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Obinna Nwafor
H00137989
Heriot-Watt University
Institute of Petroleum Engineering
Supervisor -
Declaration:
IObinna Nwafor onfi m th t thi wo k bmitt d fo
m nt i
my own and is expressed in my own words. Any uses made within it of the
works of other authors in any form (e.g. ideas, equations, figures, text,
tables, programs) are properly acknowledged at the point of their use. A
list of the references employed is included.
Sign d..
D t 20August, 2013
ii
Acknowledgements
I would like expressly my profound gratitude to my Supervisor Oscar Vasquez for his tireless effort
in guiding me through this work. He has taken me from reservoir studies, and mixed in a little bit of
chemistry and lots mathematics. Without his kind reassurance, I would not have come this far.
My gratitude also go to th whol Un t inty research group at IPE, Heriot-Watt University, led
by Mike Christie. I am very grateful to Mike, especially for those solutions he throws my way at the
moments my wits were fully spent. Vasily Demyanova has been to me a great teacher and guide,
especially with the woolly concepts of uncertainty quantification. He never once got deterred by my
silly questions, which popped out every morning. I am truly thankful. Dan Arnolds has been
inv l bl to m in t hing nd t nding th t n w y. He takes time to lead them back-in,
ensuring they were securely tucked into their beds.
I would not have had the courag to t k on m th m ti l optimi tion witho t th
encouragement from Eric Mackay. I am truly thankful to his insight, especially those words about
f t
job p
nt tion . My g tit d l o go to th Ch pl in of H iot-Watt University,
Alastair Donald, every Sunday I found my way back to him for the spiritual fodder that kept me
going.
I appreciate Epistemy Ltd for the Raven software used for this study, and the Computer Support
Team who kept the systems running in spite of the mounting pressure.
I wish to acknowledge all my lectures and tutors at the IPE over the last one year, they gave me a
little bit of themselves, which I have put together in this work.
My parents, especially mother, my sisters and brother in-law have been a rock to me throughout
my one year stay in Edinburgh which culminated in this work. Thank you for being there, caring
and offering your words and resources. I thank the Almighty God for his grace every step of the
way.
iii
Abstract
History matching is used in reservoir calibration. Conventional history matching could be improved
by addition of more constraints to be matched. The injected sea water, produced as part of associated
water could have the potential of serving as an additional constraint. Such data can be obtained
cheaply by using ion in sea water as natural tracers.
This study aims to determine the extent of improvement to history matching and reduction of
uncertainty in forecasts brought about by the addition of injected sea water production data to the
history matching process. The study was carried out using the PUNQS3 reservoir model. It is a
synthetic reservoir model that has been used for similar studies and severally to test out methods in
history matching and uncertainty quantification. The uncertain parameters in the PUNQS3 model are
the porosity and permeability.
Two cases of automatic history matching were carried out. One involved the use of injected sea
water tracer production data as additional constraint. The other involved using only the conventional
production data. The automatic history matching was based on multi-objective particle swarm
optimization (PSO). Which is a nature inspired stochastic optimization technique. The uncertainty
quantification was done using Neighbourhood Approximation method (NA-Bayes) based on a
Bayesian framework. The result for the two cases was compared on the basis of advance of their
pareto front of models ensemble towards lower misfit values. The quality of history matching and
size of uncertainty were also considered. They all show indications that addition of injected sea water
production data improves the history matching process, reduced uncertainty in forecast, as well as
creates a more robust uncertainty quantification. However the improvements were not large, but
could be more significant for more complex reservoir history matching problems.
iv
Table of Contents
Acknowledgements ......................................................................................................................... ii
Abstract ........................................................................................................................................... iii
1
Aims......................................................................................................................................... 1
Introduction ............................................................................................................................. 2
2.1
2.2
2.2.1
2.3
2.4
2.4.1
2.4.2
2.4.3
3.1.1
3.1.2
3.1.3
3.1.4
3.1.5
Use of Particle Swarm Optimization for Reservoir History Matching Optimization
Problem 14
3.1.6
3.1.7
3.2
3.2.1
Definition of Uncertainty......................................................................................... 16
3.3.2
3.3.3
3.3.4
3.3.5
Origin .............................................................................................................................. 27
4.2
Methods ................................................................................................................................. 29
5.1
5.2
5.3
5.4
Parameterisation .............................................................................................................. 30
5.4.1
5.4.2
5.4.3
5.5
5.5.1
Case 1: ..................................................................................................................... 35
5.5.2
Case 2: ..................................................................................................................... 37
5.6
5.7
5.8
5.8.1
5.8.2
5.9
5.9.1
Prior Probabilities
5.9.2
Likelihood of Models
5.9.3
5.9.4
5.10
................................................................................ 42
5.10.1
5.10.2
5.10.3
Results ................................................................................................................................... 46
6.1
6.1.1
.......................................................................................... 42
6.2
6.3
vi
7.1
7.2
7.3
7.4
Conclusion ...................................................................................................................... 53
References ............................................................................................................................. 55
Appendix ............................................................................................................................... 58
9.1
9.1.1
9.1.2
9.2
9.3
Field Oil Production Total (FOPT) Intervals for Case1, C-Case and Case 2 ................. 61
9.4
Comparison of History Match for Best Five Models of Case 1 and Case 2 ................... 64
9.6 Comparison of History Match for Most Pareto Models for Case 1(Iteration 493 Run2)
Case 2(Iteration 262 Run3)-Well Bottom Hole Pressure .......................................................... 70
9.7 Comparison of History Match for Most Pareto Models for Case 1(Iteration 493 Run2)
Case 2(Iteration 262 Run3) - Well Water Production Rate ....................................................... 73
9.8
Table of Figure
FIGURE 3-1VORONOI CELLS FOR TEN RANDOM POINTS (MODELS) IS A SOLUTION SPACE. B. THE UPDATED
VORONOI CELLS AFTER 100 POINTS ARE SAMPLED AND INTERPOLATED USING GIBBS SAMPLER. .................. 21
FIGURE 4-1 EXPECTED FACIES WITH ESTIMATES FOR WIDTH AND SPACING OF MAJOR FLOW UNITS ...................... 28
FIGURE 5-1WORK FLOW DIAGRAM ............................................................................................................................. 29
FIGURE 5-2 INJECTORS AND PRODUCER WELLS ON THE PUNQS3 RESERVOIR MODEL .............................................. 30
FIGURE 5-3SAMPLE OPTIMIZATION RESULT-QUALITATIVE PERMEABILITY MAP-LIGHT BLUE SHOWS HIGHER PERM.
........................................................................................................................................................................... 32
FIGURE 5-4 3 LAYER 3 PARAMETERISATION ................................................................................................................ 32
FIGURE 5-5 LAYER 2 PARAMETERISATION .................................................................................................................. 32
FIGURE 5-6 LAYER 1 PARAMETERISATION ................................................................................................................... 32
FIGURE 5-7 LAYER 5 PARAMETERISATION ................................................................................................................... 32
FIGURE 5-8 LAYER4 PARAMETERISATION.................................................................................................................... 32
FIGURE 6-1 CASE 1: SWTP PARETO PLOT .................................................................................................................... 46
FIGURE 6-2 CASE 2: NSWTP PARETO PLOT .................................................................................................................. 46
FIGURE 6-3 COMPARISON OF PARETO BY TRADE-OFF REGIONS ................................................................................ 47
FIGURE 6-4 CASE2: NSWTP FOPT ................................................................................................................................ 48
FIGURE 6-5 CASE1: SWTP FOPT ................................................................................................................................... 48
FIGURE 6-6 CASE 2: NSWTP-FWPT .............................................................................................................................. 49
FIGURE 6-7 CASE 1: SWTP-FWPT ................................................................................................................................. 49
FIGURE 6-8 TERMINAL FWPT UNCERTAINTY LESS FOR CASE 2 ................................................................................... 50
FIGURE 6-9 TERMINAL FOPT UNCERTAINTY LESS FOR CASE 1 .................................................................................... 50
FIGURE 9-1 CASE 1: SWTP PARETO PLOT IN REGIONS ................................................................................................ 59
FIGURE 9-2 CASE 2: NSWTP PARETO PLOT IN REGIONS .............................................................................................. 60
FIGURE 9-3 3D PARETO PLOT CASE 1: INCLUDE SEA WATER TRACER PRODUCTION DATA ........................................ 60
FIGURE 9-4 CONTROL CASE -C FOPT-SWTP SHOWS SAME TREND AS CASE 1: SWTP ................................................. 61
FIGURE 9-5 CASE 1: SWTP FOPT FULL PLOT ................................................................................................................ 62
FIGURE 9-6 CASE 1: SWTP FOPT FULL PLOT ................................................................................................................ 62
FIGURE 9-7 WWPR PRO-1-BEST FIVE MODELS OF EACH CASE .................................................................................... 64
9-8 WWPR PRO-4 BEST FIVE MODELS OF EACH CASE ................................................................................................. 64
9-9 WWPR PRO-5-BEST FIVE MODELS OF EACH CASE................................................................................................. 65
9-10 WWPR PRO-11-BEST FIVE MODELS OF EACH CASE............................................................................................. 65
9-11 WWPR PRO-12-BEST FIVE MODELS OF EACH CASE............................................................................................. 66
9-12 WWPR PRO-15-BEST FIVE MODELS OF EACH CASE............................................................................................. 66
9-13 WBHP PRO-1-BEST FIVE MODELS OF EACH CASE ................................................................................................ 67
9-14WBHP PRO-4-BEST FIVE MODELS OF EACH CASE ................................................................................................ 67
9-15 WBHP PRO-5-BEST FIVE MODELS OF EACH CASE ................................................................................................ 68
9-16 WBHP PRO-11-BEST FIVE MODELS OF EACH CASE .............................................................................................. 68
9-17 WBHP PRO-12-BEST FIVE MODELS OF EACH CASE .............................................................................................. 69
9-18 WBHP PRO-15-BEST FIVE MODELS OF EACH CASE .............................................................................................. 69
9-19 WBHP PRO-1 CASE1 VS. CASE2 MOST PARETO OPTIMAL MODELS .................................................................... 70
9-20 WBHP PRO-5 CASE1 VS. CASE2 MOST PARETO OPTIMAL MODELS ................................................................... 70
9-21 WBHP PRO-4 CASE1 VS. CASE2 MOST PARETO OPTIMAL MODELS ................................................................... 71
9-22 WBHP PRO-11 CASE1 VS. CASE2 MOST PARETO OPTIMAL MODELS ................................................................. 71
9-23 WBHP PRO-12 CASE1 VS. CASE2 MOST PARETO OPTIMAL MODELS ................................................................. 72
9-24 WBHP PRO-15 CASE1 VS. CASE2 MOST PARETO OPTIMAL MODELS ................................................................. 72
9-25 WWPR PRO-1 CASE1 VS. CASE2 MOST PARETO OPTIMAL MODELS .................................................................. 73
9-26 WWPR PRO-5 CASE1 VS. CASE2 MOST PARETO OPTIMAL MODELS ................................................................... 73
9-27WWPR PRO-5 CASE1 VS. CASE2 MOST PARETO OPTIMAL MODELS .................................................................... 74
9-28 WWPR PRO-11 CASE1 VS. CASE2 MOST PARETO OPTIMAL MODELS ................................................................. 74
9-29 WWPR PRO-12 CASE1 VS. CASE2 MOST PARETO OPTIMAL MODELS ................................................................. 75
9-30 WWPR PRO-15 CASE1 VS. CASE2 MOST PARETO OPTIMAL MODELS ................................................................. 75
viii
Tables
TABLE 5-1 LIST OF PARAMETER FOR PUNQS3 RESERVOIR .......................................................................................... 33
TABLE 5-2 DISTRIBUTION OF PARAMETER .................................................................................................................. 34
TABLE 6-1 MISFIT OF FIELD OIL PRODUCTION TOTAL FOPT FROM TRUTH CASE ........................................................ 47
TABLE 6-2 MISFIT OF FIELD WATER PRODUCTION TOTAL FWPT FROM TRUTH CASE ................................................ 47
TABLE 6-3 MISFIT FOPT FROM P(50) AS A MEASURE OF SPAN OF UNCERTAINTY ENVELOPE .................................... 48
TABLE 6-4 MISFIT FWPT FROM P(50) AS A MEASURE OF SPAN OF UNCERTAINTY ENVELOPE ................................... 48
TABLE 9-1 COMPARISON OF FRONT ADVANCE BY REGION ........................................................................................ 58
1 Aims
Automatic history matching involves the use of mathematic optimization algorithms to determine
perform reservoir model calibration. However useful, it never yields unique single answers nor
eliminate totally the uncertainties associated with the reservoir model. The value of a well
calibrated reservoir model is the reduction in uncertainty or increase in reliability of the
performance data it provides to the decision process, involving the huge financial resources
invested to exploit hydrocarbon reservoirs. Hence, this study is a quest for improvement to the
history matching process.
It has been proposed by several previous studies that since injected sea water carried
complementary information on flow paths within the offshore reservoirs, its use as an additional
constraint in history matching could greatly improve the process, yielding highly reliable models
and reducing uncertainty in forecasts. In this view, the specific objectives of this study are:
To carry out a comparative history match of a synthetic reservoir model in two cases, one
constrained additionally by production data of injected sea water.
To effect the generation of sea water production data using the equivalent of natural water
tracers in the reservoir model.
To establish using an appropriate measure, if the addition of injected sea water production
data in one case has impacted in it, a better performance of the history matching process.
To establish using an appropriate measure, if the addition of injected sea water production
data in one case has impacted in it, a reduction in the size of uncertainty associated with
the forecasted performance of the reservoir.
To make conclusions on the potential of injected sea water production data in improving
reservoir history match results
2 Introduction
2.1 Reservoir History Hatching
It is common to use numerical simulators to predict the performance of a reservoir. The
reliability of a reservoir simulation result is dependent on the inputs to the reservoir model
description. This input can be classified as relating to static (geological) properties description, or
dynamic (fluid flow) properties. Such information is gathered in the course of exploration and
appraisal. Static data will include time independent information derived from cores, wire line
logs, seismic surveys, etc. Dynamic data are time dependent data derived from flow relations,
they relate to reservoir properties such as relative permeability, fluid saturations, viscosity, flow
rate, fractional flows, etc. (Cheng et al., 2004, p.1). It is impossible to eliminate all uncertainties
in a reservoir.
History Matching is a major technique for calibrating the reservoir model in order to
maximize reliability of simulation results. It is the fine tuning of estimated reservoir description
parameters to match known past performance of the reservoir such as fluid rates, well bottomhole pressures, field average pressures, etc. History matching is an inverse problem, we attempt
to use the observed data about a reservoir to predict its properties. As is typical of inverse
mathematical problem, the solutions are never unique (Cunha, Prais, & Rodrigues, 2002, p.1).
Conventional history matching involves manual variation of field description parameters.
Simulation runs a made for each variation of model parameters, and the simulation results are
compared with the historical values. This is expensive in terms of human labour and computing
time. It is also highly subjective as the iteration direction depends on experience and insight.
box. The Streamlined based history matching techniques are limited by their inability to model
complex physics.
2.2.1 Construction of Inverse Problems and Mathematical Optimization Problems
As has been discussed earlier, history matching an inversion process where historical
production data of a reservoir is used to improve the estimates of parameters which characterize
Subject to the conditions:
the reservoir. Sarma et al.(2007, p.3) expressed the general construction of history matching
problem as mathematical optimization as follows:
EQ. 2-1
Where
Y refers to model parameter to be estimated; Yprior refers to the initial parameter estimates
C refer to the covariance which with Yprior is determined from the initial geological model
X refers to the states of the reservoir at various time N in Simulations. Such that f n (Xn+1,
Y) simply refers to production data.
gn (Xn+1, Xn, Yn) represents the equations to which the simulator constrains the
reservoir model, linking the Parameters Y and reservoir states or results X.
The Lagrangian Ln (Xn, Yn) is the estimate of error between the observed data Dobs and the
simulated result fn (Xn+1, Y) also referred to as Misfit M.
is the variance of the data
field development planning, field optimization, economic evaluation of fields, testing of solution
ideas for field exploitation. These activities all have an economic value in the chain relevant to
production of the hydrocarbon.
It is impossible to accurately model every aspect of a real reservoir, hence every
simulation results has an attached uncertainty. Where history matching has been effectively
applied to a reservoir model, the uncertainty in the simulation results can be significantly
reduced. Statistical techniques can be used to quantify uncertainty.
The economic value of reservoir history matching lies in the reduction of uncertainty.
Uncertainty reduction facilitates the decision making process and risk management. The value of
improved history matching will stem from having results with fewer solution models and a direct
reduction in the uncertainty. The economic value of history matching will vary for each reservoir.
It is possible to quantify this economic value if we can quantify the reduction in uncertainty of
economic parameters resulting from the application.
Sea Water: - This refers to water from modern sea, used for water flooding.
Interstitial Water:- Water occupying the pore spaces in formation rock (aquifer water).
Connate Water: - Refers to interstitial water of syngeneic origin with the formation rock..
ntly b n in tmo ph i
l tion
Digenetic Water: -Water with chemical or physical change from rock sedimentation.
The injected sea water applies for offshore field, where sea water being the most available water
source, is used for water flooding. Produced water from an oil reservoir, for the purpose of this
study will be grouped into two, namely: Injected Sea Water and Formation Water. The formation
water is made up of connate water, aquifer or interstitial water and digenetic water.
2.4.2 Composition of Oil Field Water
The water in modern sea is generally saline. The salt or ion composition is mainly of
hlo id (Cl), odi m (N +), sulphate (SO24), m gn i m (Mg2+), calcium (Ca2+), and
potassium (K+). They constitute about 90 percent of all the salt in sea water. While inorganic
carbon, bromide, boron, strontium, and fluoride constitute the other major dissolved content of
seawater. MacKenzie (2013) gives a full list sea water composition.
Formation water cannot be ascribed a single composition as they come from various
sources and pass through various physical and chemical processes. In a study of water from
various geological aged rocks, Collins, (1975, p.216) concluded that the water were not of the
same chemical composition, and have evolved considerably compared to the modern sea water.
Any water in the reservoir can be modified by four major processes, dilution by meteoric
water or fresh water, reaction with minerals in the rock formation, clay membrane filtration and
ion exchange, mixing of sea water and aquifer water resulting in precipitations.
2.4.3 Compatibility of Formation Water and Sea Water
Vazquez, McCartney, et al.(2013,p.1) observed that injected sea water and formation
water
can be quite incompatible for mixing. Mixing of both waters could result in several possible
geochemical reactions which may lead to scale precipitation. Precipitation of insoluble
compounds result in formation damage through reduction of permeability and porosity of the
reservoir. Collins (1975, p.367) identified the ions responsible for formation of scale from water
mixing as Ca+2,Sr+2, Ba+2, Fe+2, SO4-2, HCO3- . The time and actual precipitation of the scale may
be subject to other environmental changes such as pressure and temperature changes or factors
that affect concentration of the brines. The most notorious of the scales is barium sulphate
BaSO4 which is highly insoluble and often impossible to remove once formed.
2.4.3.1 Conservation of Natural Tracers within Reservoir
Valestrand et al.(2008, p.2) defined tracers as inert chemical or radioactive compounds
used
to label fluids or track fluid movements. Artificial water tracers are used for inter-well tracer
tests. The interest of this study lies on natural water tracers. Even though ions sea water are
affected by chemical activities, Huseby et al., (2009, p.2) indicated that in most cases ions in sea
water only react moderately with the formation water. Such ions can be used as natural tracers of
sea water. Ions which may be used for such application include SO42-, Mg2+, K+, Ba2+, Sr2+, Ca2+,
Cl- (Huseby et al., 2009, p.2).
The second option for natural tracers of water are isotopes. Hydrogen isotopes are the
best being abundant in water. Another isotope is Strontium
87
high concentration in potassium rich rocks (Huseby et al., 2009, p.2). The high concentration is
transferred to formation waters with which such rocks have equilibrated. The ratio of 87Sr to the
more abundant 86Sr isotope can be used as tracers for formation water.
The choice of natural water tracers might be an economic decision rather than a choice
based on quality. Ion content data of produced water are routinely analysed as part of the flow
assurance, hence has little extra acquisition cost compared to isotopes. For this study, the
assumptions is that there are scale risks in our synthetic reservoir which exclude the use of SO42as a tracer. The alternative choice is the use of Cl- ions as tracers. These ions do not move in
between reservoir phases and are not subject to portioning effects (Valestrand et al., 2008, p.2).
10
or
concepts
of
natural
evolution
and
the
genetic
system,
such
objective function is defined as the fitness function and the solution models sought are encoded
with chromosome or a string of bits such as binary numbers (Obitko, 1998). Each bit is related to
a parameter of the solution model by a function (Tatiana Tambouratzis, 2013, p.163).
It starts with the initiation of a generation of randomly generated solutions to the problem.
The process of selection follows, in which the solution are ranked based on specified fitness
criteria such as the value of the objective function. The best solutions of the population are
selected to breed a new generation. Breeding of a new set of solutions is achieved through
genetic operations. Two or more parent solution models are randomly selected from the set of
bests for the generation. There chromosomes or encoding are treated as genetic identities on
which the genetic operations are performed. Popular operations are mutation and crossover,
others include regrouping, migration, extinction, roulette wheel selection, elitism, etc. (Tatiana
Tambouratzis, 2013, p.163). A generation ends when its population size is reached. The objective
function is observed to approach closer to the target solution or fitness value with each new
generation.
3.1.2 Differential Evolution
Differential Evolution is a form of Evolution Algorithm, hence it shares the same
description and procedures with Genetic Algorithm, but differs in method of evolution. Creation
of the new generation occurs before selection is done. It used uses a specified mutation and
recombination operation to create the new generation. Rather than chromosomes, differential
11
algorithm uses vectors of solution model parameters to represent solutions in the parameter space
(Hajizadeh, 2011, p.71). For mutation, three solutions from the population are randomly selected
(x1g, x2g, x3g where g denotes the generation). A mutation or mutant vector is calculated as
follows.
(Hajizadeh, 2011, p.72)
EQ. 3-1
The factor F controls the rate of evolution, ranging from 0 to 1. In recombination or cross over
operation, each member of the population
and offspring
for the parent
retained as
to produce
EQ. 3-2
12
shared through pheromone distribution allows ants to translate from random exploration to the
shortest path to the nearest food source. This behaviours of ants are modelled in optimization as
solution searches by a number of ants in a colony. When one ant finds a better solution based on
defined criteria, a pheromone like property of its search influences the other ants to search more
in the vicinity of the solution found (Hajizadeh et al., 2011, p.214). This however risks trapping
the process in a local minima, hence some parameters or weighting are applied to the decision
criteria so that the ants at times deviate from the pheromone informed decisions in order to create
a better exploration of the solution space.
They are updated in each iteration and used to calculate the particles next movement as follows:
Updating:
{
EQ. 3-3
where
EQ. 3-4
Velocity:
(
EQ. 3-5
13
EQ. 3-6
(Hajizadeh et al., 2011, pp. 219-220)
Where
and
are as defined earlier
denotes a particular particle in the swarm
is the velocity of the particle of index in a specified dimension for the next
iteration in a multi-dimensional solution space.
and
are randomly generated real numbers between 0 and 1
and
are weighting used to control the focus of exploitation of a local area versus
exploration of the solution space.
is a weighting factor which controls the rate of convergence of the algorithm
represents the iteration count
The particle swarm optimization has various variants from this basic definition. They may differ
on the method of updating the velocity, choice of gbest, updating of particle position, etc. Below
is a flow diagram of the process.
Start
Initialize Z particles in
Solution space i=1
Update Particle i s
position
Calculate Particle i s
new position using
EQ.3-5
Evaluate Particle s
Position for fitness
Compare current
Particles position with
pBest
Next Iterations
Set i=1
No
Is stopping
criterion met?
Yes
Update gBest
End
14
3.1.5 Use of Particle Swarm Optimization for Reservoir History Matching Optimization
Problem
(Hajizadeh et al., 2011) conducted a comparative study of various stochastic optimization
algorithms. This study was conducted on two relatively well known reservoir models, the Teal
South reservoir and the PUNQS3 reservoir model with 45 parameters. The authors considered the
following algorithms: Differential Evolution- Best Variant; Differential Evolution; Particle
Swarm Optimization; Ant Colony Optimization; Neighbourhood Algorithm. The study reached
the following conclusions (Hajizadeh et al., 2011, p.238):
1. All the stochastic algorithms performed well compared to gradient based algorithms.
2. That for all the algorithms studied, Differential Evolution-Best and Particle Swarm
Optimization had the fastest convergence, as well as achieved the lowest misfit solutions.
3. That all the algorithms had uncertainty bounds which included the truth case
Ant Colony Optimization had the smallest span of uncertainty, followed by Particle Swarm
Optimization, these differences are very small. Several other studies have been conducted using
particle swarm optimisation (Lina Mohamed, Christie, & Demyanov, 2011), (Linah Mohamed,
Christie, & Demyanov, 2009), (Hajizadeh, 2011b), (Arnold, Vazquez, Demyanov, & Christie,
2012), (Vazquez, MacMillan, et al., 2013), (Vazquez, McCartney, et al., 2013).
15
EQ.
The solution to this problem for single objective optimization is to apply weights c1, c2
and c3 (see EQ. 3-7) in order to control the contribution of misfit components. Determination of
values of these weight is debateable. An alternative approach to this problem is the use of multiobjective optimization. Data of different numerical range and type are separated different
objectives for concurrent optimization. It eliminates arbitrary combination of dissimilar data into
misfit functions. In a recent study, Lina Mohamed et al.(2011) conducted a comparative study of
Single Objective Particle Swarm Optimization (SOPSO) and Multi-Objective Particle Swarm
Optimization (MOPSO). The study was conducted as a history matching task on IC Fault
Reservoir model from Imperial University, UK. The authors concluded as follows:
That the MOPSO was twice faster than SOPSO in convergence and obtained good fitting
models to the history matching problem.
That MOPSO obtained a more diverse set of solution models compared with SOPSO.
That while SOPSO gave a narrower uncertainty range, MOPSO resulted in a more robust
and more accurate uncertainty definition which included the truth case.
This study will use Multi-objective Particle Swarm Optimization for the mentioned benefits.
3.1.7 Optimal Solutions in Multi-Objective Optimization: Pareto Front
In single objective optimization problems, an optimal solution is selected based on the
value of the misfit function. In multi-objective optimization the task of selecting optimal
solutions becomes a bit more complex as the solutions represent different trade-off between
objectives in terms of dominance (Lina Mohamed et al., 2011,p.2). Veldhuizen & Lamont (1997,
16
p.2) indicated that one of the key ideas for dealing with this problem of selecting optimal
solutions is the concept of Pareto Optimality. Pareto optimal solutions stems from the definition
of Pareto Dominance.
Let us view two solutions of a multi objective optimization problem as vectors
and
, where
if and only if
i.e
{
EQ. 3-8
Based on this definition we now define the pareto optimal solution set as solutions that are not
dominated by any other solution. This means that for N number of evaluated solutions, solution
is pareto optimal if
{
{
}
EQ. 3-9
The pareto set when plotted graphically is called the pareto front. It physically represents the
range of optimal trade-off between the objectives.
17
For a reservoir, the major driver of uncertainty is heterogeneity of the reservoir. Most
reservoir data are only reflective of measurements at the well location. Inferences have to be
made about locations in between wells. Heterogeneities occur at all scales of the reservoir, from
microscopic pore scale to the megascopic properties.
Heterogeneity in reservoir characterisation translates to uncertainty in simulation outputs
and forecasts. Uncertainties in reservoir characterisation were grouped by Schulze-riegert &
Ghedan (2007, p.7) as follows.
Uncertainty in Geological Data: Uncertainties due to measurement errors, selection or
interpretation of geological data of the reservoirs
Uncertainty of Geological Data: Uncertainties inherent from the complexity of reservoir
geology or lithology. Issues and interpretation from of sedimentation, lithology, and mapping.
Uncertainty in Dynamic Reservoir Data: Uncertainty in properties that affect the flow of
fluids.
Uncertainty in Reservoir Fluids Data: Composition of reservoir fluids retains some
uncertainties as to the extent to which obtained samples are representative of the whole field.
The many sources of uncertainties means that it is impossible to totally eliminate uncertainty
from reservoir model. It is imperative that we quantify the uncertainty in the results of reservoir
models and simulation to better inform of the limits of their applicability.
18
19
Relating Bayes rule to reservoir history matching problems, the models M under investigation are
the hypothesis H, the historic production data or Observation O is the Evidence. We can rewrite
the Bayes Rule using the new notation as follows:
EQ. 3-13
integral. The Evaluation of the posterior probabilities entails the evaluation of three elements
1. Prior Probabilities
2. Likelihood of
Observations
The prior probabilities are evaluated from the prior information obtained from the reservoir on
the variability of the parameters describing the uncertain properties of the reservoir.
3.3.2 Likelihood of Observation
The evaluation of the likelihood is based on Gaussian error statistics. The likelihood is defined as
the negative exponent of the misfit between observations and simulation values. This is
expressed in mean squares form below:
(Christie et al., 2006, p.4) or
(Sambridge, 1999, p.3)
EQ. 3-14
EQ.
3-15
(Sambridge, 1999, p.3). Where C is the covariance matrix of the observation data. For a single
parameter the definition of misfit simplifies as
EQ. 3-16
20
Where do is the observed data, g (m) is a function of the model, or simulation result for the
model.
3.3.3 Bayes Integral: Resampling by NA-Bayes
A Bayesian integral is contained in the definition of the normalizing factor
in the
expression for Bayes rule. Bayesian integrals are evaluated using Monte Carlos integration:
EQ. 3-17
Where
EQ. 3-18
is the density distribution of the sampled models drawn from the solution space in
the forward solution earlier described? Difficulties arise in evaluating the relation as the density
distribution with which the models space is sampled in the optimization setups are usually
unknown. The solution to this problem is to re-sample the solution space in such a way that the
density distribution of the samples equals the probability distribution, hence they cancel out.
EQ. 3-19
This property is what we need to evaluate the Bayesian integrals using Monte Carlo integration.
However, one of the impediments to using this approach is that we do not have a full
detailed description of the probability distribution in the solution space. The ensemble of models
21
are only representative. This is where neighbourhood approximation of the solution space comes
in. Using voronoi cells, the entire volume of the solution space is described by an approximation
of the actual probability. Voronoi cells are nearest neighbour regions in the solution space
defined around each model in the solution ensemble (see figure 3-1), they have the properties of
being space filling polyhedral, with their size, shape and volume automatically adapted to the
distribution of the models in the ensemble (Sambridge, 1999a, p.4). The spacing filling attribute
allows the points within a voronoi cell to be assigned a probability equal to the probability of the
model around which it is defined.
Figure 3-2Voronoi cells for ten random points (models) is a solution space. b. The updated
Voronoi cells after 100 points are sampled and interpolated using Gibbs sampler.
The sampling of the approximate probability distribution formed using voronoi cells is now
accomplished using the MCMC random walk. The MCMC variant used is the Gibbs Sampler
Algorithm. The Gibbs Sampler selects a model by taking random sized step in the direction of
each dimension of the solution space in turn (Sambridge, 1999). When it has stepped in all
dimensions, a parameter vector representing a model results. The Gibbs sampler implement
22
typical MCMC rejection check on each step, this turns the sampling to select models of high
probability, hence following probability distribution in the solution space (Sambridge, 1999a,
p.5).
3.3.5 Bayesian Credible Intervals
A
Bayesian credible interval is an interval in which the probability of find a truth case
uncertainty.
23
problem was to estimate the reservoir permeability and porosity. Three cases of history matching
were considered: using oil rate and water cut production data only; using the natural tracer SO42with oil rate and water cut production data; and using ordinary inter-well tracer data. The three
cases were compared based on mean square error of their estimation the true porosity and
permeability of the reservoir. The result showed that for both porosity and permeability, there
were only slight differences between estimations done without tracers, and with ordinary tracers.
However, the estimations done using natural tracers showed a marked improvement in quality
with much lower error values.. The study also noted the lack of explanation for the better
performance of natural tracers than ordinary tracers, since the former do not carry
complementary information on water injection sources. The authors concluded that tracer data
were underexploited as a source of knowledge about reservoirs.
Arnold et al.(2012) carried out a study on the value of adding produced water chemistry
as tracer of injected sea water, to further constrain the history matching of the PUNQS3 reservoir
model. The study was carried out using single objective Particle Swarm Optimisation. It
considered well bottom-hole pressure, oil production rate, gas oil ration, water production rate
and well tracer data. The cases with tracer data and without tracer data were compared. Based on
misfit calculated as mean square error from the history date, it was found that out of five trials of
each case, only one case with tracer data achieved very low misfit. A second comparison was
made on the bases of clustering of the solution models in parameter space, and did not find any
considerable improvement due to tracer data. However the study found that tracers reduced the
number of acceptably matched minima points from the parameter space. The study concluded
that adding tracer data did not harm nor greatly improve the quality of the history match, but
made significant improvements to forecast.
24
25
complementary information on flow paths within the reservoir, its addition as a constraint to
reservoir calibration should improve the quality of history match and also reduce the amount of
uncertainty in forecast. Specifically this study aims to answer the following questions.
Question 1: Does adding natural tracer data reduce the mean square error misfit achieved by
sampled models with reference to oil rate and bottom-hole historical data?
Question 2: Does adding natural tracer data generally reduce the range of uncertainties specified
by Bayesian credibility intervals over the history match and forecast period?
Question 3: Does adding natural tracer data reduce the range of uncertainties specified by
Bayesian credibility at the terminal point of the forecast period?
While none of the earlier works has sought to compare the effect of adding natural sea water
tracer data to history matching by measuring the range of uncertainties, Arnold et al.(2012) had
observed that it made improvements to forecast generally. The comparison by misfit of sampled
models has been a bit more complicated due to earlier studies use us single optimization
techniques, which requires addition or removal of tracer data points before misfit values could be
compared (Arnold et al., 2012, p.6). Also, the combination and weighting of the objective
function for oil rate, water rate and natural chemical tracers for sea water in earlier studies
prefixes the combinational relationship between these objectives. While this does not hamper the
optimisation schemes from finding good solution models, it does limit the extent of exploration
in the search for good fitting models. This study will be carried out using multi-objective particle
swarm optimisation to allow a free comparison of misfit values and also maximise the space
searched by the optimisation algorithm. The choice of optimisation algorithm has also been
informed by the earlier reported works on comparative study of optimisation techniques (Linah
26
Mohamed et al., 2009) and multi-objective particle swarm optimisation (Lina Mohamed et al.,
2011). This value of improving history matching has been earlier discussed in the introduction.
27
iption fo PUNQS3 R
The layer thickness is of the order of 5meters in thickness, it played a major role in geological
interpretation. The sediments were deposited in a deltaic, coastal plain environment. Layers 1, 3,
28
and 5 consist of fluvial channel fills encased in floodplain mudstone. Layer 2 represents marine
or lagoonal clay with some distal mouthbar deposits; and layer 4 represents a mouthbar or
lagoonal delta encased in lagoonal clays.
L y
1, 3, nd 5 h v lin
somewhere between 110 and 170 degrees SE. These sand streaks of about 800 m wide are
embedded in a low porous shale matrix ( < 5 %). The width and the spacing of the streaks vary
somewhat between the layers. A summary is given in the table below.
In layer 2 is a marine or lagoonal shale in which distal mouthbar or distal lagoonal delta occur.
They translate into a low-porous ( < 5%), shaly sediment, with some irregular patches of
somewhat higher porosity ( > 5%).
L y
4 ont in mo thb
o l goon l d lt
within l goon l l y , o
which consists of an intermediate porosity region ( ~ 15%) with an approximate lobate shape
embedded in a low-porosity matrix ( < 5%). The lobate shape is usually expressed as an ellipse
(ratio of the axes= 3:2) with the longest axis perpendicular to the paleocurrent (which is between
110 and 170 degrees SE).
Layer Facies
Width
Spacing
Channel Fill
800 m
2-5 km
1
Lagoonal Shale
2
Channel
Fill
1000
m
2-5 km
3
Mouthbar
500-5000 m
10 km
4
Channel Fill
2000 m
4-10 km
5
Figure 4-1 Expected facies with estimates for width and spacing of major flow units
29
5 Methods
5.1 Work Flow Diagram
Start
Defin e Histo ry
Data to be
Matched
Defin e Uncertain
Parameter
Parameterisatio n of
PUNQS3 Rese rvoir
Model
Generat ion of
Simulation Files
Determination of
Range of Uncertain
Parameters
Generat ion of
Distribution Files
for Optimisation
Modification of
PUNQS3 Model to
in clud e Water
Injectors an d Water
Tracers
Determine I nitia l
Values o f
Varia nce for
History Data
Determination of
Optimisation
Objective Function s
Case1 PWC:
Selection of History
Data to Mat ch
Include Sea
Wate r Production
Rate History
Exclude Sea
Wate r Production
Rate History
Case2 No PWC:
Selection of History
Data to mat ch
Setup 3 ensembles
jo intly for forecast and
Unce rtainty
Quantification:
RAVEN
Setup Optimisation
Software: RAVEN
Execute MultiObjection
Optimisation : PSO
for 3000 Iteration
EXECUTE: Calculate
Bayesian Credibility
Intervals P10, P50 &
P90
Determine
Convergence Point:
Number of Iteratio ns
Repeat PSO
Optimisation for
Converged Num ber
of Iterations
Review Variance
Values t o Modify
Ensemble Density
Setup the 3
ensembles jointly for
forecast and
Unce rtainty
Quantification:
RAVEN
EXECUTE:
PPD Approx.
MCMC Walk
EXECUTE
PPD Approx.;
MCMC Walk;
Simulations for
forecast;
Is No. of Sa mpled
Models Adequate?
Execute Two
additional Runs of
PSO Optimisation
EXECUTE
PPD Approx.;
MCMC Walk;
Simulations for
forecast;
EXECUTE: Calculate
Bayesian Credibility
Intervals P10, P50 &
P90
End
30
iption
fo
PUNQS3
voi
Mod l, n.d.).
5.4 Parameterisation
The two uncertain reservoir properties were identified as porosity and permeability.
31
32
Figure 5-3Sample
Optimization ResultQualitative Permeability
Map-light blue shows higher
perm.
Note that similar colours are not related. They all mark different parameterisation regions.
33
Layers 2 and 4 from the reservoir description are low permeability shale or clay. Layer 2
has no prominent flow unit, while layer 4 has a lobate shaped flow unit embedded in the lagoon
clay. Layer 2 has been parameterised as a single parameter region (See Figure. 5-4). An
arrangement of several block region has been made, with small block interconnecting them. The
idea is to be able to form an approximation of a lobate shape in many ways with several
selections. On the total, the PUNQS3 reservoir model has been parameterised into 66 parameters.
The table below lists the parameters by layer and shows the naming convention.
Table 5-1 List of Parameter for PUNQS3 Reservoir
Layer1
Layer2
Layer 3
Layer4
Layer5
$L1P
$L1P1
$L1P2
$L1P3
$L1P4
$L1P5
$L1P6
$L1P7
$L1P8
$L1P9
$L1P10
$L1P11
$L1P12
$L1P13
$L1P14
$L1P15
$L1P16
$L2P
$L3P2
$L3P3
$L3P4
$L3P5
$L3P6
$L3P7
$L3P8
$L3P9
$L3P10
$L3P11
$L3P12
$L3P13
$L3P14
$L3P15
$L4P1
$L4P2
$L4P3
$L4P4
$L4P5
$L4P6
$L4P7
$L4P8
$L4P9
$L4P10
$L4P11
$L4P12
$L4P13
$L4P19
$L4PA
$L4PB
$L4PC
$L4PD
$L4PE
$L4PF
$L5P2
$L5P3
$L5P4
$L5P5
$L5P6
$L5P7
$L5P8
$L5P9
$L5P10
$L5P11
$L5P12
$L5P13
$L5P14
$L5P15
34
These relations are used for this study to minimize the number of parameters required to fully
capture the uncertain permeability and porosity of the reservoir. The parameters will be used to
define porosity , while the porosity will be used to calculate the horizontal permeability
according to above relations. Vertical permeability
Distribution
Uniform
Uniform
Uniform
Uniform
Uniform
35
5.5.1 Case 1:
5.5.1.1 Tracer Data
For this case tracers have been added to the injector wells. The same tracer is used for all
four injection wells to model the nature of natural water tracers which do not have
complimentary information on the specific injector positions. This study also assumes the
likelihood of scale formation, hence likely reactions of Ba2+ and SO42- to form BaSO4 or Barium
Sulfate. For this reason Cl- has been chosen as the better natural tracer for injected sea water. The
nature of the tracer is specified as non-partitioning between fluid phases and also exhibit the
required level of conservation from reactions in the reservoir. Based on these there is no need to
specially model the tracer transport separate from fluid flows calculated by the reservoir
simulator.
5.5.1.2 History Match Data
The history match and optimizations for this case considers combination of conventional
production data and tracer production data as listed below.
The history match uses data for six producer wells PRO-1, PRO-4, PRO-5, PRO-11 and PRO-15.
5.5.1.3 Objective Functions
The basic definition of objective function for this study is simply the misfit of the
simulation values to the observed or history values for any given production data.
The
optimization work will minimize the misfit to achieve a match with the history data. The misfit
M i d fin d
36
EQ.
5-1
is the number of data points in the history;
simulated values.
is the
EQ.
5-2
The choice of combining the Producer Well Bottom Hole Pressure (BHP) and Oil Production
Rates is simply born out of their similar numerical value in the history data. They both ranged
between 100 and 250, hence equal weighting will not hamper any of them from being significant
in the optimization process.
5.5.1.3.2 Water
The second objective was defined for water production rate (WPR). It was chosen as a
Separate objective due to it being a different data from others, and having a different numerical
range from oil rate based on history. The definition combines data from the six producer wells.
37
EQ.
5-3
5.5.1.3.3 Sea Water Tracer (SWT)
The sea water tracer production rate has been defined as a separate objective with the
particular aim of making it easy to uncouple its misfit values from the data. This is to aid
comparison of this case where it is included and the Case 2, where it is not include.
EQ. 5-4
5.5.2 Case 2:
This is a repeat of the setup of Case1, without the Sea Water Tracer Production Data.
Only two objective functions have been defined for the case as follows.
5.5.2.1 Oil and BHP:
This first objective function is a replica of same objective used in Case 1.
[
]
EQ. 5-5
5.5.2.2 Water
The second objective is also an exact replica of the same objective used for Case 1.
5-6
EQ.
38
Due to modifications to the PUNQS3 reservoir model, there was need to regenerate the
historical data. This was done using the truth case porosity and permeability data provide with
the PUNQS3 data set at the imperial college online site. The data set was setup with injectors I1,
I2, I3 and I4.
A second challenge to the reservoir set up was encounters with the water tracer data. The
PUNQS3 problem had been setup as having a history match period of 8 years, while the
remaining 8.5 years is used for forecast. The tracers were just breaking through to the producers
at the end of the first eight years. Only nine data points were nonzero for the six wells combined.
This was useful in studying effects of sea water tracer production on history match. Hence,
additional modifications have been made to the PUNQS3 model. The history match period was
extended to 11 years or 4018 days, the remaining 5.5 years was then used as the forecast period.
in the successful re-sampling of the Posterior Probability distribution using Markov chain Monte
Carlo (MCMC) methods in uncertainty quantification. For this reason, in this study, variance ( )
serves as both a factor for measurement errors and a factors for adjusting the density of sampled
models over the misfit surface for uncertainty quantifications.
The value of variance ( ) was determined by conducting sensitivities between
and
39
resampled models, equal to or above the number of iterations each in ensemble of models
generated by optimization runs. In summary, variance ( ) has been optimized for the uncertainty
quantification methods, rather than just measurement error.
40
EQ. 5-7
where
EQ. 5-8
Velocity:
(
EQ. 5-9
EQ. 5-10
Where
and
the cognitive component is a weighting that controls the extent of exploitative local
search for solution by a given particles, it factors contribution of the particles last best
known position to next velocity (and resultant direction) of the particles.
the social component is a weighting that controls the extent of social exploration by a
particle. It factors the global best known position, hence encourages the particles to move
towards the best known global solution.
Both
and
a weighting factor also called the initial inertia controls the rate of convergence of the
algorithm and has been set to 0.729
41
Bayesian Framework:
42
Ordinarily after resampling there is no need to conduct forward solutions of the models.
However, we are considering forecast periods which were not covered by the initial simulations
done during PSO optimisation, it is then necessary to simulate the models selected during the
MCMC walk for forecast. These simulations were executed using the Schlumberger Eclipse
Simulator (Black Oil) which was incorporated by the Raven Software.
5.9.1 Prior Probabilities
The prior probabilities were calculated based on the ranges and distributions specified for the
parameters established for the PUNQS3 model (see section on parameterisation in this chapter).
Under parameterisation, a uniform distribution was specified for all parameters. This means that
any within the range of a parameter has the same prior probability as another values in the range.
Hence, the prior probability of all the models within an ensembles will be the same.
5.9.2 Likelihood of Models
The model likelihood as reviewed in chapter two is defined based Gaussian error statistics. The
core of its evaluation is the misfit function M
The misfit functions are the same used for Particle Swarm Optimisation and have been define
within this chapter in the section on Optimisation Algorithms. The observation data used is the
same as specified for optimisation runs.
43
5.9.3.1 The setup for the Markov chain Monte Carlo (MCMC) walk:
Number of Chains = 20
Note that the burn-in period is the number of initial random steps to be forgotten in order to
relieve the effects of the starting point on the sampling result of the MCMC walk. The refresh
frequency refers to the steps before the voronoi cell are updated.
5.9.3.2 Criteria for accepting the MCMC Samples
MCMC walks were considered successful when the number of selected samples was no less than
the input number of models in the input ensemble. Several trials were carried out to tune variance
for the history data and the number of models in the input ensemble for MCMC methods
44
Means square errors for the three intervals relative to truth case for Field Oil Production
Total and the Field Water Production Total respectively.
Means square errors for the P10 and P90 intervals relative to P50 interval for Field Oil
Production Total and the Field Water Production Total respectively
45
This first measure captures how close the intervals are to the truth case, the second measure
captures the width of the P10-P90 interval as a measure of how large the uncertainty estimated is
over the whole production period of the reservoir. A reduction in uncertainty is expected to pull
P10, P50 and P90 closer together.
5.10.3 Research Question 3
Does adding natural sea water tracer data reduce the range of uncertainties specified by
Bayesian credibility at the terminal point of the forecast period?
It has also been considered that the effect of produced sea water history in reducing uncertainty
could be more pronounced only at the end of the production period. Hence, the uncertainty
interval P10, P50 and P90 at the production terminal point of 16.5 years is compared to the truth
values for the two cases (1 and 2) using Japanese candle stick plots. The expectation is that Case
1: SWTP will have a reduced span of uncertainty due to inclusion of produced sea water tracer
data in the history match.
46
6 Results
The results of the comparative history match study (for the Case 1: SWTP and Case 2: NSWTP)
Water
20
15
Remainder
10
Pareto
5
0
0
10
15
20
Water
12
10
8
Remainder
Pareto
4
2
0
0
10
15
20
47
Comparison of Paretos for Oil &BHP vs. Water Objective for Case 1 and Case 2
N
2.5
0.3929
Water
D
1.5
C
1
0.2903
0.5
0.3448
1.2285
0
0
X-
0.2
0.4
0.6
0.8
4
Case 1 Pareto
1.2
1.4
1.6
1.8
Case2 Pareto
C-Case Pareto
P(10)+P(50)
26.09
17.01
18.11
Table 6-2 Misfit of Field Water Production Total FWPT from Truth Case
Table 6.2.2 Misfit of Field Water Production Total FWPT from Truth Case
P(10)
P(50)
P(90)
Case 2: No Sea Water Tracer Data
24.26
116.48
272.25
Case 1: Sea Water Tracer Data
13.42
87.32
312.84
Control Case Case 1
16.10
108.37
267.23
P(10)+P(50)
140.74
100.74
124.46
48
Case1:SWTP FOPT
Case2:NSWTP FOPT
4300000
4300000
4100000
4100000
3900000
3900000
3700000
3700000
3500000
3500000
3300000
3300000
3100000
3100000
2900000
2900000
2700000
2700000
2500000
4000
4500
5000
5500
6000
6500
2500000
4000
4500
5000
5500
6000
TRUTH FOPT
FOPT (P10)
TRUTH FOPT
FOPT (P10)
FOPT (P50)
FOPT (P90)
FOPT (P50)
FOPT (P90)
6500
The span of uncertainty, measured as mean square error or misfit from the truth case, is less for
Case 1: including Sea Water Tracer Production Data than for Case 2: Excluding Sea Water
Production Data.
Table 6-3 Misfit FOPT from P(50) as a Measure of Span of Uncertainty Envelope
Misfit FOPT from P(50) as a Measure of Span of Uncertainty Envelope
Case
P(10)-P(50)
P(90)-P(50)
Total
Case 2: No Sea Water Tracer Data
44.53
109.14
153.67
Case 1: Sea Water Tracer Data
31.88
96.68
128.56
Control Case Case 1
35.49
93.09
128.57
Table 6-4 Misfit FWPT from P(50) as a Measure of Span of Uncertainty Envelope
Misfit FWPT from P(50) as a Measure of Span of Uncertainty Envelope
P(10)
P(50)
Total
Case 2: No Sea Water Tracer Data
45.55
33.77
79.32
Case 1: Sea Water Tracer Data
41.67
73.24
114.91
Control Case Case 1
50.47
38.10
88.57
49
Case 1:SWTP-FWPT
Case 2:NSWTP-FWPT
1800000
1800000
1600000
1600000
1400000
1400000
1200000
1200000
1000000
1000000
800000
800000
600000
600000
400000
400000
200000
200000
0
3000
-200000
4000
5000
6000
7000
0
3000
-200000
4000
5000
6000
TRUTH FWPT
FWPT (P10)
TRUTH FWPT
FWPT (P10)
FWPT (P50)
FWPT (P90)
FWPT (P50)
FWPT (P90)
7000
50
Does adding natural sea water tracer data reduce the range of uncertainties specified by
Bayesian credibility at the terminal point of
TERMINAL FOPT
UNCERTAINTY AT 16.5
YEARS
TERMINAL FWPT
UNCERTAINTY AT 16.5
YEARS
1,800,000.00
4150000
1,600,000.00
4100000
1,400,000.00
4050000
1,200,000.00
4000000
1,000,000.00
3950000
800,000.00
3900000
NPWC
NPWC
PWC
P10
P90
CPWC
P50
PWC
CPWC
Truth Case
Truth Case
P10
P90
P50
Truth
Case
Truth Case
51
into three on the basis of dominance of objectives. Regions C-3, D-3, and E-3 mark portions of
the two fronts where Oil & BHP Objective dominated Water Objective. Region B-3 has the most
Pareto optimal models for all the cases. A-4, A-5, A-6 are regions where Water Objective
dominates the Oil & BHP. In all three regions Case 1: SWTP has the lower misfit as shown in
Table. 9-1. The difference in misfit achieved by Case 1: SWTP relative to Case 2: NSWTP has
been expressed as a percentage of the mean of the misfit achieved by Case: 2 NSWTP for the
dominating objective in region. This is to quantify the extent to which the Pareto in Case 2 has
advance ahead of Case 1. This difference in objective is a maximum of 4.5% in Water Objective
dominated regions and 4.6% where oil objective dominates. We hence state that Case 1: SWTP
has achieved lower misfit values across the whole pareto front, compared to Case 2: NSWTP.
However, the relative improvement is very small at a maximum of 4.9%.
Having established that adding injected sea water tracer production data improved history
matching in case 1, it becomes necessary to consider the quality of the history match. The use of
multi-objective optimisation necessitates that we only compare models with similar objective
trade-offs (however, plots of the match of the lowest total misfit models have been provided in
the Section 9-Appendix. Figure 9-7 to 9-18). The most pareto-optimal models for both cases are
compared. Iteration model 493 for Case 1 and iteration model 262 for Case 2. The plots for well
bottom-hole pressure (WBHP) are reported in Figure 9-19 to 9-24 in Section 9-Appendix, and
well water production rate (WWPR) in Figure 9-24 to 9-30 also within Section 9-Appendix. For
WBHP, Case 1:SWTP model achieved a better match for wells Pro-1, Pro-5 and Pro 12
compared to Case 2:NSWTP. It achieved an approximately equal match as Case 2: SWTP for
wells Pro-11 and Pro-15. Only Pro-4 shows a slightly better match for well Pro-4. For WWPR
Case 1 model had a better match in wells Pro-4 and Pro-12 than Case 2. An approximately equal
52
match was achieved in wells Pro-1, Pro-11 and Pro-15 where both cases missed the water
breakthrough point. Only in Well Pro-5 was Case 2 model clearly a better match. Based on these
we can state that adding injected sea water tracer production data in Case 1 produced a slightly
better history match quality than in Case 2 where it was excluded.
53
Consideration of the size of the uncertainty intervals was made based on mean square
error of P10 and P90 from P50, as an indicator of P10 to P90 span of uncertainty. The values of
the span of the uncertainty in FOPT for Case 1: SWTP is lower at 128.56 compared to 153.67 for
Case 2: NSWTP (see Table 6-3 in Section 6-Results). However, for FWPT Case 2: NSWPT has a
lower span at 79.32 against 114.91 for Case 1: SWTP (see Table 6-4 in Section 6-Results). This
can be explained seeing that for FWPT, the truth case is outside the P10- P90 interval (See fig. 66 and 6-7 in Section 9) for both cases. The uncertainty estimate for Case 1: SWTP has expanded
in response to lower reliability of the estimate.
The terminal span of uncertainty was also consider using a Japanese candle stick plot.
Figure 6-9 shows that for FOPT the higher credible point P10 is closer to the truth case in Case 1:
SWTP than in Case 2: NSWTP. The span of the uncertainty is also lower for Case 1. The Figure
6-8 shows that for FWPT, the higher credible point P10 for Case 1: SWTP is again closer to the
truth, which lies outside the intervals. However, the span of the uncertainty is lower for Case 2
than for Case 1. This is the same effect of the truth case lying outside the intervals.
The trends for Case 1: SWTP has been replicated by the control Case C: SWPT in all
comparisons, hence this is not a one off occurrence.
7.4 Conclusion
A comparative study of history matching was carried out for two cases, where one used the
additional constraint of injected sea water produced, which is acquired using natural sea water
tracer. The study was carried out by using a synthetic reservoir model, the PUNQS3 model.
Multi-objective Particle Swarm Optimization was used for automatic history matching of both
case with 66 parameters in the model for the estimation of porosity and permeability. The
uncertainty quantification was done using NA-Bayes method which is defined on a Bayesian
54
probability framework. The results shows that adding natural sea water tracers production data
results in slightly better history matching results. The uncertainty in the performance forecast was
also reduced by the additional data, as well as made more robust or reliable. Similar results
showing only slightly better performance and better forecast were obtained by Arnold et
al.(2012). The estimated economic value of the improvement, about $3.8 million (2013), is quite
significant, but very small compared to the value of oil in the reservoir.
In the course of this work, some unreported results shows that the addition of injected sea
water tracer production data did not significantly impact the history matching problem with a
lower number of parameter (33). It is proposed that the value of adding injected sea water tracer
production data is more significant for higher complexity history matching problems. Future
work will aimed at verifying the value of injected sea water production data to history matching
for reservoirs that are significantly more complex than the PUNQS3.
55
8 References
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Mohamed, Linah, Christie, M., & Demyanov, V. (2009). Comparison of Stochastic Sampling
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Sarma, P., Durlofsky, L. J., Aziz, K., & Chen, W. H. (2007). A New Approach to Automatic
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58
9 Appendix
9.1 Detailed Comparison of Front Advance by Region
Table 9-1 Comparison of Front Advance by Region
Comparison of Front Advance by Region
Case 2
Case 1
Dominant Front by
ITN
Oil &
Water ITN Oil & Water SWTP Oil&BHP
REGION
BHP
Misfit
BHP
Misfit Misfit
(N-X) refer
Misfit
Misfit
to Fig. 5.1.1
E-2
495
0.452 2.199 262 0.430 2.106 0.316 Case 1
157
0.462 2.077
C-3
B-2
B-3
A-3
359
0.503
1.079
Front Lagging
262
0.525
0.632
Front Lagging
Most
Pareto
Optimal
Difference Diff. as %
Between
of Mean
Lowest
Misfit
Misfit
Water
Oil Mean=
4.34 Water
Mean=4.03
0.022
0.513%
0.075
1.739%
0.075
1.739%
0.213
4.911%
0.167
1.995%
286
0.428
1.058
458
0.290
0.838
0.351 Case1
0.497 Case 1
493
0.460
0.529
0.066
171
0.474
0.344
0.517
Case 1
0.115
2.856%
315
0.653
0.409
0.205
Case 1
0.045
1.105%
Case1
387
0.612
0.459
379
0.663
0.453
A-5
419
0.976
0.418
397
0.816
0.371
0.092
Case 1
0.048
1.182%
100
1.194
0.358
473
1.229
0.187
0.182
Case 1
0.171
4.235%
A-4
59
2.5
Water
D
1.5
C
1
0.2903
0.5
0
0
X-
0.1875
0.2
0.4
0.6
0.8
1.2
1.4
1.6
1.8
7
Remainder
Pareto
To compare Pareto, by misfit, the trade-offs between objectives has been marked into ranges
by the regions. Pareto points falling into each of the frontal regions is be compared for the
two cases
Figure 9-1 Case 1: SWTP Pareto Plot in Regions
60
3
2.5
E
Water
D
1.5
C
1
B
0.5
A
0
0
X-
0.2
0.4
0.6
0.8
1.2
1.4
1.6
Pareto
Not
e
that the red balls represent the pareto models, the blue balls are the remainder of the ensemble.
Figure 9-3 3D Pareto Plot Case 1: Include Sea Water Tracer Production Data
61
9.3 Field Oil Production Total (FOPT) Intervals for Case1, C-Case and Case 2
Case -C FOPT-SWTP
C-Case FOPT-SWTP
4300000
4500000
4100000
4000000
3900000
3500000
3700000
3000000
3500000
2500000
3300000
2000000
3100000
1500000
1000000
2900000
500000
2700000
2500000
4000
4500
5000
5500
6000
6500
0
-2000
0
-500000
2000
4000
6000
TRUTH FOPT
FOPT (P10)
TRUTH FOPT
FOPT (P10)
FOPT (P50)
FOPT (P90)
FOPT (P50)
FOPT (P90)
8000
62
4500000
4000000
4000000
3500000
3500000
3000000
3000000
2500000
2500000
2000000
2000000
1500000
1500000
1000000
1000000
500000
500000
0
-2000
0
-500000
2000
4000
6000
8000
0
-2000
0
-500000
2000
4000
6000
TRUTH FOPT
FOPT (P10)
TRUTH FOPT
FOPT (P10)
FOPT (P50)
FOPT (P90)
FOPT (P50)
FOPT (P90)
8000
63
64
9.4 Comparison of History Match for Best Five Models of Case 1 and Case 2
Well Water Production Rate
WWPR Pro-1
cubic metre
40
35
Case 1
30
Case 1
25
Case 1
20
Case 1
15
Case 1
10
Case 1
Case2
0
-500
500
1000
1500
2000
2500
3000
3500
4000
4500
Time
Case2
Case2
WWPR Pro-4
250
Case 1
Case 1
cubic metre
200
Case 1
Case 1
150
Case 1
Case 1
100
Case2
Case2
50
Case2
Case2
0
-500
500
1000
1500
2000
2500
Time
3000
3500
4000
4500
Case2
Truth
65
WWPR Pro-5
160
Case 1
cubic metre
140
Case 1
120
Case 1
100
Case 1
Case 1
80
Case 1
60
Case2
40
Case2
Case2
20
Case2
0
-500
500
1000
1500
2000
2500
3000
3500
4000
4500
Case2
Truth
Time
WWPR Pro-11
40
Case 1
cubic metre
35
Case 1
30
Case 1
25
Case 1
Case 1
20
Case 1
15
Case2
10
Case2
Case2
Case2
0
-500
500
1000
1500
2000
2500
Time
3000
3500
4000
4500
Case2
Truth
66
WWPR Pro-12
250
Case 1
Case 1
cubic metre
200
Case 1
Case 1
150
Case 1
Case 1
100
Case2
Case2
50
Case2
Case2
0
-500
500
1000
1500
2000
2500
3000
3500
4000
4500
Case2
Truth
Time
WWPR Pro-15
1.2
Case 1
Case 1
cubic metre
Case 1
0.8
Case 1
Case 1
0.6
Case 1
Case2
0.4
Case2
0.2
Case2
Case2
0
-500
500
1000
1500
2000
2500
Time
3000
3500
4000
4500
Case2
Truth
67
WBHP Pro-1
260
Case 1
250
Case 1
Bars
240
Case 1
230
Case 1
220
Case 1
210
Case 1
200
Case2
Case2
190
Case2
180
Case2
170
-500
500
1000
1500
2000
2500
3000
3500
4000
4500
Case2
Truth
Time
WBHP Pro-4
260
Case 1
250
Case 1
Bars
240
Case 1
230
Case 1
220
Case 1
210
Case 1
200
Case2
Case2
190
Case2
180
Case2
170
-500
500
1000
1500
2000
2500
Time
3000
3500
4000
4500
Case2
Truth
68
WBHP Pro-5
260
Case 1
250
Case 1
Bars
240
Case 1
230
Case 1
220
Case 1
210
Case 1
200
Case2
Case2
190
Case2
180
Case2
170
-500
500
1000
1500
2000
2500
3000
3500
4000
4500
Case2
Truth
Time
WBHP Pro-11
260
Case 1
250
Case 1
Bars
240
Case 1
230
Case 1
220
Case 1
210
Case 1
200
Case2
Case2
190
Case2
180
Case2
170
-500
500
1000
1500
2000
2500
Time
3000
3500
4000
4500
Case2
Truth
69
WBHP Pro-12
260
Case 1
250
Case 1
Bars
240
Case 1
230
Case 1
220
Case 1
210
Case 1
200
Case2
Case2
190
Case2
180
Case2
170
-500
500
1000
1500
2000
2500
3000
3500
4000
4500
Case2
Truth
Time
WBHP Pro-15
260
Case 1
250
Case 1
Bars
240
Case 1
230
Case 1
220
Case 1
210
Case 1
200
Case2
Case2
190
Case2
180
Case2
170
-500
500
1000
1500
2000
2500
Time
3000
3500
4000
4500
Case2
Truth
70
9.6 Comparison of History Match for Most Pareto Models for Case 1(Iteration 493
Run2) Case 2(Iteration 262 Run3)-Well Bottom Hole Pressure
WBHP PRO-1
300
250
200
150
100
50
0
-500
500
1000
1500
2000
2500
3000
3500
4000
4500
-50
Truth
Case 1-IT493
Case 2-IT262
9-19 WBHP PRO-1 Case1 vs. Case2 Most Pareto Optimal Models
WBHP PRO-5
300
250
200
150
100
50
0
-500
500
1000
1500
2000
2500
3000
-50
Truth
Case 1-IT493
Case 2-IT262
9-20 WBHP PRO-5 Case1 vs. Case2 Most Pareto Optimal Models
3500
4000
4500
71
WBHP PRO-4
300
250
200
150
100
50
0
-500
500
1000
1500
2000
2500
3000
3500
4000
4500
3500
4000
4500
-50
Truth
Case 1-IT493
Case 2-IT262
9-21 WBHP PRO-4 Case1 vs. Case2 Most Pareto Optimal Models
WBHP PRO-11
300
250
200
150
100
50
0
-500
500
1000
1500
2000
2500
3000
-50
Truth
Case 1-IT493
Case 2-IT262
9-22 WBHP PRO-11 Case1 vs. Case2 Most Pareto Optimal Models
72
WBHP PRO-12
300
250
200
150
100
50
0
-500
500
1000
1500
2000
2500
3000
3500
4000
4500
4000
4500
-50
Truth
Case 1-IT493
Case 2-IT262
9-23 WBHP PRO-12 Case1 vs. Case2 Most Pareto Optimal Models
WBHP PRO-15
300
250
200
150
100
50
0
-500
500
1000
1500
2000
2500
3000
3500
-50
Truth
Case 1-IT493
Case 2-IT262
9-24 WBHP PRO-15 Case1 vs. Case2 Most Pareto Optimal Models
73
9.7 Comparison of History Match for Most Pareto Models for Case 1(Iteration 493
Run2) Case 2(Iteration 262 Run3) - Well Water Production Rate
WWPR PRO-1
0.012
0.01
0.008
0.006
0.004
0.002
0
-500
0
-0.002
500
1000
Truth
1500
2000
2500
Case 1-IT493
3000
3500
4000
4500
Case 2-IT262
9-25 WWPR PRO-1 Case1 vs. Case2 Most Pareto Optimal Models
WWPR PRO-4
250
200
150
100
50
0
-500
500
1000
1500
2000
2500
3000
-50
Truth
Case 1-IT493
Case 2-IT262
9-26 WWPR PRO-5 Case1 vs. Case2 Most Pareto Optimal Models
3500
4000
4500
74
WWPR PRO-5
60
50
40
30
20
10
0
-500
500
1000
1500
2000
2500
3000
3500
4000
3500
4000
4500
-10
Truth
Case 1-IT493
Case 2-IT262
WWPR PRO-11
20
15
10
0
-500
500
1000
1500
2000
2500
3000
-5
Truth
Case 1-IT493
Case 2-IT262
9-28 WWPR PRO-11 Case1 vs. Case2 Most Pareto Optimal Models
4500
75
WWPR PRO-12
160
140
120
100
80
60
40
20
0
-500
500
1000
1500
2000
2500
3000
3500
4000
4500
-20
Truth
Case 1-IT493
Case 2-IT262
9-29 WWPR PRO-12 Case1 vs. Case2 Most Pareto Optimal Models
500
1000
Truth
1500
2000
Case 1-IT493
2500
3000
3500
Case 2-IT262
9-30 WWPR PRO-15 Case1 vs. Case2 Most Pareto Optimal Models
4000
4500
76
2600000
2580000
2560000
2540000
2520000
2500000
4000
4050
Case 1- ITN493 FOPT
4100
4150
Case 2 ITN 262 FOPT
4200
Truth FOPT
4250