Computers & Geosciences 50 (2013) 4–15

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Computers & Geosciences

journal homepage: www.elsevier.com/locate/cageo

Hierarchical benchmark case study for history matching, uncertainty

quantification and reservoir characterisation
D. Arnold n, V. Demyanov, D. Tatum, M. Christie, T. Rojas, S. Geiger, P. Corbett
Institute of Petroleum Engineering, Heriot-Watt University, UK

a r t i c l e i n f o a b s t r a c t

Article history: Benchmark problems have been generated to test a number of issues related to predicting reservoir
Received 11 April 2012 behaviour (e.g. Floris et al., 2001, Christie and Blunt, 2001, Peters et al., 2010). However, such cases are
Received in revised form usually focused on a particular aspect of the reservoir model (e.g. upscaling, property distribution,
31 August 2012
history matching, uncertainty prediction, etc.) and the other decisions in constructing the model are
Accepted 4 September 2012
Available online 26 September 2012
fixed by log values that are related to the distribution of cell properties away from the wells, fixed grids
and structural features and fixed fluid properties. This is because all these features require an element
Keywords: of interpretation, from indirect measurements of the reservoir, noisy and incomplete data and judgments
Uncertainty quantification based on domain knowledge.
History matching
Therefore, there is a need for a case study that would consider interpretational uncertainty integrated
Risk
throughout the reservoir modelling workflow. In this benchmark study we require the modeller to make
Geomodelling
Geostatistics interpretational choices as well as to select the techniques applied to the case study, namely the
Benchmark geomodelling approach, history matching algorithm and/or uncertainty quantification technique.
The interpretational choices will be around the following areas:

(1) Top structure interpretation from seismic and well picks.

(2) Fault location, dimensions and the connectivity of the network uncertainty.
(3) Facies modelling approach.
(4) Facies interpretations from well logs cutoffs.
(5) Petrophysical property prediction from the available well data.
(6) Grid resolution-choice between number of iterations and model resolution to capture the reservoir
features adequately.

A semi-synthetic study is based on real field data provided: production data, seismic sections to
interpret the faults and top structures, wireline logs to identify facies correlations and saturation profile
and porosity and permeability data and a host of other data. To make this problem useable in a
manageable time period multiple hierarchically related gridded models were produced for a range of
different interpretational choices.
& 2012 Elsevier Ltd. All rights reserved.

1. Introduction Typically a geomodeller would produce many 100’s of realisa-

Uncertainty is an issue we need to deal with in every reservoir
due to sparse and/or low resolution data available and our limited
knowledge about the reservoir. Creating a simulation model to
forecast petroleum reservoir production requires the modeller to
make a number of choices about how to construct a representa-
tive model. These choices range from which numerical value to
assign a reservoir property based on measured data to interpreta-
tional choices such as the depositional model.
n
Corresponding author. Tel.: þ44 131 451 8298.
E-mail addresses: dan.arnold@pet.hw.ac.uk (D. Arnold),
vasily.demyanov@pet.hw.ac.uk (V. Demyanov).
tions of the reservoir to assess the uncertainty in a pre-production
field. Critically these models attempt to cover the uncertainties in
reservoir through a range of possible numerical input parameters
that produce variations in key reservoir features. Where we miss
can out uncertainty is in the interpretational elements of modelling
that are difficult to describe using numerical parameters, such as
the choice of which faults are present, the picking of the top
structure, the depositional model, cut off selection and perme-
ability prediction models. Different possible interpretations of the
reservoir for instance would require different conceptual models
for the facies distributions and different modelling approaches.
The modelling choices made are related how complex a model
of the real system we choose to create. The complexity issue is

0098-3004/$ - see front matter & 2012 Elsevier Ltd. All rights reserved.
http://dx.doi.org/10.1016/j.cageo.2012.09.011
 D. Arnold et al. / Computers & Geosciences 50 (2013) 4–15
well known as the bias-variance trade-off where over-complex
models result in inflation of the uncertainty (variance) while over-
simplistic ones—to bias. A meta-model that subsumes specific
candidate models would lead to considerable inflation of variance,
therefore there is a need to fund ways of mixing model that are
consistent with what we believe is plausible (Christie et al., 2011).
On the other hand if the models from the ensemble come from the
same code (are related) the unvariance may will be understated
(P. Challenor et.al in Christie et al., 2011). Therefore, it is important
to include the bias terms in the model corresponding to the effects
not accounted by the model.
Once it comes to choosing from different modelling algorithms
and multiple interpretations of data and knowledge, uncertainty
quantifications inevitably become a subject to that choice, which
is consistent with the subjective nature of uncertainty (Caers,
2011). From a probabilistic point of view uncertainty can be seen
as a ‘‘correct’’ posteriori PDF, which is unknown and needs to be
sampled for Oliver et al. (2008).
Furthermore, uncertainty can be seen as a relative term subject to
the measurement scale and precision of how we define things we
want to measure or estimate. Uncertainty analysis based on evaluat-
ing of covariance matrix for the posterior probability is difficult for
complex problems when posterior pdf is complex itself. A Bayesian
approach implies there is one ‘‘true’’ posterior to characterise the
uncertainty which is defined as a multiplication of the prior prob-
ability and the likelihood. The determination of the unique posterior
pdf of a multi-scenario model can become quite difficult. A Bayesian
approach joins the probabilities by means of ‘‘strong’’ conjunction.
Relaxation of the way this conjunction is performed would possibly
provide a wider evaluation of uncertainty. There are non-Bayesian
approaches to combine prior and evidence e.g. by means of con-
junction (Tarantola, 2005). There have been attempts to use
Dempster–Shafer generalisation of the Bayesian theory of subjective
probability to measure uncertainty in reservoir geological properties
(Kim, 2002). Another approach was proposed in perception-based
theory of probabilistic reasoning, which uses fuzzy logic to describe
perceptions and subjective probability Zadeh (2002).
The issue of multiple scenarios is compounded when we move
to post-production fields and we want to add production data to
the uncertainty quantification process. Here the model is history
matched to the measured well production data and the quality of
fit defines the likelihood of the model and is typically now done
using a range of automated approaches (Floris et al., 2001).
Uncertainty in automated HM approaches is usually described
with an inference from an ensemble of multiple models which
come from a prior range of the model parameters or state vectors,
updated through each iteration. There are several difficulties
associated with this. The uncertainty in the model definitions,
components and complexity is not easy to take into account. For
instance, if there are uncertainties about the structure it can
become difficult to re-grid the model to new structural config-
urations automatically.
Distinguishing between different geological interpretations
also becomes an issue. Data assimilation approaches, such as
Ensemble Kalmar filters (Evensen et al., 2007), can potentially
handle interpretational uncertainty within the range of the initial
ensemble of realisations, however, the consistency of the con-
verged ensemble with geologically realistic distributions may be
an issue.
Particularly tricky aspects of the uncertainty to account for in
history matching include the top structure, layering, faults (num-
bers, dimensions, displacements and locations) and other structural
features. As a result we tend to keep these features fixed, preferring
instead to change elements that are easy to parameterise in the
simulation model. This means that significant uncertainties in the
Gross rock volume (top structure), Net to Gross (layering) and
5
partitioning (faults) of the reservoir are typically not accounted for
by the uncertainty quantification process. These features are
developed principally from seismic data and well correlations so
are based on the interpretation of geologists/petrophysicists and are
(a) subject to uncertainties in depth conversion and (b) have
uncertainties due to the interpretation process, where the error
cannot easily be quantified as we do not typically produce many
independent seismic interpretations.
A number of studies have considered the uncertainty in
seismic interpretation (e.g. Bond et al., 2007, Rankey and
Mitchell, 2003) and show a potential for significant variation in
the interpretation of the same data due to the background of the
interpreter (Bond et al., 2007) and overconfidence in the quality of
their interpretation (Rankey and Mitchell, 2003). In Rankey and
Mitchell (2003), 6 interpreters were given the same seismic data
from a carbonate reservoir. They all believed that because the
seismic data was apparently easy to interpret, their subsequent
interpretations were very accurate with only a small error in the
location of the reservoir top. In fact, while most of the reservoir
top was accurately identified by all the geologists studied, the
edges of the reservoir were less well defined. A comparison of
the 6 interpretations showed that the portions of the reservoir
that were less well defined added considerable variation to the
volumetric estimates, even though the other parts of the field
were the same for all interpretations. There is therefore a need to
develop techniques that account for the both the uncertainties in
measured reservoir inputs that are easy to handle, such as relative
permeability uncertainties, and interpretational uncertainties in
the reservoir.
A further complication in accounting for the uncertainty is the
grid resolution of the model. Most previous history matching case
studies provide a single grid resolution model to match to real
field production data, production data from a truth case model of
the same resolution or a higher resolution model. The resolution
of the grid and the accuracy of the gridding approach are
important in history matching as the total run time available for
the process is a limiting factor. In most cases we can either run
many low resolution models that have a higher solution error in
their predictions or fewer high resolution with less error but
potentially do not identify the best history matched models, due
to insufficient iterations of the model.
Solution errors are the difference between the exact mathe-
matical solution and the numerical algorithm solution used to
represent them in the simulation model. Any assumptions and
simplifications from the mathematical model, errors in rounding
numbers by the simulator or numerical errors due to the grid
resolution all contribute to the solution errors. A solution error
model was implemented to account for upscaling errors in
O’Sullivan and Christie, 2005 and Christie et al., (2006).
There are also uncertainties associated with the missing physics
in the model, which therefore may have an impact on the
observations. This so called model inadequacy, once accounted
for with a random statistical processes, improved quantification of
the overall uncertainty based on the more consistent inference
from the generated model response.
In this paper we describe a new case study, called the Watt
Field (after James Watt the founder of Heriot-Watt University),
we have developed to consider both the impact of how you
choose to estimate the uncertainty and what model you choose to
do this with. The benchmark study addresses mostly the issues
associated with an early stage of a brown field development.
Previous case studies have concentrated on the choice of uncer-
tainty quantification method (PUNQ-S3 (Floris et al., 2001)) or
facies/petrophysics modelling (such as the Brugge case study
(Peters et al., 2010)). For the case of models like PUNQ-S3 many
parameterisations were developed by different authors (Floris
6 D. Arnold et al. / Computers & Geosciences 50 (2013) 4–15
et al., 2001, Demyanov et al., 2004, Hajizadeh et al., 2010) to
account for the model uncertainty within a given geological
scenario. Stanford 6 case study provided a good example of a
realistic synthetic full scale model with different depositional
environments and associated seismic (Castro et al., 2005). The
Brugge case study gave the modeller choices from 104 prior
realisations of the geology along with high resolution log data and
a choice of petrophysical correlations. SPE10 (Christie and Blunt,
2001) is a widely used model for upscaling studies which deals
with the problems of grid resolution and solution errors. As yet no
study has combined these choices with other uncertainties that
need to be accounted for such as the shape of the top structure
and the fault network uncertainty.
This paper proposes a new case study that includes the kinds
of interpretational uncertainties present in a real reservoir as well
as other uncertainties. Specifically we have produced a number
of realisations of the model based on different top structure
interpretations, fault models, facies modelling/depositional envir-
onment choices and relative permeability/capillary pressure
uncertainties for a number grid resolution choices. Our intention
is to encourage researchers to look into accounting for uncertain-
ties in their interpretations of the reservoir and develop techni-
ques that account for these uncertainties.
2. Uncertainty quantification of producing fields
Extensive work has been carried out on developing techniques
for uncertainty quantification in petroleum reservoirs. Most
common approaches develop a Bayesian methodology as it allows
the engineer to update an initial estimate of uncertainty to a new
posterior estimate using production data. Bayes’ theorem is
described by the relationship between the posterior and prior
pðO9mÞpðmÞ
pðO9MÞ ¼ R
m pðO9mÞpðmÞdm
where P(m9O) is the posterior probability of the model, an
updated estimate of the reservoir uncertainty from the initial
prior probability p(m) and the likelihood p(O9m).
By calculating the likelihood we can update the initial prior
probability to the improved posterior. The steps in this process
require the calculation of the likelihood from the mismatch
between the production data and the simulation model responses
where the likelihood increases with a closer match between the
data and simulation predictions.
The following areas are key components in the Bayesian
inference process for integrating production data into uncertainty
quantification:
1. Define an objective function that describes the closeness of fit
between the history data and the simulation model response.
2. Automate the history matching process to find good matches
to the data. This is done using an optimisation algorithm to find
good results quickly or through assimilation methods by
perturbing the model state vector (Evensen et al., 2007) (see
section 2.2).
3. The model is history matched using a set of parameters that
encompass the uncertainty. The definition of these parameters
that are uncertain is called the parameterization. The choice of
parameterization is important in making sure the model is
able to calibrate to the data adequately and produce good
forecasts.
4. With many matched models found by history matching, we
can calculate the likelihoods of the model parameter space and
infer the posterior probability using Bayesian methodologies.
There are many routes to calculating the Bayesian inference
(See section 2.4).
5. We may need to repeat steps 1–3 (or 4 if we are doing
Bayesian inference) for multiple scenarios of the reservoir model
and potentially use all scenarios in estimating uncertainty.
6. We balance run time with grid resolution to minimise solution
errors while producing enough simulations to describe the
uncertainty. Therefore, the grid resolution must be chosen
appropriately and may require testing.
2.1. Objective function
An objective function is a mathematical expression that
measures how close a problem has been reduced towards an
optimal value. In the case of history matching, the objective
function is a measure of the difference between the observed
and simulated results, and we aim to minimise this value. The
most commonly used objective function for history matching is
the least square norm, which calculates a measure of the
discrepancy between the simulated and historical values as a
numerical value called the ‘‘misfit’’, M. The least squares misfit
formula is defined as
XN
ðqobs ðt i Þqsim ðt i ÞÞ2
M¼ ð2Þ
n¼1
2s2i
where qobs is the observed or historical rate and qsim is the
simulated results at times ti, N is the number of data points and
s2i represent the measurement error in the observed data assum-
ing they are independent and identically distributed.
The use of the least squares misfit is important when carrying
out Bayesian inference as by assuming the Gaussian errors in our
production data we can define the likelihood function from the
misfit where
ð1Þ
PðO9mÞpeM ð3Þ
Without Gaussian assumption a rigorous likelihood definition
may be difficult to produce, however for many practical problems
an objective function different from least squares may be needed.
In case of correlated errors s2i transforms on to the full covariance
matrix.
The likelihood function describes how likely it is that the
model response explains the historical data and thus how likely it
is that the model represents the true reservoir configuration.
A well-matched model will therefore result in a low misfit value
and a correspondingly high likelihood value.
2.2. Optimisation algorithms
Optimisation methods were classified by Christie et al. (2005)
as either calibration methods or data assimilation methods.
Calibration methods are an automated version of the traditional
history matching method, whereby a complete run of the simula-
tion is carried out and the match quality to the production data is
used to move the model towards a better solution. Data assimila-
tion methods carry out a similar function, but data is calibrated
for each time step and the optimisation step adjusts the model
before the next step is run. The main calibration methods are
gradient and stochastic search algorithms, while the main data
assimilation method used for history matching is the Ensemble
Kalman Filter (EnKF).
Gradient based methods require the calculation of the deriva-
tive of the objective function with respect to the model para-
meters typically as either gradients or sensitivity coefficients.
Methods include Gauss–Newton, Levenberg–Marquardt and
 D. Arnold et al. / Computers & Geosciences 50 (2013) 4–15
steepest descent, and are very efficient at finding local optimal
solutions. Stochastic optimisation methods such as Genetic Algo-
rithms (GA) (Erbas and Christie, 2007), Neighbourhood Approx-
imation algorithm (NA) (Sambridge (1999a)), Particle Swarm
Optimisation (PSO) (Mohamed et al., 2006), Differential Evolution
(DE) (Hajizadeh et al., 2009) are global estimation methods that
are designed to find many local minima assuming a global
minima cannot be differentiated—probably a good assumption
for reservoir history matching where there is a limit on the
number of simulations we can run. Mariethoz et al. (2010)
pointed out that important sampling can lead to underestimation
of uncertainty due to sampling bias while the posterior is not
sampled uniformly but preferentially in the regions of better fit.
In MCMC sampling this bias is corrected by weighting the
acceptance probability with a ratio between the entire prior and
its subset. Stochastic evolutionary algorithms, referred to in this
study, differ from the MCMC adaptive sampling in a way that
while sampling from the prior the acceptance probability is set to
1. Therefore, a further inference stage is required in this case to
evaluated the posterior probability and with an MCMC method
(i.e. Gibbs sample in the NAB, see section 2.4. The bias correction
in NAB is ensured by normalising to the volume around each sample
and multiplying by the prior to approximating the posterior.
Ensemble based optimisation methods (Evensen et al., 2007),
the most common of which is Ensemble Kalman Filtering (EnKF)
differs from stochastic sampling and gradient based methods
because the simulation models are run forward one timestep at
a time whereupon EnKF updates the model state vectors before
moving on to the next timestep. EnKF has been recently used in
many applications to fairly complex reservoir models including
structural uncertainty. For instance, Seiler et al. (2010) demon-
strated uncertainty study of fault geometry, however, it is limited
to a single structural scenario based on the given number of faults.
This problem can be tackled within EnKF approach using a multi-
point statistics simulations of fault network used by Sun (2011).
All techniques have shown an ability to locate good history
matched models quickly (e.g. Hajizadeh et al., 2009, Mohamed
et al., 2009) however the choice of algorithm has an impact on the
resolved area of parameter space and therefore the estimation of
the posterior probability as shown by Erbas and Christie (2006)
and the PUNQ project (Floris et al., 2001).
2.3. Parameterisation techniques
Choice of parameterisation defines the way to describe natural
dependencies in the model. Accuracy, complexity and realism of
the model depend on the way it is parameterised. Furthermore,
the efficiency of calibrating the model to data and its prediction
power also depends on the number and nature of the parameters.
Some parameterisations may be very efficient in getting a good
calibration match but do not actually address the key uncertainties.
For instance we might ignore geological uncertainties in favour of
local factors, like skin, to tune the model around the wells.
The difficulty arises when a model includes the parameters
that cannot be directly inferred from nature or this inference is
non-unique and bears large uncertainty. For instance, connectiv-
ity has the major impact on flow, but a full field reservoir models
are usually defined by correlation models and proportions of
geological bodies. More recent training image based models give
good descriptions of connectivity, although they are not con-
trolled directly by connectivity measures.
Engineering approaches often provide consistent control over
the volume and connectivity of the reservoir compartments, but
they typically have limited capability vs. full field geological
models when making infill drilling decisions.
7
A common approach for history matching is to parameterise
the relative permeability curves (Okano et al., 2005). These are
frequently uncertain due to the low number of available mea-
surements and geological heterogeneity in the system. The
relative permeability uncertainty increased furthermore in three
phase flow cases.
Geological parameterisation describes techniques that include
parameters relating to geological features such as dimensions of
facies bodies, orientations and relationships to petrophysical
properties. Arnold (2009) and more recent work by Rojas et al.
(2011) showed the impact of realistic geological priors on poster-
ior inference, reducing the volume of realistic parameter space by
avoiding unrealistic models and improving the validity of the
posterior inference.
2.4. Bayesian inference
The Bayesian inference step evaluates the posterior probability
from Eq (3) from an ensemble of generated models. Bayesian
inference is most simply applied by sampling from the prior
distribution using a Monte Carlo technique such as Markov Chain
Monte Carlo (MCMC) or rejection sampling (RS) from the poster-
ior (Liu et al., 2001). These approaches sample randomly across
parameter space so many iterations may be required to find good
local minima.
Various types of MCMC algorithms has been developed and
applied for the inferences problems in reservoir predictions, such
as Population MCMC (Mohamed et al., 2010a), Hamiltonian
Monte-Carlo (Mohamed et al., 2010b). NA-Bayes (NAB) is another
algorithm used to infer uncertainty from parameter space
sampled in assisted history matching. It uses Gibbs sampling to
estimate the posterior uncertainty based on the sampling from
any optimisation algorithms (Sambridge (1999b)).
EnKF gradually optimises a model after each assimilation step/
datum and as a result provides an estimate of the posterior
probability based on the assumptions that the model is linear,
priors are normally Gaussian distributed and the ensemble size is
infinite.
2.5. Handling multiple scenarios
When presented with multiple geological scenarios, a better
option than picking a single scenario would be to either para-
meterise the model so that we can sample across a parameter
space between the scenarios identified or create separate para-
meterisations for each scenario, sample from each and then
recombine the results in a Bayesian framework.
Scenario are constructed through a hierarchy of choices based
on uncertainties in the model inputs at each stage of the model
build. Choices earlier in the model build e.g. the shape of a top
structure or the locations of faults, will propagate through the
entire modelling workflow. Any combination of these choices can
be produced to create a possible realisation of the reservoir. Prior
probability estimates of each model to be used in Bayesian
uncertainty quantification may well be qualitative rather than
quantitative ones where we cannot describe the prior based on
some kind of parameter space. Authors such as Wood and Curtis
(2004) have formalized this difference between quantitative and
qualitative uncertainty in terms of Bayes theory. The key issue
therefore is to account for (a) the (qualitative) probability of each
individual interpretation of the model in a systematic way and
(b) handle potentially different numbers of parameters for differ-
ent parameterisations of the model.
The option of sampling in a parameter space developed
between scenarios has been tackled previously by Suzuki et al.
(2008), where a gradual deformation technique was applied to
8 D. Arnold et al. / Computers & Geosciences 50 (2013) 4–15
effectively interpolate in between 6 possible interpretations of
the structural model create new realisations. As this was a single
parameterisation of the reservoir, adjusting only the gradual
deformation parameters to adjust between the interpretations,
the resulting ensemble of models could be used in Bayesian
inference techniques as the number of dimensions of parameter
space does not change. A recently proposed metric space
approach (Scheidt and Caers, 2008) provides a way to both
explore the relationships and evaluate the similarity between
realisations in their separation in the metric space.
An alternative approach is Bayesian model averaging (Pickup
et al., 2008) where the posterior probability for each of a set of
possible models can be generated using standard assisted history
matching and Bayesian inversion, then the posteriors are com-
bined to calculate an average posterior over all possible poster-
iors. In Pickup et al. (2008) the posterior inference was influenced
by the total number of parameters, where smaller numbers of
parameters was considered to be more likely due to less chance of
overfitting (Occam principle).
Transdimensional sampling such as Reversible Jump Monte
Carlo (RJMC) (Sambridge et al. (2006)) can be applied to different
parameterisations of the model simultaneously for history match-
ing. The algorithm in essence jumps between parameterisations
to sample from all the prior distributions to estimate the posterior
for all possible models in one step. This approach requires RJMC
to be applied to the initial history matching step rather than as a
post processor it will require more function evaluations than
algorithms such as PSO or DE to find local minima.
Overall it is clear that when presented with multiple possible
scenarios of the reservoir model we must account for the uncer-
tainties from the differences between these models. This bench-
mark was created to test new techniques that address this issue.
2.6. Gridding and numerical solution errors
The choice of grid resolution presents the modeller with a
dilemma in that by reducing the dimensions of the grid cell we
can reduce the numerical solution errors in the model response
however, the simulation run time will increase depending on the
available computer power. Realistically for the purposes of
history matching in time frames available to engineers, the model
must limit their complexity.
Christie et al., (2006) applied solution error models to account
for solution errors in low resolution models when history match-
ing, however in the absence of such techniques the modeller must
make a decision on the appropriate model to use given the time
available.
3. Field description
3.1. Overview
The Watt field is a synthetic study based on a mixture of real
field and synthetic data to describe a realistic field example seen
through appraisal into the early development life stage. Top
structure and wireline data is based on real field data however,
the fluid properties, relative permeability, and capillary data are
synthetic. The field development plan is also synthetic resulting
in an artificial production response. The model spans a 12.5 km by
2.5 km surface area, elongated in the East/West direction with a
total modelled thickness of around 190 m, much of which is
below the oil water contact. The field is located around 1555 m
subsurface with an initial reservoir pressure of 2500 psi as
measured from repeat formation testing (RFT) and well test data.
The Water/Oil contact (WOC) is identified from wireline and RFT
data at a constant 1623.5 m subsurface.
The interpreted depositional environment for the field is a
braided river system, where a number of different possible out-
crop analogues and modelling techniques could be applied.
Common facies types in this kind of environment are fluvial
channel sands, overbank fine sands and background shales.
The field was initially appraised through a set of 6 wells, Well
A–F then subsequently developed through a set of 16 horizontal
production wells located across the central part of the reservoir
and 5 horizontal and 2 vertical (one of which is a recompletion of
Well B) injection wells around the edges. Horizontal multi-lateral
wells were selected in the original development plan to maximise
the distance from the WOC due to the low relief of the field and
increase oil production rates.
An interpretation of the top structure and major faults was
picked from the seismic in the time domain and then depth
converted. Faults are identified by displacement in the seismic
data and curvature observed in the top structure. The depth
conversion develops a single depth surface realisation that is
matched is then tied to the well for a number of possible well
horizon picks identified from wireline data provided as part of
this case study.
The major faults were identified where possible from the
available seismic data, though there is ambiguity as to the
number and extent of the faults in the reservoir. The general
trend of the faults seen in the seismic data is East/West. Different
structural realisations of the reservoir were possible due to
uncertainty in the number and location of faults, specifically sub
seismic faults. Three possible top structures, along with major
faults and the OWC are shown in Fig. 1 in (a) plan view and
(b) cross section. Fault seal is represented simply as transmissi-
bility multipliers that is constant along the fault surface.
Figs. 1 and 2 shows significant variations in the extent of the
OWC and the thickness of the reservoir zone for each of the
3 produced realisations.
The depositional environment of the reservoir is identified as
probably being a braided fluvial system. Data is provided in the
appendix to this benchmark study as to the possible structures
present in this system and the probable inputs into the model for
facies modelling. Common facies types in this kind of environ-
ment are fluvial channel sands, overbank fine sands and back-
ground shales.
Wireline logs are collected from across the 6 appraisal wells
only, with no data coming from the horizontal production wells.
We provide porosity, permeability and facies logs based on core
plug data from wells A and B and porosity predictions from
neutron density logs from wireline data in the other wells.
Electrofacies identification could be made from any of the log
data available. In this case we have developed a set of facies logs
based on Relative Porosity Difference (RPD) calculated from
Neutron and Density porosity estimates from all 6 appraisal wells.
RPD is expressed by
ðPor Neu þ0:05Por Den Þ
RPD ¼ ð4Þ
Por Den
where PorNeu is Neutron porosity and PorDen is density porosity.
Cutoffs for 0.6, 0.7 and 0.8 were used to create 3 possible
facies logs.
Permeability/porosity from the cored wells A and C is used to
predict permeability in the other wells and outside the cored
sections. Fig. 3 shows a cross plot for all cored data with a global
poro perm correlation for Well A. As can be seen multiple
interpretations of the poro perm correlations are possible, with
the prediction curve given here (red line) being used later in this
paper as a permeability predictor.
 D. Arnold et al. / Computers & Geosciences 50 (2013) 4–15 9

Fig. 1. Seismic top structure and major identified faults. Seismic lines, top structure and fault data is provided in the data pack.

Fig. 2. Pay zone thickness maps for the 3 top structure scenarios.

PVT and relative permeability data is supplied for the reser-
voir. PVT data was sampled across the 6 wells and shows no
variation in properties therefore this is kept as a fixed known.
SCAL data was sampled from a number of a number of core plugs
from well A, D and F, and shows variation between the braid bar
and overbank sand facies and within those facies types.
Ranges of uncertainty in the Rel perm curves is shown in Fig. 4
and can be described by a Corey model with variations in the
exponents of 1.5–6. There is no significant Capillary pressure in
this reservoir therefore no J-functions are provided for the model.
A corner point simulation/modelling fine grid was developed
for a ‘‘truth case’’ model to provide a production history. A truth
case realisation of the reservoir facies, porosity and permeability
was generated with particular assumptions about their distribution
and spatial correlation. As modelling choice, based on the provided
data, is an uncertainty in the model the particulars of the truth case
10 D. Arnold et al. / Computers & Geosciences 50 (2013) 4–15

modelling approach and settings are not expanded on in this paper.
Seismic was not used for conditioning the facies model due to its
poor quality and confidentiality.
Production history for the field is generated from the truth case
model based on a synthetic development scenario. The field devel-
opment plan consists of a set of horizontal production and injection
wells drilled and completed over a 4 year period as well as a
recompletion of well B as an injector. A total production history of
20 years was produced but only 8 years of BHP, oil, gas and water
rates for each of the production wells were made available for history
period. The field was initially controlled by a maximum fluid rate to
account for topsides handling constraints, switching to a BHP con-
straint once the BHP falls below the limiting pressure of 1000 psi.
A random Gaussian noise of 15% was added to all the production data
to simulate the impact of measurement errors in the data.
geologists and engineers typically make deterministic choices in
creating models of the reservoir. A single model is often selected
for simulation and subsequent history matching. Therefore to
create the same situation we have generated a set of models
based on several choices for each of the key interpretational
elements, the modelling approach choices and grid resolution.
Users can choose a combination of predefined descriptions of the
reservoir structure, grid resolution and saturation profile, or they
can interpret their own from the data.
A set of key uncertainties were identified which are:
(1) Top structure seismic interpretation
(2) Fault network definition
(3) Grid resolution
(4) Cutoffs for electrofacies identification

3.2. Model uncertainties and modelling choices

Table 1
Table of uncertain choices to make in choosing a scenario for this model. The
The purpose of this paper is to create a case study that includes combination of Grid resolution, Top structure, fault model and facies cut-off
uncertainties in the interpretation of the reservoir. When pre- uncertainty leads to 81 different possible combinations of the options.
sented with these kinds of uncertainties in real field studies,
Model property Description File name

Grid 100 m by G-1 Total of 81

100 m by 5 m different
100 m by G-2 combinations of
100 m by 10 m these
200 m by G-3 properties
200 m by 5 m
Top structure 1 TS-1
2 TS-2
3 TS-3
Fault model 1 FM-1
2 FM-2
3 FM-3
Facies model 0.6 CO-1
(Cutoffs) 0.7 CO-2
0.8 CO-3
Modelling Data is provided for different possible field
approach depositional models based on different outcrop
analogues. Data from these sources could be
used in the construction of the geological model
Relative Coarse sand RP_0_1
permeability relperms RP_0_2
data RP_0_3
Fine sand RP_1_1
relperms RP_1_2
RP_1_3
Simulation 100 m by 100  100  5
model 100 m by 5 m
100 m by 100  100  10
100 m by 10 m
Fig. 3. Poro perm cross plot for Facies 0 in Well A and prediction model used in 200 m by 200  200  5
case studies Case 1 and Case 2. (For interpretation of the references to color in this 200 m by 5 m
figure legend, the reader is referred to the web version of this article.)

Fig. 4. Relative permeability data gathered from wells A and C for (a) Fine sand (facies 1) and (b) Coarse sand (facies 0). A total of 6 samples are provided, 3 for each facies
type. No data is provided for the shale facies.
 D. Arnold et al. / Computers & Geosciences 50 (2013) 4–15
(5) Facies modelling approach
(6) Porosity/permeability prediction
(7) Relative permeability
For each of the first 4 uncertainties we have developed a range
of possible descriptions and provide data so they can choose an
appropriate model from a set of possible models. We have created
a set of 81 simulation grids based on every combination of our
predefined interpretations. The truth case lies in the model space
of these choices, though is not necessarily any one of these
models for all the uncertainties. In addition we provide the raw
surface and fault data and wireline logs so other simulation
models and facies interpretations can be developed.
For the last 3 uncertainties we provide the necessary data (rel
perm curves, poro perm data and descriptions of possible deposi-
tional models) for the researcher to develop a range of possible
models based on the 81 grids provided.
The key uncertainties are expanded upon in a separate
Appendix document provided in the download pack for this field
study. All scenarios are listed in Table 1 for each uncertainty along
with the relevant file name of the simulation input data.
4. Test of case study
From the 81 pre-defined scenarios (See Appendix/download
for all possible scenarios) created for this case study we chose two
at random to attempt history matching. We history matched a set
of models, with different parameterisations using the RAVEN
assisted history matching software (www.Epistemy.com). A sin-
gle set of history match results were produced for each case study
using the in-built Particle Swarm Optimisation (PSO). NA Bayes
was applied to the ensemble of models to create estimates of the
posterior probability, creating P10, P50 and P90 estimates of
forecast production. A comparison of the P10–P90 estimates is
given at the end of the paper to show any differences due to the
choice of scenario, parameterisation and grid.
4.1. Case 1: Layered model parameterisation case study
The first attempt at history matching was done using a layered
model with a simple parameterisation of porosity, permeability
and relative permeability. For this attempt the 200_200_5 grid
was used with structural model 2. The 40 layers of the model
were broken into 8 layers of constant properties, the 6 top layers
being 4 cells thick with the lower 2 layers being 8 cells thick.
A constant porosity parameter horizontal permeability was pre-
dicted based on an estimated porosity permeability function
taken from Well A and Well C data. Initially a constant function
was applied based on the main sand facies as this is the
predominant reservoir facies. The function was predicted as
Kh ¼ 1016:0|1:0
Vertical permeability was parameterised by 4 multiplier para-
meters, 1 for each of 4 layers 10 cells thick. Finally we para-
meterised the relative permeability using a Oil water Corey
function for the entire reservoir, parameterising the Corey expo-
nents Cw and Co and Swc (critical water saturation).
A total of 15 parameters were chosen for this parameterisation
and are given in Table 2.
The model was history matched using RAVEN’s Flexi-PSO
algorithm run for a total of 500 iterations to WBHP, WWPR and
WOPR for all wells. The results are shown in Fig. 5 for a subset of
the history matched wells. The sigma values for each well are
based on the 15% noise value for each data type.
11
The overall match quality for this parameterisation is variable
between wells. As can be seen in Fig. 5 the well matches for some
wells (Well 7) is good for water and oil rates, however other wells
either have predicted earlier (Well 5) or later (Well 3) water
breakthrough. Field rates are approximately correct for all para-
meters as the over and under predictions of water breakthrough
times effectively cancel out.
4.2. Case 2: Zonal parameterisation case study
Based on the results from Case 1 we identified that the well
behaviour was different for each well, therefore the layered
parameterisation with equal properties along the layer provided
good matches in some wells and poor matches in others. A zonal
parameterisation approach was developed to break the reservoir
into regions around each well.
In this case study we divided the models into 9 different
sectors (see Fig. 6) around each group of wells to allow more
freedom to tune individual wells. Each sector is parameterised
separately with an individual porosity, Kz, critical water satura-
tion and Corey oil and water components. The prior ranges
applied to all sectors are given in Table 3 with a total of 45
parameters to describe the model uncertainty.
As before horizontal permeability was predicted based on an
estimated porosity permeability function based on the main sand
facies. We again used the same Kh prediction function used in
Case 1, given in Eq. (5) above.
Vertical permeability was predicted by a field-wide constant
multiplier The same 200 m by 200 m by 5 m grid/top structure
1 combination was used again in this case study to allow a more
direct comparison with Case 1. The model was history matched
using RAVEN’s Standard PSO algorithm run for a total of 500
iterations to WBHP, WWPR and WOPR for all wells. History
matching results are presented in Fig. 7 for Wells 7, 5 and 3a.
Overall the match quality is no better than for Case 1 with
adequate matches for some wells (e.g. Well 7) and poor matches
in others (well 3a). Comparing the field rates for Cases 1 and
2 shows both approaches manage a reasonable field match and
both approaches produce similar quality matches (Fig. 8).
This suggests that both models are scaled appropriately for the
field though heterogeneities in the real field are not captured in
these simple models and may well be the cause of the discre-
pancies in individual well matches. These results from Cases
1 and 2 suggest the simple models are missing some feature of
the reservoir that is important in controlling the water break-
through in individual wells. We expect this is linked to the
Table 2
Table of parameters and prior ranges.
Parameter Prior range
ð5Þ
Porosity (Layer 1–4) 0.05–0.3
Porosity (Layer 5–8) 0.05–0.3
Porosity (Layer 9–12) 0.05–0.3
Porosity (Layer 13–16) 0.05–0.3
Porosity (Layer 17–20) 0.05–0.3
Porosity (Layer 21–24) 0.05–0.3
Porosity (Layer 25–32) 0.05–0.3
Porosity (Layer 33–40) 0.05–0.3
PermZ (Layer 1–10) 0.01–1
PermZ (Layer 11–20) 0.01–1
PermZ (Layer 21–30) 0.01–1
PermZ (Layer 31–40) 0.01–1
Corey water component (Cw) 1–6
Corey oil component (Co) 1–6
Critical water saturation (Swc) 0.1–0.5
12 D. Arnold et al. / Computers & Geosciences 50 (2013) 4–15

Fig. 5. History matching results for Case 1—layered parameterization of the Watt reservoir.

Fig. 6. Zonal divisions around each group of production wells in the model.

Table 3 out for each study therefore we could (a) increase the number of
Prior ranges for each of the 9 sectors/zones of iterations of the models and (b) run several repeated runs with
the model.
different initial seeds to allow different areas of parameter space
Parameter Prior range to be explored. Alternatively a more exploratory algorithm could
be employed such as the standard PSO algorithm used in Case 2.
Porosity 0.05–0.3 A comparison of Misfit vs. iteration for Case 1 and 2 (Fig. 9)
PermZ 0.01–1 shows the significantly faster convergence of the flexi-PSO (Case 1)
Corey water component (Cw) 1–6
Corey oil component (Co) 1–6
towards good models is countered by a very rapid refinement of the
Critical water saturation (Swc) 0.1–0.5 models into a local minima.
So over and above the differences in the model grid, para-
meterization and prior definition we see differences in the results
complexity of the real field case controlling the influx of water from the sampling algorithm behaviour. Therefore we may well
that cannot be expressed by simple poro perm representations of want to run for different algorithms as well as different scenarios
the reservoir. of the model for appropriate numbers of iterations.
Additionally there is a potential issue around the number of Overall the performance of our trial parameterisations is
runs carried out. Only a single run of 500 iterations was carried limited in predicting individual well performance and the simple
 D. Arnold et al. / Computers & Geosciences 50 (2013) 4–15 13

Fig. 7. Production history matches for Case 2 parameterisation for Wells 7, 5 and 3A.

Fig. 8. Comparison of field rates for Case 1 (bottom) and Case 2 (top).

engineering approach may not lead to good forecasts however the
model does have the capacity to match on field rates reasonably
well. Improved parameterisations of the field may well lead to
better history matches, possibly suggesting that more geological
complexity should be included in the model to better capture
behaviour.
5. Conclusions
The Watt Field case study was designed to test the influence
on history matching and uncertainty quantification of different
parameterisations, structural models, interpretations and model
building methods. The scenarios developed were designed to
14 D. Arnold et al. / Computers & Geosciences 50 (2013) 4–15
Fig. 9. Model convergence over 500 iterations for 2 different algorithm config-
urations for Cases 1 (red squares) and 2 (blue diamonds). Case 1 used flexi-PSO
which produces a better overall match but is more aggressive as illustrated in the
refined view in (b). Case 2 used a more exploratory PSO configuration and is
therefore less refining over the same 500 iterations. (For interpretation of the
references to colour in this figure legend, the reader is referred to the web version
of this article.)
cover key uncertainties in the reservoir model and require the
modeller to make decisions around which is the appropriate
model selection. There are many choices to make in this bench-
mark problem and many ways in which the reservoir properties
can be modelled spatially thus we expect future work on this field
to include a large number of modelling techniques to be applied
to a range of model scenarios.
Here we have attempted only 2 simple and non-geological
parameterisations of the reservoir. For Case 1 we attempted a layer
based parameterisation, providing a general description of the
porosity and permeability in 8 defined layers. The idea here is that
the model has a high NTG and sand properties are fairly constant
along the reservoir. The speed of water influx into the wells from
below is controlled by vertical permeability values for 4 layers.
For Case 2 we zoned the model into 9 sectors, 1 for each well that
were controlled by their own porosity, Kv and relative permeability
parameter. Here we saw little improvement in the overall quality of
the history match with a similar match results in the wells.
For all cases the reservoir complexity makes simple parame-
terisations of the reservoir less useful in matching to individual
wells, though the field matches were adequate. Individual well
rates in both the engineering cases did not provide good matches
to all wells, though some wells matched quite well. This is
something we observe in real fields where regional complexity
in the field is not captured by the model.
The work so far at matching this model is very early stage. At
this point we have only made a couple of attempts at matching
the model and not yet carried out any Bayesian inference of the
models this being part of a planned future attempt at this
problem. Our intention for this work is to revisit the study to
investigate the differences between the different scenario choices
in terms of predictions and uncertainty inferences. As there are a
large number of possibilities with this benchmark we have only
scratched the surface of the modelling that could be done. The
aim of this case study is to promote new techniques for inter-
polating between scenarios and to deal with regridding issues to
allow more geological variability to be included in the history
matching and uncertainty quantification process. We expect a
range of techniques could be applied (some referenced in this
paper) to account for this range of possibilities. We hope that this
will prompt a number of groups to attempt this problem to create
techniques that better cover the qualitative uncertainties in
geological models. Technique such as Bayesian Model Averaging
(BMA) would be suitable to deal with this problem and provides a
possible route to bringing together a number of match attempts
using different benchmark scenarios and different modelling/
parameterisation approaches.
The benchmark case study can be possibly used to guide
sensitivity studies for the identification of factors influencing
development decisions. A sensitivity study is a good way to
evaluate the robustness of the model response, however, the
plausibility of the models obtained from a sensitivity study must
be evaluated. Experimental design and response surface methods
conventionally used in sensitivity analysis need to be applied
across multiple scenarios. Furthermore, factors with more impact
in one scenario may have less impact in another especially if their
impact has a compensating nature. For instance, continuity of a
shale barrier between the horizontal sand layers would have a
major impact on vertical flow, in the absence or fragmental
presence of the shale barrier the spatial variation of the kv/kh
ratio can bring the major impact.
Furthermore, the accurate definition of priors for some of these
qualitative geological uncertainties will be a challenge and while
we can assume that all scenarios are equally likely, geological
knowledge may well lead us to believe that some models are
more likely than others. Assigning a qualitative/judgment based
prior probability to the model may require the input from several
geologists/engineers to reduce bias in the estimate.
Acknowledgements
We would like to thank JIP sponsors of the Uncertainty Project
for their support in funding the ongoing work in uncertainty in
Heriot-Watt, Schlumburger and Epistemy for providing the Petrel,
Eclipse and Raven software and the Heriot-Watt IPE MSc courses
and data sponsors of that course for providing some of the data
used in this field. We greatly appreciate the review comments
from Jef Caers and the other reviewer that helped to improve the
paper and tie in ideas.
Appendix A. Supporting information
Supplementary data associated with this article can be found
in the online version at http://dx.doi.org/10.1016/j.cageo.2012.09.
011.
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