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Localization and regularization for iterative ensemble smoothers

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Abstract

Ensemble-based data assimilation methods have recently become popular for solving reservoir history matching problems, but because of the practical limitation on ensemble size, using localization is necessary to reduce the effect of sampling error and to increase the degrees of freedom for incorporating large amounts of data. Local analysis in the ensemble Kalman filter has been used extensively for very large models in numerical weather prediction. It scales well with the model size and the number of data and is easily parallelized. In the petroleum literature, however, iterative ensemble smoothers with localization of the Kalman gain matrix have become the state-of-the-art approach for ensemble-based history matching. By forming the Kalman gain matrix row-by-row, the analysis step can also be parallelized. Localization regularizes updates to model parameters and state variables using information on the distance between the these variables and the observations. The truncation of small singular values in truncated singular value decomposition (TSVD) at the analysis step provides another type of regularization by projecting updates to dominant directions spanned by the simulated data ensemble. Typically, the combined use of localization and TSVD is necessary for problems with large amounts of data. In this paper, we compare the performance of Kalman gain localization to two forms of local analysis for parameter estimation problems with nonlocal data. The effect of TSVD with different localization methods and with the use of iteration is also analyzed. With several examples, we show that good results can be obtained for all localization methods if the localization range is chosen appropriately, but the optimal localization range differs for the various methods. In general, for local analysis with observation taper, the optimal range is somewhat shorter than the optimal range for other localization methods. Although all methods gave equivalent results when used in an iterative ensemble smoother, the local analysis methods generally converged more quickly than Kalman gain localization when the amount of data is large compared to ensemble size.

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Acknowledgments

The authors would like to thank Total for the permission to publish this work. Primary support for the second author has been provided by the CIPR/IRIS cooperative research project “4D Seismic History Matching” which is funded by industry partners Eni, Petrobras, and Total, as well as the Research Council of Norway (PETROMAKS).

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Authors and Affiliations

  1. Geoscience Research Centre, Total E&P, Aberdeen, Scotland

    Yan Chen

  2. Uni Research CIPR, Bergen, Norway

    Dean S. Oliver

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  1. Yan Chen
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  2. Dean S. Oliver
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Correspondence to Yan Chen.

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Chen, Y., Oliver, D.S. Localization and regularization for iterative ensemble smoothers. Comput Geosci 21, 13–30 (2017). https://doi.org/10.1007/s10596-016-9599-7

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