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Multiscale Parameterization and
History Matching in Structured and
Unstructured Grids:
Theory and Field Application



E. W. Bhark, A. Rey, A. Datta-Gupta and B. Jafarpour
Motivation
• Develop structured history matching workflow

• Coarse (regional) scale
    Novel grid-connectivity-based
     parameterization
       • Flexible, efficient application for
         large models, complex geology
    Calibrate multiscale heterogeneity
    Avoid traditional regional multipliers


• Local (grid cell) scale
    Established streamline-based method
       • Vasco et al. (1998); Datta-Gupta and King (2007)
    Refine prior preferential flow paths


                                                            2
Outline of presentation

• Parameterization in history matching
    Methods of linear transformation
    Grid-connectivity-based parameterization



• Structured history matching workflow



• Field application
    Offshore reservoir model (Rey et al. [2009], SPE124950)




                                                               3
Why re-parameterization?
    • Reduce redundant model information
          Preserve important heterogeneity

         ~5,000 Unknowns   100 Unknowns      50                25




Ex., high-resolution
(3D) abs. permeability


    • Improves:
          Solution non-uniqueness and stability, computational efficiency


                                                                             4
Parameterization by linear transform

            =         v1 +        v2 +                 v3 + … +          v50 + … +                vN


 N-parameter
high-resolution
    model


                                       u= v               Φ M N u  v     for M << N
                                         u1 
                            1     
                                        u 
                                         2   v1 
                                                          • Required basis properties
                            2           v2 
                                                      Compression power: most
                                          
                                                   energy in fewest coefficients vi
                                        
                  
                            M     
                                         v M 
                                                          Amenable to efficient
                                        u 
                                         N               application for very large grids




                                                                                              5
Highlights of new basis
                                                                            u1 
                                                                1         u 
                                                                          2 v
                                                               2          v
                                                                           
Grid-connectivity-based transform basis              =   
                                                          
                                                                      
                                                                       
                                                                               
                                                                              
                                                                           
                                                          
                                                              M      
                                                                            v M
                                                                                  
   (1) Model (or prior) independent                                        u 
                                                                            N
        Can benefit from prior model information

   (2) Applicable to any grid geometry (e.g., CPG, irregular unstructured,
      NNCs, faults)

   (3) Efficient construction for very large grids

   (4) Strong, generic compression performance

   (5) Geologic spatial continuity




                                                                           6
Basis development
Concept: Develop as generalization of discrete Fourier basis




KEY:   Perform Fourier transform of function u by (scalar) projection
       on eigenvectors of grid Laplacian (2nd difference matrix)

                                       • Interior rows
                                            Second difference



                                            Periodic operator (circulant matrix)
                                       • Exterior rows
                                            Boundary conditions control
                                           eigenvector behavior

                                                                             7
Basis development
        CPG              Unstructured                   Grid Laplacian
                                                   5




                                                   10




                                                   15




                                                   20




                                                   25




                                                   30




                                                   35




                                                   40




                                                   45




                                                   50
                                                        5   10   15   20   25   30   35   40   45   50




       2-point connectivity (1/2/3-D)


• Decompose L to construct basis functions (rows of )
     Always symmetric, sparse
         Efficient (partial) decomposition by restarted Lanczos method
         Orthogonal basis functions; Φu  v  u  Φ1 v  ΦT v

• In general (non-periodic) case
      Eigen(Lanczos)vectors  vibrational modes of the model grid
     Eigenvalues represent modal frequencies

                                                                                                         8
Basis functions: Examples
               Corner-point Grid
                       (Brugge)               • Modal shape  modal frequency

                                              • Constant basis
                                                      Zero frequency

                                              • Discontinuities honored




Basis vec. 1        Basis vec. 2   Basis vec. 3       Basis vec. 4   Basis vec. 5   Basis vec. 9




                                                                                              9
Basis functions: Examples
 Unstructured grid     Basis function 1      Basis function 3   Basis function 5   Basis function 8   Basis function 10




 Unstructured grid
 (local refinement)




                                      Channel structure
Multiple subdomains




                                                                                                               10
Structured multiscale workflow
(1) START: Prior model                               (2) Regional update                                           (3) Local update
    Prior spatial hydraulic                                Parameterize
       property model                                                                                                    Streamline-,
                                                           multiplier field
                                                                                                                      sensitivity-based
                                                                                                                       inversion (GTTI)

                                                        Update in transform
                                                             domain




                                                                                              Multiscale iterate
                               Gradient-based
                                   iterate
                                                          Back-transform
    Unit-multiplier field at                              multiplier field to
     grid cell resolution                                 spatial domain



                                                                                                                      Calibrated Model

                                                                                                                          FINISH
                                                         Flow and transport
                                                                                          Add higher-
                                                             simulation
                                                                                      frequency modes to
                                                                                             basis

                                                NO           Data misfit
                                                             tolerance?

                                                                     YES

                                                             Additional         YES
                                                              spatial
                                                              detail?
                                                                    NO



                                                                                                                                  11
Field application: Offshore reservoir
Reservoir
• > 300,000 cells
• Mature waterflood
• 8 years of production history
• 4 producers and 4 water injectors
• Complex depositional sequence of
  turbidite sand bodies / facies
• Rey et al. (2009), SPE124950

Parameter
• Permeability

Data
• Water cut



                                      12
Conceptual heterogeneity model
                                       Prior model facies (5)
       Prior geo-model            P2
                                            I2
                                                              P1
                                       P3                I1
Initial Kx:                       I3

Average of measurements
at wells per facies (5)                                            Facies ID




                                            P4
                                                 I4
Next objective:
Use parameterization to assist
in heterogeneity identification
and updating


                                                                     13
Workflow: Prior model & multiplier field
                                  F2
     Prior geo-model




     Multiplier field



                                             F6
                        F5



                                       F3

                             F1




                                            14
Facies basis functions
                                        Facies 5:
     Prior geo-model                    • Multiplier field is linear
                                        combination of basis functions

         Multiplier field




     Basis functions                    F5 multiplier field:
                                        u=
     1                      3       6                  8                    15




v1   …+ v3                  …+ v6   …+ v8            …+ v15



                                                                       15
Adaptive multiscale inversion

  Prior geo-model      • Sequentially refine within-facies heterogeneity
                            From coarse to finer scales
                            Adaptive inclusion of basis functions
  Multiplier field

                             1               5                 10

  Basis functions




Multiscale inversion


                       • End refinement when production data become
                       insensitive to addition of basis functions




                                                                     16
Multiscale update
                          Number of leading basis
Kx: Adaptive multiscale
                          functions per facies




                                                    10

                                                    10



                                                    10

                                                    1

                                                    5
                                                    36




                                                        17
Comparison with previous calibration

This study                      Rey et al. (2009)


Tx multiplier      Facies zonation              Tx multiplier




 Adaptive multiscale                  Manual zonation

                                                                18
Data misfit: WCT
Initial and multiscale
   P2                    P3




   P4                    P1




                              19
Streamline-based inversion
                         High-resolution
  Prior geo-model       permeability model

                       • Refine at grid-cell scale
                       • Streamline paths determined by
  Multiplier field
                       heterogeneity, well pattern


  Basis functions




Multiscale inversion



 Streamline-based
     inversion




                                                          20
Streamline-based update
          Final Kx match                             Kx change




Kx (md)                                                           Kx (md)




          • Local updates
          • Minimal updates along prior preferential flow paths

                                                                  21
Final Data misfit: WCT
Multiscale and streamline
     P2                  P3




     P4                  P1




                              22
Comparison of data misfit: WCT
Multiscale/SL and Business Unit
        P2                 P3




        P4                 P1




                                  23
Comparison with previous calibration
                 P3
                                                        This study             • Regional
                      I3         I4
                                                                     SOURCE    parameterization
                                                                        I2
                                                                               more consistent with
                                                                               model constraints
                                                                        I3
                                                                        I4




        TMX: Rey et al. (2009)        Figure 26: Rey et al. (2009)
TMX
mult.
                                                                                          High perm
                                                                                          (> upper limit
                                                                                          near P3)




                                                                              Potential
                                                                              channel

                                                                                                  24
Summary
• Multiscale approach to history matching
    Builds on well-established ‘structured’ workflow
    Regional heterogeneity
        Generalized grid-connectivity-based parameterization
        Efficient, flexible application to any reservoir model geometry
    Refine local heterogeneity
        Prior preferential flow paths captured by streamlines

• Field application
    Demonstrates practical feasibility
    Improvement upon heterogeneity characterization using
     standard zonation approaches



                                                                           25

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Bhark, E.W., Structured History Matching Workflow using Parameterization and Streamline Methods

  • 1. Multiscale Parameterization and History Matching in Structured and Unstructured Grids: Theory and Field Application E. W. Bhark, A. Rey, A. Datta-Gupta and B. Jafarpour
  • 2. Motivation • Develop structured history matching workflow • Coarse (regional) scale  Novel grid-connectivity-based parameterization • Flexible, efficient application for large models, complex geology  Calibrate multiscale heterogeneity  Avoid traditional regional multipliers • Local (grid cell) scale  Established streamline-based method • Vasco et al. (1998); Datta-Gupta and King (2007)  Refine prior preferential flow paths 2
  • 3. Outline of presentation • Parameterization in history matching  Methods of linear transformation  Grid-connectivity-based parameterization • Structured history matching workflow • Field application  Offshore reservoir model (Rey et al. [2009], SPE124950) 3
  • 4. Why re-parameterization? • Reduce redundant model information  Preserve important heterogeneity ~5,000 Unknowns 100 Unknowns 50 25 Ex., high-resolution (3D) abs. permeability • Improves:  Solution non-uniqueness and stability, computational efficiency 4
  • 5. Parameterization by linear transform = v1 + v2 + v3 + … + v50 + … + vN N-parameter high-resolution model  u= v Φ M N u  v for M << N  u1   1  u   2   v1  • Required basis properties  2     v2         Compression power: most                  energy in fewest coefficients vi          M     v M     Amenable to efficient u   N application for very large grids 5
  • 6. Highlights of new basis  u1  1 u     2 v  2    v      Grid-connectivity-based transform basis =                        M     v M  (1) Model (or prior) independent u   N  Can benefit from prior model information (2) Applicable to any grid geometry (e.g., CPG, irregular unstructured, NNCs, faults) (3) Efficient construction for very large grids (4) Strong, generic compression performance (5) Geologic spatial continuity 6
  • 7. Basis development Concept: Develop as generalization of discrete Fourier basis KEY: Perform Fourier transform of function u by (scalar) projection on eigenvectors of grid Laplacian (2nd difference matrix) • Interior rows  Second difference  Periodic operator (circulant matrix) • Exterior rows  Boundary conditions control eigenvector behavior 7
  • 8. Basis development CPG Unstructured Grid Laplacian 5 10 15 20 25 30 35 40 45 50 5 10 15 20 25 30 35 40 45 50 2-point connectivity (1/2/3-D) • Decompose L to construct basis functions (rows of )  Always symmetric, sparse  Efficient (partial) decomposition by restarted Lanczos method  Orthogonal basis functions; Φu  v  u  Φ1 v  ΦT v • In general (non-periodic) case  Eigen(Lanczos)vectors  vibrational modes of the model grid  Eigenvalues represent modal frequencies 8
  • 9. Basis functions: Examples Corner-point Grid (Brugge) • Modal shape  modal frequency • Constant basis  Zero frequency • Discontinuities honored Basis vec. 1 Basis vec. 2 Basis vec. 3 Basis vec. 4 Basis vec. 5 Basis vec. 9 9
  • 10. Basis functions: Examples Unstructured grid Basis function 1 Basis function 3 Basis function 5 Basis function 8 Basis function 10 Unstructured grid (local refinement) Channel structure Multiple subdomains 10
  • 11. Structured multiscale workflow (1) START: Prior model (2) Regional update (3) Local update Prior spatial hydraulic Parameterize property model Streamline-, multiplier field sensitivity-based inversion (GTTI) Update in transform domain Multiscale iterate Gradient-based iterate Back-transform Unit-multiplier field at multiplier field to grid cell resolution spatial domain Calibrated Model FINISH Flow and transport Add higher- simulation frequency modes to basis NO Data misfit tolerance? YES Additional YES spatial detail? NO 11
  • 12. Field application: Offshore reservoir Reservoir • > 300,000 cells • Mature waterflood • 8 years of production history • 4 producers and 4 water injectors • Complex depositional sequence of turbidite sand bodies / facies • Rey et al. (2009), SPE124950 Parameter • Permeability Data • Water cut 12
  • 13. Conceptual heterogeneity model Prior model facies (5) Prior geo-model P2 I2 P1 P3 I1 Initial Kx: I3 Average of measurements at wells per facies (5) Facies ID P4 I4 Next objective: Use parameterization to assist in heterogeneity identification and updating 13
  • 14. Workflow: Prior model & multiplier field F2 Prior geo-model Multiplier field F6 F5 F3 F1 14
  • 15. Facies basis functions Facies 5: Prior geo-model • Multiplier field is linear combination of basis functions Multiplier field Basis functions F5 multiplier field: u= 1 3 6 8 15 v1 …+ v3 …+ v6 …+ v8 …+ v15 15
  • 16. Adaptive multiscale inversion Prior geo-model • Sequentially refine within-facies heterogeneity  From coarse to finer scales  Adaptive inclusion of basis functions Multiplier field 1 5 10 Basis functions Multiscale inversion • End refinement when production data become insensitive to addition of basis functions 16
  • 17. Multiscale update Number of leading basis Kx: Adaptive multiscale functions per facies 10 10 10 1 5 36 17
  • 18. Comparison with previous calibration This study Rey et al. (2009) Tx multiplier Facies zonation Tx multiplier Adaptive multiscale Manual zonation 18
  • 19. Data misfit: WCT Initial and multiscale P2 P3 P4 P1 19
  • 20. Streamline-based inversion High-resolution Prior geo-model permeability model • Refine at grid-cell scale • Streamline paths determined by Multiplier field heterogeneity, well pattern Basis functions Multiscale inversion Streamline-based inversion 20
  • 21. Streamline-based update Final Kx match Kx change Kx (md) Kx (md) • Local updates • Minimal updates along prior preferential flow paths 21
  • 22. Final Data misfit: WCT Multiscale and streamline P2 P3 P4 P1 22
  • 23. Comparison of data misfit: WCT Multiscale/SL and Business Unit P2 P3 P4 P1 23
  • 24. Comparison with previous calibration P3 This study • Regional I3 I4 SOURCE parameterization I2 more consistent with model constraints I3 I4 TMX: Rey et al. (2009) Figure 26: Rey et al. (2009) TMX mult. High perm (> upper limit near P3) Potential channel 24
  • 25. Summary • Multiscale approach to history matching  Builds on well-established ‘structured’ workflow  Regional heterogeneity  Generalized grid-connectivity-based parameterization  Efficient, flexible application to any reservoir model geometry  Refine local heterogeneity  Prior preferential flow paths captured by streamlines • Field application  Demonstrates practical feasibility  Improvement upon heterogeneity characterization using standard zonation approaches 25