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AUTOMATED TYPE CURVE MATCHlNG IN

WELL TEST ANfiYSIS

by
ADaBERTO JOSE ROSA
March 1983

Department of Petroleum Engineering


Stanford University
California

94305

ACKNOWLEDGEMENTS
The author wishes to express his gratitude to Dr. Roland N. Horne for his
valuable suggestions and guidance during this study.
Support provided by Petroleo Brasileiro S. A. in the form of a
scholarship, by Stanford University as financial aid for research, and by
Schlumberger Well Services, which made this work possible, are also gratefully
acknowledged.

iii

ABSTRACT
This report presents an investigation on automatic
methods of type curve matching for the interpreSation of well
test data. With these methods the analysis can be done by
a
digital computer rather than by an eye-ball fit.
Analysis of drawdown data for single or multi-layer
systems, finite or infinite acting reservoirs,with or without
wellbore storage and skin were investigated.
The main purpose of a well test analysis is to estimate
the reservoir and well parameters. The case including storage
effects in the wellbore yields a solution to the governing
equations which is nonlinear in the reservoir parameters. Our
problem turns out to be a nonlinear parameter estimation or,
in other words, a nonlinear regression analysis.
The solution for the pressure drop at the wellbore was
obtained by the Laplace Transform method. The real values of
pressure drops were evaluated by numerical inversion. A l s o
the parameter gradients necessary to implement the regression
technique were determined in Laplace space and then numeri cally inverted to real space.
Particular results were obtained in the analysis of the
infinite acting case. The difficulty that is normally experienced when trying to match data with the drawdown type curves
is here mathematically explored. In fact, it was found that,
for practical purposes there are an infinite number of possible solutions for the desired parameters, namely the permeability, thickness, skin factor and storage coefficient.
Layered systems, under some well-defined circumstances,
can also be automatically analyzed to yield information about
the permeabilities, radii of the layers, wellbore storage co-

iv

efficient and average skin factor.


Finally, we point out that this method of treating the
problem combines in an automatic procedure the best features
of the methods s o far applied, namely the interpretation of
the early data dominated by storage effects in the type-curve
matching technique and the semi-log transient data in the conventional drawdown test analysis.

TABLE

CONTENTS

..............................

ACKNOWLEDGEMENTS
ABSTRACT

OF

\ *

................;.;...................

iii
iv

LIST OF FIGURES

...............................

xi

LIST OF TABLES

................................

xii

1.

1.2

..............................
Homogeneous Reservoirs ........ X......
Heterogeneous Reservoirs .............

1.3

Automatic Computer-Aided Well

INTRODUCTION
1.1

Analysis
1.4
2.

............................
and Scope ...................

MATHEMATICAL MODEL
2.1

3.

Purpose

Test

Assumptions

.......................

.........................

MATHEMATICAL MODEL - INFINITE ACTING MULTI-

...........................
Governing Equations .............

LAYER RESERVOIR

3.1

The

3.2

Solution Using the Laplace Transformation Method

.........................

vi

11

4.

NONLINEAR ESTIMATION OF RESERVOIR PARAMETERS

4.1

Single Layer System

INFINITE ACTING CASE

tion

..............

Problem Formula-

................................

17

...

4.2

Choice of the Estimation Method

4.3

Choice of the Method for the Nonlinear

is.

.............
Estimation of k , h, s and C .........
4 . 4 . 1 The Gauss Method .............

Least Squares Procedure


4.4

4.4.2

Example of Application of
Gauss Method

4.4.3

17

17

18
20

20

the

.................

25

The Gauss-Marquardt Method with


the Interpolation-Extrapolation
Technique and Penalty Functions

4.4.4

Examples of Application of the


Gauss-Marquardt Method
Penalty Functions

4.4.5
4.5

4.5.3

............

....
............

36
38
40

The Gauss Method with Applications

4.5.2

with

Discussion o f the Results

Estimation o f k , s and C
4.5.1

27

........................

41

Estimation o f Confidence

Inter

vals for the Gauss Method

....

49

The Gauss-Marquardt Method with


Penalty Functions

vi i

............

52

4.5.4

The Steepest Descent Method

4.5.5

Comparison and Discussion

....
of

.......................
Systems ..................

Results
4.6

5.

Multi-Layer

55
59

MATHEMATICAL MODEL FOR A BOUNDED MULTI-LAYER


s

RESERVOIR
5.1

.................................

64

The Governing Equations and Their Solution

6.

52

.................................

64

NONLINEAR ESTIMATION OF RESERVOIR PARAMETERS

PERMEABILITIES, AVERAGE SKIN FACTOR, STOR-

AGE COEFFICIENT AND EXTERNAL RADII- FINITE


TWO . LAYER RESERVOIR

.....................

67

7.

CONCLUSIONS

...............................

71

8.

APPENDICES

................................

74

8.1

Derivatives of the Equation for


Pressure Drop at the Wellbore

the

with

Respect to the Reservoir Parameters


Infinite Single Layer System
8.2

.........

Computer Program for Estimation of k,


h, s, C - Infinite Single Layer Case
Gauss Method

8.3

74

.........................

77

Derivatives of the Pressure Equation


with Respect to a , 8 , s, C
Single Layer Reservoir Case
viii

Infinite

..........

93

8.4

Computer FORTRAN Program for Estimation


of Alfa, Beta, s, C
Layer System

Infinite Single

Gauss-Marquardt Method

with Interpolation-Extrapolation
Penalty Functions
8.5

.....................

95

Computer FORTRAN Program for Estimation


of k, s, C

Infinite Single Layer Case

.........................

Gauss Method
8.6

and

122

Computer FORTRAN Program for Generation


of Pressure Data Using Numerical Inversion of the Solution in Laplace Space

8.7

s,

C - Infinite Single Layer Case

Gauss-Marquardt Method with


Functions

Penalty

............................

148

Derivatives for the Implementation of


the Nonlinear Regression Analysis
Multi-Layer Infinite Reservoir

8.9

141

Computer FORTRAN Program for Estimation


of k,

8.8

.......

184

Computer FORTRAN Program for Estimation


of kl, k2, sl, s2, C
Layer System

Infinite Two-

Gauss-Marquardt Method

with Penalty Functions

...............

186

8.10 Derivatives for the Implementation of


the Gauss-Marquardt in a Layered Reservoir

.................................

ix

200

8.11

Computer FORTRAN Program for Estimation


of kl. k2. r

. .
r

el

s. C . Finite Two-

e2

Layer Reservoir . Gauss-Marquardt Method


with Penalty Functions

................

204

NOMENCLATURE

................................

222

10 . BIBLIOGRAPHY

.................................

226

LIST

OF

FIGURES

2-1

4.5.1-1

Vertical Cross-Section of the Layered Reservoir

.................................

Analysis of Drawdown Test Data


log(Apwf) versus log(At)

Plot

.................

4.5.1-2

4.5.1-3

4.5.5-1

4.5.5-2

8- a

42

Conventional Analysis of Drawdown Test


Data

.....................................

44

Comparison Between Conventional and Gauss


Method for Analyzing Pressure Drawdown
Data

.....................................

46

Behavior of the Parameters During the Iterative Processes

57

Behavior of the Sum o f Squares of Residuals During the Iterative Process

58

........................

.......

xi

LIST

OF

TABLES

......

26

39

............

48

Results of the Gauss and Gauss-Marquardt


Methods, Both with Penalty Functions

...

53

Estimation o f k, s and C in a Two-Layer


Infinite Reservoir Using the GaussMarquardt Method with Penalty Functions.

61

Application of the Gauss-Marquardt Method with Penalty Functions in a Two-Layer


Bounded Reservoir

70

4.4.2-1

Drawdown Pressure Data . Oil Well

4.4.4-1

Results of the Gauss-Marquardt Methods

4.5.1-1

Results of the Gauss Method

4.5.3-1

4.6-1

6-1

......................

xii

1.

INTRODUCTION

The methods s o far in common use for analyzing pressure


drawdown behavior of wells are graphical, and classified into
two main categories: (a) plotting all or part of the data in
an attempt to find a semi-log straight line. (b) matching of
the data with the appropriate log-log type curve. In this
work we propose methods of solving the problem using a digital
computer rather than depending on subjective interpretations.
Before setting the objectives of this study we will briefly
review the status of work on homogeneous single layer
and
multi-layered reservoirs, which are the types of reservoir
to
considered here, including the methods s o far proposed
analyse well test data automatically.
1.1.

HOMOGENEOUS

RESERVOIRS

Obviously there is no reservoir that is completely homogeneous as considered in the corresponding mathematical
model. However, solutions to the real case can be at least
approximated by the solutions to an ideal reservoir having
the same properties as the average properties o f the
real
one. T h i s is sufficient to make the study of the ideal case
an important starting point.
The most common kinds of pressure test are the pressure buildup test and the drawdown test. Although in this
work we have directed our attention mainly to the drawdown
test, the buildup test analysis could be approached in exactly the same way.
reIn a drawdown test the bottom-hole pressure is
corded while the well is flowing either at a constant surface flow rate or at a variable flow rate (multiple-rate

test). The reduction in downhole pressure as a function of


time is a characteristic function of the reservoir flow parameters, which can therefore be estimated from the observed
response. Also, there is a possibility of estimating the reservoir volume if the test is long enough.
In conventional analysis of transient drawdown data the
pressure at the well is plotted against the logarithm of producing time and a straight line drawn through the points.
Early time data are frequently affected by wellbore storage
effects, do not fall o n the straight line and are excluded.
This technique normallyrequires a decision as to where the
semi-log straight line begins after the storage effects. Analysis of the long time data from a drawdown test can also be
used to determine the reservoir volume communicating with the
well. Such test is called a "reservoir limit test". It was
introduced by Jones in 1956. The drawdown test response is
thus divided into the early, middle and long term effects,
termed the wellbore storage effects, the infinite acting period and the boundary effects respectively.
In 1970 Agarwal, et al., presented a solution for the
infinite acting reservoir (without outer boundaries) including
skin effect and wellbore storage. The use of type curve
matching techniques was proposed to estimate reservoir parameters and/or the beginning o f the semi-log straight line.
Summaries of drawdown test analysis techniques may be
found in the monographs by Matthews and Russell (1967) and
Earlougher (1977).
1.2.

HETEROGENEOUS RESERVOIRS

All real reservoirs have some kind of heterogeneity.


Recently many methods have been developed for the interpretation of pressure responses for different types of reservoir
heterogeneity.
One of the most common kinds o f heterogeneity is that

..

represented by a layered system, wich is part of the subject


matter of this work. The two important cases of layered systems are:
and
(a) when there is inter-layer cross-flow. Russel
Prats (1962) showed that this system has a behavior similar
to that of a single layer with the average properties of the
layered one.
(b) when the different layers communicate only through
the wellbore. Many investigators have studied the behavior of
such a system. The most extensive work in this area is by
Tariq (1977). He formulated the problem of a constant rate,
bounded, multi-layered system, including the skin effect in
each layer and wellbore storage. The resulting partial differential equations were transformed into Laplace space and
a
solution of the transformed equations was obtained. Finally,
the solution in real space was obtained by numerical inversion
of the transformed solution. He pointed out that the main factor in his study was the ability to compute and graph new
cases quickly and sugested that the necessary type curves
could be generated as soon as they were needed for the typecurve matching procedure.
1.3.

AUTOMATIC COMPUTER-AIDED WELL TEST ANALYSIS

In 1966 Jahns used a combination of reservoir simulation


and regression analysis to describe a two-dimensional reservoir from data of interference tests. He divided the reservoir
into a number of homogeneous blocks whose transmissibility
(kh/$) and storage ($ch) were estimated to satisfy the leastsquares criterion.
et a1.11970) formulated a similar technique that
Coats employed least squares and linear programming to determine an
areal reservoir description from given performance data.
Earlougher and Kersch (1972) showed two field examples
of automatic transient test analysis. They used the line source

solution for an infinite reservoir and employed a regression


analysis method. The first example was an estimation o f reservoir parameters from interference test data. In the second a
fall-off and interference test was analyzed. In order to take
into account the wellbore storage effects they used a
large
number of rate superpositions to simulate the afterflow period
of the fall-off test,until obtaining an acceptable match.
In 1 9 7 2 Hernandez and Swift formulated the least squares
differential algorithm for automatically determining description parameters, which applied a pseudo-linearization method
between performance data and reservoir parameters and least
squares reduction as the criterion for optimizing the description parameters. They claimed that this technique eliminated
the problems of linearizing nonlinear systems.
Chen et al. ( 1 9 7 4 ) used an '' Optimal Control Method" to
obtain history-matching of reservoir pressure. They compared
the efficiences of Steepest Descent and Gauss-Newton
techniques for the constant-zone methods and Steepest Descent and
Conjugate Gradient techniques for the Optimal Control methods,
which require less computational time than the procedures previously employed.
Lastly,Rodgers et a1.(1981) employed a nonlinear regression analysis to estimate permeability, diffusivity constant,
initial pressure and geometrical distances in bounded reservoirs but with known skin factors and no wellbore storage
effects, using data from theoretical and field buildup tests.
Since the solution for the pressure at the wellbore was in
an analytical form the derivatives necessary to perform
the
linearization of the nonlinear equations were easily obtained
by applying the Leibnitz rule in the most complicated case.
1.4.

PURPOSE AND SCOPE

The principal objective of this study is to investigate

methods of performing the type curve matching procedure automatically. Therefore,rather than simply generating type curves
for different combinations of reservoir parameters,specific
type curve solutions can be generated iteratively until convergence to the best match is achieved.
So far, most of the methods proposed for estimating reservoir parameters automatically either have not dealt with
cases including wellbore storage and skin factor o r assumed
them to be known.This means that early time drawdown or buildup data could not be properly analyzed. In some studies approximate solutions, such as the line source solution, were
used but in all cases only analytical solutions in real space
were considered. It is well known that one of the major problems in this kind of procedure may be the evaluation of the
complex mathematical expression that describe the analytical
solution of the system.
In this work the solution for the pressure drop at the
wellbore, including storage and skin effects, is considered
in the Laplace space. This permits the estimation not only
of reservoir but also of well parameters.
As we will see in the next chapters, the equation for
the pressure at the wellbore is nonlinear with respect to
the reservoir parameters and the problem of estimating them
requires nonlinear regression analysis.
Since the solution to the governing differential equation is known explicitly only in the Laplace space, this s o lution and the required derivatives of it with respect
to
the unknown reservoir parameter were inverted numerically
by means of an efficient and simple technique proposed
by
Stehfest (1970). The fitting of the type curve solution to
the data was then done in real space. Both bounded and infinite acting reservoirs were studied, for both single and
multi-layered systems.
The fact that the numerical inversion technique is

efficient and, more important, that the determination of the


parameter gradients in the Laplace space and subsequent inversion proved to be successful, indicates that many other solutions to reservoir models easily obtainable by the Laplace
transformation method will be able to be fitted to pressure
data automatically.

2.

MATHEMATICAL

MODEL

The derivation of the equations that describe the behavior of pressure as a function of time and distance for a fluid
flow in porous media is based on the following principles :
(a) conservation of mass
(b) an equation of state
(c) an equation of rate, which is Darcy's law
The principle of the conservation of mass produces a continuity equation that, combined with Darcy's law and the appropriate equation of state leads to the differential equation that
describes the behavior of the pressure response of the proposed
model. Setting the problem completely requires the definition
of boudary and initial conditions.
Figure 1 describes schematically the physical model studied. The system consists of n layers, which communicate only
through the wellbore and may have different radii. The single
layer case is of course a special one and the infinite acting
reservoir can be viewed as the bounded system producing at such
early times that its limits are not reached yet. We will present and work with the mathematical solution for each case,
namely the bounded and the infinite reservoir.
2.1.

ASSUMPTIONS

The following assumptions have been made in deriving the


mathematical model for the multi-layer reservoir system. Some
of them may not be applicable f o r the infinite acting or the
single layer porous media.
(1) Each layer is horizontal and cylindrical, and it is
closed at the top, bottom and external radius by impermeable
boundaries.

( 2 ) Each layer consists of an homogeneous and isotropic

porous medium.
( 3 ) Each layer has constant porosity and permeability,
uniform thickness, and contains a fluid of small and constant
compressibility, and constant viscosity.
( 4 ) The initial pressure in the reservoir is pi and the
same in each layer. It is also assumed that the instantaneous
sand-face pressure is identical for all layers.
(5) Pressure gra,dients are small everywhere and gravity
effects are negligible.
(6) The well produces at a constant surface volumetric
rate , qsc The production rate from each layer may vary and
during the early period stocked fluids in the wellbore may
contribute substancialy to the production.
( 7 ) The external drainage radius may be different for
each layer.

-Nm

F:

a,

Q)

k
ol

a,
k

I
I

u
L

-e

&

&

8-a

Q)

v)

3. MATHEMATICAL MODEL
3.1.

INFINITE ACTING MULTI-LAYER RESERVOIR

THE GOVERNING EQUATIONS

ar
where :

r ar
j= 1,2,3

n.at
3

,... ,nl
(3.1-2)

Although most of the time it is much more convenient to


work with equations in the dimensionless form, in this
case
is
we will write them in a consistent system of units. This
because our intention is to estimate the various reservoir
parameters which therefore have to appear explicitly in
the
solution of the differential equation.
The initial condition is :
Pj (r,O) = Pi
j= 1,2,3,. . .,nl
(3.1-3)
For the infinite acting system the pressure remains at
its initial value when the distance approaches infinity. Thus
the external boundary condition is :

lim p. (r,t) = pi
rJ

qp

-c dPwf
dt

(3.1-4)

(3.1-5)

+
j=l

r=rw
j

Finally, introducing a steady-state skin effect, and


thus a pressure drop at the sand face which is proportional
to the sand-face flow rate, we have :
(3.1-6)

Defining the pressure drop as Apj(r,t)


our boundary value problem becomes :

pi-pj(r,t),

(3.1-7)

Apj (r,O) = 0

(3.1-8)

(3.1-9)

lim Ap. (r,t) = 0


r-

10

ar

J r=r

where : n p j = A p j ( r , t )
3.2

SOLUTION USING THE LAPLACE TRANSFORMATION METHOD

The L a p l a c e t r a n s f o r m o f a f u n c t i o n f ( t ) i s d e f i n e d by
the integral

where z i s t h e complex v a r i a b l e (x

i y ) . Therefore,

Using t h e i n i t i a l c o n d i t i o n Eq. ( 3 . 1 - 8 )

(3.2-2)

: r p j ) ) = z Apj(r,z)

S u b s t i t u t i n g ( 3 . 2 - 2 ) i n (3.2- 1)

11

lim

Ap.(r,z) =

r+w

Eq.

( 3 . 1 - 1 0 ) becomes, u n d e r t h e L a p l a c e t r a n s f o r m a t i o n :

and

7!

l r p w f ) } = z Apw,(z)

- Apwf (r,O)

= z Apwf

Thus

F i n a l l y , Eq.

(3.1-11) t r a n s f o r m s t o :

Hence, o u r s y s t e m now i n t h e L a p l a c e s p a c e i s :

12

(3.2-3)

lim Ap.(r,z)
r+w
J

= 0

(3.2-4)

Eq. ( 3 . 2 - 3 ) is known as the Modified Bessel Equation and


its general solution is given by :

Apj (r,z)

A.Ko
J

where K O and I O are Modified Bessel functions of order zero


and kinds second and first, respectively. A . and 3. are conJ
J
stants to be determined using the boundary conditions.
Since lim Io(x) = , applying ( 3 . 2 - 4 ) to the solution
X+W
Eq. ( 3 . 2 - 7 ) yields : B = 0
00

Hence, the solution reduces to :

Apj(r,z)

= A.Ko

Now using ( 3 . 2 - 8 ) in ( 3 . 2 - 6 ) :

(3.2-8)

Knowing that

dKo (x)

dx

K1 (X)

In order to simplify the equations we will define


following quantities :

the

(3.2-10)
(3.2-11)
Rewriting

E4. (3.2-9) :
(3.2-12)

Lastly, substituting solution (3.2-8) in Eq.(3.2-5)

(3.2-13)
From Eq. (3.2-12) we obtain :
(3.2-14)

Substituting in (3.2-13) :
nl

14

Equation (3.2-15) is the flowing pressure drop at the


wellbore in Laplace space. Its inversion will give the real
solution as a function of time.
The pressure drop throughout the reservoir is obtained
by combining equations (3.2-8), (3.2-14) and (3.2-15) :

The production rate from each layer is given by :

In transformed form :

Differentiating Eq.(3.2-8)

15

and substituting above :

Knowing the solution to the pressure drop at the wellbore, still in the Laplace space and given by Eq.(3.2-15), we
now turn our attention t o the problem of estimating the reservoir parameters appearing in that equation. Reservoir parameters normally estimated by well-test analysis methods for drawdown test data are some combinations of the following : permeability (k), thickness (h), porosity-viscosity-compressibility
.product ($vet), skin factor ( s ) and storage coefficient (C).
The conventional semi-log analysis permits the estimation of
the transmissibility (kh/p) and the skin factor, or even the
permeability (k) and skin factor (s) if we know the other
parameters involved. The type curve matching technique applied
with the Agarwal
(1970), et al., type curves is supposed to
provide estimatives of the storage coefficient (C),the
skin
factor ( s ) , and, permeability (k) and ($PC,) if we
know
thickness (h) and viscosity (p), permeability and thickness if
we know viscosity and ($PC ) , or other combinations of less
t
common usage.
Looking at Eq. (3.2-15) we note that it is not possible
to obtain an analytical inversion to real space. It has to be
done numerically. However, the pressure drop at the well, i.e,
*PWf is a nonlinear function of the reservoir andwell parameters to be estimated, at least in the Laplace space and most
likely in the real space as well. We have therefore t o choose
a suitable method to solve this nonlinear parameter estimation.
This is the subject o f next sections.

16

4 . NONLINEAR ESTIMATION OF RESERVOIR

PARAMETERS
4.1.

SINGLE LAYER SYSTEM

INFINITE ACTING CASE

PROBLEM FORMULATION

The model is illustrafed in Fig.2-1 and mathematically


by Eq. (3.2-15) when nl = 1. The parameters of the model are
the reservoir properties and the time, represented by the variable z in the Laplace space. Since we wish to assign to the
parameters values that make Eq.(3.2-15) fit the data obtained
from a drawdown test in the form of pressure drop versus time
measurements as well as possible, our problem is in fact a
model fitting.
4.2.

CHOICE OF THE ESTIMATION METHOD

There are several methods of performing the estimation


of parameters in a model fitting. We will use the oldest and
most widely used estimation procedure, the Least Squares method. This method calculates specific numbers, representing
estimates for the parameter values and such numbers are called
point estimates. However, we will also determine confidence
intervals for the unknown parameters from their point esti-mates.
Let us define :
ppwf]t=ti = theoretical value of pressure drop at the
wellbore at time t=ti, as defined by the
inversion of Eq. (3.2-15)
Apwf = recorded or observed value of pressure
drop at the wellbore at time t=ti
The least squares procedure calls for minimization of
the sum of squares of the residuals, defined by :
17

(4.2-1)

where :

3= ( e 1 , e 2 ,

...

,enp)T is a vector of the 9 unknown


parameters whose values are to be determined.
SSR is therefore a function only of the reservoir parameters, since the variable time is known. SSR is a suitable
measure of the departure of the data from the model, i.e., of
the "lack of fit" and is called the objective function.
We
i
seek the vector 8 at wich the objective function attains its
minimum. Finding the minimum of SSR ( 3 ) may be called an optimization process. Basically, there are two types of optimization : unconstrained and constrained. The latter may be appropriate for our case because some o f the desired parameters as
permeability, storage, etc., are not allowed to assume negative values. In this case, because the objective function is a
nonlinear function o f the parameters we will refer to the process as a nonlinear programming.
4.3.

CHOICE OF THE METHOD FOR THE NONLINEAR LEAST SQUARES


PROCEDURE

The methods to be applied include constrained and unconstrained optimizations. As discussed in details by Bard
( 1 9 7 4 ) , there are several possibilities for solving such
is
types o f problem but no single method has emerged which
best for the solution of all nonlinear programming problems.
We will have to explore their behavior in our particular case
and compare the results. Some o f the possible methods for the
unconstrained problems are :
(1) The Method of Steepest Descent
This is the simplest of the so called "gradient methods".
Normally it is not recornended for practical applications
because although the objective function decreases rapidly

18

initialy, it requires a large number of steps at the


end
of the process in order to reach the minimum. Nevertheless,
it will be considered in our work due to the fact that it is
a basic method.
( 2 ) Gauss Method

This method works by linearizing the equations of condition, as defined later on, and by expanding them in a Taylor
series, wich is then truncated at the first derivatives with
respect to the parameters. This approximates the problem
as
a sequence of linear least squares solutions.
( 3 ) Newton's Method

We will not consider this method because it requires


computation of the second derivatives of the objective function, which is specially expensive in our case where it has
to be done by numerical inversion of the solution from the
Laplace space. Besides, Bard (1974) refers to some at least
tentative conclusions about the comparison between the Gauss
and the Newton methods :
(a) if the model fits the data well, the Gaussmethod
often requires no more iterations than the Newton method.
(b) if the model does not fit well, the Newton method
may take few iterations but the computing times are roughly
the same.
( 4 ) Gauss-Marquardt Method

This method is closely related to the Gauss method and


is particulary useful when the matrix of the coefficients in
the normal equations of the least squares method is singular
or nearly so. Its use may be indicated in extremely ill-conditioned problems, as will be seen later.

19

(5) Interpolation-Extrapolation Technique

the name indicates this is just a technique that can


be used with any of the previously cited methods t o speed up
convergence or reduce divergence. It is also used to assure
that the chosen direction is an "acceptable" one, i.e., the
new values of the parameters at any step of the'iteration procedure indeed produce a decrease of the objective function.
As

a method for the problem including inequality constraints we will consider :


As

(6)

The Penalty Function Method

This requires a modification of the objective function


but all of the previous methods can be used in conjunction
with the penalty functions.
We will start by trying to estimate the most common kind
of combination o f the reservoir parameters that are supposed
to be possible to obtain through the type curve matching technique : k,h,s,C.
---

4.4.

ESTIMATION OF k,h,s and C

the central parts o f the Gauss procedure are also the


basis for most of the other methods we will start with it.
As

4.4.1.THE GAUSS METHOD


The most elegant way of approaching any method for the
Least Squares procedure is to use the matrix notation. However,
we will employ a simpler and more practical manner of presenting
the solution to our problem.
First of all we write the so-called equations of condition. In most cases this system of equations cannot be satis-

20

fied, but we want to find the solution that minimizes the deviation, defined by Eq.(4.2-l).
This system of equations for
n data points is :

b w f l t = t 1 - Apwfl
(4.4.1-1)

pwf

] t=tn-

Apwfn

where bpwf]t=ti is the theoretical pressure drop at the wellbore at time t=ti. This is defined by Eq.(3.2-15) (with nR=l)
in the Laplace space, or, in real space, Apwf t=ti is the following equation evaluated at time t=ti :

[ I

-1

(4.4.1-2)

The system (4.4.1-1) can be rewritten as :

(4.4.1-3)

The equations in this system are nonlinear with respect


to the reservoir and well parameters k,h,s and C, which appear

21

in various combinations in the parameters a , B , s and C.


Therefore each of Fi is a nonlinear function of these parameters. The Gauss method consists of linearizing the equations
by expanding each function Fi in a Taylor series up to the
first derivative term :

.... .. . (4.4.1-4)
where

8 0 = (ko,ho,so,Co)T is the parameter-vector around which


+

we apply the linearization. O0is a first guess at the solution


unknowns.
By solving these equations with Fi(k,h,s,C)

set to their
known values, we can solve for the unknown "corrections" (k-ko)
(h-ho), ( s - S O ) and (C-CO) to the first guess.
We note however that the derivatives can not be obtained
in real space because the functions F i are in the Laplace space. However we employ one of the theorems of the Laplace transform theory :

where :
p = 1,2,

...,nP

eP

parameter (k,h,s,C)

function F in the Laplace space

Therefore :

22

Apwf (8, z )

- a
a e - ae [dpwf]
P
P
aFi

aFi

t=ti

a
ae

'PWfi

-- - a eQ
p w f ] t=ti

The d e r i v a t i v e s d e f i n e d by E q . (4.4.1-5) a r e c a l c u l a t e d
i n Appendix 8.1.
L e t t i n g Ak = k - ko
Ah= h - ho A S = s - S O
and
A C = C - C o and

aFi

23

. (4.4.1-6)
Bn,i

Ak

Bn -Ah + Bn :AS
92
,3

Bn

AC
9 4

Rn

Now we have a linear system of n equations in the four


unknowns Ak, Ah, As, and AC, i.e., a linear least squares
problem. We apply the generalized linear Least Squares method to form the system o f normal equations, multiplying each
equation in (4.4.1-6) by the coeficient of a given unknown in
that equation and adding all the equations :

.n

n
n
n
n
n
- Ri
Ak C B.1 2 B.1 1 + Ah C Bi2Bi2+ A S C Bi2Bi3 + AC C Bi2Bi4 -1 B l2
i=1
i=1
i=1
i=1
i=1
n

n
n
n
Ak C Bi4Bil+ Ah C B.1 4 B.1 2 + A S C Bi4Bi3
i=1
i=1
i=1

n
n
AC C B. B. = -1 Bi4Ri
i=1 1 4 1 4 i=l

. ..... (4.4.1-7)
This system can be represented as E3 = f , where
3 = (Ak,Ah,As,AC)T, and easily solved by simple Gauss elimination. These corrections are added to the solution vector
to
form a new estimate of the values of the unknowns. We repeat
the process from (4.4.1-4) until we obtain convergence within
a prescribed accuracy. Therefore, our nonlinear regression is
a succession of multiple linear regressions.
The Gauss method is known t o be very sensitive to the

24

initial guess (kO,hO,sO,Co) and may converge slowly or even


diverge if this is too far from the true solution.
The inversion of the equations from Laplace space to
real space will be done numerically using the Stehfest algorithm. The accuracy variable N in that algorithm is chosen
to be equal to 8, since it is found to give res,ults for the
evaluation of the pressure at the wellbore that agree with
those presented by Agarwal et a1.(1970), which included 4 or
5 significant figures for most of the cases. Besides that,
a small value of N saves computational time.
Appendix 8.2 presents the Fortran program used to implement the Gauss method. It already includes the data used
in the next example.
4.4.2.EXAMPLE OF APPLICATION OF THE GAUSS METHOD
The following data were obtained from a drawdown test
in an oil well :
qsc = 252. STB/d
BO

rW

ct

= 6.7 x

1.325 bbl/STB

0.90 cp

2 3 / 8 in

0.039

psi -1

The pressure data are shown in Table 4.4.2-1.


The results of applying the Gauss method to this example are also shown in Appendix 8.2. We see that the solution
diverges completely. Since the initial guess was very close
to the true solution that will be presented later on, one of
the possible explanations for this divergence is that the matrix of coefficients is computationally singular, although
rigorously and mathematically speaking it may be nonsingular.
This is in fact the case, as indicated by the error message

25

Table 4.4.2- 1

Drawdown P r e s s u r e Data - .Oil Well


-I
-

t (hr)

-0

0.0167

26

0.033

53

0.05

78

0.1

148

0.15

210

0.2

267

0.3

369

0.4

454

0.5

519

0.6

572

0.8

654

1.0

719

1.5

804

2.

849

2.5

859

3.

864

3.5

869

4.

874

4.5

877

5.

882

6.

887

7.

893

8.

897

10.

905

12.

911
L

IER=129. The Gauss method cannot successfully handle a problem where the matrix is very ill-conditioned. One method of
avoiding this problem is to use the Gauss-Marquardt method,
discussed in the next section.
4.4.3.THE GAUSS-MARQUARDT METHOD WITH THE INTERPOLATIONEXTRAPOLATION TECHNIQUE AND PENALTY FUNCTIONS
Marquardt (1963)' developed a method wich he claims
combines the best features of the Taylor series (Gauss) method, avoiding its problem of divergence, and the steepest-descent ( or gradient) methods, avoiding its slow convergence
after the first few iterations. The method is particulary useful when the matrix is highly ill-conditionedy as in the case
demonstrated in the previous section. Marquardt showed that
solving the system of normal equations E if = 8 is equivalent
to solving the system
(E+AI

(4.4.3-1)

where A is a constant and I is the identity matrix. Then it


is clear that we can improve the condition of the coefficient
matrix and it can be no longer singular. The solution vector
8 after iteration -'
i+l in terms of the solution at iteration
-i
9
is given by
;(i+l)
- ;(i)
d(i+l)
+

where 3 is the solution to the system of normal equations


modified according to the Marquardt method. He suggests the
following procedure :
(a) Start with A = 0.01
(b) Replace A with 0.1A if the sum of squares of the
decreased at the last iterresiduals, defined by Eq.(4.2-1),
ation, i.e. if SSR{~(~+~)I
<ssR{~(~)I
(c) Otherwise find an underrelaxation factor p (i+l)
27

and r e p l a c e A w i t h 10A.
The v a l u e o f h n e c e s s a r y t o p r o d u c e an a c c e p t a b l e s t e p
i n c r e a s e s w i t h t h e i l l - c o n d i t i o n i n g o f t h e m a t r i x E.

The i n t e r p o l a t i o n method i n s t e p ( c ) i s d e s c r i b e d l a t e r
i n t h i s s e c t i o n . Assuming we have chosen an a c c e p t a b l e d i r e c t i o n g i v e n by t h e s o l u t i o n v e c t o r 3$ b u t t h e r e s i d u a l SSR d i d
n o t decrease, it i s p o s s i b l e t o f i n d a f a c t o r p (i+l) such t h a t
t h e new SSR i s s m a l l e r t h a n t h e p r e v i o u s one. On t h e o t h e r
hand, i f t h e s o l u t i o n v e c t o r 'if was a l r e a d y a c c e p t a b l e , i t p a y s
t o t r y a t l e a s t one o t h e r v a l u e o f p t o s e e w h e t h e r we c a n n o t
do even b e t t e r by r e d u c i n g t h e SSR f u r t h e r . T h i s i s t h e e x t r a p o l a t i o n t e c h n i q u e . Both i n t e r p o l a t i o n and e x t r a p o l a t i o n a r e
i n c l u d e d i n t h e FORTRAN program p r e s e n t e d i n Appendix 8 . 3 .
Another way o f improving t h e n u m e r i c a l a s p e c t s o f comp u t i n g p r o c e d u r e s t o s o l v e a l i n e a r system o f e q u a t i o n s i s t o
s c a l e t h e c o e f f i c i e n t m a t r i x and t h e r i g h t hand s i d e v e c t o r .
Our i n i t i a l e q u a t i o n was, i n m a t r i x form :
(4.4.3-2)

We w i l l d e f i n e a s c a l e d

m a t r i x ES and a s c a l e d v e c t o r

-k

US a s

(4.4.3-3)

-c

us

= { u s1. }

I&[

28

(4.4.3-4)

Now our problem becomes


+
( E s ) 6 s = Us

(4.4.3-5)

Applying the Marquardt method :


{(Es)

XI) Ifs

Us

(4.4.3-6)

We solve this symmetric linear system of equations for


the vector Ifs and rescale to obtain the true solution :

/m
11

5s

(4.4.3-7)

In order to simplify the equations, we will take a , @ ,


s,C as the unknown parameters rather than k,h,s and C. The
problem is however equivalent. We will study the case where
the skin factor s is always positive.
Therefore, the constraint is defined as
hj

(8

)&

(4.4.3-8)

to which the following penalty function is assigned


E.@)
3

6./h.(8)
3

(4.4.3-9)

where 6 is a small positive constant. Now we modify the


j
objective function, which in the least squares method is
given by the sum of squares of residuals, Eq.(4.2-l),adding
to it the penalty functions for all the constraints
SSRt(

If $'and

8 ) SSR
~ (8)

C6./h.(8 )
j J J

(4.4.3-10)

8*are the points at which SSRt and SSR attain

29

their minima respectively, it has been proved that under suitable conditions
lim

Bt= +*
e

(4.4.3-11)

6j+o

Using a general nomenclature, first we


tive function as

write the objec-

(4.4.3-12)

The Hessian matrix H has as elements


2

Hab

n
?2fi
a @
= - 2 C e
aeaaeb
i=l i a e p b

" af i
f
+2 C .ai
i=laea
aeb

where Eja and B b are any two elements of the vector

(4.4.3-13)

8.

-b

Also, we define a vector q whose components are


(4.4.3-14)

In the Gauss method, we neglect the first term in the


right hand side o f (4.4.3-13), and use in place of H, N, where
N is given by
n afi
Nab = 2 C i=laea

. aeb

We seek the solution vector

"v

(4.4.3-15)

to
(4.4.3-16)

30

I n c l u d i n g t h e p e n a l t y f u n c t i o n s we have
Nab

n afi
= 2 C

afi

a+
aeaaeb

-.-

i=laea

aeb

C
j

6 / h (8))
j
j

(4.4.3-17)

a2Cj

Noting t h a t

(8)

aeaaeb

i s a l w a y s z e r o when a # b

t h e f u n c t i o n s h j (8) a r e p a i r e d i n d e p e n d e n t f o r l o w e r
u p p e r bounds on t h e p a r a m e t e r s 8 , i t i s found t h a t
n afi
Nab=2C-.

i=laea

afi

for

a # b

since
and

(4.4.3-18)

aeb

(4.4.3-19)

The r i g h t hand s i d e becomes

qa

- -

n
C ei
i=l

afi
aa

ah.(?!
x {j 6 . J/ h : (J 8

)Iae a

(4.4.3-20)

where j i s twice t h e number o f p a r a m e t e r s .


The bounds on t h e p a r a m e t e r s have t o be p r o p e r l y s p e c i f i e d f o r e a c h problem.

31

Suppose we assume the following :


0 < a < 1.0 s 1/2
0 < B < 100. darcy.cm/cp
0 < s < 30.
6
3
0 .< C 4 6 . ~ 1 0 cm /atm

(4.4.3-21)

Then, the constraints are :


-f

hl ( ))Ea> 0
+
h2 ( 8):
1.-a 3 0
h3 ( 8 ) B~> O
h ( 8): 100. - B > O
4

h5
h6
h7
h8

sa 0

($)E

($)~30 - sa 0
($)E
C >O
(8)-6u106 - C

20

The penalty function turns out be


E($)

8
c

((8)

j=1 7

= 61 + &2
~1

+63
64
+ -6 5
1-CX f3
100-f3 s

&6
++& 7 + 6+8
30-s C
6x106- C

(4.4.3-22)
We will assign to the 6 ' s small numbers of the same
order of magnitude, letting
61

63 =64 =

10 -4 x( 1- 0 ) cp { 8 ( k ) }

x(100-0 )

cp

(k)

(4.4.3-23)

where +(k)
8
is the solution vector obtained at the previous
iteration.
Using now our initial nomenclature, the equation to be
solved

32

(4.4.3-24)
transforms t o

(4.4.3-25)
where

1
3
c1

+1
(I-~)
1
-

+1
(100-8)

(4.4.3-26)
and a , b , s , C a r e a l s o from t h e p r e v i o u s i t e r a t i o n ( k - t) h.
S i n c e t h e r i g h t hand s i d e i s

(4.4.3-27)
comparing (4.4.3-24) t o (4.4.3-16),

we have
(4.4.3-28)

33

or

x
8

uat

ua

j=l

[S.

/ h?(8(k))
3

] "a

(4.4.3-29)

Hence :
1

a2

-1-

2 _ -

B2

(4.4.3-30)
-3s2

3
(~O-S)~

-6C2

6
(6x

106-C)'

The penalty functions shown above are added to the orig


inal system before we apply the Marquardt theory.
After all this we come to the interpolation-extrapolation method. First we need to specify a criterion for stopping
the iterative search for the minimum of the objective function
SSR(8). One criterion is the maximum allowed number of iterations, which we can limit to 20 or 30, for example, since
there is no point in iterating indefinitely if the method is
diverging or agonizingly slowly converging. A second criterion
recognizes convergence when the parameters do not change significantly anymore. In other words, we accept +(k+l)
e
as the
solution if

(4.4.3-31)

34

...,

1,2,3,
nP
E
= small number
P
th component of the solution vector
e = pp

where :

P
k

iteration number

We will be using
E

10-4

eP

(k) + 10-3 1

(4.4.3-32)

where the term


is' used to avoid problems if 8 happens
P
to be nearly zero.
Suppose in the (k+l)- th iteration a solution vector

d(k+l) has

been determined. Then, Eq(4.4.3-31)

if for each E,

PI

dp (k+l) 4 EP, i.e., if

is satisfied

< min

{E

/Id (k+U I }

are the elements of the vector d. Thus, the minimum


admisible P for the (k+l)-th iteration is given by

where d

As shown in the algorithm included in the FORTRAN program of Appendix 8.4, termination occurs if it is forced to

The other limit on the relaxation factor

p,

pma,,

the greatest lower bound on the positive values of


8
which -t(k+l)

8(k) +

for

is not feasible. It means

p.a(k'l)

that, if we apply the constraint

35

(k+l)

2 0,

is

we obtain

Then,
If

dCk+l) > 0,

If

d(k+l)

p (k+l)

< 0,

negative number

(k+l)
4

positive number

and the final requirement would be that


(4.4.3-35)

Since now we are estimating cx,B,s and C, the derivatives


of the functions Fi have to be taken with respect to these
new parameters, which is shown in Appendix 8 . 3 . The system of
normal equations ( 4 . 4 . 1 - 7 ) becomes E3 = -tU, where now
3 =
(A~,AB,As,AC)~and the derivatives Bi, from wich E and "v are
derived, calculated with respect to a,B,s and C.
Examples of application of this method are given in the
next section.
4 . 4 . 4 EXAMPLES OF APPLICATION OF THE GAUSS-MARQUARDT METHOD

WITH PENALTY FUNCTIONS


To avoid problems caused by the data, exact time versus
pressure drop data, generated by the program itself, are used.
The other necessary fluid and rock properties, already in the
Darcy's system of units, are

k = 0.1 darcy

Ct= 10

qt= 100 cm / s

cD=

-4

/atm

100 cm

rw= 10 cm

10

p = 1

cp

4 = 0.10
s

10

CD is the dimensionless wellbore storage coefficient.

36

Therefore, the storage coefficient


2
C = 2.rr$hCtrwCD

rW

and

C is given by

= 2 0 0 0 . ~ -6283.

B=

0.1

kh -

10.

Ft

Thus, the true s,olution, from which the data will


produced, is :

be

At first we apply the method without the penalty functions. Results obtained using different initial guesses are
presented in the Appendix 8.4, examples 4.4.4-1
and
4.4.4-2. They show that in the first iteration a becomes
negative, which on one hand is nonsensical in our particular
problem and on the other hand brings a difficulty for
the
next iteration because it is the argument of the modified
Bessel functions. We also ran the second example without
requiring that the program stopped when the arguments of the
Bessel functions became negative. It overcame the problem of
negative arguments but took 13 iteration to reach the following result :
a = 0.0796 B = 10.

S=

9.77 C= 6283.

with a sum of squares of residuals of SSR


These results produce
k= 0.158 darcy

h= 63.cm

9.77

s=

0.2645 xlO-.

C= 6283.cm 3/atm

compared to the initial data

k= 0.1 darcy

h= 100.cm s= 10.

37

C= 6283.cm 3 /atm

The other two examples, run with the penalty functions


included in the algorithm, no longer had problems with divergence in the sense of obtaining meaningless results but gave
completely different figures for the parameters with different initial guesses. Since the sum of squares o f residuals
are of the order of
or less, both results .can be
accepted as valid solutions to the problem. It is clear that
they will never converge to the
true
solution, used
to
generate the data. Thig means that there is no unique solution to the problem, at least from a practical point of view,
although we cannot say that rigorously speaking all of
the
solutions fit the data points equally well because the values
of SSR are a little bit different.It is however dificult
to
speak in terms of rigorous mathematical conclusions when we
work with numerical methods, mainly due to the inevitable
round-off errors.
Table 4.4.4-1 below summarizes the results obtained up
to now.
4.4.5.DISCUSSION OF THE RESULTS
The Gaussmethod failed to work because of the singularity
of the matrix in the linearized system of normal equations.
The ill-conditioning of the matrix can be in fact verified by
looking at the correlation matrix printed in the outputs of
examples in Appendix 8.4. Note that the ratios between
the
elements of its first column and the second or third columns
are close to 1, which implies that they are almost linear combinations of each other, i.e., the matrix is nearly ingular.
The Marquardt method decreased its condition number s o that
it was possible to solve the system but we still had trouble
due to undesirable negative answers. After constraining the
problem through the penalty functions the answers obtained
were restricted to lie within the feasible region. However,

38

00
M
0

Ln
N
O \ o b

oc)

. . . .

. . . .

M O M
\ o r 4 0 0

\o

\o

1
I

0,

rl

\o

Ln
O b v )

rl
\o

rl

. . . .
o o d m

cnn
v

\D

M
00

\o

r(

rl

m m 0 0

ocd

1
I

r c k

I1

rl
X

II

&

UI

rl

o r l a

rl

. . . .
0

O r l r l L n
I

r l r l m

d
0
0

00
d

. . . .

. . . .

r c r l m

O O M
4 4 0 0

-3

\o

\o

\o

rl

rl

. . . . . . . . . . . . . . . .
O

N r l 0 0
N

N O M
r l r l 0 0

II

II

II

I1

O d M
?Id00

\o

r l r l a o

\o

II

II

II

I1

e m m u

I
c,

rl

0
0

rl

00

rl

II

4:

39

II

N
\o

II

II

v)

no unique solution could be found. It is a characteristic


peculiar to our problem. The reason is the high correlations
between the unknown parameters, which in some cases are very
close to unit, as shown in the correlation matrix ES.
The
implication is that it is impossible to determine all the
four parameters because some of them are s o highly
correlated that can be considered linear combinations of others.
More explicitly, high correlations (larger than 0.99) appear
between the following pairs of parameters : (a,@), ( a , s ) and
(6,s) so that they can not be estimated independently. Analyzing the results in the previous table, one notices that
it is possible to find out more than one acceptable solution
in terms of goodness-of-fit but with completely different
values for k and h and a small change in s. C has obviously
to remain the same because it is defined only by the initial
unit slope line. Referring to the well known type curve
matching technique (here the drawdown type curves are used)
it is equivalent to saying that, if we have already selected
one curve for the "best" match, it is possible to slide the
tracing paper horizontally to obtain another match as good
as the first one. Then, the product kh remains unchanged
since it is determined by the slope of the semi-log straight
line (used in the conventional analysis) but individually k
and h may be combined in an infinite number of ways. On the
other hand, even for a large change in k and h, the skin fattor s changes just a small amount, due to the nature of the
curves themselves.
In view of these conclusions we now direct our attention to the estimation of only the three most important reservoir parameters, namely k, s and C, because h may be estimated from other data such as well logs with good accuracy.
4.5.

ESTIMATION OF

k. s and C

For comparison purposes,we will again start with

40

the

Gauss method.
4.5.1.THE GAUSS METHOD WITH APPLICATIONS
The derivatives required to perform the linearization
of the nonlinear functions and to construct the,normal equations are the same as in Appendix 8.1. The system to be
solved has now only three equations in the three unknowns.
The FORTRAN program in Appendix 8.5 is a small modification
of that in Appendix 8.2.
Using the same data as in section 4.4.2 and the initial
guess employed when attempting to estimate the four parameters
k, h, s and C, i. e . , k=0.01 darcy, s=7.0, C=20000. cm3/atm,
the Gauss method was applied, producing the results shown in
Appendix 8.5, Example 4.5.1-1 :
k=0.01536 darcy

s=14.66

Number of iterations

C=19823. cm3/atm
SSR=1.638 atm2

It is interesting to observe how these values compare with


the solution obtained from the conventional analysis. In the
conventional analysis initialy we plot log(Apwf) versus log(t)
on a tracing paper, as in Fig.4.5.1-1. The first three data
points can be considered to be on a straight line o f unit slope,
indicating dominance of wellbore storage effects. This will permit the estimation of the storage coefficient. Taking one point
on the 45' slope line, for instance t=0.0167 hr, and the corresponding Apwf=26 psi, it is possible to calculate C by :
C(bbl/psi)

q (bbl/d) .Bo (bbl/STB)


=

24 (hr/d)

Substituting the data in the aboveequation :

41.

(4.5.1-1)

0
v4

42

or

C = 2 0 886. cm /atm

T h i s r e s u l t i s c l o s e t o t h a t o b t a i n e d by t h e Gauss method
and may i n d e e d b e u s e d as t h e i n i t i a l g u e s s whenever i t i s poss i b l e t o draw t h e u n i t s l o p s t r a i g h t l i n e t h r o u g h t h e e a r l y t i me d a t a .
In o r d e r t o p e r f o r m t h e s e m i - l o g a n a l y s i s i t i s always
h e l p f u l t o have a n i d e a where t h a t s t r a i g h t l i n e b e g i n s . One
c r u d e e s t i m a t e may be o b t a i n e d w i t h t h e f o r m u l a f o r t h e time
necessary f o r the storage effects t o d i e out
tD > (60

3 . 5 s ) CD

(4.5.1- 2)

Suppose i t were p o s s i b l e t o match w i t h t h e drawdown t y p e


c u r v e s . I t seems t h a t t h e b e s t match i s o b t a i n e d w i t h t h e c u r v e
CD=10 4 and s=5. Then, i n s t e a d o f u s i n g E q . ( 4 . 5 . 1 - 2 ) we c a n e s t i m a t e t h e time f o r t h e b e g i n n i n g o f t h e s e m i - l o g s t r a i g h t l i n e
as t h a t f o r which t h e c u r v e log(Apwf) v s l o g ( A t ) s t a r t s t o c o i n c i d e w i t h t h e t y p e c u r v e CD=O, s=5. T h i s time i s a b o u t 2 . 3 h r .
The l a s t s t e p i s t o p l o t Apwf v e r s u s l o g ( t ) . F i g . 4 . 5 . 1 - 2
shows t h a t g r a p h . We draw a s t r a i g h t l i n e t h r o u g h t h e d a t a
p o i n t s a f t e r t = 2 . 3 h r , whose s l o p e i s m=78 p s i / c y c l e . The e x t r a
p o l a t e d v a l u e f o r p r e s s u r e d r o p a t t = l h r i s A ~ , ~ , ~ h ~ = p8 s2i .7
Hence, employing t h e drawdown e q u a t i o n :

(4.5.1-3)

43

7..

6 ..

5.

4.

2.

1
0

l&-l

: 44

(0

I.

.r

and

..:. . ...(4.5.1-4)
s =

us[%

- log[

9.079

]+

3.23)

0.039x0.90x6.7x10~(0.2)2

5.56

It is clear that the results from the two methods disagree completely. The permeability predicted by the conventional analysis is 40.9 % below and the skin factor is 62.1 %
below. One of the reasons for the mis-interpretation in the
conventional analysis may be due to the differences between the
true and the predicted values for the beginning of the semi log straight, the later having been obtained from the matching.
A second explanation could be the fact that the semi-log
straight line is not clearly defined because only a few points
are really representing infinite-acting behavior. Besides that,
the eye-ball fit may be inaccurate in some cases, where small
changes in the position of the drawn line may change the
answers considerably.
In order to investigate further these possibilities we
plotted in 4.5.1-3 the initial data, the pressure drops generated using the solution from the Gauss method up to 100 hours,
and the pressure drops generated with the solution from
the
conventional analysis. A program to generate pressure data
appears in Appendix 8.6. This program can also be used
to
obtain at least a rough idea about the solution before applying
the Gauss method because using initial guesses too far from

45

Y)

0
y,

46

Y)

the real answer may be a costly, time-consuming process.


The differences between the two new curves of pressure
are obvious. Assuming that the reservoir can be correctly
represented by our physical and mathematical models, we
conclude that it is not possible to find the best estimate
for the reservoir parameters using the "obvious" semi-log
straight line shown in Fig.4.5-2. The main advantage of the
regression analysis is the fact that it fits the data as a
whole instead of analyzing them by parts as done in the conventional analysis.
The Gauss method was applied for other initial guesses,
with the same previous data, and the results are summarized in
Table 4.5.1-1.
In the first two examples, where the initial guesses
were far from the solution, although the error message IER indicates that there were no problems with ill-conditioning of
the matrix the method could not proceed due to the negative
values achieved. It could have even converged had there been
no limitations of this kind in the algorithm. This fact suggests that we might think of including the penalty functions
to restrict the feasible region of convergence. The third example converged as rapidly as that discussed before, despite
the different initial guess. The fourth example, also included
in the appendix, converged in 8 iterations.
Therefore, depending on the initial guess the Gauss
method may take a large number of iterations or even diverge.
However, for reasonably close initial guess it always works
for the estimation of k,s,C since the matrix E is no longer
ill-conditioned. This can be seen by inspecting its inverse in
the outputs of Example 4.5.1-1. Certainly the condition number
of the matrix E is not large enough to cause trouble in
the
numerical solution of the linear system of equations.

47

a
w
H

P=z

m c ,
mcd

rl

rl

00

00

M
\o

M
W

rl

In

00

M I n
0 0 0
rlrll-i

x
0

\DQON

. . .

II

II

II

N I n

N I n

N I n

4l-i

\o
M
M \ o N

\o

m m e
0 0 4 m - 4

. . .

x
W

M \ o N
I n \ o o 3

r l e m

. . .

I n \ D m

r l e m

. . .

0 0 0

0 0 0

II

II

II

& t n U

Actnu

& t n U

II
II
II
& t n U

l-i

rl

It

II

II

tn

tn

. . .
o m 0

4 0

4 -

:.c , k5.

. . .
0
N

24

II

. . .

0 - 0
0
0
0

II

0
0

0
II

II

II

II

a t n u

48

0
0

. m. 0.

0
0
0

r\l

II

II

II

a t n u

II

&

II

II

4.5.2.ESTIMATION OF CONFIDENCE INTERVALS FOR THE GAUSS


METHOD
It is always desirable to know how well the reservoir
parameters were determined. Instead of giving just the best
*
point estimates e of the various parameters e
a more useP
PY
ful answer would be to provide interval estimates of the
form {L,Ul, where L and U are the lower and upper bounds on
8
respectively. These intervals will be functions of the
P'
number of data points. Defining a as the so-called "level of
significance", we say that the statement "the true value of
the parameter 8 lies within the computed interval {L,U)"
P
has a probability of ( 1 - a ) of being correct. The interval
{L,Ul is denoted as a lOO(1-a ) %confidence interval.
According to Hartley (1964), it is possible to find
exact confidence intervals (or regions) for the nonlinear
parameters. Nevertheless, we shall determine only approximate
confidence intervals because it is much simpler and there is
no point in performing the rigorous calculation when most of
the time there is no such accuracy in the data we are dealing
with.
We define the Error Mean Square as
EMS

SSR
n - np

(4.5.2-1)

n is the number of data points and 9 the number of pa


where rameters.
The confidence interval for the parameter e will be
P
given by

....... (4.5.2-2)
*

49

where :
='

ta/2;n-np

{V

* * +
(ep)}

value obtained from the t distribution for


n-np degrees of freedom and such that we

= /EMS

eiif

standard error of the esti-

mate of parameter

eiii

diagonal elements o f the matrix E-'

matrix whose elements are the coefficients


in the normal equations solved at the last
iteration.

Let us work with the results from Example 4.5.1-1. The


point estimates for the reservoir parameters were :

k =0.01536 darcy

=14.66

C =19823. cm3/atm

Suppose we want to find 95% confidence intervals. Then


100(1-a)=95%, or, a/2=0.025.
The number of data points was n=25. Therefore, the number of degrees of freedom is n-np=25-3=22. From a table of
the t distribution
ta/2;n-np

--

t0.025;22

2.074

The diagonal elements of the matrix E-'


computer output :

50

are, from the

eill

ei

0.1953936 x

ei

33

0.2978872

22

0.3849717

1 02

1 06

and t h e sum o f s q u a r e s o f r e s i d u a l SSR = 1.638 atm 2 , from


which we d e r i v e t h e E r r o r Mean S q u a r e

EMS =

--

SSR
n- n p

1*638
25-3

= 0.074454

F o r t h e s t a n d a r d e r r o r s we c a l c u l a t e

* *

t V (k )I'

* *
{V ( s

)I'

[EMS

= /EMS

* *

I V (C 11% = JEMS

. eil;

0.001206148

ei22' = 1 . 6 9 3

e i 3 3 + - 148.9

Hence, t h e i n t e r v a l s become, w i t h 9 5 % o f c o n f i d e n c e ,
0.01286 4 k ( d a r c y )
11.15 4

19514.

<

0.01786
4 18.17

Ecm3X 1 4 20132.

For a h i g h e r c o n f i d e n c e , f o r i n s t a n c e 9 9 % , t h e i n t e r v a l s
would i n c r e a s e i n t h e i r l e n g t h s . E v i d e n t l y t h e y a r e always
f u n c t i o n o f t h e q u a l i t y and number of d a t a p o i n t s u s e d . The
h i g h e r t h e number o f p o i n t s , t h e n a r r o w e r t h e c o n f i d e n c e i n t e r v a l , and t h e h i g h e r o u r c o n f i d e n c e i n t h e p o i n t a n s w e r s .
I t i s p o s s i b l e now t o e x p l a i n from a n o t h e r p o i n t o f
view why t h e e s t i m a t i o n o f t h e f o u r p a r a m e t e r s -'
k h, s , and
C was n o t p o s s i b l e . S i n c e t h e m a t r i x E was i l l - c o n d i t i o n e d ,

51

the elements of its inverse were large in magnitude, producing a large condition number. The diagonal elements of El
being too high yield confidence intervals so wide that we
can no longer place any confidence in the estimates. They
become totally meaningless, as many completely different
equally acceptable solutions may be found.
4.5.3.THE GAUSS-MARQUARDT METHOD WITH PENALTY FUNCTIONS
Suppose that for simplicity we assume the same constraints on the reservoir parameters as before :
0 4
0 4

k(darcy)
S

< C(cm 3 /atm)

1.0
(4.5.3-1)

6 30.
4

6.

10

Then the penalty functions are the same as used in the


estimation of a, B, s, and C.
Appendix 8 . 7 contains the FORTRAN program for the constrained Gauss-Marquardt method. Using the same set of data
as before, i.e., those data given in Table 4.4.2-1 and other
additional data from section 4.4.2, several examples were
run and are also included in Appendix 8 . 7 with numbers from
4.5.3-1 to 4.5.3-6. The principal answers are summarized in
Table 4.5.3-1.
Example 4.5.3-6 was also run with the initial value of
X = O . O 1 but gave a negative value for the permeability at the
first iteration, despite the inclusion of penalty functions.
4.5.4.THE STEEPEST DESCENT METHOD
This is the simplest of the so-called gradient methods.

52

00

00

M
\o

00
M

\D

\o

l-l

Is
I "
00

00
M
\o

l-l

d
0

0
0

In

\o

v)

4t

d
1

53

In our system of normal equations solved in the Gauss method,


+
+
( E8 = U ) , - U is the gradient vector of the objective function SSR(8) whose minimum 8* we seek, i.e.,

8 at

In the Steepest Descent method the new vector


iteration is calculated by

each

(4.5.4-1)
where k stands for the k s iteration, -+D is the step direction
and p is the so-called step size, although if is not necessarily a unit vector.
The step direction if is simply determined by

if=d

(4.5.4-2)

and the relaxation factor or step size p has to be selected


so that the (k+l)%
step is acceptable, i.e., the sum
of
squares of residuals decreases from the previous iteration.
The factor p can be determined by the interpolation-extrapolation method to guarantee convergence in the sense that

The method was employed with a close initial guess


k=0.015 darcy, s=14. and C=20000. cm3/atm. The components o f
the vector d at the first iteration were :
(-0.23732

10 5

0.17238

10'

-0.27351

Applying Eq.(4.5.4-l),
it is evident that in order to
produce a positive value for the permeability the relaxation

54

factor p should be s o small that the changes on the


parameters would be,negligible, which means that it
never converge if the accuracy criterion is
or
take a lot of iterations for a higher accuracy test

other two
would
would
limit.

Therefore, the method is not recomended for practical


applications at least in the present problem. :
4.5.5.COMPARISON AND DISCUSSION OF RESULTS
Comparison of results from Tables 4.5.1-1 and 4.5.3-1
indicates the following observations :
(a) Example # 1 : for reasonably close initial guesses
the Gauss method with or without constraints converge in
about the same number of iterations.
(b) Example # 2 : the Gauss method with penalty functions may converge from initial guesses for which the simple
Gauss method diverges.
(c) Example # 3 : the imposition of constraints in the
form of penalty functions is not a guarantee of convergence.
Utilization of other constants in the penalty function terms
as well as other methods of solving constrained problems (for
instance: projection methods) might augment the region of convergence of the problem.
(d) Example # 4 : the use of constraints in some cases
where the initial guess is not s o close can yield the same
solution but after a small number of iterations.
(e) Example # 5 : for fairly close initial guess the
Gauss-Marquardt presents no advantage over the Gauss method
in terms of required number of iterations.

55

(f) .Example

6 : the Gauss-Marquardt method in

fact
provides a larger feasible region than the Gauss method. The
initial value of the parameter A used in the Marquardt algorithm may be required to considerably larger than the normally recomended value of 0.01.
Thus, since the inclusion of penalty functions and the
Marquardt variation requires practically no additional computational time, it is always advisable to use them in order
to increase the region of convergence. This is particularly
true when the initial guess is difficult because we do not
have a good idea about the actual reservoir properties.
To provide another way of viewing the behavior of the
different methods employed the results at each iteration
were plotted in Figs. 4.5.5-1 and 4.5.5-2, for the initial
guess k=0.004 darcy, s=5.0 and C=20000.cm 3 /atm.
Fig.4.5.5-1 shows the evolution of the two reservoir
k and s. The third one (C) did not experience conparameters siderable changes during the procedure because we started
with a value very close to the "actual" (estimated) answer.
The general trends are similar since the principles are the
same for all methods. However, it is easy to recognize the
benefits achieved through the use of penalty functions (or
perhaps other types of constraints) which prevent the solution from staying too far from the path that gives the fastest rate of convergence, and eventualy from wandering out of
the feasible region.
Fig.4.5.5-2 presents the behavior of the residuals. The
Gauss-Marquardt method proved to be the most efficient in this
particular example because its sum of squares of residuals
had the biggest decline initialy and remained smaller through
out the whole calculation. Furthermore, it converged to the
same point in fewer iterations.

56

c
I

57

..

A final remark on the estimation of k, and 6: using


the Gauss method as a basis should be made. The correlation
matrix (as shown in the computer outputs of Appendix 8 . 7 )
indicates that a high correlation between k and s was still
present in this specific example. It implies that the confidence on the estimation of k and 2 is less than on the estimation of C. In other words , one can expect to have relatively large confidence intervals for h. and 2, as confirmed
by their computations in section 4.5.2. Furthermore, this is
a characteristic not only of this set o f pressure data used
but of the method employed, since it arises from the mathematical governing equation. The reason is that the correlation matrix does not depend on the pressure data.
4.6.

MULTI-LAYER SYSTEMS

The pressure drop at the wellbore in a multi-layer,


infinite acting reservoir is given by Eq. ( 3 . 2 - 1 5 ) .
The derivatives necessary to implement the nonlinear
regression analysis are presented in Appendix 8.8. The idea
is to investigate how many parameters can be estimated in a
layered reservoir using only the transient pressure data.
To simplify the problem only a two-layer system will be
studied. The general results might be applied for any number
of layers.
As an example assume the following formation and fluid
properties to work with :

kl

0.01 darcy

k2 = 0.02 darcy

c $ ~

$2

0.10

= 0.20

59

s1 = 5
s

2 = 10

rW1

qt

10 cm

hl= h2 = 100 cm

rw2
= 100

cm3 / s

= 2ooo.x

IT

The auxiliary parameters will be :

= i -

-/I=
c12

= v q=f-i

CZ1 =

c22

-- 2rh
u

200.

0.002
x IT

The pressure data were generated by the program itself


in order to produce exact data.
First we employed the Gauss method to estimate kl,k2,s1,
and C. The method diverged for any initial guess. We only
s2
could get the true solution back if it were used as the initial
guess.
The second attempt used the Gauss-Marquardt method with
interpolation-extrapolation. The FORTRAN program is included in
Appendix 8.9, together with two examples, whose main results
are listed in Table 4.6-1. The average values of permeability
and skin factor were calculated from the following equations :
L

(4.6-1)

C hj
j=l
2

C s.k.h
J J j
-s = J- =1
2
C k. h
j=l J j

60

(4.6-2)

0:
v)
v)

c,
cd

4
X

: x

m
w

M
0

M
d

4
4
v)

' w

00

(v

00

00

'm

Ln

4
0

00

00

N
v)

0,

w
m

(v

0
4

4
N
d

v)

Ln

0
4

M
b

m
m

w
4

N
I

0
4
X

=I

0
H
kl

M
W
d

N
4

M
N

00

a3

r'J

(v

\o

v)

0
0

rl

The average permeability is therefore a thickness weighted average o f the two individual permeabilities and the
average skin is a permeability/thickness - weighted average
of the two skin factors.
Starting with two diferent initial guesses we obtained
two distinct set of parameters. Although the sum,of squares of
residuals are not the same, they :are. quite acceptable considering that only 13 data points were used. Besides that, there
was no point in continuing iterating because the estimated parameters failed to change by more than 0.01 % after a certain
number of iterations. Notice however that the average values
of permeability and skin are very similar and also close
to
the values calculated from the actual data E = 0.0150
and
s = 8.33. For other initial guesses we would have reached approximately the same average values because the behavior of an
infinite acting multi-layer system can be represented by that
of a single layer with average properties. The approximation
is s o good that practically speaking we would have an infinite
number of possible combinations resulting in almost the same
pressure behavior. Thus, the best that can be estimated using
only the transient pressure data are the average properties of
the multi-layer infinite reservoir.
a
This can be done more simply by using the data of
multi-layer system in the Gauss method for a single layer having average properties as defined by the following expressions:
n8

E = C

h
j=l j

(4.6-3)

(4.6-4)

with the additional assumptions that :

62

rW

(4.6- 5)

63

5. MATHEMATICAL MODEL FOR A BOUNDED MULTI-LAYER

RESERVOIR

5.1.

THE GOVERNING EQUATIONS AND THEIR SOLUTION

In this case the partial differential equation and


boundary and initial conditions become

EYJ

the

(5.1-2)
=

(5.1-3)

The outer boundary condition applied is Eq.(5.1-2).

64

Applying the Laplace transformation with respect to time


one finds the solution for the pressure drop at the wellbore
as being, in the Laplace space,

Gwf(Z1

qt

K1(YjJi)GI

1 1 (Y j

&K

. . . . . . (5.1-5)
where :
Yj = re
j

(5.1-6)

= Io (Cr.Jz)

s.a.JZ
J J

KO ( c r . f i )

s.a.JZ K (a fi)
J J
1 j

6K

/5

I1

(a.fi)

(5.1-7)

(5.1-8)

For, a single layer, bounded reservoir it is possible to


estimate, besides k,s
C, the thickness h and the external
- and radius re using the information from pseudo-steady state.
This is the basis for the so-called "reservoir limit test". For
the multi-layer case it may be possible to estimate the individual thicknesses at least when the features of the separate
layers are clearly distinguishable in the type curves showed
by Tariq (1977). Nevertheless, we will assume the thicknesses
can be obtained by other means, such as from well log analysis.

65

Also according to the type curves developed by Tariq (1977), a


good approximation for the drawdown data in cases involving
variation of skin factor among the layers can be obtained
by
assuming that all layers have the same skin factor s defined by
Eq.(4.6-2) during early-transient periods, and S
defined by
PS
Eq.(S.l-9) during pseudo-steady state.

nll

-s

PS

s .$ .h.r2
JJJej

j=1
nR $ .h.r
JJej
j=l

(5.1-9)

This, together with the experience from section 4.6 leads


to the expectation that it will be impossible to numerically estimate the individual skin factors for each layer. We will therefore calculate an average skin factor X for the ,entire reservoir.

66

6. NONLINEAR ESTIMATION OF RESERVOIR PARAMETERS - PERMEABILITIES, AVERAGE SKIN FACTOR, STORAGE COEFFICIENT
AND EXTERNAL RADII - FINITE TWO - LAYER RESERVOIR

Even though all real reservoirs are evidently finite,in


order to be able to analyse the pressure transient for boundary
parameters, the production time during which the pressure was
recorded has to be long enough for the boundaries of the reservoir to be felt. This may require a test to be run for a long
period of time depending on the size of the system. Tariq
(1977) indicates that in some special cases of pressure drawdown data ( where the wellbore storage effects have not masked
the different stages of depletion that characterize a multi layer system) it is possible to use the type curve matching
technique to obtain the reservoir parameters. Therefore, if an
initial rough log-log plot of Apwf versus time indicates the
presence of a layered reservoir, we can use the computer-implemented nonlinear regression analysis to estimate some of
the
reservoir properties.
The derivatives shown in Appendix 8.10 are valid for a
nR layers but the FORTRAN program (Appendix
general case of 8.11) applies the Gauss-Marquardt method with penalty functions
for the special case of a two-layer reservoir. We assume for
our particular example the following constraints :

0 < kl < 1.darcy

-0 < r

< lo6 cm

el
0 < k

0 <

< 1.darcy

< r

< lo6 cm

e2
< 100.

0 <

67

<lo6 cm3/atm

Then, the penalty function terms are derived as mentioned


in previous sections and included in the algorithm.
As an example we chose one of the drawdown curves from
Tariq's work that presents all the stages of depletion in a finite two-layer reservoir. Since those particular data did not
consider the wellbore storage, we included a value for C that
would not mask the other parts of the characteristic two-layer
reservoir behavior. These data are :
rW

0.25 ft

pl = p 2

$1 = $ * = 0.20

0.5 cp

hl = h2

t,

= c

t,

psi

-1

qt = 100. bbl/d

25 ft

The exact pressure vs time data were generated using the


actual solution, which was :
k2

kl = 100. md

-rel
- -

-s

10. md

10.

r
- e2
- - 2000.

500.

rW

rW

The external radii were therefore :


r
el

125. ft

3810. cm

r
= 500. ft = 15240. cm
e2

The dimensionless wellbore storage coefficient was taken


as CD = l o 2 , so that the wellbore storage coefficient C becomes,
h and the porosity @,
employing average values for the thickness as defined respectively by equations ( 4 . 6 - 3) and (4.6 - 4),
which in this particular example turn out to be the individual
values of these two reservoir parameters since both thickness
and porosity did not vary from the first to the second layer,and

68

using the definition of CD,

C = 2.rrv

ct :r

CD =

5.2x.rrxlOO

520.x.rrcm3 /atm

Example 6-1 in Appendix 8.11 shows one complete output of


results for the case considered above. Other results with different initial guesses are included in Table 6-1. It is clear that
when the behavior is well-defined it is possible to achieve convergence for the five reservoir parameters. It is o f interest to
note that the solutions are exactly the same as the actual reservoir parameters, at least up to the number of significant figures in the initial data. The residual sum of squares is assmall
as 10-l' and is not zero only due .to round-off errors or perhaps
different sequencing of the calculations in the several portions
of the program.
There is however one major computational problem in this
case. For small values of time one of the arguments of the
Bessel functions, which includes the external radius re, may
become greater than the maximum permitted by the computer. We
used a trick to overcome this situation by using the equation
to predict the end of the early-transient (infinite acting) period. In Darcy's units this expression is

For small times one can use a smaller radius since the
transient flow still prevails. It is helpful to plot the data
to get an idea about the beginning of the boundary effects.
Other tricks may have to be used to avoid number overflow
in the machine. For instance, the Stehfest algorithm parameter
N may initially be set at N = 4 and after some time changed to
N = 8.
69

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70

7. CONCLUSIONS

(1) Although convergence to one optimum solution does


not guarantee uniqueness nor does convergence to more than one
different optimum solution guarantee non-uniqueness, the application of the regression technique to the infinite-acting
reservoir demonstrated that for practical purposes it is not
possible to estimate more than three parameters. This means
that the matching of all four parameters (k, h, s and C) with
the drawdown type curves is not feasible. Furthermore, the
three parameters have to be chosen careffully such that they
are not linearly dependent. A set of interest in most of cases
would be permeability, skin factor and wellbore storage coefficient.

For the infinite-acting multi-layer reservoir the


most we can obtain using the pressure data are the average
reservoir properties.
(2)

( 3 ) For the bounded multi-layer system it is

71

possible

to estimate the individual permeabilities and radii, the average skin factor and the wellbore storage constant, under
special circumstances where the different stages of depletion
are fairly well-defined by the pressure decline curve. Therefore, the log-log type curve matching proposed by Tariq(1977)
can be done automatically.
( 4 ) The Gauss-Marquardt method proved to be necessary

in cases of very ill-conditioned coefficient matrices and advantageous in well-behaved situations, requiring negligible
additional computing time in comparison to the Gauss method.
(5) The constraints on the parameters are helpful in
accelerating convergence as well as avoiding divergence of
the iterative procedure.
( 6 ) The main advantage of the automatic regression

analysis over the conventional methods is that it interprets


the entire set of data instead of separate subintervals.
(7) Other types of pressure tests can be quickly analyzed using similar technique. For example, the buildup test
or the multiple-rate drawdown test can be interpreted by applying the superposition principle and the nonlinear regression to the solution for the drawdown case. Estimation of
reservoir parameters in different physical models can also be
implemented and investigated easily.
In any interpretation it is always advisable to
plot the pressure data before employing the computer-aided
approach. This can give at least some idea about the reservoir
parameters, which could be used as the initial guess in the
iterative scheme. Such graphs may include, among many, the
log-log plot for estimating storage and the semi-log plot to
(8)

72

perform the conventional analysis. Also, the plot may indicate the presence of.boundary effects or any heterogeneity
during the test, which will determine the kind of reservoir
model to be employed. Finally, data points that are clearly
out of the general trend should be considered in excessive
error and not be included.

73

8. APPENDICES

8.1.

DERIVATIVES OF THE EQUATION FOR THE PRESSURE DROP AT


THE WELLBORE WITH RESPECT TO THE RESERVOIR PARAMETERS

INFINITE SINGLE LAYER SYSTEM

The equation for Gwf(if,z)

is given by (4.4.1-2).

Defining c1 = / +pctrwi and c2 = Z.rrh/v

, we can write

2.rrB = c2k

a = C1/K

Hence,

Let

AUXl = c l c 2 & G K1(clmk)


AUX2 = Ko(clmk)

c l S m K1(clm)

Then the pressure drop equation becomes :

74

The derivative with respect to k is :

ak

(AUX2) .AUX3

where :
=

AUX3

[-

c.z] 2

AUX4
L

AUX5

The other derivatives are :

ah

(qt"JXl)/(z.h.AUX2)
AUX3

q t' c2 .k.a2.[Kl(aG)

AUX3. (AUX2) *

ac

qt/AUX3

The derivatives of the Modified Bessel Functions are


given by :

75

or

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8.3.

DERIVATIVES OF THE PRESSURE EQUATION WITH RESPECT


a , B , S, C

INFINITE SINGLE LAYER RESERVOIR CASE

Defining

AUX2

27raBfi K l ( a n )

we rewrite

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where :

= a G

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2aB.X.K1(X)

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K1(X)

s.X.K1(X)

X.K1(X)

93

TO

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AUX 1
2

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aGwf
as

( q t / z ) .AUX2

. X . K1(X)

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8.8.

DERIVATIVES FOR THE IMPLEMENTATION OF THE NONLINEAR


REGRESSION ANALYSIS - MULTI-LAYER INFINITE RESERVOIR
The equation of pressure drop is :

where :

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?
0

..

194

-.

5:
U
2
4
0

?
0

. ..

a4

c)

_.

c
c

ti
0

p:
W
U

c
0

Bn

S
h

QI

QI

%
-

CI

i5

?
c
0

.)

5I
a

bi

h) I
Q )

B
R

w
X

e
U
0

In
h
W

4
0

28

W
0

W
0

0
Q

In

a
0
W
0

2IO
::

E
Y

5
In

I
O

e
0

c
0

c)

D.
c

Z d
W

0
0

hl

0
W

W
N

t= s9

c
.

; z

Z d

Z o

2" 09

c
0

g
n
W

0
OJ

c
0

c.

wcn

r
z
I

0.
h

oi

W
0

5:

5:
a

h)

eU

1
0

n
U

1
0

c
Y

195
..

i5

z i '

5..

04
C

r;

c.

c
W

0
n

ti
p:
Y

en o

8,

cnr

i4

*
K

85

* "

E
L S
20 09

(Y

(Y

Y
c
0

c
0

a
c.

P s

.z
0

2 0
c

196

- 0.

u)

cn

0 0 0 0 0 0 0 0 0

.....

2 -0

e
a
W
c

0 0 0 0 0
1 1

c
U

CI

&
2
n

s o

c(

c>

2
W

C h

h
W

L a u

. ?

0
0

Z
-- o

bl

0
I

In

0
-

-Ln

m P )

9
W

oi
0

0 0 0 0 0

nC)ooo
om-ue

nJ
Y

- 0 0 0 0

OPPILnWl

0-uu-

0600.0.

00.9o.e
00.0.0.h
-0o.0.w

c.

'.....
0 0 0 0 0
I # :

197

- .

Q)

E
I

e ?n

** I C
N

E
u

E o

9
0

B
U
c

9
n

an

sa
W

3
0

Q)

z
W

o!
cn

8
9
E
W
?
0

.,i
!
0

3
W

9
E
W

cn

c
Y

0:

4
N
0

if6
I-

4
IC

f:
0

zo

0
0

d
.

5
n

Y
c

Pn

E
o
L
=

E
O
c

. -

198

y!

e.
=

'2

0 , o

..

cn
0

( . i
c

Q
Q
0

- .

( L o

-( L .o

u)

v)

(D

Q)

0 0 0 0 0 0 0 0 0

0 0 0 0 0

OUF-00

12mot-0
O . C J Q L n O

Bs
a

.....

91n0.t-0

(Ywww-

0 0 0 0 0
I I

N U Q Q O

(L

cn

r-uono

H%
W

c
u -

B
L

a
0

c.

5
n
u

c
0

c
0

c)
9

In

eA

0 - 0 0 0
0 0 0 0 0

8
x

.....

0 0 0 0 0
I 1

z
c
0

- 0 0 0 0
0 0 0 0 0

0.

0 0 0 0 0
gLn0-0
o;:a90h

OQ-Lnb
00.00.V

0-0.

00.009

:to;??

c
0

0 0 0 0 0

0
I

199

..

8.10. DERIVATIVES FOR THE IMPLEMENTATION OF THE GAUSS-MARQUARDT

METHOD IN A LAYERED RESERVOIR SYSTEM

We let C I ~
= J $RpRct ri
R R

and

C2R -

ZIT h,

Thus,
a R = CIR /

~3~ =

25rBR = CZR kR

CI&/ r
WR

Ko(aR&)

Io(a,&)

- SCrRJi: I1(atG)

yR

Then,

IR
Now let

sa,fi

Kl(aRfi)

csR.re
R

/%

c411= c211. clR

fi

nil

>1

C411cll.A1R/A2R

!L=1

Then the expressions can be written a s :

Also, after many algebraic manipulations, we find :

arell

fi.A3

aS

fi.A3

where :
A4& --

+ Clll K1 Cy,&).

-Cia. I 1 ( y l l 6 )

.Kl(allG) - C3 .rell .K1(aRfi)I

I1 ( a , G )

C3R.re
ll

201

.I1 ( a l l f i ) . K1 ( y l l f i )
I

(yfi)

111

-- -

I, + K1(y,fi)[-C1,I1(a,J;;)

.Kl(y,6).6

c3,.

c3,.

A2,.

A7,

- A1,.

A9!L

AlO,=
7

d{ KO (x) 1
=

dx

202

K1(x)

?
I1(x)
= ~x{Il(x)l
d
= Io(x)

203

- x1

I1(x)

C H

*r

*r

r
r

**

*r
**
f
*r

-- c

E .

V Q
;
u
CJ

G
o
a-

U X

*
*t
8

t
r
t

*r
r
*X
r
*t

E-

0 -

**
t
r
t

**
8

r
r

**
*
t
*r
*r
r
r

.
m

**
*t
t

c;

t;
4

-U

4
D

! -

2 04

I
!

00

0:

X 8

0
0

+m

L C

0 0

et0 0
LOU

0
N-0

-120

t
eI1 I1
2 x 0
uae

5
50
e c w
m

(-

'

I
00

i
8

uc:

205

.
L.

'i
h
z:
- e

2
W

Kl
0

f
cn

0
(c

f
0

1:

c'i

1:

W-

(v

E
2
- w
2::
mu'
)
I -

206

z
0

2
-

x i

L 8

nn

N
I

1
U

-*

1
U

v)

Y,

p:

+
3
no

-a
.-t"8
06 w

.-?

0 I1
I1 7

I, Y

7 0

-4
U

- 0

w o
0
0

E %
0

OJV

,
207

m
a
a

0
I-

w -

E
W

II

208

o w

99

E P

0
4

z:m

P
0

9
0

--

m
m

2
0
c
0

n
n

3
n

00
00.

on

0 0

LL

'

209

c..
,.. .

I?
N

e
e

0
N

(I

0
0
c

cn

210

eJ

+Io
n

Z Q
0 I1 0

vzo
c

211

212
..

('.
.

..

9
U

-x .
I-

-u

cnv)

n
n

v
o w
un

. # I I

.
.
.

.
.

.. . . .
..

.
.
.. . ..,,
. .
.

-a

t.

1?
t-

..

no&
Q O Y

Y O Y

DO&
uon

O O U O U Q

o - m ~ o m
onaruo-0
or-nuvs
ovcownm
o m r - - o a

*on
DO&

LnOY
r-OY

V O Y

0 4 N 4 V n

Y O Y

orc9Ln*-

O D V N Q U
O ~ Y I - P N
9 4 r - Y Y U
9 h 9 - O N
O O O N - W

o
0
3

vunvum

f0 0
f 0t

NNNNNN
0

214

c.

E:
0
>
4

., . ..

215

n
2

-u
uo

216

=
0

!
i
O X
- 4

OL

nx

4
0

o!

QOILO
rCOY0
J O Y 0

NOLLO

Q O U O

-0LLo

0 O U O
J O Y 0
O O Y O

\ Q O U O
O Y O U O

0 c . I - I L o

ONnUO

. m n & ~

0NNU.O

'

-N2Nht

(Cu\-o

\\a\\
Z X t k Z
04szw

.,>

u s m u

X X X X E

*I

'

vuvuuuuuu v u v u

..

I . . . . .

0 -

. _

... .. ..

217

.wnuma

c -. e - - - c c. - - e - -

..

t:

(9

-I

(9

a
4

c.
c
44

0
QI

t
0
LD

c.

I\

u
.

.
.. .

no
4 0

.o '.
0

r,

N
t

0
In

n
9
n

v)

u)

0-c-r-

. .7?L

?&lN

0
0

ooooon

N O -

Q O U

oooo-0 0 0 0 0 ~

o
ooooo
+ n - w o o

nCcI-l-o*

......

0 0 0 0 0 0
I

In

N
B

0
0
0

N O O - 0 ~
0
0
0
n

cn
Y

eA

oooooli
9 . O P O W h
( u n ~ o r - ~

N
0

~~~

2
0

U
d.

0,

-e

0 0 0 0 0 0
I

E
0
0

In

0 0 0 0 0 0
I

-e

2!!!
" 9
2
0
N

E
&

B
0
9
U
c

L
0

O
-

Z d
c

N
0

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I

0
h

W
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I-

br

In

8
n

p:

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.
~
.
.
0 0 0 0 0 0

--ooo0 0 0 0 0 0
I
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0 0 0 0 0 0

0 0 0 0 0 0

Q0W)rlZCIn

-0nb00
00- ah-

E
Y

?!
0

P O Q O n 9 .

NON--I-

* O n m h O

O O h b Q S

?'??p.*!

47?35?

0 0 0 0 0 0

0 0 0 0 0 0

- - - N O 0

- - O N 0 0
0 0 0 0 0 0
I

c
n c I

0 0 0 0 0 0

0O.D.oha

o-f-nmIh

L L I I

*
S
%

0 0 0 0 0 0
I
I

4 2

0
N

--ooo-

oyy6?00

za

I-

D O N 0 0 0

*
U

251:
0 9
E
o
N

n
0

- 0 - 0 0 0 0 0 0 0 0

Ih

0
In

z
0

9.-hOQ-

-n(oooh

zc . . . . . .

N00-00 0 0 0 0 0

cn

U9Q-9-

9.

*.)

E
u

~~

8
L

9.QhSOn
-O.Q9-9

U b U U O Q

......

0 0 0 0 0 0
1 1 1 1
I

0 9 N h O h

h c - Q O U
Q h N O O S
N e Q 9 - Q

0 0 0 0 0 0
I

0:

0 0 0 0 - c
0 0 0 0 0 0
I

0 0 0 0 0 0

O O O N U O .
0 0 - 0 O . N

......

......

cJ-u-N

0 0 0 0 0 0

0 0 0 0 0 0
I

0
0

E
o
L
U

g g
-

C . L

.
0

W
0

N
0

c
c

0
0.
Q

df-

r-

s
U

O - - r - c
0 0 0 0 0 0
1 1 1 1

0 0 0 0 0 0
U-QhUo

.
I

0
c

oooo.-c

oooo--

0 0 0 0 0 0

0 0 0 0 0 0

0 0 0 0 0 0
I
mVlU3CJOln

O N - U O c
U P N I n O Q
-bQ9eLn

0 0 0 0 0 0

......

......

0 0 0 0 0 0
I I I I
I

...

0
In

-PQ?yy

0 0 0 0 0 0
I

w o o - 0 -

?ooooy

0
c

......

0 0 0 0 0 0
I

0
c

oooo-0

0 0 0 0 0 ~
0

......

U
0

0 0 0 0 0 0
O
I
I
I

8
n

U
n

f-

QLnhUnO

N O O - O 0 0 0 0 0 0

NNnNUb-

N D N U I O ~

N h N - S O

0 0 0 0 - e
0 0 0 0 0 0

0 0 0 0 0 0

menono

b m N b 0 9

..

'"??Y'.Y

0 0 0 0 0 0
I I I I
I

0 0 0 0 0 0
I

0 0 0 0 0 0
bbQPOU
y1P0900

P U U D O O
-PIn000
QVtN)COO
N b N I n O U

ntUuou0

Q-U-90

C J h N - m O
NhlVlNLnc

0 0 0 0 0 0

*I

0.-ow00

......

uoo-0-

yoooo?

N O O - O -

?ooooq

& 0 0 0 0 0
SnCJOSO

......

......

0 0 0 0 0 0

0
0
Q

0 0 0 0 0 0

u9oono

......

0 0 0 0 0 0
I

E
c

0 0 - 0 0 0 0 0 0 0 ~

0 0 - 0 0 0 0 0 0 0 0
I

In
0

0 0 0 0 0 ~

y1QO1-e

s - o n m 9

p:

0
Q

O - O S N h
U - O O N N

2.?.7 .? ?
. *
. !.
0 0 0 0 0 0

In

0 0 0 0 0 0

--oooc

e - 0 0 0 0 0 0 0 0 0
I
I

0 0 0 0 0 0
I
I

0 0 0 0 0 0

0 0 0 0 0 0

U30uono

OouJn~u

N O - Q b Q
- 0 N O N U
N O - 9 P Q

uonnnu

......

Q O - 9 P h
- - Q 9 b N

N.7??SN
000000

0 0 - 0 0 0 0 0 0 0 0
I

000000

h9OWiQQ
- 9 O Q O O
OtUOLnNU
U - O P N N

C.?Y???
.
.
.
.

0 0 0 0 0 0
1

- - 0 0 0 0 0 0 0 0 0

- - O N 0 0
0 0 0 0 0 0
I
1

0 0 0 0 0 0

OsmlnPn

O N S K I - S

......

0 0 0 0 0 0

ouoLnloo

......

OQUQNm

xs
0

m
0

8
n

s
0

In

*!
0 0 0 0 0 0

- - O N 0 0

oyoyoo
0 0 0 0 0 0

1
0
N
0

00t-In)Cu

000InhQ

OO..rOlnP

......

O Q U Q N N

- - - c - N

In

0 0 0 0 0 0

OOOCJUU
NI-OOhFl

8
U

Pno9n1m - O P N N

7-9 7- 9.g .. T ~

0 0 0 0 0 0
I

0 0 0 0 0 0

0:
0

c
0

e - 0 0 0 0 0 0 0 0 0
1
I

UlOh9UU

c.

0 0 - 0 0 0 0 0 0 0 0
I

d
U

n
0

0 0 0 0 0 0

5:
9

--c--N

0 0 0 0 0 0

IC

......

09P0Lh-

-Q
N
_ a
_ - a-~

0 0 0 0 0 0

0 0 0 0 0 0

0- solnu

- - O N 0 0

v ~ o o n n ~

~ c o n - n m

U
0

k
0
c

00-90.c c Q 9 0 . N
. . . . . .
0 0 0 0 0 0

e c O N O O
0 0 0 0 0 0
I
1

0
I

......

n
0

(u

nooooo

o m a ~ ) c n
OLnCJUQUb
O h O O N Q

......

O Q n P n N

- c - - c N

In
Q

0:

0 0 0 0 0 0

0
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22
0

il

0
4

( i

.:
0

.220

E
n
0
0.

s
0

c..

0
I

0
I

0
Ln
0.

N
0

0
c

. .

o----c

0 0 0 0 0 0
1

CI

0 0 0 0 0 0

- n o u ~ o

Q00rr)ulO

b - N O 0 0
NbN-00

"i"l??"iY':

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I

0
c

oooo--

......

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I

0 0 0 0 - e

0 0 0 0 0 0
0

......

0 0 0 0 0 0

0 0 0 0 0 0
1 1 1 1
I

0 0 0 0 0 0
1 8 1 1
I

n
n

N O O - 0 0 0 0 0 0 ~

h)oo-o-

0 0 0 0 0 0

0
ul

0 0 0 0 0 0

nt

...

f<?&;6N

0 0 0 0 0 0
I

0
c

s
0

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m
0

n
nonoo
S ~ O Q N O

~nornno

n-oDLwN

' .9 .7.4.9.1.
0 0 0 0 0 0
I

0 0 0 0 0 0

s
z

z
0

--ooo-

0 0 - 0 0 0 0 0 0 0 ~

......

0 0 0 0 0 0

- - 0 0 0 0 0 0 0 0 0

8
0

......

0 0 0 0 0 0

s1
Q
?

n
0

0 0 0 0 0 0

(v

- - O N 0 0
0 0 0 0 0 0

0
I

f!
6

- - O N 0 0
0 0 0 0 0 0

0
0
0
0

0.

......

0 0 0 0 0 0

c
0

t s

0
0

0;

221

9. NOMENCLATURE

9.1.

ROMAN SYMBOLS
c

compressibility, atm-'

wellbore storage coefficient, cm3 /atm

system total compressibility, atm -1

solution vector in the nonlinear regression analysis

ei

error for the ith data point in the regression


analysis technique

matrix of coefficients in the normal equations

EMS

Error Mean Square

ES

Scaled matrix of coefficients E

layer thickness, cm

li

average thickness in a layered reservoir, cm

constraint function in the penalty function method

Identity matrix

Ct

IO = modified Bessel function of the first kind and


order zero
I1

KO

modified Bessel function of the first kind and


order one

modified Bessel function of the second kind and


order zero

222

permeability, darcy

slope of the conventional analysis semi-log


straight line, atm

n = number of data points


nR

number of layers in a stratified system

np

number of parameters to be estimated in the nonlinear regression analysis

pressure, atm

initial reservoir pressure, atm

pj(r,t)

Pi
pj

pressure in the

i-th

layer at distance

r and time t, atm


-

Pwf
q

qt
r
rW

-s

PS

flowing bottom-hole pressure, atm

production flow rate, cm3 / s

total bottom-hole condition flow rate, cm 3/ s

radial distance, cm

wellbore radius, cm

skin factor, dimensionless

average skin factor of multi-layer systems during


early-transient period

average skin factor of multi-layer systems during


pseudo-steady state period

SSR = sum of squares of the residuals in the least


squares method, atmL

223

time, s

US

scaled vector

right hand side vector in the least squares method

-h

-b

V* = squared standard error for the esti,mate of a non-

linear parameter
z = argument of a function in Laplace space

GREEK SYMBOLS

9.2.

B = kh/p = transmissibility, darcy.cm/cp

difference

Q(r,z)

Laplace Transform of Ap(r,t)

Ap

Ap(r,t)

pi

Apwf

pressure drop at the wellbore, atm

theoretical value of pressure drop at the wellbore at time t=ti , atm

recorded value of pressure drop at the wellbore


at time t=ti , atm

k/@pc

{APwf}

t=ti

APwf

TI

p(r, t) = pressure drop, atm

hydraulic diffusivity, cm2 / s

6 =

constant in the penalty function

penalty function

(9

objective function

p =

relaxation factor used in the interpolation-extra


polation method

224

A = parameter in the Gauss-Marquardt method


E

parameter in the limit for terminating the iterative process in the nonlinear regression analysis

+
8 = vector of

g components, the reseryoir parame-

ters
+*
0

9.3.

estimate of the parameter-vector

$I =

reservoir porosity, fraction

5=

average reservoir porosity, fraction

p =

reservoir fluid viscosity, cp

SUBSCRIPTS AND SUPERSCRIPTS

D = dimensionless
e

external

i = data point number


j = layer number in a multi-layer system

iteration number

R = layer number in a multi-layer system

parameter

wellbore

wf

flowing wellbore

225

10. BIBLIOGRAPHY

1. Abramowitz, M. and Stegun, I.A., editors (1970).: Handbook of Mathematical Functions, Dover Publications,
Inc., New York.
2 . Afifi, A.A. and Azen, S.P.

(1979).: Statistical Analysis


- A Computer Oriented Approach (2"d edition), Academic Press, New York.

3 - Agarwal, R.G., AI-Hussainy, R. and Ramey, H.J., Jr.(1970,

Sept.).: "An Investigation of Wellbore Storage and


Skin Effect in Unsteady Liquid Flow : I.Analytica1
Treatment", Soc. Pet. Eng. J., 279-290; Trans., AIME,
249.
4. Bard, Y. (1974).: Nonlinear Parameter Estimation, Academic Press, Inc. Ltd., New York.
5. Chen, W.H., Gavalas, G.R., Seinfeld, J.H. and Wasserman,
M.L. (1974, Dec.).: "A New Algorithm for Automatic
Hystory Matching", SPE paper No.4545, presented at the
SPE-AIME 48th Annual Fall Meeting held in Las Vegas,
Nev., Sept. 30 - Oct. 3 , 1973, Trans., AIME, 257.

6. Churchill, R.V. (1972).: Operational Mathematics (3rd edition), McGraw-Hill Book Company, Inc., New York.
7. Coats, K.H., Dempsey, J.R. and Henderson, J.H. (1970,
March).:

"A New Technique for Determining Reservoir

Description from Field Performance Data", SOC. Pet.


Eng. J, 66-74; Trans., AIME, 249.

226

8. Earlougher, R.C., Jr. and Kersch, K.M. (1972, Oct.).:


Field Examples of Automatic Transient Test Analysist1,

J. Pet. Tech., 1271-1277.


9. Earlougher, R.C., Jr. and Kersch, K.M. (1974, July). :
Analysis of Short-Time Transient Test Data by TypeCurve Matching", J. Pet. Tech., 793-800; 'Trans., AIME,
257.
10. Earlougher, R.C., Jr. (1977).:

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