1 - Classification: Internal 2010-05-25

Uncertainty in petroleum
reservoirs
2 - Classification: Internal 2010-05-25
Finding the reservoir I
3 - Classification: Internal 2010-05-25
Finding the reservoir II
The underground is packed with density gradients:
Interpreting this is a far cry from hard science.
Top and base of
reservoir (I think ).
4 - Classification: Internal 2010-05-25
Geological properties
Exploration well try to infer properties
on km scale from point measurement.
5 - Classification: Internal 2010-05-25
Porosity and permeability
High porosity Low porosity
High permeability Low permeability
6 - Classification: Internal 2010-05-25
OK what is inside this reservoir
Internal barriers?
Interface depth?
7 - Classification: Internal 2010-05-25
Fluid properties
Water-wet reservoir Oil-wet reservoir
8 - Classification: Internal 2010-05-25
Uncertain factors
The geometry of the reservoir including internal compartmentalization.
The spatial distribution of porosity and permeability.
Depth of fluid interfaces.
Fluid and fluid-reservoir properties.

9 - Classification: Internal 2010-05-25
What to do with it?
1. Deterministic models: Attempts at modelling and quantifying uncertainty are
certainly done, but this is mainly in the form of variable (stocastic) input, not
stocastic dynamics.

2. Before production: A range input values is tried out, and the future production is
simulated.These simulations are an important basis for investment decisions.

3. After production start: When the field is producing we have measured values of
e.g. produced rates of oil, gas and water which can be compared with the
simulated predictions a misfit can be evaluated, and the models updated.
10 - Classification: Internal 2010-05-25
History matching (or revisionism)
1. Select a set true observations you
want to reproduce in your simulations.
2. Select a (limited) set of parameters to
update.
3. Update your parameters as best you
can.
4. Simulate your model and compare
simulated results with observations.
5. Discrepancy below tolerance?


6. You have an updated model.
No
Yes
11 - Classification: Internal 2010-05-25
History matching it is just plain stupid
Traditionally History Matching is percieved as an optimization problem a very
problematic approach:
The problem is highly nonlinear, and severely underdetermined.
The observations we are comparing with can be highly uncertain.
The choice of parameterization is somewhat arbitrary we will optimize in the
wrong space anyway.



12 - Classification: Internal 2010-05-25
A probabilistic problem Bayesian setting.
}) ({
}) ({ }) { | } ({
}) { | } ({
d P
m P m d P
d m P

=
{m} : Model parameters
{d} : Observed data
Prior
Posterior
Likelihood
13 - Classification: Internal 2010-05-25
The objective function
Guassian likelihood:
P(d|m) = exp(-(S(m) d)
T
C
-1
(S(m) d))
Result from the simulator
Covariance of measurement errors.
Evaluation of S(m) requires running the simulator and is very costly.
Observed data
14 - Classification: Internal 2010-05-25
How to find the posterior??
EnKF: Data assimilation technique based on resampling of finite ensemble in a
Gaussian approximation. Gives good results when the Gaussian approximation
applies, and fails spectactularly when it does not apply.
BASRA (McMC with proxy functions): Flexible and fully general approach.
Guaranteed to converge to the correct posterior, but the convergence rate can be
slow.
15 - Classification: Internal 2010-05-25
Kalman filter
Kalman filter: Technique for sequential state estimation based on combining
measurements and a linear equation of motion. Very simple example:
( )
F
dd
F
xx
F
xx
F A
X d
C C
C
X X
+
+ =
Forecast
Updated
Measurement
Forecast error
Measurement error
F
xx
dd
F
xx
F
xx
A
xx
C
C C
C
C
|
|
.
|

\
|
+
= 1
(Co)variance estimate:
State estimate:
16 - Classification: Internal 2010-05-25
EnKF
When the equation of motion is nonlinear predicting the state covariance becomes
difficult. The EnKF approach is to let an ensemble (i.e. sample) evolve with the
equation of motion, and use the sample covariance as a plugin estimator for the
state covariance.
Gaussian likelihood.
Gaussian prior
A combined parameter and state estimation problem.
The updated state is linear combination of the prior states.

Computationally efficient but limiting
17 - Classification: Internal 2010-05-25
EnKF - linear combination
Permeability
Porosity
Relperm
MULTFLT
Permeability
Porosity
Relperm
MULTFLT
Permeability
Porosity
Relperm
MULTFLT
Permeability
Porosity
Relperm
MULTFLT
Permeability
Porosity
Relperm
MULTFLT
Observation
Integrate
T
i
m
e

EnKF update: A
A
= A
F
X
18 - Classification: Internal 2010-05-25
EnKF update: sequential
The EnKF method updates the models every time data is available.









When new data becomes available we can continue without going back.
WOPR
TIME
Last historical data
Future prediction
19 - Classification: Internal 2010-05-25
BASRA Workflow
1. Select a limited ( <~ 50 ) parameters {m} to
update, with an accompanying prior.
2. Perturb the parameter set {m} {m} + {m}
and evaluate a new misfit O({m}).
3. Accept the new state with probability
P = min{1,exp(-O({m})}.
4. When this has converged we have one
realization {m} from the posterior which can
be used for uncertainty studies; repeat to get
an ensemble of realizations.
The evaluation of the misfit is
prohibitively expensive, and
advanced proxy modelling is
essential.
20 - Classification: Internal 2010-05-25
BASRA Results
Converging the proxies:
Marginal posteriors:
Posterior ensemble:
Prior
Posterior
21 - Classification: Internal 2010-05-25
Current trends
Reservoir modelling usually involves a chain of weakly coupled models and
applications strive hard to update parameters early in the chain.
Update of slightly more exotic variables like surface shapes and the direction of
channels.
The choice of parameterization is somewhat arbitrary we will optimize in the
wrong space anyway. A more systematic approach to choosing parameterization
would be very valuable.