History matching on the Imperial College fault model using parallel tempering
The history-matching inverse problem from petroleum engineering is analysed using the Imperial College fault model. This fault model produces a challenging inverse problem and is designed to show some of the problems which can occur whilst performing history-matching calculations on complicated geologies. It is shown that there can be multiple distinct geologies which match the history data. Furthermore, it is shown that the maximum-a-posteriori estimate does not correspond to the true geology in some cases. Both of these statements are corroborated via numerical examples where the parameter spaces are a"e, a"e(3), a"e(7) and a"e(13). In addition, it is shown that the number of matches which agree with the data increases with dimension for these examples. It is also shown that the different matches can result in different reservoir management decision which, if incorrectly taken, would incur substantial financial penalties. All of these analyses are performed in a systematic manner, where it is shown that the standard algorithms can give a misleading answer. The history-matching problem is written as a minimisation problem, and it is shown that knowledge of all of the local minima is required. This presents significant computational issues as the resulting objective function is highly nonlinear, expensive to evaluate and multimodal. Previously used algorithms have been proved to be inadequate. Parallel tempering is a method which, if run for long enough, can find all the local minima. However, as the objective is expensive, a number of algorithm modifications had to be used to ensure convergence within a reasonable time. This new information is outlined in the paper. The algorithm as implemented produced results and new insights into this problem which were not suspected before. The results produced by this algorithm for the multimodal history-matching problem are superior to all other results of which we are aware. However, a considered amount of computation time was used within this paper, so this result does not infer that the algorithm cannot be improved upon. This algorithm not only produces good results but can be applied to all other history-matching problems. We have shown that this method provides a robust route of finding multiple local optima/solutions to the inverse problem, which is of considerable benefit to the petroleum industry. Furthermore, it is an entirely parallel algorithm which is becoming computationally feasible for other history-matching problems.
history matching parallel tempering inverse problem uncertainty