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Correlation-Based Localization Effective in Ensemble-Based History Matching

Ensemble-based methods are considered to be state-of-the-art history-matching algorithms. However, in practice, they often suffer from ensemble collapse, a phenomenon that deteriorates history-matching performance. An ensemble history-matching algorithm is equipped customarily with a localization scheme to prevent ensemble collapse. To enhance the applicability of localization to various history-matching problems, the authors adopt an adaptive localization scheme that exploits the correlations between model variables and observations.

Introduction

In the current work, the authors focus on adopting an efficient adaptive localization scheme, previously established in the literature, for the full Norne Field case study. The adaptive localization scheme exploits the information of sample correlation coefficients between an ensemble of model variables and the corresponding realizations of simulated observations. The adaptive localization scheme uses a data-selection procedure; however, instead of physical distances between the locations of model variables and observations being used for data selection, the magnitudes of the sample correlation coefficients are used for data selection through a hard-thresholding strategy (i.e., keep or kill).

To conduct data selection in the adaptive localization scheme, one specifies a positive correlation-threshold value. For a given observation, if the magnitude of the sample correlation coefficient between a model variable and the simulated observation is greater than the threshold value, then the observation will be used to update that model variable. Otherwise, one discards the observation in the update of that model variable.

This described data-selection procedure essentially means that a given model variable is updated using only the observations that have significant correlations with the model variable. The rationale behind this hard-thresholding strategy is the interpretation of the magnitude of the correlation coefficient as a measure to detect the causal relation between a model variable and an observation, and the effect is the suppression of spurious correlations caused by a finite sample size.

This article, written by JPT Technology Editor Chris Carpenter, contains highlights of paper SPE 191305, “Correlation-Based Adaptive Localization for Ensemble-Based History Matching Applied to the Norne Field Case Study,” by Xiaodong Luo, SPE, Rolf Lorentzen, SPE, Randi Valestrand, SPE, and Geir Evensen, SPE, International Research Institute of Stavanger, prepared for the 2018 SPE Norway One Day Seminar, Bergen, Norway, 18 April. The paper has been peer reviewed and published in the October 2018 SPE Journal.
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Correlation-Based Localization Effective in Ensemble-Based History Matching

01 April 2019

Volume: 71 | Issue: 4

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