History matching of statistically anisotropic fields using the Karhunen-Loeve expansion-based global parameterization technique

Traditional ensemble-based history matching method, such as the ensemble Kalman filter and iterative ensemble filters, usually update reservoir parameter fields using numerical grid-based parameterization. Although a parameter constraint term in the objective function for deriving these methods exists, it is difficult to preserve the geological continuity of the parameter field in the updating process of these methods; this is especially the case in the estimation of statistically anisotropic fields (such as a statistically anisotropic Gaussian field and facies field with elongated facies) with uncertainties about the anisotropy direction. In this work, we propose a Karhunen-Loeve expansion-based global parameterization technique that is combined with the ensemble-based history matching method for inverse modeling of statistically anisotropic fields. By using the Karhunen-Loeve expansion, a Gaussian random field can be parameterized by a group of independent Gaussian random variables. For a facies field, we combine the Karhunen-Loeve expansion and the level set technique to perform the parameterization; that is, for each facies, we use a Gaussian random field and a level set algorithm to parameterize it, and the Gaussian random field is further parameterized by the Karhunen-Loeve expansion. We treat the independent Gaussian random variables in the Karhunen-Loeve expansion as the model parameters. When the anisotropy direction of the statistically anisotropic field is uncertain, we also treat it as a model parameter for updating. After model parameterization, we use the ensemble randomized maximum likelihood filter to perform history matching. Because of the nature of the Karhunen-Loeve expansion, the geostatistical characteristics of the parameter field can be preserved in the updating process. Synthetic cases are set up to test the performance of the proposed method. Numerical results show that the proposed method is suitable for estimating statistically anisotropic fields.     

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.     

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.     

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.     

A New Data-Space Inversion Procedure for Efficient Uncertainty Quantification in Subsurface Flow Problems

Uncertainty quantification for subsurface flow problems is typically accomplished through model-based inversion procedures in which multiple posterior (history-matched) geological models are generated and used for flow predictions. These procedures can be demanding computationally, however, and it is not always straightforward to maintain geological realism in the resulting history-matched models. In some applications, it is the flow predictions themselves (and the uncertainty associated with these predictions), rather than the posterior geological models, that are of primary interest. This is the motivation for the data-space inversion (DSI) procedure developed in this paper. In the DSI approach, an ensemble of prior model realizations, honoring prior geostatistical information and hard data at wells, are generated and then (flow) simulated. The resulting production data are assembled into data vectors that represent prior ‘realizations’ in the data space. Pattern-based mapping operations and principal component analysis are applied to transform non-Gaussian data variables into lower-dimensional variables that are closer to multivariate Gaussian. The data-space inversion is posed within a Bayesian framework, and a data-space randomized maximum likelihood method is introduced to sample the conditional distribution of data variables given observed data. Extensive numerical results are presented for two example cases involving oil–water flow in a bimodal channelized system and oil–water–gas flow in a Gaussian permeability system. For both cases, DSI results for uncertainty quantification (e.g., P10, P50, P90 posterior predictions) are compared with those obtained from a strict rejection sampling (RS) procedure. Close agreement between the DSI and RS results is consistently achieved, even when the (synthetic) true data to be matched fall near the edge of the prior distribution. Computational savings using DSI are very substantial in that RS requires \(O(10^5\)–\(10^6)\) flow simulations, in contrast to 500 for DSI, for the cases considered.     

A New Differentiable Parameterization Based on Principal Component Analysis for the Low-Dimensional Representation of Complex Geological Models

A new approach based on principal component analysis (PCA) for the representation of complex geological models in terms of a small number of parameters is presented. The basis matrix required by the method is constructed from a set of prior geological realizations generated using a geostatistical algorithm. Unlike standard PCA-based methods, in which the high-dimensional model is constructed from a (small) set of parameters by simply performing a multiplication using the basis matrix, in this method the mapping is formulated as an optimization problem. This enables the inclusion of bound constraints and regularization, which are shown to be useful for capturing highly connected geological features and binary/bimodal (rather than Gaussian) property distributions. The approach, referred to as optimization-based PCA (O-PCA), is applied here mainly for binary-facies systems, in which case the requisite optimization problem is separable and convex. The analytical solution of the optimization problem, as well as the derivative of the model with respect to the parameters, is obtained analytically. It is shown that the O-PCA mapping can also be viewed as a post-processing of the standard PCA model. The O-PCA procedure is applied both to generate new (random) realizations and for gradient-based history matching. For the latter, two- and three-dimensional systems, involving channelized and deltaic-fan geological models, are considered. The O-PCA method is shown to perform very well for these history matching problems, and to provide models that capture the key sand–sand and sand–shale connectivities evident in the true model. Finally, the approach is extended to generate bimodal systems in which the properties of both facies are characterized by Gaussian distributions. MATLAB code with the O-PCA implementation, and examples demonstrating its use are provided online as Supplementary Materials.     

Stochastic Distance Based Geological Boundary Modeling with Curvilinear Features

Obtaining accurate geological boundaries and assessing the uncertainty in these limits are critical for effective ore resource and reserve estimation. The uncertainty in the extent of an ore body can be the largest source of uncertainty in ore resource estimation when drilling is sparse. These limits are traditionally interpreted deterministically and it can be difficult to quantify uncertainty in the boundary and its impact on ore tonnage. The proposed methodology is to consider stochastic modeling of the ore boundary with a distance function recoding of the available data. This technique is modified to incorporate non-stationarities in the form of a locally varying anisotropy field used in kriging and sequential Gaussian simulation. Implementing locally varying anisotropy kriging retains the geologically realistic features of a deterministic model while allowing for a stochastic assessment of uncertainty. A case study of a gold deposit in Northern Canada is used to demonstrate the methodology. The proposed technique generates realistic, curvilinear geological boundary models and allows for an assessment of the uncertainty in the model.     

多点统计地质建模技术研究进展与应用*

多点统计地质建模技术自提出至今已有20余年的历史,已经成为储集层地质建模的国际前沿研究方向,在理论和应用研究方面都取得了长足进展。以多点统计地质建模技术的发展历程为主线,以多点统计地质建模技术的技术进展为核心,论述了多点统计地质建模技术的研究进展,对主要的多点统计地质建模方法进行了分类,系统讨论了具有发展潜力的多点统计地质建模方法的原理、特点以及存在的问题,并以扎格罗斯盆地孔隙型碳酸盐岩油藏S油藏为例进行了应用研究,对比了多点统计模拟与序贯指示模拟的优劣。研究表明,多点统计模拟在复杂的相模拟方面,较序贯指示模拟具有明显的优势;基于图型的Dispat方法采用图型替换数据事件的策略,使相的分布规律更符合地质学家的地质认识。这一认识为孔隙型碳酸盐岩油藏建模提供了一种新思路,对类似油藏的地质建模具有借鉴作用。     

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.     

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.     

Conditioning Channel Meanders to Well Observations

Assessment of uncertainty in the performance of fluvial reservoirs often requires the ability to generate realizations of channel sands that are conditional to well observations. For channels with low sinuosity this problem has been effectively solved. When the sinuosity is large, however, the standard stochastic models for fluvial reservoirs are not valid, because the deviation of the channel from a principal direction line is multivalued. In this paper, I show how the method of randomized maximum likelihood can be used to generate conditional realizations of channels with large sinuosity. In one example, a Gaussian random field model is used to generate an unconditional realization of a channel with large sinuosity, and this realization is then conditioned to well observations. Channels generated in the second approach are less realistic, but may be sufficient for modeling reservoir connectivity in a realistic way. In the second example, an unconditional realization of a channel is generated by a complex geologic model with random forcing. It is then adjusted in a meaningful way to honor well observations. The key feature in the solution is the use of channel direction instead of channel deviation as the characteristic random function describing the geometry of the channel.     

Uncertainties in Facies Proportion Estimation II: Application to Geostatistical Simulation of Facies and Assessment of Volumetric Uncertainties

Geostatistical simulations of lithotypes or facies are commonly used to create a geological model and to describe the heterogeneities of petroleum reservoirs. However, it is difficult to handle such models in the framework of multiple realizations to assess the uncertainty of hydrocarbon in place. Indeed, the hydrocarbon in place is correlated with the facies proportions, which are themselves uncertain. The uncertainty model of facies proportions is not easy to describe because of closure relationships. A previous attempt was made with a nonparametric approach using the resampling technique. It has been successful in a stationary case but it is difficult to extend it to nonstationary cases. In this paper, we have applied the vectorial beta parametric model or Dirichlet model. It has provided much more realistic uncertainties on volumetrics in very different geological and geostatistical contexts.     

Training Images from Process-Imitating Methods

The lack of a suitable training image is one of the main limitations of the application of multiple-point statistics (MPS) for the characterization of heterogeneity in real case studies. Process-imitating facies modeling techniques can potentially provide training images. However, the parameterization of these process-imitating techniques is not straightforward. Moreover, reproducing the resulting heterogeneous patterns with standard MPS can be challenging. Here the statistical properties of the paleoclimatic data set are used to select the best parameter sets for the process-imitating methods. The data set is composed of 278 lithological logs drilled in the lower Namoi catchment, New South Wales, Australia. A good understanding of the hydrogeological connectivity of this aquifer is needed to tackle groundwater management issues. The spatial variability of the facies within the lithological logs and calculated models is measured using fractal dimension, transition probability, and vertical facies proportion. To accommodate the vertical proportions trend of the data set, four different training images are simulated. The grain size is simulated alongside the lithological codes and used as an auxiliary variable in the direct sampling implementation of MPS. In this way, one can obtain conditional MPS simulations that preserve the quality and the realism of the training images simulated with the process-imitating method. The main outcome of this study is the possibility of obtaining MPS simulations that respect the statistical properties observed in the real data set and honor the observed conditioning data, while preserving the complex heterogeneity generated by the process-imitating method. In addition, it is demonstrated that an equilibrium of good fit among all the statistical properties of the data set should be considered when selecting a suitable set of parameters for the process-imitating simulations.     

Stationarity Scores on Training Images for Multipoint Geostatistics

This research introduces a novel method to assess the validity of training images used as an input for Multipoint Geostatistics, alternatively called Multiple Point Simulation (MPS). MPS are a family of spatial statistical interpolation algorithms that are used to generate conditional simulations of property fields such as geological facies. They are able to honor absolute “hard” constraints (e.g., borehole data) as well as “soft” constraints (e.g., probability fields derived from seismic data, and rotation and scale). These algorithms require 2D or 3D training images or analogs whose textures represent a spatial arrangement of geological properties that is presumed to be similar to that of a target volume to be modeled. To use the current generation of MPS algorithms, statistically valid training image are required as input. In this context, “statistical validity” includes a requirement of stationarity, so that one can derive from the training image an average template pattern. This research focuses on a practical method to assess stationarity requirements for MPS algorithms, i.e., that statistical density or probability distribution of the quantity shown on the image does not change spatially, and that the image shows repetitive shapes whose orientation and scale are spatially constant. This method employs image-processing techniques based on measures of stationarity of the category distribution, the directional (or orientation) property field and the scale property field of those images. It was successfully tested on a set of two-dimensional images representing geological features and its predictions were compared to actual realizations of MPS algorithms. An extension of the algorithms to 3D images is also proposed. As MPS algorithms are being used increasingly in hydrocarbon reservoir modeling, the methods described should facilitate screening and selection of the input training images.     

Kernel Principal Component Analysis for Efficient,Differentiable Parameterization of Multipoint Geostatistics

This paper describes a novel approach for creating an efficient, general, and differentiable parameterization of large-scale non-Gaussian, non-stationary random fields (represented by multipoint geostatistics) that is capable of reproducing complex geological structures such as channels. Such parameterizations are appropriate for use with gradient-based algorithms applied to, for example, history-matching or uncertainty propagation. It is known that the standard Karhunen–Loeve (K–L) expansion, also called linear principal component analysis or PCA, can be used as a differentiable parameterization of input random fields defining the geological model. The standard K–L model is, however, limited in two respects. It requires an eigen-decomposition of the covariance matrix of the random field, which is prohibitively expensive for large models. In addition, it preserves only the two-point statistics of a random field, which is insufficient for reproducing complex structures. In this work, kernel PCA is applied to address the limitations associated with the standard K–L expansion. Although widely used in machine learning applications, it does not appear to have found any application for geological model parameterization. With kernel PCA, an eigen-decomposition of a small matrix called the kernel matrix is performed instead of the full covariance matrix. The method is much more efficient than the standard K–L procedure. Through use of higher order polynomial kernels, which implicitly define a high-dimensionality feature space, kernel PCA further enables the preservation of high-order statistics of the random field, instead of just two-point statistics as in the K–L method. The kernel PCA eigen-decomposition proceeds using a set of realizations created by geostatistical simulation (honoring two-point or multipoint statistics) rather than the analytical covariance function. We demonstrate that kernel PCA is capable of generating differentiable parameterizations that reproduce the essential features of complex geological structures represented by multipoint geostatistics. The kernel PCA representation is then applied to history match a water flooding problem. This example demonstrates that kernel PCA can be used with gradient-based history matching to provide models that match production history while maintaining multipoint geostatistics consistent with the underlying training image.     

The topology of geology 2: Topological uncertainty

Uncertainty is ubiquitous in geology, and efforts to characterise and communicate it are becoming increasingly important. Recent studies have quantified differences between perturbed geological models to gain insight into uncertainty. We build on this approach by quantifying differences in topology, a property that describes geological relationships in a model, introducing the concept of topological uncertainty. Data defining implicit geological models were perturbed to simulate data uncertainties, and the amount of topological variation in the resulting model suite measured to provide probabilistic assessments of specific topological hypotheses, sources of topological uncertainty and the classification of possible model realisations based on their topology. Overall, topology was found to be highly sensitive to small variations in model construction parameters in realistic models, with almost all of the several thousand realisations defining distinct topologies. In particular, uncertainty related to faults and unconformities was found to have profound topological implications. Finally, possible uses of topology as a geodiversity metric and validation filter are discussed, and methods of incorporating topological uncertainty into physical models are suggested.     

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.