Continuous Reservoir Model Updating Using an Ensemble Kalman Filter with a Streamline-based Covariance Localization

Continuous Reservoir Model Updating Using an Ensemble Kalman Filter with a Streamline-based Covariance Localization

Author: Elkin Rafael Arroyo Negrete

Publisher:

Published: 2007

Total Pages:

ISBN-13:

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This work presents a new approach that combines the comprehensive capabilitiesof the ensemble Kalman filter (EnKF) and the flow path information from streamlines to eliminate and/or reduce some of the problems and limitations of the use of the EnKF for history matching reservoir models. The recent use of the EnKF for data assimilation and assessment of uncertainties in future forecasts in reservoir engineering seems to be promising. EnKF provides ways of incorporating any type of production data or timelapse seismic information in an efficient way. However, the use of the EnKF in history matching comes with its shares of challenges and concerns. The overshooting of parameters leading to loss of geologic realism, possible increase in the material balance errors of the updated phase(s), and limitations associated with non-Gaussian permeability distribution are some of the most critical problems of the EnKF. The use of larger ensemble size may mitigate some of these problems but are prohibitively expensive inpractice. We present a streamline-based conditioning technique that can be implemented with the EnKF to eliminate or reduce the magnitude of these problems, allowing for the use of a reduced ensemble size, thereby leading to significant savings in time during field scale implementation. Our approach involves no extra computational cost and is easy to implement. Additionally, the final history matched model tends to preserve most of the geological features of the initial geologic model. A quick look at the procedure is provided that enables the implementation of this approach into the current EnKF implementations. Our procedure uses the streamline path information to condition the covariance matrix in the Kalman Update. We demonstrate the power and utility of our approach with synthetic examples and a field case. Our result shows that using the conditioned technique presented in this thesis, the overshooting/under shooting problems disappears and the limitation to work with non-Gaussian distribution is reduced. Finally, an analysis of the scalability in a parallel implementation of our computer code is given.


Initial Member Selection and Covariance Localization Study of Ensemble Kalman Filter Based Data Assimilation

Initial Member Selection and Covariance Localization Study of Ensemble Kalman Filter Based Data Assimilation

Author: Yeung Yip

Publisher:

Published: 2011

Total Pages:

ISBN-13:

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Ensemble Kalman Filter (EnKF) is a data assimilation technique that has gained increasing interest in the application of petroleum history matching in recent years. The basic methodology of the EnKF consists of the forecast step and the update step. This data assimilation method utilizes a collection of state vectors, known as an ensemble, which are simulated forward in time. In other words, each ensemble member represents a reservoir model (realization). Subsequently, during the update step, the sample covariance is computed from the ensemble, while the collection of state vectors is updated using the formulations which involve this updated sample covariance. When a small ensemble size is used for a large, field-scale model, poor estimate of the covariance matrix could occur (Anderson and Anderson 1999; Devegowda and Arroyo 2006). To mitigate such problem, various covariance conditioning schemes have been proposed to improve the performance of EnKF, without the use of large ensemble sizes that require enormous computational resources. In this study, we implemented EnKF coupled with these various covariance localization schemes: Distance-based, Streamline trajectory-based, and Streamline sensitivity-based localization and Hierarchical EnKF on a synthetic reservoir field case study. We will describe the methodology of each of the covariance localization schemes with their characteristics and limitations.


Reservoir History Matching Using Constrained Ensemble Kalman Filter and Particle Filer Methods

Reservoir History Matching Using Constrained Ensemble Kalman Filter and Particle Filer Methods

Author: Abhiniandhan Raghu

Publisher:

Published: 2014

Total Pages: 126

ISBN-13:

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The high heterogeneity of petroleum reservoirs, represented by their spatially varying rock properties (porosity and permeability), greatly dictates the quantity of recoverable oil. In this work, the estimation of these rock properties, which is crucial for the future performance prediction of a reservoir, is carried out through a history matching technique using constrained ensemble Kalman filtering (EnKF) and particle filtering (PF) methods. The first part of the thesis addresses some of the main limitations of the conventional EnKF. The EnKF, formulated on the grounds of Monte Carlo sampling and the Kalman filter (KF), arrives at estimates of parameters based on statistical analysis and hence could potentially yield reservoir parameter estimates that are not geologically realistic and consistent. In order to overcome this limitation, hard and soft data constraints in the recursive EnKF estimation methodology are incorporated. Hard data refers to the actual values of the reservoir parameters at discrete locations obtained by core sampling and well logging. On the other hand, the soft data considered here is obtained from the variogram, which characterize the spatial correlation of the rock properties in a reservoir. In this algorithm, the correlation matrix obtained after the unconstrained EnKF update is transformed to honour the true correlation structure from the variogram by applying a scaling and projection method. This thesis also deals with the problem of spurious correlation induced by the Kalman gain computations in the EnKF update step, potentially leading to erroneous update of parameters. In order to solve this issue, a covariance localization-based EnKF coupled with geostatistics is implemented in reservoir history matching. These algorithms are implemented on two synthetic reservoir models and their efficacy in yielding estimates consistent with the geostatistics is observed. It is found that the computational time involved in the localization-based EnKF framework for reservoir history matching is considerably reduced owing to the reduction in the size of the parameter space in the EnKF update step. Also, the geostatistics-based covariance localization performs better in capturing the spatial heterogeneity and variability of the reservoir permeability than the traditional methods. In the second part of the thesis, we extend the history matching implementation using the particle filtering. Reservoir models, being nonlinear, the distributions of the noise and parameters are generally non-Gaussian in nature. Since the EnKF may fail to obtain accurate estimates when the distributions involved in the model are non-Gaussian, we attempt to use a completely Bayesian filter, the particle filter, to estimate reservoir parameters. In addition, the geostatistics-based covariance localization is also coupled with the particle filter and is found to perform better than the filter without any localization.


Quantitative Information Fusion for Hydrological Sciences

Quantitative Information Fusion for Hydrological Sciences

Author: Xing Cai

Publisher: Springer Science & Business Media

Published: 2008-01-03

Total Pages: 225

ISBN-13: 3540753834

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In this rapidly evolving world of knowledge and technology, do you ever wonder how hydrology is catching up? Here, two highly qualified scientists edit a volume that takes the angle of computational hydrology and envision one of the science’s future directions – namely, the quantitative integration of high-quality hydrologic field data with geologic, hydrologic, chemical, atmospheric, and biological information to characterize and predict natural systems in hydrological sciences.


Issues in Renewable Energy Technologies: 2013 Edition

Issues in Renewable Energy Technologies: 2013 Edition

Author:

Publisher: ScholarlyEditions

Published: 2013-05-01

Total Pages: 1182

ISBN-13: 1490108068

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Issues in Renewable Energy Technologies / 2013 Edition is a ScholarlyEditions™ book that delivers timely, authoritative, and comprehensive information about Hydrologic Engineering. The editors have built Issues in Renewable Energy Technologies: 2013 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about Hydrologic Engineering in this book to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Issues in Renewable Energy Technologies: 2013 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.


Streamline Assisted Ensemble Kalman Filter - Formulation and Field Application

Streamline Assisted Ensemble Kalman Filter - Formulation and Field Application

Author: Deepak Devegowda

Publisher:

Published: 2010

Total Pages:

ISBN-13:

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The goal of any data assimilation or history matching algorithm is to enable better reservoir management decisions through the construction of reliable reservoir performance models and the assessment of the underlying uncertainties. A considerable body of research work and enhanced computational capabilities have led to an increased application of robust and efficient history matching algorithms to condition reservoir models to dynamic data. Moreover, there has been a shift towards generating multiple plausible reservoir models in recognition of the significance of the associated uncertainties. This provides for uncertainty analysis in reservoir performance forecasts, enabling better management decisions for reservoir development. Additionally, the increased deployment of permanent well sensors and downhole monitors has led to an increasing interest in maintaining 'live' models that are current and consistent with historical observations. One such data assimilation approach that has gained popularity in the recent past is the Ensemble Kalman Filter (EnKF) (Evensen 2003). It is a Monte Carlo approach to generate a suite of plausible subsurface models conditioned to previously obtained measurements. One advantage of the EnKF is its ability to integrate different types of data at different scales thereby allowing for a framework where all available dynamic data is simultaneously or sequentially utilized to improve estimates of the reservoir model parameters. Of particular interest is the use of partitioning tracer data to infer the location and distribution of target un-swept oil. Due to the difficulty in differentiating the relative effects of spatial variations in fractional flow and fluid saturations and partitioning coefficients on the tracer response, interpretation of partitioning tracer responses is particularly challenging in the presence of mobile oil saturations. The purpose of this research is to improve the performance of the EnKF in parameter estimation for reservoir characterization studies without the use of a large ensemble size so as to keep the algorithm efficient and computationally inexpensive for large, field-scale models. To achieve this, we propose the use of streamline-derived information to mitigate problems associated with the use of the EnKF with small sample sizes and non-linear dynamics in non-Gaussian settings. Following this, we present the application of the EnKF for interpretation of partitioning tracer tests specifically to obtain improved estimates of the spatial distribution of target oil.


Re-sampling the Ensemble Kalman Filter for Improved History Matching and Characterizations of Non-gaussian and Non-linear Reservoir Models

Re-sampling the Ensemble Kalman Filter for Improved History Matching and Characterizations of Non-gaussian and Non-linear Reservoir Models

Author: Siavash Nejadi

Publisher:

Published: 2014

Total Pages: 203

ISBN-13:

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Reservoir simulation models play an important role in the production forecasting and field development planning. To enhance their predictive capabilities and capture the uncertainties in model parameters, stochastic reservoir models should be calibrated to both geologic and flow observations. The relationship between production performance and model parameters is vastly non-linear, rendering history matching process a challenging task. The Ensemble Kalman Filter (EnKF) is a Monte-Carlo based technique for assisted history matching and real-time updating of reservoir models. EnKF works efficiently with Gaussian variables, but it often fails to honor the reference probability distribution of the model parameters where the distribution of model parameters are non-Gaussian and the system dynamics are strongly nonlinear. In this thesis, novel sampling procedures are proposed to honor geologic information in reservoirs with non-Gaussian model parameters. The methodologies include generating multiple geological models and updating the uncertain parameters using dynamic flow responses using iterative EnKF technique. Two new re-sampling steps are presented for characterization of multiple facies reservoirs. After certain number of assimilation steps, the updated ensemble is used to generate a new ensemble that is conditional to both the geological information and the early production data. Probability field simulation and a novel probability weighted re-sampling scheme are introduce to re-sample a new ensemble. After the re-sampling step, iterative EnKF is again applied on the ensemble members to assimilate the remaining production history. A new automated dynamic data integration workflow is implemented for characterization and uncertainty assessment of fracture reservoir models. This new methodology includes generating multiple discrete fracture network (DFN) models, upscaling the models for flow simulation, and updating the DFN model parameters using dynamic flow responses. The assisted history matching algorithm entails combining a probability weighted sampling with iterative EnKF. The performances of the introduced methodologies are evaluated by performing various simulation studies for different synthetic and field case studies. The qualities of the final matching results are assessed by examining the geological realism of the updated ensemble using the reference probability distribution of the model parameters and computing the predicted dynamic data mismatch.


Petroleum Reservoir Modeling and Simulation: Geology, Geostatistics, and Performance Prediction

Petroleum Reservoir Modeling and Simulation: Geology, Geostatistics, and Performance Prediction

Author: Juliana Y. Leung

Publisher: McGraw Hill Professional

Published: 2022-01-28

Total Pages: 465

ISBN-13: 1259834301

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Reservoir engineering fundamentals and applications along with well testing procedures This practical resource lays out the tools and techniques necessary to successfully construct petroleum reservoir models of all types and sizes. You will learn how to improve reserve estimations and make development decisions that will optimize well performance. Written by a pair of experts, Petroleum Reservoir Modeling and Simulation: Geology, Geostatistics, and Performance Prediction offers comprehensive coverage of quantitative modeling, geostatistics, well testing principles, upscaled models, and history matching. Throughout, special attention is paid to shale, carbonate, and subsea formations. Coverage includes: An overview of reservoir engineering Spatial correlation Spatial estimation Spatial simulation Geostatistical simulation constrained to higher-order statistics Numerical schemes for flow simulation Gridding schemes for flow simulation Upscaling of reservoir models History matching Dynamic data integration