History matching time-lapse seismic data using the ensemble Kalman filter with multiple data assimilations

Computational Geosciences

Volumn 16, Issue 3, 2012, Pages 639-659

  Emerick, Alexandre A ^a   Reynolds, Albert C ^a  

^a UNIVERSITY OF TULSA   (United States)

Author keywords

Ensemble Kalman filter; Multiple data assimilations; Time lapse seismic

Indexed keywords

DATA ASSIMILATION; ENSEMBLE FORECASTING; ERROR ANALYSIS; HYDROCARBON RESERVOIR; KALMAN FILTER; SEISMIC DATA;

EID: 84860594422     PISSN: 14200597     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10596-012-9275-5     Document Type: Review

References (54)

1. Aanonsen, S. I., Nævdal, G., Oliver, D. S., Reynolds, A. C., Vallés, B.: Review of ensemble Kalman filter in petroleum engineering. SPE J 14(3), 393-412 (2009).
2. Anderson, J. L.: Exploring the need for localization in ensemble data assimilation using a hierarchical ensemble filter. Physica D: Nonlinear Phenomena 230(1-2), 99-111 (2007).
3. Burgers, G., van Leeuwen, P., Evensen, G.: Analysis scheme in the ensemble Kalman filter. Mon. Weather Rev. 126(6), 1719-1724 (1998).
4. Chen, C., Li, G., Reynolds, A. C.: Closed-loop reservoir management on the Brugge test case. Comput. Geosci. 14(4), 691-703 (2010).
5. Chen, Y., Oliver, D.: Ensemble-based closed-loop optimization applied to Brugge field. In: Proceedings of the SPE Reservoir Simulation Symposium. The Woodlands, Texas, USA, 2-4 February, SPE 118926 (2009).
6. Cominelli, A., Dovera, L., Vimercati, S., Nævdal, G.: Benchmark study of ensemble Kalman filter methodology: history matching and uncertainty quantification for a deep-water oil reservoir. In: Proceedings of the International Petroleum Technology Conference. Doha, Qatar, 7-9 December, IPTC 13748 (2009).
7. Coutinho, E. J., Emerick, A. A., Li, G., Reynolds, A. C.: Conditioning multi-layered geologic models to well test and production logging data using the ensemble Kalman filter. In: Proceedings of the SPE Annual Technical Conference and Exhibition, Florence, Italy, 19-22 September, SPE 134542 (2010).
8. Emerick, A. A., Moraes, R. J., Rodrigues, J. R. P.: Calculating seismic attributes within a reservoir flow simulator. In: Proceedings of the Latin American & Caribbean Petroleum Engineering Conference, Buenos Aires, Argentina, 15-18 April, SPE 107001 (2007).
9. Emerick, A. A., Reynolds, A. C.: History matching a field case using the ensemble Kalman filter with covariance localization. SPE Reserv. Evalu. Eng. 14(4), 423-432 (2011).
10. Emerick, A. A., Reynolds, A. C.: Combining the ensemble Kalman filter with Markov chain Monte Carlo for improved history matching and uncertainty characterization. SPE J. (2012, in press).
11. Evensen, G.: Sequential data assimilation with a nonlinear quasi-geostrophic model using Monte Carlo methods to forecast error statistics. J. Geophys. Res. 99(C5), 10, 143-10, 162 (1994).
12. Evensen, G.: Sampling strategies and square root analysis schemes for the EnKF. Ocean Dyn. 54(6), 539-560 (2004).
13. Evensen, G.: Data Assimilation: The Ensemble Kalman Filter. Springer, Berlin (2007).
14. Evensen, G.: The ensemble Kalman filter for combined state and parameter estimation. IEEE Control Syst. Mag. 83-104 (2009).
15. Fahimuddin, A., Aanonsen, S. I., Skjervheim, J.-A.: 4D seismic history matching of a real field case with EnKF: use of local analysis for model updating. In: Proceedings of the SPE Annual Technical Conference and Exhibition. Florence, Italy, 19-22 September, SPE 134894 (2010).
16. Fahimuddin, A., Aanonsen, S. I., Skjervheim, J.-A.: Ensemble based 4D seismic history matching: Integration of different levels and types of seismic data. In: Proceedings of the SPE EUROPEC/EAGE Annual Conference and Exhibition, Barcelona, Spain, 14-17 June, SPE 131453 (2010).
17. Furrer, R., Bengtsson, T.: Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter variants. J. Multivar. Anal. 98(2), 227-255 (2007).
18. Gao, G., Li, G., Reynolds, A. C.: A stochastic algorithm for automatic history matching. SPE J. 12(2), 196-208 (2007).
19. Gao, G., Reynolds, A. C.: An improved implementation of the LBFGS algorithm for automatic history matching. SPE J. 11(1), 5-17 (2006).
20. Gassmann, F.: Elastic waves through a packing of spheres. Geophysics 16, 673-685 (1951).
21. Gosselin, O., Aanonsen, S., Aavatsmark, I., Cominelli, A., Gonard, R., Kolasinski, M., Ferdinandi, F., Kovacic, L., Neylon, K.: History matching using time-lapse seismic (HUTS). In: Proceedings of the SPE Annual Technical Conference and Exhibition. Denver, Colorado, 5-8 October, SPE 84464 (2003).
22. Haverl, M., Aga, M., Reiso, E.: Integrated workflow for quantitative use of time-lapse seismic data in history matching: a North Sea field case. In: Proceedings of the SPE EUROPEC/EAGE Annual Conference, Madrid, Spain, 13-16 June, SPE 94453 (2005).
23. Haverl, M., Skjervheim, J.-A.: 4D seismic modeling integrated with the ensemble Kalman filter method for history matching of reservoir simulation model. In: Proceedings of the 11th European Conference on the Mathematics of Oil Recovery, Bergen, Norway (2008).
24. Houtekamer, P. L., Mitchell, H. L.: Data assimilation using an ensemble Kalman filter technique. Mon. Weather Rev. 126(3), 796-811 (1998).
25. Houtekamer, P. L., Mitchell, H. L.: A sequential ensemble Kalman filter for atmospheric data assimilation. Mon. Weather Rev. 129(1), 123-137 (2001).
26. Kalman, R. E.: A new approach to linear filtering and prediction problems. Transactions of the ASME, Journal of Basic Engineering 82, 35-45 (1960).
27. Kjelstadli, R., Lane, H., Johnson, D., Barkved, O., Buer, K., Kristiansen, T.: Quantitative history match of 4D seismic response and production data in the Valhall field. In: Proceedings of the Offshore Europe, Aberdeen, UK, 6-9 September, SPE 96317 (2005).
28. Li, G., Reynolds, A. C.: Iterative ensemble Kalman filters for data assimilation. SPE J. 14(3), 496-505 (2009).
29. Li, R., Reynolds, A. C., Oliver, D. S.: History matching of three-phase flow production data. SPE J. 8(4), 328-340 (2003).
30. Lorentzen, R. J., Shafieirad, A., Nævdal, G.: Closed loop reservoir management using the ensemble Kalman filter and sequential quadratic programming. In: Proceedings of the SPE Reservoir Simulation Symposium, The Woodlands, Texas, 2-4 February, SPE 119101 (2009).
31. Moré, J. J., Sorensen, D.: Computing a trust region step. SIAM J. Sci. Comput. 4, 553-572 (1983).
32. Nocedal, J., Wright, S. J.: Numerical Optimization. Springer, New York (1999).
33. Oliver, D. S., Reynolds, A. C., Liu, N.: Inverse Theory for Petroleum Reservoir Characterization and History Matching. Cambridge University Press, Cambridge (2008).
34. Peters, L., Arts, R., Brouwer, G., Geel, C., Cullick, S., Lorentzen, R., Chen, Y., Dunlop, K., Vossepoel, F., Xu, R., Sarma, P., Alhuthali, A., Reynolds, A.: Results of the Brugge benchmark study for flooding optimisation and history matching. SPE Reserv. Evalu. Eng. 13(3), 391-405 (2010).
35. Reynolds, A. C., He, N., Oliver, D. S.: Reducing uncertainty in geostatistical description with well testing pressure data. In: Schatzinger, R. A., Jordan, J. F. (eds.) Reservoir Characterization-Recent Advances, pp. 149-162. American Association of Petroleum Geologists, Tulsa (1999).
36. Reynolds, A. C., Zafari, M., Li, G.: Iterative forms of the ensemble Kalman filter. In: Proceedings of 10th European Conference on the Mathematics of Oil Recovery, Amsterdam, 4-7 September (2006).
37. Rommelse, J.: Data Assimilation in Reservoir Management. Ph. D. thesis, Technical University of Delft, Delft, The Netherlands (2009).
38. Sakov, P., Bertino, L.: Relation between two common localisation methods for the EnKF. Comput. Geosci. 15(2), 225-237 (2011).
39. Seiler, A., Evensen, G., Skjervheim, J.-A., Hove, J., Vabø, J.: Advanced reservoir management workflow using an EnKF based assisted history matching method. In: Proceedings of the SPE Reservoir Simulation Symposium, The Woodlands, Texas, 2-4 February, SPE 118906 (2009).
40. Skjervheim, J.-A., Evensen, G., Aanonsen, S. I., Ruud, B. O., Johansen, T. A.: Incorporating 4D seismic data in reservoir simulation models using ensemble Kalman filter. SPE J. 12(3), 282-292 (2007).
41. Skjervheim, J.-A., Evensen, G., Hove, J., Vabø, J. G.: An ensemble smoother for assisted history matching. In: Proceedings of the SPE Reservoir Simulation Symposium, The Woodlands, Texas, USA, 21-23 February, SPE 141929 (2011).
42. Tarantola, A.: Inverse Problem Theory and Methods for Model Parameter Estimation. SIAM, Philadelphia (2005).
43. Tavakoli, R., Reynolds, A. C.: History matching with parameterization based on the SVD of a dimensionless sensitivity matrix. SPE J. 15(12), 495-508 (2010).
44. Vallès, B. V., Nævdal, G.: Comparing different ensemble Kalman filter approaches. In: Proceedings of the 11th European Conference of the Mathematics of Oil Recovery, ECMOR XI, Bergen, Norway, B07 (2008).
45. van Leeuwen, P. J.: An ensemble smoother with error estimates. Mon. Weather Rev. 129, 709-728 (2001).
46. van Leeuwen, P. J., Evensen, G.: Data assimilation and inverse methods in terms of a probabilistic formulation. Mon. Weather Rev. 124, 2898-2913 (1996).
47. Waggoner, J., Cominelli, A., Seymour, R.: Improved reservoir modeling with time-lapse seismic in a Gulf of Mexico gas condensate reservoir. In: SPE Annual Technical Conference and Exhibition, San Antonio, Texas, 29 September- 2 October, SPE 77514 (2002).
48. Wang, Y., Li, G., Reynolds, A. C.: Estimation of depths of fluid contacts by history matching using iterative ensemble-Kalman smoothers. SPE J. 15(2) (2010).
49. Whitaker, J. S., Hamill, T. M.: Ensemble data assimilation without perturbed observations. Mon. Weather Rev. 130(7), 1913-1924 (2002).
50. Wu, Z., Reynolds, A. C., Oliver, D. S.: Conditioning geostatistical models to two-phase production data. SPE J. 3(2), 142-155 (1999).
51. Zachariassen, E., Skjervheim, J., Vabø, J., Lunt, I., Hove, J., Evensen, G.: Integrated work flow for model update using geophysical monitoring data. In: Proceedings of the 73rd EAGE Conference & Exhibition, Vienna, Austria, 23-26 May (2011).
52. Zafari, M., Reynolds, A. C.: Assessing the uncertainty in reservoir description and performance predictions with the ensemble Kalman filter, SPE J. 12(3), 382-391 (2007).
53. Zhang, F., Reynolds, A. C.: Optimization algorithms for automatic history matching of production data. In: Proceedings of 8th European Conference on the Mathematics of Oil Recovery, Freiberg, Germany, 3-6 September (2002).
54. Zhang, F., Reynolds, A. C., Oliver, D. S.: Evaluation of the reduction in uncertainty obtained by conditioning a 3D stochastic channel to multiwell pressure data. Math. Geol. 34(6), 713-740 (2002).