Novel sampling techniques for reservoir history matching optimisation and uncertainty quantification in flow prediction

Modern reservoir management has an increasing focus on accurately predicting the likely range of field recoveries. A variety of assisted history matching techniques has been developed across the research community concerned with this topic. These techniques are based on obtaining multiple models that closely reproduce the historical flow behaviour of a reservoir. The set of resulted history matched models is then used to quantify uncertainty in predicting the future performance of the reservoir and providing economic evaluations for different field development strategies. The key step in this workflow is to employ algorithms that sample the parameter space in an efficient but appropriate manner. The algorithm choice has an impact on how fast a model is obtained and how well the model fits the production data. The sampling techniques that have been developed to date include, among others, gradient based methods, evolutionary algorithms, and ensemble Kalman filter (EnKF). This thesis has investigated and further developed the following sampling and inference techniques: Particle Swarm Optimisation (PSO), Hamiltonian Monte Carlo, and Population Markov Chain Monte Carlo. The inspected techniques have the capability of navigating the parameter space and producing history matched models that can be used to quantify the uncertainty in the forecasts in a faster and more reliable way. The analysis of these techniques, compared with Neighbourhood Algorithm (NA), has shown how the different techniques affect the predicted recovery from petroleum systems and the benefits of the developed methods over the NA. The history matching problem is multi-objective in nature, with the production data possibly consisting of multiple types, coming from different wells, and collected at different times. Multiple objectives can be constructed from these data and explicitly be optimised in the multi-objective scheme. The thesis has extended the PSO to handle multi-objective history matching problems in which a number of possible conflicting objectives must be satisfied simultaneously. The benefits and efficiency of innovative multi-objective particle swarm scheme (MOPSO) are demonstrated for synthetic reservoirs. It is demonstrated that the MOPSO procedure can provide a substantial improvement in finding a diverse set of good fitting models with a fewer number of very costly forward simulations runs than the standard single objective case, depending on how the objectives are constructed. The thesis has also shown how to tackle a large number of unknown parameters through the coupling of high performance global optimisation algorithms, such as PSO, with model reduction techniques such as kernel principal component analysis (PCA), for parameterising spatially correlated random fields. The results of the PSO-PCA coupling applied to a recent SPE benchmark history matching problem have demonstrated that the approach is indeed applicable for practical problems. A comparison of PSO with the EnKF data assimilation method has been carried out and has concluded that both methods have obtained comparable results on the example case. This point reinforces the need for using a range of assisted history matching algorithms for more confidence in predictions

Improvements on the bees algorithm for continuous optimisation problems

This work focuses on the improvements of the Bees Algorithm in order to enhance the algorithm’s performance especially in terms of convergence rate. For the first enhancement, a pseudo-gradient Bees Algorithm (PG-BA) compares the fitness as well as the position of previous and current bees so that the best bees in each patch are appropriately guided towards a better search direction after each consecutive cycle. This method eliminates the need to differentiate the objective function which is unlike the typical gradient search method. The improved algorithm is subjected to several numerical benchmark test functions as well as the training of neural network. The results from the experiments are then compared to the standard variant of the Bees Algorithm and other swarm intelligence procedures. The data analysis generally confirmed that the PG-BA is effective at speeding up the convergence time to optimum. Next, an approach to avoid the formation of overlapping patches is proposed. The Patch Overlap Avoidance Bees Algorithm (POA-BA) is designed to avoid redundancy in search area especially if the site is deemed unprofitable. This method is quite similar to Tabu Search (TS) with the POA-BA forbids the exact exploitation of previously visited solutions along with their corresponding neighbourhood. Patches are not allowed to intersect not just in the next generation but also in the current cycle. This reduces the number of patches materialise in the same peak (maximisation) or valley (minimisation) which ensures a thorough search of the problem landscape as bees are distributed around the scaled down area. The same benchmark problems as PG-BA were applied against this modified strategy to a reasonable success. Finally, the Bees Algorithm is revised to have the capability of locating all of the global optimum as well as the substantial local peaks in a single run. These multi-solutions of comparable fitness offers some alternatives for the decision makers to choose from. The patches are formed only if the bees are the fittest from different peaks by using a hill-valley mechanism in this so called Extended Bees Algorithm (EBA). This permits the maintenance of diversified solutions throughout the search process in addition to minimising the chances of getting trap. This version is proven beneficial when tested with numerous multimodal optimisation problems

Efficient Learning Machines

Computer scienc

Explicit Building Block Multiobjective Evolutionary Computation: Methods and Applications

This dissertation presents principles, techniques, and performance of evolutionary computation optimization methods. Concentration is on concepts, design formulation, and prescription for multiobjective problem solving and explicit building block (BB) multiobjective evolutionary algorithms (MOEAs). Current state-of-the-art explicit BB MOEAs are addressed in the innovative design, execution, and testing of a new multiobjective explicit BB MOEA. Evolutionary computation concepts examined are algorithm convergence, population diversity and sizing, genotype and phenotype partitioning, archiving, BB concepts, parallel evolutionary algorithm (EA) models, robustness, visualization of evolutionary process, and performance in terms of effectiveness and efficiency. The main result of this research is the development of a more robust algorithm where MOEA concepts are implicitly employed. Testing shows that the new MOEA can be more effective and efficient than previous state-of-the-art explicit BB MOEAs for selected test suite multiobjective optimization problems (MOPs) and U.S. Air Force applications. Other contributions include the extension of explicit BB definitions to clarify the meanings for good single and multiobjective BBs. A new visualization technique is developed for viewing genotype, phenotype, and the evolutionary process in finding Pareto front vectors while tracking the size of the BBs. The visualization technique is the result of a BB tracing mechanism integrated into the new MOEA that enables one to determine the required BB sizes and assign an approximation epistasis level for solving a particular problem. The culmination of this research is explicit BB state-of-the-art MOEA technology based on the MOEA design, BB classifier type assessment, solution evolution visualization, and insight into MOEA test metric validation and usage as applied to test suite, deception, bioinformatics, unmanned vehicle flight pattern, and digital symbol set design MOPs

Computer-Aided Multi-Objective Optimization in Small Molecule Discovery

Molecular discovery is a multi-objective optimization problem that requires identifying a molecule or set of molecules that balance multiple, often competing, properties. Multi-objective molecular design is commonly addressed by combining properties of interest into a single objective function using scalarization, which imposes assumptions about relative importance and uncovers little about the trade-offs between objectives. In contrast to scalarization, Pareto optimization does not require knowledge of relative importance and reveals the trade-offs between objectives. However, it introduces additional considerations in algorithm design. In this review, we describe pool-based and de novo generative approaches to multi-objective molecular discovery with a focus on Pareto optimization algorithms. We show how pool-based molecular discovery is a relatively direct extension of multi-objective Bayesian optimization and how the plethora of different generative models extend from single-objective to multi-objective optimization in similar ways using non-dominated sorting in the reward function (reinforcement learning) or to select molecules for retraining (distribution learning) or propagation (genetic algorithms). Finally, we discuss some remaining challenges and opportunities in the field, emphasizing the opportunity to adopt Bayesian optimization techniques into multi-objective de novo design

Modeling and Optimization of Chemical Mechanical Planarization (Cmp) Using Neural Networks, Anfis and Evolutionary Algorithms

Higher density nano-devices and more metallization layers in microelectronic chips are unceasing goals to the present semiconductor industry. However, topological imperfections (higher non-uniformity) on the wafer surfaces and lower material removal rates (MRR) seriously hamper these pursuing motivations. Since'90, industry has been using chemical mechanical planarization/polishing (CMP) to overcome these obstacles for fabricating integrated circuits (IC) with interconnect geometries of < 0.18 &amp;#956;m. Obviously, the much needed understanding of this new technique is derived basically on the ancient lapping process. Modeling and simulation are critical to transfer CMP from an engineering 'art' to an engineering 'science'. Many efforts in CMP modeling have been made in the last decade, but the available analytical MRR and surface uniformity models cannot precisely describe this highly complicated process, involving simultaneous chemical reactions (and etching), and mechanical abrasion. In this investigation, neural networks (NN), adaptive-based-network fuzzy inference system (ANFIS), and evolutionary algorithms (EA) techniques were applied to successfully overcome the aforementioned modeling and simulation problems. In addition, fine-tuning techniques for re-modifying ANFIS models for sparse-data case using are developed. Furthermore, multi-objective evolutionary algorithms (MOEA) are firstly applied to search for the optimal input settings for CMP process to trade-off the higher MRR and lower non-Uniformity by using the previously constructed models. The results also show the simulation of MOEA optimization can certainly provide accurate guidance to search the optimal input settings for CMP process to produce lower non-uniform wafer surfaces under higher MRR.Mechanical & Aerospace Engineerin

Advances in Evolutionary Algorithms

With the recent trends towards massive data sets and significant computational power, combined with evolutionary algorithmic advances evolutionary computation is becoming much more relevant to practice. Aim of the book is to present recent improvements, innovative ideas and concepts in a part of a huge EA field

Application of Genetic Algorithms to Problems in Computational Fluid Dynamics

In this thesis a methodology is presented to optimise non–linear mathematical models in numerical engineering applications. The method is based on biological evolution and uses known concepts of genetic algorithms and evolutionary compu- tation. The working principle is explained in detail, the implementation is outlined and alternative approaches are mentioned. The optimisation is then tested on a series of benchmark cases to prove its validity. It is then applied to two different types of problems in computational engineering. The first application is the mathematical modeling of turbulence. An overview of existing turbulence models is followed by a series of tests of different models applied to various types of flows. In this thesis the optimisation method is used to find improved coefficient values for the k–ε, the k–ω-SST and the Spalart–Allmaras models. In a second application optimisation is used to improve the quality of a computational mesh automatically generated by a third party software tool. This generation can be controlled by a set of parameters, which are subject to the optimisation. The results obtained in this work show an improvement when compared to non–optimised results. While computationally expensive, the genetic optimisation method can still be used in engineering applications to tune predefined settings with the aim to produce results of higher quality. The implementation is modular and allows for further extensions and modifications for future applications