Cross-covariances and localization for EnKF in multiphase flow data assimilation

The ensemble Kalman filter has been successfully applied for data assimilation in very large models, including those in reservoir simulation and weather. Two problems become critical in a standard implementation of the ensemble Kalman filter, however, when the ensemble size is small. The first is that the ensemble approximation to cross-covariances of model and state variables to data can indicate the presence of correlations that are not real. These spurious correlations give rise to model or state variable updates in regions that should not be updated. The second problem is that the number of degrees of freedom in the ensemble is only as large as the size of the ensemble, so the assimilation of large amounts of precise, independent data is impossible. Localization of the Kalman gain is almost universal in the weather community, but applications of localization for the ensemble Kalman filter in porous media flow have been somewhat rare. It has been shown, however, that localization of updates to regions of non-zero sensitivity or regions of non-zero cross-covariance improves the performance of the EnKF when the ensemble size is small. Localization is necessary for assimilation of large amounts of independent data. The problem is to define appropriate localization functions for different types of data and different types of variables. We show that the knowledge of sensitivity alone is not sufficient for determination of the region of localization. The region depends also on the prior covariance for model variables and on the past history of data assimilation. Although the goal is to choose localization functions that are large enough to include the true region of non-zero cross-covariance, for EnKF applications, the choice of localization function needs to balance the harm done by spurious covariance resulting from small ensembles and the harm done by excluding real correlations. In this paper, we focus on the distance-based localization and provide insights for choosing suitable localization functions for data assimilation in multiphase flow problems. In practice, we conclude that it is reasonable to choose localization functions based on well patterns, that localization function should be larger than regions of non-zero sensitivity and should extend beyond a single well pattern.     

Application of the EnKF and Localization to Automatic History Matching of Facies Distribution and Production Data

The performance of the ensemble Kalman filter (EnKF) for continuous updating of facies location and boundaries in a reservoir model based on production and facies data for a 3D synthetic problem is presented. The occurrence of the different facies types is treated as a random process and the initial distribution was obtained by truncating a bi-Gaussian random field. Because facies data are highly non-Gaussian, re-parameterization was necessary in order to use the EnKF algorithm for data assimilation; two Gaussian random fields are updated in lieu of the static facies parameters. The problem of history matching applied to facies is difficult due to (1) constraints to facies observations at wells are occasionally violated when productions data are assimilated; (2) excessive reduction of variance seems to be a bigger problem with facies than with Gaussian random permeability and porosity fields; and (3) the relationship between facies variables and data is so highly non-linear that the final facies field does not always honor early production data well. Consequently three issues are investigated in this work. Is it possible to iteratively enforce facies constraints when updates due to production data have caused them to be violated? Can localization of adjustments be used for facies to prevent collapse of the variance during the data-assimilation period? Is a forecast from the final state better than a forecast from time zero using the final parameter fields?To investigate these issues, a 3D reservoir simulation model is coupled with the EnKF technique for data assimilation. One approach to enforcing the facies constraint is continuous iteration on all available data, which may lead to inconsistent model states, incorrect weighting of the production data and incorrect adjustment of the state vector. A sequential EnKF where the dynamic and static data are assimilated sequentially is presented and this approach seems to have solved the highlighted problems above. When the ensemble size is small compared to the number of independent data, the localized adjustment of the state vector is a very important technique that may be used to mitigate loss of rank in the ensemble. Implementing a distance-based localization of the facies adjustment appears to mitigate the problem of variance deficiency in the ensembles by ensuring that sufficient variability in the ensemble is maintained throughout the data assimilation period. Finally, when data are assimilated without localization, the prediction results appear to be independent of the starting point. When localization is applied, it is better to predict from the start using the final parameter field rather than continue from the final state.     

Groundwater parameter estimation using the ensemble Kalman filter with localization

The ensemble Kalman filter (EnKF), an efficient data assimilation method showing advantages in many numerical experiments, is deficient when used in approximating covariance from an ensemble of small size. Implicit localization is used to add distance-related weight to covariance and filter spurious correlations which weaken the EnKF??s capability to estimate uncertainty correctly. The effect of this kind of localization is studied in two-dimensional (2D) and three-dimensional (3D) synthetic cases. It is found that EnKF with localization can capture reliably both the mean and variance of the hydraulic conductivity field with higher efficiency; it can also greatly stabilize the assimilation process as a small-size ensemble is used. Sensitivity experiments are conducted to explore the effect of localization function format and filter lengths. It is suggested that too long or too short filter lengths will prevent implicit localization from modifying the covariance appropriately. Steep localization functions will greatly disturb local dynamics like the 0-1 function even if the function is continuous; four relatively gentle localization functions succeed in avoiding obvious disturbance to the system and improve estimation. As the degree of localization of the L function increases, the parameter sensitivity becomes weak, making parameter selection easier, but more information may be lost in the assimilation process.     

SAGD开发中突破夹层技术对策研究

开发实践表明,稠油油藏内部发育的夹层影响蒸汽辅助重力泄油(SAGD)开发效果。实际SAGD开发应当充分考虑夹层对SAGD生产效果的影响,寻找突破夹层的有效对策,以期提高SAGD产量。以国内某超稠油油藏地质特征为基础,结合夹层岩石力学参数测试结果,利用耦合岩石力学数值模拟技术确定了不同参数(岩石力学参数、物性参数、操作参数)对岩石变形量、SAGD产量的敏感性。研究结果表明,夹层的渗透率和SAGD注汽压力是影响SAGD产量的主要因素。进一步地,针对夹层特征,结合实际操作可行性,提出了提高注汽压力和直井辅助两种突破夹层技术对策,并给出了相应的技术界限及突破效果,该研究结果可用于指导稠油油藏双水平井SAGD经济高效开发     

集合卡尔曼滤波估计水文地质参数的局域化修正

集合卡尔曼滤波(Ensemble Kalman Filter,EnKF)作为一种有效的数据同化方法,在众多数值实验中体现优势的同时,也暴露了它使用小集合估计协方差情况下精度较低的缺陷。为了降低取样噪声对协方差估计的干扰并提高滤波精度,应用局域化函数对小集合估计的协方差进行修正,即在协方差矩阵中以舒尔积的形式增加空间距离权重以限制远距离相关。在一个二维理想孔隙承压含水层模型中的运行结果表明,局域化对集合卡尔曼滤波估计地下水参数的修正十分有效,局域化可以很好地过滤小集合估计中噪声的影响,节省计算量的同时又可以防止滤波发散。相关长度较小的水文地质参数(如对数渗透系数)更容易受到噪声的干扰,更有必要进行局域化修正。     

Closed-loop reservoir management on the Brugge test case

This paper proposes an augmented Lagrangian method for production optimization in which the cost function to be maximized is defined as an augmented Lagrangian function consisting of the net present value (NPV) and all the equality and inequality constraints except the bound constraints. The bound constraints are dealt with using a trust-region gradient projection method. The paper also presents a way to eliminate the need to convert the inequality constraints to equality constraints with slack variables in the augmented Lagrangian function, which greatly reduces the size of the optimization problem when the number of inequality constraints is large. The proposed method is tested in the context of closed-loop reservoir management benchmark problem based on the Brugge reservoir setup by TNO. In the test, we used the ensemble Kalman filter (EnKF) with covariance localization for data assimilation. Production optimization is done on the updated ensemble mean model from EnKF. The production optimization resulted in a substantial increase in the NPV for the expected reservoir life compared to the base case with reactive control.     

超稠油油藏溶剂辅助蒸汽重力泄油室内实验研究

以国内某超稠油油藏为基础,应用二维物理模拟装置开展了蒸汽辅助重力泄油(SAGD)对比实验,研究了溶剂辅助SAGD技术对SAGD蒸汽腔发育特征、原油产量以及采收率的影响。研究结果表明,溶剂辅助SAGD中,溶剂以液相和气相共同存于油藏中,溶剂浓度越高,气相组分含量越高;溶剂中的气相组分在油藏中可以减少蒸汽在上覆岩层的热损失,提高蒸汽腔垂向扩展均匀性;合理溶剂浓度下,溶剂辅助SAGD可以显著提高峰值产量;低浓度溶剂辅助SAGD的单位原油产量的能耗明显低于纯蒸汽SAGD。实验结果表明,低浓度溶剂辅助SAGD对于开采超稠油油藏具有较大的应用潜力。     

Multiscale ensemble filtering for reservoir engineering applications

Reservoir management requires periodic updates of the simulation models using the production data available over time. Traditionally, validation of reservoir models with production data is done using a history matching process. Uncertainties in the data, as well as in the model, lead to a nonunique history matching inverse problem. It has been shown that the ensemble Kalman filter (EnKF) is an adequate method for predicting the dynamics of the reservoir. The EnKF is a sequential Monte-Carlo approach that uses an ensemble of reservoir models. For realistic, large-scale applications, the ensemble size needs to be kept small due to computational inefficiency. Consequently, the error space is not well covered (poor cross-correlation matrix approximations) and the updated parameter field becomes scattered and loses important geological features (for example, the contact between high- and low-permeability values). The prior geological knowledge present in the initial time is not found anymore in the final updated parameter. We propose a new approach to overcome some of the EnKF limitations. This paper shows the specifications and results of the ensemble multiscale filter (EnMSF) for automatic history matching. EnMSF replaces, at each update time, the prior sample covariance with a multiscale tree. The global dependence is preserved via the parent–child relation in the tree (nodes at the adjacent scales). After constructing the tree, the Kalman update is performed. The properties of the EnMSF are presented here with a 2D, two-phase (oil and water) small twin experiment, and the results are compared to the EnKF. The advantages of using EnMSF are localization in space and scale, adaptability to prior information, and efficiency in case many measurements are available. These advantages make the EnMSF a practical tool for many data assimilation problems.     

Ensemble filter methods with perturbed observations applied to nonlinear problems

The ensemble Kalman filter (EnKF) has been shown repeatedly to be an effective method for data assimilation in large-scale problems, including those in petroleum engineering. Data assimilation for multiphase flow in porous media is particularly difficult, however, because the relationships between model variables (e.g., permeability and porosity) and observations (e.g., water cut and gas–oil ratio) are highly nonlinear. Because of the linear approximation in the update step and the use of a limited number of realizations in an ensemble, the EnKF has a tendency to systematically underestimate the variance of the model variables. Various approaches have been suggested to reduce the magnitude of this problem, including the application of ensemble filter methods that do not require perturbations to the observed data. On the other hand, iterative least-squares data assimilation methods with perturbations of the observations have been shown to be fairly robust to nonlinearity in the data relationship. In this paper, we present EnKF with perturbed observations as a square root filter in an enlarged state space. By imposing second-order-exact sampling of the observation errors and independence constraints to eliminate the cross-covariance with predicted observation perturbations, we show that it is possible in linear problems to obtain results from EnKF with observation perturbations that are equivalent to ensemble square-root filter results. Results from a standard EnKF, EnKF with second-order-exact sampling of measurement errors that satisfy independence constraints (EnKF (SIC)), and an ensemble square-root filter (ETKF) are compared on various test problems with varying degrees of nonlinearity and dimensions. The first test problem is a simple one-variable quadratic model in which the nonlinearity of the observation operator is varied over a wide range by adjusting the magnitude of the coefficient of the quadratic term. The second problem has increased observation and model dimensions to test the EnKF (SIC) algorithm. The third test problem is a two-dimensional, two-phase reservoir flow problem in which permeability and porosity of every grid cell (5,000 model parameters) are unknown. The EnKF (SIC) and the mean-preserving ETKF (SRF) give similar results when applied to linear problems, and both are better than the standard EnKF. Although the ensemble methods are expected to handle the forecast step well in nonlinear problems, the estimates of the mean and the variance from the analysis step for all variants of ensemble filters are also surprisingly good, with little difference between ensemble methods when applied to nonlinear problems.     

岩土力学参数空间变异性的集合卡尔曼滤波佶值

岩土参数具有结构性和随机性的空间变异特征，该特征导致岩土参数具有不确定性。以地质统计学作为岩土参数空间变异性分析的理论基础，将分布于研究区的岩土参数视为区域化变量，变异函数既描述了岩土参数整体的空间结构性变化，又描述了其局部的随机性变化，用变异函数理论模型作为描述岩土参数空间变异规律的数学模型。引入集合卡尔曼滤波（EnKF）分析方法，利用时空分布的观测数据，对岩土参数空间变异性进行估值。数值算例表明，EnKF能够有效地融合观测数据，较好地提供岩土参数空间变异性的估值。     

岩土力学参数空间变异性的集合卡尔曼滤波估值

岩土参数具有结构性和随机性的空间变异特征,该特征导致岩土参数具有不确定性。以地质统计学作为岩土参数空间变异性分析的理论基础,将分布于研究区的岩土参数视为区域化变量,变异函数既描述了岩土参数整体的空间结构性变化,又描述了其局部的随机性变化,用变异函数理论模型作为描述岩土参数空间变异规律的数学模型。引入集合卡尔曼滤波（EnKF）分析方法,利用时空分布的观测数据,对岩土参数空间变异性进行估值。数值算例表明,EnKF能够有效地融合观测数据,较好地提供岩土参数空间变异性的估值。     

Improving the Ensemble Estimate of the Kalman Gain by Bootstrap Sampling

Using a small ensemble size in the ensemble Kalman filter methodology is efficient for updating numerical reservoir models but can result in poor updates following spurious correlations between observations and model variables. The most common approach for reducing the effect of spurious correlations on model updates is multiplication of the estimated covariance by a tapering function that eliminates all correlations beyond a prespecified distance. Distance-dependent tapering is not always appropriate, however. In this paper, we describe efficient methods for discriminating between the real and the spurious correlations in the Kalman gain matrix by using the bootstrap method to assess the confidence level of each element from the Kalman gain matrix. The new method is tested on a small linear problem, and on a water flooding reservoir history matching problem. For the water flooding example, a small ensemble size of 30 was used to compute the Kalman gain in both the screened EnKF and standard EnKF methods. The new method resulted in significantly smaller root mean squared errors of the estimated model parameters and greater variability in the final updated ensemble.     

泥质薄夹层不同参数对油砂SAGD 开发效果的影响

泥质夹层对油砂SAGD的开发效果具有一定影响。以加拿大麦凯河某区块为研究对象,利用数值模拟手段,对位于注入井上方和注采井间的泥质薄夹层进行表征,模拟对比了泥质薄夹层的位置、延展长度、渗透率、厚度以及条数对SAGD开发效果的影响,得到了油砂SAGD开发的泥质薄夹层的临界参数。研究表明,泥质薄夹层位于注入井上方时对SAGD开发效果影响较小,位于注采井间时有不利影响,且越靠近生产井,蒸汽腔发育越晚,累产油量越低。注采井间泥质薄夹层超过7条、延展长度超过20 m时蒸汽腔几乎不发育,而渗透率与厚度对SAGD开发效果影响不明显。因此油砂SAGD布井时注采井间应尽量避开泥质薄夹层,从而有效降低泥质薄夹层对SAGD的影响。该研究结果,对于指导油砂SAGD部署、规避地质风险、实现SAGD高效开发具有重要指导意义。     

SAGD技术应用于陆域冻土天然气水合物开采中的理论研究

天然气水合物被誉为最有研究价值和开采价值的清洁能源,已经成为当今世界能源研究的热点。但到目前为止还未形成成熟稳定的天然气水合物开采技术体系,仍处于研究和试采阶段。陆域冻土天然气水合物开采与海域天然气水合物开采相比相对比较容易,在钻进过程中能够形成较稳定的孔壁。天然气水合物开采的主要方法有热激法、降压法、置换法和化学抑制剂法。SAGD（Steam Assisted Gravity Drainage）技术也叫蒸汽辅助重力驱油技术,在重油、油砂开采中得到了迅速发展,取得了非常有效的成果,被认为是目前重油开采最有效的方法。对SAGD技术应用到陆域冻土天然气水合物开采中进行理论分析研究,经过分析发现将SAGD技术应用到天然气水合物开采中是可行的,但确定两口水平井之间的距离是关键,且在应用时要将上部井变为生产井,下部井变为注汽井。     

Continuous Facies Updating Using the Ensemble Kalman Filter and the Level Set Method

We present a methodology based on the ensemble Kalman filter (EnKF) and the level set method for the continuous model updating of geological facies with respect to production data. Geological facies are modeled using an implicit surface representation and conditioned to production data using the ensemble Kalman filter. The methodology is based on Gaussian random fields used to deform the facies boundaries. The Gaussian random fields are used as the model parameter vector to be updated sequentially within the EnKF when new measurements are available. We show the successful application of the methodology to two synthetic reservoir models.     

Comparing the adaptive Gaussian mixture filter with the ensemble Kalman filter on synthetic reservoir models

Over the last years, the ensemble Kalman filter (EnKF) has become a very popular tool for history matching petroleum reservoirs. EnKF is an alternative to more traditional history matching techniques as it is computationally fast and easy to implement. Instead of seeking one best model estimate, EnKF is a Monte Carlo method that represents the solution with an ensemble of state vectors. Lately, several ensemble-based methods have been proposed to improve upon the solution produced by EnKF. In this paper, we compare EnKF with one of the most recently proposed methods, the adaptive Gaussian mixture filter (AGM), on a 2D synthetic reservoir and the Punq-S3 test case. AGM was introduced to loosen up the requirement of a Gaussian prior distribution as implicitly formulated in EnKF. By combining ideas from particle filters with EnKF, AGM extends the low-rank kernel particle Kalman filter. The simulation study shows that while both methods match the historical data well, AGM is better at preserving the geostatistics of the prior distribution. Further, AGM also produces estimated fields that have a higher empirical correlation with the reference field than the corresponding fields obtained with EnKF.     

Improved initial ensemble generation coupled with ensemble square root filters and inflation to estimate uncertainty

The performance of the Ensemble Kalman Filter method (EnKF) depends on the sample size compared to the dimension of the parameters space. In real applications insufficient sampling may result in spurious correlations which reduce the accuracy of the filter with a strong underestimation of the uncertainty. Covariance localization and inflation are common solutions to these problems. The Ensemble Square Root Filters (ESRF) is also better to estimate uncertainty with respect to the EnKF. In this work we propose a method that limits the consequences of sampling errors by means of a convenient generation of the initial ensemble. This regeneration is based on a Stationary Orthogonal-Base Representation (SOBR) obtained via a singular value decomposition of a stationary covariance matrix estimated from the ensemble. The technique is tested on a 2D single phase reservoir and compared with the other common techniques. The evaluation is based on a reference solution obtained with a very large ensemble (one million members) which remove the spurious correlations. The example gives evidence that the SOBR technique is a valid alternative to reduce the effect of sampling error. In addition, when the SOBR method is applied in combination with the ESRF and inflation, it gives the best performance in terms of uncertainty estimation and oil production forecast.     

Multimodal ensemble Kalman filtering using Gaussian mixture models

In this paper we present an extension of the ensemble Kalman filter (EnKF) specifically designed for multimodal systems. EnKF data assimilation scheme is less accurate when it is used to approximate systems with multimodal distribution such as reservoir facies models. The algorithm is based on the assumption that both prior and posterior distribution can be approximated by Gaussian mixture and it is validated by the introduction of the concept of finite ensemble representation. The effectiveness of the approach is shown with two applications. The first example is based on Lorenz model. In the second example, the proposed methodology combined with a localization technique is used to update a 2D reservoir facies models. Both applications give evidence of an improved performance of the proposed method respect to the EnKF.