A strategy for managing uncertainty

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Presentation transcript:

A strategy for managing uncertainty Jef Caers Stanford University, USA

Importance of uncertainty and risk New well planned P3 P1 P4 P2 West-Coast Africa (WCA) slope-valley system Data courtesy of Chevron

Data Early production data (water rate) Well X Geophysics Well Y

Uncertainty in the depositional model Uncertainty on Architecture Association Proportion/NTG Channel width Channel width/thickness ratio Sinuosity

Current practice of “data assimilation” Porosity/permeability models Seismic impedance Gradient-based optimization Gaussian-like models ENKF The fundamental uncertainty is largely ignored

History matched permeability in a real field currently in production An extreme example “data assimilation” A reservoir model built from seismic using geostatistics and then adjusted to match production data All data is assimilated History matched permeability in a real field currently in production

Current practice “Chasing data” 2D seismic The reservoir Life-time “realistic priors” A strategy based on sensitivity/rejection Life-time The reservoir 3D seismic 3D seismic+production 4D seismic+production “data assimilation” building models around the data only to be surprised by new data

A strategy Uncertainty has no impact if it does not affect a decision variable An argument for sensitivity Starting from building models that match data often leads to reduced uncertainty An argument for rejection The leading uncertainties are often “interpretations” from data not just the reservoir models built from data An argument for scenario modeling

Reservoir forecasting Volume Recovery Well planning Well control Prediction (r) How much do I need (to match) data to get a good prediction? How complex should the model be to get a good prediction? Uncertain relationship ? Core/log Seismic production Conceptual Numerical Data (d) Model (m)

An argument for a subsurface focused sensitivity analysis Darryl Fenwick stochastic m Structure Rock Fluid p Prior uncertainty Response r Time Proxy flow model complexity Dim. Reduction classification pi pj CDF Kv/Kh 0.2 0.4 0.6 0.8 TI1 TI2 TI3 TI4 TI5 Training image

An argument for strict Bayesian modeling Why follow a theory ? Repeatability. Modeling uncertainty in practice is never strict Bayesian Prior: should be data independent Product: prior and likelihood should be obtained independently Posterior: uncertainty can only be reduced, not increased

Popper-Bayes in subsurface geosciences Interpretation or scenarios Only few (not hundreds) Only consider important/sensitive ones Depositional models/ rock physics models / Structural scenarios

Sensitivity analysis & Rejection for a true Bayesian UQ data

A discipline assimilation challenge: geosciences and engineering Park, H., Scheidt, C., Fenwick, D., Boucher, A., & Caers, J. (2013). History matching and uncertainty quantification of facies models with multiple geological interpretations. Computational Geosciences, 1-13. WCA geological scenario uncertainty: 3 training images TI1: 50% TI2: 25% TI3: 25% They are represented by three different training images as shown. Its prior probabilities are given as 50 25 25 respectively. We generate reservoir models using SNESIM algorithm in Sgems. Production Data: Water rate/well

Two modeling questions

Generate a set of scoping reservoir models TI1: 50% TI2: 25% TI3: 25%

data response from prior Well 1 Well 2 Water rate Well 3 Well 4 Here is our production data represented by red dots in 4 production wells during 2000 days. It is given as water rate. Blue lines are 300 scoping runs from 3 TIs. 100 scoping runs from each TI. As it shows, there are a lot of uncertianties for each production well. Time/Days

Multi-dimensional scaling Eigencomponent 2 Production data TI1 responses TI2 responses TI3 responses Eigencomponent 1 MDS: distance = difference in water rate response for all wells 9 dimensions = 99% of variance

f (data | TIk ) Kernel density estimation in 9D for TI1 for TI2 for TI3 Water rate data

Posterior sampling

Posterior results for all TIs CPU: Average of 24 flow simulations/model

Forecasting P90 P50 P10 P10 P50 P90

This meeting Talks on sensitivity & complexity A generalized method for sensitivity Purpose-driven model building How to use proxies ? Talks on scenario modeling Fractures Structural Facies & Seismic (3D/4D) Talks on prior Process-based modeling Tank experiments Talk on alternatives to Bayesian theory Bayesian-like possibilitistic learning