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Approximate Derivative Computations for the Gradient-Based Optimization Methods in the Local Gradual Deformation for History Matching

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Abstract

Reservoir characterization needs the integration of various data through history matching, especially dynamic information such as production or four-dimensional seismic data. To update geostatistical realizations, the local gradual deformation method can be used. However, history matching is a complex inverse problem, and the computational effort in terms of the number of reservoir simulations required in the optimization procedure increases with the number of matching parameters. History matching large fields with a large number of parameters has been an ongoing challenge in reservoir simulation. This paper presents a new technique to improve history matching with the local gradual deformation method using the gradient-based optimizations. The new approach is based on the approximate derivative calculations using the partial separability of the objective function. The objective function is first split into local components, and only the most influential parameters in each component are used for the derivative computation. A perturbation design is then proposed to simultaneously compute all the derivatives with only a few simulations. This new technique makes history matching using the local gradual deformation method with large numbers of parameters tractable.

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Correspondence to Didier Yu Ding.

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Ding, D.Y. Approximate Derivative Computations for the Gradient-Based Optimization Methods in the Local Gradual Deformation for History Matching. Math Geosci 43, 537–564 (2011). https://doi.org/10.1007/s11004-011-9337-6

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  • DOI: https://doi.org/10.1007/s11004-011-9337-6

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