A Bayesian Consistent Dual Ensemble Kalman Filter for State-Parameter Estimation in Subsurface Hydrology

Ensemble Kalman filtering (EnKF) is an efficient approach to addressing uncertainties in subsurface groundwater models. The EnKF sequentially integrates field data into simulation models to obtain a better characterization of the model's state and parameters. These are generally estimated following joint and dual filtering strategies, in which, at each assimilation cycle, a forecast step by the model is followed by an update step with incoming observations. The Joint-EnKF directly updates the augmented state-parameter vector while the Dual-EnKF employs two separate filters, first estimating the parameters and then estimating the state based on the updated parameters. In this paper, we reverse the order of the forecast-update steps following the one-step-ahead (OSA) smoothing formulation of the Bayesian filtering problem, based on which we propose a new dual EnKF scheme, the Dual-EnKF$_{\rm OSA}$. Compared to the Dual-EnKF, this introduces a new update step to the state in a fully consistent Bayesian framework, which is shown to enhance the performance of the dual filtering approach without any significant increase in the computational cost. Numerical experiments are conducted with a two-dimensional synthetic groundwater aquifer model to assess the performance and robustness of the proposed Dual-EnKF$_{\rm OSA}$, and to evaluate its results against those of the Joint- and Dual-EnKFs. The proposed scheme is able to successfully recover both the hydraulic head and the aquifer conductivity, further providing reliable estimates of their uncertainties. Compared with the standard Joint- and Dual-EnKFs, the proposed scheme is found more robust to different assimilation settings, such as the spatial and temporal distribution of the observations, and the level of noise in the data. Based on our experimental setups, it yields up to 25% more accurate state and parameters estimates

Imaging of a fluid injection process using geophysical data - A didactic example

In many subsurface industrial applications, fluids are injected into or withdrawn from a geologic formation. It is of practical interest to quantify precisely where, when, and by how much the injected fluid alters the state of the subsurface. Routine geophysical monitoring of such processes attempts to image the way that geophysical properties, such as seismic velocities or electrical conductivity, change through time and space and to then make qualitative inferences as to where the injected fluid has migrated. The more rigorous formulation of the time-lapse geophysical inverse problem forecasts how the subsurface evolves during the course of a fluid-injection application. Using time-lapse geophysical signals as the data to be matched, the model unknowns to be estimated are the multiphysics forward-modeling parameters controlling the fluid-injection process. Properly reproducing the geophysical signature of the flow process, subsequent simulations can predict the fluid migration and alteration in the subsurface. The dynamic nature of fluid-injection processes renders imaging problems more complex than conventional geophysical imaging for static targets. This work intents to clarify the related hydrogeophysical parameter estimation concepts

Application of ensemble transform data assimilation methods for parameter estimation in reservoir modelling

Over the years data assimilation methods have been developed to obtain estimations of uncertain model parameters by taking into account a few observations of a model state. The most reliable methods of MCMC are computationally expensive. Sequential ensemble methods such as ensemble Kalman filers and particle filters provide a favourable alternative. However, Ensemble Kalman Filter has an assumption of Gaussianity. Ensemble Transform Particle Filter does not have this assumption and has proven to be highly beneficial for an initial condition estimation and a small number of parameter estimation in chaotic dynamical systems with non-Gaussian distributions. In this paper we employ Ensemble Transform Particle Filter (ETPF) and Ensemble Transform Kalman Filter (ETKF) for parameter estimation in nonlinear problems with 1, 5, and 2500 uncertain parameters and compare them to importance sampling (IS). We prove that the updated parameters obtained by ETPF lie within the range of an initial ensemble, which is not the case for ETKF. We examine the performance of ETPF and ETKF in a twin experiment setup and observe that for a small number of uncertain parameters (1 and 5) ETPF performs comparably to ETKF in terms of the mean estimation. For a large number of uncertain parameters (2500) ETKF is robust with respect to the initial ensemble while ETPF is sensitive due to sampling error. Moreover, for the high-dimensional test problem ETPF gives an increase in the root mean square error after data assimilation is performed. This is resolved by applying distance-based localization, which however deteriorates a posterior estimation of the leading mode by largely increasing the variance. A possible remedy is instead of applying localization to use only leading modes that are well estimated by ETPF, which demands a knowledge at which mode to truncate

Estimating model evidence using data assimilation

We review the field of data assimilation (DA) from a Bayesian perspective and show that, in addition to its by now common application to state estimation, DA may be used for model selection. An important special case of the latter is the discrimination between a factual model–which corresponds, to the best of the modeller's knowledge, to the situation in the actual world in which a sequence of events has occurred–and a counterfactual model, in which a particular forcing or process might be absent or just quantitatively different from the actual world. Three different ensemble‐DA methods are reviewed for this purpose: the ensemble Kalman filter (EnKF), the ensemble four‐dimensional variational smoother (En‐4D‐Var), and the iterative ensemble Kalman smoother (IEnKS). An original contextual formulation of model evidence (CME) is introduced. It is shown how to apply these three methods to compute CME, using the approximated time‐dependent probability distribution functions (pdfs) each of them provide in the process of state estimation. The theoretical formulae so derived are applied to two simplified nonlinear and chaotic models: (i) the Lorenz three‐variable convection model (L63), and (ii) the Lorenz 40‐variable midlatitude atmospheric dynamics model (L95). The numerical results of these three DA‐based methods and those of an integration based on importance sampling are compared. It is found that better CME estimates are obtained by using DA, and the IEnKS method appears to be best among the DA methods. Differences among the performance of the three DA‐based methods are discussed as a function of model properties. Finally, the methodology is implemented for parameter estimation and for event attribution

4D Seismic History Matching Incorporating Unsupervised Learning

The work discussed and presented in this paper focuses on the history matching of reservoirs by integrating 4D seismic data into the inversion process using machine learning techniques. A new integrated scheme for the reconstruction of petrophysical properties with a modified Ensemble Smoother with Multiple Data Assimilation (ES-MDA) in a synthetic reservoir is proposed. The permeability field inside the reservoir is parametrised with an unsupervised learning approach, namely K-means with Singular Value Decomposition (K-SVD). This is combined with the Orthogonal Matching Pursuit (OMP) technique which is very typical for sparsity promoting regularisation schemes. Moreover, seismic attributes, in particular, acoustic impedance, are parametrised with the Discrete Cosine Transform (DCT). This novel combination of techniques from machine learning, sparsity regularisation, seismic imaging and history matching aims to address the ill-posedness of the inversion of historical production data efficiently using ES-MDA. In the numerical experiments provided, I demonstrate that these sparse representations of the petrophysical properties and the seismic attributes enables to obtain better production data matches to the true production data and to quantify the propagating waterfront better compared to more traditional methods that do not use comparable parametrisation techniques