The regularizing Levenberg-Marquardt scheme for history matching of petroleum reservoirs

DOI10.1007/S10596-013-9373-ZzbMATH Open1393.86016OpenAlexW2125643768WikidataQ59766740 ScholiaQ59766740MaRDI QIDQ1663484FDOQ1663484

Authors: Marco A. Iglesias, C. Dawson 

Publication date: 21 August 2018

Published in: Computational Geosciences (Search for Journal in Brave)

Abstract: In this paper we study a history matching approach that consists of finding stable approximations to the problem of minimizing the weighted least-squares functional that penalizes the misfit between the reservoir model predictions $G(u)$ and noisy observations $y^{eta}$. In other words, we are interested in computing $u^{eta}equivargmi{n}_{uinX}frac12vertvertGamm{a}^{-1/2}(y-G(u))vertver{t}_Y^2$ where $Gamma$ is the measurements error covariance, $Y$ is the observation space and $X$ is a set of admissible parameters. This is an ill-posed nonlinear inverse problem that we address by means of the regularizing Levenberg-Marquardt scheme developed in cite{Hanke,Hanke2}. Under certain conditions on $G$, the theory of cite{Hanke,Hanke2} ensures convergence of the scheme to stable approximations to the inverse problem. We propose an implementation of the regularizing Levenberg-Marquardt scheme that enforces prior knowledge of the geologic properties. In particular, the prior mean $overlineu$ is incorporated in the initial guess of the algorithm and the prior error covariance $C$ is enforced through the definition of the parameter space $X$. Our main goal is to numerically show that the proposed implementation of the regularizing Levenberg-Marquardt scheme of Hanke is a robust method capable of providing accurate estimates of the geologic properties for small noise measurements. The performance for recovering the true permeability with the regularizing Levenberg-Marquardt scheme is compared against the more standard techniques for history matching proposed in cite{Li,Tavakoli,svdRML,Oliver}. Our numerical experiments suggest that the history matching approach based on iterative regularization is robust and could potentially be used to improve further on various methodologies already proposed as effective tools for history matching in petroleum reservoirs

Full work available at URL: https://arxiv.org/abs/1302.3501

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zbMATH Keywords

data assimilationinverse problemshistory matchingreservoir modeling

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Potentials, prospecting (86A20)

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Cited In (16)

• Non-intrusive subdomain POD-TPWL for reservoir history matching
• History matching problem in reservoir engineering using the propagation–backpropagation method
• A regularizing iterative ensemble Kalman method for PDE-constrained inverse problems
• Parameter estimation for a morphochemical reaction-diffusion model of electrochemical pattern formation
• Ensemble-based multi-scale history-matching using second-generation wavelet transform
• Iterative regularization for ensemble data assimilation in reservoir models
• Estimation of heat flux in two-dimensional nonhomogeneous parabolic equation based on a sufficient descent Levenberg-Marquardt algorithm
• Constrained iterative ensemble smoother for multi solution search assisted history matching
• A robust adaptive iterative ensemble smoother scheme for practical history matching applications
• Accelerated Bayesian inference-based history matching of petroleum reservoirs using polynomial chaos expansions
• Theoretical and efficient practical procedures for the generation of inflation factors for ES-MDA
• An initial guess for the Levenberg-Marquardt algorithm for conditioning a stochastic channel to pressure data
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• Estimation of two-phase petroleum reservoir properties by regularization
• High-dimensional geostatistical history matching, vectorial multi-objective geostatistical history matching of oil reservoirs and uncertainty assessment
• Truncated conjugate gradient and improved LBFGS and TSVD for history matching

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