SPE-CSPG Joint Luncheon Talk – February 9, 2016

Advances in Multivariate Property Modeling and

Applications to Uncertainty in Reservoir Forecasting

Dr. Clayton V. Deutsch, P.Eng., Professor

Alberta Chamber of Resources Industry Chair in Mining Engineering
Canada Research Chair in Natural Resources Uncertainty Assessment

Reservoir Modeling

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 Reservoir Modeling
A good model can advance fashion by ten years.
Yves Saint Laurent

• A quantitative numerical representation of aspects of the

subsurface. Often gridded, but increasingly grid free
• Categorical and continuous properties:
– Structure, facies, porosity (total and effective), saturations,
grain size distributions (Vsh), permeability and other rate
constants, acoustic properties, elastic moduli,…
– In general, not the flow response itself
– Different models at different scales for different purposes

Different Scales of Modeling

• Millimeter to 100s of kilometers Secondary
Variables
(26)

Primary
Variables
(39)

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 Some Principles
• Geostatistical Simulation: Zkl u , k  1,...,K;l  1,..., L,u  A

• Realizations represent our state of incomplete knowledge:

Developments in Reservoir Modeling

1. Data integration is more powerful
– Data is not left out for post processing / history matching

2. Multivariate modeling is more straightforward

– Tens of variables with complex relationships are modeled simultaneously

3. Decisions are optimized over all realizations

– All realizations all the time – as required

4. Uncertainty is modeled better

– Parameter and data uncertainty are considered

5. Risk is actively managed and not just passively observed

– May choose to trade off some expected value for reduced risk

Lec 01 – page 3
 Data Integration

Consider 4-D Seismic

• Map the presence of local anomalies based on interpretation
• Local improvement in the estimation of steam chamber geometry
• Learnings can be captured in a new set of realizations

Producer Injector
Flow Barrier

Flow Conduits

Z (m)

X (m)

Lec 01 – page 4
 Anomaly Enforcement
• Steam chamber propagation and
geometry controls oil production and
steam requirements
• Anomalies in steam chamber
propagation are related to flow barriers
or conduits
• Unlikely to reproduce anomalies by
chance, so they are enforced

Demonstration

Lec 01 – page 5
 Effect on Steam Chamber
Z (m) Y (m)
Before
Z (m)

X (m)
After
Z (m)

Y (m)

Data Integration
• Some practical techniques (like the one shown) including
– Cokriging based techniques
– Probability combination
– Experimental sensitivity coefficients and optimization

• There are increasingly sophisticated techniques

– Couple the forward model with an optimization engine
– Ensemble based techniques with experimental covariances

• All data is considered in reservoir modeling by construction

– Leaving data out for checking is done for sensitivity analysis
– Data should not be left out in final model construction

Lec 01 – page 6
 Multivariate Modeling

Multivariate Modeling
• Structure and Facies are modeled
first in high resolution 3-D models

• Simultaneously modeling many continuous

variables is common
– Directly in 2-D regional models
– Within facies and structure in 3-D

• Legacy techniques are not appropriate:

– Limited to few variables at a time
– Strong assumption of multivariate Gaussian
– Bivariate cloud reproduction limited by spatial correlation
and number of variables

• Common to have 10s of variables with complex relationships

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 Example with KH and KV
• Trimodal Kh-Kv distribution
• Explained by percolation

PCA and Data Sphereing

• Principal component analysis is standard for:
– Understanding essential characteristics
– Reducing dimensions
– Decorrelating

• Sphereing makes all components have the same variance

• Rotate the frame of reference of a sphere

– Sphere-R minimizes variable mixing
– MAF considers spatial correlation

Zs

Xs Ws

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 Multivariate Transformation (PPMT)
• Geological data are complex beyond what PCA/sphereing can handle, so
• PCA, Sphere, then consider projection pursuit iterations

Normal Score PPMT

Transformed Transformed

Projection Pursuit Iterations

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Modern Multivariate Modeling Workflow
• Assemble all variables to model (impute missing values if required)

• Pass variables through PPMT transform and assemble variograms

(one for each)

• Simulate each variable independently using established techniques

(consider secondary data as a constraint in sampling)

• Back transform by reversing all PPMT iterations…

• Assemble realizations, check, post process (calculate any response of

interest)

Optimize Decisions Over All

Realizations

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Global versus Local Optimization

Multiple Realizations
5m Above

Realization 1
Realization 2
Realization 3
Realization 4
Realization 5
Realization 6
Realization 7
Realization 8
Optimal
Realization 9
Realization 10
Mean Pen. Vol.

5m Below

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 Surface Pad / Drainage Area Layout
• General optimization of layout and sequencing
– Formulate an objective function
– Complex surface constraints
– Well length, number of wells,
– Drilling constraints
– Pipeline constraints
– Areal conformance
– Vertical conformance
– Pressure in old DAs
– …

Well Trajectory Optimization

• Well elevation is optimized to maximize recovery
– Horizontal and deviated are permitted
– Executed during DA optimization process
• Updates are tied into the objective function
– Improved accuracy of volume estimates
– Accounting for steam chamber geometry
– Steam-oil interface angle for trapped oil
– Influence of thief zones
n
R   (ri  cwi )  BIP  cs  n  cwc  cc
i 1

n  number of well pairs

ri  recovery of a well pair
cwi  cost for too short/long of wells
cs  supply cost (barrels / barrel)
cwc  capital cost of a well pair
cc  capital cost for a drainage area / surface pad

Lec 01 – page 12
 Structural Uncertainty
• Assess probability of effectiveness (effective well length)
• Couple with facies uncertainty: probability of drilling through mud…

Ranking for Calibration

wd
 1 
QS   V j   j  1  S w, j  
nw niw

• There is no P50 model   k j ,iw wk

d 
iw1 j 1  j ,iw 
• There is no P10 model
• There is no P90 model
• Ranking should be avoided if at all
possible; if required, done late
• Set of realizations should be treated
together

• Ranking is useful for calibration (for

fixed geometry and flow conditions)
• Rerank for any change

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Proxy or SemiAnalytical Flow Models
• Fast flow simulation required to help optimization and transfer of uncertainty
• Full physics simulation required in most situations and for calibration

Steps Angles rates

Cumulative CSOR Steam pressure

, : %4 ↑ , : %1 ↑ : %3 ↓

Uncertainty Modeled Better

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 Some Principles
• Consider scenario uncertainty if required
• Realizations represent our state of incomplete knowledge
• There is uncertainty in all modeling parameters and the data
• Important to consider a “shift” as well as local fluctuations

Uncertainty Modeling
1.00

• Check that uncertainty is fair: 0.90

0.80
Actual Fraction in Interval

• Easier to check uncertainty than 0.70

0.60
This example
a single estimate 0.50
is from a real case
0.40

• We also desire narrow 0.30 where 67 new wells

uncertainty
0.20
were drilled
0.10

0.00
0.00 0.10 0.20 0.30 0.40 0.50 0.60 0.70 0.80 0.90 1.00
Width of Probability Interval

• Look at the uncertainty in each input parameters and assess how this
translates through the modeling process

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 Managing Uncertainty

Manage Uncertainty and Risk

• Choose a design on the efficient
frontier – maximize value and
minimize risk

• Consider different decisions

(including decision to get data)

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 Concluding Remarks
• Reservoir modeling has changed and needs more change

• Principles emphasized in this talk:

– Integrate all data by construction
– Model all variables simultaneously
– Build in parameter and data uncertainty
– Optimize over all realizations all the time
– Actively manage risk

• Now is a good time to change

Bob Dylan, 1963, 1964

Lec 01 – page 17