Sparse geologic dictionaries for subsurface flow model calibration: Part I. Inversion formulation

Abstract Inference of heterogeneous rock properties from low-resolution dynamic flow measurements often leads to underdetermined nonlinear inverse problems that can have many non-unique solutions. The problem is usually regularized by reducing the number of unknown parameters and/or incorporating direct or indirect prior information. In subsurface flow modeling, structural connectivity in hydraulic properties plays a critical role in determining local and global flow and displacement processes. When reliable prior information about the structural connectivity of a formation is available it can be used to discourage implausible inversion solutions. In this two-part paper, we introduce a geologically-inspired conceptual framework, geologic dictionaries , for reconstructing complex subsurface physical properties from the flow data. We evaluate the performance of our method under both reliable and highly uncertain prior knowledge and measurements. In Part I, we present inversion with sparse geologic dictionaries, learned from prior models, for estimation of complex heterogeneous subsurface hydraulic properties. We show how learning methods can be adapted to build, from a prior training library, specialized sparse geologic dictionaries that contain relevant structural elements (words) for constructing the solution of subsurface flow inverse problems. The key property of the constructed geologic dictionaries that we invoke during flow data integration is its “sparsity”; that is, we require that only a small subset of geologic dictionary elements be sufficient for accurately approximating any prior model realizations in the training library, and hence the model calibration solution. Using the sparsity property of the geologic dictionary, we formulate and solve the nonlinear model calibration as a feature estimation problem. To construct a solution, we adopt an iteratively reweighted least-squares (IRLS) algorithm to identify the important dictionary elements by minimizing a sparsity-regularized data misfit objective function. We illustrate the flexibility and effectiveness of the proposed method by applying it to a series of numerical experiments in multiphase flow systems and compare it with parameterization by truncated singular vectors.

[1]  Joseph F. Murray,et al.  Dictionary Learning Algorithms for Sparse Representation , 2003, Neural Computation.

[2]  John Doherty,et al.  Ground Water Model Calibration Using Pilot Points and Regularization , 2003, Ground water.

[3]  Dean S. Oliver,et al.  Reparameterization Techniques for Generating Reservoir Descriptions Conditioned to Variograms and Well-Test Pressure Data , 1996 .

[4]  S. P. Neuman,et al.  Estimation of aquifer parameters under transient and steady-state conditions: 2 , 1986 .

[5]  Akhil Datta-Gupta,et al.  An adaptively scaled frequency-domain parameterization for history matching , 2011 .

[6]  G. Evensen The ensemble Kalman filter for combined state and parameter estimation , 2009, IEEE Control Systems.

[7]  S. P. Neuman,et al.  Estimation of Aquifer Parameters Under Transient and Steady State Conditions: 3. Application to Synthetic and Field Data , 1986 .

[8]  Trond Mannseth,et al.  Nonlinearity, Scale, and Sensitivity for Parameter Estimation Problems , 1999, SIAM J. Sci. Comput..

[9]  H. H. Franssen,et al.  A comparison of seven methods for the inverse modelling of groundwater flow. Application to the characterisation of well catchments , 2009 .

[10]  M. Elad,et al.  $rm K$-SVD: An Algorithm for Designing Overcomplete Dictionaries for Sparse Representation , 2006, IEEE Transactions on Signal Processing.

[11]  Jonathan B. Ajo-Franklin,et al.  Applying Compactness Constraints to Differential Traveltime Tomography , 2007 .

[12]  Ning Liu,et al.  Inverse Theory for Petroleum Reservoir Characterization and History Matching , 2008 .

[13]  Michael A. Saunders,et al.  Atomic Decomposition by Basis Pursuit , 1998, SIAM J. Sci. Comput..

[14]  Dean S. Oliver,et al.  THE ENSEMBLE KALMAN FILTER IN RESERVOIR ENGINEERING-A REVIEW , 2009 .

[15]  Guy Chavent,et al.  Indicator for the refinement of parameterization , 1998 .

[16]  Behnam Jafarpour,et al.  Effective solution of nonlinear subsurface flow inverse problems in sparse bases , 2010 .

[17]  Vivek K. Goyal,et al.  Transform-domain sparsity regularization for inverse problems in geosciences , 2009, GEOPHYSICS.

[18]  Y. C. Pati,et al.  Orthogonal matching pursuit: recursive function approximation with applications to wavelet decomposition , 1993, Proceedings of 27th Asilomar Conference on Signals, Systems and Computers.

[19]  P. Jacquard,et al.  Permeability Distribution From Field Pressure Data , 1965 .

[20]  P. C. Shah,et al.  Reservoir History Matching by Bayesian Estimation , 1976 .

[21]  Wotao Yin,et al.  Iteratively reweighted algorithms for compressive sensing , 2008, 2008 IEEE International Conference on Acoustics, Speech and Signal Processing.

[22]  Jef Caers,et al.  Multiple-point Geostatistics: A Quantitative Vehicle for Integrating Geologic Analogs into Multiple Reservoir Models , 2004 .

[23]  Michael Elad,et al.  Learning Multiscale Sparse Representations for Image and Video Restoration , 2007, Multiscale Model. Simul..

[24]  J. MacQueen Some methods for classification and analysis of multivariate observations , 1967 .

[25]  J. Caers,et al.  The Probability Perturbation Method: A New Look at Bayesian Inverse Modeling , 2006 .

[26]  Roland N. Horne,et al.  Multiresolution Wavelet Analysis for Improved Reservoir Description , 2005 .

[27]  Emmanuel J. Candès,et al.  Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information , 2004, IEEE Transactions on Information Theory.

[28]  Ludmila Kubáčková,et al.  Mathematical geophysics. A survey of recent developments in seismology and geodynamics: N.J. Vlaar, G. Nolet, M.J.R. Wortel, S.A.P.L. Cloetingh (Editors). Reidel, Dordrecht, 1988, xi + 407 pp. Dfl.120.00, $49.00, £37.35 (hardback) , 1990 .

[29]  J. Bear Hydraulics of Groundwater , 1979 .

[30]  M. Boucher,et al.  Interpretation of Interference Tests in a Well Field Using Geostatistical Techniques to Fit the Permeability Distribution in a Reservoir Model , 1984 .

[31]  S. P. Neuman,et al.  Estimation of Aquifer Parameters Under Transient and Steady State Conditions: 1. Maximum Likelihood Method Incorporating Prior Information , 1986 .

[32]  Hans O. Jahns,et al.  A Rapid Method for Obtaining a Two-Dimensional Reservoir Description From Well Pressure Response Data , 1966 .

[33]  S. Mallat A wavelet tour of signal processing , 1998 .

[34]  N. Ahmed,et al.  Discrete Cosine Transform , 1996 .

[35]  Michael S. Zhdanov,et al.  Focusing geophysical inversion images , 1999 .

[36]  Clayton V. Deutsch,et al.  GSLIB: Geostatistical Software Library and User's Guide , 1993 .

[37]  Michael Elad,et al.  From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images , 2009, SIAM Rev..

[38]  A. Journel,et al.  Geostatistics for natural resources characterization , 1984 .

[39]  Vivek K. Goyal,et al.  Compressed History Matching: Exploiting Transform-Domain Sparsity for Regularization of Nonlinear Dynamic Data Integration Problems , 2010 .

[40]  G. W. Stewart,et al.  On the Early History of the Singular Value Decomposition , 1993, SIAM Rev..

[41]  Sebastien Strebelle,et al.  Conditional Simulation of Complex Geological Structures Using Multiple-Point Statistics , 2002 .

[42]  Behnam Jafarpour,et al.  A Probability Conditioning Method (PCM) for Nonlinear Flow Data Integration into Multipoint Statistical Facies Simulation , 2011 .

[43]  K. Aziz,et al.  Petroleum Reservoir Simulation , 1979 .

[44]  S. Shapiro,et al.  Estimating the crust permeability from fluid-injection-induced seismic emission at the KTB site , 1997 .

[45]  Emmanuel J. Candès,et al.  Near-Optimal Signal Recovery From Random Projections: Universal Encoding Strategies? , 2004, IEEE Transactions on Information Theory.

[46]  M. M. Khaninezhad,et al.  Sparse geologic dictionaries for subsurface flow model calibration: Part II. Robustness to uncertainty , 2012 .

[47]  H. L. Le Roy,et al.  Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability; Vol. IV , 1969 .

[48]  Michael Elad,et al.  Sparse and Redundant Modeling of Image Content Using an Image-Signature-Dictionary , 2008, SIAM J. Imaging Sci..

[49]  Michael Elad,et al.  Double Sparsity: Learning Sparse Dictionaries for Sparse Signal Approximation , 2010, IEEE Transactions on Signal Processing.

[50]  Trond Mannseth,et al.  Identification of Unknown Permeability Trends From History Matching of Production Data , 2004 .

[51]  Shah Shah,et al.  Error Analysis in History Matching: The Optimum Level of Parameterization , 1978 .

[52]  D. Oldenburg,et al.  Generalized subspace methods for large-scale inverse problems , 1993 .

[53]  Daniel M. Tetzlaff,et al.  Stationarity Scores on Training Images for Multipoint Geostatistics , 2009 .

[54]  D. L. Donoho,et al.  Compressed sensing , 2006, IEEE Trans. Inf. Theory.

[55]  Roland N. Horne,et al.  A Multiresolution Approach to Reservoir Parameter Estimation Using Wavelet Analysis , 2000 .

[56]  Steven F. Carle,et al.  Connected-network paradigm for the alluvial aquifer system , 2000 .

[57]  Akhil Datta-Gupta,et al.  A generalized grid connectivity–based parameterization for subsurface flow model calibration , 2011 .

[58]  I. Daubechies,et al.  An iterative thresholding algorithm for linear inverse problems with a sparsity constraint , 2003, math/0307152.

[59]  Albert C. Reynolds,et al.  History matching with parametrization based on the SVD of a dimensionless sensitivity matrix , 2009 .

[60]  Anil K. Jain Fundamentals of Digital Image Processing , 2018, Control of Color Imaging Systems.

[61]  S. Mallat Multiresolution approximations and wavelet orthonormal bases of L^2(R) , 1989 .

[62]  Behnam Jafarpour Wavelet Reconstruction of Geologic Facies From Nonlinear Dynamic Flow Measurements , 2011, IEEE Transactions on Geoscience and Remote Sensing.

[63]  Hubert Maigre,et al.  Inverse Problems in Engineering Mechanics , 1994 .

[64]  E. Haber,et al.  Sensitivity computation of the ℓ1 minimization problem and its application to dictionary design of ill-posed problems , 2009, Inverse Problems.

[65]  Joel A. Tropp,et al.  Signal Recovery From Random Measurements Via Orthogonal Matching Pursuit , 2007, IEEE Transactions on Information Theory.

[66]  John Killough,et al.  History Matching Using the Method of Gradients: Two Case Studies , 1994 .

[67]  Yoram Bresler,et al.  On the Optimality of the Backward Greedy Algorithm for the Subset Selection Problem , 2000, SIAM J. Matrix Anal. Appl..

[68]  Knut-Andreas Lie,et al.  An Introduction to the Numerics of Flow in Porous Media using Matlab , 2007, Geometric Modelling, Numerical Simulation, and Optimization.

[69]  R. Parker Geophysical Inverse Theory , 1994 .