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Summary
The use of ensemble Kalman filter techniques for continuous updating of a reservoir model is demonstrated. The ensemble Kalman
filter technique is introduced, and thereafter applied to a simplified
2D field model, which is generated by using a single horizontal
layer from a North Sea field model. By assimilating measured
production data, the reservoir model is continuously updated. The
updated models give improved forecasts and the forecasts improve
as more data are included. Both dynamic variables, such as pressure and saturations, and static variables, such as permeability, are
updated in the reservoir model.
Introduction
In the management of reservoirs, it is important to use all available
data in order to make accurate forecasts. For short-time forecasts,
in particular, it is important that the initial values are consistent
with recent measurements. The ensemble Kalman filter1 is a
Monte Carlo approach, and is promising with respect to achieving this goal through continuous model updating and reservoir monitoring.
In this paper, the ensemble Kalman filter is used to update both
static parameters, such as permeability, and dynamic variables,
such as pressure and saturations, of the reservoir model. The filter
computations are based on an ensemble of realizations of the reservoir model, and when new measurements are available, new
updates are obtained by combining the model predictions with the
new measurements. Statistics about the model uncertainty are built
from the ensemble. When new measurements become available,
the filter is used to update all the realizations of the reservoir
model. This means that an ensemble of updated realizations of the
reservoir model is always available.
The ensemble Kalman filter has previously been successfully
applied for large-scale nonlinear models in oceanography2 and
hydrology.3 In those applications, only dynamic variables were
tuned. Tuning of model parameters and dynamic variables was
done simultaneously in a well flow model used for underbalanced
drilling.4 In two previous papers,5,6 the filter has been used to
update static parameters in near-well reservoir models by tuning
the permeability field. In this paper, the filter has been further
developed to tune the permeability for simplified real-field reservoir simulation models.
We present results from a synthetic, simplified real-field
model. The measurements are well bottomhole pressures, water
cuts, and gas/oil ratios. A synthetic model gives the possibility of
comparing the solution obtained by the filter to the true solution,
and the performance of the filter can be evaluated. It is shown how
the reservoir model is updated as new measurements become
available, and that good forecasts are obtained. The convergence
of the reservoir properties to the true solution as more measurements become available is investigated.
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Because the members of the ensemble are updated independently of each other, the method is very suitable for parallel processing. It is also conceptually straightforward to extend the methodology to update reservoir properties other than permeability.
Based on the updated ensemble of models, production forecasts
and reservoir-management studies may be performed on a single
average model, which is always consistent with the latest measurements. Alternatively, the entire ensemble may be applied to
estimate the uncertainties in the forecasts.
Updating Reservoir Models With Ensemble
Kalman Filter
The Kalman filter was originally developed to update the states of
linear systems to take into account available measurements.7 In our
case, the system is a reservoir model, using black oil and three
phases (water, oil, and gas). For this model, the solution variables
of the system are pressure and water saturation, in addition to a
third solution variable that depends on the oil and gas saturation.
If the gas saturation is zero, the third solution variable becomes the
solution gas/oil ratio; if the oil saturation is zero, it becomes the
vapor oil/gas ratio. Otherwise, the third solution variable is the gas
saturation. The states of this system are the values of the solution
variables for each gridblock of the simulation model. This model
is nonlinear.
An early attempt to extend the ideas of the Kalman filter to
nonlinear models is the extended Kalman filter, which is based on
linearization of the nonlinear model. The extended Kalman filter
is, however, not suitable for very large models and also fails if the
nonlinearities are too severe. Therefore, an alternative is needed.1
The ensemble Kalman filter has shown to be a promising approach
for large-scale nonlinear atmospheric and oceanographic models.
For the reservoir model, however, there are poorly determined
model parameters that have a governing influence. In this study,
we will focus on using the ensemble Kalman filter to update the
permeability, in addition to the previously mentioned state variables. This means that we extend the state vector with the permeability of each gridblock (assuming that the permeability is isotropic). Note that in principle, any input parameter in the model can
be updated.
The literature on estimating dynamic variables and model parameters simultaneously for nonlinear models using some variants
of a Kalman filter is modest. The topic is discussed by Wan and
Nelson.8 They give further references, but do not discuss the use of
ensemble Kalman filter to perform such a task.
The ensemble Kalman filter has previously been used to update
both dynamic variables and model parameters for a two-phase well
flow model used in underbalanced drilling.4,9 The approach has
also been used for updating the permeability and dynamic variables in a two-phase near-well reservoir setting.5,6
The ensemble Kalman filter is based on a Monte Carlo approach, using an ensemble of model representations to evaluate the
necessary statistics. We have used 100 members in the ensemble,
based on experience from atmospheric data assimilation, where
these have been sufficient.10
The filter consists of sequentially running a forecast step followed by an analysis step. The input to the forecast step is the
result obtained from the analysis step, which is an updated description of the model after assimilating a new set of measureMarch 2005 SPE Journal
a
fsk1,i
m
ek,i
.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (2)
exp
i1 i2
l
j1 j2
l
. . . . . . . . . . . . . . . . . . . . . . . . . . (3)
where em
k,i is drawn from a multinormal distribution with zero mean
and covariance [R]k.
The error covariance matrix for the state variables of the model
is defined in terms of the true state as the expectation
Eskf sktskf sktT. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (6)
Because the true state is not known, we approximate the true state
by the mean of the ensemble
1
skt skf =
N
f
k,i
, . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (7)
i=1
where N is the sample size of the ensemble. With this approximation of the true state, an approximation of a left factor of the error
covariance matrix of the model is
Lkf =
N 1
f
f
skf, , sk,N
skf . . . . . . . . . . . . . . (8)
sk,1
error and that both the model error and measurement error are
uncorrelated in time.
In evaluating the quality of the solution we use the root mean
square (RMS) error, defined as
1
M
X X , . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (14)
j
t 2
j
j=1
68
from the original field model. The porosity is shown in Fig. 2. The
measurements are generated by running the simulator with the
true permeability, and adding noise to the values obtained.
Injection wells are controlled by historical injection rate. Production wells are controlled by historical reservoir volume rate.
The natural logarithm of the permeability is used in the computations with the Kalman filter. All the data of the restart files from
the reservoir simulator were stored for each ensemble member, and
during the Kalman filter update, those values corresponding to the
state variables were manipulated according to Eq. 12.
The initial ensemble is generated using a mean correlation
length of 16 gridblocks with a standard deviation of six gridblocks.
The initial ln-permeability fields for the Kalman filter are generated using a standard deviation of 0.5. For the model noise (Eq. 2),
the standard deviation is set to 5104. The initial mean of
the permeability of the ensemble is set to 1000 md for all
the gridblocks.
The measurement uncertainties are given in Table 1. We apply
the filter to take into account the information gained from four
measurements for each of the production wells. The measured
quantities are pressure, oil production rate, water cut, and gas/
oil ratio.
In Fig. 3, the development in the estimated permeability is
shown together with the true permeability and the reference
solution. The reference solution is the mean of the initial ensemble,
and because the initial ensemble is based on a model with constant
mean permeability of 1000 md, the reference model will have a
permeability of approximately 1000 md in all cells. One can observe that after 1,611 days, one obtains a good match of the permeability field especially close to the producing wells. The locations of the producers are shown with circles. For the permeabilities along the boundaries, we observe a slight drifting toward the
end of the simulation. Further development of the filter is needed
to avoid this effect.
The estimated uncertainty in the ln-permeability is presented in
Fig. 4. The uncertainty is lowest close to the producers, where the
measurements are obtained. The highest uncertainty is close to the
boundary of the reservoir. In general, the uncertainty decreases as
more measurements are assimilated. Close to the boundaries, the
model error added in Eq. 2 dominates the reduction in uncertainty
obtained from measurements at later times.
In Figs. 5 through 8, we present the outcome of the filter for
some of the measured variables, together with the reference solution. We have selected to present results from measurements that
have among them the largest relative deviations between the truth
and the solution obtained from the Kalman filter. Notice that the
filter is able to follow the measurements closely.
In Figs. 9 through 12, we show forecasts based on the ensemble mean after 4 days, 819 days, and 3,050 days for the same
measurements as presented in Fig. 5. As expected, the quality of
the forecasts is improved as more data are assimilated. It is clearly
March 2005 SPE Journal
Fig. 3True and estimated permeabilities. The reference solution is the mean of the initial ensemble (before assimilating any
measurements). The locations of the producers where the measurements are obtained are shown by circles. In the plot of the
estimated permeabilities, only the wells that have been producing before the time of obtaining the estimate are included. All the
plots use the same color scale, shown in the upper left plot.
seen that the forecasts improve when more data are included, and
that the forecasts based on data up to 3,050 days are almost perfect.
In Fig. 13, we show how the RMS error defined in Eq. 14
evolves. The RMS error for the permeability decreases very rapidly and then stabilizes. Still, the predictions clearly improve with
time as additional measurements become available. Note also that
with the exception for RS and RV, the RMS values for the state
variables stabilize relatively fast at quite low levels.
Discussion
The ensemble Kalman filter technology seems promising for tuning permeability and dynamic variables, such as the pressure and
saturations, in reservoir simulator models. The filter was able to
Fig. 4Uncertainty in estimated ln-permeabilities. The values are the standard deviation in ln-permeability for each block. Note that
the plots in the bottom row use the same color scale as those in the upper right plot.
March 2005 SPE Journal
69
Fig. 5Measured values, filter solution, true solution, and the reference solution for the pressure in some wells. A legend is found
in the lower right plot. The true solution is mostly hidden behind the filter solution. Lower limit for the x-axis corresponds to well
startup time. Upper limit corresponds to end of history.
add model noise are important questions that also have to be further addressed.
Technically, there is no limit with respect to how many model
parameters can be updated, but the effect of adding a large number
of parameters on filter stability, as well as other concerns, has not
yet been considered.
Conclusions
An ensemble Kalman filter technology is developed for continuous
updating of reservoir simulation models. The example is shown in
2D, but the methodology can easily be extended to 3D and applied
to any existing reservoir simulator.
Fig. 6Measured values, filter solution, true solution, and the reference solution for the produced oil rate in some wells. The legend
is the same as in Fig. 5. The true solution is mostly hidden behind the filter solution. Lower limit for the x-axis corresponds to well
startup time. Upper limit corresponds to end of history.
70
Fig. 7Measured values, filter solution, true solution, and the reference solution for the water cut in some wells. The legend is the
same as in Fig. 5. The true solution is mostly hidden behind the filter solution. Lower limit for the x-axis corresponds to well startup
time. Upper limit corresponds to end of history.
The filter is used to tune the permeability and dynamic variables such as pressure and saturations. The continuous updating
ensures that the predictions always start from a solution that
matches the observed production data.
The methodology is applied to a semisynthetic field model
with 14 producers and four injectors. The ensemble Kalman
Fig. 8Measured values, filter solution, true solution, and the reference solution for the gas/oil ratio in some wells. The legend is
the same as in Fig. 5. The true solution is mostly hidden behind the filter solution. Lower limit for the x-axis corresponds to well
startup time. Upper limit corresponds to end of history.
March 2005 SPE Journal
71
Fig. 9Forecasted values for some of the bottomhole pressures. The forecasts are based on the mean of the initial ensemble (0
days), the forecast after 4 days, after 819 days, after 3,050 days, and the true solution (T). Legends are shown in the lower right plot.
Lower limit for the x-axis corresponds to well startup time. Upper limit corresponds to end of history.
Nomenclature
[C] correlation matrix
d measurement vector
e stochastic noise
E expectation
f output from reservoir simulator
[H] measurement matrix
i index (members of ensemble/gridblock coordinates)
[I] identity matrix
j index (state variables/gridblock coordinates)
k index (assimilation time)
[K]
l
[L]
M
N
[P]
[Q]
[R]
s
Fig. 10Forecasted values for some of the oil production rates. The forecasts are based on the mean of the initial ensemble (0
days), the forecast after 4 days, after 819 days, after 3,050 days, and the true solution (T). Legends are as in Fig. 9. Lower limit for
the x-axis corresponds to well startup time. Upper limit corresponds to end of history.
72
Fig. 11Forecasted values for some of the water cuts. The forecasts are based on the mean of the initial ensemble (0 days), the
forecast after 4 days, after 819 days, after 3,050 days, and the true solution (T). Legends are as in Fig. 9. Lower limit for the x-axis
corresponds to well startup time. Upper limit corresponds to end of history.
Subscripts
d
i
j
k
dynamic variables
index (ensemble members)
index (state variables)
index (assimilating time)
Superscripts
a
f
m
t
T
analyzed (a posteriori)
forecasted (a priori)
model noise
true
matrix transpose
Acknowledgments
This work has been supported financially by ENI-Agip SpA,
Norsk Hydro ASA, Statoil, and the Research Council of Norway.
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Fig. 12Forecasted values for some of the gas/oil ratios. The forecasts are based on the mean of the initial ensemble (0 days), the
forecast after 4 days, after 819 days, after 3,050 days, and the true solution (T). Legends are as in Fig. 9. Lower limit for the x-axis
corresponds to well startup time. Upper limit corresponds to end of history.
March 2005 SPE Journal
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Fig. 13RMS error between estimated and true variables (solid line) and between the reference solution and the true variables
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