Optimization with the Gradual Deformation Method

Building reservoir models consistent with production data and prior geological knowledge is usually carried out through the minimization of an objective function. Such optimization problems are nonlinear and may be difficult to solve because they tend to be ill-posed and to involve many parameters. The gradual deformation technique was introduced recently to simplify these problems. Its main feature is the preservation of the spatial structure: perturbed realizations exhibit the same spatial variability as the starting ones. It is shown that optimizations based on gradual deformation converge exponentially to the global minimum, at least for linear problems. In addition, it appears that combining the gradual deformation parameterization with optimizations may remove step by step the structure preservation capability of the gradual deformation method. This bias is negligible when deformation is restricted to a few realization chains, but grows increasingly when the chain number tends to infinity. As in practice, optimization of reservoir models is limited to a small number of iterations with respect to the number of gridblocks, the spatial variability is preserved. Last, the optimization processes are implemented on the basis of the Levenberg–Marquardt method. Although the objective functions, written in terms of Gaussian white noises, are reduced to the data mismatch term, the conditional realization space can be properly sampled.     

Gradual Deformation and Iterative Calibration of Gaussian-Related Stochastic Models

This paper describes a new method for gradually deforming realizations of Gaussian-related stochastic models while preserving their spatial variability. This method consists in building a stochastic process whose state space is the ensemble of the realizations of a spatial stochastic model. In particular, a stochastic process, built by combining independent Gaussian random functions, is proposed to perform the gradual deformation of realizations. Then, the gradual deformation algorithm is coupled with an optimization algorithm to calibrate realizations of stochastic models to nonlinear data. The method is applied to calibrate a continuous and a discrete synthetic permeability fields to well-test pressure data. The examples illustrate the efficiency of the proposed method. Furthermore, we present some extensions of this method (multidimensional gradual deformation, gradual deformation with respect to structural parameters, and local gradual deformation) that are useful in practice. Although the method described in this paper is operational only in the Gaussian framework (e.g., lognormal model, truncated Gaussian model, etc.), the idea of gradually deforming realizations through a stochastic process remains general and therefore promising even for calibrating non-Gaussian models.     

Combination of Dependent Realizations Within the Gradual Deformation Method

Gradual deformation is a parameterization method that reduces considerably the unknown parameter space of stochastic models. This method can be used in an iterative optimization procedure for constraining stochastic simulations to data that are complex, nonanalytical functions of the simulated variables. This method is based on the fact that linear combinations of multi-Gaussian random functions remain multi-Gaussian random functions. During the past few years, we developed the gradual deformation method by combining independent realizations. This paper investigates another alternative: the combination of dependent realizations. One of our motivations for combining dependent realizations was to improve the numerical stability of the gradual deformation method. Because of limitations both in the size of simulation grids and in the precision of simulation algorithms, numerical realizations of a stochastic model are never perfectly independent. It was shown that the accumulation of very small dependence between realizations might result in significant structural drift from the initial stochastic model. From the combination of random functions whose covariance and cross-covariance are proportional to each other, we derived a new formulation of the gradual deformation method that can explicitly take into account the numerical dependence between realizations. This new formulation allows us to reduce the structural deterioration during the iterative optimization. The problem of combining dependent realizations also arises when deforming conditional realizations of a stochastic model. As opposed to the combination of independent realizations, combining conditional realizations avoids the additional conditioning step during the optimization process. However, this procedure is limited to global deformations with fixed structural parameters.     

Gradual Deformation and Iterative Calibration of Sequential Stochastic Simulations

Based on the algorithm for gradual deformation of Gaussian stochastic models, we propose, in this paper, an extension of this method to gradually deforming realizations generated by sequential, not necessarily Gaussian, simulation. As in the Gaussian case, gradual deformation of a sequential simulation preserves spatial variability of the stochastic model and yields in general a regular objective function that can be minimized by an efficient optimization algorithm (e.g., a gradient-based algorithm). Furthermore, we discuss the local gradual deformation and the gradual deformation with respect to the structural parameters (mean, variance, and variogram range, etc.) of realizations generated by sequential simulation. Local gradual deformation may significantly improve calibration speed in the case where observations are scattered in different zones of a field. Gradual deformation with respect to structural parameters is necessary when these parameters cannot be inferred a priori and need to be determined using an inverse procedure. A synthetic example inspired from a real oil field is presented to illustrate different aspects of this approach. Results from this case study demonstrate the efficiency of the gradual deformation approach for constraining facies models generated by sequential indicator simulation. They also show the potential applicability of the proposed approach to complex real cases.     

库水升降条件下考虑饱和渗透系数空间变异性的白水河滑坡渗流变形分析

堆积层滑坡的岩土体渗透系数具有一定的不确定性,且渗透系数是饱和-非饱和渗流分析的重要参数,开展考虑其空间变异性的库岸堆积层滑坡渗流变形分析具有重要意义。以三峡库区中的白水河滑坡为研究对象,基于地面核磁共振技术获取的岩土体渗透系数,分析滑坡体渗透系数的空间变异特征,采用半变异函数方法求得滑坡体渗透系数的竖直波动范围,在此基础上建立渗透系数的非平稳随机场模型。以非侵入式随机有限元的方式开展库水升降两种工况下不确定模型与确定模型的流固耦合模拟,分析两种模型的渗流场、位移变形特征及其差异。结果表明：相比于确定模型,不确定模型孔压改变的滞后性更为明显,且库水下降工况下整体的变形更大,若忽略滑体渗透系数的非平稳空间变异特征将会低估滑坡的实际变形。     

Multiscale Parameterization of Petrophysical Properties for Efficient History-Matching

The prediction of fluid flows within hydrocarbon reservoirs requires the characterization of petrophysical properties. Such characterization is performed on the basis of geostatistics and history-matching; in short, a reservoir model is first randomly drawn, and then sequentially adjusted until it reproduces the available dynamic data. Two main concerns typical of the problem under consideration are the heterogeneity of rocks occurring at all scales and the use of data of distinct resolution levels. Therefore, referring to sequential Gaussian simulation, this paper proposes a new stochastic simulation method able to handle several scales for both continuous or discrete random fields. This method adds flexibility to history-matching as it boils down to the multiscale parameterization of reservoir models. In other words, reservoir models can be updated at either coarse or fine scales, or both. Parameterization adapts to the available data; the coarser the scale targeted, the smaller the number of unknown parameters, and the more efficient the history-matching process. This paper focuses on the use of variational optimization techniques driven by the gradual deformation method to vary reservoir models. Other data assimilation methods and perturbation processes could have been envisioned as well. Last, a numerical application case is presented in order to highlight the advantages of the proposed method for conditioning permeability models to dynamic data. For simplicity, we focus on two-scale processes. The coarse scale describes the variations in the trend while the fine scale characterizes local variations around the trend. The relationships between data resolution and parameterization are investigated.     

Theoretical connections between optimization algorithms based on an approximate gradient

Performing a line search method in the direction given by the simplex gradient is a well-known method in the mathematical optimization community. For reservoir engineering optimization problems, both a modification of the simultaneous perturbation stochastic approximation (SPSA) and ensemble-based optimization (EnOpt) have recently been applied for estimating optimal well controls in the production optimization step of closed-loop reservoir management. The modified SPSA algorithm has also been applied to assisted history-matching problems. A recent comparison of the performance of EnOpt and a SPSA-type algorithm (G-SPSA) for a set of production optimization test problems showed that the two algorithms resulted in similar estimates of the optimal net-present-value and required roughly the same amount of computational time to achieve these estimates. Here, we show that, theoretically, this result is not surprising. In fact, we show that both the simplex, preconditioned simplex, and EnOpt algorithms can be derived directly from a modified SPSA-type algorithm where the preconditioned simplex algorithm is presented for the first time in this paper. We also show that the expectation of all these preconditioned stochastic gradients is a first-order approximation of the preconditioning covariance matrix times the true gradient or a covariance matrix squared times the true gradient.     

A Real-time Lithological Identification Method based on SMOTE-Tomek and ICSA Optimization

In petroleum engineering, real-time lithology identification is very important for reservoir evaluation, drilling decisions and petroleum geological exploration. A lithology identification method while drilling based on machine learning and mud logging data is studied in this paper. This method can effectively utilize downhole parameters collected in real-time during drilling, to identify lithology in real-time and provide a reference for optimization of drilling parameters. Given the imbalance of lithology samples, the synthetic minority over-sampling technique (SMOTE) and Tomek link were used to balance the sample number of five lithologies. Meanwhile, this paper introduces Tent map, random opposition-based learning and dynamic perceived probability to the original crow search algorithm (CSA), and establishes an improved crow search algorithm (ICSA). In this paper, ICSA is used to optimize the hyperparameter combination of random forest (RF), extremely random trees (ET), extreme gradient boosting (XGB), and light gradient boosting machine (LGBM) models. In addition, this study combines the recognition advantages of the four models. The accuracy of lithology identification by the weighted average probability model reaches 0.877. The study of this paper realizes high-precision real-time lithology identification method, which can provide lithology reference for the drilling process.     

用于拟合生产动态数据的现有储层模型重构(英文)

计算机能力的提升和历史拟合方面的最新进展促进了对先前建立的储层模型的重新检验。为了节省工程师和CPU的时间,我们开发了4种独特的算法,来允许无需重新进行储层研究而重建现有模型。这些算法涉及的技术包括:优化、松弛、Wiener滤波或序贯重构。基本上,它们被用来确定一个随机函数和一系列随机数。给定一个随机函数,一族随机数将产生一个实现,这个实现和现有的储层模型十分接近。一旦随机数已知,现有的储层模型将被提交到一个历史拟合过程中,以此来改进数据拟合度或者考虑新收集到的数据。我们关注的是先前建立的相储层模型。虽然我们对模型模拟的方式一无所知,但是我们可以确定一系列随机数,再用多点统计模拟方法来建造一个和现有储层模型十分接近的实现。然后运行一种新的历史拟合程序来更新现有的储层模型,使其拟合两口新生产井的流量数据。     

A practical method to estimate crack openings in concrete structures

Numerical modelling of concrete cracking requires robust models able to describe opening and propagation of cracks. Structural concrete codes provide practical relations to describe crack openings. However, these empirical methods were developed for specific structures and cannot be used for general applications. Here, a continuous modelling approach based on damage mechanics is used to compute crack openings in a tie‐beam concrete structure. We propose a post‐processing method to extract crack openings from a continuum damage finite element computation. This method can be applied to all continuum damage/plasticity models. The tie‐beam concrete is characterized by a weak stress gradient; this aspect complicates predictions of crack positions and number. A stochastic method is used to take into account the spatial variability in concrete properties and create a spatially correlated random property field. Copyright © 2010 John Wiley & Sons, Ltd.     

A stochastic inversion workflow for monitoring the distribution of CO<Subscript>2</Subscript> injected into deep saline aquifers

We present a two-step stochastic inversion approach for monitoring the distribution of CO₂ injected into deep saline aquifers for the typical scenario of one single injection well and a database comprising a common suite of well logs as well as time-lapse vertical seismic profiling (VSP) data. In the first step, we compute several sets of stochastic models of the elastic properties using conventional sequential Gaussian co-simulations (SGCS) representing the considered reservoir before CO₂ injection. All realizations within a set of models are then iteratively combined using a modified gradual deformation algorithm aiming at reducing the mismatch between the observed and simulated VSP data. In the second step, these optimal static models then serve as input for a history matching approach using the same modified gradual deformation algorithm for minimizing the mismatch between the observed and simulated VSP data following the injection of CO₂. At each gradual deformation step, the injection and migration of CO₂ is simulated and the corresponding seismic traces are computed and compared with the observed ones. The proposed stochastic inversion approach has been tested for a realistic, and arguably particularly challenging, synthetic case study mimicking the geological environment of a potential CO₂ injection site in the Cambrian-Ordivician sedimentary sequence of the St. Lawrence platform in Southern Québec. The results demonstrate that the proposed two-step reservoir characterization approach is capable of adequately resolving and monitoring the distribution of the injected CO₂. This finds its expression in optimized models of P- and S-wave velocities, density, and porosity, which, compared to conventional stochastic reservoir models, exhibit a significantly improved structural similarity with regard to the corresponding reference models. The proposed approach is therefore expected to allow for an optimal injection forecast by using a quantitative assimilation of all available data from the appraisal stage of a CO₂ injection site.     

Modeling complex reservoir geometries with multiple-point statistics

Large-scale reservoir architecture constitutes first-order reservoir heterogeneity and dietates to a large extent reservoir flow behavior. It also manifests geometric characteristics beyond the capability of traditional geostatistical models conditioned only on single-point and two-point statistics. Multiple-point statistics, as obtained by scanning a training image deemed representative of the actual reservoir, if reproduced properly provides stochastic models that better capture the essence of the heterogeneity. A growth algorithm, coupled with an optimization procedure, is proposed to reproduce target multiple-point histograms. The growth algorithm makes an analogy between geological accretion process and stochastic process and amounts to restricting the random path of sequential simulation at any given stage to a set of eligible nodes (immediately adjacent to a previously simulated node or sand grain). The proposed algorithm, combined with a multiple-grid approach, is shown to reproduce effectively the geometric essence of complex training images exhibiting long-range and curvilinear structures. Also, by avoiding a rigorous search for global minimum and accepting local minima, the proposed algorithm improves CPU time over traditional optimization procedures by several orders of magnitude. Average flow responses run on simulated realizations are shown to bracket correctly the reference responses of the training image.     

Stochastic finite element methods for the seismic response of soils

Some of the available stochastic finite element methods are adapted and evaluated for the analyses of response of soils with uncertain properties subjected to earthquake induced random ground motion. In this study, the dynamic response of a soil mass, with finite element discretization, is formulated in the frequency domain. The spectral density function of the response variables are obtained from which the evaluation of the root-mean-squared and the most probable extreme values of the response are made. The material non-linearities are incorporated by using strain compatible moduli and damping of soils using an equivalent linear model for stress–strain behaviour of soils and an iterative solution of the response. The spatial variability of the shear modulus is described through a random field model and the earthquake included motion is treated as a stochastic process. The available formulations of direct Monte-Carlo simulation, first-order perturbation method, a spectral decomposition method with Neumann expansion and a spectral decomposition method with Polynomial Chaos are used to develop stochastic finite element analyses of the seismic response of soils. The numerical results from these approaches are compared with respect to their accuracy and computational efficiency. © 1998 John Wiley & Sons Ltd.     

塔河油气田AT1区块凝析气藏三维地质建模研究

以随机函数理论为基础,采用相控-多参数协同的随机建模方法,建立塔河油气田AT1区块凝析气藏三维地质模型,实现气藏精细三维表征。首先,以钻井和岩芯资料为基础构建储层构造模型;然后,以小层界面为控制条件建立储层结构模型;接着,在沉积相、地质条件的约束下,采用序贯指示模拟法来建立砂体骨架模型;随后,在砂体骨架模型内进行优势相计算,形成最终有效砂体骨架模型;最后,以有效砂体骨架模型为约束,采用序贯高斯模拟法建立储层物性参数模型。结果表明：将物性参数变量与微相分布结合的序贯高斯模拟法建立孔隙度等物性参数的分布模型,以及采用地质分析类比、地质统计分析等方法优选最佳模型是有效的地质建模方法;所建地质模型精确细致地表征了塔河油气田AT1区块凝析气藏构造格架及储层、流体三维分布,反映了辫状水道复合连片,东北向展布,储层物性受相控较明显,非均质性较强。     

On the estimation of scale of fluctuation in geostatistics

Describing how soil properties vary spatially is of particular importance in stochastic analyses of geotechnical problems, because spatial variability has a significant influence on local material and global geotechnical response. In particular, the scale of fluctuation θ is a key parameter in the correlation model used to represent the spatial variability of a site through a random field. It is, therefore, of fundamental importance to accurately estimate θ in order to best model the actual soil heterogeneity. In this paper, two methodologies are investigated to assess their abilities to estimate the vertical and horizontal scales of fluctuation of a particular site using in situ cone penetration test (CPT) data. The first method belongs to the family of more traditional approaches, which are based on best fitting a theoretical correlation model to available CPT data. The second method involves a new strategy which combines information from conditional random fields with the traditional approach. Both methods are applied to a case study involving the estimation of θ at three two-dimensional sections across a site and the results obtained show general agreement between the two methods, suggesting a similar level of accuracy between the new and traditional approaches. However, in order to further assess the relative accuracy of estimates provided by each method, a second numerical analysis is proposed. The results confirm the general consistency observed in the case study calculations, particularly in the vertical direction where a large amount of data are available. Interestingly, for the horizontal direction, where data are typically scarce, some additional improvement in terms of relative error is obtained with the new approach.     

Comparing the Gradual Deformation with the Probability Perturbation Method for Solving Inverse Problems

Inverse problems are ubiquitous in the Earth Sciences. Many such problems are ill-posed in the sense that multiple solutions can be found that match the data to be inverted. To impose restrictions on these solutions, a prior distribution of the model parameters is required. In a spatial context this prior model can be as simple as a Multi-Gaussian law with prior covariance matrix, or could come in the form of a complex training image describing the prior statistics of the model parameters. In this paper, two methods for generating inverse solutions constrained to such prior model are compared. The gradual deformation method treats the problem of finding inverse solution as an optimization problem. Using a perturbation mechanism, the gradual deformation method searches (optimizes) in the prior model space for those solutions that match the data to be inverted. The perturbation mechanism guarantees that the prior model statistics are honored. However, it is shown with a simple example that this perturbation method does not necessarily draw accurately samples from a given posterior distribution when the inverse problem is framed within a Bayesian context. On the other hand, the probability perturbation method approaches the inverse problem as a data integration problem. This method explicitly deals with the problem of combining prior probabilities with pre-posterior probabilities derived from the data. It is shown that the sampling properties of the probability perturbation method approach the accuracy of well-known Markov chain Monte Carlo samplers such as the rejection sampler. The paper uses simple examples to illustrate the clear differences between these two methods     

Approximate Derivative Computations for the Gradient-Based Optimization Methods in the Local Gradual Deformation for History Matching

Reservoir characterization needs the integration of various data through history matching, especially dynamic information such as production or four-dimensional seismic data. To update geostatistical realizations, the local gradual deformation method can be used. However, history matching is a complex inverse problem, and the computational effort in terms of the number of reservoir simulations required in the optimization procedure increases with the number of matching parameters. History matching large fields with a large number of parameters has been an ongoing challenge in reservoir simulation. This paper presents a new technique to improve history matching with the local gradual deformation method using the gradient-based optimizations. The new approach is based on the approximate derivative calculations using the partial separability of the objective function. The objective function is first split into local components, and only the most influential parameters in each component are used for the derivative computation. A perturbation design is then proposed to simultaneously compute all the derivatives with only a few simulations. This new technique makes history matching using the local gradual deformation method with large numbers of parameters tractable.     

Computing derivative information of sequentially coupled subsurface models

A generic framework for the computation of derivative information required for gradient-based optimization using sequentially coupled subsurface simulation models is presented. The proposed approach allows for the computation of any derivative information with no modification of the mathematical framework. It only requires the forward model Jacobians and the objective function to be appropriately defined. The flexibility of the framework is demonstrated by its application in different reservoir management studies. The performance of the gradient computation strategy is demonstrated in a synthetic water-flooding model, where the forward model is constructed based on a sequentially coupled flow-transport system. The methodology is illustrated for a synthetic model, with different types of applications of data assimilation and life-cycle optimization. Results are compared with the classical fully coupled (FIM) forward simulation. Based on the presented numerical examples, it is demonstrated how, without any modifications of the basic framework, the solution of gradient-based optimization models can be obtained for any given set of coupled equations. The sequential derivative computation methods deliver similar results compared to FIM methods, while being computationally more efficient.