A singular evolutive interpolated Kalman Filter for rapid uncertainty quantification

SPE Reservoir Simulation Symposium Proceedings

Volumn , Issue , 2007, Pages 252-261

  Baosheng, Liang ^a   Alpak, Faruk O ^b   Sepehrnoori, Kamy ^c   Delshad, Mojdeh ^a  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

^b SHELL GLOBAL SOLUTIONS INTERNATIONAL B V   (United States)

^c SPE ^*  (United States)

Author keywords

[No Author keywords available]

Indexed keywords

FILTER STABILITY; MULTIPLE RESERVOIR MODELS; RESERVOIR DYNAMIC PERFORMANCE; SINGULAR EVOLUTIVE INTERPOLATED KALMAN FILTER (SEIKF);

FORECASTING; INTERPOLATION; INVERSE PROBLEMS; MATHEMATICAL MODELS; RELIABILITY THEORY; STABILITY; UNCERTAINTY ANALYSIS;

KALMAN FILTERS;

EID: 34249313388     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (33)

1. Tavassoli, Z., Carter, J.N., and King, P.R.: "Errors in History Matching," SPEJ, 9(3), 352-361, September, 2004.
2. Chen, W.H., Gavalas, G.R., Seinfeld, J.H., and Wasserman, M.L.: "A New Algorithm for Automatic History Matching," SPEJ, 593-608, December, 1974.
3. Bissell, R.C., Sharma, Y., and Killough, I.E.: "History Matching Using the Method of Gradients: Two Case Studies," paper SPE 28590 presented at the 1994 SPE Annual Technical Conference and Exhibition held in New Orleans, LA, 25-28 September, 1994.
4. He, N., Reynolds, A.C., and Oliver, D.S.: "Three-Dimensional Reservoir Description from Multiwell Pressure Data and Prior Information," SPEJ, 2(3), 312-327, September, 1997.
5. Oliver, D.S., Cunha, L.B. and Reynolds, A.C.: "Markov chain Monte Carlo methods for conditioning a permeability field to pressure data," Math. Geol., 29(1), 61-91, 1997.
6. Li, R., Reynolds, A.C., and Oliver, D.S.: "History Matching of Three-Phase Flow Production Data," paper SPE 66351 presented at the 2001 SPE Reservoir Simulation Symposium, Houston, TX, 11 -14 February, 2001.
7. He, Z., Yoon, S., and Datta-Gupta, A.: "Streamline-Based Production Data Integration With Gravity and Changing Field Conditions," SPEJ, 7(4), 423-436, December, 2002.
8. Roggero, F. and Hu, L.Y.: "Gradual Deformation of Continuous Geostatistical Models for History Matching," paper SPE 49004 presented at the 1998 SPE Annual Technical Conference and Exhibition held in New Orleans, Louisiana, 27-30, September 1998.
9. Ouenes, A., Brefort, B., Meunier, G., and Dupere, S.: "A New Algorithm for Automatic History Matching: Application of Simulated Annealing Method (SAM) to Reservoir Inverse Modeling," paper SPE 26297, 1993.
10. McKinney, D.C., and Lin, M.D.: "Genetic Algorithm Solution of Groundwater Management Models," Water Resources Research, 30(6), 1897-1906, June 1994.
11. Guyaguler, B.: "Optimization of Well Placement and Assessment of Uncertainty," Ph.D. dissertation, Stanford University, 2002.
12. Pham, D.T., Verron, J., and Roubaud, M.C.: "A Singular Evolutive Extended Kalman Filter for Data Assimilation in Oceanography," J. Mar. Syst., 16, 323-340, 1998.
13. Kalman, R.: "A New Approach to Linear Filter and Prediction Problems," Journal of Basic Engineering, 35-45, 1960.
14. Pham, D.T.: "Stochastic Methods for Sequential Data Assimilation in Strongly Nonlinear Systems," Mon. Weather Rev., 129, 1194-11207, 2001.
15. Verlann, M., Heemink, A.W.: "Nonlinearity in Data Assimilation Applications: A Practical Method for Analysis," Mon. Weather Rev., 129, 1578-1589, 2001.
16. Evensen, G.: "Sequential Data Assimilation with a Non-Linear Quasi-Geostrophic Model Using Monte-Carlo Methods to Forecast Error Statistics," J. Geophys Res., 99(C5), 10143-10162, 1994.
17. Evensen, G.: "The Ensemble Kalman Filter: Theoretical Formulation and Practical Implementation," Ocean Dynamics, 53(4), 343-367, 2003.
18. Naevdal, G., Mannseth, T., and Vefring, E.H.: "Near-Well Reservoir Monitoring through Ensemble Kalman Filter," paper SPE 75235 presented at the SPE/DOE Improved Oil Recovery Symposium held in Tulsa, Oklahoma, 13-17 April, 2002.
19. Naevdal, G., Johnsen, L. M., Aanonsen, S.I., and Vefring, E.H.: "Reservoir Monitoring and Continuous Model Updating Using Ensemble Kalman Filter," SPEJ, 10(1), 66-74, March, 2005.
20. Brouwer, D.R., Naevdal, G., Jansen, J.D., Vefring, E.H., and van Kruijsdijk, C.P.J.W.: "Improved Reservoir Management through Optimal Control and Continuous Model Updating," paper SPE 90149 presented at the 2004 SPE Annul Technical Conference and Exhibition held in Houston, TX, 26-29 September.
21. Gu, Yaqing and Oliver, Dean S.: "History Matching of the PUNQ-S3 Reservoir Model Using the Ensemble Kalman Filter," SPEJ, 10(2), 217-224, June, 2005.
22. Wen, X.-H., Chen, W.H.: "Real-Time Reservoir Model Updating Using Ensemble Kalman Filter," paper SPE 92991 presented at the 2005 Reservoir Simulation Symposium held in Houston, TX, 31 January-2 February, 2005.
23. Haugen, V., Natvik, L.-J., Evensen, G., Berg, A., Flornes, K., and Naeval, G.: "History Matching Using the Ensemble Kalman Filter on a North Sea Field Case," paper SPE 102430 presented at the 2006 SPE Annual Technical Conference and Exhibition held in San Antonio, TX, 24-27 September, 2006.
24. Lorentzen, R.J., Fjelde, K.K., Frøyen, J., Lage, A.C.V.M., Naevdal, G., and Vefring, E.H.: "Underbalanced and Lowhead Drilling Operations: Real Time Interpretation of Measured Data
25. and Operational Support," paper SPE 71384 presented at the 2001 SPE Annual Technical Conference and Exhibition held in New Orleans, LA, 30 Spetember-3 October, 2001.
26. Evensen, G.: "Using the Extended Kalman Filter with a MultiLayer Quasi-Geostrophic Ocean Model," J. Geophys. Res., 97(C11), 17905-17924, 1992.
27. Pham, D.T., Verron, J., and Gourdeau, L.: "Singular Evolutive Kalman Filters for Data Assimilation in Oceanography," C. R. Acad. Sci., 326(4), 255-260, 1998.
28. Hoteit, I., Pham, D.T., and Slum, J.: "A Simplified Reduced Order Kalman Filtering and Application to Altimetric Data Assimilation in Tropical Pacific," J. Mar. Syst., 36, 101-127, 2002.
29. Triantafyllou, G., Hoteit, I., and Petihakis, G.: "A Singular Evolutive Interpolated Kalman Filter for Efficient Data Assimilation in a 3-D Complex Physical-Biogeochemical Model of the Cretan Sea," J. Mar. Syst., 40-41, 213-231, 2003.
30. Nerger, L., Danilov, S., Kivman, G., Hiller, W., and Schröter, J.: "Data Assimilation with the Ensemble Kalman Filter and the SEIK Filter Applied to a Finite Element Model of the North Atlantic," J. Mar. Syst., 64, in press, 2006.
31. Evensen, G.: "Sampling Strategies and Square Root Analysis Schemes for the EnKF," Ocean Dynamics, 539-560, 2004.
32. Delshad, M., Pope, G.A., and Sepehrnoori, K.: "A Compositional Simulator for Modeling Surfactant Enhanced Aquifer Remediation, 1 Formulation," J. Contamin. Hydrol., 23(4), 303-327, 1996.
33. Yang, Anping: "Stochastic Heterogeneity and Dispersion," Ph.D. dissertation, The University of Texas at Austin, 1990.