DISCRIMINATION BETWEEN RESERVOIR MODELS

IN WELL TEST ANALYSIS

A DISSERTATION SUBMITTED TO THE DEPARTMENT OF PETROLEUM ENGINEERING AND THE COMMITTEE ON GRADUATE STUDIES OF STANFORD UNIVERSITY IN PARTIAL FULFILLMENT OF THE REQUIREMENTS FOR THE DEGREE OF DOCTOR OF PHILOSOPHY

BY
Toshiyuki Anraku
December, 1993

@ Copyright 1994
by

Toshiyuki Anraku

1 1

..

I certify that I have read this thesis and that in my opinion it is fully adequate, in scope and in quality, as a dissertation for the degree of Doctor of Philosophy.
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b3 -13.6.^-L C t
Dr. Roland N. Horne (Principal Adviser)
I

I certify that I have read this thesis and that in my opinion it is fully adequate, in scope and in quality, as a dissertation for the degree of Doctor of Philosophy.

\i

Dr. Khalid Aziz

I certify that I have read this thesis and that in my opin~

ion it is fully adequate, in scope and in quality, as a dissertation for the degree of Doctor of Philosophy.
i

Dr. Thomas

A'. Hewett

I

Approved for the University Committee on Graduate Studies:

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...

Abstract
Uncertainty involved in estimating reservoir parameters from a well test interpretation originates from the fact that different reservoir models may appear to match the pressure data equally well. A successful well test analysis requires the selection of the most appropriate model to represent the reservoir behavior. This step is no* performed by graphical analysis using the pressure derivative plot and confidenc? intervals. The selection by graphical analysis is influenced by human bias and, a$
a result, the result may vary according to the interpreter. Confidence intervals cax~

provide a quantitative evaluation of the adequacy of a single model but is less useful to discriminate between models. This study describes a new quantitative method, the sequential predictive problat bility method, to discriminate between candidate reservoir models. This method wa$ originally proposed in the field of applied statistics to construct an effective experii mental design and is modified in this study for effectiveuse in model discrimination in well test analysis. This method is based on Bayesian inference, in which all information about the reservoir model and, subsequently, the reservoir parameters deduced from well test data are expressed in terms of probability. The sequential predictive probability method provides a unified measure of model discrimination regardless of the number of the parameters in reservoir models and can compare any number of reservoir models simultaneously. Eight fundamental reservoir models, which are the infinite acting model, the sealing fault model, the no flow outer boundary model, the constant pressure outer boundary model, the double porosity model, the double porosity and sealing fault model, the double porosity and no flow outer boundary model, and the double porosity and

iv

constant pressure outer boundary model, were employed in this study and the utility
of the sequential predictive probability method for simulated and actual field well test

data was investigated. The sequential predictive probability method was found to successfully discrirninate between these models, even in cases where neither graphical analysis nor con& dence intervals would work.

V

Hontouni Doumo Arigatou Gozaimashita. (JAPEX). am proud that I am your son. Ramey. Deniz Sumnu. Santosh Verma. I am also indebted to my friends.Acknowledgements I wish to express my sincere appreciation to Professor Roland N. Robert Edwards. for her love and constant support for this work1 Financial support for this work was provided by Japan Petroleum Exploration Co. vi . They were more help to rrl. my principal advisor. Hewett. and Hikari Fujii. I This dissertation is dedicated to the memory of Professor Henry J. understanding and encouragement. Jr.. Horne. who participated in the examination committee. Jan Aasen. Appreciation irs extended also to Professor Paul Switzer of the Department of Statistics. Kaoru. I would like to thank my parents. Ming Qi. and Professor F. for his guidance. John Fayers. e l 1 I am grateful to my wife. I am indebted to Professors Khalid Aziz and Thomas A. Japan National Oil Corporation (JNOC) and the members of the SUPRI-D Research Consortium for Innovation in Well Test Analysis. for their love. Professor Home suggested the subject of research and spent many hours discussing the results and problems. who revieweid the manuscript of this dissertation and suggested many improvements. Deng Xianfa. Shoichi and Umeko Anraku. than they realize. Ltd.

. . . . . . . . . . . . . .3. . . . . . . .3 Nonlinear Regression . . . . . . . . . . .2. . . . . . . . . . . . .3. . .1 Mathematical Model . . . . . . . . . . . . 3. . . . . . . . .4 Bayesian Inference . . . . . .3 Prioblem Statement . .2 Likelihood Function . . . . . . . .2 GEaphical Analysis . . . . . . . . . . .2 Previous Work . . . . . . . . . . . . . . . . . . . . . 1. . . 3 Confidience Intervals 10 13 3. . . . . . . . . . . . . . 3. . . . . . . . . . . . . . 2. . . . . . . . . . . . . . .2 Parameter Estimation . . . . .1 3. . . . . . . . . . . . . . . . .1 Model Recognition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4 Dissertation Outline . . . . . . . . . . Statistical Inference . . . . . . . . . . . . . . . . . . . . . . . 3. . . . . . . . . . . . . . . . . . .2. . . . . . . . . . . . . . . 3. . . 1. . . . . . .2 3. . . . . . 3. . . . . . . 3. . . . . . . . . . . . .4. . . . . .2 Inwerse Problem . . . .2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Signal Analysis Problem .Contents 1 Introduction 1 1. . . . . . . . 39 40 4P vii . . . . . . . . . . . . . . . . . . . . Least Absolute Value Method . . . . . . . . 2 Well Ilkst Analysis 1 3 $ 9 '10 2. .1 Bayes Theorem . . . . . . . .3 Nonlinear Regression Algorithm . . . . . . 3. 1. . .3 Model Verification . . . . . 3. . . . . . . . .1 Introduction . . . . . .3. . . . . . T 1 24 24 27 29 30 31 35 36 3. . . . . . .4. . . . . . . . . . . . . . . .

.. .. . . . . 155 VI11 .. . . . . ... . Selection of Candidate Reservoir Models . 98 1 ! % I '3 9 100 100 104 I 100 102 103 104 105 105 llfl 142 Sequential Predictive Probability Method . . . . . . . . . . .. . .. . . . .. . . . . . . . . . .4 Bayesian Inference . ... . . . . . . . . . 3 Ftest . . . . 151 mber of Data Points . . . . . . . . . 2 Exact Confidence Intervals .. .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. .. . . . . .. . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . .. . . . . . . . . . a1 Practical Considerations . . . . . . . . . . .. . . . . . . . . .. .. . . .. .. . . . .. . .. . . . ... .. ... le . . .. . . . . . . . . . . . . . .. . . ... . ..3.. .. . . . . . . . . .. Selection of Starting Point . . . . . . . . . . . . . . . Characteristics of the Predictive Variance . a1 Predictive Probability Method entia1 Predictive Probability Method . . . . . .. . . . .. . . .. . ... . . Selection of Next Time Step ... .. . . 1 Confidence Intervals . . . . .. . . . Comparison of Joint Probability . . . . . . . . . . .. . . . .. . . . . ... . 41 43 46 44 71 72 75 76 87 '87 . . . . . . . . .. .. . . . . . . . . .... . Number of Data Points To Use . . . . . .. retical Features . ... .4. Intervals . . . . . . . . . . . Number of Data Points To Predict . .. . . Important Probability Distributions . . . . . . .. . . .4. . . . . ... ed Sequential Predictive Probability Method . 143 ime Step Sequences . . .. . . Probability at the Starting Point . . . . . . . . .. . . . . . . . .. . . . . . . . . . . . . . 143 arting Point .. . . . .. . . . . .. ... . . . . . . .. . . . . . . Parameter Estimates at Each Time Step . . . . . . . .... . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . of Parameter Values . .3 3.. . .. . Joint Probability .

. . . . . . . . . . . . . .1 5. . 159 5. .. .3. .. .4 Effect of the Magnitude of Errors .2 Reservoir Models .. . 199 205 6 Conclusions and Recommendations A Derivatives With Respect To Parameters A.7. . . .. . . . . . . . . 170 Complex Reservoir Models .2. . No Flow Outer Boundary Model .1 5. . .5. . . . . . . . .1. Constant Pressure Outer Boundary Model . ..3 A. .. .3. . . . . . . . .3 Commonly Encountered Situations . . . . .8 Double Porosity and Constant Pressure Outer Boundary Model 24:5 ix . 217~ . .2. . . .7 21 5 2 1. . 182 5. .4. .2 5. . . . . . . . . . A. . . . . . 227 230 . .2.l Dimensionless Variables .. . . . . . . .2 Advantages of the Sequential Predictive Probability Method Over Confidence Interval Analysis and Graphical Analysis . A. . . . . .4. . . . Double Porosity and Sealing Fault Model . . . . . .2. . . . . . . . . 2211 A. . . . .1 Infinite Acting Model . .2 Sealing Fault Model A. . . .2 5. . . . . . . . . . . . . .. . . . . . . . 224~ . . . .. . . . .. 241 A. . . . . . .. . . . . . . . . . . . .. .6 A. . . . . . . .2. . . . .. .. . 170 5. .3 Application to Simulated Well Test Data .$1 21. . ... . . . . . .4. . . . . . . . . . . . . . . . . . . . . . . . . . . . 1% Case 3: Buildup Pressure Data . . .. 163 5. . . . . . . . . . . Double Porosity and No Flow Outer Boundary Model . . .2.2. . . . . .2. . . 193 Case 1: Multirate Pressure Data . . .5 A. .4 A. Double Porosity Model . 193 Case 2: Drawdown Pressure Data . .. . . . . . .. . . 236 . . . . . . . . . . ... . . . . . . . . . . . . . .4 Application to Actual Field Well Test Data .. . .

. .3 95% confidence intervals on permeability in the case where the correct model was used .5 Normalized joint probabilities. . . . .4 95% confidence intervals on permeability in the case where the incorrect model was used . . . . . . . . . . . .2 Acceptable confidence intervals (from Horne (1990)) . . . . . . . . . . . . . . . . step 41 to 60 . . . . . . . Modified sequential predictive probability method . . . . . . . . . . . . . . . . . 1124 Normalized joint probabilities. . . . . X . . . . . Reservoir and fluid data . . . 126 4. . 126 141 I Number of iterations in evaluating the estimated values of the parameters141. . . . . . . . . . . .1 4. . . . 4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 Final parameter estimates evaluated using the 81 data points .List of Tables 3. . . . .6 4. . . . . . . . . .2 Pressure data calculated using a no flow outer boundary model with normal random errors (1) . . 4. . . . . step 61 to 81 . . . . . . . . . . . . . . . . . . . . . . 58 59 61 3. . . . . . . . . . . .1 3. . 3.7 161 I ~ I 1124 12 11 4. . . . . . . . . . .4 4. . . . . . . . . Pressure data calculated using a no flow outer boundary model with normal random errors (2) .

. . . . . . . . . (b) 61 data points. . . . 3. . .5 95% absolute confidence interval . . . . . 3. the normal distribution and the Dirac delta function (distribution) 45 3. . . . . . . . . 631 55 56 62 64 66 G' 68 xi . (b) 61 data points. . . . .11 Probability distributions of permeability in the case where the incorrect model is used: (a) 51 data points. . . (c) 71 data points. . . . . .1 Typical forms of the normal distribution and the double exponential (Laplace) distribution . . . . . . . 52 3. . . . . . . . 3. .List of Figures 3. . . .6 Simulated drawdown data and matches of the correct model to the data: (a) 51 data points (upper) and (b) 61 data points (lower) . . . . . . . . . . . . .2 Schematic illustration of the relationship between the uniform distribution. and (d) 81 data points . . . . . . ( c ) 71 data points. . . . . 3. 3. . . . . . . . . . . . . . 3. . 3. . . . . . . . . . . . . . . . . . . . .4 Relationship between the normal distribution and the student t distribution . . .8 Probability distributions of permeability in the case where the correct model is used: (a) 51 data points. . . .9 Simulated drawdown data and matches of the incorrect model to the data: (a) 51 data points (upper) and (b) 61 data points (lower) . . . . .7 Simulated drawdown data and matches of the correct model to the data: (c) 71 data points (upper) and (d) 81 data points (lower) . . . 3. . . .10 Simulated drawdown data and matches of the incorrect model to the data: (c) 71 data points (upper) and (d) 81 data points (lower) . . . . . .3 Probability distribution of 61 and 62 :37 (upper) and its corresponding I marginal probability distribution of O1 and that of $2 (lower) . . . . . . and (d) 81 data points . . . . . .

4. . . . . the double porosity and no flow outer boundary model. . . . .. .. ... . . . . . . . .. ... 118 4. . ... . .. . .4 4... .12 Final matches of Model 1 and Model 2 to the data. . .. . .6 4.. . .4. . . . . . .l g (lower) . . . .9 95 . .+l): Prob (yn+l \&+I) is obtained by integrating out yl from Prob (Y:+~ + . . . .. . . the no flow outer boundary model. 119 xii ... . . . . . . . . .. 97 101 117 4.. . . .. . .. . . . . . . .10 Simulated drawdown data using a no flow outer boundary model with normal random errors . .. . . . . 83 4. .3 Schematic illustration of the predictive probability distributions for two models: the probability of gn+l under Model 1 is higher than that under Model 2 . . . . . . . .. . . .. E for the sealing fault model (upper) and the corresponding values of 8l-e g T H . . . . . . . .. ..0psi2 .8 4. . . the sealing fault model. . . ...5 Schematic illustration of three possible cases of predictive probability distributions for two models ... . . . . . the double porosity and sealing fault model.l g (lower) . .7 Typical pressure responses for the infinite acting model and the double 81 porosity model (upper) and the corresponding values of gTH-'g (lower) 93 Typical pressure responses for the infinite acting model. .. . . . . . ... . . . 4. . . . .. .. . . . .... . .. 84 4. . 82 lcn+l). . . .. .. . . . . . . . . . . . . . .. . lcn+l) 4.. . . .. . . . Sequential procedure: the whole data from the first point to the current investigating point are used to predict the pressure response at the next time step. . . . ..1 Relationship between Prob (+ Y~ : Prob (yn+l IY. and Prob (yn+lly:+l) .. . . . . . 4. . . . . . . . . . . 85 Typical pressure responses for the infinite acting model. . . .. . . . . . . . . .. . and the double porosity and constant pressure outer boundary model (upper) and the corresponding values of g T H . . . and the constant pressure outer boundary model (upper) and the corresponding values of gTH-lg (lower) . + ~) and Prob (gn+l I&. . . . .11 Normal distribution with zero mean and a variance of l. . . .2 Schematic illustration of the predictive probability method: the probability of ynS1 under the model is calculated by substituting ynfl into the predictive probability distribution of yn+l . the double porosity model.

. . .. . . . . . . . . . . . . . . . . . . .. . . . . . . .19 Permeability estimate . . . 150 the effect of the starting point on the normalized joint probability (lower)1$53 5. . 149 5. . 4. . . 4. . ." = (1 + gTH-'g) . 127 . . . .23 Wellbore storage constant estimate . . . .. . . . ... . . . .20 Relative confidence interval of permeability .. . . 4.. . . . .. .22 Absolute confidence interval of skin . .1 Chronological (forward) selection: matches to the 61 data points (upper) and the corresponding normalized joint probability (lower) .. . .21 Skin estimate .3 Backward selection: matches to the 61 data points (upper) and the corresponding normalized joint probability (lower) .. . . . . . . . . . . . . . 130 131 131 4. .. . .. .. .7 Effect of the starting point: matches to the 61 data points (upper) and XI11 . . ... . . . . 147 5.a2) . . . .17 Pressure difference between the observed pressure response and the expected pressure response based on the model. . . 4. . .. . . . . . .24 Relative confidence interval of wellbore storage constant . . . . .. . . . . .. . . ... . . . 133 4. . . . . . . . . . . .25 Distance to the boundary estimate . . . 127 . . 4. . 4.. .13 Normalized joint probability associated with the model . . . 4. . . .. . . . .. .. . . . . . ..6 Alternating points selection: matches to the 81 data points (upper) and the corresponding normalized joint probability (lower) . . 148 5. . . . .. ..15 g*H-lg . . . . .18 Probability associated with the model . . . . 146 5. . . . . . . . . . . . . . . 149 5. . . . 4. . . . .. 133 4. . 4. per) and the corresponding normalized joint probability (lower) . . . .16 Overall predictive variance ( 0 2+ . . . . . . . . . . . . . 130 .2 Chronological (forward) selection: matches to the 81 data points (up. . . . . . . . . . . . . . . . . 134 . . . . .. .. . .. . ..26 Relative confidence interval of distance to the boundary . .. . . . 134 .4 Backward selection: matches to the 81 data points (upper) and the corresponding normalized joint probability (lower) . . . . . . . . .4. . . . 4.14 Estimated variance (g2) .5 Alternating points selection: matches to the 61 data points (upper) and the corresponding normalized joint probability (lower) . . lS$ 11 39 134 13q 5. .

.0 psi2: matches to the data (upper) and the corresponding . . 156 5. . . . . . . . . . and Model 3 (upper) and relative confidence interval of permeability for each model (lower) . . . . . . . . . . . . . 154 normalized joint probability (lower) . . . . . . Model 2. . . . . . . . .18 Permeability estimate for Model 1. . . . . . . . . . . and Model 3 (upper) and pressure difference between the observed pressure response and the expected pressure response based on each model (lower) . . . . . . 5.20 Final matches of Model 1. . . . . . .16 Final matches of Model 1. . .17 Overall predictive variance in Model 1. . 158 5. 5. . . . . . . 1616 1sl 1164 I 5. . . and Model 3 to the data (upper) and normalized joint probability associated with each model (lower) . . .9 Pressure data of 21 data points: matches to the data (upper) and the corresponding normalized joint probability (lower) . . . .10 Pressure data of 41 data points: matches to the data (upper) and the corresponding normalized joint probability (lower) . . . . . . . . . . . . . . .12 Pressure data with random normal errors with zero mean and a variance of 1. . . 1 q I 5. . . . . . . Model 2. . .14 Pressure data with random normal errors with zero mean and a vari~ ance of 9. . . . . . . . Model 2. . . . . . . . and Model 3 to the data (upper) and normalized joint probability associated with each model (lower) . . . 169 5. 5.0 psi2: matches to the data (upper) and the corresponding normalized joint probability (lower) . . . . . . . . . Model 2. . . . . . . . . . . .15 Simulated drawdown data using a double porosity model with normal random errors .5. 160 5. . . .11 Pressure data of 81 data points: matches to the data (upper) and the corresponding normalized joint probability (lower) . . . . .13 Pressure data with random normal errors with zero mean and a variance of 4. . . . . .19 Simulated drawdown data using a sealing fault model (Model 2) with normal random errors . . . 5. . . . . . . . . . . . . .0 psi2: matches to the data (upper) and the corresponding normalized joint probability (lower) . .8 Effect of the starting point: matches to the 81 data points (upper) and the effect of the starting point on the final normalized joint probability (lower) . 1'73 xiv 1'72 . . . . . . . . . . . . . 157 5. . . . . . . . . . 167 5. .

. .30 Final matches of Model 1.. . . . .. . .... . . . . . .. .24 Final matches of Model 1. . Model 5. .. . . .. . 1!?7 xv . .27 Simulated drawdown data using a double porosity and sealing fault model (Model 5) with normal random errors . . . . 1!?4 5. . . . . .21 Simulated drawdown data using a no flow outer boundary model (Model 3) with normal random errors . . . . . .. . Model 5. . . Model 2. 174 5. .23 Simulated drawdown data using a constant pressure outer boundary model (Model 2) with normal random errors . . 179 5. .. . . and Model 6 to the data (upper) and normalized joint probability associated with each model (lower) . . and Model 6 to the data (upper) and normalized joint probability associated with each model (lower) . . . . . . . .22 Final matches of Model 1. . . . . . . . . . .. 1!?1 5. .. . . . . . .34 Final matches of Model 1 and Model 2 to the data (upper) and normalized joint probability associated with each model (lower) . 5. . . 175 5. .28 Final matches of Model 1. . . 181 5. Model 2.25 Simulated drawdown data using a double porosity model (Model 3) with normal random errors .5. . .31 Simulated drawdown data using a double porosity and constant pressure outer boundary model (Model 4) with normal random errors . .. . . 1!?5 5. . 1ssy 5.. and Model 3 to the data (upper) and normalized joint probability associated with each model (lower) . . . . . . Model 2. (198313) . .33 Field multirate pressure data from Bourdet e t al. . . . . Model 3. . .29 Simulated drawdown data using a double porosity and no flow outer boundary model (Model 6) with normal random errors . Model 2. . . and Model 4 to the data (upper) and normalized joint probability associated with each model (lower) . Model 4. . ... . . . . . .32 Final matches of Model 1. . . . . . .26 Final matches of Model 1. .. . . Model 4. . . . . . . . . .. I 185 5. . and Model 3 to the data (upper) and normalized joint probability associated with each model (lower). Model 3.. Model 3. . . . . Model 2. 178 5. . . . . . . 1!?0 5.. . . . . . . .. . . . . . . . Model 2. . . 188 I 5. . .35 Field drawdown pressure data from Da Prat (1990) . . and Model 3 to the data (upper) and normalized joint probability associated with each model (lower) . . . 1r3O 5. . .

Model 2. 200 5. . .37 Field buildup pressure data from Vieira and Rosa (1993) . . . . . . . Model 3. . . . . . . 201 XVI . . . 198 5. . . .38 Final matches of Model 1 and Model 2 to the data (upper) and normalized joint probability associated with each model (lower) . and Model 4 to the data (upper) and normalized joint probability associated with each model (lower) .5.36 Final matches of Model 1. . . . . . . . . . . . . . . . . . . . . . . . . .

seismic data. However. Information about reservoir properties can be obtained from different sources sudp as geological data. permeabilities estimated from core measurements represent local value$ where the cores are obtained. It is essential to incorporate all sources of information for a successful description of a reservoir. Deutsch (1992) developed a new methodology to integrate geololg ical data with well test data using a simulated annealing technique. while the permeability deduced from well test data is an average value over a specific volume near the wellbore. since these sources of information have different resolutions. Well test data include valuable information on the dynamic behavior of reservoirs.1 Introduction One of the primary objectives of petroleum engineers is concerned with the optimism tion of ultimate recovery from oil and gas reservoirs. bution of elementary grid block permeability values near the wellbore. and wdlb test data. it is important to attain accurate reservoir descriptions. The permeability estimated from well test data is used as a constraint for the possible spatial distri. In order to develop and produce oil and gas reservoirs and forecast their future reservoir performance. One aspect 1 . core measurement data. well logging data. In recent years.Chapter 1 Introduction 1. it is a relatively difficult task to integrate all sources of infor- mation quantitatively. For example.

Hence. However. they cannot be applied directly to discriminate between different models. confidence intervals suggested by Dogru. Therefore. Although confidence intervals have been found to be useful in providing a quantitative evaluation of whether a specific model is acceptable or not. Up to now. confidence intervals have been derived in the framework of sampling theory infereric and the uncertainty involved in the estimated parameters evaluated using confideriep I e intervals cannot be integrated quantitatively with other sources of information. Howeveii. Successful well test analysis requires the selection of the most appropriate model tb represent the reservoir behavior. Confidence intervals are also used to determine quantitatively whether the model is acceptable or not. Dixon and Edgar (1977) and Rosa and Horne (1983) have been useful tools to provide a quantitative evaluation qf the uncertainty involved in the estimated parameters in well test analysis. probability distributions can be used to represent uncertainty quantitatively. In general. there is no standasd procedure available for model discrimination in well test analysis. uncertainty involved in the estimated 136- rameters needs to be expressed quantitatively to be combined with other sources of information. it is nlecessary to reduce uncertainty by performing a successful well test interpretation. it should be mentioned that determining the model appropriateness is inherently different from selecting the most appropriate model. the unknown reservoir parameters estimated from well test data inherently contain uncertainty. it is possible to relax this limitation if uncertainty can be expressed in a quantitative manner. Theoretically. Before evaluating the uncertainty involved in the estimated parameters. it is necessary to find a method to express the uncertainty involved in the estimated parameters in well test analysis in terms of probability in order to incorporate with other sources o f information for a successful description of the reservoir. In practice. INTRODUCTION 2 of this technique is that the average permeability estimated by well test analysis i s assumed to be a true value without any uncertainty. sin& the uncertainty is not expressed in terms of probability. Up to now. Therefore. the main objective of this work is to find a method to express uncertainty in well test analysis in terms of probability and to develop a new quantitative .CHAPTER 1.

Is the model used to express the current data or to predict the future response? In cases where the model is used to explain the current data as well as possible. However. INTRODUCTION 3 method to discriminate between possible reservoir models. 2. since the representation of the current data can generally be improved by adding more parameters. . The main reason is that the following two conflicting qualitative criteria are involved: ~ 1. The parameters estimated from well test data are used to predict the future reservoir performance. 12 . On the other hand. there is np unique statistical procedure available for selecting the most appropriate model. in cases where the model is used to predict the future response as accurately as possible. view: 1. Previous Work The problem of selecting the most appropriate model has been studied extensively in many fields in engineering. a suitable compromise between these two extremes is necessary for selectin$ the best model. applied science. and in well test analysis the model should be selected by taking account of the future prediction as well as the current data. The compromise should be decided quantitatively depending on the purpose of the study and the nature of the models compared. The model should include as many parameters as possible to express the current data sufficiently. and economics. The nature of the models and the related considerations are categorized from the following points of . since in general the variances of the predictions increas with the number of parameters. all of the parameters which may have any contributions to the matches of the model to the data should be included in the model. e ~ Hence. any of the parameters which may degenerate the accuracy of the future response moderately should be excluded from the model. The model should include as few parameters as possible to predict the futurk responses accurately.CHAPTER 1.

which means that the two parameters are not independent. In well test analysis. Many techniques have been proposed for the optimal design problem. an adequate linear approximat ion should be employed to apply the wealth of results from the linear model framework to the nonlinear model. it is necessary to construct an effective experimental design. This problem is known as the optimal design problem. . INTRODUCTION 4 2. Is the total number of data fixed or not? In cases where the total number of data is not fixed and it is possible to select data points to facilitate model selection. I I I 5 . Box (1968) showed that if a sequence of n experiments is designed to estimate m parameters. since the additional contribution of the other parameter to the model is negligible. 3. In well test analysis. Are the parameters independent of one another or not? In cases where two parameters are completely correlated with each other. skin. then an optimal design is usually obtained when the m best experiments are each replicated n / m timles. However. Is one model a subset of another or not? In cases where one model is a specidl case of another. it is possible to compare two models directly using an F test. ~ 4. these two models cannot be compared by the F test. in general the total number of well test data is fixed and it is not feasible to replicate well testing due to the expense. the reservoir models are generally nonlinear. In cases where two models are not nested. it is sufficient to include just one of the parameters in the model.CHAPTER 1. distance to the boundary and so on are correlated. In cases where the model is nonlinear. Is the model linear or nonlinear with respect to the parameters? Statistical inference techniques have been investigated extensively in a linear model framework. In well test analysis. there is no physical reason to believe that the reservoir parameters such as permeability. The F test provides a conclusion as to whether additional parameters are neqI essary in the model or not. some reservaik models are nested and the others not.

The idea of a sequential approach was proposed. Therefore. ~ The importance and the difficulty in selecting the most appropriate model in we$ test analysis have been recognized widely. the form of the error distribution is generally unknown in well test analysis. 7. since Bayesian inference produces only a . p proximate results in the case of nonlinear models. Which statistical inference technique is used. in order to obtain exact confidence regions of the parameter estimates of the nonlinear model samplir$ I theory inference should be employed. However. Bayesian inference can incorporate other sources of information wit9 the information obtained from well test analysis. Sampling theory inference can handle nonlinear models without any linear approximations. it is much easier to select the mosk appropriate model. Padmanabhan and Woo (1976) and Padmanabhan (1979) demonstrated the use of the covariance matrix as a means of evaluating the quality of the matches of the model to the well test data. due to theoretical reasons. while Bayesian inference requires the nonlinear modql to be approximated with a linear form. Hence. INTRODUCTION 5 6. In cams where the form of error distribution is known. This idea is expressed as follows: starting from some prior information. However. the measurements are taken one at a time in chronological order and used to improve the estimates in accordance with a learning algorithm.. while sampling theory inference cannot. sampling theory inference or Bayesian inference? Both inferences have their own advantages and disadvantages. This information greatly reduces the uncertainty involved in the parameter estimates. which represeritb the initial estimates of the reservoir parameters. As long as the model is correct. The updated estimate then serves as the prior informatilon when the next measurement is to be processed. Bayesian inference can express uncertainty involved in the estimated parameters in terms of probability. This section reviews the history of the model verification problem in the context of well test analysis. the sequence of updated estimates will eventually converge to the true values of the . Is the form of the error distribution known or not? The error is the difference between the actual pressure response and the true pressure response.C H A P T E R 1.

Dixon and Edgar (1977) studied how uncertainty involved in the parameter estimates affects the future predictions. it is possible to perform nonlinear regression. since the objective of the study wa$ not to find the most appropriate model but to do the sensitivity analysis. Rosa and Horiale (1983) also showed that confidence intervals can be calculated using the same nonlinear regression technique and proposed the use of confidence intervals to determiiae how well the reservoir parameters are estimated.CHAPTER 1. one may conclude that these parameters need not be added to the model. Rosa and Horne (1983) showed that by numerical inversion from Laplace space of not only the pressure change but also its partial derivatives with respect to the reservoir parameters. Dogru. This procedure is quite attractive and provides some ideas about model adequacy. The total number of data is originally fixed but the number of data may be regarded as flexible by the chronological selection. Dogru. which means that during the updating procedure the variances corresponding to the parameters do not change. which die+ termines which parameters are sensitive or not to the measurement errors involved in well test data. If some parameters are insensitive. . which represents a measure af the uncertainty involved in the parameter estimates. Confidence intervals for the estimated parameters and calcd lated pressures were presented using nonlinear regression theory. This procedure also provides a useful idea about the treatment of thk data. Dixon and Edgar (1977) demonstrated the idea of confidence intervals (OQ parameter estimates. provides information on how accurate the current estimates are. This idea will be used effectively in a new method for model discrimination developed in this work. Therefore. the results are subjective and may be different amon4 interpreters. INTRODUCTION 6 parameters. Observing how the covariance matrix.a. Dogru. The model employe4 in the study was assumed to be true in advance. Dixon and Edgar (1977) also presented confidence interval$ on future prediction of pressures based on a fixed number of history matching dat. The idea of confidence intervals on future prediction pressures will be also used in a method for model discrimination developed in this work. changes during this sequent igl procedure. but no quantitative criteria are available to decide whether some parameters are insensitive or not.

an F test cannot discriminate quantitatively between two models which are not nested. in which confidence intervals and correlation coef: ficients were included as statistical methods to provide information on the reliability of the results obtained by nonlinear regression techniques. fidence intervals. INTRODUCTION 7 Barua (1984) proposed a scaling technique which makes parameters with different magnitudes comparable. since these two models are not nested.CHAPTER 1. since the homogeneous model may be recognized as a subset of the double porosity model. The usefulness of an F test was demonstrated using simulated and actual field well test data. Ramey (1992) demonstrated the importance of confidence intervals as a quantitat tive measure of quality of the results. For instance. Ramey (1992) compared the results obtained from a Horner method with those from a nonlinear regression technique using con. In order to make it convenient to use confidence intervals as criteria to decid k I whether a model is acceptable or not. but an F test cannot be used to compare these two models. based on actual experience with interpretation of real and synthetic w41 test data. A limitation of the F test is that this method can compare only two models at q time. as was proposed by Watson e t al. These criteria of acceptability were defined heuristically. As long as two possible reservoir models are nested. (1988). Furthermore. which means one model can be expressed as a subset of the other model. a no flow outer boundary model and a doublle porosity model sometimes show more or less similar pressure responses. The scaled confidence intervals are called relative confidence intervals. In practice. . it is possible to compare two models directly using an F test. Horne (1992) made a review of the practical applications of computer-aided well test interpretation with specific attention to confidence intervals. and showed how the confidence intervals could be used to reveal inadequacies in the Horner method. Abbaszadeh and Kamal (1988) reviewed a general technique for automated type curve matching of well test data. confidence intervals are scaled by dividing bji the estimated values of the parameters. A homogeneous reservoir model and a double porosity reservoir model were used. Horne (1990) defined acceptable confidencq intervals for common reservoir parameters.

3. In other words.re nested or not. In addition. evaluating the quality of match as well as discriminating between possible models is sometimles left to engineering judgement using graphical visualization. i 1. 2.3 Problem Statement Selection of the most appropriate model is a crucial step for a successful well test interpretation. it should be pointed out that all of the methods discussed above have been investigated in the framework of sampling theory inference. The method should compare any number of models simultaneously. This can be dangerously misleading and the result is subjective. To develop a new quantitative method to discriminate between possible reservoi. To express the quality of parameter estimates quantitatively in the framework of Bayesian inference (as opposed to sampling theory inference used by previouq works). The main objective is the development of a new quantitative method to discrinlinate directly between reservoir models. mod$ The objectives of this study are: I i verification techniques have not kept up with the progress of constructing new model$. INTRODUCTION 8 Before closing this section. models.CHAPTER 1. To investigate the utility of this method for simulated and actual field well test data. these models cannot always be used effectively in actual we1 test analysis due to the limitations of engineering judgement. . Hence. 1. whether they a. while new reservoir models a. The method is expected to provide a unified measure of model discrimination in cases where several models are possible.r still being proposed. have some limitations. Existing quantitative methods to discriminate between candidate model$ such as confidence intervals or the F test.

for model discrimination in well test analysis. Well test analysis can be understood from two different aspects: a signal analysis problem and an inverse problem. Chapter 6 concludes the principal contributions of this study and makes recommendations for future work. Chapter 3 discusses practical problems involved in well test analysis. and the problems inherently involved in the application of confidence in+ tervals for model discrimination are discussed.C H A P T E R 1. Various factors affecting the method are discussed. and uncertainty involved in the parameter estimates can be ex4 pressed quantitatively. which is called the sequential predictive probability method. Chapter 4 describes a new quantitative method for model discrimination. . Bayesian inference is introduced. Application to simulated well test data and to actual field well test data is examined. This method is based on Bayesian inference.4 Dissertation Outline Chapter 2 discusses the basic concepts of well test analysis. The idea was originally pro+ posed by Box and Hill (1967) in the field of applied statistics to construct an effective experimental design and is implemented for use in model discrimination in well tag analysis. The basic procedures of nonlinear regression are presented. Confidence intervals are derived in the framework of Bayesi(& inference. In Bayesian inference all information about the reservoir parameters is expressed in terms of probability. The limitations of graphical analysis are discussed. Chapter 5 demonstrates the utility of the sequential predictive probability method. The method is a direct extent sion of the use of confidence intervals. yet overcomes the weak points of confiden intervals. Several approaches using artificial intelligence are described. The advantages of the method over confidence interval analysis and graphical analysis are demonstrated. Reservoir models employed in this study are illustrated. The F test is also examined. INTRODUCTION 9 1.

This test is called a 10 . created either by opening it to production or closing it to shut-in. This is a typical signal analysis problem (Gringarten. I The input signal is usually a step function change in the flow rate of a well. 1986). nature of the pressure response is discussed. and the output signal is the corresponding change in pressure at the well. The simplest and most frequently discussed form of the input signal is a constant rate production. The importance and difficulty of model discriminatioq are discussed. The diffusive I Section 2.Chapter 2 Well Test Analysis This chapter discusses the basic concepts of well test analysis. The concepts described in this chapter provide the background for the methodology described in later chapters.1 Signal Analysis Problem Well testing is performed to obtain information about unknown reservoir propertied to predict the future reservoir performance. I Section 2. Uncertainty is in4 herent in all inverse problems.1 discusses well test analysis as a signal analysis problem. An input signal (an impulse) perturbi? the reservoir and an output signal (a response) is monitored during a well test. which is a one-step function in the flow rate.2 discusses well test analysis as an inverse problem. I I 2.

wellbore storage effects need to be included in the specification of the actual input signal. Once the input signal is applied to the reservoir.CHAPTER 2. For example. the use of the pressure response for detecting heterogeneities has an inherent limitation. W E L L TEST ANALYSIS 11 drawdown test. almost no input signal is being imposed on the reservoir. since the constant flow rate condition (the flow rate is zero) is easily achieved. While wellbore storage effects dominate. a buildup test where the well is shut-in after a constant rate production is more frequently used. 1990). 2. Signal analysis suggests the use of different shapes of input signals. Therefore. Due to their diffusive nature pressure changes propagate throughout the reser! voir at an infinite velocity. by openin6 or closing the master valve of the well. One example of a multirate flow test is a pulse test. only abrupt changes in physical properties such as mobility and storativity within the reservoir are likely to be detected. One of the practical difficulties in a drawdown test is to m a i n t a i ~ the flow at a fixed rate during the entire test period. . Rosa (1991) proposed the use of cyclic flow variations to characterize the permeability distribution in areally heterogeneous reservoirs. there is little sand face flow occurring and. the pressure response involves all the information about the reservoir such as the . as a result. which could contain different information about the reservoir. In a pulse test. During a well test. even though wellbore storage effects are not reservoir properties. the input signals are sequences of production shut-in periods. multirate flow tests where the input signals are multistep functions are employed. In some cases. Therefore. The input sign4 in a buildup test is a two-step function. The diffusive nature of the pressure response is governed largely by average conditions rather than small local heterogeneities (Horne. Therefore. Pressure propagation throughout a reservoir is an inherently diffusive process and the diffusive nature of the pressure response has several consequences: 1. since different input signals generate different output signals. Signal analysis concepts also highlight the significance of wellbore storage effects1 aid A major change in the flow rate of a well is generally created at the surface.

it is theoretically possible to obtain all the information about the reservoir from the very beginning of a well test. the later the information involved in that point is significant to the pressure response at the well.CHAPTER 2. and the concepts of radius of investigation and stabilization time are frequently used. since the pressure response tends to yield integrated propertie4 of the reservoir without sufficient resolution for detecting small heterogeneities. since theoretically the pressure response at the well involves all the information about the reservoit from the very beginning of a well test. the differences come from the magnitudes of the tolerances used. 3. the boundary effect. skin. The scale of the resolution achievable in well test analysis is generally involved iQ the gigascopic scale. The principle reason for the differences between these criteria results from the manner in which the time when the boundary effect becomes significant is defined. These are the microscopic scale (the scale of a few pores within the porous medium). the macroscopic scale (the scale of core plugs and laboratory measurements of flo@ properties). several scaling-up techniques are employed. the megascopic scale (the gridblock scale in full-field models). The farther a point in the reservoir from a well. . Hewett and Behrens (1990) showed four classes of the range of scales in a reservoir. In practice the boundary effect becomes significant to the pressure response only after a certain time. the heterogeneity effect and so on. Several criteria have been proposed for defining both radius of investigation and stabilization time. Reservoir simulation models are based on mass conservative equations derived for the macroscopic scale. WELL TEST ANALYSIS 12 average permeability. which is the scale of the representative elementary volume where the details of the macroscopic structure of the porous medium are replacled by a fictitious continuum of properties. Here it is important to understand the scale of the resolution of well test analysis. and the gigascopic scale (the reservoir scale). Therefore. In other words. In cases where the grid block size is the megascopic scale.

2 Inverse Problem The objective of well test analysis is to identify the reservoir system and estimate the reservoir properties from the pressure response. modeling error could still exist. One of the cases encountered commonly is the detection of boundaries. What makes it more difficult to perform well test analysis is that several different models may show adequate matches to the observed data. even if a correct model is used. Mea: surement errors can be greatly reduced by the use of accurate pressure measurement devices. the discrepancy between the observed pressure data and the calculated pressure response is inherent in well test analysis. W E L L TEST ANALYSIS 13 2. Therefore..CHAPTER 2. This is an inverse problem that in general cannot be solved uniquely. These errors introduce uncertainty into well test analysis. This makes it possible to study a finite number of mathematical models. In other words. there is a lirnitation within any effort to reduce the differences. the resolution attainable in well test analysis has limitations due to the diffusive nature of the pressure response. as mentioned above. This means that either an infinite acting model or a boundary model can provide more or less equivalent matches of the . sinae a simple mathematical model is employed to represent a complex reservoir behavior. However. In practice the boundary effect becomes significant only after a certain time. the final solution of the inverse problem is to find the most appropriate model which generates the pressure response as close to the actual pressure response as possible. However. 1988). This is achieved by building a mathematical model of the reservoir which generates the same output response as that of the actual reservoir system. Hence. each reservoir behaves differently so it is necessary to have the same number of mathematical models as there are reservoirs. This theoretical explanation has been confirmed by many yeas$ of successes of well test analysis in real field experiences. I The observed pressure data (the actual pressure response) cannot be identical to the pressure response calculated using a mathematical model for two reason$l I measurement errors and the simplified nature of model (Watson et al. Strictly speaking.

In the next chapter. confidence intervals sometimes provide inappropriate results due to limitations involved inherently in obtaining them. . Dixon and Edgar in 1977 and Rosa and Horne in 1983 have been useful tools for a quantitative evaluatilon of models. WELL TEST ANALYSIS 14 2. Use nonlinear regression to estimate the parameter values.CHAPTER 2. This work investigates a new quantitative method t o discriminate between reservoir models. However. Verify the results using confidence intervals as criteria to decide whether the model is acceptable or not. confidence intervals and their related topics are described fully. yet reinforces the weak points. 3. Up to now. This method successfully selects the most appropriate model and provides more consistent results than confidence intervals. confidence intervals suggested by Dogru. since the new method is a direct extension of confidence intervals.

The statistical aspects of nonlinear regression enable us to calculate confidence intervals. and a double porosity model are described. Confidence intervals are derived in the framework of Bayesian inference. The problems inherently involved in the application of confidence 15 . Section 3. Bayesian inference is required to develop the sequential predictive probability method.f confidence intervals in computer-aided well test analysis.Chapter 3 Confidence Intervals This chapter discusses practical problems involved in the us. The characteristics of several heterogeneous models such as a composite model. The applications of confidence intervals for model verification are demonstrated through simulated data. Artificial intelligence approaches to model identification are also discussed. Section 3.1 derives mathematical models employed in this study. Section 3. The concepts of the least squares method. The terms of “homogeneous” and “heterogeneous” in the context of well test analysis are discussed. a multilayered model. Nonlinear regression techniques significantly improve the quality of parameter esti+ mation.4 discusses some basic principles of Bayesian inference.3 discusses the nonlinear regression technique employed in this work. weighted least squares method and least absolute value method are unified. Section 3.2 discusses graphical analysis using the pressure derivative plot. Implications of the averaging process are considered.5 discusses the use of confidence intervals for model verification. Section 3.

pressure gradients are small everywhere. the fluid is slightly compressible with constant viscosity. 0 0 0 the porous medium is homogeneous and isotropic with uniform formation thickness. 0 0 0 0 With these assumptions. no chemical reactions occur between fluid and rock.1 Mat hernatical Model In developing the fundament a1 diffusivity equation.CHAPTER 3. 0 the well is completed across the entire formation thickness. and. Q is the total system compressibility. 3. 4 is the porosity. t is time. the following simplifying assumlbtions are made: 0 Darcy’s law applies. the total system compressibility is small and constant. r is the radial distance from the wellbore. The difference between approximate (linearized) confidence intervals and exact confidence intervals is shown. flow is radial through the porous medium with negligible gravitational forces. and k is the absolute . The F test approach is also examined. the fluid flow in the reservoir is governed by the diffusivity equation: where p is pressure. flow is single phase and isothermal. p is the viscosity. CONFIDENCE INTERVALS 16 intervals for model discrimination are discussed. permeability.

and the late time pressure response is influenced by the outer boundary conditions. Warren and Price (1961) studied the performaiice characteristics of heterogeneous reservoirs at the megascopic scale and investigated the effect of permeability variation on both the steady state and the transient flow of a single phase fluid. and the outer boundaries of the reservoir (the outer boundary conditions). CONFIDENCE INTERVALS 17 Mathematical models can be constructed by solving the diffusivity equation for different boundary conditions. Based on simulated experiments. the early time pressure response is dominated by the inner boundary conditions. Mathematical models are then defined by three different components which describe the basic behavior of the reservoir. In general. The basic assumption in building a mathematical model is that the reservoir properties are uniform throughout the various regions of the reservoir. The term “homogeneous“ means that only one medium is involved in the flow process. The effective absolute perme. An important issue that must be addressed is the volume and type of averaging. the terms “homogeneous” and “heterogeneous” are related to reserc voir behavior.C H A P T E R 3. One of the most important reservoir parameters determined from well test analysis is the effective absolute permeability of the reservoir. the term “heterogeneous” indicates changes in mobility and storativity. The permeability determined from a pressure buildup curve for a heterogeneous reservoir gives a reasonable value for the effective permeability of the drainage . ability is a function of the location and is therefore heterogeneous at the macroscopic scale. Considerable efforts have been devoted to understanding the influence of het+ erogeneity on the effective absolute permeability estimated from well test analysis and to deriving methods for averaging permeabilities in heterogeneous distributions. not to reservoir geology (Gringarten. the following important conclusions were obtained: 1. In the context of well test analysis. The most probable behavior of a heterogeneous system approaches that of a homogeneous system with a permeability equal to the geometric mean of the individual permeabilities. 2. 1984). the intermediate time pressure response is characterized by the basic behavior of the reservoir. On the other hand. the well and the surroundings (the inner boundary conditions).

These models have been studied extensively by many authors. the multilayered model. CONFIDENCE INTERVALS 18 area. in-situ combustion. the basic features of these models are shown and some of the important works relating to well test analysis are described. The lower bound equals the harmonic mean: which corresponds to the effective absolute permeability of a layered formation to flow perpendicular to t. and so on artificially create conditions wherein the reservoir can be viewed as consisting of two regions with different rock and/or fluid properties. A qualitative measure of the degree of heterogeneity and its spatial configuration are obtained from a comparative study of core analysis and pressure buildup data. In this work.he layering direction. Although these several averaging techniques have been proposed. The assumption is that the elementary block permeability values average linearly after a nonlinear power transformation. 3. gas injection. and the double porosity model. Alabert (1989) proposed a power average of the block permeabilities within (L specific averaging volume to model the full nonlinear averaging of block permeabilities as measured by a well test. Well known heterogeneous reservoir models include the composite model.! miscible flooding. A composite reservoir system may be created artificially. like water flooding. Dagan (1979) presented upper and lower bounds on the effective absolute permeability. CO. steam drive. The upper bound equals the arithmetic mean. Each region has its own reservoir properties which are uniform within the region. Enhanced oil recovery projects. .CHAPTER 3. which corresponds to the effective permeability to flow parallel to the layering direction. A reservoir model which shows pressure response characteristics due t o abrupt changes in mobility and storativity is regarded as a heterogeneous model. A composite reservoir model is made up of two or more radial regions centered at the wellbore. the principal point is that in the context of well test analysis a reservoir with small variations in permeability in space can often be represented by a homogeneous model due to the limited resolution of the pressure transient response.

In water-injection and falloff tests. because of the differences in oil and water properties. Bratvold and Horne (1990) presented the generalized procedures to interpret pres+ sure injection and falloff data following cold-water injection into a hot-oil reservoir by accounting for both temperature and saturation effects. Abbaszadeh and Kamal (1989) included the effect of the saturation gradient in the invaded region without considering the temperature effect. Abbaszadeh and Kamal (1989) presented procedures to analyze falloff data from water-injection wells. . Storativity ratio (F. Discontinuity radius for a two-region reservoir ( R ) 4. a saturation gradient is established in the reservoir.CHAPTER 3. well test analysis of injection and falloff tests should take into account the following two important effects: the saturation gradient and the temperature effect. Ambastha (1988) also presented the pressure derivative behavior of a well in a three-region radial composite reservoir model at a constant flow rate. Extension from a composite reservoir model with two regions to that with more than two regions was straightforward by adding the corresponding parameters. the injected water usually has a lower temper. Mobility ratio ( M ) 2. Hence. ature than the initial reservoir temperature.) 3. In addition. CONFIDENCE INTERVALS 19 The following four parameters are used generally to characterize a two-region composite reservoir model: 1. Skin effect at the discontinuity (Sf) Ambastha (1988) presented the pressure derivative behavior of a well in a two+ region radial composite reservoir model at a constant flow rate.

depending on the presence or absence of interlayer crossflow. Each layer has its own reservoir properties which are uniform within each layer. Two different multilayered reservoir models have been proposed. (1992) showed the comprehensive characteristics of pressure transient behavior in multilayered reservoir models. The work by Bidaux et al. a two-layer reservoir model without formation crossflow is often called a double permeability model. that is the interconnected fractures of low storage capacity and high permeability and the low permeable formation matrix. Gringarted (1984) demonstrated practical applications of a double porosity model to real field well test data. it is confirmed that many reservoirs have strongly heterogeneous characteristics with respect to the vertical direction due to the sedimentation process. A multilayered reservoir is called a crossflow system if fluid can move between layers. The two important parameters used to characterize the double porosity behavior are the storativity ratio ( w ) and the transmissivity ratio (A) defined by Warren and Root (1963). In particular. Da Prat (1981) presented I the characteristics of the pressure transient behavior of such a system. Park (1989) presented the computer-aided well test analysis of multilayered reservoirs with formation crossflow. A double porosity model considers two interconnected media of different porosity.CHAPTER 3. Storativity ratio (w) is defined as the ratio of the storage capacity of the fractures to the total storage capacity: . 1990). and is called a commingled system if layers communicate only through the wellbore. Geologically. 1. A commingled system can be regarded as a limiting case of a crossflow system where the vertical permeabilities of all layers are assumed to be zero. A double porosity model is used to represent naturally fractured reservoir be+ havior . Naturally fractured reservoirs may be considered as initially homogeneou$ systems whose physical properties have been deformed or altered during their deposition (Da Prat. CONFIDENCE INTERVALS 20 A multilayered reservoir model is composed of more than one layer.

From the visual inspection of these type curves. including identification of the region of the reservoir that influences permeability estimates. All of these heterogeneous models treat their heterogeneities as a combination of different zones within which reservoir properties are assumed to be uniform.CHAPTER 3. The main objective of the work by Sageev and Horne (1983) was to estimate the size and the distance to th$ internal circular discontinuity from well test data. large scale heterogeneity problems have also been studied. Grader and Horne (1988) extended the work by Sageev and Horne (1983) foor interference well testing. such as may be found in a gas cap or a large shale lens. Oliver (1990) proposed a method to use well test data to estimate the effective absolute permeability for concentric regions centered around the wellbore. In addition to the three heterogeneous models discussed above. Transmissivity ratio (A) is the parameter used to describe the interporosity flow. where the relative size is the ratio of the diameter of the hole to the distance from the well to the center of the hole. the effect of a no flow boundary hole with a relative size of 0. and a specification of the relative contribution . New approaches to define reservoir heterogeneity as continuously variable have been proposed. This result is an important demonstration of the insensitivity of the diffusive pressure response to local heterogeneities and one of the examples of nonuniqueness in inverse problems. in which the reservoir properties may be described as some form of a statistically stationary random field with small variance. Type curves were calculated with different sizes of the internal circular discontinuity.3 or less appears to be insignificant. Sageev and Horne (1983) studied pressure transient analysis for a drawdown test in a well near an internal circular boundary. sometimes called as interporosity flow coefficient: where (Y is the interporosity flow shape factor which depends on the geometry of the interporosity flow between the matrix and the fracture. Oliver (1990) studied the averaging process. CONFIDENCE INTERVALS 21 2.

Constant pressure outer boundary For infinite acting outer boundary conditions. depending on the nature of the outer boundary. Four main types of outer boundary conditions are generally employed: 1. typical boundary effects appear after a certain time. Infinite acting outer boundary 2. Rosa (1991) extended the idea of Oliver (1990) and proposed the use of cyclic flow variations to characterize the permeability distribution in areally heterogeneous reservoirs from well test data. to date little has been done to analyze well test data in a reservoir characterized by continuously variable permeability and studies in this area are currently ongoing. CONFIDENCE INTERVALS 22 of the permeability of various regions to the estimate of average permeability. The significant limitation of this method is that it relies on very accurate pressure measurement devices and also on small permeability deviations from a constant overall mean. I However. No flow outer boundary (closed outer boundary) 4. no boundary effects have been detected. One form of reservoir heterogeneity that affects pressure responses more significantly is the reservoir boundary. . Sat0 (1992) reported that heterogeneity has little effect on pressure responses if the average property value within drainage area is not much different from the near-well property value. Oliver (1990) showed that permeability estimates obtained from the slope of the plot of pressure versus the logarithm of the elapsed time are weighted averages of the pernieabilities within an inner and outer radius of investigation. Sat0 (1992) proposed the use of the perturbation boundary element method for well testing problems in heterogeneous reservoirs. Sealing fault outer boundary 3. For finite outer boundary conditions.CHAPTER 3.

S . A.and C) sealing fault model (four parameters: k. since the39 models are regarded as basic and are commonly employed in actual well test analysis: 0 infinite acting model (three parameters: k. C. Pseudosteady state behavior is characterized by a unit slope straight line on a dimensionless derivative plot. and A) 0 0 0 0 0 double porosity with pseudosteady state interporosity flow and sealing fault model (six parameters: k. The boundary effect is calculated by superposition and the pressure response at late time is that of two identical wells. w . and r e ) . and r e ) 0 double porosity with pseudosteady state interporosity flow and constant pressure outer boundary model (six parameters: k. The semilog straight line has a doubling of slope on a semilog plot.C H A P T E R 3. and r e ) no flow outer boundary model (four parameters: k. S. C. the following eight fundamental models were considered according to the basic behavior of the reservoir and the outer boundary conditions. A reservoir approaches steady state behavior at late time for a constant pressure outer boundary. In this work. the well is not completely closed in on all sides but responds to only one impermeable boundary. w . and r e ) constant pressure outer boundary model (four parameters: k. CONFIDENCE INTERVALS 23 For sealing fault outer boundary conditions. S. and r e ) double porosity model with pseudosteady state interporosity flow (five parameters: k. steady state behavior is characterized by pressure derivatives of zero. C. w . A. A reservoir approaches pseudosteady state behavior at late time for a no flow boundary. On a pressure derivative plot. S. C. C. which are the actual well and the image well. s. w . S. A. C . S. and r e ) 0 double porosity with pseudosteady state interporosity flow and no flow outer boundary model (six parameters: k. C. S.

since without defining the model. (1983a) has become a standard procedure for model recognition. 3. the proposed analysis method can discriminate between candidate reservoir models as long as the reservoir models can be expressed approximately as a linear form with respect to the reservoir parameters. the second step is parameter estimation. The primary step is the recognition of the reservoir model.1 Model Recognition . it is straightforward to extend the utility of the proposed method to other reservoir models than the eight fundamental models listed above. The pressure derivative plot with the pressure plot has two main advantages over the pressure plot alone from two different aspects: one is model recognition and the . The pressure derivative plot provides a simultaneous presentation of the following two sets of plots. The procedure is based on the visual inspection of the pressure derivative plot. The first step is model recognition (model identification). Graphical analysis using the pressure derivative plot proposed by Bourdet et al. the corresponding reservoir parameters cannot be estimated. 0 Eog(Ap) versus l o g ( A t ) log(Ap’) versus l o g ( A t ) 0 where Ap’ = dAP =AtdAP dlog (At) dAt The advantage of using the log-log plot is that it is able to display the whole data and show many distinct characteristics in a single graph.CHAPTER 3. 3.2 Graphical Analysis Solving the inverse problem consists of three steps. Therefore.2. CONFIDENCE INTERVALS 24 As will be mentioned in later chapters. and the third step is model verification.

an infinite acting model with wellbore storage and skin can be expressed as a combination of upward trend. the pressure derivative plot reveals more characteristics of the response than the pressure plot. CONFIDENCE INTERVALS 25 other is parameter estimation. Association of specific data ranges with specific flow regimes can reveal inconsistencies involved in the data. as a result\ the conclusions may vary according to the interpreter. Second. In addition. An AI model recognition program is capable of detecting all reservoir models that are consistent with the data. First. 2. stabilization. and upward and downward trends. Model recognition is influenced by human bias and. maximum. The pressure derivative plot improves the resolution of the data from a visual point of view. This greatly enhances the reliability of the match. minima. ~. and stabilization. 1990. Artificial Intelligence (AI) methods have been proposed for model recognition (Allain and Horne. Hence. Hence.. 1990. heterogeneous reservoir behavior such as that of a double porosity model can exhibit distinct characteristics on the pressure derivative plot. However. Allain and Horne (1990) showed an AI approach for model recognition using a rule+ based expert system that is based on recognition of distinct features of the pressure derivative curve such as maxima. In cases where the flow conditions are no longer simple and/or the data involve large errors. Al-Kaabi and Lee. matching is achieved for both the pressure data and the pressure derivative data simultaneously. . which a human interpreter may not find. it should be mentioned that graphical analysis is useful only as long as the flow condition is simple and the data are not strongly affected by errors. in cases where parameter estimation is performed by manual type curve matching. interpretation requires expert skills to recognize the characteristics of th$ reservoir behavior. from the aspect of model recognition. Horne (1992) summarized the purpose of model recognition by an AI approach as follows: 1.CHAPTER 3. downward trend. it is easier to recognize possible reservoir models. For instance. Allain and H O U Z 1992).

CHAPTER 3. Therefore. compared to the pressure derivative plot by Bourdet e t al.2 log cycle of the data. Calculating the pressure derivative may encounter practical problems. this differentiation process may disguise the boundary effect. Onur and Reynolds (1989) proposed a combined plot of 0 log (3) l o g ( k ) versus The main advantage of this formulation is that type curve matching becomes a one-dimensional movement of the data on type curves.. (1983a): the degrees of freedom are reduced when a manual type curve matching is attempted. the conventional graphical procedure using the pressure derivative plot for model recognition was employed in this work. 1989). (1983a) has been used widely.2 of a log cycle can smooth the noise. Although the pressure derivative plot suggested by Bourdet e t al. since differentiation exaggerates noise and the pressure derivative tends to be noisier than the pressure data itself. Duong (1989) proposed a combined plot of pressure and pressure-derivative rat io: 0 Zog(2Ap) versus log(At) log 0 (&) versus log(At) . In cases where the boundary effect appears at very late time in the data. To smooth the noisy pressure derivative. Although several AI methods have been proposed for model recognition. but cannot be applied within the last 0. Using data points that are separated by at least 0. and the quality of match could be improved. Therefore. several other pressure derivative plots have been proposed by other authors.2 log cycle differentiation interval is proposed (Bourdet e t al. CONFIDENCE INTERVALS 26 Horne (1992) also speculated that a subject of research in AI may be the development of a multitalented AI program to incorporate multiple forms of information and qualitative data such as geological description or drilling records. no method has yet become a standard procedure. the use of a 0.

Hence a model verification procedure is required to select the most appropriate model among the possible reservoir models.2. In other words. On the basis of the limited data. Parameter estimation is performed by either one of the following procedures: . namely that type curve matching becomes a one-dimensional movement of the daka on type curves. CONFIDENCE INTERVALS 27 The main advantage of this plot is the same as that of Onur and Reynolds (1989). the model recognition procedure itself cannot select the most appropriate model.2 Parameter Estimation After a reservoir model has been chosen. However. Furthermore. The underlying motivation in constructing new pressure derivative plots is to make it easier to perform manual type curve matching procedure through data transformation. Whether graphical analysis using the pressure derivative plot or an AI method is employed. It should be pointed out that the pressure derivative plot does not add any extra information about the reservoir. these new pressure derivative plots' also suffer from the same problem that differentiation exaggerates noise. The pressure derivative plot aids the model recognition and parameter estimation process by emphasizing the characteristics of the pressure response. several different reservoir models may appear to satisfy the available information about the reservoir and seem to provide more or less equivalent matches of the data. the results are the same regardless of the type of plot. the next step is the estimation of the unknown reservoir parameters. even if the data are transformed into other forms using some operation such as differentiation. The pressure derivative plot should be understood as a magnifying glass revealing the identifiable characteristic response of a reservoir. the information involved in the transformed data still remains the same as the original data.CHAPTER 3. 1990). as long as parameter estimation is performed by nonlinear regression using the pressure data itself. otherwise hidden in the pressure response (Stanislav and Kabir. 3.

Manual curve matching. correspondence between p~ and Ap and between been achieved and the reservoir parameters can be estimated. skin values. 2. and moved horizontally and vertically (two-dimensional movement) until a match is achieved from a visual point of view within a limited number of type curves. 3. CONFIDENCE INTERVALS 28 1. 2. tD and At has I The type curves of Zog(p0) versus l o g ( t ~ / Cfor) various wellbore storage and ~ are used commonly for an infinite acting reservoir model with wellbore storage and skin (Gringarten et al.CHAPTER 3.. Most published type curves are valid only under the condition of a constant rate production drawdown test. the procedure is inherently subjective. Nonlinear regression can be performed for any possible reservoir models by generating the corresponding pressure transient solution. Automated model fitting using nonlinear regression. Type curve matching does not provide any quantitative information about the validity of the estimated parameter values. the data are laid over the type curves. C2 e’ . At the point of matching. The advantages of automated model fitting using nonlinear regression can be expressed by comparison with the drawbacks of manual type curve matching as follows: 1. Although type curves have been constructed for many different reservoir models! the number of published type curves is limited and they do not cover all possible reservoir models. . The drawbacks of manual curve matching are as follows: 1. Even though the use of the derivative plot together with the pressure plot reduces the risk of incorrect matches. In a manual curve matching procedure. 1978). Rosa and Horne (1983) showed the utility of nonlinear regression algorithms to estimate the reservoir parameters from well test analysis. 4.

a common procedure for model discrimination is selecting a simple model first. The strategy is to compute the pressure response for a constant rate production drawdown test based on the reservoir model. On the other hand. One of the objectives in this work is to express the quality of parameter estimates quantitatively.3 Model Verification Once parameter estimation has been performed.2. From this solution. the pressure response for an arbitrary flow rate history may be computed by applying superposition. Therefore. In graphical analysis. Nonlinear regression can provide quantitative information about the quality of the estimated parameter values in conjunction with statistical inference. model verification is subjective. 4. id most often used as a guide for evaluating the quality of the estimation. the model verification problem is left to engineering judgement. model discrimination should be accomplished to select the most appropriate reservoir model. in which the actual pressure data and the calculated pressure response based on the estimated values of the parameters are compared. In cases where several reservoir models are possible from the model recognition procedure. confidence intervals obtained from nonlinear regression are a powerful tool that provides quantitative information about model verification that is not available in graphical analysis. The results are free from human bias. CONFIDENCE INTERVALS 29 2. Graphical visualization. the final step is to determine how well the reservoir parameters are estimated and to verify the model adequacy. This procedure is . then the next model is employed in order of complexity and model verification is applied to this model. If the result is not satisfactory. and nonlinear regression is employed for parameter estimation in this work. Whether graphical visualization or confidence interval analysis is employed for model verification. 3. 3.CHAPTER 3. Nonlinear regression can handle multirate or variable rate flow tests.

The performances of different nonlinear regression algorithms in well test analysis have been studied by several authors (Rosa and Horne. Watson e t al. In this study model discrimination is performed using well test data only. it is possible to perform nonlinear regression. No reliable technique is available to discriminate between possible reservoir models quantitatively.3 Nonlinear Regression In this section.. Ramey. the nonlinear regression technique is briefly reviewed. is frequently used in general inverse problems without any verification. Barua e t al. Rosa and Horne (1983) showed that by numerical inversion from Laplace space of not only the pressure change but also its partial derivatives with respect to the reservoir parameters into real space. This idea. 1988. 1992). 1991). Horne (1992) made a recent review of nonlinear regression techniques available in well test analysis.CHAPTER 3. since nonlinear regression is closely related to both confidence intervals and the sequential predictive probability met hod. . and the main objective is to develop a better quantitative method for model discrimination. CONFIDENCE INTERVALS 30 repeated until the result is acceptable (Gringarten. but as will be shown in Chapter 5 this is not always true in well test analysis. 3. The underlying idea in this procedure is based on a belief that a model that has too many parameters might result in parameter estimates that have larger uncertainty associated with them. Rosa. This is the motivation of this study. 1988. This approach has made it possible to apply nonlinear regression to a wide variety of well test models whose solution is known only in Laplace space. It should be mentioned that model verification should consider the geological an$ petrophysical information about the reservoir if available. 1988.1. As discussed in Section 3.. Abbaszadeh and Kamal. Therefore. a simple model is selected first. 1983. 1986.2. the development of a multitalented AI program to incorporate multiple forms of information is a current subject of research in AI approaches although it is beyond the scope of this study to incorporate other information quantitatively with well test analysis.

and reported it to be a reliable nonlinear regression algorithm to determine the parxmeter estimates in typical well test applications.3. it is the purpose to make statistical inferences at the stage where the optimal parameter estimates have already been obtained by nonlinear regression'. In this work. the objective is to minimize the sum of the squares of the differences between the observed pressure data and the calculated pressure responses based on the reservoir model: where . 3. backs of the Gauss-Marquardt method. Although several alternative methods have been proposed to overcome the few draw. this method performs well for the reservoir models employed in this study. in this study. CONFIDENCE INTERVALS 31 One of the theorems of the Laplace transform theory is employed t o calculate the partial derivatives in real space from those in the Laplace space: where L-l = inverse Laplace operator = function F in the Laplace space = argument of a function in the Laplace space f z t = time Rosa and Horne (1983) used the Gauss-Marquardt method with penalty function and interpolation and extrapolation technique. the Gauss-Marquardt method with penalty function and interpolation and extrapolation technique was employed as the nonlinear regression algorithm. Hence.1 Nonlinear Regression Algorithm In nonlinear regression using the least squares method.CHAPTER 3.

Taylor’s theorem states that if a function and its derivatives are known at a certain point. the objective function is approximated with a quadratic model by truncating the Taylor series around an initial guess for a set of unknown parameters (eo): where (3. = objective function = reservoir model function = dependent variable (time) = independent variable (pressure) = number of data 8 = unknown reservoir parameters y. 3. The generd procedure of Newton’s method is described as follows. Newton’s method has its mathematical basis in Taylor’s theorem. so too is the objective function E (Eq. In Newton’s method.10) . n The reservoir model function F is generally a nonlinear function of the unknowva reservoir parameters. Newton’s method needs to be described to explain the Gauss-Marquardt method. Due to the nonlinearity.8). CONFIDENCE INTERVALS 32 E F 2. First of all.CHAPTER 3. The Gauss-Marquardt method with penalty function and interpolation and extrapolation technique is a modification of Newton’s method. the unknown parameters need to be modified iteratively until the objective function cannot be made any smaller. then approximations to the function can be made at all points in the sufficiently close neighborhood of the point.

14 into Eq. Therefore.CHAPTER 3.17) The iterative process is repeated until convergence is achieved. 1 + ( S 6 ) T g+ Z(SO)TH (SO) (3. This technique is called Newton's method.12) (3. 3. . CONFIDENCE INTERVALS 33 Using Eq.16 is merely an extremum solution for E*.9 can be expressed in a matrix form as: E* = Elgo where SO is set to 8 .15) Substituting Eq.16) SO obtained from Eq. 3.13) Hence. the objective function is at an extremum. 3.10 and Eq.11. iterations are required to obtain the solution for E . 3.15 reduces to: be = . as a result. 3. A new solution is obtained from: e = eo+ se (3. 3.8'. The minimization of E* calls for its derivatives with respect to SO to be zero at a stationary point: (3. the gradient of the objective function (g) and the Hessian matrix (H) are defined by: (3. Eq.14) Here E* is the Newton approximation to the value of E around 8'.P g (3. Note that when convergence is achieved SO is negligible and the stationary value of E* is exactly that of E and.

18) In addition. the nonlinear regression technique forces the model to fit the data and will still provide results.19) It should be noted that even if the reservoir model is incorrect. since the gradient of the objective function is zero. Secondly. The interpolation and extrapolation technique modifies the step length to speed up the rate of convergence. depending on the nature of the model function. the objective function is expressed at a minimum point as follows: (3. by limiting the search to a feasible region. Adding a constant to the diagonal elements of the Hessian matrix improves the condition of the Hessian matrix and prevents the Hessian matrix from being numerically singular. several modifications are required to overcome these difficulties and to achieve a fast convergence to a minimum point. due to the second derivatives terms involved in the diagonal elements of the Hessian matrix. Finally. Either strong correlations between some parameters or insensitivity of the model function to some parameters makes the Hessian matrix ill-conditioned. CONFIDENCE INTERVALS 34 Newton’s method may encounter two difficulties. Firstly. In the Gauss method. the second derivatives -are regarded as if they were zero. This . This modification makes the Hessian matrix positive definite and guarantees the convergence to a minimum point. This is usually a good approximation at a minimum point.CHAPTER 3. Therefore. this form is equivalent to the following form: (3. there is no guarantee that the Hessian matrix is positive definite and consequently no guarantee that new solutions always approach the minimum point during iteration. The Marquardt method is useful when the Gauss-modified Hessian matrix is poorly conditioned. Penalty functions may be used to improve the rate of convergence. the iteration process may converge slowly or even diverge in cases where the Hessian matrix is ill-conditioned. This technique is sometimes also known as a line search.

Hence. Therefore. 8 is best used as a point estimator. 1990). + (3. even in nonlinear regression. and each follows the same 0 2 .3.2 Statistical Inference From the viewpoint of computation. However. This assumption holds asymptotically (Seber and Wild. If the model is nonlinear.CHAPTER 3. and as long as a large number of data is used this is a reasonable approximation to general reservoir model functions. 1989). the nonlinear model function can be expressed approximately in a linear form using Taylor series expansion up to the first order. it is assumed that for a region in the parameter space sufficiently close to the parameter estimates. 1977). From a statistical point of view. CONFIDENCE INTERVALS 35 implies that a blind use of nonlinear regression technique may lead to dangerous T misleading results. In cases where the are independent and uncorrelated to each other. the above discussion is no longer valid. which states th+$ the sum of independent random variables with finite variances tends to be normally distributed (Casella and Berger.the normal distribution with zero mean and variance of least squares estimator (8) is the unbiased estimator of 6 with the minimum variance (Seber.or (4) could be the unbiased estimator of 6 with the minimum variance and b could be best used as a point estimator.20) is a random error characterized by a probability density function. 3. This is one of the main reasons why model verification is necessary. for large n. the objective in nonlinear regression is to minimize the objective function defined by Eq. = F where errors cz E. The reason why the least squares estimator is usually used is explained in the framework of statistical inference. Suppose that the model is linear with respect to the parameters. (e. The least squares estimator is used commonly in inverse problems. the model function is implicitly assumed to have the following form: Y. the least squares estimat.8. 3. . since it is the most unbiased assumption due to the Central Limit Theorem.

the combination of the methods uses the advantages of both methods and consists of starting with the modified least absolute value method and switching to the least absolute value method when the estimated parameters are sufficiently close to the optimal values. which are data points that can be considered bad observations caused by malfunctioning of the pressure measurement devices or other test-related operations. Fig. CONFIDENCE INTERVALS 36 3.3 Least Absolute Value Method One of the drawbacks of the least squares method is that it is significantly affected by outliers. Hence. . Rosa (1991) and Vieira and Rosa (1993) proposed the modified least absolute value method and the combination of the modified least absolute value method and the least absolute value method. Typical forms of the normal distribution and the double exponential distribution are given in Fig. providing a systematic way of rejecting outliers by automatically assigning them less weight in the objective function. 3.3. the least absolute value method can be employed as a robust method. Rosa (1991) and Vieira and Rosa (1993) presented several algorithms for the least absolute value method and showed that the least absolute value method performed better than the least squares method in cases where outliers exist. the least absolute value method is less expensive in computation than the modified least absolute value method. In cases where outliers exist. the least absolute value method does not require a subjective decision from the interpreter whether or not to reject the extreme observations. A weak point of the least absolute method is that it is expensive in computation compared to the least squares method.0 psi2 and the double exponential distribution has zero mean and a variance of 2.1. The least absolute value method can provide a smooth transition between full acceptance and total rejection of a given observation. The modified least absolute value method is robust in cases where poor initial estimates are used. The robustness lies in the fact that the techniques can handle cases where the errors do not follow a commonly assumed normal distribution but a double exponential (Laplace) distribution which has larger tails.CHAPTER 3. The normal distribution has zero mean and a variance of 1. In other words. On the other hand.1 shows thait the double exponential distribution has longer tails than the normal distribution.0 p s i 2 . 3.

4 0... CONFIDENCE INTERVALS 37 ...1: Typical forms of the normal distribution and the double exponential (Laplace) distribution .0 -4 -2 0 2 4 Error (psi) Figure 3..... Normal distribution Double exponential distribution 0...CHAPTER 3..2 0...

A zero weight factor is equivalent to eliminating the data points. The fundamental drawback is that the outliers need to be identified prior to parameter estimation. This method assigns smaller weight factors to the outliers and is not expensive in computation. The least squares method.23) .) = 6 0 (--&) (3.22) 3. which requires a subjective decision from the interpreter. In this work. it is possible to decide whether there exist outliers or not only after the correct model has been selected. since computation is done in the framework of the least squares method. Least absolute value method: The errors have double exponential distributions with zero means and variances of the same magnitude. Weighted least squares method: The errors have normal distributions with zero means and variances of the different magnitudes.CHAPTER 3. 1 exp Prob(6. CONFIDENCE INTERVALS 38 Another method to handle the outliers is the weighted least squares method. One of the most difficult problems in deciding which data points are outliers is that the outliers may be caused by either bad observations or the use of an incorrect model. Least squares method: The errors have normal distributions with zero means and variances of the same magnitude.21) 2. (3. the weighted least squares method and the least absolute value method are categorized from a statistical point of view as follows: 1. the objective is the selection of the correct model and the least squares method was employed. (3. In other words.

25) and (3. CONFIDENCE INTERVALS 39 The normal distribution and the double exponential distribution can be classified under exponential power distributions (Box and Tiao.3. some basic principles of Bayesian inference are described. (3.2. As discussed in Section 3. 3. When /3 = 1. This is the statistical reason why the least squares method is generally employed. Hence.CHAPTER 3.24) where (3. the distribution reduces to the normal distribution. 1973).27) However. the distribution becomes the double exponential distribution. the normal distribution assumption is the most unbiased assumption due to the Central Limit Theorem. When the distribution tends to the uniform (rectangular) distribution.26) where 0 > 0 and -1 < P 5 1. the form of the error distribution is generally unknown in inverse problems. it is possible to construct the objective function such as: n p tends to -I. When /3 = 0.4 Bayesian Inference In this section. depending on the form of the error distribution. The general form of the exponential power distribution is given by: (3. .

CHAPTER 3. CONFIDENCE INTERVALS

40

An essential element of Bayesian inference is Bayes theorem. The concept of likelihood function is introduced to represent the information about the parameters deduced from the data. The purpose of introducing Bayes theorem is that Bayes theorem expresses the process of learning from data quantitatively.

3.4.1

Bayes Theorem

From the definition of the conditional probability:

Prob(A n B ) = Prob(A) . Prob(B1A)
where Prob(A n B ) is the joint probability of A and B both occurring.

(3.28)

Since the event A n B is identical to the event B n A, Eq. 3.28 can be rewritten as:

Prob(B n A) = Prob(B) Prob(A(B)
Combining Eq. 3.28 and Eq. 3.29 reduces to:

(3.29)

Prob(A1B) =

Prob(B1A) * Prob(A) Prob(B)

(3.301)

This relation is called Bayes theorem and is valid for any events A and B. In the case of continuous random variables X and Y , Eq. 3.30 is expressed in terms of probability density function as:

(3.311)
where

fx(z) = the marginal probability density function of the random variable X
fy(y)
= the marginal probability density function of the random variable

Y

f(xly)

= the conditional probability density function of the random variable

X
Y

given

Y=y

f ( y ( z ) = the conditional probability density function of the random variable given X = x

CHAPTER 3. CONFIDENCE INTERVALS

41

3.4.2

Likelihood Function

Suppose that f(yl6) denotes the joint probability density function of the random variables Y = (Yl, . . ,Y,) for a fixed value of 6 . Given that Y = y . The function of 6 defined by:

(x= yl,.

. . ,Y, = yn)

is observed, f(yl6) may be regarded as a function not of y but of 6 .

is called the likelihood function. It should be mentioned that in the probability density function f ( y l 6 ) y and 9 are considered as random and as fixed variables, respectively, while in the likelihood function L(6ly) y is considered to be observed values and 8 is considered to be varying over all possible parameter values. Even if 6 can vary over all possible parameters in

L(6ly),6 is not regarded as random.

3.4.3

Bayesian Inference

Suppose that y = (yl, . . . , yn) is a vector of n observations whose probability distribution Prob(yl6) depends on the values of rn parameters 6 = (el,.. . ,0,). Suppose also that 6 itself has a probability distribution Prob(6). From Bayes theorem (Eq. 3.31), given the observed data y, the conditional probability distribution of 6 is:

(3.33)
where

(3.34)
where the integral is taken over all possible range of 6 ( m dimensions), and where

Prob(y) is regarded as the expectation value of Prob(yl6) with respect to the probability distribution Prob(0). The quantity Prob(y) may be regarded as merely a

C H A P T E R 3. CONFIDENCE INTERVALS

42

normalizing constant necessary to ensure that the posterior probability distribution

Prob(B ly) integrates to one. Prob(8), which expresses what is known about 8 without knowledge of the data, is called the prior probability distribution of 8. Prob(B(y),which expresses what is known about Prob(8) given knowledge of the data, is called the posterior probability distribution of 8 given y . Substituting Eq. 3.32 into Eq. 3.33 leads to:
,

(3.35)
where

Prob(y) =

/ L ( 0 l y ) .Prob(8)de
m

(3.36)

Eq. 3.35, which is also called Bayes theorem, indicates that the probability distri-

bution for 8 posterior to the data y is proportional to the product of the probability distribution for 8 prior to the data and the likelihood function for 8 given y :

posterior distribution

0:

likelihood function x prior distribution

(3.37)

Note that the posterior probability distribution Prob(81y) has all the prior and data information incorporated in it. The prior information about 8 enters the posterior probability distribution through the prior probability distribution, while the information about 8 coming from the data enters through the likelihood function. In other words, Eq. 3.35 provides a mathematical formulation of how previous knowledge may be combined with new knowledge. The posterior probability distribution Prob( 8 ly) is employed in Bayesian inference to make statistical inference about the parameters.

CHAPTER 3. CONFIDENCE INTERVALS

43

344 ..

Important Probability Distributions

In Bayesian inference, information about the parameters is expressed in terms of probability. There are two extreme states: one is a state of complete uncertainty and the other is a state of no uncertainty. In cases where no information is available about the parameters, which is a state of complete uncertainty, uniform probability distributions are employed. These are common situations before any data are collected. Therefore, in cases where nothin$ is known about the parameters before the experiments, uniform probability distributions are used as the prior probability distributions for the parameters.

A uniform probability density function f ( 6 ) is defined by:

f(6)=c

c>o

(3.38)

(3.39)
However, a basic property of a probability density function f(6) is that it integrates over its admissible range to one:

(3.40)
Eq. 3.39 implies that no matter how small c is, the integral becomes infinite.

Probability density functions of this kind are sometimes called improper probability distributions. Hence, in order to make the uniform probability density function feasible as the proper prior probability distribution, it is generally assumed that the probability density function is locally uniform in the region where the likelihood function is appreciable, but not over its entire admissible range. Therefore, the noninformative prior probability distribution is generally called a locally uniform prior probability distribution.

CHAPTER 3. CONFIDENCE INTERVALS

44

Eq. 3.35 implies that in cases where the locally uniform prior probability distribution is employed?the constant c in the numerator and that in the denominator cancel each other out. Hence, the locally uniform prior probability distribution has no effect
on the posterior probability distribution.

In cases where there is no uncertainty involved in the parameters?these probability
distributions form the Dirac delta function (distribution):

s(e-e)=o

e#e

(3.41)

S,q e
where

-

epe = 1

(3.423

6 is a true and fixed value.

Now the multinormal distribution is defined by:

(3.43)
where

6 is the mean vector and V is the covariance matrix.

As all components of the covariance matrix go to zero, the multinormal distribution approaches the Dirac delta function (distribution). As will be shown later.

+

typical form of the posterior probability distribution is the multinormal distribution. The situation where all components of the covariance matrix go to zero is equivalent to that where the number of data goes to infinity. Therefore, as the number of data increases? uncertainty involved in the parameters reduces and approaches zero. On the other hand, as all components of the covariance matrix go to infinity? the multinormal distribution approaches the uniform probability distribution. The relationship between the uniform distribution? the normal distribution, and the Dirac delta function (distribution) is illustrated schematically in Fig. 3.2. For simplicity? the number of the parameters is assumed to be one. The mean value 8 is assumed to be a true value of the parameter 8. The variance of the uniform distribution is infinite. As information about the parameter is obtained and uncertainty

the normal distribution and the Dirac delta function (distribution) . CONFIDENCE INTERVALS 45 Probability T Dirac delta function- d= 0 N o d distribution e Figure 3.CHAPTER 3.2: Schematic illustration of the relationship between the uniform distribution.

CONFIDENCE INTERVALS 46 involved in the parameter is reduced.5 Confidence Intervals In this section.4. 1973). 3. The normal distribution approaches t.1 Confidence Intervals The concept of confidence intervals can be explained by either sampling theory inference or Bayesian inference (Casella and Berger. In Bayesian inference all information about the reservoir model and. In this work. Consequently. confidence intervals are derived and then the problems inherently involved in their application to model discrimination are discussed. Well test data include valuable information about these parameters and the purpose of well test analysis is to deduce this information and to use it to update the probability distributions in . and that it is possible to choose either inference. while in Bayesian inference the true value is a random variable with a specific probability distribution. the variance of the normal distribution becomes smaller. As discussed in Section 3.he Dirac delta function (distribution) which has a zero variance. it is important to mention that both confidence intervals have numerically identical shapes as long as noninformative prior probability distributions are employed in Bayesian inference (Box and Tiao. In sampling theory inference? the true value is assumed to be fixed but unknown.4. the spread of the normal distribution becomes narrower and the normal distribution has shorter tails. Bayesian inference is employed. 3. since Bayesian inference makes it possible to develop the idea of the sequential p r e dictive probability method used later.5.CHAPTER 3. 1990). the reservoir parameters should be expressed in terms of probability. consequently. However. if there is no information available about the parameters before well testing. Both inferences have completely different philosophies. the information about these parameters is expressed as uniform probability distributions in the parameter space. Confidence intervals are calculated against the estimated values in sampling theory inference and against the true values in Bayesian inference.

The first assumption is used commonly in inverse problems. CONFIDENCE INTERVALS 47 the parameter space. The second assumptian holds asymptotically. the model function can be expressed approximately in a linear form using Taylor series expansion up to the first order (recall Eq. This assumption forms a statistical basis of the least squares methoq. A feature of a multinormal distribution is that this distribution is fully characterized by only two parameters. 3. since it is the most unbiased assumption due to the Central Limit Theorem. its mean vectors and its covariance matrix. is normally distributed about the .3.2. Confidence intervals can provide a quantitative evaluation an a1y sis . In nonlinear regression.44) It is assumed that the observed pressure data y. are independently normally distributed around the true pressure responses. which are the differences between the actual pressure data and the true pressure responses. The first is that the errors. This quantitative evaluation is not available in graphical The direct application of confidence intervals to well test analysis requires two basic assumptions which are the same as discussed in Section 3. of the information obtained. the updated probabiliCji distributions of the unknown parameters form a multinormal distribution in parameter space. The other assumption is that for a region in the parameter space sufficiently close to the parameter estimates. these mean vectors are the parameter estimates and the c:ovariance matrix is calculated as the inverse Hessian matrix of the objective function evaluated using the final values of the parameter estimates. the objective function can be expressed approximately in a linear form using a Taylor series expansion up to the first order. As long as the two assumptions mentioned above hold. It is supposed that for a region in the parameter space sufficiently close to the parameter estimates.19): (3.CHAPTER 3. and as long as a large number of data is used this is a reasonable approximation to general reservoir model functions. The mathematical derivation in the framework of Bayesian inference may be described as follows.

a 2a2 rameters is: -F(8.CHAPTER 3.zi)) = Prob(yile) 1 . ] (3.45) 118- After n independent observed pressure data.2. ..8) Since the least squares method is equivalent to the maximum likelihood function and the likelihood function is maximized if and only i f .4. 1 Jz.z.F (B.exp [--(y.) with a known variance u2 Prob(yilF(e. the likelihood function for the where Y1 .47) and J= (3.> R= (3. CONFIDENCE INTERVALS 48 true response F ( 0 ..

h ( R T R 20 + (0 .a))] (3.CHAPTER 3.* * k ( E )(E) i=l J ~ J = H If locally uniform prior probability distributions (noninformative prior probability distributions) are assumed for the parameters. is expressed as follows: H= (3. which is scaled by dividing by 2.53) where Prob( 0 ) is the locally uniform prior probability distributions (noninfornnative prior probability distributions). then from Bayes theorem the posterior probability distribution of the parameters after n observations is: (3.q50) Now the Hessian matrix in the Gauss method. By definition of the multinormal distribution: .a ) * J T J (0 .49) 1 (60) .exp [ . CONFIDENCE INTERVALS 49 R ~ =o J then (3.51) Then g(2)(Z) .

58) where u is n . It should be mentioned that 8 and o2 are independently distributed (Box and Tiao. The error mean square is calculated from: s =--- SSR n. the equation reduces to: Therefore. .m (3.F (9. o2 can be inferred from the error mean square ( s 2 ) .m degrees of freedom.55 expresses uncertainty involved in the estimated parameters quantitatively.(e 1 20 . .e ) T H ( 8 . slight modifications are applied for the derivations above.m degrees of freedom (Seber and Wild. the posterior probability distribution of 8 can be obtained by integrating out g2 from b is unchanged even in cases where o2 is replaced the joint posterior probability distribution of 8 and 02.6 ) ] d8 = 1 (3.57) Now s2 is an unbiased estimator of c2and o2has an inverted gamma distribution about s2 with n .54) Hence. 3.xi)]2 (3. e z p [-. CONFIDENCE INTERVALS 50 . 1989). In cases where variance o2 is unknown. (3. Hence. the parameters 8 form a multinormal distribution about 6 with the covariance matrix o2H-l.CHAPTER 3. Eq. This indicates that by s 2 .56) where n SSR = i=l [y. 1973).

in cases whwe n . 3.6 2 ) T )and its .58 into Eq.m ) over the probability distribution of 8. is calculated by integrating out 8i (i # j . CONFIDENCE INTERVALS 51 (3. i = 1. . the marginal probability distribution of 8.m is greater than 30. . Eq. Fig. The number of the marginal probability distributions is the same as the number of the parameters. In cases where there are more than two parameters. Hence. 3. the parameters 8 form a multivariahe 8 with the covariance matrix s2H-' with the n . . student t distribution about degrees of freedom.CHAPTER 3. 3.m is greater than 30 the multinormal distributkoh replaces the multivariate student t distribution sufficiently.3 shows a probability distribution of the parameters 8 (= probability distribution of 81 is calculated by integrating out 62 corresponding marginal probability distribution of 81 and that of 82.Yn) = where u is n ..54 and Eq. The marginal over the probability distribution of 8 and the marginal probability distribution of O2 is calculated by integrating out 81 over the probability distribution of 8.55 can replace Eq. in cases where o2 is unknown. + I'(n/2)IH11/2s-m [r(1/2)lmr 2 ) (4 (e .60. 3.VD Note that as n increases a multivariate student t distribution approaches a multi- normal distribution and when n .59 leads to: Prob (8lY1. 3.e ) YS2 (4)" (el.59) Substituting Eq.m degrees of freedom. Therefore. . 3. . . .8 ) ' ~(e .

3: Probability distribution of 81 and 6 2 (upper) and its correspondisg marginal probability distribution of el and that of e2 (lower) .CHAPTER 3. CONFIDENCE INTERVALS 52 Probability A 4 -e l L Probability distribution Of 8 and 02 1 Probability Probability \ e1 61 Marginal probability distribution of distribution of 1 Marginal probability Figure 3.

' 33 (3. The relative value of the range is a range scaled by dividing the absolute value of the range by the estimated value of the parameter so that it is free from the magnitude of the parameter estimate. the corresponding marginal probability distribution of each parameter is symmetric about the parameter estimate and the 95% confidence interval is also symmetric about the parameter estimate. the spread of each marginal probability distribution b o comes narrower and each marginal probability distribution has shorter tails.CHAPTER 3. 3. . a 95% confidence interval covers 95% of the area under the probability distribution curve and is a range within which there is a 95% probability of the parameter values being true. defined by: = a2H-. CONFIDENCE INTERVALS 53 The marginal probability distribution of by: 8j ( j = 1. Confidence intervals are used to evaluate the spreads of the marginal probability distributions. 3. The basic equations for the definition of confidence intervals and correlation coefficients are derived as follows. 33 Eq. Two types of confidence intervals are often used: one is the absolute value of the range and the other is the relative value of the range. . . As the probability distribution is a multinorrnal distribution.55 is expressed (3.. Consequently. By definition. ag. Ithe spreads of the multinormal distribution become narrower and this distribution has shorter tails. I I As more information is obtained about the parameters from well test data.61 expresses uncertainty involved in the estimated parameter 8 j quantjtat ively.161) where 6j is the estimated value of a parameter 8j. .62) H-' is the j t h diagonal element of the inverse Hessian matrix evaluated at 8 = 4. is the standard deviation of each parameter.m ) for Eq.

student t distribution sufficiently. In cases where n .96. Three cases of the student t distribution are shown according to the degrees of freedom. as n increases a student t distribution approaches a normal distribution and when n .96 . All distributions have zero mean a. a (1. Hence. 3. the corresponding value of the normal distribution is 1. CONFIDENCE INTERVALS 54 In cases where variance u2 is unknown. is the standard deviation of each parameter. in cases where n . 3. (3. a 95% absolute confidence interval on each parameter can be computed by: . 3.08.65 is used for a 95% absolute confidence interval on each parameter. The probability distribution of 0 in Fig. As mentioned before. * tl-4 5 O j 5 0j + UO. 3. Fig. Fig. the value of tl-? C:+Q be replaced by the corresponding value of the normal distribution. t1-S (3.5 shows a 95% absolute confidence interval on the parameter 8. In cases where variance u2 is unknown.96. t I F Tis the tabulated value that a x 100% in the upper tail of the student t distribution with n .m degrees of freedom. 3.CHAPTER 3. ae. = s2HJJ1 .3. Bj 5 0j Dj + 1. (3.m is greater than 30 the normal distribution replaces tqe .63) where Bj is the estimated value of a parameter cuts off go.m is greater than 30.a ) x 100% relative confidence interwl on each parameter is computed from the following relationship: . defined by: o .m is greater than 30. Oj. a (1 .nd a variance of 1.65) In cases where variance g2is known in advance.0 p s i 2 . 06. Eq.66) H i 1 is the j t h diagonal element of the inverse Hessian matrix evaluated at 8 = d.5 can correspond to one of the marginal probability distributions of the probability distribution of 8 in Fig.1. For Q = 5 .4 shows the relationship between the normal distribution and the student t distribution.CY) x 100% absolute confidence interval on each parameter is computed from the following relationship: 0j .

CHAPTER 3. CONFIDENCE INTERVALS 55 -4 -2 0 Error (psi) 2 4 Figure 3.4: Relationship between the normal distribution and the student t distribut ion .

5: 95% absolute confidence interval . CONFIDENCE INTERVALS 56 f Probability Probability distribution *e 95 % confidence interval Figure 3.CHAPTER 3.

m) is a tabulated F value at 1 .rn degrees of freedom.67) J J J Here confidence intervals are calculated for the corresponding parameters. attention is paid to the variances of the probability distributions of the b in the . a 95% relative confidence interval on each parameter can be computed by: (3. In order to make it convenient to apply these confidence intervals to model verification. To express both confidence intervals and correlations simultaneously. 3.j implies that there is no mathematical correlation between parameter 8. Notice that the boundary of Eq. A (1 . and the number of confidence intervals is the same as that of the parameters. and Oj. The correlation coefficient between any two parameters is computed from the off-diagonal elements of the inverse Hessian matrix evaluated at 6 = 6: (3. confidence regions can be constructed. and parameter 8j have a perfect positive correlation. n . CONFIDENCE INTERVALS 57 (3.66) Similarly.69 forms an ellipsoid centered about parameter space.CHAPTER 3.68) The correlation coefficient has a limit of -1 < p . As long as there are mathematical correlations among parameters.a ) x 100% confidence region for the parameters is given by: ( where F1-&m .rn is greater than 30 or variance o2 is known in advance.Q! confidence level with rn and n . in cases where n . When p. A zero value of p. j parameter Bi < 1. none of the parameters are uniquely determined.j = 1.

The underlying philosophy is that as long as the model selected is correct and there are sufficient data available to support this model.1). the model should be rejected. independent of the number of the data and the time region of the data. which is a finite value as long as a correct model is selected. the use of an incorrect .o 1. The error mean square is used to represent the variance of the errors. as long as all the parameter estimates are within the acceptable ranges. since confidence intervals do not support the model from a statistical point of view.CHAPTER 3. Otherwise. If a correct model is selected. Thus. It is worth mentioning that the error mean square is a function of the actual data but the inverse Hessian matrix is a function of the reservoir model and not of the data. 3. all parameters should be within these acceptable ranges. CONFIDENCE INTERVALS 58 Table 3. the error mean square represents the variance of the errors quite well.1: Acceptable confidence intervals (from Horne (1990)) Parameters Permeability (k) Wellbore storage constant (C) Distance to the boundary ( r e ) Fracture length (xi) Storativity ratio ( w ) Transmissivity ratio (A) Skin Initial pressure (Pi) Relative interval Absolute interval 10 10 10 10 20 20 1. the model can be accepted. However. Limits on acceptable confidence intervals were suggested by Horne (1990) (Table 3. based on actual experience with interpre- tation of real and synthetic well test data. The variance of the probability distribution of each parameter is the product of the error mean square and the corresponding diagonal element of the inverse Hessian matrix (Eq. These criterib of acceptability were defined heuristically.0 (psi) parameters rather than the correlations between the parameters.64).

0 1.25 20. Here it is demonstrated how confidence intervals are used to decide whether a model is acceptable or not. The inverse Hessian matrix as well as the Hessian matrix are functions of the number of the reservoir parameters.0 x 10-6 500. Drawdown pressure data were calculated using an infinite acting model and random errors were added. Two cases were considered: one is the case where a correct model is used and the other is the case where an incorrect model is used. the diagonal elements of the inverse Hessian matrix become small.2: Reservoir and fluid data Wellbore Radius ( r W ) ft Reservoir Thickness ( h ) ft Formation Volume Factor ( B o ) bbl/STB Viscosity ( p ) CP Porosity (4) psia Initial Pressure (Pi) psi-' Total Compressibility (q) STBID Flow Rate (crl 0. and the time region of the data. which is equivalent to the selection of the model.2. The reservoir and fluid data are given in Table 3. It is a basic characteristic of the diagonal elements of the inverse Hessian matrix that they decrease monotonically as a function of the number of data. When a sufficient number of data is available.o 0. CONFIDENCE INTERVALS 59 Table 3. First. reservoir models are nonlinear functions of different parameters over different time ranges. Simulated drawdown data were employed. four cases were considered according to the number of data points in order to demonstrate the basic characteristics of confidence intervals.2 3000.0 model makes the error mean square larger than the actual value of the variance of the errors. In general. The true parameter values are .0 1. the case where the correct model was used is described. the correlations between the parameters.o 1. the number of the data. The purpose in using simulated data is to show how confidence intervals work on a problem in which it is known in advance whether the reservoir model is correct or not.CHAPTER 3. In each case.

CONFIDENCE INTERVALS 60 k = 50md.7.72) From Eq. 3. The matches of the model to the data and pressure data are shown in Fig. In Table 3. and (d) 81 data points (the time period from 0.62 hours). the parameters were estimated using nonlinear regression for the corresponding data points. all probability distributions of permeability are distributed around the true value in Fig.01 hour to 31.70.22 hours. The marginal probability distributions of permeability are given in Fig. and C) was employed.8. which is just after the 51st data point (3. S = 10.6 and Fig. the estimation of permeability is illustrated.0 psi2. the following four cases were considered: (a) 51 data points (the time period from 0. the spread of the probability distribution becomes narrower and the normal distribution approaches the Dirac delta function and converges to . The starting time of t4e .CHAPTER 3.OlSTB/psi.01 hour to 10 hours).01 hour to 3.3. The corresponding 95 % confidence intervals on permeability are given in Table 3. 3. in cases (b).162 hours). (b) 61 data points (the time period from 0.71) (3. According to the number of data points. For simplicity. and C = O. 3. In Fig.3. 3. the estimated values of permeability are all close to the true value (IC = 50md).01 hour to 100 hours). As the number of data points increases.8. the data contain more information about permeability and the corresponding variance about permeability (00) decreases in Table 3. infinite acting behavior is calculated by: where (3. In each case. 3. 3. Hence. A random number generator was used to simulate random normal errors with zero mean and a variance of 1.162 hours). and (d) the data contain valuable information about permeability. the starting time of the infinite acting behavior is 3. Therefore. The infinite acting model with three parameters ( k.3. (c).8. S. (c) 71 data points (the time period from 0.

632 1.9830 0.00 II 0.3657 11.0283 0.4: 95% confidence intervals on permeability in the case where the incorrect model was used I Data points Parameter estimate S2 51 52.2775 4.9053 0.4620 1.2134 0.0470 1.57 71 39. CONFIDENCE INTERVALS 61 Table 3.7972 2.81 I 0.02 61 49.15 I H-l 0 2 -0 s 2 H-l ge 95% confidence interval (%) Decision acceptable accept able accept able unacceptable .2171 0.94 81 24.05 0.CHAPTER 3.9515 4.0016 1.67 I 1142 0.3: 95% confidence intervals on permeability in the case where the correct model was used interval (%) Decision acceptable acceptable acceptable acceptable Table 3.8650 1.83 I 32.

CONFIDENCE INTERVALS 62 io4 I I I 1 1o3 1o2 10 0 Simulated drawdown data: (a) 5 1 data points Infinite acting model I I I - 1 lo4 10-2 10-1 1 Time (hours) 10 1o2 Simulated drawdown data: (b) 61 data points Infinite acting model 11 I I I 1o-2 1 lo2 lo-' 1 Time (hours) 10 Figure 3.CHAPTER 3.6: Simulated drawdown data and matches of the correct model to the data: (a) 51 data points (upper) and (b) 61 data points (lower) .

CONFIDENCE INTERVALS 63 Simulated drawdown data: (c) 71 data points Infinite acting model 1o-2 10-1 1 Time (hours) 10 lo2 lo4 7 L I Simulated drawdown data: (d) 8 1 data points Infinite acting model 1o-2 10-1 1 Time (hours) 10 1o2 Figure 3.7: Simulated drawdown data and matches of the correct model to the data: (c) 71 data points (upper) and (d) 81 data points (lower) .CHAPTER 3.

CHAPTER 3.......... .. (b) 61 data points (c) 71 data points (d) 81 data points i .... I ... and (d) 81 data points . ".. (a) 5 1 data points ---- -------..... 1 1 I l l 40 42 4 4 46 50 52 Permeability ( md ) 48 54 56 58 60 Figure 3.......... (c) 71 data points...8: Probability distributions of permeability in the case where the correct model is used: (a) 51 data points..... CONFIDENCE INTERVALS 64 .. (b) 61 data points.

which is an incorrect model. and C) was employed.4. The infinite acting model with three parameters (IC.11.OlSTB/psi.4.CHAPTER 3. the estimated values of permeability in cases (a) and (b) are all close to the true value ( I C = 50md). (c) 71 data points.73. S. (c) and (d) the 95% confidence intervals are fairly narrow. The starting time of the pseudosteady state is calculated by: where (3. In Table 3. According to this limit. The true parameter values are IC = 50md. the limit on the acceptable confidence interval for permeability is 10 %. The corresponding 95 % confidence intervals on permeability are given in Table 3.9 and Fig. The marginal probability distributions of permeability are given in Fig. the parameters were estimated using the corresponding data points. and re = 1500ft. However. The matches of the model to the data and pressure data are shown in Fig. The random errors were identical to the previous case. those in cases (c) and (d) are far from the true value. the case where the incorrect model was used is described.71 hours. in cases (c) and (d) the infinite acting model is not expected to match the data adequately.10.74) From Eq. in all cases the model is accepted as a correct model.1. the probability distributions of permeability in cases (a) and (b) are distributed around the true value but those in cases (c) and (d) are not (Fig. The same four cases were considered: (a) 51 data points. 3. the starting time of the pseudosteady state is 10. Therefore. and (d) 81 data points. S = 10.2). 3. As the number of . In each case. Hence. which is just after the 61st data point (10 hours).11). Drawdown pressure data were calculated using a no flow outer boundary model and random errors were added. Next. All data points in case (a) are taken prior to the starting time of the infinite acting behavior and the 95% relative confidence interval is relatively wide. From Table 3. 3. The same reservior and fluid data were used as in the previous case (Table 3. C = O. 3. CONFIDENCE INTERVALS 65 the true value. 3. (b) 61 data points. In case (b).

o . . . ... . . . 1o-2 ...j lo2 10-1 1 Time (hours) 10 Figure 3. . I .9: Simulated drawdown data and matches of the incorrect model to the data: (a) 51 data points (upper) and (b) 61 data points (lower) . .. I ... . .. .I . . .CHAPTER 3. . CONFIDENCE INTERVALS 66 Simulated drawdown data: (a) 5 1 data points Infinite acting model 1o-2 io4 lo-' I 1 Time (hours) I 10 I 1o2 3 "i 1 Simulated drawdown data: (b) 61 data points Infinite acting model .

10: Simulated drawdown data and matches of the incorrect model to the data: (c) 71 data points (upper) and (d) 81 data points (lower) . CONFIDENCE INTERVALS 67 io4 I I I J Simulated drawdown data: (c) 7 1 data points Infinite acting model 1o-2 10-1 1 Time (hours) 10 1o2 io3 1o2 Simulated drawdown data: (d) 8 1 data points Infinite acting model 1o-2 10-1 1 Time (hours) 10 1o2 Figure 3.CHAPTER 3.

11: Probability distributions of permeability in the case where the incorrect model is used: (a) 51 data points. (c) 71 data points. (b) 61 data points.CHAPTER 3. CONFIDENCE INTERVALS 68 Figure 3. and (d) 81 data points .

However. and (c) the model is accepted as a correct model but in case (d) the model is not accepted as a correct model. In case (b). in cases (a). CONFIDENCE INTERVALS 69 data points increases from case (a) to case (b). in cases (c) and (d) the 95% confidenck intervals are fairly wide. The normal distribution does not approach the Dirac delta function and does not converge to the true value.CHAPTER 3. the corresponding variance about permeability is increasing from case (c) to case (d). (b).4. However. In addition. As described above. In both cases where either the correct model or the incorrect model is used. the practical weak point is discussed. confidence intervals are easy to use for model verification. Confidence intervals are directly proportional to the variances of the probability distributions of the parameters and several different cases could be possible as a combination of the error mean square d . since more data containing informatioq about permeability are available. All data points in case (a) are taken prior to the starting time of the infinite actin$ . 3. as described above. in cases (c) and (d) the model no longer represents the data adequately and the estimated variances (s2) become large in Table 3. behavior and the 95% relative confidence interval is relatively wide. Note thatI only the confidence interval for permeability is shown but in actual applications of confidence intervals to model verification.11. As a result. However. confidence intervals are used to decide whether a model i$ acceptable or not. Firstly. In Fig. the confidence intervals for all parameter should be investigated.4. According to the limit on the acceptable confidence interval for permeability of 10 %. since all components related to confidence intervals are evaluated during the nonlinear regression. the spread of the probability distribution becomes narrower from case (a) to case (b) but it becomes wider from case (c) to case (d). it should be mentioned that confidence interval analysis has two weak points from the point of view of model discrimination. the data contain more information about permeability and the corresponding variance about permeability (as) decreases in Table 3. the 95% confidence interval is fairly narrow. Confidence intervals are easy to calculate. One is practical and the other is theoretical. confidence intervals produce consistent results in the final case (d).

confidence interval analysis cannot provide a unified measure of model discrimination.67 (%). in general reservoir parameters have correlations with each other in nonlinear regression and theoretically these correlations should be involved for model verification. confidence interval analysis can decide whether a specific model is acceptable or not. Secondly.4 the estimated variance is 32. Eq. but it says little about which model is better. Moreover.2 through an example. 3. CONFIDENCE INTERVALS 70 (estimated variance) (s2) and the diagonal elements of the inverse Hessian matrix (Hjjl). the diagonal element of the inverse Hessian matrix is relatively small (0. Hence. since a steep rising straight line is recognized on the pressure derivative plot. In order to make it convenient to use confidence interval analysis fot model verification.10 the graphical analysis using the pressure derivative plot suggests the existence of no flow boundary.CHAPTER 3. and more importantly. the 95% confidence interval is 4. which is relatively narrow and within the acceptable range even though the incorrect model is employed. Hence. the theoretical weak point is discussed. In cases where several models are possible. However.05 p s i a .9053. direct comparison of t he corresponding confidence interval alone is not sufficient.55 indicates that the probability distribution of the parameters has the same dimension as the number of parameters. However. even if an incorrect model is employed. Confidence interval analysis is useful for model verification but is not suitable for model discrimination. In Fig. . For example. This is the practical weak point. in case (c) in Table 3. In order to compare probability distributions with different dimensions completely. attention is paid to the variances of the probability distributionk of the parameters rather than the correlations between the parameters.9053) due to the large number of data points (71 data points) and the corresponding variance of probability distribution of permeability is merely 0. As a result. In other words. different models with different number of parameters have probability distributions with different dimensions. which is much larger than the true variance (1. These weak points of confidence interval analysis will be discussed further in Section 5. 3. confidence intervals are sometimes within apparently acceptable ranges.0 p s i 2 ) .

n . . since Bayesian inference holds only as long as 4 model is linear.5.a! confidence level with m and n .75 always coincides with an actual contour of the objective function in the parameter space. .m ) = a tabulated F value at 1 . Comparison between the boundary defined by Eq. Under the assumption that for a region in the parameter space sufficiently close to the parameter estimates the model function can be approximately expressed in thb linear form using Taylor series expansion up to the first order.57) s2 = SSR (Eq. Exact confidence regions for a nonlinear function can be constructed in the framework of sampling theory inference.75) or (3. 3. A (1-a!) x 100% exact confidence region for the parameters in a nonlinear functiob can be obtained by: (3.C H A P T E R 3. 3. confidence intervals are approximately true.76) where E ( @ ) = objective function evaluated at 8 E ( 8 ) = objective function evaluated at 8 = SSR (Eq. CONFIDENCE INTERVALS 71 3. 3. 3.m degrees of freedom n = number of data m = number of parameters The boundary of Eq.56) n-m ( m .69 and that by Eq.2 Exact Confidence Intervals Confidence intervals mentioned in Section 3.5.75 reveals the validity of the linear approximation. 3.1 are valid only if the model is linean.

CHAPTER 3. CONFIDENCE INTERVALS 72 3. The underlying philosophy is to select the simplest model that describes the data adequately within the hierarchy. Hence. and the more complicated model is likely to show a better match to the data due to the decrease of the degrees of freedom. For example. This method may bk considered as a bridge between confidence intervals and the sequential predictive probability method. which has the leas1 number of parameters (two parameters: k and C). Therefore. and the interporosity flow coefficient. a hierarchy of reservoir models is constructed according to the number of independent reservoir parameters involved in the reservoir models. A. More complicated models have more parameters. In general. . On the other hand. a single porosity model is a subset of a double porosity model and a double porosity model is a superset of a single porosity model. this method relates to the model verification problem. Before an F test is applied.3 F test Watson e t al. The simples! model is defined as a homogeneous infinite acting reservoir model. The most accurate estimates of reservoir parameters should be given by the model with the fewest independent parameters that fully describes that data. + single porosity (homogeneous) model can be obtained from a double porosity mod4 by setting the storativity ratio. First of all. a statistical test is a decision to accept or reject a statistical hypothesis. any set of data that can be matched by a simple model can also be matched by a more complicated model on the same hierarchy branch. it is important to guarantee that at least one model within the hierarchy satisfactorily describes the data. A model that has too many parameters may result in parameter estimates that have larger uncertainty associated with them. The method has its basis in sampling theory inference. To accommodate these two aspects and make a choice between a simple model and a more complicated model.5. to 1 and 0. and thus needs to be documented in full. In the hierarchy.. not the model recognition problem. the concept of an F test is introduced. w . models should be subsets or supersets of each other. simpler models can be derived from more complicated models on the same branch by setting certain parameters to known values. respectively. (1988) presented a systematic and quantitative method to select from among possible reservoir models the most appropriate model for a given set of pressure I data. In other words.

This means that the parameters. the statistical hypothesis is a statement about the values of one or more parameters in a reservoir model and a test statistic is an F statistic. the test statistic F is defined as: F= where n is the number of data. Therefore. .CHAPTER 3. with dimension m. in cases where some of the elements. By definition. If the model is expressed by all elements of 8 which can vary freely when the objective function (Eq. the statistical hypothesis is rejected at the confidence interval of (1. which represents the overall modd fitting. It is important to mention that decisions based on the limited number of data cannot be made with complete certainty.a ) x 100% is introduced to qualify the decisions.m ) . The minimum value of the objective function obtained using a complicated On model is denoted as Ecomp. 02. is the most unbiased estimate of the sample variance. the model reduces to a simple model. The decision to accept or reject the hypothesis is made quantitatively by comparing the test statistic calculated from the data with a tabulated critical value of the test statistic. 02. Suppose 8 can be partitioned into two subsets. are fixed with specific values and only the rest of the parameters. involve in a reservoir model.77) A statistical decision is made by comparing the value of F obtained from Eq. can be changed. 8. which can be found in standard statistical . the concept of a confidence interval of (1 . dimension ml = m .n F1-& (m2.m ) .m) l (3. (Esimp . Consider the set of unknown reservoir parameters. el.77 with a critical value.wit ! The minimum values of the objective function (Eq. respectively. el and e2. the model is considered a complicated model.Then. 3.m2 and m2.E c o m p ) lm2 ~ c o m p ( n.n . an F statistic is a ratio of two sample variances associated with two normally distributed populations. each with identical variances. 3. The minimum value of the objective function obtained using a simple model is denoted as Esimp. As long as errors are distributed normally. If F exceeds (m2.8) are evaluated for two different situations. 3. tables. CONFIDENCE INTERVALS 73 In this case.are worth adding to the reservoir model and the complicated model is warranted.8) is being minimized. the other hand. the error mean square.a ) x 100% .

the additional parameters are significant for representing the data. an F test cannot discriminate quantitatively between two models which are not nested. the additional parameters are not necessary. which means that the data have beep described adequately by a simple model. CONFIDENCE INTERVALS 74 The value of F calculated by Eq.CHAPTER 3. If this reduction is relatively large. (1988) demonstrated the utility of an F test as a model discrimination criterion for both simulated well test data and actual field well test data. due to the theoretical reasons discussed above. 3. However. Watson e t al. If the reduction is relatively small.77 is proportional to the reduction in the minimum value of the objection function using a complicated model. . which means the overall model fitting of the model to the data is moderately improved.

3 discusses the implementations of the sequential predictive probability method for effective use in model discrimination in well test analysis. The most important feature of the method is that it can provide a unified measure of model discrimination in cases where several models are possible. Several practical 75 . Section 4. The characteristics of the predictive variance are examined for the fundament a1 reservoir models. The derivation is straightforward and the final form is simple) but the simple form contains significant advantages for model discrimination. The derivation and the implementation of the method for use in model discrimination in well test analysis are the I main objectives of this study. Section 4. The method can be derived as a direct extension of the derivation of confidence intervals) based on Bayesian inference.Chapter 4 Sequential Predictive Probability Method This chapter describes a new quantitative method for model discrimination) which is called the sequential predictive probability method.1 presents the mathematical derivation of the sequential predictive prob+ ability method. This is not available in existing quantitative methods such as confidence intervals or an F test. The predictive variance plays a key role in the sequential predictive probability method.2 discusses the theoretical features of the sequential predictive probability method. Section 4.

5 presents the application of the sequential predictive probability method to the simulated well test data to show how the method performs in discriminating between models. 4. Moreover. since models with different numberd of parameters have the probability distributions of the parameters with different di+ mensions. based on Bayesian inference. This method can be derived as a direct extension of the derivation of confidence intervals. However. Section 4. they can say little about dis+ crimination between candidate reservoir models. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 76 considerations need to be taken into account. As a result. Box and Hill (1967) considered. The idea behind this method is that a correct model should predict the pressure responses more accurately than other incorrect models.4 discusses the modified sequential predictive probability method. the probability of the actual pressure response occurring at future time under the correct model should be higher than that under the incorrect models. confidence intervals sometimes provide wrong results. the cases where several models are possible and the results are inconclusive as to which model is best after several preliminary experimental runs. From a quantitative point of view. confidence intervals are often convenient and good mite+ ria to decide whether the model selected is acceptable or not. This work describes a new quantitative method of model discrimination to overcome these difficulties. different models are incomparable in the parameter space. The new method is called the sequential predictive probability method.CHAPTER 4. This idea was proposed originally by Box and Hill (1967) in the field of applied statistics to construct an effective experimental design. The modified sequential predictive probability method is introduced as a way to reduce the computation cost. The predictive probability distribution of the pressure response under the model can be calculated from the probability distributions of the parameters. and proposed a criterion to construct the effective sequential design of further experiments for discriminating .1 Sequential Predictive Probability Method As discussed in Chapter 3. Section 4.

CHAPTER 4. SEQUENTIAL PREDICTIVE PROBABILITY METHOD

77

between these models using the predictive probabilities of these models. The Box and Hill procedures (1967) have been modified depending on the nature of the model by several authors (Hill, Hunter and Wichern, 1968, Hill and Hunter, 1969, Atkinsod, 1978). Although different approaches for model discrimination have been proposed by several authors (Atkinson, 1969, Andrews, 1971, Atkinson and Cox, 1974, Atkinsop and Fedorov, 1975a, Atkinson and Fedrov, 1975b), Hill (1978) reported that the Box and Hill procedure (1967) had proved to be most effective in practice.

A form of the Box and Hill procedure (1967) is modified here for use in model discrimination in well test analysis.
The basic procedure of the sequential predictive probability method for mod4 discrimination in well test analysis is as follows: 1. Select several candidate reservoir models which might be consistent with both the pressure data and the other available information. 2. Use the first several pressure data points to estimate the reservoir parameters and predict the probability distribution of the pressure at the next time point, under each of the reservoir models.

3. Calculate the probability by substituting the actual pressure data at the next
time point into the predictive probability distribution under each reservoir model and update the joint probability under each reservoir model by multiplying the joint probability by the probability.

4. Repeat this procedure until a difference of the joint probability between reservoir
models is obtained.

5 . Discrimination between candidate reservoir models is performed according to this joint probability.
The predictive probability distribution for each model is derived by the following procedure. The derivation is made in the framework of Bayesian inference and the

CHAPTER 4. SEQUENTIAL PREDICTIVE PROBABILITY METHOD

78

parameters (8) are regarded as random variables with specific probability distributions. Suppose that variance o2 is known. Uncertainty due to the model is described as follows. Recall Eq. 3.55:

The parameters 8 form a multinormal distribution about 8 with the covariance matrix 0 2 H - ’ , given n independent observed pressure data. 8 is a vector with

m

dimensions and the probability distribution of the parameters has m dimensions(. The mean (expected) values of the parameters (6) are the least squares estimates of

8 using n independent observed pressure data. The covariance matrix a2H-’ is
m x m matrix.
Using the parameter estimates pressure response of
yn+l

arp

(e) based on the first

n observations, the true
I

at z 1 , +

(Y;+~) is expressed approximately as the following
~

linear form using Taylor series expansion up to the first order:

where

1

(4.3)

e=e

CHAPTER 4. SEQUENTIAL PREDICTIVE PROBABILITY METHOD

79

The gradient of the model function ( g ) is evaluated at z,+~ using the estimated values of the parameters based on the match to the first n observations gradient g is a vector with m dimensions. Setting ijnS1 = F ( 6 ,z,+~), Eq. 4.2 can be expressed as:
!;I /+
- GnS1

(8). The

= gT ( 8 -

8)

(4.4)

Using Eq. 4.1, y l : +

is normally distributed about

with predictive variance:
I

Eq. 4.6 expresses uncertainty due to the model, which represents how reliable the model is, and this uncertainty is fully characterized by the mean (expected) value and the predictive variance
(0;).

The predicted pressure response at xn+l from the match to the first n observations

(

represents the expected value of the true pressure response at z,+~. The predictive variance
(0;) involves

three important features. Firstly, Eq. 4.5

shows that the predictive variance contains the whole information about uncertainty involved in the parameters since it uses the covariance matrix a2H-' for the probability distribution of the parameters. Secondly, the Schwartz inequality shows that the magnitude of the predictive variance is bounded by the determinant of the covariance matrix 0 2 H - l :

CHAPTER 4. SEQUENTIAL PREDICTIVE PROBABILITY METHOD

80

As more information is obtained about the parameters and uncertainty involved in the parameters is reduced, the spreads of the multinormal distribution become narrower and the determinant of the covariance matrix becomes smaller. Consequently, the magnitude of the predictive variance also becomes smaller and uncertainty due to the model is reduced. Hence, as the multinormal distribution of the parameters approaches the Dirac delta function, the normal distribution of the true pressure response about the predicted (expected) pressure response also approaches the Dirac delta function. In other words, uncertainty involved in the parameters is transformedl into uncertainty involved in the pressure response. Finally, and most importantly, the predictive variance is a scalar regardless of the dimension of the covariance matrix. Therefore, models with different numbers of parameters become comparable through the predictive variance. Uncertainty due to the data is described as follows. It is assumed that the observd pressure data yn+l is normally distributed about the true pressure response y:+l variance a2: with
I

This assumption is the same as that used in the derivation of Eq. 4.1. Eq. 4.8 expresses uncertainty due to the data, which represents how well the model fits the data.
: + Here, the exact value of y l
Gn+l

is unknown, and the relationship between yn+l and
yn+l

is obtained by integrating out Y;+~. is expressed as:

Now the predictive probability distribution of

CHAPTER 4. SEQ UENTIAL PREDICTIVE PROBABILITY METHOD

81

Therefore, the actual pressure response yn+l is normally distributed about the predicted (expected) pressure response ijn+l with the overall predictive variance due to the model
(0;) and
+

0 ’

+

gP

= (1

+ g*H-’g)

0’.

The overall predictive variance expresses both uncertainty uncertainty due to the data (0’). relationship between The

Eq. 4.6, Eq. 4.8, and Eq. 4.9 is shown in Fig. 4.1. Substituting the actual observed pressure data ynS1 into Eq. 4.9 provides thq probability of
yn+l

occurring at

x,+1

under the model based on the match to the firs$

n observations. This procedure is described schematically in Fig. 4.2. In Fig. 4.2,

X axis is time and Y axis is pressure. Small circles represent the current data (d,
data points) and the thick line, which could be a curve, represents the fitted model to the current data. The predictive probability distribution of yn+l is constructed using the fitted model and the probability of predictive probability distribution. Fig. 4.3 shows the predictive probability distributions for two models. Two models are named Model 1 and Model 2. In this case, the probability of yn+l occurring under Model 1 is higher than that under Model 2. Hence, Model 1 is more favorable than Model 2. Eq. 4.9 indicates that the probability of yn+l occurring at becomes high when the overall predictive variance pressure response
Gn+l. 0 ’

yn+l

is expressed by a thick line within thd

xn+l

under the model
. 0’ is

+

0 :

= ( 1

+ gTH-’g)

small and the actual observed pressure data yn+l is close to the predicted (expected) Fig. 4.4 shows three possible cases of two models. In Fig. 4.4 (a), the expected pressure responses under two models are the same and the overall predictive variances

CHAPTER 4.1 * yn+1 * Probability distribution of yi+1 about $n+l withvariance 2 .+l withvariance02wP . Probability 1 Probability o2 A y n +I yn. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 82 . P Probability distribution of Yn+l 8 about Yn+l withvariance a2 f Probability 2 probability distribution Of Yn+l h 2 about y.

SEQUENTIAL PREDICTIVE PROBABILITY METHOD 83 Y L I current data Future data w X Figure 4.CHAPTER 4.2: Schematic illustration of the predictive probability method: the probability of yn+l under the model is calculated by substituting yn+] into the predictive probability distribution of Yn+l .

I Probability of Yn+l under Model 1 Predictive probability distributon of yn+l under Model 2 Predictive probability distributon of Yn+l under Model 1 current data I Future data X Figure 4.CHAPTER 4.3: Schematic illustration of the predictive probability distributions for two models: the probability of yn+l under Model 1 is higher than that under Model 2 . SEQUENTIAL PREDICTIVE PRlOBABILITY METHOD 84 Y Probability of yn+l underModel2 .

SEQUENTIAL PREDICTIVE PROBABILITY METHOD 85 yn+l (a) the expected responses are the same and the variances are different yn+l (b) the expected responses are different and the variances are the same b Yn+l (c) the expected responses are different and the variances are different Figure 4.4: Schematic illustration of three possible cases of predictive probability distributions for two models .CHAPTER 4.

4. the probability of yn+l occurring under the model whose expected pressure response is closer to the actual pressure response is higher. the probability of yn+l occurring under the model which has the smaller variance is higher. the expected pressure responses under two models are different and the overall predictive variances are different. the probabi1it. 4. In this case. Hill and Hunter (1969) derived the modified expression of the predictive probability distribution defined by Eq. Therefore.+~. which will 'be discussed in Section 4. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 86 are different. the sequential procedure. 4. In this case. However. 3. in cases where the actual pressure response is close to the expected pressure response of the model with the larger overall predictive variance in Fig.y of yn+l occurring under the model which has the smaller variance and whose expected pressure response is closer to the actual pressure response is higher. 41. is employed to examine whether this expectation is true or not.9 in cases where variance o2 is unknown. this model can have higher probability of ynfl occurring at z. substituting the actual pressure response into the predictive probt ability distribution under each model is a process of decision making as to whicb model is the most adequate at the current stage and the sequential procedure is t'h! accumulation of decision making over all stages.This implie$ that the model with the larger overall predictive variance at the current stage may be a true model in the future.4 (c). In Fig.CHAPTER 4. In Fig. Recall Eq. the expected pressure responses under two models are different and the overall predictive variances are the same.4 (b). In this case.3. In other words.60: where .4 (c).

gn+l follows a student t distribution about CnS1 with the overall predictive variance s2 + s.m is greater than 30. 4. = (1 + g T H .9 is used in cases where n . 4. 4.9 and Eq. 4. Using Eq.13) In cases where o2 is unknown.l g ) .m degrees of Prob (Yn+l IGn+l> = I Therefore. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 87 s =- 2 SSR U (4.F (&4 (4. the parameters 6 form a multivariate student freedom.m is greater than 30. Therefore. in cases where variance o2 is unknown.2 4. Eq. sa with the n . This indicates that Eq.10.9 can replace Eq.m is greater than 30 the normal distribution sufficiently replaces tlhe student t distribution.9 is modified as: t distribution about 6 with the covariance matrix s2H-' with the n .1 Theoretical Features Overview Theoretical features of the sequential predictive probability method are as follows: . 4.14 when n . 4. 4.11) v=n-m n (4.m degrees of freedom. in this work Eq. I Note that as n increases a student t distribution approaches a normal distributiori and when n .CHAPTER 4.2. 4.14 is asymptotically the same ad Eq.12) SSR = i=l [ga .

C. the magnitude of o2decreases according to the complexity of the model. however.l g decreases according to the simplicity of the model. a2). Confidence intervals require the same number of measures as the number of parameters. This relationship is quantitatively expressed by a2 and gTH-'g.3. forces the prediction to he more obscure. and this value takes into account both simplicity and complexity of the model. I I I 3. The primary constraint of the probability method can relax this constraint. which are the components of uncertainty due to the model (g*H-'g. they cannot be applied directly to compare between reservoir models with different numbera of unknown parameters. Therefore. it is not possible to compare directl? the confidence intervals of permeability between two different models such a$ an infinite reservoir model with three parameters (k. This method accommodates the requirements of both simplicity and complexity of the model.since in the sealing fault model IC ainQ re have a strong negative correlation. This method can compare any number of possible reservoir models simultanet ously.S.S. Moreover. 4. As discussed in Section 3.5. the overall fitting of the model to the current data is improved due to the decrease of the degrees of freedom. one model need not be a :subset of another. The sequential predictiw . This method takes into account not only the diagonal elements of the inveIse Hessian matrix but also the off-diagonal elements. The overall predictive variance is expressed as o2 a. ~ i 2. Confidence intervals use the information from the diagon a elements of the inverse Hessian matrix only. as the number of parameters is increased. Theoretically. and therefore this method uses the entire information available about the parameters through the prq dictive variance. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 88 1. The model complexity. This method provides a unified measure of model discrimination regardless of the number of parameters in reservoir models. F test is that models should be subsets of each other. r e ) .CHAPTER 4. For instance. an F test can be used to select the most appropriate reservoir model from pairs of models in a hierarchy.C) and a sealing fault model with four parameters (k. while that of g T H .In general." = (1 + + gTH-'g) e a2.

and r e ) constant pressure outer boundary model (four parameters: IC. S.and C) 0 sealing fault model (four parameters: IC. 0 infinite acting model (three parameters: IC. and r e ) no flow outer boundary model (four parameters: IC. Y1 Y2 = = &la: 821 + 6222 y3 = 831 0412 +833~2 + 0422~ Y4 = (4. The characteristics of the predictive variance were examined for several models. C . and r e ) 0 0 .2 Characteristics of the Predictive Variance The predictive variance plays a key role in the sequential predictive probability method.15) Secondly. In general the magnitude of g*H-lg decreases according to the simplicity of the model. S.2. However. the basic characteristics of the predictive variance for the followiing eight models were examined. Box and Hill (1967) investigated the predictive variances of the following four polynominal models which are nested and found that the predictive variances obtained from the models with fewer parameters are smaller. S. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 89 4. there is no general verification available. Atkinson (1978) compared the predictive variances of the following two models which are not nested and concluded that the predictive variance obtained from the model with fewer parameters is smaller. i Y1 = &la: l+x y2 = 821 8 2 2 ~ 8 2 3 ~ 2 + + (4. Firstly. S.CHAPTER 4.16) In this work. C . C .

and re) Firstly. S = 10. C .OlSTB/psi. w . S.01 hour (21) No errors were added to the pressure data. w . A. C . The errors caused by numerical inversion will be discussed at the end of this section. (2101). which is the next point to (ql) 891.CHAPTER 4. and r e ) C 0 double porosity with pseudosteady state interporosity flow and no flow outetboundary model (six parameters: k. 2000Jftl.5 (lower) shows that the ues of g T H . and A) 0 double porosity with pseudosteady state interporosity flow and sealing fault model (six parameters: k. The total number of data points is 10 to 1000 hours 2. the basic characteristics of the predictive variance for the infinite actin model. s. the infinite acting model is regarded as a simple model and the OtkleJ' models are regarded as complex models. Vi31- matrix ( H .l ) was calculated using the data points from was calculated at x. 4. changes from 1. 21 to The gradient g 5. w . the sealing fault model.0 hour In calculating both the inverse Hessian matrix and the (567). A. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 90 0 double porosity model with pseudosteady state interporosity flow (five parameters: k. The true reservoir parameters a@& k = 50md.+~. Fig. and the con stant pressure outer boundary model were investigated.. w . gradient. and C = O. re = and the time period is from 0.5 shows typical pressure response$ and the corresponding values of g.4 2. S.2. 4. Pressure responses were calculated usin$ the reservoir and fluid data given in Table 3.l g for the complex models are fluctuating due to the truncation errors caused by numerical inversion of the Laplace transformation but are generally larger than that for the simple model (the infinite acting model) before the boundary ef+ fects become significant. According to the number Q 4 I k parameters. For the boundary model. A. the parameter values were fixed to the true values. C . . The inverse Hessi. the no flow outer boundary model.. and r e ) 0 double porosity with pseudosteady state interporosity flow and constant pressure outer boundary model (six parameters: k.251 hours to (2100). The boundary effects become significant after around 20 hours Fig. the . Even after the boundary effects become significant. S.

.. I >* ~ *** + 44' 10 * * - 1 1o-2 lo2 I I I t.--. % ..A* .. F.-.. ....* - .. I.. . *... ~ <%.. e ..i fi f \. lo I't.... \ \ .. < ------- Infinite acting model Sealing fault model No flow outer boundary model Constant pressure outer boundary model : I 1 ! 1... ........ Tb.. 1. ! . ... *.io3 1o-2 1 I I 10 Time (hours) 1o2 Figure 4. Ti + ---.. .......5: Typical pressure responses for the infinite acting model.... SEQUENTIAL PREDICTIVE PROBABILITY METHOD 91 io5 I I I I $ io4 ~ A Infinite acting model Sealing fault model No flow outer boundary model Constant pressure outer boundary model - io3 L- 1o2 . the no flow outer boundary model.CHAPTER 4..I 10-l I 1 10 Time (hours) I 1o2 io3 3 . the sealing fault model......---.. .-\--.... 1 I. \tc... 1 ..... \ *. e \ *. and the constant pressure outer boundary model (upper) and the corresponding values of gTH-'g (lower) ..

the parametet values were fixed to the true values. Hence.0 x lo-'. 4.01 and X = 1. the basic characteristics of the predictive variance for the infinite acting model. Secondly. gradient g was calculated at The z.1 and X = 1. the double porosity and sealing fault modell the double porosity and no flow outer boundary model. the sealing fault model.0 x lo-".+~. The inverse Hessian matrix ( H . changes from 1.2. the infinite acting model is regarded as a simple model and the double .251 hour$ .6 shows typical pressure re: sponses and the corresponding values of gTH-'g. No error$ were added to the pressure data. The total number of data points is 101 and the time 1000 hours (2101). S = 10. the double porosity model. (xlo0). in these typical pressure responses the magnitude of gTH-'g decreases according to the simplicity of the model for tlnle infinite acting model and the double porosity model regardless of the time period. in these typicail pressure responses the magnitude of gTH-'g decreases according to the simplicity ~ t f the model for the infinite acting model.01 hour (21)to and (d) w = 0. fout cases were considered: (a) w = 0. The only exception is the constant pressure outer boundary model. the double porosity model is regarded as a simple model. Fig. and C = O. regardless of the time period.CHAPTER 4. which has the smaller values of gTH-'g than the infinite acting model after the boundary effect becomes significant. In calculating both the inverse Hessian matrix and the gradient. (c) w = 0. the basic characteristics of the predictive variance for the infinite actin+ model and the double porosity model were investigated. .6 (lower) shows that the value of gTH-'g for the double porosity model is always larger than that for the infinite acting modlel throughout the time period determined. SEQUENTIAL PREDICTIVE P. Fig. porosity model is regarded as a complex model.01 and X = 1. The true reservoir parameters are k = 50md.OlSTB/psi. Pressure responses were calculatled using the reservoir and fluid data given in Table 3.ROBABILITY METHOD 92 values of gTH-'g for the complex models except the constant pressure outer boundary model are always larger than that for the simple model. and the no flow outer boundary model. For the double porosity model.0 x lo-'. and the double porosity and constant pressure outer boundary model were investigated. According to the number ok parameters. 2. According to the number of parameters. period is from 0. Finally.' ) was calculated using the data points from 2 1 to qL. (b) w = 0. 4.which is the next point to 2 . Hence.0 x lo-'.0 hour (241) to 891.1 and X = 1.

.Od-09 - -.._ 103 10 ?s..01 & Lambdas1 .+ + + + u ~ ~ z ~ ~ .** - * 5 \ \- 2:: 2 ..* . ..-... L- + 'I '..------*I -*.***++* *.Od-08 Omega=O..ROBABILITY METHOD io5 L I I I I io4 io3 ~ A + * ~ Infinite acting model Omega=O.**** L 1 I I 1o-2 1o2 10-l I 1 10 Time (hours) I 1o2 ..Od-09 Omega=0.... ... .>.Od-09 Omega=0.mrnm...O 1 & Lambda= 1.-.< -*<.. ' : .--1 . AA-* AA@* + + +++ ** ++++ * + *** +++* **** +. SEQUENTIAL PREDICTIVE P. *a.. * :> . lo-' - 1o-2 1 I 1 10 Time (hours) 1o2 io3 Figure 4..-* Infinite acting model Omega=O..1 & Lambda= 1. 1 & Lambda=] ... 1 '\Ti--\ *e%. . 1 & Lambda= 1. ...Ol & Lambda=:l.*..Od-08 Omega=O...14 **** A:@.... .*......'... .Od-08 Omega4. ----_ . *.. --<.. ...... - a*. . ~ * . e. 1 & Ianbda=l ....CHAPTER 4.---. .>...Od-08 Omega=O.... e* ------\ ......Od-09 - - lo2 10 ~ I *******" / / I I if.01 & Lambda=l.. .6: Typical pressure responses for the infinite acting model and the double porosity model (upper) and the corresponding values of gTH-'g (lower) ..1 ' 1 r \ %.

and Fig. For the double porosity modell. The hours 2. which has the smaller values of gTH-'g than the double porosity model after the boundary effect becomes significant. Pressure responses were calculated 11sing the reservoir and fluid data given in Table 3. from Fig. regardless of the time period. The true reservoir parameterg are k = 50md.+~. Hence1 in these typical pressure responses the magnitude of gTH-'g decreases according to the simplicity of the model for the infinite acting model. w = 0. w = 0. and the double porosity and constant pressure outer boundary model are regarded as complex models. the double porosity and sealing fault model.1 and X = 1. = 4000ft. which is the next point to z changes from 1. 4. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 94 while the double porosity and sealing fault model. and T . and C = O.meter values were fixed to the trd values. The error$ caused by numerical inversion will also be discussed at the end of this section.' ) was calculated using the data poirite from z1 to The gradient g was calculated ak z. Therefore. The only exception is the double porosity and constant pressure outer boundary model.7 it may be concluded that in typical pressure responses the magnitude of gTH-'g generally decreases according to tlhe simplicity of the model.2. For the double porosity and boundary model. the double porosity and no flow outer boundary model.251 hours (2100). Fig. 4. 4. No errors were added to the pressure data. The 2.1. 4.CHAPTER 4.0 hour ( ~ ~ to )891. . 1 thl inverse Hessian matrix and the gradient.6.7 shows typical pressure responses and the corresponding values of gTH-'g.01 hour (zl) 1000 to (~~01). .7 (lower) shows that the values of g*H-'g for the double porosity and e boundary models are fluctuating due to the truncation errors caused by numerical inversion of the Laplace transformation but are the values of g*H-'g for the dou+ ble porosity and boundary models except the double porosity and constant pressure outer boundary model are always larger than that for the simpler models. Hence. X = 1. the boundary effects become significant after the double porosity effects. 4. inverse Hessian matrix ( H . total number of data points is 101 and the time period is from 0.OlSTB/psi.5. the double porosity model. Fig. .0 x lo-'. and the double porosity model and 10 1 flow outer boundary model. In calculating both . Fig.0 x lo-'. S = 10. the para.

. + 10-l =.. :*... the double porosity model..-' h (i l W a . lo-* ......... SEQUENTIAL PREDICTIVE PROBABILITY METHOD io5 95 .. &i + a" 2 a io3 - * Infinite acting model Double porosity model Double porosity + sealing fault model Double porosity + no flow model Double porosity + constant pressure model 2 a (i l lo2 10 * Y (d a" 1o-2 10-l I 1 10 Time (hours) I 1o2 io3 3 - ..... ...:. the double porosity and 110 flow outer boundary model..- - ~ \ - ..I......---+ -......Double porosity + constant pressure model I I - 10-~ 1 10 Time (hours) 1o2 io3 Figure 4..\:fi... the double porosity and sealing fault model. Infinite acting model Double porosity model ..: 3 6 -#-<-.......CHAPTER 4..... M * \ > .7: Typical pressure responses for the infinite acting model......Double porosity + no flow model . A ~ I io4 .. *.... +.. ._ ..Double porosity + sealing fault model .-= \ --.. .. and the double porosity and constant pressure outer boundary model (upper) and the corresponding values of gTH-'g (lower) .

since this algorithm is popular in the Laplace tranformation in automated well test analysis. As for the computation cost.2. 4.8 (upper). the inaccuracy of Y E is not improved significantly and. the values of g*H-'g fo:r the boundary models are fluctuating due to the truncation errors caused by numerical inversion of the Laplace transformation before the boundary effects become significant. 4.CHAPTER 4. 4. SEQUENTIAL PREDICTIVE PROBABILITY iUETHOD 96 As mentioned above. even if the sampling numbers of and N increase. Fig. 4. the sampling numbers of M = 7 and N = 8 are used exclusively. The numerical accuracy of this algorithm depends OQ the sampling numbers of A4 and N . which are less than the order of E. No errors were added to the pressure data. thd additional fluctuations are introduced after the boundary effects become significant in cases of A4 = 15 and N = 16. The situation that Box and Hilt . In this work the Stehfest algorithm was employed. Therefore. In general. the amount of the computation cost increases proportional to the sampling numbers of M and N . and T.8 shows that the partial derivatives of the sealing fault model with respect to the boundary (z) for different sampling numbers of M and N and the corresponding values of gTH-'g. Th fluctuations of gTH-'g before the boundary effects become significant are main1 caused by the inaccuracy of of E. Following the paper by Rosa and Horne (1983).5. the values of M = 7 and N = 8 were employed ibt. Fig. as the numbers of A4 and N increase. The true reservoir parameters are k = 50md. and Fig. = 2000ft.7.3 Several Practical Considerations The main objective of the work by Box and Hill (1967) was to construct the effective sequential design of further experiments for discriminating between several model$ using the predictive probabilities of these models. P C = O. moreover. the numerical accuracy becomes higher. as shown in Fig. Hence: throughout the following study. The inaccuracy of E is caused by the low order$ before the boundary effects become I significant. 4. Pressure responses were calculated using the reservoir and flui data given in Table 3. Fig. the sampling numbers of M = 7 and N = 8 are 1. S = 1-01.OlSTB/psi. 4.6.5 times faster than those of A4 = 11 and N = 12. Meanwhile.

.. Sealing fault model: M=7... N= 12 -------.... N=8 i Sealing fault model: M=15.. N=12 Sealing fault model: M= 15. N=16 : I lo-* 1o -~ 1 I 10 I 1o2 c I I I I Time (hours) 1o2 I io3 4 . .. N= 16 Infinite acting model lo-] ! I 1 10 Time (hours) 1o2 io3 for the sealing fault model (upper) and the corresponding values of Figure 4.... . Sealing fault model: M= 11......... SEQUENTIAL PREDICTIVE PROBABILITY METHOD 97 lo-] 1o-2 1o '...CHAPTER 4...I 10 M * 3 Sealing fault model: M=7. 1 - -~ - - 1o -~ '* ' 8I I $ . 1 : 1 1 +' ' ' ........ N=8 Sealing fault model: M=l 1...8: gTH-'g (lower) ..

SEQUENTIAL PREDICTWE PROBABILITY METHOD 98 (1967) considered was that several preliminary experimental runs are given and no further experimental runs have been observed. sible reservoir models could lead to the wrong result. This implies that an insufficient selection of pas. it is necessary to consider several points as follows. On the other hand. The procedure that Box and Hill (1967) used is that the most effective next observation point. which has not yet been observed. As discussed in Section 3. in general the total number of well test data is fixed. is select4 using the predictive probabilities of the models based on the previous observations. This method selects the most appropriate model to the given data among these selected models. the conventional graphical procedure using the pressure derivative plot for model recognition was employed in this work. a sufficient selection of possible reservoir models is crucial for the success of the sequential predictive probability method. since at any stage of the experiment the decision of terminating the procedure depends on the results of the observations previously made. The total number of observatiolns required by the sequential procedure is not predetermined. Thi$ procedure is repeated until the results indicate that one model is clearly superior ti+ the others. since all data have already been observed. The next observation points are selected one at a time. In this work eight basic models were employed. . in order to utili& the sequential predictive probability method for model discrimination in well test analysis. and the current standing of each model is determined by calculating its correspondiqg probability after the experimental run is actually performed at that point.3.2. It is not feasible to construct a sequential design of further experiments without an3 constraint. Thus. not the model recog. Therefore. nition problem.1. since these model8 may cover most of all possible models in actual well test analysis.CHAPTER 4.1 Selection of Candidate Reservoir Models I The described method relates to the model verification problem. this met hod requires the selection of possible reservoir models in advance. Therefore. I 4.

This chronological selection also reveals the characteristics of the pressure difference between the observed data and the calculated data based on a time-dependent model. While wellbore storage effects dominate the surface flow. other time step sequences (for example.CHAPTER 4. no input signal is being sent to the reservoir. Therefore\ during this period it is not possible to obtain any information about the reservoir frons the pressure data.2 Selection of Starting Point It is a difficult problem to decide where the procedure should be started.3. As will be shown later. starting with alternate points) were also investigated. I 4. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 99 4. however the chronological sequence was found to be most effective.3. Boundary effects are clearly detected after a specid time and these effects become more and more significant on the pressure responses as time goes by. there is little sand face flow occurring and. as a result. These characteristics provide useful additional information to decide whether the model is acceptable or not. since pressure changes propagate throughout the reservoir at an infinite velocity due to their diffusive nature. The decision should consider the following two aspects of well test analysis described in Chapter 2. this selection is consistent with the concepts of radius of investigation and stabilizatioli time. the boundary effect. In this work. the t i r 4 steps are selected chronologically. once the input signal is applied to the reservoir1 theoretically the output signal involves all the information about the reservoir such as the average permeability. To accommodate these two aspects. the heterogeneity effect and sd on. skin. During this work.3 Selection of Next Time Step Theoretically. This chronological selection of time steps can make this method more sensitive in the detection of the boundary effect. The advantage of the chronological selection will be discussed later. it is possible to select time steps in any order. the starting point is selected just after the wellbore storage hump in the pressure derivative plot. On the other hand. .

8. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 100 4. the number of data to use increases by on The reason is also described in Section 4. a time. and when the number of possible models is nm. the whole data from the first point to the current investigating point are used to predict the pressure response at the next time step. However.CHAPTER 4.6 Parameter Estimates at Each Time Step I Parameter estimates are updated at each time step.5 Number of Data Points To Use I At each step of the procedure. This sequential procedure is in Fig. it is possible to predict the pressure responses not only at x. 4.9. there is no information available about which model is better.3. the Gauss-Marquardt method with penalty function and interpolation and extrapolation technique was employed as the nonlinear regressioq algorithm for parameter estimation. 4. 4.+~ at.3. New pressure data contain$ I additional information about the parameters as long as the model is correct. In other words. The reason is described in Section 4. 4. A$ discussed in Section 3.4 Number of Data Points To Predict Even though Box and Hill (1967) predicted only one observation point at a time. only one pressure response is predicted at each step of the procedure. it is theoretically possible to predict any number of pressure responses at any points based on the fixed number of data points.7 Probability at the Starting Point At the starting point. in this work.3. the probability associated with each model is set to be equal to &. .3.+~ but also at z. based on the first n observations. Every time the procedure is repeated.8.3.3.3.

SEQUENTIAL PREDICTIVE PROBABILITY METHOD 101 4 1 I I Figure 4.9: Sequential procedure: the whole data from the first point to the current investigating point are used to predict the pressure response at the next time step .CHAPTER 4.

Y n . both zn+l and 2+ . 4.yn.20 indicates that a product of conditional probabilities does not represenft the joint probability of 91. 7 Yn) * * * * * I I - (4. first n observations. a product of YI.. The seque.Yn+l. ..* - . .Y n . . . SEQUENTIAL PREDICTIVE PROBABILITY METHOD 102 4. yn+l.18) This leads to: I Prob(Yn+2IYl. From the definition of conditional probability: Prob ( 4n B ) ..Yn. Yn+l) P?-ob(91. . as : are predicted using tlae is expressed Prob (Yn+2)Y1. Yn+2) . ..3. Prob(B1A) = Prob ( A ) Hence.P r o b ( y n + l l Y l .Yn+l. The joint probability for each model can be easily calculated by sequential multiplication of the conditional probability at ea. (4..8 Joint Probability Joint probability should be used to confirm the adequacy of model fits over the whole time range.ch prediction procedure.Yn. Y n + l ) .Y n ..17) (4. Prob (Yl.. ..CHAPTER 4. .20) Eq. . yn+2 .- Occur1 adequacy of model fitting 01 7 Yn.2 Hence. * * Prob (Yl. . Yn+l) (4.. Yn+2 Suppose that pressure res.Prob (Yl.* 7 Yn.19) represents the joint probability of joint probability represents the ole time range. occurring under the model. .Yn> .

7 Y n . it can be concluded that this model is the most appropriate model. In cases where no model is clearly superior to the others. Prob (Yn+2 1% 7 . . it is more desirable to have a situation where for i # j. yn+l.. .19 implies one more important insight that after pressure responses at bot4 and X n + 2 are observed. . 4. nj = 1 and IIi = 0 for i # j. Box and Hill (1967) used the concept of entropy to measure the amount of infort mation supplied by a communication system where entropy is defined as: (4.9 Comparison of Joint Probability I The joint probabilities associated with the models are normalized. possible reservoir models. that =I . Normalization the normalized joint probability is from zero to one. .). %+I) Prob (&+I IY1. The least possible information corresponds to maximum entropy. ' 7 Y n ) c a be recovered from Prob (y1.. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 103 Therefore.3.4. when I l l = I I 2 = &. so that they sunp up to one. 4. . This idea is discussed fully in Section 4. In the case where the maximum information is deduced from well test data.CHAPTER 4. . The range of probability of a model tends to be close to one during the sequential procedure. only one pressure response should be predicted at each procedure to calculate the joint probability. = is. The emphasis is put on the relative magnitudes of the joint probabilitie associated with the reservoir models rather than the absolute ones. When the normalized join s t does not change the relative magnitudes of the joint probabilities. In this case it can be concluded that the model j is the most appropriate one. .yn. To discriminate between n. available about the reservoir parameters before well testing. This is the situation where no information is IIJ >> q.y. there are two interpretations of the datg possible: one is that another model should be used and the other is that the given data is not sufficient to discriminate between models.21) j=1 where Ilj is the joint probability associated with a model j and the number of models is n. This idea c d zn+1 * * e greatly reduce the computational cost. Eq. yn+2) and Prob (yl. .

The joint probabilities obtained by taking the n 1-th observation I. are II.3.I.10 Outliers ~ Outliers might make the probability extremely small. and. .9). Thus. In practice. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 104 Box and Hill (1967) selected the next observation point where the expected change in entropy should be a maximum.llEm. in this work 8 lower limit of probability is set. After n observations. models are l l y .IIzL'. 4.. I. the joint probabilities associated with the n.CHAPTER 4. . since the predictive pressur& is far from the outlier (recall Eq.. the calculated probability is replaced with that at the 95 % interval. this modification is expressed as follows: This modification makes this method robust to the outliers. I 4. Mathematically. I" . . However it is difficult to decide which data points are outliers before a true reservoir model is selected. so that less possible data points are automatically excluded. The normalized joint probability associated with the j-tb model is + (4.. the probability at the 95 % interval is used as a lower limit.22) where PTfl is the predictive probability of t8hen + 1-th observation occurring under the model j based on the match to the n observations. . in cases where the calculated predictive probability lies outside the 95 % interval."+l.

This method does not require iteration and can reduce the computation cost compared to the nonlinear regression using n In the context of well test analysis. since each sequential step can begin with the parameter estimates from the previous step. the optimal values directly using the optimd values of the parameters and the Hessian matrix for n data points. when the parameters are evaluated using n+ 1 data points.CHAPTER 4. The sequential reestimation method considers the situation where the optimal values of the parameters have been obtained using n data points. The weak point of the sequential predictive probability method is the the computation cost. This method is derived by combining the sequential I reestimation method with probability theory. The sequential reestimation method is one of the methods of nonlinear regression. Nonlinear regression requires iterations to ob] I I tain the optimal values of the parameters.3. SEQUENTIAL PREDICTIVE PlZOBABILITY METHOD 105 4. the estimated values of the parameters using n data points serve as the initial estimates. . the estimated values of the parameters at the previous step are used as the initial guesses for the parameters. In other words. the computation cost increase$ proportional to the number of sequential steps.4 Modified Sequential Predictive Probability Method In this section. the modified sequential predictive probability method is discussed. The modified sequential predictive probability method is introduced as a way to reduce the computation cost. although in practice the iterations ma9 converge quickly. When the n of the parameters for n + 1 data points are calculated + 1 data points. the parameters need to be evaluated using nonlinear regression. + 1-th data point is available. At each step of the sequential procedure. Here the modified sequential predictive probability method is derived as follows.11 Initial Estimates of Parameter Values When the parameters are evaluated at the next step. Padmanabhan and Woo (1976) and Padmanabhan (1979) discussed the sequential reestimation method for parameter estimation. In general. 4.

. ..CHAPTER 4. yn+l) need to be calculated..25) This leads to: Prob(yn+2IYl. . 4.53 using the locally uniform prior probi ability distributions (noninformative prior probability distributions) : I where (&o)n 1 ... . .26 shows that a product of conditional probabilities is numerically identical to the joint probability. . Yn+l) Prob(Yl.Yn+l) Prob(yn+. . ..Prob ( Y l .. Prob (yl. Prob (Yl.f Yn: Yn+l) Prob ( Y l ? ... .Y n t Yn+l.gn. .Rn + (6 --6‘”’)‘Hn (e . yn+l. .Yn. Y n S 2 ) . YnS2) Prob (Yl.Iy.. . ..yn) and Prob (91. . 3.18: (4. .. . ..yn) can be calculated from Eq.Yn. .28) .exp [-& (R. . . . y n ) can be recovered by the values of Prob (yl.P r o b ( y . .. + l ( y l . Prob(y1.26) Eq. * . First of all.yn) and Prob (yl..Y n ) * * * * * * I (4.yn. This idea makes it possible to re‘ .yn. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 106 Recall Eq... YnS1.+~ and 2n+2are observedl P r o b ( y n + 2 ( y 1 . ..yn+1) . Y n ) . . After pressure responses a i both z.. yn+2). .Yn) ..Yn.Prob (Yl.8’”’))] (4. . . duce greatly the computation cost. 4.

zn) Hn = (4.30) The components of both Rn and Hn are evaluated using the estimated values of the parameters based on the match to the n observations (8'"').33) where . Eq.ROBABILITY METHOD 107 Rn = yn -F (4. SEQUENTIAL PREDICTIVE P.27 reduces to: --RZ& 202 1 (4. yn+l) can be calculated by: (4.31) Hence.54): (4. .29)' (a'"'. Prob(yl. By definition of the multinormal distribution I(recal1 Eq. . . .yn. 3. 4.CHAPTER 4.32) Similarly.

SEQUENTIAL PREDICTIVE PROBABILITY METHOD 108 The components of both Rn+land Hn+l are evaluated using the estimated valueg of the parameters based on the match to the n + 1 observations (6(n+l)) .35 by Eq. and RZ+l&+l should be investigated. 4. The procedure of investigation owes much to the derivatioo of the sequential reestimation method.36) Here the relationship between H.37) and denotes the estimated values of the parameters based on the match to the n observations. and that between R. Eq. According to this definition.+. and (6‘”’) (4. and RT+.R.8) is modified as: (4. RZR.38) . 4. For simplicity.+1 (4. and H.CHAPTER 4. 4. the objective function (Eq. 3.Rn+lare expressed as: RT& = E.33 leads to: 1 *a IHnj1’2 p. .33 reduces to: Dividing Eq.

+1 = (4. (6) = &+I (0 ++l') + (e - e(n+l) )THn+l (6 - (4.e(. and Hn+. 2. the relationship between H . SEQUENTIAL PREDICTWE PROBABILITY METHOD 109 (4... examined as follows.43) F where (e.)) H .411 E. is I Suppose that for a region in the parameter space sufficiently close to the parameteq estimates the objective functions can be expressed as: ~ .(~P) .421 For a region in the parameter space ( m dimensions) sufficiently close to the parameter estimates (6 .)) 8(nt1)) (4.e(. ).).+1) = F ~.44) .40) Firstly.( . ( e ) = E.CHAPTER 4. the model function can be expressed as: (4.39) where (%+I) en+l(e )= Yn+1- F ( xn+1 (4. + (e and T (e .

45 leads to: En+l(q = = &(e) +en+. 4.47) I + (e . g. (4.41 with Eq. 4.47 into Eq.~ P ) ) ~(e H ~ (e(n)) - q e ( n ) ) 2%+l ("'"I) . 4.P ) at a statio ury point: The m imization of En+1(8)calls for its derivatives with respect to 8 to be zero Wl+l(e) de =o (4.4.48) Substit ting Eq.i(n))Tgn+lg:+l (e . + ei+1(8) + (B .6) Combi ng Eq. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 110 (4.48 leads to: e('"+l) =8 +A-lg.50) necessary to prove that A = From I .+l.49) where A = Hn + gn+1g. T (4. 4. (4.+1 Now it .+l (8 - e('")) (4. 4. E .47.F ( P Xnt1) .4:5) where en+1 (e('"')= yn+1 .CHAPTE 4.

) ( I.+' Hence.g. H.CHAPTER 4.+l: =H n I (4.52 into Eq.ROBABILITY METHOD 111 @ . and that of H. 4. %.. 4.55) Eq.T.56) .54) &+1 + gn+.512) Now substituting Eq.T+lH.55 leads to: (4. SEQUENTIAL PREDICTIVE P.+I T gn+l - (b(n+jL) )TA (4.T+lI I n I { 1 + g.42 and Eq. 4.51 leads to: Comparison between Eq.-'gn+l} H (4. 4. the relationship between the determinant of expressed as: can 'be IHn+lI = = I H ~ + gn+lg. 4.53 shows that A = H.

and Eq.58 leads to: (4. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 112 Secondly.57 leads to: (4.39. 4.59 into Eq. ("("1) - (e("+').60) .58) (4. 4. the relationship between RT& and! RT+.CHAPTER 4.%+I is examined as follows. Eq. 4. 8+) . Suppose that 8 * ("$1) are close to 8 A (n) sufficienily enough to hold Eq.38.59) Substituting Eq..) g1 C .e ( " ) ) T ~(B(n+l) n .I) ( ( .45 with Eq. 4.E.57) Combining Eq. (4. 4.41: E. 4. 4.

gn is calculated based on the match to the n observations and the joint probability of y1.62 into Eq.+l> is yn+l is not obtained. .63 is + 1 observations.9 but it is necessary to mention the fundamental difference between Eq. Eq.9 and IEq.63.yn.. . 4. 4. .63. In deriving Eq. .9 with Eq. 4.61. + (n+l) . in deriving Eq. .9 is derived before the n derived after the n + 1-th observation is available. 4. . . 4. it iq assumed that n observations (yl. SEQ UENTZAL PREDICTIVE PROBABILITY METHOD 113 Hill can be calculated by H' . The joint probability of yl.56 and Eq.9. 4. substituting Eq. 4.2 and Eq. 4. 4. 4. .+~ is calcu- + 1-th observation (Y. 4. 4. In other Eq. After the predictive probability of gn+' occurring at x.+~) given and the actual probability is calculated by substituting the actual value of into Eq. . p n + l ) are available in advance.60 leads to: (4. . . 4. Substituting Eq. while Eq.36 reduces to: This equation is numerically identical to Eq. 4.54 by Eq. it is assumed that n + 1 observations (yl. . . The crucial assumption to connect A + 1-th observation is available.63 is that the estimated values of the parameters based on the match to the n 1 observations ( 8 ) are sufficiently close to those based on thq match to the n observations (Eq.yn) are given and the n lated based on the match to the n observations.62) Finally. . 4.43). 4. 4.yn.61 into Eq. yn+l is calculated based on the match to the n words. and gn+l as follows: (4. the n + 1-th observation (y. 4.CHAPTER 4..61) This equation is verified easily by multiplying Eq.9. On the other hand. 4.

Assume that n -t k data are available in advance. since in the procedure proposed by Elox and Hill (1967) only n data are available at the beginning and the number of data increases by one at each predictilw step. Eq. . slight modifications are applied to Eq. .26 implies that: + k. the reduction of the computation clod becomes significant. . SEQUENTIAL PREDICTIVE PROBABILITY METHOD 114 Suppose that the number of data at the starting stage is n and the number of data at the final stage is n Eq.yn.65: . In cases where variance c2 is known. It shod# be noted that this reduction of the computation cost was not discussed by Box a ~ 4 Hill (1967). 01 I k conditional probabilities.yn+k).64) In this case. ynS1.CHAPTER 4. 4..yn) and Prob (yl. .rn is greater than 30. . . . 4. . . . (4. the product of conditional probabilities requires the calculations which are Prob (yl. . 4. while the joint probability requires only two calculation8 As the number or k increases.36 indicates that: i In cases where variance c2 is unknown and n -.

Hence.619 n+k = i=l [yi . 4. 4.66 is expressed as: (4.F ('P7 Xi)] (4.C H A P T E R 4.67) = 2 i=l [y.72) where P.m S S Rn (4.68) and (4. . Recall Eq. Eq.71. 4. 4.22 and Eq.71) Here the joint probability associated with the j-th model at the final stage should be evaluated using either Eq.70 I .65 or Ecl. .F Xi)] (4. 4.+' is the predictive probability of the n + 1-th observation occurring under the model j based on the match to the n observations. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 115 where 2 Sn '= n.23: (4.

SEQUENTIAL PREDICTIVE PROBABILITY METHOD i d 116 From stage is ca culated by: (4.01 hour to 100 hours (Table 4. S . the joint probability associated with the j-th model at the final 4. and T. .11). Pressure data were calculated usiqg boundary model and random errors were added (Fig. = 2000ft. 4.12.73 over the number of models. ted values of the parameters.0 psi2 (Fig 4.1 and Table 4. 4. 4 q. and re. are shown in Fig. and C. which were calculated ated values of the parameters.CHAPTE 4. since the boundary effect becomes significant after and thereafter a steep rising straight line with a unit slope is recressure derivative plot. C = O. which were evaluated using the whole s).2). Final matches. umber generator was used to simulate random normal errors with zero riance of 1.72. simulated dr wd wn data were used to demonstrate the basic be+ sequential predictive probability method. which are IC.3. 4.5 In this ex t xample ple. in order to show how this method acting model was selected as a competitive model. The true parameter values are 10. 4.OlSTB/psi. the graphical analysis using the pressure derivative plot suggest$ boundary model. 4. are given in Table 4. . while Model 2 has four are k. C.10). Reservoir were the same as given in Table 3. The total number of data points is 8 riod is from 0.2. For simplicity. S .73 by the summation of Eq. 1 ple. acting model Model 1 and the no flow outer boundary model Model hree parameters. However.73) The no malized joint probability associated with the j -t h model at the final sta. se in using simulated data is to test the procedure on a problem i? rvoir model is known in advance.ge is calculat d by dividing Eq.

flow 10 outer boundary model with .CHAPTER 4. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 117 0 Simulated drawdown data Time (hours) I Figure 4.10: Simulated drawdown data using a normal random errors 1 .

CHAPTER 4.11: Normal distribution with zero mean and a variance of l.18 -4 -2 0 2 4 Error (psi) Figure 4. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 1.0psi2 .

....... Simulated data Model 1 : Infinite acting model Model 2 : No flow outer boundary model 1 o-2 10-l 1 Time (hours) 10 r 1 o2 Figure 4...12: Final matches of Model 1 and Model 2 to the data ...CHAPTER 4.. SEQUENTIAL PREDICTIVE PROBABILITY METHOD I19 io3 1o2 ..

7691 37 137.1259 0.0316 0.0126 0.9263 736.5104 418.0891 Pressure Number (psi) 20.1626 380.0178 0.3126 686.0141 0.4313 30 31 62.2886 71.0306 258.0302 34 97.3290 544.5027 887.0100 0.4368 348.0224 0.3791 40 Time (hours) 0.0708 0.8778 26 4 1.7095 32 79.1995 0.1413 0.0200 0.9514 39 170.6909 500.3825 29 56. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 1.0398 0.3981 0.2239 0.0076 590.7846 286.7886 207.1122 0.2512 0.5047 28 51.9113 33 90.8065 788.4244 638.8142 934.7079 0.5623 0.6310 0.3548 0.0158 0.7672 22 26.0562 0.2793 314.7568 839.1000 0.20 Table 4.1778 0.CHAPTER 4.1696 24 33.0355 0.3560 38 153.0447 0.0112 0.0282 0.0794 0.0631 0.7943 0.8700 233.1585 0.8982 36 122.8913 Pressure (Psi) 188.1152 24.0501 0.2818 0.8115 .1: Pressure data calculated using a no flow outer boundary model with nornndl random errors (1) Number of data 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 Time (hours) 0.3793 27 45.0225 25 34.0251 0.4467 0.20 79 35 111.4551 458.2986 23 29.5012 0.3162 0.

8489 17.5970 79 8.5291 72 3.3: Final parameter estimates evaluated using the 81 data points Parameters k S C re Units md Model 2 x lo2 ft xl0' x10-I x 104 True values 0.21 Table 4.1000 x10-I 0.9125 1299.5481 1250.0119 1269.7828 19.2000 x 104 .1838 31.2422 11-2202 12.5264 1401.1952 5.1254 15.8646 76 77 6.Pressure Number of data (hours) (Psi) 1.9707 68 2.1836 63 1.1187 56.0021 80 81 Time Time Pressure (hours) (Psi) 10.3901 1366.9353 1357.4125 1097.6963 1376.oooo 980.7042 1344.1220 1021.0554 1351.5849 1129.1840 1326.1340 1414.4668 75 5.8830 4.6542 78 7.9811 1258.8184 1228.4328 89.0795 1287.1836 1431.7514 1387.1000 x lo2 0.4813 39.2988 73 3.6538 74 1264.0000 1307.2387 1196.9433 1291.3349 69 2.2589 1061.0000 1300.3806 Table 4.6228 35.8107 44.2341 63.9526 22.5032 1468.3192 1310.3096 1281.2: Pressure data calculated using a no flow outer boundary model with nornml random errors (2) Number of data 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 .7783 1155.5000 x lo2 0.6053 1517.9647 64 1.7515 1491.5119 1215.7939 62 1.3133 67 2.9953 1178.0145 1313.1623 1239.5893 14.CHAPTER 4.6234 1275.0957 70.9028 1449.7211 1319.7946 79.7332 70 71 3.1251 100.6684 50.1189 28.8975 1338.8302 61 1.3575 1330. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 1.3872 25.5849 65 1.7214 7.6681 66 1.

2) 0. 22 The procedure of the sequential predictive probability method is described as follows. 4.v!zamii [.0 hour is 41.0908 psi2.7414)2 1. . .0908 (4.~ 4 1 ) . The parameters are evaluated by nonlinear regression using the first 41 data poiints (yl.75) Now the observed pressure value (ya) is 1021.8241 y42 1 1 y42 (4. while that in Model 2 ib 6.2 * 1 .8241 psi2.1394.9 the predictive probability distribution of I ~ J 1 . The overall predictive variance in Model 1 is 1.74 and Eq. This number is greater than 30 and the normal distribution is used to replace the student t distribution sufficiently.01 h o d ) to 1. 4.2180 and that under Model 2 occurring (P.(y42 . The number of data points from the beginning (0. while that under Model 2 is expressed as: (642) js 242 under Model 1 ( i j 4 2 ) ~ 4 under 2 1020.2.1020.7(5 shows that the probability of under Model 1 (Pf2)is 0. exp . The data at 1. Model 1 Hence. 4.7414 psi.hb pressure derivative plot. and the probability associated with each model is set to be equal at the starting point of the procedure .'7941psi from Table 4. SEQUENTIAL PREDICTIVE PROBABILITY METHOD I. The gradie I (g) is evaluated at 242 using the estimated values of the parameters based on thb match to the first 41 data points. the predictive probability distribution of expressed as: under Model 2 is 1 .4509)2 6. is In this example the number of possible models is two.8241 T * [.( ~ 4 2 1020. .1220 lhours from Table 4.4509 psi. The expected value of the pressure response at is 1020.2. The next data point is observed at 542 = 1. from Eq.2 * 1 . exp ~ 1. .The variance ( u 2 ) and the inverse Hessian matrix (H-') are also evaluated using the first 41 data points.CHAPTER 4. Substitut- ing this value into Eq.0 hour was selected as the starting point just after the peak of t.74) On the other hand.

2180 0.' ) are evaluated using the 42 data points. Therefore.2:180 0.~ 4 1~. the normalized joint probability associated with 3/42 Model 1 (11:2 = 0. 0. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 123 ( I " I. After taking step of the procedure is required. The estimated values of the parameters.2180 0.22: I . the parxmeters are evaluated by nonlinear regression using the 42 data points (yl. . .1394 0.5 0. Here one step of the procedure of the sequential predictive probability results are not conclusive and the next I At the next step of the procedure.744) The normalized joint probability associated with Model 2 after taking the y42 dale& point is also calculated using Eq.2.0. are used as the initial estimates of the parameters.5 0. 4. The variance ( a 2 ) and the inverse Hessian matrix ( H . . This indicates that Model 1 is a little more favorable after taking the method is completed.2589 hours from Ta8ble4.6100 * + (4.1394 = 0.5 0. The gradient ( g ) is evaluated at X ~ Q using the estimated values of the parameters based on the match to the first 42 data points.5 0.6100) is a little greater than that associated with Model 2 (IIq2 = 0. the normalized joint prolbability associated with Model 1 after taking ~ ~ data 4 2 point is calculated using Eq. data point.771 After taking the 942 data point. which have been obtained using the first 41 data points at the previous step. I.22: '~41 2 p4 2 2 n 4 1p 4 2 + n 4 1 2 2 1 1 p z .3900 - + ~ (4.1394 = 0..CHAPTER 4.5 .5 0. ~ 4 2 the .5). 4. .3900). The next data point is observed at x 4 3 = 1. The predictive probability distribution of 1/43 under each model is constructed and the probability of y43 occurring under each model is calculated by substitutiii~ .= ' the = 0. 4 2 ) .- 0.

ed as the best model to represent the reservoir.0000. However. The tir : period between 20 hours. . this procedure is repeated until the end of the data point at xgl.22. If the procedure . However. Therea: :r. After 40 hours enough data are available Model 1 is elected. Th nificant. at the end of the L normalized joint probability indicates clearly that Model 2 is superib e . Model 2 is selected. the normalized joint probability . the normalized joint probability associated with Model 2 is 1. During the period betweeh 10 hours a 1 2 0 hours. before the boundary effect becomes significan4. when the boundary effect first becomes sigdemonstra s the inability of the data to illuminate the cause of the discrepancy between the bserved data and the calculated data based on Model l . t enough data available to support the existence of the boundary and ore apparent as time goes by.13. The normalized oint probability associated with each model is updated using Eq. 4. which is t h t the procedure should be repeated until the end of data. l I The rei It obtained from this example indicates one of the requirements of the sequential *edictiveprobability method for model discrimination in well test analysis. either by the errors or b a boundary effect. At the end of he procedure. 40 hours.C H A P T E k 4. hile that associated with Model 1 is 0. procedure to Model This means that the existence of the no flow boundary is required t represent t :reservoir adequately. In Fig. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 124 the observ I pressure value ( ~ 4 3 )into this predictive probability distribution. as a result.0000. the sequential predictive probability method sel :ts an infinite acting model and then later selects a no flow outer boundaq model. once the boundary effect appears! this effect becomeg to support ie existence of the boundary and.wI sociated w h Model 1 increases gradually up to one. ai is consistent with the concept of radius of investigation. Hence. when this method clearly indicates the existence of boundary. as the procedure is repeated. Hencq before the oundary effect becomes significant. there are more and 1 i From a ihysical point of view. after 20 hourg the normal ed joint probability associated with Model 2 increases rapidly to one. the normalized joint probability associated with Model 1 $ almost one which indicates that Model 1 is clearly superior to Model 2 and Model k can be sele .

4: Normalized joint probahilities.3208 0.4356 0.8639 0.1812 0.2589 1.9953 2.0240 0.8766 0.1911 4 - 0.0239 0.f 0.9478 0.4056 0.6100 0.8578 0.1361 0.CHAPTER 4.4525 0.8184 3.8237 0.1076 0.9811 4.169:.1917 0. 0.5644 0.1833 0.5849 1.1 56 I.6234 6.2954 0.3637 0. Model 1 Model 2 n.4668 5.0119 5.1955 0. step 41 to 60 Number of step 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 Time 1 Model 0.2817 0.4125 1.3900 0.2710 0.5000 0.0251 0.0841 0.5119 2.2308 0.1422 0.9125 osooa 0.9731 0.1 85.0754 1.5944 0.2735 0.0770 0.2308 0.2708 0.3776 0.9159 0.0355) 0.0795 7.5481 3.7183 0.2180 0.3497 0. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 125 Table 4.3096 7.9749 0.1759 0.1193 0.2387 2.1660 0.4548 0.0269 0.5475 0. f12 0. 0.9247 .1623 3.0813 0.7783 1.7292 0.1220 1.0522 0.0578 Model2 -p2 0.20 1 6 0.1858 0.13411 0.5000 0.9433 8.9761 0.3506 0.1234 0.1775 0.3511.3900 0.1394 0.1848 0.1638 0.6100 0.2878 0.1763 0.253l 0.9760 0.5452 0.

3872 0.0290 39. step 61 to 81 Number of step 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 Time Model 1 Model 2 (hours) .0000 1.0585 0.2146 - Model 1 Model 2 n 2 0.0000 0.1838 0.5: Normalized joint probabilities.CHAPTER 4.9968 0.0199 0.7316 0.3054 17.0051.9492 0.1189 0.0095 0.2319 0.0000 0.6228 0.0032 0.0000 0.0075 0.044.2668 50.0420 11.0042 0.254:O 22.051!3 0.0000 1.2910 100.oooo .2634 0.0056 0.3284 89.oooo 1.4328 0.0000 0.7826 0.2202 0.2545 0.26 Table 4.1712 0.1251 0.2063 79. 0.2063 0.0383 14.9944 0.6693 0.0004 0.044'7 28.3464 0.9415 0.4813 0.3074 63.0 06 I.0042 0.0150 56.0000 0.3750 15.5893 0.2174 0. 0.8107 0.9996 1.2096 0.9957 0.0238 44.1254 0.0957 0.2341 0 .0508 0.2684 0.0329 35.0902 0.0000 1.Pl p 2 10.9719 0.2585 0.1025 70.9968 0.9974 0.1369 25.0000 1.oooo 1.2897 0.3307 0.0032 0.4 0.0026 0.0000 0.o118 0. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 1.24412 12.0398 31.0189 0.0000 0.8489 0.1 11!3 0.1187 0.9526 0.0000 0.7946 0.6684 0.9869 0.0000 0.0131 0.9801 0.7828 0.05513 19.0534 0.0281 0.

...CHAPTER 4...4 0.. Model 2 :: No flow outer boundary model 10-l Model 1 :: Infinite acting model 1 10 'Time (hours) Figure 4..13: Normalized joint probability associated with the model lo2 10 1 ..6 0.2 0.o 127 0...0 1 10 Time ( hours ) lo2 i ~ Figure 4. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 1...8 0.14: Estimated vatriance (c2) 1o2 ..

the boundary effects appear at late time. Model 1 no longer represents the data adequately.9526 hours.l g in Model 2 is always larger than that in Model 1 throughout the time in Fig. The estimated variance of Model 2 is still close to the true variance and Model 2 represents the datal sufficiently well after the boundary effect becomes significant.6693 and that with Model 1 is 0. . Next. the estimated variances o2 are almost the same as the true variance I (c2 = 1. It is also possible to deduce additional valuable information for model discrinlination from the behavior of the normalized joint probabilities in Fig. This suggests the possibility of the existence of the boundary. This indicates the expense of adding one more parameter ( r e )into the model. This indicates that the model fits to the data are almost identical and both m ~ d & match the data adequately before the boundary efFect becomes significant. In Fig. Actually. I The magnitude of g T H . the procedure should be performed to the eind of data. 4.15. the normalized joint probability associated with Model 2 has an increasing trend after :26 hours.3307. 4.9801. this model explains the data quite well from the beginning to around 20 hours but does not explain the data during the period in which the boundary effect is apparent. it is necessary to investigate not only the h a 1 values of the normalized joint probabilities but also the behavior of the normalized joint probabilities during the sequentiai procedure. the final normalize4 joint probability associated with Model 2 is 0. Model 2 is a little more favorable but the results are not conclusive.O p s i 2 ) until 20 hours and thereafter the variance in Model 1 increases rapidly. In case$ where the original data were truncated at 270 = 28.14. Therefore. it is determined how each cornponent contributes to the normalized join4 probability. itn infinite acting model is selected according to the normalized joint probability associated with Model 1 of 0. However4 once the boundary effect becomes significant. In general. SEQUENTIAL PREDIlCTIVE PROBABILITY METHOD 128 is terminated at 267 = 19. Therefore. 4.13. since the estimated variance is far from the true variance.1838 hours.CHAPTER 4. However. in order to decide whether the boundary exists or not.

the probability in Model 1 is generally larger than that in Model 2 before 20 hours in Fig. 4. Note that the pressure difference should be distributed randomly around 0 psi as long as tlha model is correct. This indicates that even though the model fits to the data are almost identical. therefore. the pressure difference between the observed pressure response and the expected pressure response based on Model 1 is almost identical to that based on Model 2 before 20 hours and both are distributed randomly around 0 psi. since even though both model have similar pressure difference between the observed pressure response and the expected pressure response. since Model. Since the normalized joint probability is proportional to the product of the probabilities. Hence.17. However. Fig.16. It is interesting to examine the estimated values and the confidence intervals 04 each parameter.CHAPTER 4. 4. the overall predictive variance in Model 1 is smaller than that in Model 2. and the observed pressure response yntl is close to the expected pressure responsq Yn+l. the overall predictive variance in Model 2 is larger than that in Model 1 due to the expense of adding one more parameter ( r e )into the model before the boundary effect becomes significant. Recall that the probability of yn+l 1I occurring 'at z. the normalized joint probability in Model 1 is high before 20 hours and becomes low after 40 hours. As the boundary effect becomes significant. 4. the magnitude of the pressure difference based on Modle 1 becomes increasingly larger after 20 hlours.18. After 20 hours the probability Model 1 becomes smaller than that in Model 2 in Fig. 4. becornies smaller than that of Model 2 before around 25 holm in Fig.o2 is small.19 shows the estimated values of permeability in Model 1 and . I ~ In Fig. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 129 The overall predictive variance (1 + gTH-'g) o2 in Model 1.18. while it is bounded in Model 2. = (1 : + + gTH-'g) . 4. 1 has the larger overall predictive variance and the observed pressure response is far from the expected pressure response based on Mlodel 1.+~ under a specific model bei comes high when the overall predictive variance 0 ' u. the improvement of the model fits lby adding one more parameter ( r e )into the model overcomes the expense of adding one more parameter ( r e )into the model and the overall predictive variance in Model 2 becomes smaller than that in Model 1.

.. I 1 10 'Time (hours) (' 0' 1o2 Figure 4.. . . 0 ** . . Model 2 : No flow outer boundary model 10-l .. . . . .. ... .. ..*. ...16: Overall predictive variance + ci = (1 + g T H ...-lg 1o2 1o2 10 - 1Model 1 : Infinite acting model . ..... SEQUENTIAL PREDICTIVE P.... ... . Model 2 : No flow outer boundary model 10 - Model 1 : Infinite acting model ... ..... . e .1 .... .. . . . ......2 ) ... *. . .. : . .. - ........ .. ..... .l g ) .. ... ..... : ... ... ... . . :\- .. . .. ..... ..... \ lo-' ' '- i 1 10 'Time (hours) Figure 4. . .......ROBABILITY METHOD 1o2 130 I ..e . . .*. ...... ..CHAPTER 4.. .:'.. ... I. ..... - .......... **. : .... ... ..15: gTH. ...

31 25 h *+ W & 20 15 9 -5 -10 1 10 Time (hours) 1o2 Figure 4.CHAPTER 4.18: Probability associated with the model 1o2 ... ..d ..0 I 1 10 Time ( h r ) Figure 4. .. .17: Pressure difference between the observed pressure response and the expected pressure response based on the model 0... ... - * 5 2 a 0. ...1 L ...2 1 0. *iz 0 > . 0.. .3 1 E a Q . Model 2 :: No flow outer boundary model ~ Model 1 :: Infinite acting model Y x I . SEQUENTIAL PREDICTIVE PROBABILITY METHOD 1... 0.4 L & ..

44. after wellbore storage effects end. Theoretically. the estimated value in Model 2 still remalns the same but that in Model 1 deviates from the true value. and the relative confidence interval of the perdeability estimate in Model 1 starts increasing and becomes wider than that in Model 2i.22).CHAPTES 4. This confidence intervals evaluation is consistent +ith the result obtained from the sequential predictive probability method. the relative confidence interval of the wellbore storage constant in Model 1 becomes wider after lthe boundary effect becomes significant.26 shows the estimated values of the distance to the boundary.:!0. the model fit to the data becomes worse (the variance becomes larger). Model 1 does not represent the data adequately and. These Values are fluatuating before 20 hours and thereafter they are converging to the true . This id because in general permeability and skin have a relatively strong correlation. Moreover. 4. This is because a relatively sninall number of data is available in which the boundary effect is significant] The estimated values and the confidence intervals of skin in Model 1 and Model 2 show similar behavior to those for permeability (Fig.123 and Fig. However. Hence. ohce the boundary effect becomes significant.t& in Model 1 is higher than that in Model 2. the estimated values are fluctuating due to the shortage of data. During the period between 3 hours and 20 hours. the estimated values are almost identical and they are almost the same as the true value (IC = 50md). the relativd confidence intervals of the permeability estimate decrease in both models according t D the increase of the data points used before the boundary effect becomes significant. The wellbore storage constant in Model 1 shows an interesting behavior in Fig. after the boundary effect becomes significant. 4. the data points contain no information about the wellbore storage constant and therefore have no effect on the estimaqed value of the wellbore storage constant. 4. 4. This indicates that uncertainty involved in the permeability estima. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 132 Model 2. Model 1 no1 longer represents the data adequately. This indicates that uncertainty involved in the permedbility estimate in Model 1 is lower than that in Model 2.21 and Fig. the relative confidence interval of the permeability estimate in Model 1 is barrower than that in Model 2. In Fig. However. 4. Howevef. Fig. 4. as a result. I@the beginning. it should be mentioned that the relative confidence interval of the permeability e$timate in Model 1 is relatively narrow even at 100 hours. After 20 hours.

... SEQUENTIAL PREDICTIVE PROBABILITY METHOD 100 80 L I - - 40 L $0 1 ... -*a. I 1- ..20: Relative confidence interval of permeability .... ..19: Permeability estimate 1o2 Ab2 .....CHAPTER 4............ Model 2 : No flow outer boundary model I Model 1 : Infinite acting model - 0 ' 1 10 Time (hours) Figure 4................. Model 2 : No flow outer boundary model Model 1 : Infinite acting model - io-' ~ I 1 10 Time (hours) 1o2 Figure 4...........

..22: Absolute confidence interval of skin 1o2 ...... Model 2 : No flow outer boundary model 1o-2 I Model 1 : Infinite acting model 1 10 Time (hours) Figure 4... SEQUENTIAL PREDICTIVE PROBABILITY METHOD 20 18 16 14 12 10 134 8 6 4 2 0 1 10 Time (hours) Figure 4...... lo-’ - - ...........21: Skin estimate 1o2 10 t.. e..CHAPTER 4...... . - I *e......

.008 0....-.014 1 2 0 0. Model 2 : No flow outer boundary model I Model 1 : Infinite acting model - 0.000 - 10 Time (hours) Figure 4.012 1 0.23: Wellbore storage constant estimate 1o2 I lo2 ~ I 10 ...010 : 0.CHAPTER 4..........002 I - 0.... ....004 .....020 -3 135 I 0. SEQUEn'TIAL PREDICTIVE PROBABILITY METHOD 0.016 Y EL 0 I b 0.018 1 1 - \ a 0.24: Relative confidence interval of wellbore storage constant I ..I 2 g ' 1 .. Model 2 : No flow outer boundary model Model 1 : Infinite acting model 1 10 Time (hours) 1o2 Figure 4..M Y w" -...006 0...

CHAPTEIp.25: Distance to the boundary estimate lo2 1 10 Time (hours) 1o2 Fikure 4. SEQUENTIAL P R E D I C T n f E PROBABILITY METHOD 5000 I 40b0 - Model 2 : No flow outer boundary model - 30/30 20b0 - 1dpo 0 - I 1 10 Time (hours) Figure 4.4.26: Relative confidence interval of distance to the boundary .

Fig. However. Therefore. On the other hand.23.25. 4. 4. 4. 4.21. 4. which were evaluated using the whole data (81 data points).20.25. 1 are close to the true values until the sequential procedure reaches the data point a4 267 = 19.12 shows that Model 1 starts deviating f r o 4 the data on the pressure derivative plot after around 2 hours.23. Comparison between Fig. Once the boundazy effect becomes significant. 4. since the data contain valuable information about the permeabili I ity. and Fig. Fig. Fig. the estimated values of the parameters in Model. the pressure responst l is influenced not by the permeability but by the reservoir size (the distance to th$ boundary). and Fig. are appropriate. 4. 4. . 4.26 in Model 2 reveals the basic characteristics of the relative confidence interval of permeability and tb% distance to the boundary. This means that even though final matches of Model 1 to the data. Under the pseudosteady state condition. as shown in Fig. the reservoir condition approachdj pseudosteady state.9526 hours. the data include valuable information about the distance to the boundary and the relative confidence interval of the distance to the boundary in Model 2 becomes narrower and narrower. which were calculated using the parameter estimates evaluated with 81 data points.191 Fig. matches of the model 1 to the data. After the boundary effect becomes significant. in+ formation about the permeability within the data becomes smaller and the rate o Now it should be mentioned that matches of the models to the data at each ste f decrease of the relative confidence interval of permeability in Model 2 becomes slowe7 of the sequential procedure may change.26 the relative confidence interval of the distancb I to the boundary in Model 2 is extremely wide before the boundary effect becorrieb significant. In Fig.21. the relative con@/ I dence interval of the permeability estimate in Model 2 is relatively narrow up to 2q hours in Fig. since final matches of Model 1 to the data were calculated using the final estimated values of the paramet ters. 4. are not appropriate. SEQUENTIAL PREDICTII'E PROBABILITY METHOD 137 value (re = 2000ft). as the reservoir condition approaches pseudosteady state. which were calculated using the parameter estimates evaluated with 67 data points.CHAPTER 4. This is because the data contain little information about the distance to the boundary before the boundary effect becomes significant. 4. 4. since at each step of the sequential proc? 1 I I dure the estimated values of the parameters may be different as shown in Fig.20 and Fig.

1538 x (4. Two cases were considered.1588 x the normalized joint probability associated with Model 1 is given by: Hence.9520 hours and thk I other in dhich the whole data were available. In the latter case. +he computation cost related with the sequential predictive probability . the joint probe Multiplking Eq. .5. 4. This section illustrates how the dodified sequential predictive probability method works. As discussed before. SEQUENTIAL PREDICTIVE PROBABILITY METHOD I.e# with Model 1 is 0.5. the sequential predictive pro is 0.6 shows the number of iterations in nonlinear regressioh at each ti$e step. Using the modified sequential predictive probability method. the case where the data were truncated at bility for Model 1 is calculated using Eq. one in which the data were truncated at 267 = 19. Firstly. the modified sequential probability method hds the potential to reduce the computation cost.0000 ifi Table 4.5 produces the joint probability associated wit4 = 3. 38 Next.9520 hours is consid!- b - ered. respectively.78 by Model 1 ast = 0. the joint probability associated with Model 2 is 5. the sequentiql predictive ‘probability method shows that the normalized joint probability associat. Table 4.9801 in Table 4.79) Similarlb. In the former case. The total number of iterations required for Model 1 and Model is 149 and 1191. method is tiiscussed. 4.71: 267 ability meijhod shows that the normalized joint probability associated with Model 1 = 19.C H A P T E 8 4.

the normalized joint probability associated with Model 2 i g 1. There is a time period between the time when the boundary effect becomeq significant and the time when this method dearly indicates the existence of the ~ . SEQUENTIAL PREDICTIVE PROBABILITY METHOD 139 @7 = 3.1538 x + 5. respectively. The findings in this example are concluded as follows: 1. The total number of iterations required for the modified sequent tial predictive probability method is 11 for Model 1 and 8 for Model 2.1538 x 3. However. This is consistent with the concept of radius of investigation. and these numbers are much smaller than those required for the sequential predictid probability method.0000. The total number of iterations required for the modified sequential predictive probability method is 7 for Model 1 and 10 for Model 2. the modified sequential predictive probabilit? method does not provide the behavior of the normalized joint probability. 3.9801. Hence. even though the computat I tion cost is greatly reduced. probability associated with Model 1 is 3.1588 x (4. In case$ where the results obtained from the modified sequential predictive probability method are not conclusive. the modified sequential predictive probability method can recover t h$ I I results from the sequential predictive probability method. Before the boundary effect becomes significant. the sequential predictive probability method is required to inves+ tigate the trends of the normalized joint probability. which is consistent with graphical analysis and confidence intervals evaluation. I Therefore.80) = 0. Secondly. the sequential predictive prob-1 ability method selects an infinite acting model and then later selects a no flovri boundary model. 2. which is obtained from the sequential predictive probability method.9715 x The joinit and that with Model 2 it.CHAPTER 4.9984 This value is close to 0.5894 x 3. This value is also the same as that obtained from the sequential predictive probability method. the case where the whole data were used is considered. The sequential predictive probability method selects the true model. respectiveld.

The modified sequential predictive probability method can produce similar vdlc ues to the sequential predictive probability method. SEQUENTIAL PREDICTIVE PROBABILITY METHOD 140 boundary. However. the behavior of the normalized joint probability provides some infomation about model discrimination.CHAPTER 4. the procedure should be performed until the end of data. in cases wheq the results obtained from the modified sequential predictive probability methol are not conclusive. I 6. This time period is inherent in the uncertainty in discriminatinb between the effects of errors in the data and the effects of reservoir boundaries. ! 9 I . the sequential predictive probability method is required t investigate the trends of the normalized joint probability. since at each step of the sequential. Even in cases where the results are not conclusive. 4. 5 . 7. In order to decide whether the boundary exists or not. Matches of the models to the data at each step of the sequential procedure may change. procedure the estimated values of the parameters may be different.

CHAPTER 4. SEQUENTIAL PREDICTIVE PROBABILITY METHOD

141

Table 4.6: Number of iterations in evaluating the estimated values of the parameters
-

i

-

42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 -

Time Model 1 Model 2 (hours) 1.1220 6 3 5 1.2589 6 1.4125 1 5 2 7 1.5849 4 1.7783 6 1.9953 6 5 2.2387 5 5 2.5119 5 5 1 2.8184 6 1 1 3.1623 1 1 3.5481 22 3.9811 6 4.4668 5 6 1 5.0119 6 7 5.6234 5 1 1 6.3096 1 7.0795 9 7.9433 6 3 8.9125 1 3 10.0000 6 5

i

Time
(hours)

Model 1 Model 2 1 5 1

-

62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 -

11.2202 12.5893 14.1254 15.8489 17.7828 19.9526 22.3872 25.1189 28.1838 31.6228 35.4813 39.8107 44.6684 50.1187 56.2341 63.0957 70.7946 79.4328 89.1251 100.0000

8 1
13 7 7 7 1 5

5
1 1 1 5 1 5 4 1 1 5 5 5 5 5

3
1 4 3 3 3 5 1

5 5

5 5 5 5

Table 4.7: Modified sequential predictive probability method

Model

rn

k
0 26 40 0 26 40

1

Model 1

1

3

'

Model 2

4

n+k 41 67 81 41 67 81

S

!

0.9042 1.0416 15.8304 0.9179 0.9793 0.9797

I

IHI 0.5985 x 10I2 0.3259 x 1017 0.1882 x lo1' 0.2300 x 10-1 0.3937 x 0.5998 x lo1"

I

Chapter 5
Results and Discussion
This chapter demonstrates the utility of the sequential predictive probability method for model discrimination in well test analysis. Application to simulated and actud field well test data is discussed. Section 5.1 discusses various factors affecting the use of the sequential predictive probability method. In Sections 4.2 and 4.3, the theoretical features and seveiral practical considerations are discussed, however, some of them need further invesb tigation for effective use of the sequential predictive probability method in model discrimination. Firstly, several methods of selecting the time steps are discussed. The advantage of the chronological selection is demonstrated. Secondly, the effect

of the starting point is discussed. It was found that the starting point should be
selected in the vicinity of the wellbore storage hump in the pressure derivative plot to obtain reliable results. Thirdly, the effect of the number of data points is discussed. Finally, the effect of the magnitude of errors is discussed. It was found that t k d sequential predictive probability method can discriminate between possible reservoir models even in cases where the data are noisy. Section 5.2 presents the advantages of the sequential predictive probability metho4 over confidence interval analysis and graphical analysis. The sequential predictivih probability method can discriminate between possible reservoir models even in cases where the other two methods fail. Section 5.3 discusses application of the sequential predictive probability method

142

CHAPTER 5. RESULTS AND DISCIJSSION

143

to simulated well test data. Several possible situations were examined. Section 5.4 discusses application of the sequential predictive probability methlod to actual field well test data.

5.1

Factors Affecting the Sequential Predictive Probability Method

In this section, factors affecting the sequential predictive probability method are discussed. These factors need to be investigated to determine the adequacy of the
E;$

quential predictive probability method as a robust method for model discriminatiolp

Several ways of selecting the time steps are discussed. The effects of the starti:qg point, the number of data points and the magnitude of the errors are also discussed,

I

For illustration purposes in this section, the same pressure data were used a$ in Section 4.3. These data were generated using a no flow outer boundary model: Random normal errors with zero mean and a variance of 1.0 psi2 were added to the pressure data except in Section 5.1.4. The starting time of pseudosteady state is around 20 hours. The infinite acting model and the no flow outer boundary mod?
were selected as possible candidate models. For simplicity, the infinite acting moclq is named Model 1 and the no flow outer boundary model is named Model 2. Mode/

I

1 has three parameters, which are k, S, and C, while Model 2 has four parameters,
which are k, S, C, and
T,.

5.1.1

Effect of the Time Step Sequences

As discussed in Section 4.3.3, the chronological (forward) selection of the time steps
is used as the standard procedure. The chronological selection always uses the subsequent data point as the next time step, starting with the data points at early time, The effectiveness of the chronological (forward) selection is demonstrated by corm paring with other possible time selections using the simulated data. Two other time selections were tried as alternatives: one is the backward selection and the other is the alternating points selection. The backward selection uses the previous data point

CHAPTER 5. RESULTS AND DISCUS'SION

144

as the next time step, starting with the data points at late time. The alternating

points selection uses an alternating data point as the next time step, starting with sparse subset of the total time sequence. For example, suppose that 81 data poiiiltls
(yl, . . . , y81) are available in chronological order. The chronological (forward) selea-

tion selects y42 as the next time step starting with yl,. . . ,~ 4 1 .The backward selection selects y40 as the next time step starting with ysl,. . . ,~ 4 1 .The alternating points :selection selects an even point
y2

as the next time step when the starting sequence is
I

made up of odd points y1, y3,. . . ,y81. Two cases were considered to compare these three different methods of selectiq the time steps. One is the case where the boundary effect is not significant (in$ (pseudosteady state). points is 61 and the time period is from 0.01 hour to 10 hours. This case is callq

I

b

nite acting state) and the other is the case where the boundary effect is significa,o In the case where the boundary effect is not significant, the total number of da& Case 1. In the case where the boundary effect is significant, the total number of dai

I

If

points is 81 and the time period is from 0.01 hour to 100 hours. This case is called Case 2. Matches of the models to the data and the corresponding normalized join1 probabilities are shown in Fig. 5.1, Fig. 5.2, Fig. 5.3, Fig. 5.4, Fig. 5.5, and Fig. 5.61 Matches of the models to the data were calculated using the final estimated values of the parameters, which were evaluated using all of the data points. Fig. 5.1 shows the results of Case 1 obtained by the chronological selection. The procedure starts at 1.0 hour with 41 data points and thereafter the data points a,r$ selected chronologically up to 10 hours. Fig. 5.2 shows the results of Case 2 obtained by the chronological selection. The procedure starts at 1.0 hour with 41 data points and thereafter the data points are selected chronologically up to 100 hours. Fig.

5.3

shows the results of Case 1 obtained by the backward selection. The procedure starts
at 3.16 hours with 31 data points and thereafter the data points are selected backwards

up to 0.01 hour. Fig. 5.4 shows the results of Case 2 obtained by the backward selection. The procedure starts at 1.0 hour with 41 data points and thereafter the data points are selected backwards up to 0.01 hour. Fig. 5.5 shows the results of Case

1 obtained by the alternating points selection. The procedure starts at 0.0112 hout

CHAPTE 5. RESULTS AND DISCUSSION

145

I

I

1

d

-

-

3,

0

..............
1
I

Current data points Future data points Model 1 : Infinite acting model Model 2 : No flow outer boundary model
I

-

, , , I

I

1o-2

10-l

1 Time ( hours )

10

1o2

Figure 5.1: 2hronological (forward) selection: matches to the 61 data points (upper) and the co esponding normalized joint probability (lower)

..f. Model 1 : Infinite acting Godel Model 2 : No flow outer bbyodary model i I I \ -....... 10-l 1 Time ( hours ) 10 1o2 Figure 5.C H A P T E ~ R E S U LT S AND D I S C U SS I O N 5. .... ..... 146 t 1 I I _I ... * ......* ! \ * ... ... :: . f... '.... ......* 3 4 . : .....2: chronological (forward) selection: matches to the 81 data points (upper) and the colresponding normalized joint probability (lower) ... . ..*.. * - * * s : - . 1 Current data points Future data points Model 1 : Infinite acting model Model 2 : No flow outer boundary model 1 Time (hours) 10-l I 10 1o2 1 n - - : - - . -.

...... Model 2 : No flow outer boundary model 0 - 1 1o-2 I I I 10-l 1 Time (hours) 10 1o2 08 . lo-' 1 Time ( hours ) 10 1o2 Figure 5....2 - 0......4 i P .... Model 2 : No flow outer boundary model - 0... Model 1 : Infinite acting model ... RESULTS AND DISCIJSSION 147 io4 I I I 10 - Current data points Future data points Model 1 : Infinite acting model ..........0 1 I 1 I 1o-2 d -.........................6 0..CHAPTER 5....3: Backward selection: matches to the 61 data points (upper) and the corresponding normalized joint probability (lower) ..... 1 0....

. Y 3 s cd + v) v) .r( z ..... RESULTS AND DISCUSSION 148 .. Model 2 [ No flow outer boundary model Model 1 Infinite acting model N C I z 2 1 0: I 1o-2 10-l 1 Time ( hours ) 10 lo2 Figure 5. 3 n W l4 & I I I ....4 Backward selection: matches to the 81 data points (upper) and the corresponc ig normalized joint probability (lower) ..CHAPTE 5...... 4 .r( a" $4 z t? a 4 t? v) J 2 cd 0 - 0 a" Y 2 a ... 1 I Current data points Future data points Model 1 : Infinite acting model Model 2 : No flow outer boundary model I - I h + 0 Y -3 C I Y 2 a &z 0 ...* 4 c ........

.. ..........4 - 0......... RESULTS AND DISCUSSION 149 io4 I I I lot 11 Current data points Future data points Model 1 : Infinite acting model ...8 - 0..........o I I 10-l I 1 Time (hours) I 10 I 1o2 I 0..........2 - ..................................5: Alternating points selection: matches to the 61 data points (upper) and the corresponding normalized joint probability (lower) .......0 f 1o-2 - I I I 10-l 1 Time ( hours ) 10 1o2 Figure 5....6 - - ...........CHAPTER 5... Model 2 : No flow outer boundary model I 1o-2 1... Model 2 : No flow outer boundary Model 1 : Infinite acting model 0.. 0..

. 3 > 2 2 v) v) 1 2 a 4 2 2 v) 3 Y E ti CJ ...6 the corres1 10 1o2 ternating points selection: matches to the 81 data points (upper) and ling normalized joint probability (lower) ... Current data points Future data points Model 1 : Infinite acting model Model 2 : No flow outer boundary model 10-l ' ' ' I 1 Time (hours) I 10 I lo2 -I I I l I I Y x . 1 W n EL 0 I I . Model 2 : No flow outer boundary model -4 Model 1 : Infinite acting model 2 10-l 1 Time ( hours ) Figure 5.. 3 9 2 a Y t : ....CHAPTE .. Y 3 > cd .... RESULTS AND DISCUSSION ...H I - ... .......0 B ' N ....a- .

.2. in Section 4. Fig.1.6 shows the results of Case 2 obtained by the alternating points selection. the total number ts is 81 (yl. the total number of data y1. both the backward method and the loints method produce inconclusive results. .C H A P T E I ~ RESULTS AND DISCUSSION 5. 5. . .13 hours. 5. called Case 2. Hence. to make the sequential predictive probability method reliable for both ronological selection is most effective. the starting point is selected just after the wellborq 3 in the pressure derivative plot. 151 with 31 da . Fig.6 show that for cases where the boundary effect is significant 1 three methods select Model 2.0112 hour with 41 data points and thereafter the data point5 tre selected alternatively up to 89. io €ect of the Starting Point . the chronological selection is less effective than the boundary backward s ection and the alternating points selection. in cases where the boundary I 'ect is not significant.ysl) and the time period is from 0.3.01 hour to 100 hours. This section examines how a change of were considered.01 hour to 10 hours. the chronologic ! method needs a larger number of steps. points and thereafter the data points are selectec alternatively up to 8. only the chronological method selects Model 1 . Hence. . 5. One is the case where the boundary effect is not point affects the results. 5. 5. 5. In the case where the boundary effect is significant. and Fig.he boundary effect is not significant.3. in cases where the ect is significant.2 Fig. 1 e procedure starts at 0. se where the boundary effect is not significant.91 hours.4. Fig. While only a few steps are required to select M del 2 for the backward method and the alternating points method. On the ither hand.5. 5. while the c ier methods do not clearly select either Model 1 or Model 2. y61) and the time period is from 2 0. . Hence. and Fig. from Fig. This case 1. . :s nfinite acting state) and the other is the case where the boundary effecc (pseudosteady st ate). the chronological selection e standard method of selecting the time steps. .. .

7 (upper) shows the final matcheq to the dati which were calculated using the final estimated values of the parameters.9991 point at la . a small ni iber of data points can confirm the adequacy of Model 2. and Fig. the adequ.8 (upper) shows the final matches to iich were calculated using the final estimated values of the parameters. The normalized joint y79 associated with Model 2 at the starting point of and y80 are 0. .3. one except at the starting points of y79 and yso. This is because there are not enough datq support Model 1 as the starting point of the procedure approaches tlhe lint.. the effect of the starting point becomes more significant nd the normalized joint probability associated with Model 1 approachat 0. .CHAPTE 5. Fig.99999 . In Case 2. respectively.. In the case where the starting point is 1 : ur only 1 dai case when In Cas' the data. The normalized joint probabilities associated with Model 2 a probabilit and 0. This is because each data time implies significant information about the boundary and. and they are also close to one. as a resul. the results are insensitive to small changes in he starting point but are eventually sensitive to large changes. starting point was changed from 1 hour (y41) to 89. the starting point was changed from 1 hour (~41) to 8. 5.t. Thereafter. Therefore. 01 he other hand. y61) are used to calculate the joint probl ability. As discussed in Section 4. I ! (lower) shows the effect of the starting point on the final normalized joint prob lilities. lint is always 10 hours (y61). This available t final data dicates that large changes in the starting point have large effect on t:hd I sequential redictive probability method. 5. ?. y of model fitting over all the time range. As the starting time becomes later. This indicates that small hanges in the starting point have small effect on the sequential predjctive proba lity method. changes of the starting point have little effect on the final norm ized joint probability.8.9125 hours (y6()). point (3&) is used to calculate the joint probability. Even though the starting point is changed from 1 hour (~41) to 2.125 hours the (~~0).8184 hours (Yso the final normalized joint probability does not change. The final 1 int is always 100 hours (ysl).5. and Fig. the joint probability is used to confirm (y41). (lower) shows the effect of the starting point on the final normalized joint probabilitj .)). RESULTS AND DISCUSSION 152 In Cast The final number of . 5. in tliq he boundary effect is not significant. the iquential steps becomes smaller. in the case where the starting point is 8. 20 data points ( Y ~ ~. Fig.9125 hours (y6. Therefore. in .

.. O* 0 10 ' ' ' ' " 1o2 I I 0.W z io4 L 1 I I 4 * Y rd Simulated drawdown data: 61 data points Model 1 : Infinite acting model .. Model 1 : Infinite acting model Model 2 : No flow outer boundary model 0..7: Effect of the starting point: matches to the 61 data points (upper) arid the effect of the starting point on the normalized joint probability (lower) .CHAPTER 5.6 c . 9 1 I 10-2 1 Time ( hours ) 10 1o2 Figure 5.o lo-' I 1 Time (hours) ' ".0 0 0 ....4 Oe 8jI L 0 O.. RESULTS A N D DISCIJSSION 153 n .( c-. Model 2 : No flow outer boundary model a" lo/ 11 I I I 1o-2 1..~ooo' O...-.2 1 lo-' ...oo.. u 0 0...

4 0.2 0.CHAPTER 5.0 i 1 I 0 Model 1 : Infinite acting model Model 2 : No flow outer boundary model 1o-2 10-1 1 Time ( hours ) 10 lo2 Figure 5.o 0.8 1 1 Time (hours) T 10 lo2 ~ I U - 0. RESULTS AND DISCUSSION 154 Simulated drawdown data: 8 1 data points Model 1 : Infinite acting model Model 2 : No flow outer boundary model I 10-l 1.8: Effect of the starting point: matches to the 81 data points (upper) and the effect of the starting point on the final normalized joint probability (lower) .6 L I 3 0.

which wed evaluated using all of the data points. I Matches of the models to the data and the corresponding normalized joint probabilities are shown in Fig. I Three cases were considered.CHAPTER 5. This is because Case 2 has a smaller number of data points in which the boundary effect is significant. the final normalized joint probability associated with Model 2 is one in either Case 2 or Case 3 but is only 0. the time period is from 0. comparison of Case 2 and Case 3 shows that the time to select Model 2 in Case 2 is later than in Case 3.3 Effect of the Number of Data Points This section examines the effect of the number of data points on the results obtained by the sequential predictive probability method. 5. In id] cases. since in Case 1 only five data points are available in the period when the boundary effect becomes significant and these are insufficient to confirm the existence of t8heboundary completely.11. the starting point should be selected in the vicinity of the wellbore storage hump in the pressure derivative plot to retain enough data to confirm the adequacy of mod4 fitting over the entire time range. Fig. In all cases. The case where the total number of data points is 81 is called Case 3. it is not necessary to select the exa. The case where the total number of data points is 41 is called Case 2.ct peak of the hump.10 and Fig. RESULTS AND DISCITSSION 155 the case where the boundary effect is significant. 5. Matches of the models to t h t data were calculated using the final estimated values of the parameters. The sequential predictive probability method selects Model 1 before the boundary effect becomes significant and thereafter Model 2. 5. In order to make the sequential predictive probability method reliable for all cases. In addition. However. However. the results are insensitive even to large changes to the starting point. 5.1.01 hour to 100 hours. It is determined whether the siet quential predictive probability method can discriminate effectively between possihl& reservoir models even in cases where the number of data points is small. .81 in Case 1. All cases contain data points at late time when the boundary effect becomes significant. the behavior of the normalized joint probabilities is similar. The case where the total number of data points i$ I 21 is called Case 1.9.

3 Y ....CHAPTE 5.. o a Y El $ = ...9 Pressure data of 21 data points: matches to the data (upper) and the corresponc tg normalized joint probability (lower) . RESULTS AND DISCUSSION 156 . 3 h 1 4 W EL I I I ......r( Y 2 ......I.. 1o2 10 Time (hours) Figure 5. 1o-2 Simulated data: 21 data points Model 1 : Infinite acting model Model 2 : No flow outer boundary model 10-l B 1 Time (hours) 10 1o2 I h ... e I b 0 2 N -3 3 z 3 .. 3 9 9 2 2 VY 8 2 a 4 I 2 V Y 2 2 a cj 3 Y . .... 1 ........

... .*......o 10-I 1 Time (hours) 10 ....... . .10: Pressure data of 41 data points: matches to the data (upper) and the corresponding normalized joint probability (lower) .. .. Model 2 : No flow outer boundary model 1o-2 1.0 -.. ...... 0.' e ..._ 102 08 .CHAPTER 5....... . -......... 0. . .2 - I..4 -.. .. .. RESULTS A N D DISCIJSSICIN 157 io4 I I I I .... ..- I Simulated data: 41 data points Model 1 : Infinite acting model ... 10 Time (hours) 1o2 1 Figure 5.. 5 Model 1 : Infinite acting model Model 2 : No flow outer bound 0... -. ..........6 - 0...

. . o ( . I . . ..0 1 10 'Time (hours) 1o2 Figure 5...11: Pressure data of 81 data points: matches to the data (upper) and tlhe corresponding normalized joint probability (lower) .. Simulated data: 41 data points Model 1 : Infinite acting model Model 2 : No flow outer boundary model .. ( / . . . ...8 10-l 1 Time (hours) 10 . ... ( . / .. . RESULTS A N D DISClJSSION 158 1o4 I I I . . . . .o 0.6 04 . 0. 1o-2 1.2 0.. . .. . .i 1o2 0.CHAPTER 5. l1 t o ..

as long as the data contain data points at times when the boundary effect becomes significant. In Case 2 tliq normalized joint probability reaches one after around 50 hours and in Case 3 aftq around 60 hours. whic were evaluated using all of the data points.12.01 hour to 100 hours in each case. a sufficient number of data points is necessae to confirm the existence of the boundary. The case where the variance is 1. In Case 1. The case where the variance is 4. even in cases where the data . The starting time of pseudosteady state is around 20 hours.0 psi2 is called Case 1. However. the time period between the time when the boundary effect becomes significant and the time when the sequential predictive probability method clearly indicates the existence of the boundary becomes longer. the normalized joint probability associated with Model 2 reaches one after around 40 hours. a random number generator was used to simulate random normal errors with zero mean.0 psi2 is called Case 2. In each case. as the magnitude of errors increases. However. the sequential predictive probability method suggests the existence of the boundary. It is determinedI whet her the sequential predictive probability method can discriminate effectively bet tween possible reservoir models even in cases where the data are noisy. Matches of the models to the data and the corresponding normalized joint probi abilities are shown in Fig. i The total number of data points is 81 and the time period is from 0.1. In each case. the effect of the magnitude of errors is investigated.0 psi2 is called Case 3. 5. In each case. Therefore.4 Effect of the Magnitude of Errors I In this section. the corresponding random normal errors wem added to the pressure data.13. the time to select Model 2 is different between the cases. the final normalized joint h probability associated with Model 2 is one. Thus.14. i Three cases were considered. Matches of the models td the data were calculated using the final estimated values of the parameters. The difference is the variance. and Fig. i 5. the sequential predictive probability method selects Model 2 as the correct model at the final stage.CHAPTER 5. Hence. The case where the variance is 9. This is caused by the uncertainty in discriminating between the effects of errors ia the data and the effects of reservoir boundaries. 5. Fig. 5. RESULTS AND DISClJSSION 159 Therefore.

. I I . . I . .o 0. lo-' 1.0 psi2: matches to the data (upper) and the corresponding normalized joiint probability (lower) .I 1o2 1o2 0.8 1 Time (hours) 10 . l1 t o 1o-2 . . RESULTS AND DISCUSSION 160 io4 I I I . .. I Simulated data: a variance of 1.2 0.. ...... . . ..12: Pressure data with random normal errors with zero mean and a variance of 1.6 0.4 0.. .. . . I I I .O psi*psi Model 1 : Infinite acting model Model 2 : No flow outer boundary model . ...0 1 10 Time ( hours ) Figure 5.. . . o ..CHAPTER 5. ..

. Model 2 : No flow outer boundary model a" 13 - 5 & u h 2 a c ..u cd .. RESULTS A N D DISCUSSION 161 3 W EL Y ...* Y z .1 Pressure data with random normal errors with zero mean and a variance of 4. 3 > 2 2 a () I 8 If! If! s cd 4 () I () I 2 a 3 Y Simulated data: a variance of 4...0 psi*psi Model 1 : Infinite acting model .....CHAPTL 5.0 psi matches to the data (upper) and the corresponding normalized joint probabilit :lower) . 0 2 2 1 10 Time ( hours ) 1o2 Figure 5.* N c ...

..14: Pressure data with random normal errors with zero mean and a variance of 9..6 0.0 1 10 Time ( hours ) 1o2 Figure 5..2 0...4 0.CHAPTER 5.0 p s i 2 : matches to the data (upper) and the corresponding normalized joint probability (lower) .. 0.0 psi*psi Model 1 : Infinite acting model ... RESULTS AND DISCUSSION 162 t 1 I i Simulated data: a variance of 9..... Model 2 : No flow outer boundary model 1o-2 10-l 1.o 1 Time (hours) 10 lo2 08 .

w = 0. S. and re. The total umber of data points is 81 and the time period is from 0.and A. which are IC.2. Model 3 has five param . The double porosity transition period is from 2 hours t o 20 hours. the graphical analysis using the pressure derivative plot may suggest either a do d e porosity model. and A random number generator was used to simulate random normd errors witk :ero mean and a variance of 4. and . The normalized joint probability associated .em.0 x S = 10. C. which are k. Simulated dra down data were used as an example to illustrate a case in which the . X = 5. which are IC. The true paran ter values are k = 50md. t longer.0 psi2. le infinite acting model is called Model 1. The da t point at 1. w. C . S. In this exam1 :. which makes the data fairly noisy.1. sequential predictive probability method can discriminate between can- didate rese roir models although the time period required to reach certainty becomes 5. Model 2 has four parameters. sequential redictive probability method works well for model discrimination while both confic nce interval analysis and graphical analysis fail.OlSTB/psi.2 A lvantages of the Sequential Predictive Proba ility Method Over Confidence Interval AnalY is and Graphical Analysis This sectic demonstrates that the utility of the sequential predictive probability method in imparison with confidence interval analysis and graphical analysis. C = O. Model 1 has three parameters. the sealing fault model Model 2 and the mble porosity model Model 3.15).0 hour is selected as the starting point since it lies just after the peak o the pressure derivative plot.CHAPTE 5. RESULTS AND DISCUSSION E I ~~ 163 are noisy.01 hour to 100 hours. PressuI data were calculated using a double porosity model with added random errors (Fig 5. Reservoir and fluid data were the same as in Table 3. For simplicity. it is demonstrated tha the sequential predictive probability method can compare more than two models sin It aneously. In addition. S. a sealing fault model or an infinite acting model.

C H A P TE 5. RE S U LT S AND DISCUSSION R 164 io3 I Simulated drawdown data using a double porosity model with normal .

5. and thereafter the normalized joinj ssociated with Model 3 reaches one. 5. During the double porosity transition period the data contain amation about the double porosity behavior and the uncertainty about rs in Model 3 is greatly reduced.1 (upper) shows the overall predictive variance in Model 1. Model 1 and Model 3 have similar normalized lities between 6 hours and 15 hours in Fig.1 1 approach 3 have sin probability associated Thus d which mod Model 3. lower) shows that the normalized joint probability associated with Model one before 5 hours. 5. TI Fig. it is not possible to decids is better.0 hour is set to be equal to 1/3.16. Fig. Model 1 or Model 3. 5. 5. As the double sition period is close to the end.17 (upper) and the normalized joint .1 :upper) shows that any of the models seem to fit the data more or less equally. The possibility of Model 2 is eliminated after . since three models are compared. tive variance in Model 3 is larger than that in Model 1 before 5 hours valuable in the paramc in Model 2 hours in Fj joint probz porosity t r 3 becomes ecomes small and approaches that in Model 1 between 6 hours and 1. Fig.CHAPTEI . 5.17 efore. Model 2. Final matches of the models to the data were Ing the final estimated values of the parameters.1 (lower). but as the double porosity transitiod ch is the true model. to the end the sequential predictive probability method clearly selectq Id I Fig. the normalized joint probability associated with Model 1 is larger Model 3. RESULTS AND DISCUSSION 165 with each r Final n probabilitit calculated f using all o iel at 1. the overall predictive variance in Model ialler than that in Model 1 in Fig.16 (lower). time is clo.17 (lower) shows the pressure difference between the observed onse and the expected pressure response based on each model.5 5. graphical analysis does not provide useful results. The normalized joint probability th Model 2 is zero after 10 hours.17 (upper). ches of the models to the data and the corresponding normalized joint are shown in Fig. while the pressure differences are almost identical in Fig. The upper). TI than that j I efore. 5. Hence. and Model 3. 5. a pressure rc in Fig. the overall predictive variance overall pre. 5. As a result. which were evaluated le data points. Between 6 hours and 15 hours Model 1 and Model tr normalized joint probabilities. ng the double porosity transition period. P hours.

o 10-l 1 Time (hours) I 10 I d .' 1 1o2 1 I C... Simulated drawdown data Model 1: Infinite acting model Model 2: Sealing fault model Model 3: Double porosity model I I e 11 I 1o-2 1.....4 0..CHAPTER5.6 0.. -------..2 0. Model 2. e ~ ..8 C.. and Model 3 to the data (upper) ized joint probability associated with each model (lower) .0 I 1 10 Time (hours) 1o2 : Final matches of Model 1. R E S U LT S AND DISCUSSION 166 l 10 ...

.. Model 2 : Sealing fault model Model 1 : Infinite acting model ------- Model 3 : Double porosity model 11 1 20 I I 1o2 10 Time (hours) I . .. ...... and Model 3 (upper) and pressure difference between the observed pressure response and the expected pressure response based on each model (lower) .. ” . .. .. Model 2 : Sealing fault model Model 1 : Infinite acting model ------lo Model 3 : Double porosity model 5 ! ...17: Overall predictive variance in Model 1... =.... . .... Model 2. . RESULTS A N D DISCUSSION 167 io3 I . ..CHAPTER 5... .. 0 -5 -10 1 10 Time (hours) 1o2 Figure 5.. . ......

As discussed in Section 3. which is expressed as 0. Hence. Therefore.CHAPTER 5. Fig. and Model 3. 5. In addition. Fig. Therefore. correct selection of the true model is important not only for accurate reservoir description but also for accurate estimation of the reservoir properties. the estimated value of permeability is about 90 m d . The variance of the parameter is also proportional to that of the errors. Therefore. the normalized joint probability associated with Model 2 is always small in Fig.18 (upper) shows the estimated values of permeability in Model 1.1. which has larger number of parameters.18 (lower). 5. 5. In cases where graphical analysis may indicate several models. the use of large number of parameters makes the diagonal elements of the inverse Hessian matrix large. 5. the relative confidence interval of the permeability estimate in Model 2 is narrower than that ilp Model 3. = a2H-'. Fig. 5. the confidence interval is directly proportional to the variance of the parameter.16 (lower).17 (upper).eability estimate in the true model.0 psi2 is used. 5.16 (lower). Moreover. according to the relative confidence interval of the permeability estimate. the sequential predictive probability method can select the true model. . In this example. confidence interval analysis might suggest Model 1 as the true model. the overall predictive variance in Model 2 is alWay6 large in Fig. since the data have no information about the sealing fault. the relative confidence interval of the permeability estimate may imply that Model 1 is better t h a Model 3. a large value of the variance of the errors of 4. The reason why the relative confidence interval of the permeability estimate in the true model (Model 3) is wide is explained from the definition of confidence intervals. The findings in this example are summarized as follows: 1. even after the double porosity transition period ends. in this example the confidence interval of the perm. 5. turns out to be wider. On the other hand.5. which is almost twice the true value (50 md). RESULTS AND DISCUSSION 168 probability associated with Model 3 becomes larger than that in Model 1 in Fig.18 indicates that in the case where Model 1 is selected as the true model.18 (lower) shows the corresponding relative confidence interval of the permeability estimate in each model. Model 2. From Fig.

Model 1 : Infinite acting model Model 3 : Double porosity model I lo-' I 1 I 1o2 10 Time (hours) Figure 5...... 1o2 10 .. RESULTS AND DISCUSSION 169 100 80 - 60 - 40 . Model 2.....1 1 CHAPTER 5. and Model 3 (upper) and relative confidence interval of permeability for each model (lower) .... / I .......18: Permeability estimate for Model 1....... Model 2 : Sealing fault model Model 1 : Infinite acting model ------- Model 3 : Double porosity model I 01 1 io3 -*-- 10 Time (hours) I 1o2 * .. Model 2 : Sealing fault model --__---...

The pu: ose of this section is to demonstrate the utility of the sequential predictive probabili t j nethod in several situations.1 4 Bmmonly Encountered Situations One is the situation where the selection between a sealing fault model outer boundary model is necessary.0 hour is selected as the startin point just after the peak of the pressure derivative plot. As shown in Fig.0 psi2. Section 5. RESULTS AND DISCUSSION 170 2. The other is the situation where the This sectic discusses two situations which are commonly encountered in actual well test analys and a no f l t selection b ween a constant pressure outer boundary model and a double porosity model is nl mary.2 discusses the applicabilil models.ling fault model and the no flow outer boundary model show upward .5 (upper).2. It was investigated whether the sequential predictive probability method ca select the correct model in these situations.01 hour to 100 hours.3.3.3 P )plication to Simulated Well Test Data In this sec In. t no flow ou’ both the E I situation where discrimination between the sealing fault model and the boundary model is necessary is discussed.3. * . The data at 1. T h e : pential predictive probability method can compare more than two models si Ilt aneously. 5. First. 3. Section 5.1 discusses situations which are commc y encountered in actual well test analysis. The total number of data points is 81 and the time p iod is from 0. of the sequential predictive probability method to complex reservoii 5. Throug Table 3. the same reservoir and fluid data were used as given in random number generator was used to simulate random normal errors an and a variance of 1.CHAPTE2 5. 4. The 2 of confidence intervals alone may produce deceptive results. with zero I this section. application of the sequential predictive probability method to simulated well 1 it data is discussed.

Fig. and re = 2000ft. Final matches of the models to the data were calculated using the final estimated values of the parameters. which are IC. the However. The normalized joint probability associated with Model 2 reaches one after 80 hours. . 5. which were evaluated using all of the data points. and C. sequential predictive probability method can select the true model at the final stage. the possibility of selecting the no flow outer boundary model is low. The normalized joint probability associated with each model at 1. respectively. and the no flow outer boundary model are named Model 1. Therefore. Fina matches of the models to the data were calculated. and random errors were added. In either case.21 shows the simulated drawdown data using the I 1 no flow outer boundary model (Model 3). while both Model 2 and Model 3 have four parameters. The normalized joint probability associated with Model 3 is almost zero after 5 hours. 5. Drawdown pressure data were calculated using Model 2 and Model 3.22.19 shows the simulated drawdown data using the sealing fault model (Mod$ 2). the no flow outer boundary model.CHAPTER 5. or the infinite acting model should be selected as the true model. it is necessary to decide whether the sealing fault model. Model 2. Model 1 has three parameters. in cases where upward trends may be recognized on the pressure derivative plot. The true parameter values are k = 50md.OlSTB/psi. while that with Model 2 increases rapidly to one. and T. which ase k. C = O.20 (lower) shows that the normalized joint probability associated with Model 1 is close to one before around 50 hours. and Model 3.0 hour is set to be equal to 1/3. S. 5. Between 50 hours and 80 hours the normalized joint probability associated with Model 1 decreases rapidly to zero. Therefore. 5. in cases where the sealing fault model is the correct model. S = 10. 5. Final matches of the models to the datd and the corresponding normalized joint probabilities are shown in Fig. which were evaluated using all of the data points. Final matches of the models to the data and the corresponding normalized joint probabilities are shown in Fig.20. The starting time when the boundary effects become significant is around 20 hours. there are significant differences between these two cases. since three models are compared Fig. S. the infinite acting model. Fig. RESULTS AND DISCUSSION 171 trends at late time on the pressure derivative plot. C .. For simplicity. using the final estimated values o the parameters. the sealing fault model.

19: Simulated drawdown data using a sealing fault model (Model 2) with normal random errors .CHAPTER 5. RESULTS AND DISCUSSION 172 io4 a Simulated drawdown data io3 1o2 10 - 1 1o-2 I I I I I I I I I l l I I I I I I l l I I I I I Ill1 I I I I l l 1 lo-' 1 Time (hours) 10 1o2 Figure 5.

.. Model 2....... Model 1 : Infinite acting model Model 2 : Sealing fault model Model 3 : No flow outer boundary model - :t > 1 10 Time (hours) 1o2 Figure 5.CHAPTl 5..... and Model 3 to the data (upper) and norm( ced joint probability associated with each model (lower) ..." W 1 4 I I I Ei I3 I 2 .... RESULTS AND DISCUSSION 173 n .. I t ------ Simulated drawdown data Model 1: Infinite acting model Model 2: Sealing fault model Model 3: No flow outer boundary model 1 3: 5: $1 ------ ...: Final matches of Model 1...

U 3 > > ce .CHAPTER 5. RESULTS AND DISCT/SSION 174 P) .21: Simulated drawdown data using a no flow outer boundary model (Mode 3) with normal random errors P . 3 8 Time (hours) Figure 5.

o I*--------? 0.CHAPTER 5.2 0. and Model 3 to the data (upper) and normalized joint probability associated with each model (lower) .. Model 3: No flow outer boundary model I I 1 1I 1 o-2 I lo2 - 10-l 2..8 0..6 0..4 - 0. ------ Simulated drawdown data Model 1: Infinite acting model Model 2: Sealing fault model..4 - Model 1 : Infinite acting model Model 2 : Sealing fault model Model 3 : No flow outer boundary model 1.22: Final matches of Model 1. .... RESULTS A N D DISCUSSION 175 lo4 e '"i .. ------ 1..... Model 2.8 - 1.2 1.6 - ......0 1 10 Time (hours) 1o2 Figure 5.....0 1 Time (hours) I 10 1.

S. The normalized joint probability associated with Model 2 increases . 4.6 (upper). which are k. I of a no flow outer boundary. Model 2.22 (lower). respectively. and C . S.20 (lower).lightly around 20 hours. time when the boundary effects become significant is around 20 hour$ ~ in both cai s. Model 2 has four parameters. Drawdc . 5-20 (lower) wii sealing fau The startii the detectj Next. = 2000ft. e situation where discrimination between the constant pressure outed ode1 and the double porosity model is necessary is discussed. and A. but it decreases rapidly to zero. S. in cases wher the no flow outer boundary model is the correct model. when the boundary effects due to the no flow outer bouI ary become significant. S = 10. For I I simplicity. 5. 5. while the true parameter values for Model 3 are . or the infinite acting model should be selected as the true model. the double del. Between 20 hours and 40 hours tl normalized joint probability associated with Model 1 decreases rapidly to zero. The normalized joint probability associated with the model reaches one after 80 hours in Fig. Model 1 h which are three parameters. C. As show in Fig. 5.015 Blpsi. the no f l o ~ outer boundary model reaches one after 40 hours in Fig. while that with . 4. However. Fig. RESULTS AND DISCUSSION 176 On the ther hand. the constant pressure outer boundary mode shows a d( rnward trend at late time and the double porosity model also shows a downward rend at intermediate time on the pressure derivative plot.~ ~~ CHAPTEI 5. Therefore. it is interesting to compare Fig.n pressure data were calculated using Model 2 and Model 3. and Model 3 has five parameters. le infinite acting model. which are k. the constant pressure outer boundary model. it is 1 necessary porosity ' decide whether the constant pressure outer boundary model. The true parameter values for Model 2 are k = 50md. C. The rmalized joint probability associated with Model 3 increases rapidly and reaches on1 after 40 hours. 5. boundary 1 Fig. and re. the possibility of selecting tl sealing fault model is low. w .22 (lower). C = 0.5 ipper) and Fig.22 (lower) shows that the normalized joint probability associated ith Model 1 is close to one before around 20 hours. and Model 3. and random errors wer added. the detection of a sealing fault requires more data points thaq . and T . in cases wher downward trends may be recognized on the pressure derivative plot. and the double )orosity model are named Model 1. Hence. Therefore.

The normalized joint probability associated e after 50 hours. ever.0 x lo-'. ws the simulated drawdown data using the constant pressure outer (Model 2).OlSTB/psi. Between 25 hours and 50 hours the normal. there are significant differences between these two cased. 5. 5.25 shows the simulat. The starting boundary effects become significant for Model 2 is around 20 hours.ed ng the double porosity model (Model 3).hle a were calculated using the final estimated values of the paramealuated using all of the data points. while that with Model 3 reaches one after e double porosity model is the correct model. joint probability associated with each model at 1. LC.1.24. essure outer boundary model and the double . in cases where the constant model is the correct model. Final matches of t.77 = 10. C = O. ssociated with Model 1 decreases rapidly to zero. which were evaluated using all of the data point$. ws that the normalized joint probability associated with Motldl around 25 hours. the possibility of selecting the er) shows that the normalized joint probability before around 15 hours. Final matches of the models to the data and the correized joint probabilities are shown in Fig. The normalized joint probability associated zero after 3 hours. Therefore.0 hour is set to be ce three models are compared. Fig. and X = 1. RESULTS AND DISCUSSION I. Final matches of the and the corresponding normalized joint probabilities are shown atches of the models to the data were calculated using the final e parameters. while thaF rapidly to one.CHAPTER5. Between 15 hours and lity associated with Model 1 decreases rapidly ity associated with Model 2 increases to about Thereafter the normalized joint probabilj ty ero. = 0. I entia1 predictive probability method can select the true modql .

RESULTS AND DISCIJSSION 178 .CHAPTER 5. Simulated drawdown data Figure 5.23: Simulated drawdown data using a constant pressure outer boundary model (Model 2) with normal random errors .

2 0..... ~ 10-l 1 Time (hours) I 10 1o2 - 1... -----1o-2 2....*..4 1..24: Final matches of Model 1..o 0. '' :.CHAPTER 5. and Model 3 to the data (upper) and normalized joint probability associa..0 Simulated drawdown data Model 1: Infinite acting model Model 2: Constant pressure outer boundary model Model 3: Double porosity model ..8 1 1......6 0.6 .8 0. RESULTS AND DISClJSSION 179 lo4 .2 1.. - ------ Model 1 : Infinite acting model Model 2 : Constant pressure outer boundary model Model 3 : Double porosity model - 1.4 0....0 1 10 Time (hours) 1o2 Figure 5.. Model 2.ted with each model (lower) ...

CHAPTER 5. Time (hours) 10 lo2 Figure 5.25: Simulated drawdown data using a double porosity model (Model 3) with normal random errors . RESULTS AND Drscussroiv 180 io4 - I I I I I I I I I I I I I I l l I I I I I I I I I I 1 1 1 1 1 l o io3 1o2 Simulated drawdown data 10 1o-2 lo-* I.

4 1..0 1 10 Time (hours) 1o2 Figure 5..CHAPTER 5.....o 0.. and Model 3 to the data (upper) and normalized joint probability associated with each model (lower) ..2 0. ....6 0.8 0.26: Final matches of Model 1.2 ... RESULTS AND DISCC'SSION 181 io4 I I I :::I 1...Model 2 : Constant pressure outer boundary model Model 3 : Double porosity model Model 1 : Infinite acting model 1 1.. Model 2.4 0.

and Fig. Hence. In addition to the two situations discussed above. S . C.2 Complex Reservoir Models This section discusses situations where complex reservoir models are used. 4. the double porosity model and the sealing fault rnodel was discussed in Section 5.3. In this particular case. As showq in Fig. the double porosity and sealing fault model. the magnitude of gTH-’ 4 generally increases according to the complexity of the model. since these models have six reservoir parameters (IC. A. it is sometimes necessary to discriminate between the double porosity model. n Y 5.l g 02. if the data are truncated before 40 hours. Discrimination betwee Discrimination between the double porosity model and the no flow outer boundar model will be discussed in Section 5. since the double porosity behavior has an upward trend during the later half of the double porosity transition period. “1 1 . RESULTS AND DISCUSSION 182 porosity model is important at the beginning of the double porosity transition period. since theoretically the sequential predictive probability method can discriminate between any number of reservoir models as long as the reservoir models can be expressed approximately as a linear form with respect to the reservoir parameters.2 using actual field well test data. the sealing fault model. Fig. there is a risk of selecting the constant pressure outer boundary model as the true model. the double porosity and no flow outer boundary model.4. 4. and the double porosity and constant pressure outer boundary model are regarded as complex models. it is straightforward to extend the utility of the sequentid predictive probability method to other reservoir models than the eight basic models which are described in this study. This implies that unt certainty associated with a complex model is higher than that with a simple model since uncertainty due to the model is expressed mathematically as g T H .CHAPTER 5. In this work.5 (lower). discussed in Section 3. 4.1.7 (lower).6 (lower).2. w . it is a necessary step to investigate whether the sequential predictive probability method can select a complex model as the true model for a limited number of data. arid r e ) and express both the double porosity effects and the boundary effects. and the no flow outer boundary model.

First.28.01 hour to 1000 hours. The boundary effects do not become significant until after thq I double porosity transition period. and the double porosity and 11 flow outer boundary model (Model 6). RESULTS AND DISCUSSION 183 Through this section. Model 5 and Model 6 have six parameters. 5. which were evaluated using all of the data points. S. A random number generator was used to simulate random normal error$ with zero mean and a variance of 1. In this example. w . Model 4 has five parameters. ? Model 1 has three parameters. the double porosity model (Model 4). the normalized joint probability associated with Model 4 is close to one between 20 hours and 200 hours. 5.k of the pressure derivative plot. six models. S . thq double porosity and sealing fault model (Model 5 ) . since the double porosity effects dominate . A.0 psi 2 . S. w = 0. S = lo. During intermediate time the double porosity behavior is present and at late time the boundary effects due to the sealing fault I boundary appear on the pressure derivative plot. Model 4. the same reservoir and fluid data were used as given in Table 3.0 x lo-".2. The tru$ parameter values are k = 50md.1. Model 2 and Model 3 have foug parameters.CHAPTER 5. X = 1. and A. Next.OlSTB/psi.0 hour is selected as the starting point just after the pea. and re.28 (lower). the normalized joint probability associated with Model 1 is close to one before LO hours. w . C . which are IC. the sealing fault model (Model 2). The total number of data points is 101 and the time period is from 0. Pressure data are shown in Fig. which were the infinite acting model (Model l). were employed as candidate reservoir models. C . C. and C. which are k. First.0 hour is set to be equal to 1/6. 5. and Model 5 become possible models during the sequential procedure. the normalized joint probabilities indicate that Model 1. C = O.. since neither the double porosity effects nor the boundary effects have become significant. Final matches of the models to the data were calculated using the final estimated values of the parameters. and T. From Fig. The data at 1. which are k.27. The normalized joint probability associated with each model at 1. the double porosity and sealing fault model was employed as the true model. and re. S. the n j flow outer boundary model (Model 3). = 4000ft. which are k. Final matches of the models to the data and the corresponding normalized joint probabilities are shown in Fig.

27: Simulated drawdown data using a double porosity and sealing fault model (Model 5 ) with normal random errors . RESULTS A N D DISClTSSION 184 io4 I I I I I l l I I I I I111/ I I 1 I I l l 1 I I I I I I I io3 1 o2 10 1 1o-2 10-l 1 Time (hours) 10 1o2 Figure 5.CHAPTER 5.

...4 0.4 1 1..28: Final matches of Model 1.. Model 4.-- 10-l 1o-2 2.own data Model 1: Infinite: acting model Model 2: Sealing fault model Model 3: No flow outer boundary model Model 4: Double: porosity model Model 5: Double: porosity + fault model Model 6: Double: porosity + no flow model I I - I I L lo-' I 1 10 Time (hours) 1 lo2 io3 - -------- ..CHAPTER 5.6 1 1. Model 2..- Model 1 : Infinite acting model Model 2 : Sealing fault model Model 3 : No flow outer boundary model Model 4 : Double porosity model Model 5 : Double porosity + fault model Model 6 : Double porosity + no flow model 0. and Model 6 to the data (upper) and normalized joint probability associated with ea'ch model (lower) .-.6 0.I .... RESULTS AND DISCUSSION 185 lo4 f-7 ~ 10 7 L 1 - ------ .2 0. --- -..8 0.. .8 1 1.-.2 1 1.-. Model 5. Model 3..-..-.....o Simulated drawd.-- -.0 1..0 1 10 'Time (hours) 1o2 io3 Figure 5.- ..-..-..

29. Therefore. Finally.30 (lower). The inormalized joint probability associated with each model at 1. which were evaluated using all of the data points. and Model 6 become possible models during the sequential procedure. At the final stage. since neither the double porosity effects nor the boundary effects become significant. the sequential predictive probability metho$ clearly selects Model 5 . Model 1 has three parameters. 5. and re. w . A. 5. w . S. and T. the double porosity model (Model 4). First. the normalized joint probability associated with Model 5 is close to one after 500 hours. which are k.30. which are IC. In this example. 5. C. which are k. S. which are k. RESULTS AND DISCUSSION 186 the pressure responses but the boundary effects are not yet significant during this period. the double porosity and no flow outer boundary model was employed a i the true model. Final matches of the models to the data and the corresponding normalized joint probabilities are shown in Fig.. in cases where both the double porosity effects and the boundary effects due to the sealing fault boundary exist. the sealing fault moclel (Model 2). Next. and Model 6 are always low. were employed as candida6 reservoir models. the no flow outer boundary model (Model 3). Model 4. Pressure data are shown in Fig. and the double porosity and no flow outer boundary model (Model 6). I Next. six models.and C. Model 5! e and Model 3 have four parameters. the normalized joint probability associated with Model 1 is close to one before 15 hours. From Fig. Final matches of the models to the data were calculated using the final estimated values of the parameters. C. C. since the boundairy effects due to the sealing fault boundax$ become significant.CHAPTER 5. the double porosity and seading fault model (Model 5 ) . the sequential predictive probability method produces results consistent with pressure behavior. Model 3.0 hour is set to be equal to 1/6. which is the true model. which were the infinite acting model (Model l). the normalized joint probability associated with Model 4 is close . During intermediate tim& the double porosity behavior is present and at late time the boundary effects due $0 the no flow outer boundary appear on the pressure derivative plot. and A. Model 5 and Model 6 have six parameters. S. Model 4 has five parameters. The possibilities of other modelp which are Model 2. the normalized joint probabilities indicate that Model 1. S.

using a double porosity and no flow outer boundary model (Model 6) with normal random errors . RESULTS A N D DISCUSSION 187 io4 I I 1 1 1 1 I l I I I I / I l l I I I l 1 1 1 1 ~ I I I I I l l 1 I 1 3 - 0 Simulated drawdown data io3 1o2 10 1 1o-2 10-1 1 10 Time (hours) 1o2 io3 Figure 5.CHAPTER 5.29: Simulated drawdown data.

o 0.Model 2...30: Final matches of Model l:.L 1.-....0 10 lo2 io3 'Time (hours) Figure 5.-.. Model 4. --.6 0.-.CHAPTER 5...-.-.-..- 10-l 1o-2 2..8 0.-.....4 0. ------ 8 ' ' ' ' ' 1 --- 1.0 Simulated drawdown data Model 1: Infinite:acting model Model 2: Sealing fault model Model 3: No flow outer boundary model Model 4:Double porosity model Model 5 : Double: porosity + fault model Model 6: Double porosity + no flow model I - I I I L lo-' 1 10 Time (hours) I lo2 io3 ::I .. Model 5 . Model 3.--...4 1 T ) -I--- -... RESULTS AND DISClJSSION 188 io4 I I I I € 1- ------ ..2 0.- Model 1 : Infinite acting model Model 2 : Sealing fault model Model 3 : No flow outer boundary model Model 4 : Double porosity model Model 5 : Double porosity + fault model Model 6 : Double porosity + no flow model 1 . and Model 6 to the data (upper) and normalized joint probability associated with ea(& model (lower) ...

5. the detection of the sealing fault requires more data points which contain the sealing fault effects than in the case of thle no flow outer boundary. S . The normalized joint probability associated with the double porosity and sealing fad4 model reaches one after 500 hours in Fig. The normalized joint probability associated with each model at 1. the double porosity and constant pressure outer boundary model was em1 I ployed as the true model. which are IC. w . I I d Finally. S. In this example. and C. the sequential predictive probability method clearly selects Model 6. and re. since the boundary effects due to the no flow outer boundary become significant. 5.31. RESULTS AND DISCCJSSION 189 to one between 40 hours and 60 hours. four models. in conjunction with the results shown in Fig. Model 3.and A. Finally. the con-1 stant pressure outer boundary model (Model 2).CHAPTER 5. C . which is the true model. since the double porosity effects dominake the pressure responses but the boundary effects are not yet significant during this period. 5. i cases where both the double porosity efFects and the boundary effects due to the no flow outer boundary exist. it is interesting to compare Fig.28 (lower) with Fig. Model 1 has three parameters. 5.30 (lower). 5. Model 2 has four parameters. Final matches of the models to the data . 5. A. which are IC. S. and the double porosity and constant pressure outer boundary model (Model 4). Hence. which are IC. During intermediatd time the double porosity behavior is present and at late time the boundary effects due to the constant pressure outer boundary appear on the pressure derivative plot. At the final stage. w. the double porosity model (Model 3). the normalized joint probability associated with Model 6 is close to one after 100 hours. and Model 5 are always low. which were the infinite acting model (Model l). C.30 (lower). while that with the doublli porosity and no flow outer boundary model reaches one after 100 hours in Fig. and re.0 hour is set to be equal to 1/4.22 (lower). Model 4 has six parameters. were employed as candidate reservoir models. whether the double porosity behavior exists or not. Model 3 has five parameters. the sequentja predictive probability method produces results consistent with pressure behavior. 5.20 (lower) and Fig. The possibilities of other modell$ which are Model 2. S. Therefore. Now.28 (lower). C. which are k. Pressure data are shown in Fig.

RESULTS A N D DISCIJSSION 190 0 Simulated drawdown data io3 1o2 10 1 1o-2 10-l 1 10 Time (hours) 1o2 Figure 5.31: Simulated drawdown data using a double porosity and constant pressure outer boundary model (Model 4) with normal random errors .CHAPTER 5.

. Model 3. 1 ~ - Simulated drawdown data Model 1: Infinite acting model .32: Final matches of Model 1. and Model 4 to the data (upper) and normalized joint probability associated with each model (lower) .CHAPTER 5. -------1.2 : Constant pressure outer boundary model Model Model 3 : Double porosity model ..4 Model 1 Infinite acting model Model 2 Constant pressure outer boundary model Model 3 Double porosity model Model 4 : Double porosity + constant pressure model 1..-------.0 lo-' 1 10 Time (hours) I 1o2 1o3 4 . Model 2..2 1 1 10 Time (hours) 1o2 io3 Figure 5.........--.. RESULTS AND DISCUSSION 1'91 io4 I I I I 3 . Model 4 : Double porosity + constant pressure model:. -------- \ y - 10-1 L I L I I ! !/.I I 1o-2 2.

since neither t h h double porosity effects nor the boundary effects have become significant. RESULTS AND DISClJSSION 192 and the corresponding normalized joint probabilities are shown in Fig. the normalized joint probability associated with Model 2 is close to one between 15 hour$ and 20 hours.30 (lower) indicates that the flow regime before 15 hours is doninated by the infinite acting behavior. the sequential predictive probability metho 300 hours. Therefore. Firtal matches of the models to the data were calculated using the final estimated values of the parameters. in cases wher outer boundary exist. Fig. 7 both the double porosity effects and the boundary effects due to the constant pressure 3 As discussed above. For instance. Moreover. the sequential predictid probability method produces results consistent with pressure behavior. the normalized joint probability associated with Model 4 is close to one aft6 become significant. 5. the flow regime between 40 hours and 60 hour$ is dominated by the double porosity behavior. the sequential predictive probability method can d i s c r i m h t e between possible reservoir models even in cases where the true models are complex.32.CHAPTER 5. which were evaluated using all of the data points. 5. 5.32 (lower). From Fig. and the flow regime after 100 hours is dominated by the no flow outer boundary effects. the normalized joint probability associated with Model 3 is close td one between 40 hours and 200 hours. Secondly. the normalized joint probabilities indicate that all model$ become possible models during the sequential procedure. during the procedure the sequential predictive probability method provides quantitative verification for model recognition. At the final stage. . 5-26 I (lower). since the boundary effects due to the constant pressure outer boundart clearly selects Model 4. which is the true model. the normalized joint probability associated with Model 1 is close to one before 7 hours. Finally. This behavior is explained by the same reasons discussed in Fig. since the double porosity effects dominate the pressure responses but the boundary effects are not yet significant during this period. This provides the basis for future work t o extend the utility of the sequential predictive probability method to reservoir moldels other than the eight basic models whi'ch were employed in this study. Thirdly. Firstly.

(1983b) reported that. (1983b). Model 1 has four parameters. normalized joint probabilities arq 1 matches of the models to the data were calculated using .100618 hour just pressure derivative plot was selected as the starting point foE ive probability procedure. 5. Allain and Home (1990) applied an AI approach u s i q ert system to the data and reported that the sealing fault model orosity model are possible reservoir models. only drawdown pressure data were employed efore. ted in Fig. The total number of data points is 179 and t:h$ . Tlhe bility associated with each model at 0.6059 hours. Each to demonstrate different features of the sequential predictive ase 1: Multirate Pressure Data irate pressure data were obtained from Bourdet e t al. which are IC. The data at 0. a second purpose in considering this case was to investiga. Theoretically. Final matches a and the corresponding. ve probability method can discriminate between reservoir models i l ow history.33. w . proximation of the Agarwal equivalent time. The number of data points between . the most likely reservoir model is ity model. Three actual field well test data were examined.tg e sequential predictive probability method to multirate data. The irate test in which the well was flowed at three different rates priot det et al. which are IC. t h. application of the sequential predictive probability method to actual is discussed. However.0024883 hour to 17.lo0618 hour is 70. and A. Therefore.CHAPTE& 5. ode1 2 has five parameters. RESULTS AND DISCUSSION 193 5*4 4 pplication to Actual Field Well Test Data. two modt ult model (Model 1) and the double porosity model (Model 2) ng the sequential predictive probability method. S.100618 hour is set ta nses were calculated exactly using the superposition in time. C.

i L a" /- U I I I I I I I I I I l l I l 1 1 I I I I I L J 10-~ 1o-2 10-l 1 Time (hours) 10 lo2 Figure 5.33: Field multirate pressure data from Bourdet e t al.CHAPTER 5. (1983b) . RESULTS A N D DISCL~SSION 1'94 0 Field multirate pressure data .

6 L 1.0 -~ I 10-l 1 Time (hours) I 10 1o2 - 1. Field multirate pressure data Model 1: Sealing........0 10-1 1 Time (hours) 10 1o2 Figure 5....0 5..............fault model Model 2: Double porosity model 1o 2..CHAPTER 5.....8 0... 0......8 1 1......4 0...........4 1 1....... RESULTS AND DISCUSSION 195 1o2 E .........34: Final matches of Model 1 and Model 2 to the data (upper) and normdized joint probability associated with each model (lower) .......6 0.2 L 1...................2 ...... Model 1 : Sealing fault model Model 2 : Double porosity model - 0.......

1 I 5. one purpose in considering this case was to discrimiinate between the double porosity model an the no flow outer boundary model in the case where the double porosity model i$ believed to be a correct model. As discussed in Section 5. I Fig.3. The number of data points between 0.25 hour to 178 hours.1. which was believed to be the true model. which were evaluated using all of the data points. Da Prat (1990) reported that the most likely reservoir model is the double porosity model. in this case only 5 data points are available before the wellbore storage hump and these data points are not sufficient to obtain reliable parametet estimates at the start of the procedure.25 hour and 10 hours is 20. four models were compared: the no flow outer bouiidary model (Model l ) . Therefore. As discussed in Section 5. it is sometimes necessary to discriminate between th& double porosity model and the no flow outer boundary model. the starting time was selected at . The data at 10 hours is selected it$ the starting point for the sequential predictive probability procedure. the sequential predictive probability method can select the true mod$ in cases where multirate data are employed. the double porosity and sealing fault model (Model 3).35. The total number of data points is 63 arid the time period is from 0. 5. Therefore. RESULTS AND DISCUSSION 196 the final estimated values of the parameters. This result is consistent with graphical analysis. Hence. A seconld purpose was to examine whether boundary effects appear after the double porosit:y transition period.1.34 (upper) shows that Model 2 fits the data better than Model 1 on the pressure derivative plot. the double porosity model (Model d a). 5. 5. the sequential predictive probability method clearly selects Model 2.CHAPTER 5.2 Case 2: Drawdown Pressure Data I These field drawdown pressure data were obtained from Da Prat (1990).4. t:he starting time should be selected around the wellbore storage hump in the pressure derivative plot to retain enough data to confirm the adequacy of the model fits over all time range. The data are plotted in Fig. and the double porosity and no flow outer bounldary model (Model 4).2. However.34 (lower) shows that the normalized joint probablilt ity associated with Model 2 reaches one rapidly during the procedure. Therefore. Therefore. Fig.

35: Field drawdown pressure data from Da Prat (1990) . i A Figure 5. RESULTS A N D DISCUSSION 197 .C H A P T E R 5.

2 0.o 0..2 1..0 Field drawdown pressure data Model 1: No flow outer boundary model Model 2: Double: porosity model Model 3: Double:porosity + sealing fault model Model 4: Double:porosity + no flow model I I 1 10 Time (hours) lo2 io3 J I " 1 ( 1. RESULTS AND DL5'CUSSION 198 io4 77 .. Model 3.. Model 2.. and Model 4 to the data (upper) and normalized joint probabi1it:y associated with each model (lower) .8 1..0 10 1o2 'Time (hours) io3 Figure 5...4 -------- . Model 1 : No flow outer boundary model Model 2 : Double porosity model Model 3 : Double porosity + sealing fault model Model 4 : Double porosity + no flow model 1 I 1....4 0. ------ --10-l 2.6 0......36: Final matches of Model 1....8 1 i 0....C H A P T E R 5.

which were evaluated using all of the r) shows that Model 2.. in cases where the double porosjt? I 0 del. the sequential predictive probability method was used to examine whether the downward trend is caused by the buildup superposition effect$ or the boundary effects. w .36 (lower). ode1 2 has five parameters. which are h. and T.vier. A. and Model 4 seem to fit the d a h on the pressure derivative plot. which he correct model. Even though Vieira and Rosa (1993) reported that an adequate reservoir model is the infinite acting model from the match usiiqg the Agarwa. has four parameters. which are IC. Final matches of the models to the data were calculated using d values of the parameters. Therefore. The data are plotted in Fig. which are IC. Final match+ the data and the corresponding normalized joint probabilities are . In Fig. C. RESULTS AND DISCUSSION 199 clude enough data points. w . Model 3 and parameters. the Agarwal equivalent time inherently assumes infinjte acting beh . C .37. 5. 1 predictive probability method clearly selects Model 2. and A. Model 1 and ar normalized joint probabilities up to 35 hours. In Fig. 5. a downward trend is recognized at the end of the pressure derivative plot. S. Therefore. S.CHAPTE$5. discrimination between the no flow outer boundary model model is important during the later half of the double porosity I ase 3: Buildup Pressure Data These field buildup pressure data were obtained from Vieira and Rosa (1993).37.l equivalent time. and thereafter t probability associated with Model 2 increases up to one. it is not possible to decide which model is better between 1 del 1 or Model 2. Model 3. The normalized jo& iated with each model at 10 hours is set to be 1/4. and indicates that no boundary effects ark er). The babilities associated with Model 3 and Model 4 are always low. 5. Two models. 5. Model I. the infinite acting model (Model 1) and the .36.

**........ ....37: Field buildup pressure data from Vieira and Rosa (1993) ... .... .. .... ... mn a.... .CHAPTER 5.... * : 0 .. .. ..... 10 1o-2 I Field buildup pressure data I I I 1 I l l I I I I l l l l I 10-1 1 Time (hours) 10 Figure 5.. RESULTS AND DISCUSSION 2 00 io4 v I I l 1 1 1 / 1 I 1 I I l l 1o3 1o2 ... .....

8 c Time (hours) 1 ..8 1 0.......4 Model 1 : Infinite acting model Model 2 : Sealing fault model 1...2 1.0 1. Field buildup pressure data Model 1: Infinite acting model Model 2: Sealing fault model 1o-2 10-l 1 10 1 2..2 0..4 0..38: Final matches of Model 1 and Model 2 to the data (upper) and normalized joint probability associated with each model (lower) .6 0.o 0.... RESULTS AND DISCiUSSION io3 1o2 .....0 1 10 Time (hours) Figure 5... 1..CHAPTER 5.

Fig. Pressure responses we$ calculated exactly using the superposition in time. I . instead of using the approximatilo of the Agarwal equivalent time. while Model 2 has four parameters. In cases where graphical analysis implies the existence of a boundary. Fig.0842 hour to 7. 5. The data at 1. and re. This result confirms the results implied by graphical analysis.0092 hours. which are IC.0092 hours was selected as the starting point. the starting time was selected at 1. fob the same reasons discussed in Case 2. Therefore.CHAPTER 5. 202 The total number of data points is 73 and the time period is from 0. In this case only 3 data points are available before the wellbore storage hump. 5. graphical analysis implies the existence of a sealing fault. S.0092 hours is set to be 1/2.0092 hours is 29. This case shows the potential of the sequential predictive probability method to correctly interpret actual field well test data. This result indicakes that the sealing fault may exid and the downward trend on the pressure derivative plot in Fig. The normalized joint probabiljt$ associated with each model at 1. and C. which are IC. S. the sequential predictive probability method provides quantitative verification. RESULTS AND DISCIJSSION sealing fault model (Model a). Therefore. The number of data points between 0. were compared. 5. Model 1 has three parameters. the sequential predictive probabilit method clearly selects Model 2.37 may be caused by the sealing fault effects. which were evaluated using all of the data points.38 (lower) shows that the normalized joint probability associabed with Model 2 reaches one after 2 hours. 5. C. Hence. Final matches of the models to the data and thk I corresponding normalized joint probabilities are shown in Fig.0842 hour and 1. Final matchdl 1 1 of the models to the data were calculated using the final estimated values of the parameters.38 (lower) shows that Model :2 seems to fit the data but Model 1 deviate$ from the data after 2 hours.38.0092 hours to include sufficient data points for reliable parameter estimates at the start of the procedure.

‘The method employed in this stud$” 1. 203 . Bayesian inference makes it possibde to express uncertainty involved in the estimated reservoir parameters in terms of probability.Chapter 6 Conclusions and Recornmendations discriminate between candidate reservoir models.

Confidence intervals were derived in the framework of Bayesian inference and the problems inherently involved in their application to model discrimination were discussed. the double. CONCLUSIONS AND RECOMMENDATIONS 204 2.Although the modified sequential predictim probability method and the sequential predictive probability method produce similar results. different models are inherently incomparable in the parameter space. The sequential predictive probability method can be used to identify the flow regimes. 3. the behavior of the normalized joint probability provides some information about the model. the no flow outer boundary model. which is the normalized joint probability. Therefore. the constant pressure outer boundary model. I 4. 6. and confidence interval analysis alone is not sufficient to compare probability distributions with different dimensions.CHAPTER 6. and can compare any nurni ber of reservoir models simultaneously. Even in cases where the results obtained by the sequential predictive probability method are not conclusive. The sequential predictive probability method provides a unified measure Q model discrimination. the sealing fault model. the modified sequential predictive probability method does not reveal the behavior of the normalized joint probability during the procedure. and the double porosity and constan4 pressure outer boundary model.y and sealing fault model. regardless d I the number of the parameters in reservoir models. the double porolsI ity and no flow outer boundary model. Models with different numbers of parameters have probability distributions for the parameters with different dimensions. were employed in this study and the sequential predictive probability method was shown to be able to discriminate effectively between these models. Eight fundamental models. The modified sequential predictive probability method was introduced as a way to reduce the computation cost. . porosity model. the double porosit. . which are the infinite acting model. The sequential predictive probability method was derived and implemented for effective use in model discriminatnon in well test analysis. ii 5 .

CHAPTER 6. CONCLUSIONS AND .RECOMMENDATIONS

205

Therefore, in cases where the results are not conclusive, the sequential predictive probability method is preferable.

7. For practical application of the sequential predictive probability method fo$
model discrimination, the following two situations need to be scrutinized care+
,

fully: one is the discrimination between the constant pressure outer boundary model and the double porosity model at the first half of the double porosity transition period and the other is the discrimination between the no flow outer boundary model and the double porosity model at the later half of the double porosity transition period. Throughout this study, it has been found that the sequential predictive probability method is a promising technique to discriminate between possible reservoir models iq well test analysis. The following future .work is recommended:
I

1. It is straightforward to extend the utility of the sequential predictive probability method to other reservoir models than the eight fundamental models employe4 in this study. Theoretically, the sequential predictive probability method can
I

discriminate between any number of reservoir models as long as the reservoid models can be expressed approximately as a linear form with respect to th multilayered model could be candidate models for future research. 2. In this work, the Gauss-Marquardt method with penalty function and interpolation and extrapolation technique was employed as the nonlinear regression algorithm. The inverse Hessian matrix and the gradient are key components reservoir parameters. As discussed in Section 3.1, the composite model and tliq

e

for the sequential predictive proba.bility method. Therefore, any other type lof
Newton's method could be implemented for the sequential predictive probability method.

Nornenclat ure
Formation volume factor, biiZ/STB Wellbore storage constant, ,STB/psi Dimensionless wellbore storage constant Total system compressibilit:y, psi-' Objective function Approximate objective function Function F in Laplace space Reservoir model function Tabulated F value at 1 Gradient vector Formation thickness, f t Hessian matrix Inverse of Hessian matrix Jacobian Permeability, md Likelihood function Inverse Laplace operator
m =

confidence level

Number of parameters Stehfest sampling number Mobility ratio defined by Eq. 3.2 Number of data Stehfest sampling number

M = M =
n =

N n,

=

= Number of models

206

CHAPTEE

CONCLUSIONS AND RECOMMENDATIONS

2Q7

P AP SP’
PD

Pressure, psi Delta pressure, psi Pressure derivative Dimensionless pressure Initial pressure, psi Probability Probability

Pi

P
Prob
4

r
re
TUJ

Flow rate, S T B I D Distance from the wellbore, f t Distance to the outer boundary, f t
Wellbore radius, f t Residual vector Skin factor, dimensionless Entropy defined by Eq. 4.21 Skin effect at the discontinuity Error mean square, psi2 Sum of squared residuals Time, hour Delta time, hour Dimensionless time Dimensionless time based upon reservoir area Tabulated student t value at 1 - $j confidence level Covariance matrix Fracture length, f t Observed dependent variable Observed independent variable Estimated value of y True value of y Argument of a function in Laplace space

R S S
S f
S2

SSR

t At
tD
~ D A

tl_a V
Xf

X

Y

6
Y*
2

CHAPTER 6. CONCLUSIONS AND RECOMMENDATIONS

208

GREEK LETTERS CY = .Confidence level
CY

=

Interporosity flow shape factor defined by Eq. 3.5

I '
ci

= Gamma fucntion = Error, psi = Parameter vector
=

8

8 = Unknown parameter
6
6*

Estimated value of parameter Transmissivity ratio, dimensionless

= True value of parameter
=

X
p

v

= Viscosity, cp = Degrees of freedom = Joint probability

II
p

= Correlation coefficient a2 = Variance of error, psi2

ai = Predictive variance, p s i 2

ai
q5
w

= variance of parameter estimate, psi2
=

Porosity, dimensionless Storativity ratio, dimensionless

=

SUBSCRIPTS D = Dimensionless f = Fracture defined by Eq. 3.4

z,j, k
m

= Integer indices
=

Matrix defined by Eq. 3.4

SUPERSCRIPTS 0 Initial guess
=E

-1

=[ Inverse

(4
T

Number of data

7 Transpose

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Appendix A Derivatives With Respect To Parameters This appendix presents the derivatives of the reservoir models with respect to the reservoir parameters. the constant pressure outer boundary model.2qBp Pwf) where 215 . A. the double porosity model. the double porosity and no flow outer boundary model.l Dimensionless Variables Dimensionless variables are defined as follows: The dimensionless pressure p~ is defined in field units as: PD = kh (Pk -141. are employed. Eight fundamental reservoir models. Field units are used. and tliq double porosity and const ant pressure outer boundary model. the no flow outer boundary model. which are the infinitd acting model. the sealing fault model. the double porosity and sealing fault model.

f t There is a direct relationship between and tDA: . = wellbore radius. t D A is defined as: ~ D A = 0. md h = thickness. is defined as: The dimensionless time based on reservoir size. S T B / D B = formation volume factor.000264kt 4WtA where A = reservoir area. DERIVATIVES WITH RESPECT TO PARAMETERS 216 k = permeability.f = PD -(Pi . psi-' T.p w f ) @P 27rkh The dimensionless time tD is defined in field units as: tLl= 0. f t In consistent unit sets. cp In consistent unit sets. f t 2 tD re = reservoir radius. res voZ/std VOZ p = viscosity. f t pi = initial reservoir pressure. p D is defined as: p.APPENDIX A. hours 4 = porosity. psi q = production rate. pore volume/bulk volume ct = total system compressibility. psi = well flowing pressure.000264kt 4CLctr: where t = time.

APPENDIX A. and C. DERIVATIVES WITH RESPECT TO PARAMETERS 2117 The dimensionless radius rg is defined as: r rg = r W This definition is independent of any particular set of units. The dimensionless radius r. S. the following symbols are used: . the derivatives with respect to actual values of parameters need to be calculated.84 The dimensionless wellbore storage constant CD is defined in field units as: A. the following tvvo theorems of Laplace transformation are used: (A. The dimensionless wellbore pressure for the infinite acting model is given in Laplace space by: In nonlinear regression. which are IC.12) For simplicity.1 Infinite Acting Model The infinite acting model has three parameters.D is defined as: reg = rJ u (A.) U (A.11) L{F(ut)} = If(.2 Reservoir Models A.2. and the equations are expressed in field units.. To convert the dimensionless forms into the forms in field units.

19) The derivative of the wellbore pressure with respect to permeability is given by: (A203 where - 2k .000264q h c1 = 141. the wellbore pressure for the infinite acting model in field units is given in Laplace space by: (A. K i (&) qkJuKi(4)4 24Cz .[Kl(&) + SJuKOI)&( (A.Pwj (A.15) (A.18) (A.2~ u = rw 2 (A. DERNATIVES WITH RESPECT TO PARAMETERS 218 AP = q = - Pi.16) Then.14) k 4PCt 0. Ai (A.APPENDIX A.21) The following relationships are used: .13) (A.17) where AI = A2 = KO(&) + S J u .

f’ = - f *f (A.32) (A.26) The derivatives of the Modified Bessel functions are given by: dK0 (4) d8 = -K1(0) (A.33) (A. DERIVATIVES WITH RESPECT T O PARAMETERS 219 (A.35) .215) ” ( 9 ) do T g ‘ . f -..30) The following relationships are important: dU _ - dk -- U k (A.24) (A.-- dk 2k The derivative of the wellbore pressure with respect to skin is given by: (A.27) (A.Io ( O ) ] -1 (A.34) (A.APPENDIX A.[ j I l ( O )-. g .28) (A..29) dIl(0) d0 .36) .31) (A..

APPENDIX A.42) The following relationships hold: (A. The effective wellbore radius is defined by: rweff = r.-2u 8S (A.As (A.39) where I (A.we Then. DERIVATIVES W I T H RESPECT T O PARAMETERS 4!20 where = JUK (4) (A.000264q . u is redefined by: 2 U = -S (A.43) d -U -.4:l) rweff 0.44) In cases where skin is negative.’ (A.44) . the concept of the effective wellbore radius is used to avoid numerical instabilities.37) = 24Cz.38) The derivative of the wellbore pressure with respect to wellbore storage constant is given by: (A.

51) A3 A6 = f2kK l ( f i ) i = cikuKo fault model has four parameters.000264~.52) Defining the expressions by: 0. C and re.z.50) (A. 4rz w = 0. when the effective wellbore radius A1 = K O (A) (6) 24C. pressure for the sealing fault model is given in Laplace space by: (A.48) d -(KO@)) dS = &Kl(+) 2. which are k .47) (A.22 1 .~ space by: u = e (A.53) (A.(h)) K l ( 6 ) + &KO (K1 = dS -(&K(fi)) dS is used: d = "KO(&) The fo1:owing expressions need to be modified.- dS -Ju (4) (A.45) (A.. fault model can be handled through the concept of superposition. A5 + (A.46) (A.000 2647.49) (A. S .54) The welhbore pressure for the sealing fault model in field units is given in Laplace .

56) (A.A 1 .57) (A.APPENDIX A. s ..All The derivative of the wellbore pressure with respect to permeability is given by: (A.59) (6) (A) + SJU-Kl (fi) A2 = clkJUK1 (&) + 24Cz .58) (A..60) where The derivative of the wellbore pressure with respect to skin is given by: d& qB A -..5153 where A1 = All +A12 A11 = K O A12 = K O (A. A s dS z A2 A2 * (A.A 2 .65) . DERIVATNES WITH RESPECT TO PARAMETERS 222 (A.

70) where (A.k K ~ ( f i ) ) = --*K1(fi) d( re 8 (A.73) .72) (A.APPENDIX A. D E R N A T N E S WITH RESPECT T O PARAMETERS 223 where = &Kl(&) (A.67) The derivative of the wellbore pressure with respect to wellbore storage constant.68) where The derivative of the wellbore pressure with respect to the distance to the bound.74) . ary is given by: (A.71) The following relationships are useful: dW 2w (A.66) (A. is given by: (A.

75) A31 = *ICl 2k (6) (A.3 No Flow Outer Boundary Model The no flow outer boundary model has four parameters.81) (A. the following expressions need to be modified: A11 = KO(&) - (A.80) Defining the expressions by: u = ‘W 0. S.APPENDIX A.000264rlz The wellbore pressure for the no flow outer boundary model in field units is given in Laplace space by: (A.2. The dimensionless wellbore pressure for the no flow outer boundary model is given in Laplace space by: (A.8:3) where .78) where (A.000264rlz ‘ e (A.812) w = 0. which are k.77) A.76) (A. DERIVATIVES WITH RESPECT TO PARAMETERS 224 In cases where skin is negative. C and re.79) (A.

84) B 1 = 1.85) (A.86) (A.APPEND < A. DERIVATIVES WITH RESPECT TO PARAMETERS 225 A1 = B1+ SJU.88) B3 = Io B 4 = (fi)(h) o (fi) K O -K 1 0 (JU) 1 0 (6) K1 (h) (6) +KO 1 (6) 1 c1 A2 = (A.95) where . B2 = ( KO) + K’1 (fi)(fi) 6(h) 10 1 ( &(h) (fi) 1 6 ) 1 (h) 1 k J u .B2 (A.89) The de vative of the wellbore pressure with respect to permeability is given byt’ where The de vative of the wellbore pressure with respect to skin is given by: (-4. B2 + 24Cz A1 * (A.87) (A.

97) The derivative of the wellbore pressure with respect to wellbore storage constant is given by: (A.96) (A. 1010) where (A.104) The following relationships are useful: .101) (A.98) where (A.99) The derivative of the wellbore pressure with respect to the distance to the boun'dary is given by: (A.APPENDIX A .1012) (A.103) (A. DERIVATIVES WITH RESPECT TO PARAMETERS 2 26 (A.

105) (A. which are k.114) (A.2.lll) (A.106) (A.ll!j) Defining the expressions by: .112) A.APPENDIX A. S. the following expressions need to be modified: (A. Constant Pressure Outer Boundary Model The constant pressure outer boundary model has four parameters. DERIVATIVES WITH RESPECT TO PARAMETERS 227 (A. d I The dimensionless wellbore pressure for the constant pressure outer boundary model is given in Laplace space by: where (A. 109) (A.4 and re. 11 Oil (A.108) In cases where skin is negative.

(fi) 1 I (fi) 1 = Io = (6) (fi) (6) K O -KO 1 0 (fi) Io (6)l ( f i ) + K (fi) K O I (6) 1 ~1 A2 = kJu B 4 + 24Cz 1 A[ (A.K (fi) 1 IC.120) (A.116) w = 0. DERIVATIVES WITH RESPECT TO PARAMETERS 228 u = e J 0. S f i . ] [ Ju (A. 1 7) 1 I The we1 bore pressure for the constant pressure boundary boundary model in field units is giv n in Laplace space by: I i 1 (A. 12'7) A32 = B4) dk = -2kf i .123) = I (6) . 18) 1 where A1 = B3+Sfi-B4 (A. 128) .000264r7z 2'e (A.APPEND18 A. 1 9) 1 B = 1.1211 (A. (6) + K 1 ( f i ) Io 1 K (fi) O B 2 B 3 B 4 (6) (A. B .122) (A. 126) (A.000264?7 z (A.12'5) where 1 (A. B . 4) 12 The derivative of the wellbore pressure with respect to permeability is given by: (A.

132) ~ The derivative of the wellbore pressure with respect to wellbore storage constant is given by: (A. DERIVATIVES WITH RESPECT T O PARAMETERS 2129 = ~lJu*B4+~lk-A32+24C~-A3 (A.133) where I I (A.1311 I = 24CzeA5 (A.129) The derivative of the wellbore pressure with respect to skin is given by: where (A.APPENDIX A. 136) .2) The derivative of the wellbore pressure with respect to the distance to the boundary is given by: (A.135) where ( A.13.

140) I (A.2. In field units.142) = @l) I@ re (A.147) A.138) (A.APPENDIX A.137) (A.5 Double Porosity Model The double porosity model has five parameters. both the dimensionless pressure and the dimensionless time are modified slightly.1441 (A. and A. S.145) (A.139) The following relationships are useful: dW (A.146) (A.141j (A. which are k. w .143) I ~ In cases where skin is negative. DERIVATIVES WITH RESPECT TO PARAMETERS 230 (A. C . they are defined by: . In the double porosity model. the following expressions need to be modified: (A.

I RESPECT TO PARAMETERS 23 1 PD 141.153) = -r w u.P*. ' .w ) 21 + X (1 . 2 kf where cx is a factor that depends on the geometry.154) v = .(3(1 2 0.151) I The dimensionless wellbore pressure for the double porosity model is given in Laplace space by: w(l-w)Z+x ( z )= Defining the expressions by: 71 . w .w ) u +x (A.h - (A.w ) + x 1 Z (A.APPENDIX A. (A.150) The second parameter is the transmissivity ratio. 149) + I The double porosity effects are expressed in terms of two parameters that rela.155) . A. which relates the interporosit$ flow between the matrix and the fracture: km X =:cy-r.00026472 (A.000264kjt = ($jCtf 4mCtm) ~ r i = E.te primary and secondary properties. DERIVATIVES W1TI. The first of the two parameters is the storativity ratio. 14 8) (A. which relates the sect ondary storativity to that of the entire system: I (A.2qBp (Pi .> 0.

163) dV _ - dU w(1-w)u+X (l-Ld)u+X - (1 .w ) u-+X k (l-w)u+X (1 .-u. DERIVATIVES WITH RESPECT TO PARAMETERS 232 The wellbore pressure for the double porosity model in field units is given in Laplace space by: (A.w)2Xu ((~-w)u+X)~ 1 The following relationships are useful: (A.w)2Xu ((1-w)u+X)2 (A.APPENDIX A.159) where . [ w ( 1 ..164) - (1 .w)2Xu (A.156) where The derivative of the wellbore pressure with respect to permeability is given by: (A.165) ((1-~)u+X)~ ] .

16 7) (A. DERIVATIVES W I T H RESPECT TO PARAMETERS 233 (A.171) (A. 166) (A.1619) The derivative of the wellbore pressure with respect to skin is given by: 1~ (A.APPENDIX A.168) a -(&K1(&)) dk = KO(&) dv --.174) The derivative of the wellbore pressure with respect to storativity (w) given by: is .17d where (A.172) The derivative of the wellbore pressure with respect to wellbore storage constant is given by: (A.173) where (A.2 dk (A.

u [-.179) I (A. DERIVATIVES WITH RESPECT TO PARAMETERS 2 34 where (A.dv . 177) I (A.w ) xu .180) (A.184) where (A.183) 2& -d K O ( & ) ) ( dW = &(&) --.182) (A.l-w)u+A + ((1-w)u+x)2 (1 .f. (1 .181) (A.185) .APPENDIX A .- dv dw 1 (A.dW dV .2fi dw The derivative of the wellbore pressure with respect to transmissivity (A) is givlen by: (A.a i dw 1 -.w ) u (.178) The following relationships are useful: I I .176) (A.

192) and X is replaced by I In cases where skin is negative.- 1 (A.u ) u + X ) (A.191) a& d X .193) 8JV .(K1 (h)) Kl (fi)& K O = t dS d (6) (A.APPENDIX A.189) (A.194) (A.dv .188) I (A. 190) (A.e-2s (A.(4% (h)) = dX XeF2'. rw is replaced by r.1 dv .1: dV .dS --fi (A..197) _ dV dX t h e (1 . DERIVATIVES WITH RESPECT TO PARAMETERS 235 (A.= w dX dX -w)u t "(KO(fi)) dX 2Jv dX = -.195) .186) The following relationships are usefu. 196) (A.-- .198) .K l ( J V ) .2")2u"-"] [((l . dv 2 dX (A. after which: d -- KO(&) .

dv = . C .199) "(Ko(fi)) dX "(K1(&)) K l ( f i ). .205) (A. and T. S .207) I The double porosity and sealing fault model has six parameters.2 11 0 4 .A5 + (A.. DERIVATIVES WITH RESPECT T O PARAMETERS 236 (A.203) (A. which are IC.2012) A1 = KO (4) (fi) 24Cz .APPEND& A.(fi&(&)) 2 = need to be modified: ax (A.2& dX = (A..av .209) .- ax (A. The dirnensionless wellbore pressure for the double porosity and sealing fault model is given in Laplace space by: E= KO z [\lzf (z)K. (Jm) +S (JZG)+ KO (Jm) [KO(Gm) + CDZ + J ~ K I (2reDdm) S I / ~ K ~ (dz))]] (A. A.206) (A.200) ax -[. w.+IC1 (di) E 2v I<o(fi) dV .204) A 6 = c1kvKo (A.

DERIVATIVES WITH RESPECT TO PARAMETERS 237 (rl(1.w ) 2 +x +x (A.219) where = A32 + A33 (A.218) The derivative of the wellbore pressure with respect to permeability is given by: (A.214) where A1 = B1 +Bit (A.217) B 1 = KO(fi)+SfiKl(fi) B2 = K O A2 = (6.215) (A.OO02647 W(l-W)U$A (A.220) .216) (A.212) (A.21.w ) z f ( z ) = (1 .w ) u + X 4r" w = -m 2e ' 2 ) ' W I The wellbore pressure for the double porosity and sealing fault model in field unitb is given in Laplace space by: (A.1) (A.21. (1 .4) ~ Defining the expressions by: I u = .) (fi) 24cz + All c kfih'l 1 (A.r: O.213 v = U.APPENDIX A.

229') The derivative of the wellbore pressure with respect to storativity ( w ) is given by: .226) (A.228) where (A.2 2! 1) (A.2212) (A*22!31 (A. DERIVATIVES W I T H RESPECT TO PARAMETERS 238 (A. .225) where = fiKl(fi) (A. is given by: (A.224) The derivative of the wellbore pressure with respect to skin is given by: (A.APPENDIX A.227) The derivative of the wellbore pressure with respect to wellbore storage constant .

232) d V A81 = dW .234) (A.5) The derivative of the wellbore pressure with respect to transmissivity (A) is gived by: (A.238) .231) (A.230) where = A82 + Ag3 (A.23.w ) xu ((1-w)u+x)2 1 (A.u- (1 W)l u [(l-W)U+*+ - (1 .APPENDIX A.23'7) (A. DERIVATIVES W I T H RESPECT TO PARAMETERS 239 (A.236) where (A.

the following expressions need to be modified: ~ .0) ' AlOB (A.239) (A.24 1) The derivative of the wellbore pressure with respect to the distance to the boundt ary is given by: (A.24.243) In cases where skin ls negative.242) where I (A.APPENDIX A. DERIVATIVES WITH RESPECT TO PARAMETERS 240 (A.

and re. DERNATWES WITH RESPECT TO PARAMETERS 241 A. whi& are IC. C. The dimensionless wellbore pressure for the double porosity and no flow outer boundary model is given in Laplace space by: (A.2541 (A.7 Double Porosity and No Flow Outer Boundary Model The double porosity and no flow outer boundary model has six parameters.25’7) where .256) The wellbore pressure for the double porosity and no flow outer boundary model in field units is given in Laplace space b:y: (A. w.250) where w(l-w)z+X f(2)=.2.25#5) (A.251) A02 = ~ Defining the expressions by: (A.APPENDIX A.A . S.:l-w)z+x (A.

258) K l ( 6 ) B1 = I32 = B3 = B 4 = (6) + KO (&) 10 (&) I (6) 1 K1 (fi) K (fi) (fi) .259) (A.APPENDIX A.263) A2 = c l k f i .A S + 24Cz.268) d (49 c ~ J UB. A1 = B1 + S f i .262) (A.260) (A.26'9) .265) A32 = (A.264) where A3 = (A.w)u + x (1 .2 + c l k . DERIVATIVES WITH RESPECT TO PARAMETERS 242 . B $.261) (A.1 1 1 Io (6) -Ko (6) KO (fi) I (&) o Io (6) +KO (6)i ) 1(1 (fi) I (f 1 11 A1 (A.24Cz * 2 The derivative of the wellbore pressure with respect to permeability is given by: (A. R 2 (A.w ) 2 x u ((l-~)u+X)~ (A.A3 The derivative of the wellbore pressure with respect to skin is given by: dk (A.266) A33 = a(&* dk dV - B2) A31 = dk .

DERWATWES WITH RESPECT TO PARAMETERS 243 where (A.278) .277) A83 = (fiB2) dw (A.271) I (A.272) The derivative of the wellbore pressure with respect to wellbore storage constant is given by: (A.275) where (A.APPENDIX A.276) (A.273) where t i The derivative of the wellbore pressure with respect to storativity ( w ) is given by^: (A.

APPENDIX A.279) a (A21 As = dW = c1k A m * + 24Cz .2871 .280) The derivative of the wellbore pressure with respect to transmissivity (A) is give0 by: where (A.AB (A.285) The derivative of the wellbore pressure with respect to the distance to the boundary is given by: (A.u x (A.282) (A. DERIVATIVES WITH RESPECT TO PARAMETERS 244 - (1 .co) u u' [(l .283) (A.2841 (A.w ) u + A + ((1 (1w-)w )+xu) 2 .

r .2.8 Double Porosity and Constant Pressure Outer Boundary Model The double porosity and constant pressure outer boundary model has six parameters. - I I (A.294) (A. and re. the following expressions need to be modified: .288) (A.289) I .293) 2 4 C ~AS * I A3 A6 (A.APPENDIX A.2903 (A.295) (A. which are k.i~ B1+ ( ~ 2 9j 2 (A.2w)2ue-2S ((1.w ) 21 + 1 (A.291j ~ In cases where skin is negative.296) AS A10 = A82 = Al0. . S.B = AlOA (1 . I A1 = B1 = = A32 ~1lC. DERIVATIVES WITH RESPECT TO PARAMETERS 245 where I I (A. C.297) A. w . A.

w ) 2 f ( z ) = -(1 .301) (A.306) +x +x The wellbore pressure for the double porosity and constant pressure outer boundary model in field units is given in Laplace space by: (A. ' W 0.0002647 w (1 .304) (A.w ) 2 +x +x (A.APPENDIX A.305) (A.303) Defining the expressions by: u = _.3010 I) (A.2919) where cr> (1 . DERlvATlvES WITH RESPECT TO PARAMETERS 246 The dimensionless wellbore pressure for the double porosity and constant pressure boundary model is given in Laplace space by: (A.w)u (A.307) where .w ) u ?I= U.302) ~ A04 = I (A. (1 .

A ~ dS z A2 A2 (A.K1 ( f i ) (A) 1 I1 (fi) ( 1 1 B3 = Io B4 = (6) -KO (6) K (h) O Io (h) Io (6) +KO ( f i ) (h) K (A) 1 I 1 A2 = clk&* B4 4-2 4 C ~A1 The derivative of the wellbore pressure with respect to permeability is given by: (A. I (A..-u [ w (1 .319) The derivative of the wellbore pressure with respect to skin is given by: qB -.3131 B1 = 4 (6) + K l ( 6 ) Io (A) K (A) O B2 = 1 (6) .w)2xu ((~-u)u+X)~ (A..A33 + 24Cz A3 * (A.APPENDIX A.317) .3161 .A ~ .311) (A.314) (A. DERIVATIVES WITH RESPECT TO PARAMETERS 247 A1 = B3 + S f i * .A S * A ~ .310) (A.318) = B2 + clilc .320) .308) (A..309) (A.w--+ x .312) (A. )u k (l-~)lu+X (1 .. B 4 (A.3151 (A.

APPENDIX A.326) (A. DERIVATIVES WITH RESPECT TO PARAMETERS 248 I where (A.327) (A.323) where (A.324) The derivative of the wellbore pressure with respect to storativity ( w ) is given by: (A. 1) 32 = 24CzeA5 (A.325) (A.322) The derivative of the wellbore pressure with respect to wellbore storage constaab is given by: (A.328) .

w ) xu T(1 .334) - u *[((l.w ) u +x + (1 .332J .33'7) .336) The d ary is givl pative of the wellbore pressure with respect to the distance to the bound3y: (A. DERIVATIVES W I T H RESPECT T O PARAMETERS 2 49 - - [ (1 .) u u -1 (A.330) I The de by: %tive the wellbore pressure with respect to transmissivity (A) is give3 of I (A.w2 w )+2x ) 2 (l . AlOA (A.APPEND.333) (A.w ) u + (A.329) (A. 4.335) (A.3311 where I (A.w ) u (1 .

3401 (A.348) .34$5) (A.343) (A.346) (A.341) In cases where skin is negative.34'7) (A.APPENDIX A.339) I (A.342) (A. the following expressions need to be modified: (A.344 >i (A.338) (A. DERNATIVES WITH RESPECT TO PARAMETERS 2 50 where = A1213 +S * A12c (A.

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