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Using Genetic Algorithms for Reservoir Characterisation

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www.elsevier.comrlocaterjpetscieng

C.E. Romero, J.N. Carter )

Department of Earth Sciences and Engineering, Imperial College of Science, Technology and Medicine, London SW7 2BP, UK

Abstract

Reservoir characterisation is the process of describing a hydrocarbon reservoir, in terms of the parameters of a numerical

model, so that its performance can be predicted. We describe the use of a specially designed genetic algorithm to search for

the reservoir description that is most likely to match the measurements made on the reservoir. The genetic algorithm uses six

separate chromosomes for different types of reservoir parameters. Three of the chromosomes have multi-dimensional real

number structures, while the other three chromosomes are one-dimensional binary bit arrays. Specially designed crossover

and mutation operators have been created to work with the non-standard genome structure. The method has been tested on a

realistic, complex synthetic reservoir model, and compared with a simulated annealing SA. algorithm. We have shown that

our genetic algorithm produces better results than the simulated annealing algorithm and results which are comparable to

what might be achieved by hand. Also, we have shown that the performance of the genetic algorithm is robust to the details

of how it was set up. Given the ease with which the method can be cheaply parallelised, its robustness to lost or corrupted

solutions, and that it returns a suite of good solutions, it is an ideal method to implement as an automatic reservoir

characterisation algorithm. q 2001 Elsevier Science B.V. All rights reserved.

Keywords: Genetic algorithms; Petroleum engineering; Bayesian analysis; Characterisation; Production; Artificial intelligence

1. Introduction

Reservoir characterisation is the process of describing a hydrocarbon reservoir, in terms of the

parameters of a numerical model, so that its performance can be predicted. The process makes use of

measurements, made on the reservoir, to restrict the

range of values that the parameters might take. The

measurements used are wide ranging and include:

seismic data; core and log data from wells; well-test

data; data from geological analogues; and production

data. The result of the process is a set of flow

simulation models that, to a greater or lesser extent,

)

E-mail address: j.n.carter@ic.ac.uk J.N. Carter..

agree with the measurements made upon the reservoir. There are very many papers in the literature

that describe this process, including: Tan and

Kalogerakis 1996., Oliver et al. 1996., Wu et al.

1999., and Floris et al. 2001..

To properly characterise the flow, simulation

model requires that every part of the reservoir is

adequately described. Direct inversion of the complete model is not a practical proposition, so it is

necessary to introduce a coarse grid of pilot points

and some interpolation method. There are numerous

papers that discuss the choice of pilot points and

interpolation methods, e.g. Bissell 1994.. Having

selected pilot points and interpolation method, one

then needs to use some optimisation technique to

match the numerical results to the measurements.

0920-4105r01r$ - see front matter q 2001 Elsevier Science B.V. All rights reserved.

PII: S 0 9 2 0 - 4 1 0 5 0 1 . 0 0 1 2 4 - 3

114

C.E. Romero, J.N. Carterr Journal of Petroleum Science and Engineering 31 (2001) 113123

gradient type methods, see Deschamps et al. 1998..

An alternative approach for the optimisation would

be to use heuristic type methods, e.g. simulated

annealing or genetic algorithms.

Genetic algorithms GAs. are a class of optimisation methods which draw on ideas from natural

evolution and genetics. Over the last 20 years, genetic algorithms have been shown to be effective

over a wide range of problems; examples include:

nuclear reactor management Poon and Parks, 1992.,

gas pipeline operation Goldberg, 1983., reservoir

characterisation Bush and Carter, 1996., travelling

salesman problem Gretenstette et al., 1985., process

control Fogarty et al., 1995., and aircraft design

Parnee and Watson, 1999..

In this paper, we describe our application of a GA

to the problem of characterising a numerical reservoir to production data. The reservoir is a synthetic

model constructed as part of the PUNQ project

PUNQ.. We base our characterisation on the use of

pilot points de Marsily et al., 1984; Bissell et al.,

1997., with sequential Gaussian simulation Jensen

et al., 1997; Deutsch and Journel, 1998. as the

interpolation scheme.

The structure of the paper is as follows. The next

section describes the reservoir and the framework of

reservoir characterisation, then, we describe the details of the GA formulation, followed by the results

obtained.

In this section, we outline the reservoir characterisation problem that we have attempted, including a

description of the reservoir, the data that has been

used, and the theoretical framework within which the

assessment was carried out.

2.1. The reseroir

The reservoir that we are studying is synthetic,

and was constructed as part of the PUNQ project

PUNQ.. A detailed description of the model can be

found elsewhere Bos et al., 1998; PUNQ Complex

Reservoir.; here, we simply outline the model. The

of the Brent sequence found in the North Sea. The

geological model has dimensions of 60 = 220 = 197

grid blocks, with each grid block being of size

50 = 50 = 1 m.

The first stage of the construction involved specifying a geologically reasonable deposition, i.e. we

specified porosity, permeability, net-to-gross ratio

and volumetric shale fraction for each of the 2.6 =

10 6 grid blocks. Stage two was to subject the model

to realistic changes in structure, due to seismic and

tectonic activity, to produce a faultedrdomed trap,

which was allowed to fill with oil. Stage three was to

upscale the model onto a 20 = 60 = 20 grid blocks

model that could be used as part of a simulation. The

final stage was to design a realistic production plan

and simulate the expected production using the

ECLIPSE 100 black oil simulator.

The production plan calls for a total of 15 producers and eight water injectors. The intention is to

maintain the pressure, throughout the reservoir, above

the bubble point pressure and to use the water drive

to sweep oil towards the producers. The extensive

faulting was expected to minimise bottom water

drive. Six wells, four producers, and two injectors,

were predrilled into the crest of the reservoir. Additional wells were drilled and completed at a rate of

one every 2 months. The drilling programme was

completed in just less than 3 years. All the wells are

controlled by flow rate, subject to a bottom hole

pressure BHP. limit. Production rates are measured,

through a test separator, each month for each well.

Once per year, each production well is closed in and

worked over to eliminate excessive water production.

Fig. 1 shows the large-scale structure of the reservoir

and the location of all of the wells.

We have attempted to characterise a reservoir

model of dimensions 12 = 44 = 10 grid blocks. The

structural part of our model is as accurate as can be

achieved with the coarseness of grid that we use; all

the large faults are included. The 10 layers of our

model are distributed among the geological layers as

follows: Tarbert, 1 layer originally 35 layers.; Upper Ness, 3 layers originally 50 layers.; Mid-Ness

Shale, 1 layer originally 2 layers.; Lower Ness, 3

layers originally 40 layers.; Etive, 1 layer originally 20 layers.; and Rannoch, 1 layer originally 50

layers.. The data that we use to perform the charac-

C.E. Romero, J.N. Carterr Journal of Petroleum Science and Engineering 31 (2001) 113123

115

data; and geological priors on the field properties.

used.

Global fault parameters controlling details of

how the fault transmissibilities are calculated, as

defined in Manzocchi et al. 1999..

Well skin-factors, used to control details of the

well flow rates GeoQuest, 1998..

The field properties Vshale and permeability are

used to calculate the flow properties of every fault in

the numerical model Manzocchi et al., 1999.. The

complete process is shown in Fig. 2.

v

To characterise the model, we need to specify the

following field properties in each grid block: permeability, porosity, and volumetric shale fraction

Vshale .. Clearly, this is impractical due to the high

dimensionality of this problem. We therefore reduce

the dimensionality of the inversion problem by using

pilot points de Marsily et al., 1984; Bissell et al.,

1997. and geostatistical interpolation methods.

For each layer in our numerical model, we have a

regular grid 4 = 10. of pilot points, plus the 23 well

positions. These 63 points, in each layer, are the

control points that we seek to determine, for each of

the three field properties. Once the optimisation routine has selected trial values for the variables, the

details of the model are calculated, layer-by-layer,

using sequential Gaussian simulation Jensen et al.,

1997; Deutsch and Journel, 1998..

We also need to optimise a number of more

general variables, these are discussed below.

Geostatistical parameters variogram constants:

correlation range, anisotropy constant, maximum

correlation direction angle and nugget effect constant. controlling the sequential Gaussian simula-

The measurements we have from the reservoir are

of two kinds: measurements of rock properties at

C.E. Romero, J.N. Carterr Journal of Petroleum Science and Engineering 31 (2001) 113123

116

Every measurement has associated with it a degree

of uncertainty.

We analyse our data within a Bayesian statistics

framework Sivia, 1996.. In essence, this involves

asking how likely it is that a particular reservoir

description gave rise to the measurements observed.

We use the relationship

Pi A exp y

1

2

m i y si

si

1.

measurement, where m i is a particular measurement,

si is the equivalent value from the simulator and si

is an indication of the uncertainty associated with the

measurement. Making reasonable assumptions about

the independence of the measurement errors, the

adequacy of our model and assuming uniform priors,

we seek to find those reservoir descriptions that

maximise the likelihood over n measurements given

below.

n

P s Pi

2.

is1

Sivia, 1996, p. 65., a practice we follow here.

2.3.1. Rock measurements

The rock measurements from the wells, for each

of the three properties, are estimates of that property

close to the well. The comparative measurement

from the numerical simulation model is the value for

the grid block that contains a particular well. The

uncertainty will be based on the geological variability of the relevant parameter. The question being

asked is how likely is it that an average grid block

value of si would give rise to a measurement m i at

the well.

2.3.2. Production measurements

The production measurements are given below.

Injector wells have their BHP and flow rates

measured once per month. The simulator is controlled by fixing the water injection rate at the

measured rate for the whole month and using the

v

simulated value.

Producer wells have their BHP, oil production

rate and water production rate measured each month.

The simulator is controlled by fixing the oil production rate at the measured rate for the whole month.

We then compare the water production rate and BHP

to assess the associated probability.

For the given data, this is not the only way of

controlling the numerical simulation model. The most

appropriate choice of controls will depend on the

types of questions that you wish to answer with the

characterised model.

v

3. Genetic algorithms

Genetic algorithms GAs. have been extensively

developed and applied over the last 20 years. The

algorithms are based on using ideas from genetics to

describe individuals, and Darwinian evolution to

breed further solutions to the problem under consideration. Anyone wishing to learn more about the

fundamentals should consult one of the introductory

texts, such as Mitchell 1996..

To formulate a GA for a particular problem, three

areas need to be addressed: the selection and breeding structures used to generate solutions; the design

of the genome to contain the variables that define a

possible solution and the generation of the phenotype

the numerical model.; and the crossover and mutation operators used to generate new solutions. In the

following three sections, we describe the design of

the GA that we have used.

3.1. GA formulation

A GA works with a population of individual

potential solutions to the problem being considered.

As the optimisation process progresses, the current

population of solutions is progressively replaced by

new solutions. The exact way this is achieved depends on the formulation of the GA. In our case, the

population is completely replaced every generation.

The original population is known as the parent population, the new population is known as the offspring

population. A member of the offspring population is

C.E. Romero, J.N. Carterr Journal of Petroleum Science and Engineering 31 (2001) 113123

either cloned from one individual in the parent population, or is bred from two individuals in the parent

population. In either case, it is possible that the

offspring might suffer some mutation before entering

the offspring population.

We have used the following GA formulation: the

population size is 20 individuals; the whole population is replaced every generation with no elitism

strategy; 1 the number of function evaluations is 400,

which means we have 20 generations; the probability

that an individual is produced by breeding, using the

crossover operator is 0.99; the probability that an

individual gene suffers a mutation is 0.06; parents

are selected from the parent population by two person tournaments Goldberg et al., 1989..

The initial population was generated using a

semi-stochastic method. At every well in the reservoir, we have measurements for the field properties,

e.g. porosity, for each layer. We also have an estimate of the measurement error for each well measurement. We can then generate 20 sets of well data

that are consistent with the measurements that we

have. We then use geostatistical methods, as described above, to generate a complete reservoir description for each set of well measurements. The

initial values of the geostatistical parameters are

generated randomly from their a priori probability

distribution functions pdf.. From these complete

descriptions, we can then extract the values at the

pilot points to complete the information in the individual chromosomes. All of the other variables

needed, i.e. well skin factors and global fault parameters, are generated randomly from the relevant pdf.

3.2. Genome structure and phenotype

The standard approach to most optimisation problems is to specify all of the variables in a large

one-dimensional array. These numbers can then be

used to construct, without ambiguity, the appropriate

numerical model. In the language of genetic algorithms, the array of variables is the genotype and the

1

Elitism is a strategy where the best member of the parent

population is cloned directly into the offspring population with no

mutation.

117

approach, there is a one-to-one correspondence between genotype and phenotype. In our case, to completely specify the numeric model would require in

excess of 16,000 variables. However, it is not necessary to describe the properties in every grid block

since they are not independent. We can obtain a

good description of the reservoir by using the pilot

point method and geostatistical methods to interpolate between pilot points, as described in Section 2.

This means that the phenotype and genotype are

no longer in one-to-one correspondence. The genotype only provides the rules from which the phenotype is built. In this case, the genotype contains the

field property values, at the pilot points, plus parameters that control the geostatistical processes, parameters that describe fault properties and well skin

factors. It follows that a single genotype may produce a variety of phenotypes, depending on the

random elements of the geostatistical methods.

Having selected the information that is to be held

within the genome, we need to specify the structure

of the genome. Traditionally, the structure has been a

one-dimensional array with each number specified

by binary bits. It has been common practice to use

Gray coding Whitley et al., 1995. in preference to

binary coding as this generally gives better performance. Whitley 1999. has recently given a theoretical basis to this choice.

We have chosen to use a non-standard structure

for the genome. The variables have been split into

six groups with each group being allocated to a

separate chromosome. The chromosomes are for the

three field properties porosity, permeability and

Vshale . and three for miscellaneous parameters geostatistical, fault and well skin factors.. Each of the

three field property chromosomes has the same structure, as illustrated in Fig. 3. They are three-dimensional arrays with insertions for the wells. The arrays

correspond to the grid of pilot points, so that neighbouring elements in the arrays have the same spatial

relationship as the equivalent pilot points in the

phenotype. This structure has been chosen based on

our experience of using GAs on problems that are

inherently two dimensional in nature Carter, 1997..

We also use real number representations, rather than

binary forms. Our reasons for doing this are: to

reduce the complexity of the data handling; and

118

C.E. Romero, J.N. Carterr Journal of Petroleum Science and Engineering 31 (2001) 113123

y1, y1, y1, y1, q1. for the y-direction. We

then select the array element in the offspring chromosome according to the following rule:

Let A i, j,k . s Mx i .My j .Mz k ..

If A i, j,k . s q1, choose gene from parent 1,

otherwise, choose gene from parent 2.

pattern of inheritance.

precise values for each pilot point, approximate values are sufficient. Each chromosome is therefore a

4 = 10 = 10 array of real numbers plus a 23 = 10

array for the well data. The miscellaneous variables

are held in three separate chromosomes and form

one-dimensional arrays of binary encoded numbers.

Each of the miscellaneous parameters is encoded as

10 binary bits; this means the three chromosomes

have lengths of 40, 30 and 230 bits, respectively. In

future work, we intend to use Gray coding instead of

binary encoding.

values for the wells are chosen so as to be consistent

with the local choice for the pilot points. A simple

illustration of the resulting pattern of inheritance is

shown in Fig. 3. The expected number of crossovers

in each of the three coordinate directions is 2, 3, 3..

The miscellaneous chromosomes use a standard kpoint crossover with three crossover points per gene

of 10 bits.

3.3.2. Mutation operator

For the three real number chromosomes, we use

two mutation operators, jump and creep.

v

Jump mutation: the value of the gene is randomly reset to a value determined by assuming

a uniform pdf with the appropriate upper and

lower bounds.

Creep mutation: the value of the gene is randomly changed by a small random quantity

assuming a quadratic pdf centred on the current

value.

The complex nature of our chromosomes naturally leads to a requirement for specially designed

crossover and mutation operators.

3.3.1. Crossoer operator

Our crossover operator for the three-dimensional

chromosomes is a generalisation of the k-point

crossover, also known as parameterised uniform

crossover Spears and De Jong, 1991.. We generate

a mask that is used to define from which parent a

particular gene pilot point. is copied. This same

mask is used for each of the chromosomes containing field properties. The first step in defining the

mask is to generate, for each of the coordinate

directions of the chromosome, a one-dimensional

two-dimensional chromosome.

C.E. Romero, J.N. Carterr Journal of Petroleum Science and Engineering 31 (2001) 113123

jump mutation is 0.02, while the probability that it

suffers a creep mutation is 0.04. The three binary

chromosomes are also subject to the same mutation

operators. There is a probability of 0.02 that any

individual bit will be flipped 0 to 1, or 1 to 0.. Also,

any 10-bit gene is subject to a creep mutation with

probability 0.04.

Normally, mutation is considered as a rare event

that slightly changes one gene. The mutation rates

we describe above are quite large and occur quite

frequently. In the context of our problem, even this

level of mutation is unlikely to produce large effects

in the objective likelihood. function. However, future work will examine the effect of using smaller

amounts of mutation.

4. Results

Our results are described in two sections. In the

first, we examine the choice of parameters used in

the characterisation process. In the second, we consider a series of sensitivity studies to the formulation

of the GA.

119

Fig. 5 shows the progressive reduction of the

likelihood function through a sequence of 400 function evaluations simulations.. We show two curves:

one for a single run of our GA and one for a

simulated annealing SA. optimiser. The SA uses the

two mutation operators described in Section 3.3 and

an automatic cooling schedule developed by Huang

et al. 1986.. We have tried several different versions

of the SA algorithm, using different probabilities for

the application of the jump and creep operators. The

curve shown is the one with best performance found

to date. There are a number of points to note: the GA

performs better than the best of the SA runs that we

have generated, even though it is doubtful that this

GA is optimal; the initial population has an average

likelihood value of approximately 2.5 = 10 6 , the average of the final population is 5.5 = 10 5, with a best

likelihood value of 4.2 = 10 5, the best value obtained by the SA algorithm is 1.5 = 10 6 ; the variability within a single generation of the GA is reduced

as the scheme progresses.

Fig. 6 shows typical relative contributions from

the three well production measurements: injector

120

C.E. Romero, J.N. Carterr Journal of Petroleum Science and Engineering 31 (2001) 113123

Fig. 6. Contributions to the GA function values from the principle measurement groups.

WP.. It is clear that the main reduction in likelihood

value is due to an improved match of the injector

BHP. There is an initial slight reduction in likelihood

value due to an improvement in the producer BHP.

However, no improvement is seen in the water production measurement. When we examined the results

almost entirely due to excessive water production

from two wells, and this overproduction was almost

unchanged throughout the optimisation process.

A close examination of the model showed that

both wells had been placed on the down-thrown side

of a fault, rather than the intended up-thrown side, a

C.E. Romero, J.N. Carterr Journal of Petroleum Science and Engineering 31 (2001) 113123

121

Fig. 8. BHP and water cut profiles from a typical production well.

both wells being completed below the oilwater

contact. We conclude that, unsurprisingly, the GA

method is not able to compensate for a structural

error in the numerical model.

Figs. 7 and 8 show the typical behaviour of a

production well. The period that we use to characterise the model is 1460 days, during which the well

shown perfectly matches the oil production rate. The

BHP is also in good agreement for most of this

period. However, we can see that the water influx

has not been accurately matched. Beyond this initial

period, we compare our prediction with what actu-

measured value, while the BHP fell below the

planned minimum of 200 bar. The model is a poor

predictor of water influx. This poor prediction of

water production is a problem often encountered,

even with numerical models prepared by experienced

reservoir engineers. Overall, the quality of the match

achieved is similar to that which might be achieved

manually by an experienced reservoir engineer.

4.2. Sensitiity studies

We have conducted two sets of sensitivity studies.

The first set considers the variables used within the

Table 1

Sensitivity to optimisation variables

Base case

M1

M2

M3

M4

Fault

parameters

Geostatistical

parameters

Skin

factors

Well

locations

Pilot

points

Performance

1.000

1.060

0.817

0.824

0.803

C.E. Romero, J.N. Carterr Journal of Petroleum Science and Engineering 31 (2001) 113123

122

variations in the GA formulation. We use the same

measure of performance throughout our analysis. For

our base case, we measure the improvement in average likelihood value between the first generation and

the last generation. The performance of each case is

then reported as a fraction of the base case result.

Values greater than 1 are an improvement, values

less than 1 are worse. Care must be taken when

interpreting the results, as they are based on single

runs of the GA.

4.2.1. Numerical parameters

In the base case we include: parameters to control

the fault transmissibilities; the parameters to control

the geostatistical simulation; well skin factors; the

well locations as pilot points; and the grid of pilot

points. Table 1 shows which parameters were included in each sensitivity case, it also gives the

performance measure. From case M1, we conclude

that for this model, little was gained by including the

fault and geostatistical parameters in the optimisation. Cases M2, M3 and M4 show that it is important

to include well locations and grid locations as pilot

points, and that skin factors are important.

4.2.2. GA parameters

We have tested three of the GA parameters: the

population size; the probability that a gene is mutated; the probability that crossover occurs. We also

checked that changing the random number seed made

no significant difference. The results are shown in

Table 2. From these results, we conclude that the GA

performance is robust to changes in its parameter

settings.

5. Conclusions

In this paper, we have demonstrated that genetic

algorithms can be applied to a realistic reservoir

characterisation problem with more than 1900 variables. The genetic algorithm used was designed to

exploit features in the problem. We cannot claim, at

present, that this is the best form of the genetic

algorithm for this problem. We have shown that our

genetic algorithm does out perform a simple simulated annealing algorithm.

We have shown that the method is reasonably

insensitive to the parameter settings used to control

the GA. It is also robust to the failure, or loss, of

individual simulations. Additional advantages are:

the ease with which the method can be parallelised

without the need to purchase expensive computers

Forrest et al., 1999.; the algorithm returns a suite of

solutions, i.e. the final population, from which an

engineer can select a representative group, or they

could be used to assess prediction uncertainty. It is

an ideal method to implement as an automatic reservoir characterisation algorithm.

With respect to the reservoir model that we have

used, it has been shown that: with a sufficiently high

density of pilot points, the results obtained are insensitive to the geostatistical parameters; the inclusion

of the well locations as pilot points is important, but

not sufficient, to obtain a good result; well skin

factors needed to be included as optimisation variables; the GA was not able to overcome mistakes in

the construction of the model.

Our future research will concentrate on testing our

formulation of the GA, and to correct the underlying

reservoir model.

Acknowledgements

Table 2

Sensitivity to GA parameters

Population Mutation Crossover Random Performance

size

probability probability seed

Base 20

case

G1 40

G2

G3

G4

0.06

0.99

seed 1

1.000

seed 2

1.030

0.984

1.004

1.047

0.12

0.60

The authors would like to acknowledge the support of PDVSA E & P and the Commission of the

European Union and the assistance of the PUNQ

Project group.

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