Reservoir Flooding Optimization by Control Polynomial Approximations

In this dissertation, we provide novel parametrization procedures for water-flooding production optimization problems, using polynomial approximation techniques. The methods project the original infinite dimensional controls space into a polynomial subspace. Our contribution includes new parameterization formulations using natural polynomials, orthogonal Chebyshev polynomials and Cubic spline interpolation. We show that the proposed methods are well suited for black-box approach with stochastic global-search method as they tend to produce smooth control trajectories, while reducing the solution space size. We demonstrate their efficiency on synthetic two-dimensional problems and on a realistic 3-dimensional problem. By contributing with a new adjoint method formulation for polynomial approximation, we implemented the methods also with gradient-based algorithms. In addition to fine-scale simulation, we also performed reduced order modeling, where we demonstrated a synergistic effect when combining polynomial approximation with model order reduction, that leads to faster optimization with higher gains in terms of Net Present Value. Finally, we performed gradient-based optimization under uncertainty. We proposed a new multi-objective function with three components, one that maximizes the expected value of all realizations, and two that maximize the averages of distribution tails from both sides. The new objective provides decision makers with the flexibility to choose the amount of risk they are willing to take, while deciding on production strategy or performing reserves estimation (P10;P50;P90)

Numerical Methods for PDE Constrained Optimization with Uncertain Data

Optimization problems governed by partial differential equations (PDEs) arise in many applications in the form of optimal control, optimal design, or parameter identification problems. In most applications, parameters in the governing PDEs are not deterministic, but rather have to be modeled as random variables or, more generally, as random fields. It is crucial to capture and quantify the uncertainty in such problems rather than to simply replace the uncertain coefficients with their mean values. However, treating the uncertainty adequately and in a computationally tractable manner poses many mathematical challenges. The numerical solution of optimization problems governed by stochastic PDEs builds on mathematical subareas, which so far have been largely investigated in separate communities: Stochastic Programming, Numerical Solution of Stochastic PDEs, and PDE Constrained Optimization. The workshop achieved an impulse towards cross-fertilization of those disciplines which also was the subject of several scientific discussions. It is to be expected that future exchange of ideas between these areas will give rise to new insights and powerful new numerical methods