Continuous reservoir simulation model updating and forecasting using a Markov chain Monte Carlo method

SPE Reservoir Simulation Symposium Proceedings

Volumn 2, Issue , 2009, Pages 1267-1281

  Liu, Chang ^a   McVay, Duane A ^a  

^a TEXAS A AND M UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

BUDGET CONTROL; DATA ACQUISITION; DECISION MAKING; FORECASTING; MARKOV PROCESSES; PETROLEUM RESERVOIRS; UNCERTAINTY ANALYSIS;

CONTINUOUS RESERVOIRS; FORECAST UNCERTAINTY; MARKOV CHAIN MONTE CARLO METHOD; OPTIMAL DECISION MAKING; PROBABILISTIC FORECASTS; TRADITIONAL APPROACHES; UNCERTAINTY ESTIMATES; UNCERTAINTY QUANTIFICATIONS;

MONTE CARLO METHODS;

EID: 70449553442     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.2118/119197-ms     Document Type: Conference Paper

References (19)

1. Barker, J.W., Cuypers, M. and Holden, L. 2001. Quantifying Uncertainty in Production Forecasts: Another Look at the PUNQ-S3 Problem. SPE Journal 6 (4): 433-441. SPE-74707-PA.
2. Bianco, A., Cominelli, A., Dovera, L., Naevdal, G. and Valles, B. 2007. History Matching and Production Forecast Uncertainty by Means of the Ensemble Kalman Filter: A Real Field Application. Paper SPE 107161 presented at the EUROPEC/EAGE Conference and Exhibition, London, U.K., 11-14 June.
3. Bishop, Craig H., Etherton, Brian J. and Majumdar, Sharanya J. 2001. Adaptive Sampling with the Ensemble Transform Kalman Filter. Part 1: Theoretical Aspects. Monthly Weather Review 129 (3):420-436.
4. Bos, C.F.M. et al. 1999. Production Forecasting with Uncertainty Quantification (PUNQ). Final report, Contract No. NITG 99-225 A (December).
5. Capen, E.C. 1976. The Difficulty of Assessing Uncertainty. JPT 28 (8):843-850. SPE-5579.
6. Devegowda, Deepak, Arroyo-Negrete, Elkin, Datta-Gupta, Akhil and Douma, S.G. 2007. Efficient and Robust Reservoir Model Updating Using Ensemble Kalman Filter With Sensitivity-Based Covariance Localization. Paper SPE 106144 presented at the SPE Reservoir Simulation Symposium, Houston, Texas, 26-28 February.
7. Floris, F.J.T., Bush, M.D., Cuypers, M., Roggero, F. and Syversveen, A.-R. 2001. Methods for Quantifying the Uncertainty of production Forecasts: A comparative Study. Petroleum Geoscience 7: 87-96.
8. Goldberg, D.E. 1989. Genetic Algorithms in Search, Optimization, and Machine Learning. New York city: Addison-Wesley Publishing Co.
9. Gu, Yaqing and Oliver, Dean S. 2004. History Matching of the PUNQ-S3 Reservoir Model Using the Ensemble Kalman Filter. Paper SPE 89942 presented at the SPE Annual Technical Conference and Exhibition, Houston, Texas, 26-29 September.
10. Hastings, W. K. 1970. Monte Carlo Sampling Methods Using Markov Chains and Their Applications. Biometrika 57 (1): 97-109.
11. Holmes, Jay C., McVay, Duane A. and Senel, O. 2007. A System for Continuous Reservoir Simulation Model Updating and Forecasting. Paper SPE 107566 presented at the Digital Energy Conference and Exhibition, Houston, Texas, 11-12 April.
12. Howard, R.A. 2005. Decision Analysis, class notes, Department of Management Science and Engineering, Stanford University, Stanford, CA.
13. Imperial College. http://www3.imperial.ac.uk/eartliscienceandengineering/ research/perrn/punq-s3model. Downloaded 13 April 2007.
14. Ma, X., Al-Harbi, M., Datta-Gupta, Akhil and Efendiev, Y. 2006. A Multistage Sampling Method for Rapid Quantification of Uncertainty in
15. History Matching Geological Models. Paper SPE 102476 presented at the SPE Annual Technical Conference and Exhibition, San Antonio, Texas, 24-27 September.
16. Návdal, Geir, Johnsen, Liv Merethe, Aanonsen, Sigurd lvar, Hydro, Norsk and Vefring, Erlend H. 2003. Reservoir Monitoring and Continuous Model Updating Using Ensemble Kalman Filter. Paper SPE 84372 presented at the SPE Annual Technical Conference and Exhibition, Denver, Colorado, 5-8 October.
17. Thakur, G.C. 1996. What is reservoir management? JPT 48 (6):520-525.
18. Thomas, G.W. 1986. The Role of Reservoir Simulation in Optimal Reservoir Management. Paper SPE 14129 presented at the SPE International Meeting on Petroleum Engineering, Beijing, 17-20 March.
19. Wadsley, A.W. 2005. Markov Chain Monte Carlo Methods for Reserves Estimation. Paper SPE 10065 presented at the International Petroleum Technology Conference, Doha, Qatar, 21-23 November.