Adaptive multi-scale ensemble- based history matching using wavelets “EnKF workshop “ Bergen May 2013 Théophile Gentilhomme , Dean Oliver, Trond Mannesth, Remi Moyen, Guillaume Caumon 6/4/2013
I - 2/21 Motivations Match the data and preserve the prior models 6/4/2013
I - 2/21 Motivations Match the data and preserve the prior models Optimization 6/4/2013
I - 2/21 Motivations Match the data and preserve the prior models Multi-scale approach: Helps to avoid local minima Stabilizes the inversion Modifies low resolution first 6/4/2013
I - 2/21 Motivations Match the data and preserve the prior models Multi-scale approach: Helps to avoid local minima Stabilizes the inversion Modifies low resolution first Prior model Seismic Informative power Resolution 6/4/2013
I - 2/21 Motivations Match the data and preserve the prior models Multi-scale approach: Helps to avoid local minima Stabilizes the inversion Modifies low resolution first Adaptive localization Identify important parameters Preservation of the prior: modify only where needed 6/4/2013
I - 2/21 Motivations Match the data and preserve the prior models Multi-scale approach: Helps to avoid local minima Stabilizes the inversion Modifies low resolution first Adaptive localization Identify important parameters Preservation of the prior: modify only where needed 6/4/2013
I - 2/21 Motivations Match the data and preserve the prior models Multi-scale approach: Helps to avoid local minima Stabilizes the inversion Modifies low resolution first Adaptive localization Identify important parameters Preservation of the prior: modify only where needed Ensemble based method: Use of any parameterization 6/4/2013
I - 3/21 Multi-scale parameterization: wavelets Parameterization localized both in space and frequency Frequency Coarse version Frequency Original signal From [Xiang-Yang, 2008] 6/4/2013
I - 3/21 Multi-scale parameterization: wavelets Parameterization localized both in space and frequency Frequency Coarse version Frequency Original signal From [Xiang-Yang, 2008] 6/4/2013
I - 3/21 Multi-scale parameterization: wavelets Parameterization localized both in space and frequency Frequency Coarse version Frequency Original signal From [Xiang-Yang, 2008] 6/4/2013
I - 3/21 Multi-scale parameterization: wavelets Parameterization localized both in space and frequency Frequency Coarse version Frequency Original signal From [Xiang-Yang, 2008] 6/4/2013
I - 3/21 Multi-scale parameterization: wavelets Parameterization localized both in space and frequency Frequency Coarse version Frequency Original signal From [Xiang-Yang, 2008] 6/4/2013
I - 3/21 Multi-scale parameterization: wavelets Parameterization localized both in space and frequency Frequency Coarse version Frequency Original signal From [Xiang-Yang, 2008] 6/4/2013
I - 3/21 Multi-scale parameterization: wavelets Parameterization localized both in space and frequency Frequency Coarse version Frequency Original signal From [Xiang-Yang, 2008] 6/4/2013
I - 4/21 Multi-scale parameterization: wavelets Sparse basis: only few coefficients are needed to characterize most significant features: Initial 3D property Second generation wavelets Much more flexible: can be used on stratigraphical grids 6/4/2013
I - 4/21 Multi-scale parameterization: wavelets Sparse basis: only few coefficients are needed to characterize most significant features: Property reconstructed using Initial 3D property 1% of the wavelets coefficients Second generation wavelets Much more flexible: can be used on stratigraphical grids 6/4/2013
I – 5/21 Adaptive multi-scale ensemble based inversion First parameters to optimize 6/4/2013
I – 5/21 Adaptive multi-scale ensemble based inversion R2 R3 R2 R2 R4 First R3 R3 parameters to optimize R4 R4 Wavelet decomposition 6/4/2013
I – 5/21 Adaptive multi-scale ensemble based inversion R2 R3 R2 R2 R4 First R3 R3 parameters to optimize R4 R4 Wavelet decomposition 6/4/2013
I – 5/21 Adaptive multi-scale ensemble based inversion R2 R3 R2 R2 R4 First R3 R3 parameters to optimize R4 R4 Wavelet decomposition Reversible smoothing assists first optimizations 6/4/2013
I – 5/21 Adaptive multi-scale ensemble based inversion R2 R3 R2 R2 R4 First R3 R3 parameters to optimize Ensemble- R4 R4 based Optimization Wavelet decomposition 6/4/2013
I – 5/21 Adaptive multi-scale ensemble based inversion R2 R3 R2 R2 R4 First R3 R3 parameters to optimize Ensemble- R4 R4 based Optimization Wavelet decomposition Coarse update 6/4/2013
I – 5/21 Adaptive multi-scale ensemble based inversion R2 R3 R2 R2 R4 First R3 R3 parameters to optimize Ensemble- R4 R4 based Optimization Wavelet decomposition Sensitivity analysis Resolution 0 Adaptive localization and refinement Re-introduction of smoothed frequencies 6/4/2013
I – 5/21 Adaptive multi-scale ensemble based inversion R2 R3 R2 R2 R4 R3 R3 Ensemble- R4 R4 based Optimization Wavelet decomposition Sensitivity analysis Resolution 0 Resolution 1 0,2 1 Adaptive localization and refinement Re-introduction of smoothed frequencies 6/4/2013
I – 5/21 Adaptive multi-scale ensemble based inversion R2 R3 R2 R2 R4 R3 R3 Ensemble- R4 R4 based Optimization Wavelet decomposition Sensitivity analysis Resolution 0 Resolution 1 0,2 1 Adaptive localization and refinement Re-introduction of smoothed frequencies 6/4/2013
I – 5/21 Adaptive multi-scale ensemble based inversion R2 R3 R2 R2 R4 R3 R3 Ensemble- R4 R4 based Optimization Wavelet decomposition Sensitivity analysis Resolution 0 Resolution 2 Resolution 1 0,2 1 Adaptive localization and refinement Re-introduction of smoothed frequencies 6/4/2013
I – 5/21 Adaptive multi-scale ensemble based inversion R2 R3 R2 R2 R4 R3 R3 Ensemble- R4 R4 based Optimization Wavelet decomposition Sensitivity analysis Resolution 3 Resolution 0 Resolution 2 Resolution 1 0,2 1 Adaptive localization and refinement Re-introduction of smoothed frequencies 6/4/2013
I – 5/21 Adaptive multi-scale ensemble based inversion R2 R3 R2 R2 R4 R3 R3 Ensemble- R4 R4 based Optimization Wavelet decomposition Sensitivity analysis Resolution 4 Resolution 3 Resolution 0 Resolution 1 Resolution 2 0,2 1 Adaptive localization and refinement Re-introduction of smoothed frequencies 6/4/2013
I – 6/21 Iterative LM-enRML using wavelet parameterization Levenberg-Marquadt optimization: 1 𝜇+1 (𝜀𝛅 𝑞𝑠 + 𝑳(𝜇). 𝑯. 𝜀𝛅 𝑞𝑠 − 𝑳(𝜇). 𝜀𝒆 δ𝛅 opt = − Data mismatch term Prior constraint term where 𝛅 :{vector of wavelet coefficients}, 𝜇 :{LM damping factor}, 𝑳 :{similar to Kalman gain}, 𝑯 :{Sensitivity matrix}, 𝜀𝒆 :{data mismatch} Prior constraint term dominates in insensitive areas Data mismatch term dominates in sensitive areas Global sensitivity matrix G computed from an ensemble Sensitivity matrix is used to automatically compute the localization vector 6/4/2013
I - 8/21 Key points of the method 6/4/2013
I - 8/21 Key points of the method Initial smoothing: Automatically done by dividing wavelets coefficients Easily reversible Minimize the effects of high frequencies on flow response Preserve the initial main features 6/4/2013
I - 8/21 Key points of the method Initial smoothing: Automatically done by dividing wavelets coefficients Easily reversible Minimize the effects of high frequencies on flow response Preserve the initial main features Multi-scale approach The optimization of the low frequencies does not destroying main features The mismatch is significantly decreased when starting the optimization of the high frequencies 6/4/2013
I - 8/21 Key points of the method Initial smoothing: Automatically done by dividing wavelets coefficients Easily reversible Minimize the effects of high frequencies on flow response Preserve the initial main features Multi-scale approach The optimization of the low frequencies does not destroying main features The mismatch is significantly decreased when starting the optimization of the high frequencies Multi-scale Adaptive localization Automatic and dynamic: compute from the current sensitivity matrix Allows large scale updates Good preservation of the prior in insensitive areas 6/4/2013
I - 9/21 Synthetic 2D case 0,29 7,5 PORO LOG PERMX 0,03 2,5 Grid with 3400 active cells 4 injectors (injection rate constraint) and 9 producers (Oil recovery constraint) 7,5 years of history: Gas-Oil-Ratio (GOR), water cut (WWCT), pressure (WBHP) 6/4/2013
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