Outline

Introduction to Reservoir Engineering

Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques
Case Study
Results
Conclusion
Questions

Parameter Estimation in Reservoir Engineering

Models via Data Assimilation Techniques

Mariya V. Krymskaya

TU Delft

July 16, 2007

 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques
Case Study
Results
Conclusion
Questions

Introduction to Reservoir Engineering

Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques
Ensemble Kalman Filter (EnKF)
Iterative Ensemble Kalman Filter (IEnKF)
Case Study
State Vector Feasibility
Re-scaling state vector
Experimental Setup
Results
EnKF
IEnKF
Conclusion
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques
Case Study
Results
Conclusion
Questions

Structure of Reservoir Engineering

Reservoir Engineering
hhVVVVVV
hhhhhhh VVVV
hhhhhhh VVVV
VVV*
hs h
Production Engineering Reservoir Simulation
h
hhhhyy
h hhhhhh yyy
approaches
h y
thhhh yy
Analogical yyyy
yy
yyy
yy
|yy
Experimental


Mathematical
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques
Case Study
Results
Conclusion
Questions

A Reservoir

General information
> 40, 000 oil fields in the world
300 m to 10 km below the surface
2 − 500 million years old
Ghawar oil field
the biggest among discovered
Location: Saudi Arabia
Recovery: since 1951
Size: 280 × 30 km
Age: 320 million years old
Production: 5 million barrels
(800, 000 m3 ) of oil per day
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques
Case Study
Results
Conclusion
Questions

Oil Recovery

I Primary
20% extracted
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques
Case Study
Results
Conclusion
Questions

Oil Recovery

I Primary
20% extracted
I Secondary (water flooding)
25% to 35% extracted
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques
Case Study
Results
Conclusion
Questions

Oil Recovery

I Primary
20% extracted
I Secondary (water flooding)
25% to 35% extracted
I Tertiary
50% left
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques
Case Study
Results
Conclusion
Questions

Oil Recovery

I Primary
20% extracted
I Secondary (water flooding)
25% to 35% extracted
I Tertiary
50% left
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques
Case Study
Results
Conclusion
Questions

Reservoir Properties
I Rock properties
I Porosity
I (Absolute) permeability
I Rock compressibility
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques
Case Study
Results
Conclusion
Questions

Reservoir Properties
I Rock properties
I Porosity
I (Absolute) permeability
I Rock compressibility
I Fluid properties
I Fluid compressibility
I Fluid density
I Fluid viscosity
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques
Case Study
Results
Conclusion
Questions

Reservoir Properties
I Rock properties
I Porosity
I (Absolute) permeability
I Rock compressibility
I Fluid properties
I Fluid compressibility
I Fluid density
I Fluid viscosity
I Fluid-rock properties
I Fluid saturation
I Capillary pressure
I Relative permeability (Corey-type model)
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques
Case Study
Results
Conclusion
Questions

Reservoir Properties
I Rock properties
I Porosity
I (Absolute) permeability
I Rock compressibility
I Fluid properties
I Fluid compressibility
I Fluid density
I Fluid viscosity
I Fluid-rock properties
I Fluid saturation
I Capillary pressure
I Relative permeability (Corey-type model)
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques
Case Study
Results
Conclusion
Questions

Reservoir Properties
I Rock properties
I Porosity
I (Absolute) permeability
I Rock compressibility
I Fluid properties
I Fluid compressibility
I Fluid density
I Fluid viscosity
I Fluid-rock properties
I Fluid saturation
I Capillary pressure
I Relative permeability (Corey-type model)
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques
Case Study
Results
Conclusion
Questions

Reservoir Properties
I Rock properties
I Porosity
I (Absolute) permeability
I Rock compressibility
I Fluid properties
I Fluid compressibility
I Fluid density
I Fluid viscosity
I Fluid-rock properties
I Fluid saturation
I Capillary pressure
I Relative permeability (Corey-type model)
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques
Case Study
Results
Conclusion
Questions

Reservoir Properties
I Rock properties
I Porosity
I (Absolute) permeability
I Rock compressibility
I Fluid properties
I Fluid compressibility
I Fluid density
I Fluid viscosity
I Fluid-rock properties
I Fluid saturation
I Capillary pressure
I Relative permeability (Corey-type model)
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques
Case Study
Results
Conclusion
Questions

Two-Phase Water-Oil Fluid Flow Model

I Mass balance equation for each phase

I Darcy’s law for each phase
I Capillary pressure equation
I Relative permeability equations
(Corey-type model)
I Equations of state
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques
Case Study
Results
Conclusion
Questions

Two-Phase Water-Oil Fluid Flow Model

I Mass balance equation for each phase

I Darcy’s law for each phase
I Capillary pressure equation
I Relative permeability equations
(Corey-type model)
I Equations of state
I Initial / boundary conditions
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques
Case Study
Results
Conclusion
Questions

Two-Phase Water-Oil Fluid Flow Model

I Mass balance equation for each phase

I Darcy’s law for each phase
I Capillary pressure equation
I Relative permeability equations
(Corey-type model)
I Equations of state
I Initial / boundary conditions
I Well model
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques
Case Study
Results
Conclusion
Questions

Model Discretization

Ê(X) Ẋ − Â(X) X − B̂(X) U =0

↑ ↑ ↑ ↑ ↑
accumulation system state input input
matrix matrix vector matrix vector

⇓
 
p
X=
S
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques
Case Study
Results
Conclusion
Questions

History Matching Process

Historical Match
Z
fffff ZZZZZZZZZZZZZZ
fffffffff ZZZZZZZ
s ffff
f ZZZZZZ-
Manual Automatic
ii
iiiiii
approaches
i
ii
t iii
i
Traditional


Kalman Filtering
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Data Assimilation Problem Statement
Kalman Filtering Techniques
Ensemble Kalman Filter (EnKF)
Case Study
Iterative Ensemble Kalman Filter (IEnKF)
Results
Conclusion
Questions

Data Assimilation Problem Statement

I System
Xk+1 = F (Xk , Uk , m) + Wk ,
Zk+1 = MXk + Vk
I Uncertainties
X0 ∼ N (X0 , P0 ) − uncertain initial state,
Wk ∼ N (0, Q) − model noise,
Vk ∼ N (0, R) − measurement noise,
I Independency assumption
X0 ⊥Wk ⊥Vk
I State conditional pdf
(Xk |Z1 , . . . , Zl ) ∼ N (mean, cov)
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Data Assimilation Problem Statement
Kalman Filtering Techniques
Ensemble Kalman Filter (EnKF)
Case Study
Iterative Ensemble Kalman Filter (IEnKF)
Results
Conclusion
Questions

Ensemble Kalman Filter (EnKF)

Initial condition Data
X0 , P0 Zk


Ensemble Forward
Forecasted 
generation / model / ensemble / Data
and state assimilation
(ξi )0 , X0 , P0 integration
O (ξi )fk , Xfk , Pfk

@A

Analyzed ensemble
and state
(ξi )ak , Xak , Pak
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Data Assimilation Problem Statement
Kalman Filtering Techniques
Ensemble Kalman Filter (EnKF)
Case Study
Iterative Ensemble Kalman Filter (IEnKF)
Results
Conclusion
Questions

Parameter Estimation via EnKF

Augmented state vector

 
  log k}
 = m
p  p 
X= VX=
 =Y 
S S 
d
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Data Assimilation Problem Statement
Kalman Filtering Techniques
Ensemble Kalman Filter (EnKF)
Case Study
Iterative Ensemble Kalman Filter (IEnKF)
Results
Conclusion
Questions

Iterative Ensemble Kalman Filter (IEnKF)

ED
mak
[m0 , Y0 ]T , o
P0

_ _ _ _ _ _ _ _ 
_ _ _ _ _ _ _  Analyzed ensemble Estimated
Initial condition / / and state  / model parameter
  EnKF
_ _ X _ 0 ,_ P_0 _ _  (ξi )ak , Xak ,Pak  mak
_ _ _ _ _ _ _ _
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
State Vector Feasibility
Kalman Filtering Techniques
Re-scaling state vector
Case Study
Experimental Setup
Results
Conclusion
Questions

State Vector Feasibility

gf
 ml
Ensemble / Forward model / / Confirmation
Data
generation integration g step
g g g
assimilation
O
g g g 
g g g
a
mk
 Yk−1g g g g
a 
g
g g g
Re-initialized Confirmed
g g
New static sg
ensemble Forward model ensemble
/ and state / integration / and state
parameters (ξi )ak−1 , from k − 1 to k (ξi )ck ,
Xk−1 , Pak−1
a
Xck , Pck
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
State Vector Feasibility
Kalman Filtering Techniques
Re-scaling state vector
Case Study
Experimental Setup
Results
Conclusion
Questions

Re-scaling state vector

 
log k
 p 
X=
 S ,


Y
10−7
 

A  10  ⇒ AML

= −7
B  10  BL
103
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
State Vector Feasibility
Kalman Filtering Techniques
Re-scaling state vector
Case Study
Experimental Setup
Results
Conclusion
Questions

Re-scaling state vector

Kalman gain
 −1
1 T T 1 T T
K= LL M MLL M + R
N −1 N −1
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
State Vector Feasibility
Kalman Filtering Techniques
Re-scaling state vector
Case Study
Experimental Setup
Results
Conclusion
Questions

Re-scaling state vector

Kalman gain
 −1
1 1
B−1 B LLT MT AA−1 A−1 A


T T


K= MLL M + R
N −1 N −1
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
State Vector Feasibility
Kalman Filtering Techniques
Re-scaling state vector
Case Study
Experimental Setup
Results
Conclusion
Questions

Re-scaling state vector

Kalman gain
 −1
1 −1 −1 1
A−1 A

T T
T T


K= B B LL M AA MLL M + R
N −1 N −1
 −1
1 T 1 T
= B−1 (BL) (AML) AML (AML) + ARA A
N −1 N −1
| {z }
K1
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
State Vector Feasibility
Kalman Filtering Techniques
Re-scaling state vector
Case Study
Experimental Setup
Results
Conclusion
Questions

Re-scaling state vector

Kalman gain
 −1
1 −1 −1 1
A−1 A

T T
T T


K= B B LL M AA MLL M + R
N −1 N −1
 −1
1 T 1 T
= B−1 (BL) (AML) AML (AML) + ARA A
N −1 N −1
| {z }
K1

Ensemble update


(ξi )ak = (ξi )fk + K Z − M(ξi )fk + Vi

= (ξi )fk + B−1 K1 A Z − M(ξi )fk + Vi
= (ξi )fk + B−1 K1 AZ − AM(ξi )fk + AVi



 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
State Vector Feasibility
Kalman Filtering Techniques
Re-scaling state vector
Case Study
Experimental Setup
Results
Conclusion
Questions

Experimental setup

Twin experiment
Initialization
True permeability field (log(m2)) Mean of permeability fields ensemble (log(m2))
−28
2 2
−28.5 −28.5
4 4

6 −29 6 −28.6

8 −29.5 8
−28.7
10 10
−30
12 12 −28.8

14 −30.5 14
−28.9
16 −31 16

18 18 −29
−31.5
20 20
−29.1
−32
5 10 15 20 5 10 15 20
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques EnKF
Case Study IEnKF
Results
Conclusion
Questions

RMS Error in Model Parameter

2
Ensemble mean
Ensemble members
1.8

1.6
RMS error (log(m2))

1.4

1.2

0.8

0.6

0.4
0 100 200 300 400 500 600
Time (days)
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques EnKF
Case Study IEnKF
Results
Conclusion
Questions

Estimated Permeability Field

Mean of initial ensemble (log(m2)) Variance of initial ensemble ((log(m2))2)
−28
1
5 −29 5
0.8
10 10
−30 0.6
True permeability field (log(m2))
−28
15 15 0.4
2
−28.5
−31
4 0.2
6 −29 20 20
−32 0
8 −29.5 5 10 15 20 5 10 15 20
10
−30
Estimated permeability field (log(m )) Variance of estimated ensemble ((log(m2))2)
12 2
−30.5
14
−28
16 −31

18 1
−31.5 5 −29 5
20
−32
0.8
5 10 15 20
10 10
−30 0.6

15 15 0.4
−31
0.2
20 20
−32 0
5 10 15 20 5 10 15 20
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques EnKF
Case Study IEnKF
Results
Conclusion
Questions

Forecasted Reservoir Performance

Water saturation S at well Water saturation S at well

Water saturation Sw at well Water saturation Sw at well

1 1
w

0.8 0.8

0.6 0.6

(21,1)(−)
0.4 0.4
(1,1) (−)

0.2 0.2
0 500 1000 1500 0 500 1000 1500
Time t ( days) Time t ( days)
1 1
w

0.8 0.8

0.6 0.6
(21,21)(−)
(1,21)(−)

0.4 0.4

0.2 0.2
0 500 1000 1500 0 500 1000 1500
Time t ( days) Time t ( days)
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques EnKF
Case Study IEnKF
Results
Conclusion
Questions

RMS Error in Model Parameter

2 2
Ensemble mean Ensemble mean
Ensemble members Ensemble members
1.8 1.8

1.6 1.6
RMS error (log(m2))

RMS error (log(m2))

1.4 1.4

1.2 1.2

1 1

0.8 0.8

0.6 0.6

0.4 0.4
0 100 200 300 400 500 600 0 100 200 300 400 500 600
Time (days) Time (days)
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques EnKF
Case Study IEnKF
Results
Conclusion
Questions

RMS Error in Model Parameter

2.2 2.2
Ensemble mean Ensemble mean
Ensemble members Ensemble members
2 2

1.8 1.8
RMS error (log(m2))

RMS error (log(m2))

1.6 1.6

1.4 1.4

1.2 1.2

1 1

0.8 0.8

0.6 0.6
0 100 200 300 400 500 0 100 200 300 400 500
Time (days) Time (days)
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques EnKF
Case Study IEnKF
Results
Conclusion
Questions

Estimated Permeability Field

Mean of initial ensemble (log(m2)) Variance of initial ensemble ((log(m2))2) Mean of initial ensemble (log(m2)) Variance of initial ensemble ((log(m2))2)
−28 −28
1 1
5 −29 5 5 −29 5
0.8 0.8
10 10 10 10
−30 0.6 −30 0.6

15 15 0.4 15 15 0.4
−31 −31
0.2 0.2
20 20 20 20
−32 0 −32 0
5 10 15 20 5 10 15 20 5 10 15 20 5 10 15 20
2 2 2
Estimated permeability field (log(m )) Variance of estimated ensemble ((log(m )) ) Estimated permeability field (log(m )) Variance of estimated ensemble ((log(m2))2)
2

−28 −28
1 1
5 −29 5 5 −29 5
0.8 0.8
10 10 10 10
−30 0.6 −30 0.6

15 15 0.4 15 15 0.4
−31 −31
0.2 0.2
20 20 20 20
−32 0 −32 0
5 10 15 20 5 10 15 20 5 10 15 20 5 10 15 20
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques
Case Study
Results
Conclusion
Questions

Conclusion

I Model calibration is essential

I EnKF provides reasonable parameter estimation
I There are cases at which IEnKF is superior to EnKF
I Further investigations on IEnKF sensitivities are required
 Outline
Introduction to Reservoir Engineering
Two-Phase Water-Oil Fluid Flow Model
Kalman Filtering Techniques
Case Study
Results
Conclusion
Questions

Questions