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History matching of approximated lithofacies models under uncertainty

Abstract : In history matching of lithofacies reservoir model, we attempt to find multiple realizations of lithofacies configuration that are conditional to dynamic data and representative of the model uncertainty space. This problem can be formalized in the Bayesian framework. Given a truncated Gaussian model as a prior and the dynamic data with its associated measurement error, we want to sample from the conditional distribution of the facies given the data. A relevant way to generate conditioned realizations is to use Markov chains Monte Carlo (MCMC). However, the dimensions of the model and the computational cost of each iteration are two important pitfalls for the use of MCMC. Furthermore, classical MCMC algorithms mix slowly, that is, they will not explore the whole support of the posterior in the time of the simulation. In this paper, we extend the methodology already described in a previous work to the problem of history matching of a Gaussian-related lithofacies reservoir model. We first show how to drastically reduce the dimension of the problem by using a truncated Karhunen-Loève expansion of the Gaussian random field underlying the lithofacies model. Moreover, we propose an innovative criterion of the choice of the number of components based on the connexity function. Then, we show how we improve the mixing properties of classical single MCMC, without increasing the global computational cost, by the use of parallel interacting Markov chains. Applying the dimension reduction and this innovative sampling method drastically lowers the number of iterations needed to sample efficiently from the posterior. We show the encouraging results obtained when applying the methodology to a synthetic history-matching case.
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https://hal-mines-paristech.archives-ouvertes.fr/hal-00578134
Contributeur : Thomas Romary <>
Soumis le : vendredi 18 mars 2011 - 14:22:26
Dernière modification le : jeudi 24 septembre 2020 - 16:34:09

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Thomas Romary. History matching of approximated lithofacies models under uncertainty. Computational Geosciences, Springer Verlag, 2010, 14 (2), pp.343-355. ⟨10.1007/s10596-009-9166-6⟩. ⟨hal-00578134⟩

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