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.     

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.     

Maximum likelihood classification for facies inference from reservoir attributes

A cluster analysis methodology is developed to recover facies realizations from observed reservoir attributes. A maximum likelihood estimator allows us for identifying the most probable underlying facies using a spatial clustering algorithm. In seismic characterization, this algorithm can yield relevant geological models for subsequent history-matching studies. In history-matching procedures, it provides informative facies maps as well as starting points for further studies.     

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.     

Real-time Uncertain Geological Boundaries Updating for Improved Block Model Quality Control Based on Blast Hole Data: A Case Study for Golgohar Iron Ore Mine in Southeastern Iran

One main problem in the modeling of mineral deposits is to design a block model that divides the deposit into homogeneous subdomains. The spatial uncertainty in the geological boundaries becomes a critical factor prior to the modeling of the ore properties. For this reason, reducing the uncertainty of geological models leads to an improved mineral resource evaluation. This research work addresses the problem of updating the geological models by using actual online-sensor measurement data. A novel algorithm is provided, which integrates the discrete wavelet transform to the Ensemble Kalman Filter for assimilating online-sensor production data into geological models. The geological realizations in each time step are transformed to frequency coefficients and, after each assimilation step, the updated realizations are back-transformed to the original categorical distribution. Furthermore, a reconciliation process is performed to compare the online-sensor data derived from the production blocks and the updated realizations in each time step. The algorithm is illustrated through an application to the Golgohar iron deposit located in SW of Sirjan, Iran, and proves to reproduce the statistical parameters and connectivity values of the primary geological realizations.

     

Application of EM algorithms for seismic facices classification

Identification of the geological facies and their distribution from seismic and other available geological information is important during the early stage of reservoir development (e.g. decision on initial well locations). Traditionally, this is done by manually inspecting the signatures of the seismic attribute maps, which is very time-consuming. This paper proposes an application of the Expectation-Maximization (EM) algorithm to automatically identify geological facies from seismic data. While the properties within a certain geological facies are relatively homogeneous, the properties between geological facies can be rather different. Assuming that noisy seismic data of a geological facies, which reflect rock properties, can be approximated with a Gaussian distribution, the seismic data of a reservoir composed of several geological facies are samples from a Gaussian mixture model. The mean of each Gaussian model represents the average value of the seismic data within each facies while the variance gives the variation of the seismic data within a facies. The proportions in the Gaussian mixture model represent the relative volumes of different facies in the reservoir. In this setting, the facies classification problem becomes a problem of estimating the parameters defining the Gaussian mixture model. The EM algorithm has long been used to estimate Gaussian mixture model parameters. As the standard EM algorithm does not consider spatial relationship among data, it can generate spatially scattered seismic facies which is physically unrealistic. We improve the standard EM algorithm by adding a spatial constraint to enhance spatial continuity of the estimated geological facies. By applying the EM algorithms to acoustic impedance and Poisson’s ratio data for two synthetic examples, we are able to identify the facies distribution.     

A probabilistic parametrization for geological uncertainty estimation using the ensemble Kalman filter (EnKF)

In the past years, many applications of history-matching methods in general and ensemble Kalman filter in particular have been proposed, especially in order to estimate fields that provide uncertainty in the stochastic process defined by the dynamical system of hydrocarbon recovery. Such fields can be permeability fields or porosity fields, but can also fields defined by the rock type (facies fields). The estimation of the boundaries of the geologic facies with ensemble Kalman filter (EnKF) was made, in different papers, with the aid of Gaussian random fields, which were truncated using various schemes and introduced in a history-matching process. In this paper, we estimate, in the frame of the EnKF process, the locations of three facies types that occur into a reservoir domain, with the property that each two could have a contact. The geological simulation model is a form of the general truncated plurigaussian method. The difference with other approaches consists in how the truncation scheme is introduced and in the observation operator of the facies types at the well locations. The projection from the continuous space of the Gaussian fields into the discrete space of the facies fields is realized through in an intermediary space (space with probabilities). This space connects the observation operator of the facies types at the well locations with the geological simulation model. We will test the model using a 2D reservoir which is connected with the EnKF method as a data assimilation technique. We will use different geostatistical properties for the Gaussian fields and different levels of the uncertainty introduced in the model parameters and also in the construction of the Gaussian fields.     

Bayesian Gaussian Mixture Linear Inversion for Geophysical Inverse Problems

A Bayesian linear inversion methodology based on Gaussian mixture models and its application to geophysical inverse problems are presented in this paper. The proposed inverse method is based on a Bayesian approach under the assumptions of a Gaussian mixture random field for the prior model and a Gaussian linear likelihood function. The model for the latent discrete variable is defined to be a stationary first-order Markov chain. In this approach, a recursive exact solution to an approximation of the posterior distribution of the inverse problem is proposed. A Markov chain Monte Carlo algorithm can be used to efficiently simulate realizations from the correct posterior model. Two inversion studies based on real well log data are presented, and the main results are the posterior distributions of the reservoir properties of interest, the corresponding predictions and prediction intervals, and a set of conditional realizations. The first application is a seismic inversion study for the prediction of lithological facies, P- and S-impedance, where an improvement of 30% in the root-mean-square error of the predictions compared to the traditional Gaussian inversion is obtained. The second application is a rock physics inversion study for the prediction of lithological facies, porosity, and clay volume, where predictions slightly improve compared to the Gaussian inversion approach.     

Stochastic simulation of categorical variables using a classification algorithm and simulated annealing

An important step of reservoir characterization is the stochastic modeling of the geometry of lithofacies which control large-scale heterogeneities of petrophysical properties. Although multiple realizations are necessary to appreciate the uncertainty in the spatial distribution of facies, a common short cut consists of retaining the first realization drawn. This paper presents an alternative to this potentially hazardous selection: (1) a categorical map is generated by allocating a single facies to each grid node according to the local probabilities of occurrence of the facies, and (2) the map then is post-processed using a steepest descent-type algorithm so as to improve reproduction of spatial continuity and transition probabilities between facies. The procedure is illustrated using a synthetic dataset. A waterflood simulation shows that retaining a single realization would yield, in average, larger errors in production forecasts (water cuts and recovered oil) than the single postprocessed facies map.     

Representing Spatial Uncertainty Using Distances and Kernels

Assessing uncertainty of a spatial phenomenon requires the analysis of a large number of parameters which must be processed by a transfer function. To capture the possibly of a wide range of uncertainty in the transfer function response, a large set of geostatistical model realizations needs to be processed. Stochastic spatial simulation can rapidly provide multiple, equally probable realizations. However, since the transfer function is often computationally demanding, only a small number of models can be evaluated in practice, and are usually selected through a ranking procedure. Traditional ranking techniques for selection of probabilistic ranges of response (P10, P50 and P90) are highly dependent on the static property used. In this paper, we propose to parameterize the spatial uncertainty represented by a large set of geostatistical realizations through a distance function measuring “dissimilarity” between any two geostatistical realizations. The distance function allows a mapping of the space of uncertainty. The distance can be tailored to the particular problem. The multi-dimensional space of uncertainty can be modeled using kernel techniques, such as kernel principal component analysis (KPCA) or kernel clustering. These tools allow for the selection of a subset of representative realizations containing similar properties to the larger set. Without losing accuracy, decisions and strategies can then be performed applying a transfer function on the subset without the need to exhaustively evaluate each realization. This method is applied to a synthetic oil reservoir, where spatial uncertainty of channel facies is modeled through multiple realizations generated using a multi-point geostatistical algorithm and several training images.     

基于地质矢量信息的冲积扇储层沉积微相建模： 以克拉玛依油田三叠系克下组为例

冲积扇储层具有典型的非平稳分布特征,传统的基于平稳假设的地质统计建模方法无法准确模拟其沉积微相。在充 分分析其沉积微相分布特征的基础上,以克拉玛依油田三叠系克下组冲积扇储层为例,综合现代沉积、密井网、露头等信 息,应用基于地质矢量信息的多点地质统计学方法建立了精细、合理的储层沉积微相三维模型。首先,综合现代沉积特征 与地下储层沉积微相解剖成果,应用“模式指导、规模约束”的方法,建立符合研究区沉积模式和定量规模的训练图像和 基于冲积扇沉积体系的矢量坐标系统,表征了训练图像的地质矢量信息,提出基于预模拟实现的模拟域地质矢量信息表征 方法,建立了待模拟地质体的三维矢量信息模型;最后,采用基于矢量信息的多点地质统计方法建立了冲积扇储层沉积微 相模型,并采用多种标准对模拟实现进行可靠性分析。模拟结果表明冲积扇相带分布符合地质认识,沉积微相的形态、展 布特征、组合样式、规模与训练图像、地下沉积微相解剖认识相符。     

A parallel ensemble-based framework for reservoir history matching and uncertainty characterization

We present a parallel framework for history matching and uncertainty characterization based on the Kalman filter update equation for the application of reservoir simulation. The main advantages of ensemble-based data assimilation methods are that they can handle large-scale numerical models with a high degree of nonlinearity and large amount of data, making them perfectly suited for coupling with a reservoir simulator. However, the sequential implementation is computationally expensive as the methods require relatively high number of reservoir simulation runs. Therefore, the main focus of this work is to develop a parallel data assimilation framework with minimum changes into the reservoir simulator source code. In this framework, multiple concurrent realizations are computed on several partitions of a parallel machine. These realizations are further subdivided among different processors, and communication is performed at data assimilation times. Although this parallel framework is general and can be used for different ensemble techniques, we discuss the methodology and compare results of two algorithms, the ensemble Kalman filter (EnKF) and the ensemble smoother (ES). Computational results show that the absolute runtime is greatly reduced using a parallel implementation versus a serial one. In particular, a parallel efficiency of about 35 % is obtained for the EnKF, and an efficiency of more than 50 % is obtained for the ES.     

Evaluation of the Reduction in Uncertainty Obtained by Conditioning a 3D Stochastic Channel to Multiwell Pressure Data

A stochastic channel embedded in a background facies is conditioned to data observed at wells. The background facies is a fixed rectangular box. The model parameters consist of geometric parameters that describe the shape, size, and location of the channel, and permeability and porosity in the channel and nonchannel facies. We extend methodology previously developed to condition a stochastic channel to well-test pressure data, and well observations of the channel thickness and the depth of the top of the channel. The main objective of this work is to characterize the reduction in uncertainty in channel model parameters and predicted reservoir performance that can be achieved by conditioning to well-test pressure data at one or more wells. Multiple conditional realizations of the geometric parameters and rock properties are generated to evaluate the uncertainty in model parameters. The ensemble of predictions of reservoir performance generated from the suite of realizations provides a Monte Carlo estimate of the uncertainty in future performance predictions. In addition, we provide some insight on how prior variances, data measurement errors, and sensitivity coefficients interact to determine the reduction in model parameters obtained by conditioning to pressure data and examine the value of active and observation well data in resolving model parameters.     

Data Assimilation in Truncated Plurigaussian Models: Impact of the Truncation Map

Assimilation of production data into reservoir models for which the distribution of porosity and permeability is largely controlled by facies has become increasingly common. When the locations of the facies bodies must be conditioned to observations, the truncated plurigaussian model has been often shown to be a useful method for modeling as it allows gaussian variables to be updated instead of facies types. Previous experience has also shown that ensemble Kalman filter-like methods are particularly effective for assimilation of data into truncated plurigaussian models. In this paper, some limitations are shown of the ensemble-based or gradient-based methods when applied to truncated plurigaussian models of a certain type that is likely to occur for modeling channel facies. It is also shown that it is possible to improve the data match and increase the ensemble spread by modifying the updating step using an approximate derivative of the truncation map.     

History matching and uncertainty quantification of facies models with multiple geological interpretations

Uncertainty quantification is currently one of the leading challenges in the geosciences, in particular in reservoir modeling. A wealth of subsurface data as well as expert knowledge are available to quantify uncertainty and state predictions on reservoir performance or reserves. The geosciences component within this larger modeling framework is partially an interpretive science. Geologists and geophysicists interpret data to postulate on the nature of the depositional environment, for example on the type of fracture system, the nature of faulting, and the type of rock physics model. Often, several alternative scenarios or interpretations are offered, including some associated belief quantified with probabilities. In the context of facies modeling, this could result in various interpretations of facies architecture, associations, geometries, and the way they are distributed in space. A quantitative approach to specify this uncertainty is to provide a set of alternative 3D training images from which several geostatistical models can be generated. In this paper, we consider quantifying uncertainty on facies models in the early development stage of a reservoir when there is still considerable uncertainty on the nature of the spatial distribution of the facies. At this stage, production data are available to further constrain uncertainty. We develop a workflow that consists of two steps: (1) determining which training images are no longer consistent with production data and should be rejected and (2) to history match with a given fixed training image. We illustrate our ideas and methodology on a test case derived from a real field case of predicting flow in a newly planned well in a turbidite reservoir off the African West coast.     

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.     

A flow-based pattern recognition algorithm for rapid quantification of geologic uncertainty

Geologic uncertainties and limited well data often render recovery forecasting a difficult undertaking in typical appraisal and early development settings. Recent advances in geologic modeling algorithms permit automation of the model generation process via macros and geostatistical tools. This allows rapid construction of multiple alternative geologic realizations. Despite the advances in geologic modeling, computation of the reservoir dynamic response via full-physics reservoir simulation remains a computationally expensive task. Therefore, only a few of the many probable realizations are simulated in practice. Experimental design techniques typically focus on a few discrete geologic realizations as they are inherently more suitable for continuous engineering parameters and can only crudely approximate the impact of geology. A flow-based pattern recognition algorithm (FPRA) has been developed for quantifying the forecast uncertainty as an alternative. The proposed algorithm relies on the rapid characterization of the geologic uncertainty space represented by an ensemble of sufficiently diverse static model realizations. FPRA characterizes the geologic uncertainty space by calculating connectivity distances, which quantify how different each individual realization is from all others in terms of recovery response. Fast streamline simulations are employed in evaluating these distances. By applying pattern recognition techniques to connectivity distances, a few representative realizations are identified within the model ensemble for full-physics simulation. In turn, the recovery factor probability distribution is derived from these intelligently selected simulation runs. Here, FPRA is tested on an example case where the objective is to accurately compute the recovery factor statistics as a function of geologic uncertainty in a channelized turbidite reservoir. Recovery factor cumulative distribution functions computed by FPRA compare well to the one computed via exhaustive full-physics simulations.     

Conditioning of Multiple-Point Statistics Facies Simulations to Tomographic Images

Geophysical tomography captures the spatial distribution of the underlying geophysical property at a relatively high resolution, but the tomographic images tend to be blurred representations of reality and generally fail to reproduce sharp interfaces. Such models may cause significant bias when taken as a basis for predictive flow and transport modeling and are unsuitable for uncertainty assessment. We present a methodology in which tomograms are used to condition multiple-point statistics (MPS) simulations. A large set of geologically reasonable facies realizations and their corresponding synthetically calculated cross-hole radar tomograms are used as a training image. The training image is scanned with a direct sampling algorithm for patterns in the conditioning tomogram, while accounting for the spatially varying resolution of the tomograms. In a post-processing step, only those conditional simulations that predicted the radar traveltimes within the expected data error levels are accepted. The methodology is demonstrated on a two-facies example featuring channels and an aquifer analog of alluvial sedimentary structures with five facies. For both cases, MPS simulations exhibit the sharp interfaces and the geological patterns found in the training image. Compared to unconditioned MPS simulations, the uncertainty in transport predictions is markedly decreased for simulations conditioned to tomograms. As an improvement to other approaches relying on classical smoothness-constrained geophysical tomography, the proposed method allows for: (1) reproduction of sharp interfaces, (2) incorporation of realistic geological constraints and (3) generation of multiple realizations that enables uncertainty assessment.