Towards a Robust Parameterization for Conditioning Facies Models Using Deep Variational Autoencoders and Ensemble Smoother

Abstract Ensemble-based methods have been applied with remarkable success for data assimilation in geosciences. However, they sometimes fail to preserve the geological realism of the model, which is particularly evident in reservoirs with complex facies distributions. This occurs mainly because of the underlying Gaussian assumptions on model parameters that are inherent in these methods. This fact has encouraged an intense research activity to develop Gaussian parameterizations in a latent space that maps into geologically-realistic facies realizations. Despite the large number of publications, the development of robust parameterizations for facies remains an open problem. Deep learning techniques have been delivering impressive results in a number of different areas and the first applications in data assimilation in geoscience have started to appear in the literature. The present paper reports the current results of our investigations on the use of deep neural networks towards the construction of a continuous parameterization of facies, which can be used for data assimilation with ensemble methods. Specifically, we use a convolutional variational autoencoder and the ensemble smoother with multiple data assimilation. We tested the parameterization in three synthetic history-matching problems with channelized facies. We focus on this type of facies because they are among the most challenging to preserve after the assimilation of data. The parameterization showed promising results, outperforming previous methods and generating well-defined channelized facies. However, more research is still required before deploying these methods for operational use. In particular, it is necessary to investigate procedures to improve the reconstruction accuracy in three-dimensional cases and reduce the computational requirements to train the networks.

[1]  Albert C. Reynolds,et al.  A History Matching Procedure for Non-Gaussian Facies Based on ES-MDA , 2015, ANSS 2015.

[2]  Wen H. Chen,et al.  Generalization of the Ensemble Kalman Filter Using Kernels for Nongaussian Random Fields , 2009 .

[3]  Geir Evensen,et al.  Channel Facies Estimation Based on Gaussian Perturbations in the EnKF , 2008 .

[4]  Sergey Ioffe,et al.  Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shift , 2015, ICML.

[5]  Radford M. Neal Sampling from multimodal distributions using tempered transitions , 1996, Stat. Comput..

[6]  A. Stordal,et al.  Facies Parameterization and Estimation for Complex Reservoirs - The Brugge Field , 2015 .

[7]  Marco Aurélio Cavalcanti Pacheco,et al.  History matching geological facies models based on ensemble smoother and deep generative models , 2019, Journal of Petroleum Science and Engineering.

[8]  Ahmed H. Elsheikh,et al.  Iterative ensemble smoothers in the annealed importance sampling framework , 2015 .

[9]  M. Maučec,et al.  Ensemble-Based Assisted History Matching With Rigorous Uncertainty Quantification Applied to a Naturally Fractured Carbonate Reservoir , 2016 .

[10]  Geoffrey E. Hinton,et al.  Deep Learning , 2015, Nature.

[11]  Eric Laloy,et al.  Inversion using a new low-dimensional representation of complex binary geological media based on a deep neural network , 2017, 1710.09196.

[12]  Geir Evensen,et al.  Analysis of iterative ensemble smoothers for solving inverse problems , 2018, Computational Geosciences.

[13]  Yimin Liu,et al.  A Deep-Learning-Based Geological Parameterization for History Matching Complex Models , 2018, Mathematical Geosciences.

[14]  Geir Naevdal,et al.  Iterative Ensemble Smoother as an Approximate Solution to a Regularized Minimum-Average-Cost Problem: Theory and Applications , 2015, 1505.01135.

[15]  Tommi S. Jaakkola,et al.  Integration of Principal-Component-Analysis and Streamline Information for the History Matching of Channelized Reservoirs , 2014 .

[16]  Richard F. Lyon,et al.  Effective Training of a Neural Network Character Classifier for Word Recognition , 1996, NIPS.

[17]  Yee Whye Teh,et al.  A Fast Learning Algorithm for Deep Belief Nets , 2006, Neural Computation.

[18]  Léon Bottou,et al.  Wasserstein GAN , 2017, ArXiv.

[19]  Dean S. Oliver,et al.  Application of the EnKF and Localization to Automatic History Matching of Facies Distribution and Production Data , 2008 .

[20]  Sung-Il Kim,et al.  Recursive update of channel information for reliable history matching of channel reservoirs using EnKF with DCT , 2017 .

[21]  Ronald M. Summers,et al.  Deep Convolutional Neural Networks for Computer-Aided Detection: CNN Architectures, Dataset Characteristics and Transfer Learning , 2016, IEEE Transactions on Medical Imaging.

[22]  Nitish Srivastava,et al.  Dropout: a simple way to prevent neural networks from overfitting , 2014, J. Mach. Learn. Res..

[23]  Sheng Chen,et al.  Deep learning based nonlinear principal component analysis for industrial process fault detection , 2017, 2017 International Joint Conference on Neural Networks (IJCNN).

[24]  Albert C. Reynolds,et al.  Ensemble smoother with multiple data assimilation , 2013, Comput. Geosci..

[25]  Dean S. Oliver,et al.  Ensemble Kalman filter for automatic history matching of geologic facies , 2005 .

[26]  Geir Evensen,et al.  Conditioning reservoir models on rate data using ensemble smoothers , 2018, Computational Geosciences.

[27]  G. Evensen Data Assimilation: The Ensemble Kalman Filter , 2006 .

[28]  Alexandre A. Emerick,et al.  Investigation on Principal Component Analysis Parameterizations for History Matching Channelized Facies Models with Ensemble-Based Data Assimilation , 2016, Mathematical Geosciences.

[29]  G. Mariéthoz,et al.  Multiple-point Geostatistics: Stochastic Modeling with Training Images , 2014 .

[30]  Louis J. Durlofsky,et al.  A New Differentiable Parameterization Based on Principal Component Analysis for the Low-Dimensional Representation of Complex Geological Models , 2014, Mathematical Geosciences.

[31]  Jing Ping,et al.  History Matching of Channelized Reservoirs With Vector-Based Level-Set Parameterization , 2014 .

[32]  Geoffrey E. Hinton,et al.  Reducing the Dimensionality of Data with Neural Networks , 2006, Science.

[33]  Sung-Il Kim,et al.  Integration of an Iterative Update of Sparse Geologic Dictionaries with ES-MDA for History Matching of Channelized Reservoirs , 2018 .

[34]  Jeroen C. Vink,et al.  Assisted History Matching of Channelized Models Using Pluri-Principal Component Analysis , 2015, ANSS 2015.

[35]  Emilien Dupont,et al.  Generating Realistic Geology Conditioned on Physical Measurements with Generative Adversarial Networks , 2018, 1802.03065.

[36]  Andreas S. Stordal,et al.  Bridging multipoint statistics and truncated Gaussian fields for improved estimation of channelized reservoirs with ensemble methods , 2015, Computational Geosciences.

[37]  P.H.A. Sneath,et al.  DOTDND: a FORTRAN-77 program for showing graphically the confidence or uncertainty in phylogenetic trees , 1991 .

[38]  Dean S. Oliver,et al.  Conditioning Permeability Fields to Pressure Data , 1996 .

[39]  P. Houtekamer,et al.  A Sequential Ensemble Kalman Filter for Atmospheric Data Assimilation , 2001 .

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

[41]  Mary F. Wheeler,et al.  Rapid updating of stochastic models by use of an ensemble-filter approach , 2014 .

[42]  Yu Zhao,et al.  History matching of multi-facies channelized reservoirs using ES-MDA with common basis DCT , 2017, Computational Geosciences.

[43]  R. M. Srivastava,et al.  Multivariate Geostatistics: Beyond Bivariate Moments , 1993 .

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

[45]  Gerardo M. E. Perillo,et al.  An interpolation method for estuarine and oceanographic data , 1991 .

[46]  Haibin Chang,et al.  History matching of facies distribution with the EnKF and level set parameterization , 2010, J. Comput. Phys..

[47]  Francesco Visin,et al.  A guide to convolution arithmetic for deep learning , 2016, ArXiv.

[48]  Alexandre A. Emerick Analysis of the performance of ensemble-based assimilation of production and seismic data , 2016 .

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

[50]  D. Oliver,et al.  Levenberg–Marquardt forms of the iterative ensemble smoother for efficient history matching and uncertainty quantification , 2013, Computational Geosciences.

[51]  Tareq Y. Al-Naffouri,et al.  Orthogonal Matching Pursuit for Enhanced Recovery of Sparse Geological Structures With the Ensemble Kalman Filter , 2016, IEEE Journal of Selected Topics in Applied Earth Observations and Remote Sensing.

[52]  Tommi S. Jaakkola,et al.  Integration of PCA with a Novel Machine Learning Method for Reparameterization and Assisted History Matching Geologically Complex Reservoirs , 2015 .

[53]  Ahmed H. Elsheikh,et al.  Parametrization and generation of geological models with generative adversarial networks , 2017, 1708.01810.

[54]  Rolf Johan Lorentzen,et al.  History Matching Channelized Reservoirs Using the Ensemble Kalman Filter , 2012 .

[55]  Li Fei-Fei,et al.  Perceptual Losses for Real-Time Style Transfer and Super-Resolution , 2016, ECCV.

[56]  Geoff S. Nitschke,et al.  Improving Deep Learning with Generic Data Augmentation , 2018, 2018 IEEE Symposium Series on Computational Intelligence (SSCI).

[57]  Martin J. Blunt,et al.  Reconstruction of three-dimensional porous media using generative adversarial neural networks , 2017, Physical review. E.

[58]  Dario Grana,et al.  Ensemble-based seismic history matching with data reparameterization using convolutional autoencoder , 2018, SEG Technical Program Expanded Abstracts 2018.

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

[60]  S. Aanonsen,et al.  Continuous Facies Updating Using the Ensemble Kalman Filter and the Level Set Method , 2011 .

[61]  Yong Zhao,et al.  Generating Facies Maps by Assimilating Production Data and Seismic Data With the Ensemble Kalman Filter , 2008 .

[62]  Marco Aurélio Cavalcanti Pacheco,et al.  Integration of Ensemble Data Assimilation and Deep Learning for History Matching Facies Models , 2017 .

[63]  Yoshua Bengio,et al.  Generative Adversarial Nets , 2014, NIPS.

[64]  Ahmed H. Elsheikh,et al.  Parametric generation of conditional geological realizations using generative neural networks , 2018, Computational Geosciences.

[65]  A. Heemink,et al.  A probabilistic parametrization for geological uncertainty estimation using the ensemble Kalman filter (EnKF) , 2013, Computational Geosciences.

[66]  Chaohui Chen,et al.  Enhanced Reparameterization and Data-Integration Algorithms for Robust and Efficient History Matching of Geologically Complex Reservoirs , 2015 .

[67]  Yann LeCun,et al.  Generalization and network design strategies , 1989 .

[68]  Minh N. Do,et al.  Semantic Image Inpainting with Deep Generative Models , 2016, 2017 IEEE Conference on Computer Vision and Pattern Recognition (CVPR).

[69]  Geoffrey E. Hinton,et al.  ImageNet classification with deep convolutional neural networks , 2012, Commun. ACM.

[70]  Carl Doersch,et al.  Tutorial on Variational Autoencoders , 2016, ArXiv.

[71]  Phillip M. Cheng,et al.  Transfer Learning with Convolutional Neural Networks for Classification of Abdominal Ultrasound Images , 2017, Journal of Digital Imaging.

[72]  Max Welling,et al.  Auto-Encoding Variational Bayes , 2013, ICLR.

[73]  Alexandre A. Emerick,et al.  Methods to mitigate loss of variance due to sampling errors in ensemble data assimilation with non-local model parameters , 2019, Journal of Petroleum Science and Engineering.

[74]  L. Durlofsky,et al.  Kernel Principal Component Analysis for Efficient, Differentiable Parameterization of Multipoint Geostatistics , 2008 .

[75]  Behnam Jafarpour,et al.  History matching with an ensemble Kalman filter and discrete cosine parameterization , 2008 .