Accounting for model errors in iterative ensemble smoothers
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Abstract: In the strong-constraint formulation of the history-matching problem, we assume that all the model errors relate to a selection of uncertain model input parameters. One does not account for additional model errors that could result from, e.g., excluded uncertain parameters, neglected physics in the model formulation, the use of an approximate model forcing, or discretization errors resulting from numerical approximations. If parameters with significant uncertainties are unaccounted for, there is a risk for an unphysical update, of some uncertain parameters, that compensates for errors in the omitted parameters. This paper gives the theoretical foundation for introducing model errors in ensemble methods for history matching. In particular, we explain procedures for practically including model errors in iterative ensemble smoothers like ESMDA and IES. Also, we demonstrate the impact of adding (or neglecting) model errors in the parameter-estimation problem.
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Cites work
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Cited in
(8)- Ensemble Kalman methods: a mean-field perspective
- Flexible iterative ensemble smoother for calibration of perfect and imperfect models
- Formulating the history matching problem with consistent error statistics
- A robust adaptive iterative ensemble smoother scheme for practical history matching applications
- Hybrid iterative ensemble smoother for history matching of hierarchical models
- Using Bayesian statistics to capture the effects of modelling errors in inverse problems
- An international initiative of predicting the SARS-CoV-2 pandemic using ensemble data assimilation
- Conditioning reservoir models on rate data using ensemble smoothers
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