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Learn efficient methods for estimating parameter sensitivity in reservoir forecasting using proxies to save computational time. Explore the benefits of model selection and sensitivity analysis techniques.
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Annual Meeting 2013 Stanford Center for Reservoir Forecasting A Bootstrap Procedure for Estimation of Parameter Sensitivity from Proxy Flow Models Ogy Grujić, Jef Caers
Computational Time • Sensitivity Analysis: • Uncertainty Quantification; • History Matching; • Requires large number of flow simulations; • Time consuming. How can we save computational time? SCRF 2013
How do we save time? • Use Proxies - fast approximations to fine full physics reservoir simulation responses. • Model Selection - run fine full physics flow simulation on a small sub-set of models. SCRF 2013
Reservoir case study • dGSA with 5 Parameters: • TI – Geological Scenarios [1,2,3] • Thickness [50,100] ft; • Swir [0.2,0.35]; • Corey’s Coefficient [2,4]; • Perm_A; • Ensemble size: 750 models; SCRF 2013
dGSA – Proxies vs. Fine Proxy Flow Responses Fine Full physics Flow Responses Inaccurate and Misleading SCRF 2013
Proxy Misclassifies Models SCRF 2013
How do we save time? • Use Proxies - fast approximations to fine full physics reservoir simulation responses. • Model Selection - run fine full physics flow simulation on a small sub-set of models. Sample from Proxy Simulate with Fine SCRF 2013
How many runs is enough? How can we estimate These confidence intervals? SCRF 2013
How to Estimate Confidence Intervals? • In dGSA workflow we got 2 important categories associated with each model: • Model Classification; • Associated Parameters; • Single-variate bootstrap procedure is not appropriate for this type of problem. • Another way would be Bivariate Bootstrap; SCRF 2013
Bivariate Bootstrap F(p|x) Fb(x) F(p|x) Fr(x)
Bivariate Bootstrap Bias Correction TrueSensitivity True Sensitivity Estimated Sensitivity Estimated Sensitivity
How many runs is enough? SCRF 2013
Stopping Criteria • Two ways of establishing stopping criteria: • Based on the boundary line (sensitive/non-sensitive); • Based on desired width of confidence interval; • It is important to observe confidence intervals and behavior of sensitivity estimate on all parameters. • Always observe all parameters! SCRF 2013
Future Work • Model Selection – Improve model sampling procedure. • Expand the workflow to study parameter interactions • Proxy Confidence Intervals – Estimation of Accuracy in dGSA results achieved with proxy flow simulation. SCRF 2013
Conclusions • A robust tool for estimation number of necessary simulation run; • Completely independent of: • Type of proxy, • Prior, • Number of parameters… SCRF 2013
Sampling the Proxy • Cluster each side into “many” sub-clusters; • Medoids are used as “candidates” for fine flow full physics simulations; SCRF 2013
dGSA - How many flow simulations do we actually need? Computationally Expensive! How Many Do We Need? dGSA - Revisited SCRF 2013
Bivariate Bootstrap-Step by Step- Step 1 Sample for classification Sample for parameters Step 2 SCRF 2013