Veldhoven Aug 2005 Jansen

DISC Summer School, Veldhoven, August 2005
1
Smart wells
modeling, estimation and control of oil and gas reservoirs
Jan Dirk Jansen
TU Delft
CiTG Geotechnology
Shell International E&P
Exploratory Research
2
Smart wells, Smart Fields, Closed-Loop
Reservoir Management, .
A growing research theme
Jorn van Doren
2,1
Okko Bosgra
2
Roald Brouwer
5
Talal Esmaiel
1
Jan Dirk Jansen
1,5
Sippe Douma
5
Renato Markovinovi
1
Arnold Heemink
3
Hans Kraaijevanger
5
Joris Rommelse
3,1
Paul van den Hof
2
Maarten Zandvliet
2,1
Cor van Kruijsdijk
1
Geir Naevdal
6
Justyna Przybysz-Jarnut
4,1
1) TUD CiTG - Geotechnology - Petroleum Engineering
2) TUD Delft Institute for Measurement and Control
3) TUD EWI Applied Mathematical Analysis
4) TUD Applied Physics
5) Shell International E&P - Exploratory Research
6) RF Rogaland Research - Reservoir engineering
Cooperation: University of Bergen, MIT, Stanford University, TNO (VALUE, ISAPP)
Sponsoring: Shell, TNO, DELPHI, KISR
www.dietzlab.tudelft.nl
3
Oil reservoirs
oil trapped in porous rock below an impermeable cap rock
oil
anticline
fault
oil
water
water
4
Oil production mechanisms
Primary recovery expansion of rock and fluids,
decreasing reservoir pressure
(depletion drive, compaction drive, 5-40% recovery)
Secondary recovery injection of water or gas to
maintain reservoir pressure and displace oil actively
(water flooding, gas flooding, 10-60% recovery)
Tertiary recovery injection of steam or chemicals
(polymers, surfactants) to change the in-situ physical
properties (viscosity, surface tension, wettability)
(steam flooding, polymer flooding, 20-80% recovery)
5
Reservoir models
(10
4
10
6
grid blocks)
6
... maar in de porien van gesteenten !
..
Geological heterogeneity
50 m
20 m
0.1 mm
Pore scale
Reservoir simulator gridblock scale
7
Governing equations
isothermal single-phase flow
Conservation of mass:
Darcys law (replaces conservation of momentum):
Equation of state:
Unknows: p, v, ( and known algebraic functions of p)
( )
( )
0 q
t
+ =
v
( )
p g d
=
K
v
0
1
T
c
p

8
Resulting differential equation
isothermal single-phase flow
Full form (nonlinear in p):
Linearized form (small compressibility), no gravity:
Parabolic (diffusion) equation
One state variable: p
( )
0
p
p g d c q
p t
| | (
+ + =
|
(

\ .
K
2
0
p
p c q
t

+ =
K
9
Governing equations
isothermal two-phase (oil-water) flow
Conservation of mass:
Darcys law :
Equations of state:
Unknows: p
, v
, S
( )
( )
0
S
q
t

+ =
v
( )
r
k
p g d
=
K
v
0
1
T
c
p
{ }
, o w
10
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
Water saturation S
w
, -
R
e
l
a
t
i
v
e

p
e
r
m
e
a
b
i
l
i
t
y

k
r

,

-
k
row
k
rw
Relative permeabilities (oil-water, imbibition)
11
Resulting differential equations (1)
Full form (nonlinear in p
and S
):
Closure equations:
p
c
(S
w
) is the capillary pressure
( )
0
r
k S p
p g d S c q
p t

( | |

+ + =
|
(

\ .
K
( )
1
o w
o w c w
S S
p p p S
+ =
=
12
p-S form (nonlinear in p
o
and S
w
):
( )
( )
( )( )
0 ,
1 0
rw c
w o w w
w w
o w
w w w r w w
ro
o o o
o
o w
o w o r o o
k p
p S g d
S
p S
S c c q
t t
k
p g d
p S
S c c q
t t

(
| |

+
` ( |
\ .

)

(
+ + =
(

(
+
(

(
+ =
(

K
K
Parabolic system?
13
1-D, K = k, g = 0, p
c
= 0 , c
o
= c
w
= c
r
= 0, q
o
= q
w
= 0:
0
w w w
t
w
f S S
v
S x t

+ =

ro rw
t w o
o w
kk kk

= + = +
( )
1
t w w w o r
c S c S c c = + +
w w
w
w o w o
v
f
v v

= =
+ +
( )
t o w o w
p
v v v
x

= + = +
2
2
0
t t
p p
c
x t

+ =

parabolic
hyperbolic
14
Reservoir simulation
3-phase (gas, oil, water) or multi-component
PDEs discretized in time and space FD/FV
Cornerpoint grids or unstructured grids
Fully implicit (Newton iterations) or ImPES
Large variation in parameter values: 10
-15
< k < 10
-11
m
2
Typical model size: 10
4
10
6
blocks, 50 500 time steps
Typical code size: 10
6
lines (well models, PVT analysis)
Primarily used in design phase: field (re-)development
Traditional research focus on upscaling, discretization
methods, gridding, history matching
15
Capital intensive
well: 1-100*10
6
$
field: 0.1-10*10
9
$
Uncertain
geology
oil price
limited amount of data
Stretched in time scales
production operations: day weeks
field development years
reservoir management: 10s of years
Slow in response
production: months
reservoir drainage: years
Discipline oriented
geology, geophysics,
reservoir engineering,
production, drilling
Remote
deserts
swamps
offshore
Speeding up!
horizontal drilling
multi-laterals
time lapse seismics
smart wells .
Oil industry - characteristics
16
Lower margins, higher complexity of developments
easy oil has been found
reducing cycle times
Lack of human resources, skills erosion
the big crew change
Increasing knowledge- and data intensity
proliferation of cheap sensors, data transmitters:
pressure/temperature/flow sensors, time-lapse seismics, passive
seismics, fiber glass cables ,
proliferation of computing power
Oil industry - trends
17
Smart Fields
18
E&P activity domains
production
operations
days years decades
time
space
OU
asset
field
well
reservoir
management
field dev. planning
portfolio
management
business planning
historic data
& forecasts
objectives
& constraints
objectives
& constraints
historic data
& forecasts
production
operations
reservoir
management
field dev. planning
portfolio
management
business planning
historic data
& forecasts
objectives
& constraints
objectives
& constraints
historic data
& forecasts
19
Closed-loop reservoir management
Controllable
input
Identification
and updating
Low-order model
with or w/o physics
Optimization
High-order model
up/down
scaling
Geology, seismics,
well logs, well tests,
fluid properties, etc.
Noise Output Input
Noise
System
(reservoir, wells
& facilities)
Control
algorithms
Sensors
20
Smart Fields project characteristics
Key elements:
Optimization under physical constraints and
geological uncertainties
Data assimilation aimed at continuous updating
of system models
Up-scaling and down-scaling between
hierarchical system models
Inspiration:
Measurement and control theory
Meteorology and oceanography
21
Virtual asset model
Controllable
input
Identification
and updating
Low-order model
with or w/o physics
Optimization
High-order model
up/down
scaling
Geology, seismics,
Noise Output Input
Noise
System
(reservoir, wells
& facilities)
Control
algorithms
Sensors
22
Waterflooding with smart wells
Fixed configuration
Pressure and bulk rate measurements
23
Smart well
Network Splitter Isolation Unit (SIU)
SCSSV
Gas Lift Device
Wet Disconnect Unit
Zonal Isolation Packer
ICV with Sensors
ICV with Sensors
ICV with Sensors
Production Packer
SCSSV Control Line
Flat Pack with Single Hydraulic and Single Electrical Line
Dual Flat Packs each containing a Single Hydraulic and Single Electrical Line
24
Virtual asset
45 x 45 grid blocks
45 inj. & prod. segments
p
o
, S
w
at segments known
oil in streak: 15%
1 PV injected, q
inj
= q
prod
oil price r
o
= 80 $/m
3
water costs r
w
= 20 $/m
3
discount rate b = 0%
-13.5
-13
-12.5
-12
-11.5
-11
permeability field
10 20 30 40
5
10
15
20
25
30
35
40
45
10log(k) [m
2
]
25
Results: conventional production
0 100 200 300 400 500 600 700
0
200
400
600
800
r
a
t
e
s

[
m
3
/
d
]
cum time [d]
water, oil and liquid production rates (m3/d) as function of time
0 100 200 300 400 500 600 700
0
1
2
3
4
5
x 10
5
c
u
m
.

p
r
o
d
u
c
t
i
o
n

[
m
3
]
cum time [d]
cumulative water, oil and liquid production (m3) as function of time
ref wat
ref liq
ref oil
opt wat
opt wat
opt oil
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
5 10 15 20 25 30 35 40 45
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
5 10 15 20 25 30 35 40 45
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
5 10 15 20 25 30 35 40 45
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
5 10 15 20 25 30 35 40 45
5
10
15
20
25
30
35
40
45
Equal pressures in all segments, at injection and production well
26
Step 1: open-loop control
Controllable
input
Identification
and updating
Reservoir
Model
Optimization
High-order model
up/down
scaling
Geology, seismics,
Noise Output Input
Noise
System
(reservoir, wells
& facilities)
Control
algorithms
Sensors
27
Optimization techniques
Global versus local
Gradient-based versus gradient-free
Constrained versus non-constrained
Classical versus non-classical (genetic algorithms,
simulated annealing)
We use optimal control theory local, gradient-based
Has been proposed for history matching (Chen et al.
1974, Chavent et al. 1975, Li, Reynolds and Oliver 2003 )
and for flooding optimization (Ramirez 1987, Asheim
1988, Virnovski 1991, Zakirov et al. 1996, Sudaryanto and
Yortsos, 1998)
28
Constrained optimization
( )
( ) ( ) ( )
2 2
2 2
, subject to
2 2
2 0
2
2 0
2 2
0
J x y x y k
J x y x y k
J J J
J x y
x y
x x y y x y k
x x
k
y y x y
x y k k
= + + =
= + + +

= + +

= + + + + +
+ = =

+ = = = =
`
+ = =
)
x
y
Top view
29
System theory - notation
System equations:
Initial conditions:
LTI system:
LTI output:
x = state (pressures and saturations),
u = input (well rates, BHPs, valve settings),
k = discrete time,
= system parameters (permeabilities, porosities, etc.)
( ) ( ) ( ) ( )
, 1 , , k k k k + = (

g x x u 0
( )
0 = x x
( ) ( ) ( )
1 k k k + = + x Ax Bu
( ) ( )
k k = y Cx
( ) ( ) ( ) ( )
1 , , k k k k + = (

x f x u
30
Optimization problem
System equations:
Initial conditions:
Objective function:
Constraints:
Problem statement: max J
u
( ) ( ) ( )
, 1 , k k k + = (

g x x u 0
( )
0 = x x
( ) ( ) ( )
1 1
0 0
,
K K
k k
k k
J J k J k k

= =
= = (

u x
( ) ( )
, k k (

c x u 0
31
Objective function
Simple Net Present Value (NPV)
K time steps
N
prd
producers
( )
( )
( )
( )
( )
( )
( )
( )
, , , ,
1
1
prod
N
w w j w j o o j w j
k
t k
j
r q S k r q S k
J k t k
b

=

+

=
`

+
)
( )
1
0
K
k
k
J J k
=
= (

x
32
( )
( )
( )
( )
( )
( )
( )
1 K
i i
k
i i
J J k k
J u
u k u
=

(

= +
` (

)
x
x
Sensitivities
( ) ( )
1
0
,
K
k
k
J J k k
=
= (

x u
Wanted: change J
i
as a result of perturbation u
i
(k) at k =
cannot be
determined
directly
33
Optimal control (1a)
Modified objective function:
First variation:
( ) ( ) ( ) ( ) ( ) ( )
{ }
( ) ( ) ( ) ( ) ( )
1
0
1 1
0 0
, 1 , 1 ,
, 1 , , 1
K
T
k
k
K K
k k
J J k k k k k k
k k k k k
=

= =
= + + + ( (

= + + = (

u h g x x u
x x u L L
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
1 1 1
0 0 0
1
0
1
1
1
1
K K K
k k k
K
k
k k k
J k k k
k k k
k
k
k

= = =
=
( ( (

= + + +
( ( (
+

(
+ +
(
+

x x u
x x u
L L L
L
34
Optimal control (1b)
After shifting indices and splitting summations:
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
1
1
1 1
0 0
0 1
0
0
1
1 .
1
K
k
K K
k k
k k
J k
k k
K k k
K k k
K k k

=

= =
( (

= + +
( (

( ( (

+ + + +
( ( (
+

x x
x x x
x u
x u
L L L
L L L
(initial condition)
( )
0 = x 0
(system equations)
( ) ( )
1 k k + = = g 0 L
( )
( )
( )
( )
1 k k
k k

+ =

0
x x
L L
and that
Furthermore, require that
( )
( )
1 K
K

=
0
x
L
35
, or
( )
( )
( )
( )
( )
( )
( )
( )
1
1
T T
k k J k
k k
k k k
(

= +
(

g g

x x x
implies that
( )
( )
1 K
K

=
0
x
L
( )
T
T
K = 0
Optimal control (1c)
( ) ( ) ( ) ( ) ( ) ( ) ( )
, 1 1 , ,
T
k J k k k k k k = + + + ( (

x u g x x u L
Because we defined that
( )
( )
( )
( )
1 k k
k k

+ =

0
x x
L L
, while
implies that
( )
( )
( )
( )
( )
( )
( )
( )
1
1
T T
k J k k
k k
k k k

+ + + =

g g
0
x x x
36
Optimal control theory, summary
Gradient based optimization technique
Objective function: NPV or ultimate recovery
Controls: injection/production rates (rate-controlled) or
valve openings (pressure- controlled)
Gradients of objective function with respect to controls
obtained from adjoint or co-state equation
Results in dynamic control strategy, i.e. controls
change over time
Computational effort independent of number of
controls
37
Simulate with initial control strategy (forward in time)
Calculate objective function J
Simulate adjoint equation (backward in time)
Use derivatives to choose new control strategy,
e.g. with steepest descent or quasi-Newton method
Repeat cycle until optimum is reached
Typically 5-10 cycles required
Optimization procedure
38
Rate constrained operation
Enough energy to maintain flow rates for any number
and combination of active wells
Total injection/production rate independent of number
of active wells
39
Conventional (equal pressure in all segments, no control)
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
5 10 15 20 25 30 35 40 45
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
5 10 15 20 25 30 35 40 45
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
5 10 15 20 25 30 35 40 45
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
5 10 15 20 25 30 35 40 45
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
5 10 15 20 25 30 35 40 45
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
5 10 15 20 25 30 35 40 45
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
5 10 15 20 25 30 35 40 45
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
5 10 15 20 25 30 35 40 45
5
10
15
20
25
30
35
40
45
Best possible (identical field rate, no pressure constraints)
Results: rate-constrained (1)
40
NPV
+60%
Production
+ 41% cum oil
- 45% cum water
0 100 200 300 400 500 600 700
0
200
400
600
800

r
a
t
e
s

[
m
3
/
d
]
cum time [d]
0 100 200 300 400 500 600 700
0
1
2
3
4
5
x 10
5

c
u
m
.

p
r
o
d
u
c
t
i
o
n

[
m
3
]
cum time [d]
ref wat
ref liq
ref oil
opt wat
opt wat
opt oil
41
Injection and production rates as function of time
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
x 10
-6
cum time [yr]
w
e
l
l

n
u
m
b
e
r

(
4
5

w
e
l
l
s

i
n

t
o
t
a
l
)
inj. rates (m3/d)
vs. time for all wells
5
10
15
20
25
30
35
40
45
0
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
x 10
-6
cum time [yr]
w
e
l
l

n
u
m
b
e
r

(
4
5

w
e
l
l
s

i
n

t
o
t
a
l
)
prod. rates (m3/d)
5
10
15
20
25
30
35
40
45
42
Pressure-constrained operation
Limited energy available
Total injection/production rate dependent on number
of active wells
43
0 100 200 300 400 500 600 700
0
200
400
600
800

r
a
t
e
s

[
m
3
]
cum time [d]
0 100 200 300 400 500 600 700
0
1
2
3
4
5
x 10
5

c
u
m
.

p
r
o
d
u
c
t
i
o
n

[
m
3
]
cum time [d]
ref wat
ref liq
ref oil
opt wat
opt liq
opt oil
Improvement in NPV
+53%
Production
+16% cum oil
-77% cum water
Injection
-32% cum water
Results: pressure-constrained
44
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
cum time [yr]
w
e
l
l

n
u
m
b
e
r

inj. valve setting
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
cum time [yr]
w
e
l
l

n
u
m
b
e
r

prod. valve setting
5
10
15
20
25
30
35
40
45
Optimum valve-settings (1)
100 200 300 400 500 600 700 800 900
0
0.2
0.4
0.6
0.8
1
v
a
lv
e
-s
e
ttin
g
optimum valve-position for injector segment 12 as function of time step
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
time step (n)
in
je
c
t s
e
g
m
1
2
optimum valve-position for injector segment 12 as function of time step
100 200 300 400 500 600 700 800 900
12
12
12
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
cum time [yr]
w
e
l
l

n
u
m
b
e
r

inj. valve setting
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
cum time [yr]
w
e
l
l

n
u
m
b
e
r

prod. valve setting
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
cum time [yr]
w
e
l
l

n
u
m
b
e
r

inj. valve setting
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
cum time [yr]
w
e
l
l

n
u
m
b
e
r

prod. valve setting
5
10
15
20
25
30
35
40
45
46
sw at 2 days sw at 12 days sw at 129 days sw at 199 days
sw at 272 days sw at 386 days sw at 603 days
Zone A
Zone B
Zone C
5
10
15
20
25
30
35
40
45
injectors
producers
10 20 30 40 10 20 30 40
5
10
15
20
25
30
35
40
45
injectors
producers
Streak I
Streak P
Zone A
Zone B
Zone C
Optimum valve settings (3)
47
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
cum time [yr]
w
e
l
l

n
u
m
b
e
r

inj. valve setting
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
cum time [yr]
w
e
l
l

n
u
m
b
e
r

prod. valve setting
5
10
15
20
25
30
35
40
45
3 valves
in injector
4 valves in
producer
48
2 4 6 8 10 12
x 10
-12
distance [m]
d
i
s
t
a
n
c
e

[
m
]
100 200 300 400 500 600 700 800 900 1000 1100 1200
100
200
300
injectors
producers
P.A. 1 P.A. 2 P.A. 3 I.A. 1 I.A. 2
Example dynamic optimisation (1)
Top view line-drive water injection
producers
injectors
49
conventional
distance[m]
d
i
s
t
a
n
c
e

[
m
]
100 200 300 400 500 600 700 800 900 1000 1100 1200
100
200
300
P.A. 1
P.A. 2 P.A. 3
I.A. 1
I.A. 2
Example dynamic optimisation (2)
50
Conclusions
Water flood optimization
Improvement in NPV for all cases considered
Degree of improvement depends on
Operating conditions
Pressure: mostly water production reduction
Rate: acceleration of production, increased oil
recovery, reduced water production
Heterogeneity type
Restrictions on water production
Restricted number of segments per well may often be
sufficient
Local method: improvements are lower bounds
51
Step 2: closed-loop control
Controllable
input
Identification
and updating
Reservoir
Model
Optimization
High-order model
up/down
scaling
Geology, seismics,
Noise Output Input
Noise
System
(reservoir, wells
& facilities)
Control
algorithms
Sensors
52
Data assimilation (automatic history
matching)
Variational methods - history match problem defined as
minimization problem:
Ensemble Kalman filtering meteorology, oceanography,
groundwater flow
Reservoir-specific methods
Streamlines: Datta-Gupta (Texas A&M), Thiele (Streamsim)
Probability perturbation: Caers (Stanford)
( ) ( ) ( ) ( )
{ }
1
1
T
m y m
i
J i i i i
=
= ( (

y y R y y
( ) ( ) ( ) ( )
}
1
T
u u
i i i i
+ ( (

R
53
Kalman filtering
Ordinary Kalman filtering for linear systems 1960s
Determines weighted average of model results and measured
data
Weighting based on uncertainty in model and data
Ensemble Kalman filtering: model uncertainty propagated
through simulation of large number of realizations
Can be used to update state variables (pressures, saturations)
and model parameters (permeabilities, porosities)
Originally developed in meteorology 1990s
First applied in reservoir engineering by Geir Naevdal
(Rogaland Forskning)
Also being investigated by Evensen (Norsk Hydro),
Oliver (U of Oklahoma), Reynolds (Tulsa U)
54
Estimation
Consider two estimates and of random variable x,
with
What is the best estimate?
Try: To be unbiased:
Therefore:
Variance:
Minimum occurs when:
Optimal estimate:
1
x
2
x
( ) ( ) ( )
2
1
1 2
2
2
0

,
0
x
E x E x E x R

(
= = =
(

1 1 2 2

u
x a x a x = +
1 2
1 a a + =
( )
2 1 2 2

1
u
x a x a x = +
( ) ( )
2
2
2
2 1 2 2
1
u
x
a a = + (

( )
2 2 2
2 2 1 2
a K

= = +
( )
1 2 1

u
x x K x x = +
55
Ordinary Kalman filtering
Linear system:
1. Start from x
u
(i) and R
x,u
(i), set x(i) = x
u
(i) and propagate the
system model: x(i+1) = Ax(i) + Bu(i) + v(i)
2. Set R
x
(i) = R
x,u
(i) and propagate the error covariance:
R
x
(i+1) = A(i)R
x
(i)A
T
(i) + R
v
(i)
3. Kalman gain:
4. Assimilate: x
u
(i+1) = x(i+1) + K(i+1) [y
m
(i+1) - y(i+1)]
5. Update the error covariance: R
x,u
(i+1) = [I-K(i+1)C]Rx(i+1) .
( ) ( ) ( ) ( ) ( )
1 , ,
v
k k k k N + = + + = x Ax Bu v v 0 R
( ) ( ) ( )
( )
, ,
y
k k k N = + = y Cx w w 0 R
( ) ( ) ( ) ( )
1
1 1 1 1
T T
x x y
i i i i

(
+ = + + + +

K R C CR C R
56
Ensemble Kalman filtering
Nonlinear system:
Propagate all ensemble members and compute
Compute the error covariance from the ensemble:
where
For reservoir engineering, use extended state:
( ) ( ) ( ) ( ) ( )
1 , , , ,
v
k k k k N + = = (

x f x u v v 0 R
( ) ( ) ( )
( )
, ,
y
k k k N = + = y Cx w w 0 R
( ) ( ) ( )
1
1 1 1
1
T
x
i i i
J
+ = + +
R X X
( ) ( ) ( ) ( ) ( )
1
1 1 1 , , 1 1
J
i i i i i
(
+ = + + + +

X x x x x
1
1
J
j
j
J
=
=

x x

(
=
(

x
x

57
1. Start from initial ensemble of reservoir model estimates
2. Determine most likely model
3. Determine optimal control u (over lifetime of reservoir)
4. Simulate true reservoir behaviour (over measurement
interval). Generate synthetic measurements y. Add noise.
5. Update all ensemble members i.e. estimate x and
6. Go back to 2.
Note: step 2 may be skipped if multiple models are optimized.
Closed-loop optimization procedure
58
Virtual asset model
Controllable
input
Update all
models
Noise Output Input
Noise
System
(reservoir, wells
& facilities)
Select optimal
input
Sensors
Ensemble of
reservoir models
Optimize
updated
models
Simulate over
lifetime
Simulate over
measurement
interval
59
Closed-loop optimization example 1
Permeability estimates with Kalman filtering
-12.6
-12.4
-12.2
-12
2.3148 days
20 40
10
20
30
40
-12.5
-12
-11.5
4.6296 days
20 40
10
20
30
40
-12.5
-12
-11.5
-11
6.9444 days
20 40
10
20
30
40
-13.5
-13
-12.5
-12
-11.5
9.2593 days
20 40
10
20
30
40
-13
-12
-11
11.5741 days
20 40
10
20
30
40
-13
-12
-11
23.1481 days
20 40
10
20
30
40
-13
-12.5
-12
-11.5
46.2963 days
20 40
10
20
30
40
-13
-12.5
-12
-11.5
-11
69.4444 days
20 40
10
20
30
40
-13
-12.5
-12
-11.5
-11
92.5926 days
20 40
10
20
30
40
-13
-12.5
-12
-11.5
-11
115.7407 days
20 40
10
20
30
40
-13
-12
-11
0 days
20 40
10
20
30
40
Brouwer, Naevdal et al.,
SPE 90149, 2004
60
Saturations after 116 days
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
10 20 30 40
5
10
15
20
25
30
35
40
45 0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
10 20 30 40
5
10
15
20
25
30
35
40
45
Estimate from
Kalman filter
Real from
Virtual Asset
61
Final saturations
0.2 0.4 0.6 0.8
conventional
d
i
s
t
a
n
c
e

[
m
]
distance [m]
100 200 300 400
100
200
300
400
0.2 0.4 0.6 0.8
known
reservoir
distance [m]
100 200 300 400
100
200
300
400
0.2 0.4 0.6 0.8
unknown
reservoir
distance [m]
100 200 300 400
100
200
300
400
62
vertical wells (4 injectors, 9 producers)
Measurements
0.2 bar accuracy
Down-hole pressure
measurements for producers
Surface pressure
measurements for injectors
Total flow rates per well
Control at surface
Unknowns to be estimated from
production data:
Pressure, saturation, and
permeability distribution
-13.5
-13
-12.5
-12
-11.5
d
i
s
t
a
n
c
e

[
m
]
distance [m]
100 200 300 400
100
200
300
400
injectors
producers
True permeability field
63
-13.5
-13
-12.5
-12
-11.5
9 days
-13.5
-13
-12.5
-12
-11.5
19 days
-13.5
-13
-12.5
-12
-11.5
28 days
-13.5
-13
-12.5
-12
-11.5
37 days
-13.5
-13
-12.5
-12
-11.5
46 days
-13.5
-13
-12.5
-12
-11.5
93 days
-13.5
-13
-12.5
-12
-11.5
185 days
-13.5
-13
-12.5
-12
-11.5
278 days
-13.5
-13
-12.5
-12
-11.5
370 days
-13.5
-13
-12.5
-12
-11.5
463 days
-13.5
-13
-12.5
-12
-11.5
0 days
64
Saturation distributions
Conventional water flood
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
465 days
10 20 30 40
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
2201 days
10 20 30 40
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
3796 days
10 20 30 40
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
463 days
10 20 30 40
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
2205 days
10 20 30 40
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
3796 days
10 20 30 40
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
465 days
10 20 30 40
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
2201 days
10 20 30 40
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
3796 days
10 20 30 40
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
463 days
10 20 30 40
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
2205 days
10 20 30 40
5
10
15
20
25
30
35
40
45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
3796 days
10 20 30 40
5
10
15
20
25
30
35
40
45
463 days 2205 days 3796 days
Closed-loop optimized water flood
oil
water
65
110 x 110
grid blocks
10 inj.
segments (x)
10 prod.
segments (o)
1100 m
1100 m
1000
2000
3000
4000
5000
6000
7000
8000
9000
10000
Virtual asset
66
Results
Saturation for
conventional
waterflooding.
Saturation for
optimized
waterflooding
with updated
permeability field.
Estimated
permeability
field.
[20 7000 mD]
Injection rates.
The total
injection rate is
constant and
2600 m
3
/day
46 days
1
2
3
4
5
6
7
8
9
10
1
2
3
4
5
6
7
8
9
10
116 days
1
2
3
4
5
6
7
8
9
10
1
2
3
4
5
6
7
8
9
10
463 days
1
2
3
4
5
6
7
8
9
10
1
2
3
4
5
6
7
8
9
10
750 days
1
2
3
4
5
6
7
8
9
10
1
2
3
4
5
6
7
8
9
10
0 days
1
2
3
4
5
6
7
8
9
10
1
2
3
4
5
6
7
8
9
10
67
1 2 3 4 5 6 7 8 9 10
1
2
3
4
5
6
7
8
9
10
Real permeability field
Virtual Asset
Estimated average
permeability field
68
Why are such simple models
working so well?
Model reduction
69
Model reduction
What ?
High order: 10
3
-10
6
state variables
Low order: 10
1
-10
2
state variables
Why ?
Reduce computational burden of optimization
Regularize data assimilation problem
Adjust model size to what you can observe and control
How?
Proper Orthogonal Decomposition (Karhunen Love decomposition,
Principal Component Analysis), Heijn et al. SPEJ June 2004
www.win.tue.nl/macsi-net
70
Example POD image compression (1)
50 100 150 200
50
100
150
200
-13.5
-13
-12.5
0 50 100 150 200 250
0
0.01
0.02
0.03
0.04
0.05
0.06
0.07
50 100 150 200
50
100
150
200
-13.5
-13
-12.5
Original image: 62500 pixels
200 samples of 20 x 20
95 % energy level retained
147 base functions
71
Example POD image compression (2)
average and first 8 basis functions
5 10 15 20
5
10
15
20
-12.8
-12.75
-12.7
5 10 15 20
5
10
15
20
-0.05
0
0.05
5 10 15 20
5
10
15
20
-0.05
0
0.05
5 10 15 20
5
10
15
20
-0.02
0
0.02
0.04
0.06
0.08
5 10 15 20
5
10
15
20 -0.1
-0.05
0
0.05
5 10 15 20
5
10
15
20
-0.05
0
0.05
0.1
5 10 15 20
5
10
15
20
-0.1
-0.05
0
0.05
0.1
5 10 15 20
5
10
15
20 -0.1
-0.05
0
0.05
0.1
5 10 15 20
5
10
15
20
-0.1
-0.05
0
0.05
0.1
72
POD the recipe
Original equation:
Collect snapshots:
Decompose X with SVD:
Select l n singular values:
Transformation:
Reduced equation:
( ) ( ) ( )
1 - , 2 - , ..., - = (

X x x x x x x
( ) ( )
1
1
i
i
=
=

x x
2 2
1 1
l
i i
i i
E

= =
=

T
= X
,
l
l
+ x z x z
( ) ( ) ( ) ( )
1 ,
T
l l
k k k
(
+ = +

z f z x u x
( ) ( ) ( ) { }
1 , , , ,
n
o w
k k k + = (

x f x u x x p S
73
POD computational advantage
Original equation:
Semi-implicit time dicretization:
Reduced equation; substitute :
( ) ( ) ( ) ( ) ( ) ( ) ( )
1
c c
n n
t k k k t k k I A x x x B x u

+ = +

( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
,
c c c
t t t t t = = + x f x u A x x B x u
( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
1
1
c c
k k
k k k k
t
x x
A x x B x u
+
= + +
( ) ( ) ( ) ( ) ( ) ( ) ( )
1
c c
t k k k t k k I A z x z z B z x u

+ + = + +

( ) ( ) ( ) ( ) ( ) ( ) ( )
1
T T
c c
lxl
t k k k t k k I A z x z z B z x u

+ + = + +

= + x z x
74
( )
( )
( )
( )
( )
( )
( )
( )
1
1
T T
n n
k k J k
k k
k k k

= +

g g

x x x
POD for optimal control

( )
( )
( )
( )
( )
( )
( )
( )
1
1
1
T T
k T T
lxl lxl xl
k k J k
k k
k k k

= +

g g

x x x

Original adjoint equation:
Reduced objective function:
Reduced adjoint equation:
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
1
0
1
1
, 1 1 , ,
K
T
T
red
k
k
l
l
J J k k k k k k

(
(
= + + +
(

z u g z z u

75
Optimal control
with POD

Calculate NPV reduced model
No
Yes
Apply initial input u
Simulate full forward model
Calculate NPV full model
Full NPV
converged?
START
No
Yes
Calculate (truncated) transformation matrix
Substitute x = z into the Hamiltonian and
run the reduced adjoint
Produce optimized input
Simulate reduced forward model
Reduced NPV
converged?
DONE
76
Example POD dynamic reduction
Original model: 4050 states
Reduced model 41 states
99.9 % of signal energy maintained
S
w
p
o
Full-order
Reduced-order
Difference
Van Doren, Markovinovi, 2004
77
NPV optimization POD vs. full model
0 2 4 6 8 10 12 14 16 18 20
10
11
12
13
14
15
16
17
18
19
20
21
Net present value ($) vs Number of iterations updating matrices
Number of iterations ()
N
e
t

p
r
e
s
e
n
t

v
a
l
u
e

(
m
i
l
l
i
o
n

$
)
fullorder
reducedorder 1
reducedorder 2
reducedorder 3
reducedorder 4
78
POD - remarks
Method to quantify complexity
as present in the geology
as present in the process dynamics
Limited computational advantage, so far
Reservoir dynamics lives in low-order space
79
Does this mean that we dont need
geology?
Model reduction
80
NO!
Model reduction
I mean yes, we do need geology!
Uncertainty requires use of many realizations:
Different scenarios + stochastic variations
Our models are heavily over-parametrized
Additional constraints can only come from geology !
81
Model-based closed-loop control
Controllable
input
Identification
and updating
Optimization
up/down
scaling
Geology, seismics,
Noise Output Input
Noise
System
(reservoir, wells
& facilities)
Control
algorithms
Sensors
Low-order models
with or w/o physics
High-order models
82
Closed-loop reservoir management
conclusions so far
Large scope for optimization of flooding processes
(open-loop control)
Adjoint based-optimization techniques available
Proper treatment of constraints still an issue
Data assimilation techniques from meteorology/
oceanography promising but available for research only
Combined optimization and data assimilation (closed-loop
control) in early development
Low-order modelling (POD) fascinating but not yet
applicable
83
Closed-loop reservoir management - next
steps ?
More realistic models (3D, complex, well constraints)
More complex physics (WAG, polymers, fractures, steam)
More measurements (time-lapse seismics)
Optimization of multiple models
Optimization of configuration (well positions)
Multiple geological scenarios - ensemble management
Active input control to obtain information
Field experiments
Reduced-order modeling, multi-scale modeling
Value of information what, when and where to measure?
84
Questions?
Controllable
input
Identification
and updating
Optimization
up/down
scaling
Geology, seismics,
Noise Output Input
Noise
System
(reservoir, wells
& facilities)
Control
algorithms
Sensors
Low-order models
with or w/o physics
High-order models

Veldhoven Aug 2005 Jansen

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Veldhoven Aug 2005 Jansen

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DISC Summer School, Veldhoven, August 2005

DISC Summer School, Veldhoven, August 2005

DISC Summer School, Veldhoven, August 2005

POD for optimal control

DISC Summer School, Veldhoven, August 2005

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