with other labels, and (iii) the joint space by combining the input and output representations. Furthermore, the constraint-free multi-way partitions learnt iteratively in these spaces lead to shallow trees. By combining the effect of shallow trees and generalized label representation, achieves the best of both worlds—fast training which is comparable to state-of-the-art tree-based methods in XMC, and much better prediction accuracy, particularly on tail-labels. On a benchmark Amazon-3M dataset with 3 million labels, outperforms a state-of-the-art one-vs-rest method in terms of prediction accuracy, while being approximately 200 times faster to train. The code for is available at https://github.com/xmc-aalto/bonsai.


2021 ◽  
Author(s):  
Elizabeth Ruiz ◽  
Brandon Thibodeaux ◽  
Christopher Dorion ◽  
Herman Mukisa ◽  
Majid Faskhoodi ◽  
...  

Abstract Optimized geomodeling and history matching of production data is presented by utilizing an integrated rock and fluid workflow. Facies identification is performed by use of image logs and other geological information. In addition, image logs are used to help define structural geodynamic processes that occurred in the reservoir. Methods of reservoir fluid geodynamics are used to assess the extent of fluid compositional equilibrium, especially the asphaltenes, and thereby the extent of connectivity in these facies. Geochemical determinations are shown to be consistent with measurements of compositional thermodynamic equilibrium. The ability to develop the geo-scenario of the reservoir, the coherent evolution of rock and contained fluids in the reservoir over geologic time, improves the robustness of the geomodel. In particular, the sequence of oil charge, compositional equilibrium, fault block throw, and primary biogenic gas charge are established in this middle Pliocene reservoir with implications for production, field extension,and local basin exploration. History matching of production data prove the accuracy of the geomodel; nevertheless, refinements to the geomodel and improved history matching were obtained by expanded deterministic property estimation from wireline log and other data. Theearly connection of fluid data, both thermodynamic and geochemical, with relevant facies andtheir properties determination enables a more facile method to incorporate this data into the geomodel. Logging data from future wells in the field can be imported into the geomodel allowingdeterministic optimization of this model long after production has commenced. While each reservoir is unique with its own idiosyncrasies, the workflow presented here is generally applicable to all reservoirs and always improves reservoir understanding.


FLORESTA ◽  
2019 ◽  
Vol 49 (4) ◽  
pp. 735
Author(s):  
Luan Demarco Fiorentin ◽  
Julio Eduardo Arce ◽  
Allan Libanio Pelissari ◽  
Rodrigo Otávio Veiga de Miranda ◽  
Thaís Wisniewski de Freitas

This study aimed to evaluated two optimized planning strategies and analyze their performance in timber production. Data were obtained in Pinus spp. stands from a forestry company with unbalanced planted area over time. Maximization models of forest production (1) and net present value (2) were formulated and two minimization objective functions of the production deviation (3) and minimum and maximum production oscillation (4) were tested as alternatives to the traditional models. The highest thinning and clearcutting average areas were obtained in strategy 1. Strategies 1 and 2 resulted in the greatest variability of forestry operations. All strategies resulted in the highest timber production for sawn and special sawn wood and the lowest for veneer, while the pulpwood volume was almost constant. Strategies 1 and 2 provided the highest average timber volume and the greatest variability in the production, while strategies 3 and 4 were more efficient, since they supplied the industrial demand with homogeneous production.


2016 ◽  
Vol 7 (4) ◽  
pp. 917-935 ◽  
Author(s):  
Doug McNeall ◽  
Jonny Williams ◽  
Ben Booth ◽  
Richard Betts ◽  
Peter Challenor ◽  
...  

Abstract. Uncertainty in the simulation of the carbon cycle contributes significantly to uncertainty in the projections of future climate change. We use observations of forest fraction to constrain carbon cycle and land surface input parameters of the global climate model FAMOUS, in the presence of an uncertain structural error. Using an ensemble of climate model runs to build a computationally cheap statistical proxy (emulator) of the climate model, we use history matching to rule out input parameter settings where the corresponding climate model output is judged sufficiently different from observations, even allowing for uncertainty. Regions of parameter space where FAMOUS best simulates the Amazon forest fraction are incompatible with the regions where FAMOUS best simulates other forests, indicating a structural error in the model. We use the emulator to simulate the forest fraction at the best set of parameters implied by matching the model to the Amazon, Central African, South East Asian, and North American forests in turn. We can find parameters that lead to a realistic forest fraction in the Amazon, but that using the Amazon alone to tune the simulator would result in a significant overestimate of forest fraction in the other forests. Conversely, using the other forests to tune the simulator leads to a larger underestimate of the Amazon forest fraction. We use sensitivity analysis to find the parameters which have the most impact on simulator output and perform a history-matching exercise using credible estimates for simulator discrepancy and observational uncertainty terms. We are unable to constrain the parameters individually, but we rule out just under half of joint parameter space as being incompatible with forest observations. We discuss the possible sources of the discrepancy in the simulated Amazon, including missing processes in the land surface component and a bias in the climatology of the Amazon.


SPE Journal ◽  
2018 ◽  
Vol 23 (05) ◽  
pp. 1496-1517 ◽  
Author(s):  
Chaohui Chen ◽  
Guohua Gao ◽  
Ruijian Li ◽  
Richard Cao ◽  
Tianhong Chen ◽  
...  

Summary Although it is possible to apply traditional optimization algorithms together with the randomized-maximum-likelihood (RML) method to generate multiple conditional realizations, the computation cost is high. This paper presents a novel method to enhance the global-search capability of the distributed-Gauss-Newton (DGN) optimization method and integrates it with the RML method to generate multiple realizations conditioned to production data synchronously. RML generates samples from an approximate posterior by minimizing a large ensemble of perturbed objective functions in which the observed data and prior mean values of uncertain model parameters have been perturbed with Gaussian noise. Rather than performing these minimizations in isolation using large sets of simulations to evaluate the finite-difference approximations of the gradients used to optimize each perturbed realization, we use a concurrent implementation in which simulation results are shared among different minimization tasks whenever these results are helping to converge to the global minimum of a specific minimization task. To improve sharing of results, we relax the accuracy of the finite-difference approximations for the gradients with more widely spaced simulation results. To avoid trapping in local optima, a novel method to enhance the global-search capability of the DGN algorithm is developed and integrated seamlessly with the RML formulation. In this way, we can improve the quality of RML conditional realizations that sample the approximate posterior. The proposed work flow is first validated with a toy problem and then applied to a real-field unconventional asset. Numerical results indicate that the new method is very efficient compared with traditional methods. Hundreds of data-conditioned realizations can be generated in parallel within 20 to 40 iterations. The computational cost (central-processing-unit usage) is reduced significantly compared with the traditional RML approach. The real-field case studies involve a history-matching study to generate history-matched realizations with the proposed method and an uncertainty quantification of production forecasting using those conditioned models. All conditioned models generate production forecasts that are consistent with real-production data in both the history-matching period and the blind-test period. Therefore, the new approach can enhance the confidence level of the estimated-ultimate-recovery (EUR) assessment using production-forecasting results generated from all conditional realizations, resulting in significant business impact.


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