Data assimilation for nonlinear problems by ensemble Kalman filter with reparameterization

Journal of Petroleum Science and Engineering

Volumn 66, Issue 1-2, 2009, Pages 1-14

  Chen, Yan ^a   Oliver, Dean S ^b   Zhang, Dongxiao ^c,d  

^a CHEVRON ENERGY TECHNOLOGY COMPANY   (United States)

^b UNIVERSITY OF OKLAHOMA   (United States)

^c PEKING UNIVERSITY   (China)

^d University of Southern California ^*  (United States)

Author keywords

data assimilation; ensemble Kalman filter; non Gaussian effect; reparameterization

Indexed keywords

ARRIVAL-TIME DISTRIBUTIONS; COMPUTATION TIME; DATA ASSIMILATION; ENSEMBLE KALMAN FILTER; FLOW HISTORY; GAUSSIAN ASSUMPTIONS; GAUSSIAN DENSITIES; HETEROGENEOUS RESERVOIRS; HISTORY MATCHING; IMMISCIBLE FLOWS; MODEL PARAMETERS; NEW APPROACHES; NON-GAUSSIAN DENSITIES; NON-GAUSSIAN EFFECT; NON-LINEAR PROBLEMS; REPARAMETERIZATION; RESERVOIR PROPERTIES; STATE VARIABLES; STATE VECTORS; STATIC AND DYNAMICS; STRONGLY NONLINEAR; TIME VARIABLES;

CONTROL THEORY; FLUID DYNAMICS; GAUSSIAN NOISE (ELECTRONIC); KALMAN FILTERS; LINEARIZATION; MULTIPHASE FLOW; TRELLIS CODES;

GAUSSIAN DISTRIBUTION;

DATA ASSIMILATION; ENSEMBLE FORECASTING; GAUSSIAN METHOD; HYDROCARBON RESERVOIR; KALMAN FILTER; MULTIPHASE FLOW; NONLINEARITY; NUMERICAL MODEL; PARAMETERIZATION; PROBABILITY; SATURATION;

EID: 63049136493     PISSN: 09204105     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.petrol.2008.12.002     Document Type: Article

References (31)

1. Bertino L., Evensen G., and Wackernagel H. Sequential data assimilation techniques in oceanography. Int. Stat. Rev. 71 2 (2003) 223-241
2. Bianco A., Cominelli A., Dovera L., Nævdal G., and Valles B. History matching and production forecast uncertainty by means of the ensemble Kalman filter: a real field application (SPE-107161). EUROPEC/EAGE Conference and Exhibition (2007)
3. Burgers G., van Leeuwen P.J., and Evensen G. Analysis scheme in the ensemble Kalman filter. Mon. Weather Rev. 126 (1998) 1719-1724
4. Chen Y., and Zhang D. Data assimilation for transient flow in geologic formations via ensemble Kalman filter. Adv. Water Resour. 29 8 (2006) 1107-1122
5. Cheng H., Wen X.-H., Milliken W.J., and Datta-Gupta A. Field experiences with assisted and automatic history matching using streamline models, SPE-89857. Proceedings of the 2004 SPE Annual Technical Conference and Exhibition (2004)
6. Evensen G. Sequential data assimilation with a nonlinear quasi-geostrophic model using Monte Carlo methods to forecast error statistics. J. Geophys. Res. 99 C5 (1994) 10143-10162
7. Evensen G. Advanced data assimilation for strongly nonlinear dynamics. Mon. Weather Rev. 125 6 (1997) 1342-1354
8. Evensen G. The ensemble Kalman filter: theoretical formulation and practical implementation. Ocean Dyn. 53 (2003) 343-367
9. Evensen G. Sampling strategies and square root analysis schemes for the EnKF. Ocean Dyn. 54 6 (2004) 539-560
10. Evensen G., and van Leeuwen P.J. An ensemble Kalman smoother for nonlinear dynamics. Mon. Weather Rev. 128 (2002) 1852-1867
11. Gao G., Zafari M., and Reynolds A.C. Quantifying uncertainty for the PUNQ-S3 problem in a Bayesian setting with RML and EnKF. SPE J. 11 4 (2006) 506-515
12. Gu Y., and Oliver D.S. History matching of the PUNQ-S3 reservoir model using the ensemble Kalman filter. SPE J. 10 2 (2005) 51-65
13. Gu Y., and Oliver D.S. The ensemble Kalman filter for continuous updating of reservoir simulation models. J. Energy Resour. Technol. 128 1 (2006) 79-87
14. Gu Y., and Oliver D.S. An iterative ensemble Kalman filter for multiphase fluid flow data assimilation. SPE J. 12 4 (2007) 438-446
15. Hamill T.M., Snyder C., Baumhefner D.P., Toth Z., and Mullen S.L. Ensemble forecasting in the short to medium range: report from a workshop. Bull. Am. Meteorol. Soc. 81 (2000) 2653-2664
16. Haugen V., Natvik L.-J., Evensen G., Berg A., Flornes K., and Nævdal G. History matching using the ensemble Kalman filter on a North Sea field case (SPE-102430). SPE Annual Technical Conference and Exhibition (2006)
17. Houtekamer P.L., Mitchell H.L., Pellerin G., Buehner M., Charron M., Spacek L., and Hansen B. Atmospheric data assimilation with an ensemble Kalman filter: results with real observations. Mon. Weather Rev. 133 3 (2005) 604-620
18. Keppenne C.L., and Rienecker M.M. Initial testing of a massively parallel ensemble Kalman filter with the Poseidon isopycnal ocean general circulation model. Mon. Weather Rev. 130 12 (2002) 2951-2965
19. Lewis J.M., Lakshmivarahan S., and Dhall S.K. Dynamic data assimilation: a least squares approach. Encyclopedia of Mathematics (2006), Cambridge University Press
20. Liu N., and Oliver D.S. Ensemble Kalman filter for automatic history matching of geologic facies. J. Pet. Sci. Eng. 47 3-4 (2005) 147-161
21. Lorentzen R.J., Nævdal G., Valles B., Berg A.M., and Grimstad A.A. Analysis of the ensemble Kalman filter for estimation of permeability and porosity in reservoir models, SPE-96375. Proceedings of the 2005 SPE Annual Technical Conference and Exhibition (2005)
22. Miller R.N., Carter E.F., and Blue S.T. Data assimilation into nonlinear stochastic models. Tellus, Ser. A Dyn. Meteorol. Oceanogr. 51 2 (1999) 167-194
23. Nævdal G., Johnsen L.M., Aanonsen S.I., and Vefring E.H. Reservoir monitoring and continuous model updating using ensemble Kalman filter. SPE J. 10 1 (2005) 66-74
24. Park K., and Choe J. Use of ensemble Kalman filter with 3-dimensional reservoir characterization during waterflooding, SPE-100178. Proceedings of the 2006 Europec/EAGE Annual Technical Conference and Exhibition (2006)
25. Pham D.T., Verron J., and Roubaud M.C. A singular evolutive extended Kalman filter for data assimilation in oceanography. J. Mar. Syst. 16 (1998) 323-340
26. Reichle R.H., McLaughlin D.B., and Entekhabi D. Hydrologic data assimilation with the ensemble Kalman filter. Mon. Weather Rev. 130 (2002) 103-130
27. Silverman B.W. Density estimation for statistics and data analysis. Monographs on Statistics and Applied Probability (1986), Chapman and Hall, London
28. Wen X.-H., and Chen W.H. Real-time reservoir model updating using ensemble Kalman filter. SPE J. 11 4 (2006) 431-442
29. Wu Z., and Datta-Gupta A. Rapid history matching using a generalized travel-time inversion method. SPE J. 7 2 (2002) 113-122
30. Zafari M., and Reynolds A.C. Assessing the uncertainty in reservoir description and performance predictions with the ensemble Kalman filter. SPE J. 12 3 (2007) 382-391
31. Zhang D., Lu Z., and Chen Y. Dynamic reservoir data assimilation with an efficient, dimension-reduced Kalman filter. SPE J. 12 1 (2007) 108-117