Decision-theoretic sensitivity analysis for reservoir development under uncertainty using multilevel quasi-Monte Carlo methods

At various stages of petroleum reservoir development, we encounter a large degree of geological uncertainty under which a rational decision has to be made. In order to identify which parameter or group of parameters significantly affects the output of a decision model, we investigate decision-theoretic sensitivity analysis and its computational issues in this paper. In particular, we employ the so-called expected value of partial perfect information (EVPPI) as a sensitivity index and apply multilevel Monte Carlo (MLMC) methods to efficient estimation of EVPPI. In a recent paper by Giles and Goda, an antithetic MLMC estimator for EVPPI is proposed and its variance analysis is conducted under some assumptions on a decision model. In this paper, for an improvement on the performance of the MLMC estimator, we incorporate randomized quasi-Monte Carlo methods within the inner sampling, which results in an multilevel quasi-Monte Carlo (MLQMC) estimator. We apply both the antithetic MLMC and MLQMC estimators to a simple waterflooding decision problem under uncertainty on absolute permeability and relative permeability curves. Through numerical experiments, we compare the performances of the MLMC and MLQMC estimators and confirm a significant advantage of the MLQMC estimator.     

Seasonal variation of land–atmosphere coupling strength over the West African monsoon region in an atmospheric general circulation model

Abstract

The seasonal variation of land–atmosphere coupling strength has been examined using an extended series of atmospheric general circulation model (AGCM) simulations. In the Western Sahel of Africa, strong coupling strength for precipitation is found in April and May, just prior to and at the beginning of the monsoon season. At this time, heat and water fluxes from the surface are strongly controlled by land conditions, and the unstable conditions in the lower level of the troposphere, as induced by local land state, allow the surface fluxes to influence the variability of convective precipitation—and thus the timing of monsoon onset.

Editor Z. W. Kundzewicz

Citation Yamada, T.J., Kanae, S., Oki, T., and Koster, R.D., 2013. Seasonal variation of land–atmosphere coupling strength over the West African monsoon region in an atmospheric general circulation model. Hydrological Sciences Journal, 58 (6), 1276–1286.     

Experimental evidence on formation of imminent and short-term hydrochemical precursors for earthquakes

The formation of imminent hydrochemical precursors of earthquakes is investigated by the simulation for water–rock reaction in a brittle aquifer. Sixty-one soaking experiments were carried out with granodiorite and trachyandesite grains of different sizes and three chemically-distinct waters for 6 to 168 h. The experimental data demonstrate that water–rock reaction can result in both measurable increases and decreases of ion concentrations in short times and that the extents of hydrochemical variations are controlled by the grain size, dissolution and secondary mineral precipitation, as well as the chemistry of the rock and groundwater. The results indicate that water–rock reactions in brittle aquifers and aquitards may be an important genetic mechanism of hydrochemical seismic precursors when the aquifers and aquitards are fractured in response to tectonic stress.