Uncertainty evaluation of reservoir simulation models using particle swarms and hierarchical clustering

History matching production data in finite difference reservoir simulation models has been and always will be a challenge for the industry. The principal hurdles that need to be overcome are finding a match in the first place and more importantly a set of matches that can capture the uncertainty range of the simulation model and to do this in as short a time as possible since the bottleneck in this process is the length of time taken to run the model. This study looks at the implementation of Particle Swarm Optimisation (PSO) in history matching finite difference simulation models. Particle Swarms are a class of evolutionary algorithms that have shown much promise over the last decade. This method draws parallels from the social interaction of swarms of bees, flocks of birds and shoals of fish. Essentially a swarm of agents are allowed to search the solution hyperspace keeping in memory each individual’s historical best position and iteratively improving the optimisation by the emergent interaction of the swarm. An intrinsic feature of PSO is its local search capability. A sequential niching variation of the PSO has been developed viz. Flexi-PSO that enhances the exploration and exploitation of the hyperspace and is capable of finding multiple minima. This new variation has been applied to history matching synthetic reservoir simulation models to find multiple distinct history 3 matches to try to capture the uncertainty range. Hierarchical clustering is then used to post-process the history match runs to reduce the size of the ensemble carried forward for prediction. The success of the uncertainty modelling exercise is then assessed by checking whether the production profile forecasts generated by the ensemble covers the truth case

Impact of noise on a dynamical system: prediction and uncertainties from a swarm-optimized neural network

In this study, an artificial neural network (ANN) based on particle swarm optimization (PSO) was developed for the time series prediction. The hybrid ANN+PSO algorithm was applied on Mackey--Glass chaotic time series in the short-term $x(t+6)$. The performance prediction was evaluated and compared with another studies available in the literature. Also, we presented properties of the dynamical system via the study of chaotic behaviour obtained from the predicted time series. Next, the hybrid ANN+PSO algorithm was complemented with a Gaussian stochastic procedure (called {\it stochastic} hybrid ANN+PSO) in order to obtain a new estimator of the predictions, which also allowed us to compute uncertainties of predictions for noisy Mackey--Glass chaotic time series. Thus, we studied the impact of noise for several cases with a white noise level ($\sigma_{N}$) from 0.01 to 0.1.Comment: 11 pages, 8 figure

An Evaluation of Performance Enhancements to Particle Swarm Optimisation on Real-World Data

Swarm Computation is a relatively new optimisation paradigm. The basic premise is to model the collective behaviour of self-organised natural phenomena such as swarms, flocks and shoals, in order to solve optimisation problems. Particle Swarm Optimisation (PSO) is a type of swarm computation inspired by bird flocks or swarms of bees by modelling their collective social influence as they search for optimal solutions. In many real-world applications of PSO, the algorithm is used as a data pre-processor for a neural network or similar post processing system, and is often extensively modified to suit the application. The thesis introduces techniques that allow unmodified PSO to be applied successfully to a range of problems, specifically three extensions to the basic PSO algorithm: solving optimisation problems by training a hyperspatial matrix, using a hierarchy of swarms to coordinate optimisation on several data sets simultaneously, and dynamic neighbourhood selection in swarms. Rather than working directly with candidate solutions to an optimisation problem, the PSO algorithm is adapted to train a matrix of weights, to produce a solution to the problem from the inputs. The search space is abstracted from the problem data. A single PSO swarm optimises a single data set and has difficulties where the data set comprises disjoint parts (such as time series data for different days). To address this problem, we introduce a hierarchy of swarms, where each child swarm optimises one section of the data set whose gbest particle is a member of the swarm above in the hierarchy. The parent swarm(s) coordinate their children and encourage more exploration of the solution space. We show that hierarchical swarms of this type perform better than single swarm PSO optimisers on the disjoint data sets used. PSO relies on interaction between particles within a neighbourhood to find good solutions. In many PSO variants, possible interactions are arbitrary and fixed on initialisation. Our third contribution is a dynamic neighbourhood selection: particles can modify their neighbourhood, based on the success of the candidate neighbour particle. As PSO is intended to reflect the social interaction of agents, this change significantly increases the ability of the swarm to find optimal solutions. Applied to real-world medical and cosmological data, this modification is and shows improvements over standard PSO approaches with fixed neighbourhoods

Generalized predictive control based on particle swarm optimization for linear/nonlinear process with constraints

Abstract: This paper presents an intelligent generalized predictive controller (GPC) based on particle swarm optimization (PSO) for linear or nonlinear process with constraints. We propose several constraints for the plants from the engineering point of view and the cost function is also simplified. No complicated mathematics is used which originated from the characteristics ofPSO. This method is easy to be used to control the plants with linear or/and nonlinear constraints. Numerical simulations are used to show the performance of this control technique for linear and nonlinear processes, respectively. In the first simulation, the control signal is computed based on an adaptive linear model. In the second simulation, the proposed method is based on a fixed neural network model for a nonlinear plant. Both of them show that the proposed control scheme can guarantee a good control performance

Coordinated two-stage volt/var management in distribution networks

This paper investigates daily volt/var control in distribution networks using feeder capacitors as well as substation capacitors paired with on-load tap changers. A twostage coordinated approach is proposed. Firstly, the feeder capacitor dispatch schedule is determined based on reactive power heuristics. Then, an optimisation model is applied to determine the dispatch schedule of the substation devices taking into account the control actions of the feeder capacitors. The reference voltage of the substation secondary bus and the tap position limits of transformers are modified such that the model adapts to varying load conditions. The optimisation model is solved with a modified particle swarm optimisation algorithm. Furthermore, the proposed method is compared with conventional volt/var control strategies using a distribution network case study. It is demonstrated that the proposed approach performs better than the conventional strategies in terms of voltage deviation and energy loss minimisation

Greenhouse air temperature control using the particle swarm optimisation algorithm

The particle swarm optimisation algorithm is proposed as a new method to design a model based predictive controller subject to restrictions. Its performance is compared with the one obtained by using a genetic algorithm for the environmental temperature control of a greenhouse. Controller outputs are computed in order to optimise future behaviour of the greenhouse environment, regarding set-point tracking and minimisation of the control effort over a prediction horizon of one hour with a one-minute sampling period

An approach of optimising S-curve trajectory for a better energy consumption

In today's manufacturing industry, higher productivity and sustainability should go hand-in-hand. This practice is motivated by governmental regulations as well as customers' awareness. For the current time, one of the inexpensive solutions is motion planning for an improved energy consumption. This paper introduces a general approach that is valid for testing and optimising energy consumption of the input motion profile. The Particle Swarm Optimisation method (PSO) is used because of its mathematical simplicity and quick convergence. Being commonly used, s-curve motion profile is reconstructed and optimised for a better energy consumption. The results show potential energy reduction and better positioning for the system configured according to the optimised s-curve