Skip to main content
Log in

A stochastic well-test analysis on transient pressure data using iterative ensemble Kalman filter

  • Original Article
  • Published:
Neural Computing and Applications Aims and scope Submit manuscript

Abstract

Accurate estimation of the reservoir parameters is crucial to predict the future reservoir behavior. Well testing is a dynamic method used to estimate the petro-physical reservoir parameters through imposing a rate disturbance at the wellhead and recording the pressure data in the wellbore. However, an accurate estimation of the reservoir parameters from well-test data is vulnerable to the noise at the recorded data, the non-uniqueness of the obtained match, and the accuracy of the optimization algorithm. Different stochastic optimization methods have been applied to this address problem in the literature. In this study, we apply the recently developed iterative ensemble Kalman filter in the context of well-test analysis to infer reservoir parameters from the noisy recorded data. Since the introduction of the ensemble Kalman filter (EnKF) by Evensen in 1994 as a novel method for data assimilation, it has had enormous impact in many application domains because of its robustness and ease of implementation, and numerical evidence of its accuracy. While the objective of the standard EnKF approaches is to approximate the statistical properties of geological parameters conditioned to observation, via an ensemble, the objective of the iterative ensemble Kalman methods is to approximate the solution of inverse problems using a deterministic derivative-free iterative scheme. We conducted three case studies of the application of the iterative ensemble Kalman methods for a well-test analysis of a homogenous reservoir model, a dual-porosity heterogeneous system, and a faulted discontinuous reservoir. We demonstrated that the convergence occurs very rapidly almost at the first iterations contrary to the well-known particle swarm optimization algorithm. The maximum relative error for the simulated cases is below 15%, which belongs to the skin factor. Low relative error, narrowed uncertainty range over time, and excellent graphical match obtained between the simulated derivative data and the generated curve by using the iterative EnKF verify the robustness of the developed algorithm even in dealing with complex heterogeneous models.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7
Fig. 8
Fig. 9
Fig. 10
Fig. 11
Fig. 12
Fig. 13
Fig. 14
Fig. 15
Fig. 16
Fig. 17

Similar content being viewed by others

Abbreviations

u ( k+1) :

State parameters of the system at the k + 1th iteration within the Kalman filter

u k :

State parameters of the system at the kth iteration within the Kalman filter

A k :

A matrix relating state parameters at the kth iteration to the k + 1th iteration within the Kalman filter

B :

A matrix relating the inputs at the kth iteration to the k + 1th iteration

x k :

System’s input data

h k :

System noise at the kth iteration

v k :

Measurements noise at the kth iteration

y k :

Observational data at the kth iteration

H k :

A matrix relating the state parameters at the kth iteration to the observations at the kth iteration

F(ψ):

Probability density of the model states

f i :

Component number i of the model operator f

gQg T :

Covariance matrix for the model errors

Q :

Variance of the systems’ noise

R :

Variance of the measurement’s noise

P(h):

Probability function governing the system’s noise

P(v):

Probability function describing the measurements’ noise

T :

Time, hr

J :

Number of ensembles within the EnKF algorithm

y ( j) :

Measurements for the jth ensemble in the EnKF algorithm

ξ ( j) :

Measurements’ noise for the jth ensemble within the EnKF

Γ :

Variance of the measurements’ noise

\(w_{n}^{(j,f)}\) :

Predicted state parameters in the EnKF method for the jth ensemble within the EnKF method

G :

Nonlinear model operator

\(u_{n}^{(j)}\) :

State parameters at the nth iteration for the jth ensemble in the EnKF method

\(\bar{w}_{n}^{f}\) :

Ensemble average of the predicted state parameters in the nth iteration within the EnKF method

\(\bar{u}_{n}\) :

Ensemble average of the state parameters in the nth iteration within the EnKF method

\(C_{n}^{uw}\) :

The cross-covariance matrix of the state parameters and the estimated state parameters at the iteration n

\(C_{n}^{ww}\) :

The autocorrelation matrix of the estimated state parameters at the iteration n

\(u_{(n + 1)}^{(j)}\) :

Estimated state parameters belonging to the jth ensemble at the n + 1th iteration after applying the analysis step in the EnKF method

\(w_{(n + 1)}^{(j)}\) :

Predicted state parameters belonging to the jth ensemble at the n + 1th iteration within the EnKF method

\(\bar{u}_{{\left( {n + 1} \right)}}\) :

Ensemble average of the state parameters at the n + 1th iteration

t D :

Dimensionless time

p wd :

Well dimensionless pressure

s :

Laplace variable

\(\bar{p}_{\text{wd}} \left( s \right)\) :

Well dimensionless pressure solution in the Laplace domain

Φ:

Porosity fraction

r w :

Wellbore radius, ft

h :

Reservoir thickness, ft

c t :

Total compressibility, psi−1

q :

Well flow rate, STBD

p i :

Initial pressure, psi

µ :

Viscosity, cp

B o :

Oil Formation Volume Factor, Rbbl/STB

K :

Permeability, md

S :

Skin factor, dimensionless

Λ :

Interporosity flow coefficient, dimensionless

ω :

Fracture storativity ratio, dimensionless

L f :

Perpendicular fault distance from well, ft

f(s):

Laplace function for the dual-porosity model

k 0 :

Modified Bessel function of second kind and zero degree

k 1 :

Modified Bessel function of second kind and first degree

C D :

Dimensionless wellbore storage coefficient, dimensionless

d D :

Fault dimensionless distance, dimensionless

References

  1. Bazargan H, Christie M, Elsheikh AH, Ahmadi M (2015) Surrogate accelerated sampling of reservoir models with complex structures using sparse polynomial chaos expansion. Adv Water Resour 86:385–399

    Article  Google Scholar 

  2. Sambridge M (1999) Geophysical inversion with a neighbourhood algorithm—II. Appraising the ensemble. Geophys J Int 138(3):727–746

    Article  Google Scholar 

  3. Poli R, Kennedy J, Blackwell T (2007) Particle swarm optimization. Swarm Intell 1(1):33–57

    Article  Google Scholar 

  4. Carter JN, Ballester PJ (2004) A real parameter genetic algorithm for cluster identification in history matching. In: ECMOR IX-9th European conference on the mathematics of oil recovery

  5. Li R, Reynolds AC, Oliver DS (2001) History matching of three-phase flow production data. In: SPE reservoir simulation symposium, 2001. Society of Petroleum Engineers

  6. Petrovska I, Carter J (2006) Estimation of distribution algorithms for history matching. In: ECMOR X-10th European conference on the mathematics of oil recovery

  7. Zhang F, Reynolds AC (2002) Optimization algorithms for automatic history matching of production data. In: ECMOR VIII-8th European conference on the mathematics of oil recovery

  8. Oliver DS, Chen Y (2011) Recent progress on reservoir history matching: a review. Comput Geosci 15(1):185–221

    Article  MATH  Google Scholar 

  9. Wu Z (2000) A Newton-Raphson iterative scheme for integrating multiphase production data into reservoir models. In: SPE/AAPG Western Regional Meeting, 2000. Society of Petroleum Engineers

  10. Liu N, Oliver DS (2003) Automatic history matching of geologic facies. In: SPE annual technical conference and exhibition, 2003. Society of Petroleum Engineers

  11. Jaynes ET (2003) Probability theory: the logic of science. Cambridge University Press, Cambridge

    Book  MATH  Google Scholar 

  12. Evensen G (2009) Data assimilation: the ensemble Kalman filter. Springer, New York

    Book  MATH  Google Scholar 

  13. Aanonsen SI, Nævdal G, Oliver DS, Reynolds AC, Vallès B (2009) The ensemble Kalman filter in reservoir engineering—a review. Spe J 14(03):393–412

    Article  Google Scholar 

  14. De Freitas N, Doucet A, Gordon N (2001) An introduction to sequential Monte Carlo methods. SMC Practice Springer, New York

    MATH  Google Scholar 

  15. Oliver DS, Cunha LB, Reynolds AC (1997) Markov chain Monte Carlo methods for conditioning a permeability field to pressure data. Math Geol 29(1):61–91

    Article  Google Scholar 

  16. Ma X, Datta-Gupta A, Efendiev Y (2008) A multistage MCMC method with nonparametric error model for efficient uncertainty quantification in history matching. In: SPE annual technical conference and exhibition, 2008. Society of Petroleum Engineers

  17. Rahimi Kh, Adibifard M (2014) Experimental study of the nanoparticles effect on surfactant absorption and oil recovery in one of the iranian oil reservoirs. Petrol Sci Technol 33(1):79–85

    Article  Google Scholar 

  18. Sahimi M (2000) Fractal-wavelet neural-network approach to characterization and upscaling of fractured reservoirs. Comput Geosci 26(8):877–905

    Article  Google Scholar 

  19. Ali M, Chawathé A (2000) Using artificial intelligence to predict permeability from petrographic data. Comput Geosci 26(8):915–925

    Article  Google Scholar 

  20. Al-Anazi A, Gates I (2010) Support vector regression for porosity prediction in a heterogeneous reservoir: a comparative study. Comput Geosci 36(12):1494–1503

    Article  Google Scholar 

  21. Al-Bulushi N, King P, Blunt MJ, Kraaijveld M (2012) Artificial neural networks workflow and its application in the petroleum industry. Neural Comput Appl 21(3):409–421

    Article  Google Scholar 

  22. Anifowose F, Labadin J, Abdulraheem A (2013) A least-square-driven functional networks type-2 fuzzy logic hybrid model for efficient petroleum reservoir properties prediction. Neural Comput Appl 23(1):179–190

    Article  Google Scholar 

  23. Fegh A, Riahi MA, Norouzi GH (2013) Permeability prediction and construction of 3D geological model: application of neural networks and stochastic approaches in an Iranian gas reservoir. Neural Comput Appl 23(6):1763–1770

    Article  Google Scholar 

  24. Fattahi H, Gholami A, Amiribakhtiar MS, Moradi S (2015) Estimation of asphaltene precipitation from titration data: a hybrid support vector regression with harmony search. Neural Comput Appl 26(4):789–798

    Article  Google Scholar 

  25. Baziar S, Shahripour HB, Tadayoni M, Nabi-Bidhendi M (2016) Prediction of water saturation in a tight gas sandstone reservoir by using four intelligent methods: a comparative study. Neural Comput Appl 1–15. https://doi.org/10.1007/s00521-016-2729-2

  26. Zoveidavianpoor M, Gharibi A (2016) Applications of type-2 fuzzy logic system: handling the uncertainty associated with candidate-well selection for hydraulic fracturing. Neural Comput Appl 27(7):1831–1851

    Article  Google Scholar 

  27. Artun E (2017) Characterizing interwell connectivity in waterflooded reservoirs using data-driven and reduced-physics models: a comparative study. Neural Comput Appl 28(7):1729–1743

    Article  Google Scholar 

  28. Helmy T, Hossain MI, Adbulraheem A, Rahman S, Hassan MR, Khoukhi A, Elshafei M (2017) Prediction of non-hydrocarbon gas components in separator by using Hybrid Computational Intelligence models. Neural Comput Appl 28(4):635–649

    Article  Google Scholar 

  29. Elkatatny S, Mahmoud M, Tariq Z, Abdulraheem A (2017) New insights into the prediction of heterogeneous carbonate reservoir permeability from well logs using artificial intelligence network. Neural Comput and Appl 1–11.  https://doi.org/10.1007/s00521-017-2850-x

  30. Alimohammadi S, Amin JS, Nikooee E (2017) Estimation of asphaltene precipitation in light, medium and heavy oils: experimental study and neural network modeling. Neural Comput Appl 28(4):679–694

    Article  Google Scholar 

  31. Al-Kaabi A, Lee W (1990) An artificial neural network approach to identify the well test interpretation model: applications. In: SPE annual technical conference and exhibition, 1990. Society of Petroleum Engineers

  32. Allain O, Houze O (1992) A practical artificial intelligence application in well test interpretation. In: European petroleum computer conference, 1992. Society of Petroleum Engineers

  33. Ershaghi I, Li X, Hassibi M, Shikari Y (1993) A robust neural network model for pattern recognition of pressure transient test data. In: SPE annual technical conference and exhibition, 1993. Society of Petroleum Engineers

  34. Athichanagorn S, Horne RN (1995) Automatic parameter estimation from well test data using artificial neural network. In: SPE annual technical conference and exhibition, 1995. Society of Petroleum Engineers

  35. Kumoluyi A, Daltaban T, Koncar N, Jones AJ, Archer J (1995) Well reservoir model identification using translation and scale invariant higher order networks. Neural Comput Appl 3(3):128–138

    Article  Google Scholar 

  36. Alajmi MN, Ertekin T (2007) The development of an artificial neural network as a pressure transient analysis tool for applications in double-porosity reservoirs. In: Asia Pacific oil and gas conference and exhibition, 2007. Society of Petroleum Engineers

  37. Kharrat R, Razavi S (2008) Determination of reservoir model from well test data, using an artificial neural network. Scientia Iranica 15(4):487–493

    Google Scholar 

  38. Adibifard M, Tabatabaei-Nejad S, Khodapanah E (2014) artificial neural network (ANN) to estimate reservoir parameters in naturally fractured reservoirs using well test data. J Petrol Sci Eng 122:585–594

    Article  Google Scholar 

  39. Adibifard M, Sharifi M (2018) Developing a new semi-analytical pressure transient model for limited extent fault systems. J Porous Media 21 (accepted)

  40. Barua J, Kucuk F, Gomez-Angulo J (1985) Application of computers in the analysis of well tests from fractured reservoirs. In: SPE California regional meeting, 1985. Society of Petroleum Engineers

  41. Menekse K, Onur M, Zeybek M (1995) Analysis of well tests from naturally fractured reservoirs by automated type-curve matching. In: Middle East oil show, 1995. Society of Petroleum Engineers

  42. Rosa AJ, Horne R (1995) Automated well test analysis using robust (LAV) nonlinear parameter estimation. SPE Adv Technol Ser 3(01):95–102

    Article  Google Scholar 

  43. Nanba T, Horne RN (1992) An improved regression algorithm for automated well-test analysis. SPE Form Eval 7(01):61–69

    Article  Google Scholar 

  44. Onur M, Kuchuk FJ (1995) Integrated nonlinear regression analysis of multiprobe wireline formation tester packer and probe pressures and flow rate measurements. In: SPE annual technical conference and exhibition, 1999. Society of Petroleum Engineers

  45. Adibifard M, Bashiri G, Roayaei E, Emad MA (2016) Using particle swarm optimization (PSO) algorithm in nonlinear regression well test analysis and its comparison with Levenberg–Marquardt algorithm. Int J Appl Metaheuristic Comput (IJAMC) 7(3):1–23

    Article  Google Scholar 

  46. Zhou H, Gómez-Hernández JJ, Li L (2014) Inverse methods in hydrogeology: evolution and recent trends. Adv Water Resour 63:22–37

    Article  Google Scholar 

  47. Iglesias MA, Law KJ, Stuart AM (2013) Ensemble Kalman methods for inverse problems. Inverse Prob 29(4):045001

    Article  MathSciNet  MATH  Google Scholar 

  48. Keppenne CL, Rienecker MM (2002) Initial testing of a massively parallel ensemble Kalman filter with the Poseidon isopycnal ocean general circulation model. Mon Weather Rev 130(12):2951–2965

    Article  Google Scholar 

  49. Bertino L, Evensen G, Wackernagel H (2003) Sequential data assimilation techniques in oceanography. Int Stat Rev 71(2):223–241

    Article  MATH  Google Scholar 

  50. Zhang S, Harrison M, Wittenberg A, Rosati A, Anderson J, Balaji V (2005) Initialization of an ENSO forecast system using a parallelized ensemble filter. Mon Weather Rev 133(11):3176–3201

    Article  Google Scholar 

  51. Houtekamer PL, Mitchell HL (2001) A sequential ensemble Kalman filter for atmospheric data assimilation. Mon Weather Rev 129(1):123–137

    Article  Google Scholar 

  52. Szunyogh I, Kostelich EJ, Gyarmati G, Patil D, Hunt BR, Kalnay E, Ott E, Yorke JA (2005) Assessing a local ensemble Kalman filter: perfect model experiments with the National Centers for Environmental Prediction global model. Tellus A 57(4):528–545

    Article  Google Scholar 

  53. Reichle RH, McLaughlin DB, Entekhabi D (2002) Hydrologic data assimilation with the ensemble Kalman filter. Mon Weather Rev 130(1):103–114

    Article  Google Scholar 

  54. Moradkhani H, Sorooshian S, Gupta HV, Houser PR (2005) Dual state-parameter estimation of hydrological models using ensemble Kalman filter. Adv Water Resour 28(2):135–147

    Article  Google Scholar 

  55. Andreadis KM, Lettenmaier DP (2006) Assimilating remotely sensed snow observations into a macroscale hydrology model. Adv Water Resour 29(6):872–886

    Article  Google Scholar 

  56. Liu N, Oliver DS (2005) Ensemble Kalman filter for automatic history matching of geologic facies. J Petrol Sci Eng 47(3):147–161

    Article  Google Scholar 

  57. Gu Y, Oliver DS (2007) An iterative ensemble Kalman filter for multiphase fluid flow data assimilation. Spe J 12(04):438–446

    Article  Google Scholar 

  58. Kalnay E (2003) Atmospheric modeling, data assimilation and predictability. Cambridge University Press, Cambridge

    Google Scholar 

  59. Iglesias MA, Law KJ, Stuart AM (2013) Evaluation of Gaussian approximations for data assimilation in reservoir models. Comput Geosci 17(5):851–885

    Article  MathSciNet  MATH  Google Scholar 

  60. Kalman RE (1960) A new approach to linear filtering and prediction problems. J Basic Eng 82(1):35–45

    Article  MathSciNet  Google Scholar 

  61. Welch G, Bishop G (1995) An introduction to the kalman filter. University of North Carolina, Department of Computer Science. TR 95-041

  62. Gillijns S, Mendoza OB, Chandrasekar J, De Moor B, Bernstein D, Ridley A (2006) What is the ensemble Kalman filter and how well does it work? In: American control conference, 2006. IEEE, p 6

  63. Evensen G (1994) Sequential data assimilation with a nonlinear quasi-geostrophic model using Monte Carlo methods to forecast error statistics. J Geophys Res: Oceans 99(C5):10143–10162

    Article  Google Scholar 

  64. Evensen G (2003) The ensemble Kalman filter: theoretical formulation and practical implementation. Ocean Dyn 53(4):343–367

    Article  Google Scholar 

  65. Evensen G. (2002) Sequential data assimilation for nonlinear dynamics: the ensemble kalman filter. In: Pinardi N., Woods J. (eds) Ocean forecasting. Springer, Berlin, Heidelberg

    Google Scholar 

  66. Stehfest H (1970) Algorithm 368: numerical inversion of Laplace transforms [D5]. Commun ACM 13(1):47–49

    Article  Google Scholar 

  67. Okoye C, Songmuang A, Ghalambor A Application of P’D (1991) In well testing of naturally fractured reservoirs. In: Low permeability reservoirs symposium, 1991. Society of Petroleum Engineers

  68. Home RN (1995) Modern well test analysis. Petroway Inc, Palo Alto, p 257p

    Google Scholar 

  69. Juniardi I, Ershaghi I (1993) Complexities of using neural network in well test analysis of faulted reservoirs. In: SPE western regional meeting, 1993. Society of Petroleum Engineers

  70. Mavor MJ, Cinco-Ley H (1979) Transient pressure behavior of naturally fractured reservoirs. In: SPE California regional meeting, 1979. Society of Petroleum Engineers

  71. Da Prat G (1990) Well test analysis for fractured reservoir evaluation, vol 27. Elsevier, Amsterdam

    Google Scholar 

  72. Anraku T (1993) Discrimination between reservoir models in well test analysis. Stanford University, Stanford

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Meisam Adibifard.

Ethics declarations

Conflict of interest

There is no conflict of interest.

Appendix: Well pressure behavior at the Laplace domain

Appendix: Well pressure behavior at the Laplace domain

Solution for the well pressure at the Laplace medium is provided at this section for different reservoir systems studied at this paper.

1.1 Infinite acting homogenous reservoir [69]

$$\bar{p}_{\text{wD}} \left( s \right) = \frac{{k_{0} \left( {\sqrt s } \right) + S\sqrt s k_{1} \left( {\sqrt s } \right)}}{{s\left\{ {\sqrt s k_{1} \left( {\sqrt s } \right) + s{\text{C}_{D}}\left[ {k_{0} \left( {\sqrt s } \right) + S\sqrt s k_{1} \left( {\sqrt s } \right)} \right]} \right\} }},$$
(15)

where S and CD are, respectively, skin factor and the dimensionless wellbore storage coefficient; s is the Laplace parameter; k0 and k1 are, respectively, modified Bessel functions of second type with orders zero and one.

1.2 Infinite acting dual-porosity reservoir with PSS interporosity flow [70, 71]

$$\bar{p}_{\text{wD}} \left( s \right)\,=\,\frac{{k_{0} \left( {\sqrt {sf\left( s \right)} } \right) + S\sqrt {sf\left( s \right)} k_{1} \left( {\sqrt {sf\left( s \right)} } \right)}}{{s\left\{ {\sqrt {sf\left( s \right)} k_{1} \left( {\sqrt {sf\left( s \right)} } \right) + sC_{\text{D}} [k_{0} \left( {\sqrt {sf\left( s \right)} } \right) + S\sqrt {sf\left( s \right)} k_{1} \left( {\sqrt {sf\left( s \right)} } \right)]} \right\}}},$$
(16)

where f(s) is defined by the following equation:

$$f\left( s \right) = \frac{{\omega \left( {1 - \omega } \right)s + \lambda }}{{\left( {1 - \omega } \right)s + \lambda }},$$
(17)

ω is the fracture storativity ratio and λ stands for the interporosity flow coefficient representing how strong is the communication between the matrix and the fracture system. Other parameters are the same as for Eq. 15.

1.3 Infinite acting homogenous reservoir with a linear fault [72]

$$\bar{p}_{\text{wD}} \left( s \right) = \frac{{k_{0} \left( {\sqrt s } \right) + S\sqrt s k_{1} \left( {\sqrt s } \right) + k_{0} \left( {2d_{\text{D}} \sqrt s } \right)}}{{s\left\{ {\sqrt s k_{1} \left( {\sqrt {s} } \right) + sC_{\text{D}} \left[ {k_{0} \left( {\sqrt s } \right) + S\sqrt s k_{1} \left( {\sqrt s } \right)} \right]} \right\}}},$$
(18)

where dD is the fault dimensionless distance defined by \(d_{\text{D}} = \frac{{L_{f} }}{{r_{w} }}\).

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Bazargan, H., Adibifard, M. A stochastic well-test analysis on transient pressure data using iterative ensemble Kalman filter. Neural Comput & Applic 31, 3227–3243 (2019). https://doi.org/10.1007/s00521-017-3264-5

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00521-017-3264-5

Keywords

Navigation