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Uncertainty quantification in reservoirs with faults using a sequential approach

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Abstract

Reservoir simulation is critically important for optimally managing petroleum reservoirs. Often, many of the parameters of the model are unknown and cannot be measured directly. These parameters must then be inferred from production data at the wells. This is an inverse problem which can be formulated within a Bayesian framework to integrate prior knowledge with observational data. Markov Chain Monte Carlo (MCMC) methods are commonly used to solve Bayesian inverse problems by generating a set of samples which can be used to characterize the posterior distribution. In this work, we present a novel MCMC algorithm which uses a sequential transition kernel designed to exploit the redundancy which is often present in time series data from reservoirs. This method can be used to efficiently generate samples from the Bayesian posterior for time-dependent models. While this method is general and could be useful for many different models. We consider a Bayesian inverse problem in which we wish to infer fault transmissibilities from measurements of pressure at wells using a two-phase flow model. We demonstrate how the sequential MCMC algorithm presented here can be more efficient than a standard Metropolis-Hastings MCMC approach for this inverse problem. We use integrated autocorrelation times along with mean-squared jump distances to determine the performance of each method for the inverse problem.

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Acknowledgments

This work was supported by ExxonMobil through its membership in The University of Texas at Austin Energy Institute and the National Science Foundation under Grant DMS-1818847. Additional funding was provided by the Oden Institute for Computational Engineering and Sciences through the CSEM Fellowship.

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Correspondence to Samuel Estes.

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Estes, S., Dawson, C. Uncertainty quantification in reservoirs with faults using a sequential approach. Comput Geosci 25, 851–869 (2021). https://doi.org/10.1007/s10596-020-10021-2

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  • DOI: https://doi.org/10.1007/s10596-020-10021-2

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