Jan Frydendall

A Frequency Matching Method: Solving Inverse Problems by Use of Geologically Realistic Prior Information

The frequency matching method defines a closed form expression for a complex prior that quantifies the higher order statistics of a proposed solution model to an inverse problem. While existing solution methods to inverse problems are capable of sampling the solution space while taking into account arbitrarily complex a priori information defined by sample algorithms, it is not possible to directly compute the maximum a posteriori model, as the prior probability of a solution model cannot be expressed. We demonstrate how the frequency matching method enables us to compute the maximum a posteriori solution model to an inverse problem by using a priori information based on multiple point statistics learned from training images. We demonstrate the applicability of the suggested method on a synthetic tomographic crosshole inverse problem.

Oil Reservoir Production Optimization using Single Shooting and ESDIRK Methods

Abstract Conventional recovery techniques enable recovery of 10-50% of the oil in an oil field. Advances in smart well technology and enhanced oil recovery techniques enable significant larger recovery. To realize this potential, feedback model-based optimal control technologies are needed to manipulate the injections and oil production such that flow is uniform in a given geological structure. Even in the case of conventional water flooding, feedback based optimal control technologies may enable higher oil recovery than with conventional operational strategies. The optimal control problems that must be solved are large-scale problems and require specialized numerical algorithms. In this paper, we combine a single shooting optimization algorithm based on sequential quadratic programming (SQP) with explicit singly diagonally implicit Runge-Kutta (ESDIRK) integration methods and a continuous adjoint method for sensitivity computation. We demonstrate the procedure on a water flooding example with conventional injectors and producers.

Efficient Iterated Filtering

Parameter estimation in general state space models is not trivial as the likelihood is unknown. We propose a recursive estimator for general state space models, and show that the estimates converge to the true parameters with probability one. The estimates are also asymptotically Cramer-Rao efficient. The proposed estimator is easy to implement as it only relies on non-linear filtering. This makes the framework flexible as it is easy to tune the implementation to achieve computational efficiency. This is done by using the approximation of the score function derived from the theory on Iterative Filtering as a building block within the recursive maximum likelihood estimator.