Solving inverse problems through a smooth formulation of multiple-point geostatistics

Yulia Melnikova

    Research output: Book/ReportPh.D. thesis


    In oil and gas sector accurate reservoir description play a crucial role in problems associated with recovery of hydrocarbons, risk estimation and predicting reservoir performance. Knowledge on reservoir properties can be inferred from measurements typically made at the surface by solving corresponding inverse problems. However, noise in data, non-linear relationships and sparse observations impede creation of realistic reservoir models. Including complex a priori information on reservoir parameters facilitates the process of obtaining acceptable solutions. Such a priori knowledge may be inferred, for instance, from a conceptual geological model termed a training image.The main motivation for this study was the challenge posed by history matching, an inverse problem aimed at estimating rock properties from production data. We addressed two main difficulties of the history matching problem: existence of multiple, most often geologically unfeasible, solutions and high computational cost of the forward simulation. The developed methodology resulted in a new method for solving inverse problems with training-image based a priori information, when the computational time matters.Specifically, we have proposed a smooth formulation of training-image based priors, which was inspired by the Frequency Matching method developed by our group earlier. The proposed smooth generalization, that integrates data and multiple-point statistics in a probabilistic framework, allows us to find solution by use of gradient-based optimization. As the result, solutions to an inverse problem may be obtained efficiently by deterministic search. We have applied the proposed methodology to the problem of history matching.Both the smooth formulation and the Frequency Matching method find the solution by maximizing its posterior probability. This is achieved by introducing a closed form expression for the a priori probability density. We have defined an expression for the training-image based prior by applying the theory of multinomial distributions. Its combination with the likelihood function results in the closed form expression for defining relative posterior probabilities of the solutions.Finally, we applied the developed smooth formulation to the problem of seismic inversion. The proposed methodology allows us to invert seismic reflection data for rock properties, namely for porosity, by integrating rock physics model into inversion procedure. Errors associated with conversion from depth to time are handled with a novel mapping approach.This thesis reviews the latest developments in the field of geoscientific inverse problems with a focus on the history matching problem. The work contains detailed explanation of our strategies including both theoretical motivation and practical aspects of implementation. Finally, it is complemented by six research papers submitted, reviewed and/or published in the period 2010 - 2013.
    Original languageEnglish
    Place of PublicationKgs. Lyngby
    PublisherTechnical University of Denmark
    Number of pages177
    Publication statusPublished - 2013


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