Uncertainty Space Expansion: A Consistent Integration of Measurement Errors in Linear Inversion
- Pipat Likanapaisal (Independent Researcher) | Hamdi A. Tchelepi (Stanford University)
- Document ID
- Society of Petroleum Engineers
- SPE Journal
- Publication Date
- May 2020
- Document Type
- Journal Paper
- 2020.Society of Petroleum Engineers
- history matching, inversion, kriging, ensemble smoother, EnKF
- 4 in the last 30 days
- 38 since 2007
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In general, a probabilistic framework for a modeling process involves two uncertainty spaces: model parameters and state variables (or predictions). The two uncertainty spaces in reservoir simulation are connected by the governing equations of flow and transport in porous media in the form of a reservoir simulator. In a forward problem (or a predictive run), the reservoir simulator directly maps the uncertainty space of the model parameters to the uncertainty space of the state variables. Conversely, an inverse problem (or history matching) aims to improve the descriptions of the model parameters by using the measurements of state variables. However, we cannot solve the inverse problem directly in practice. Numerous algorithms, including Kriging-based inversion and the ensemble Kalman filter (EnKF) and its many variants, simplify the system by using a linear assumption.
The purpose of this paper is to improve the integration of measurement errors in the history-matching algorithms that rely on the linear assumption. The statistical moment equation (SME) approach with the Kriging-based inversion algorithm is used to illustrate several practical examples. In the Motivation section, an example of pressure conditioning has a measurement that contains no additional information because of its significant measurement error. This example highlights the inadequacy of the current method that underestimates the conditional uncertainty for both model parameters and predictions. Accordingly, we derive a new formula that recognizes the absence of additional information and preserves the unconditional uncertainty. We believe this to be the consistent behavior to integrate measurement errors.
Other examples are used to validate the new formula with both linear and nonlinear (i.e., the saturation equation) problems, with single and multiple measurements, and with different configurations of measurement errors. For broader applications, we also develop an equivalent formula for algorithms in the Monte Carlo simulation (MCS) approach, such as EnKF and ensemble smoother (ES).
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