Improved sampling strategies for ensemble-based optimization

We are concerned with the efficiency of stochastic gradient estimation methods for large-scale nonlinear optimization in the presence of uncertainty. These methods aim to estimate an approximate gradient from a limited number of random input vector samples and corresponding objective function values. Ensemble methods usually employ Gaussian...

Flow-based dissimilarity measures for reservoir models: a spatial-temporal tensor approach

In reservoir engineering, it is attractive to characterize the difference between reservoir models in metrics that relate to the economic performance of the reservoir as well as to the underlying geological structure. In this paper, we develop a dissimilarity measure that is based on reservoir flow patterns under a particular operational...

Handling geological and economic uncertainties in balancing short-term and long-term objectives in waterflooding optimization

Model-based economic optimization of oil production has a significant scope to increase financial life-cycle performance. The net-present-value (NPV) objective in this optimization, because of its nature, focuses on long-term gains, whereas short-term production is not explicitly addressed. At the same time, the achievable NPV is highly...

Determination of lower and upper bounds of predicted production from history-matched models

We present a method to determine lower and upper bounds to the predicted production or any other economic objective from history-matched reservoir models. The method consists of two steps: 1) performing a traditional computer-assisted history match of a reservoir model with the objective to minimize the mismatch between predicted and observed...

Value of information in closed-loop reservoir management

This paper proposes a new methodology to perform value of information (VOI) analysis within a closed-loop reservoir management (CLRM) framework. The workflow combines tools such as robust optimization and history matching in an environment of uncertainty characterization. The approach is illustrated with two simple examples: an analytical...

The egg model - A geological ensemble for reservoir simulation

The ‘Egg Model’ is a synthetic reservoir model consisting of an ensemble of 101 relatively small three-dimensional realizations of a channelized oil reservoir produced under water flooding conditions with eight water injectors and four oil producers. It has been used in numerous publications to demonstrate a variety of aspects related to...

Ensemble-based hierarchical multi-objective production optimization of smart wells

In an earlier study two hierarchical multi-objective methods were suggested to include short-term targets in life-cycle production optimization. However this earlier study has two limitations: 1) the adjoint formulation is used to obtain gradient information, requiring simulator source code access and an extensive implementation effort, and 2)...

A variance reduction technique for identification in dynamic networks

With advancing technology, systems are becoming increasingly interconnected and form more complex networks. Additionally, more measurements are available from systems due to cheaper sensors. Hence there is a need for identification methods specifically designed for networks. For dynamic networks with known interconnection structures, several...

Controllability and observability in two-phase porous media flow

Reservoir simulation models are frequently used to make decisions on well locations, recovery optimization strategies etc. The success of these applications is, among other aspects, determined by the controllability and observability properties of the reservoir model. In this paper it is shown how the controllability and observability of two...

Controllability, observability and identifiability in single-phase porous media flow

Over the past few years, more and more systems and control concepts have been applied in reservoir engineering, such as optimal control, Kalman filtering, and model reduction. The success of these applications is determined by the controllability, observability, and identifiability properties of the reservoir at hand. The first contribution of...

A Unified Transform for LTI Systems--Presented as a (Generalized) Frame

We present a set of functions in L2([0,8)) and show it to be a (tight) generalized frame (as presented by G. Kaiser (1994)). The analysis side of the frame operation is called the continuous unified transform. We show that some of the well-known transforms (such as Laplace, Laguerre, Kautz, and Hambo) result by creating different sampling...

Multivariable feedback relevant system identification of a wafer stepper system

Frequency domain identification with generalized orthonormal basis functions

A unified approach to stability robustness for uncertainty descriptions based on fractional model representations

A generalized orthonormal basis for linear dynamical systems