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Direct Construction and History Matching of Ensembles of Coarse-Scale Reservoir
Models
Céline Scheidt and Jef CaersStanford University
Yuguang ChenChevron Energy Technology Company
1
Motivations
Ensemble modeling becoming increasingly “popular”
CPU limitations prevent the construction of multiple history-matched models
Usually, only a single model is history matchedOften without great regard to the intended geological spatial continuity
Availability of multiple models is critical for uncertainty quantification
2 SCRF Affiliate Meeting, May 1st 2009
Objective
Develop a workflow addressing the issue of multiple history matched models
Done through ensemble level reservoir modeling
History match to be performed on coarse-scale models where simulation is feasible
Construct new HM realizations consistent with fine-scale data
3 SCRF Affiliate Meeting, May 1st 2009
Proposed Workflow
Use of ensemble level upscaling or other rigorous upscaling methods to make flow simulations on all models feasible
Use of distance-based techniques to define a parameterization of the ensemble
Definition of an application-tailored distance
Use of KL-expansion and kernel methods to generate new realizations which honor the geological and historical production data
Refer to previous presentations of Caers and Scheidt4 SCRF Affiliate Meeting, May 1st 2009
ϕ-1
Reconstruction of real.
. ..
L
Fine-Scale perm.
Definition of Distance δ
Tailored to application
ϕMDS
WI*
Upscaling
kx* ky*
0 200 400 600 800500
1000
1500
2000
2500
3000
3500
Time (days)
Pre
ssur
e at
01
Coarse scale Simulations
Fine-Scale perm. kx* ky*WI*
…
Workflow
Feature Space Metric Space
K-L Exp. in F:newnew Φbx =)( ϕ xXx
5
xPost-image
Test Case 1
P1
6 SCRF Affiliate Meeting, May 1st 2009
Objective: History match pressure at observation we
UpscalingUse of extended local upscaling and near-well upscaling on all L fine-scale permeabilities (100 x 100)
Coarse-scale permeabilities (kx*, ky*): dimension of 20 x 20Well indices (WI*)
Flow simulations are performed on the coarse-scale models
Distances are defined from the simulation of the response of interest
Note: Wells are located at the center of the coarse-id
7 SCRF Affiliate Meeting, May 1st 2009
Example of some realizations…
P1
O1
P1
O1
P1
O1
P1
O1
Fine-Scale perm.
P1
O1
P1
O1
P1
O1
P1
O1
P1
O1
P1
O1
P1
O1
P1
O1
kx* ky* Pressure - Eclipse
Pressure (P10, P50 and P90)Eclipse
8
Definition of a Metric SpaceDefinition of distance:
Difference of pressure at O1 for each time step (from coarse simulation)
Map reservoir models xi in Metric space (using MDS):
Find configuration of points xi such that: δ(xi,xj) ~ dEucl(xd,i,xd,j)
1 2 3 ... data
1 δ1,1 δ1,2 δ1,3 ... δdata,1
2 δ2,1 δ2,2 δ2,3 ... δdata,2
3 δ3,1 δ3,2 δ3,3 ... δdata,3
... ... ... ... ... …
data δdata,1 δdata,2 δdata,3 … δdata,data0 200 400 600 800
500
1000
1500
2000
2500
3000
3500
Time (days)
Pre
ssur
e at
01
Coarse scale Simulations
x
True dataTrue data
True dataTrue data
2D proj.of modelsfrom metric space
Distance Matrix D
9 SCRF Affiliate Meeting, May 1st 2009
Model Expansion in Feature Space
featurespace
ector)Gaussian v standard a is (L
1 with )(
:expansionLoeve-Karhunen
y
ybbx KVΦ ==ϕ
ΦX)( ii aa ⇒xφx
L)(L Matrix Gramor Kernel
)()(
),(
×⇒
⎟⎟⎠
⎞⎜⎜⎝
⎛ −−−==
K
expkK jiT
j,dijiij σ
xxxxxx
TKKK VVK Λ=
x
ϕ
Recap from Cae
)( xnewϕ
2D proj.of modelsin feature space
2D proj.of modelsFrom metric space
10
x
True dataTrue data
SCRF Affiliate Meeting, May 1st 2009
The Post-image problemLocation of new realizations in Metric space (M) is KNOWN
Where location of HM model is found: xd,trueGiven by definition of distance
Definition of the problem in M (Caers):
Definition of the problem in F:
d
MDS
trueddd xxxxx a with 0),( :such that find , =
xxd,true
xX ?
M
F
2D proj.of modelsin feature space
2D proj.of modelsFrom metric space
11
X ?
ϕ(xd,true)d
MDS
trued xxxφxφxx
a with )()(minarg: such that find2
, −
newKVL yΦ1
SCRF Affiliate Meeting, May 1st 2009
The Post-image problem
Definition of the problem in F:
Optimization on ynew in the K-L expansionUse of Gradual Deformation (GDM) on
)sin()cos( 21 ππ aanew yyy +=
)1,0(~);1,0(~ 21 NN yy
xxd,true
xxxxx
ϕ(xd,true)
M
F
2D proj.of modelsin feature space
2D proj.of modelsFrom metric space
12
newy
X ?
2
,new 1)(minarg: such that find new
Ktrued VLnew
yΦxφyy
−
SCRF Affiliate Meeting, May 1st 2009
Reconstruction of new realizationsPost image-problem gives: andClassical pre-image solution:
Apply the same weights to construct new realizations of:
coarse perms:
WI*:
fine perms:
Transmissibilities, etc.
newK
new VL yb 1=newy
∑=
=L
ii
optinew
1
** kyky β∑=
=L
ii
optinew
1
** kxkx β
∑=
=L
ii
optinew WIWI
1
** β
∑=
=L
i
finei
opti
finenew
1kk β
13
∑∑∑
=
=+ =′
′=
L
iid
opti
idnnew
di
L
i ididnnew
dinnewd kb
kb
1,
,,
1 ,,,
1,
),ˆ(),ˆ(
ˆ xxxxxx
x β
SCRF Affiliate Meeting, May 1st 2009
SCRF Affiliate Meeting, May 1st 2009
Construction of 10 HM models (1/2)Fine-Scale perm. kx* ky*
P1
O1
P1
O1
P1
O1
P1
O1
P1
O1
P1
O1
P1
O1
P1
O1
P1
O1
P1
O1
P1
O1
P1
O1
Reference Model
Example of 3 New HM Models
14
Construction of 10 HM models (2/2)
Metric Space
All HM realizations mapped in the same location
Flow simulation on coarse-scale perm.kx*
ky*
WI*
k
Flow simulation on fine-scale perm.
15 SCRF Affiliate Meeting, May 1st 2009
Test Case 2Case similar to the 1st test case, but
Heterogeneity with a angle of 45 deg.
Upscaling: 100x100 10x10Compute Tx*, Ty* and WI* using extended local upscaling + near-well upscaling
Wells are not at the center of the coarse grid
P1
16 SCRF Affiliate Meeting, May 1st 2009
Construction of 10 HM models
Metric Space
All HM realizations mapped in the same location
Flow simulation on coarse-scale trans.
Flow simulation on fine-scale perm.
10 HM realizations constructed from coarse-simulations on trans.
Creation of new Tx*, Ty*, WI*, k_fine
17
Developed a workflow constructing multiple HM realizations
Distance is constructed by simulations of response of interest
Simulations on coarse-scale model needed (much faster than fine-scale simulations)No further simulations are required to find HM models
Can reconstruct simultaneously the fine grid and associated coarse grids from post-image
18
Conclusions
SCRF Affiliate Meeting, May 1st 2009
Future WorkApply the method to more complex cases
E.g. Channelized models where the upscaling is more difficult as well as the post-image optimization
Use of proxy distances in cases where one cannot run flow simulation on the entire ensemble
How to incorporate potential errors in the upscaling and be able to generate history-matched fine-scale models ?
19 SCRF Affiliate Meeting, May 1st 2009
AcknowledgmentsMany thanks to Chevron for their financial support
20SCRF Affiliate Meeting, May 1st 2009
The Post-image
21)(minarg)( newT
RN αyΦxφx −=ρ { }newTTnewnewTT ΦbΦbΦbxφxφxφ −−= )(2)()(minarg
{ }newTnewnewk KbbbXx −−= ),(21minarg
K‐L Exp.• Pre-image problem:
21)(minarg)( newT
Rnew N αyΦxφy −=ρ
• Post-image problem:
newR
new N αyb 1= To be optimized
To be optimized
{ }newTnewnewk KbbbXx −−= ),(21minarg
21 SCRF Affiliate Meeting, May 1st 2009