SPE

Improving History Matching and Uncertainty

Quantification Using Sea Water Production Data
Nwafor Obinna
August 2013
Keyword: History Matching, Uncertainty Quantification, Particle Swarm Optimisation,
Neighbourhood Approximation Bayes, Multi-Objective Optimisation

Abstract
History matching is used in reservoir calibration. Conventional history matching could be
improved by addition of more constraints to be matched. The injected sea water, produced as
part of associated water could have the potential of serving as an additional constraint. Such
data can be obtained cheaply by using ion in sea water as natural tracers.
This study aimed to determine the extent of improvement to history matching and reduction of
uncertainty in forecasts brought about by the addition of injected sea water production data to
the history matching process. The study was carried out using the PUNQS3 reservoir model. It
is a synthetic reservoir model that has been used for similar studies and severally to test out
methods in history matching and uncertainty quantification. The uncertain parameters in the
PUNQS3 model are the porosity and permeability.
Two cases of automatic history matching were carried out. One involved the use of injected sea
water tracer production data as additional constraint. The other involved using only the
conventional production data. The automatic history matching was based on multi-objective
particle swarm optimization (PSO). Which is a nature inspired stochastic optimization technique.
The uncertainty quantification was done using Neighbourhood Approximation method (NABayes) based on a Bayesian framework. The result for the two cases was compared on the
basis of advance of their pareto front towards lower misfit values. The quality of history
matching and size of uncertainty were also considered. They all show that addition of injected
sea water production data improves the history matching process, reduced uncertainty in
forecast, as well as create more robust uncertainty quantification. However the improvements
were not large, but could be more significant for more complex reservoir history matching
problems.

Introduction
It is common to use numerical simulators to predict the performance of a reservoir. The reliability
of a reservoir simulation result is dependent on the inputs to the reservoir model description.
This input can be classified as relating to static (geological) properties description, or dynamic
(fluid flow) properties. Such information is gathered in the course of exploration and appraisal.
Static data will include time independent information derived from cores, wire line logs, seismic
surveys, etc. Dynamic data are time dependent data derived from flow relations, they relate to
reservoir properties such as relative permeability, fluid saturations, viscosity, flow rate, fractional
flows, etc. (Cheng et al., 2004, p.1). It is impossible to eliminate all uncertainties in a reservoir.
History Matching is a major technique for calibrating the reservoir model in order to maximize
reliability of simulation results. It is the fine tuning of estimated reservoir description parameters
to match known past performance of the reservoir such as fluid rates, well bottom-hole
pressures, field average pressures, etc. History matching is an inverse problem, we attempt to

use the observed data about a reservoir to predict its properties. As is typical of inverse
mathematical problem, the solutions are never unique (Cunha, Prais, & Rodrigues, 2002, p.1).
Conventional history matching involves manual variation of field description parameters.
Simulation runs are made for each variation of model parameters, and the simulation results are
compared with the historical values. This is expensive in terms of human labour and computing
time. It is also highly subjective as the iteration direction depends on experience and insight.

Automatic History Matching and Mathematical Optimization

Several History matching techniques have been studied and applied in the quest to automate
the process of finding solutions to history matching problems. They take the approach of treating
the inverse problem as a mathematical optimisation problem, in which a defined objective
function is either maximized or minimized. This objective function takes the form of a function of
the difference between observed history data and simulated result data (Cunha et al., 2002).
Cunha et al. (2002, p.2) also indicates that automatic history matching can be broadly classified
into two groups, gradient based techniques and stochastic techniques. (Sarma, Durlofsky, Aziz,
& Chen, 2007, p.1) identified the streamline based history matching technique as a class of its
own. Each method has its own limitations and strengths.
The deterministic or gradient based techniques uses gradients of the mathematical model,
related to the parameterised properties of the model, to minimize the objective function which is
based on misfits between historical data and simulated results (Cunha et al., 2002, p.2). They
are known to converge very fast. However, they are poorly adapted to the multi-modal and nonunique nature of solutions to history matching problems. Sarma et al.(2007) and Cunha et
al.(2002) agree that gradient based minimization is easily trapped into local minima point.
Stochastic history matching techniques have the exact opposite properties to gradient
techniques. They require a large number of simulation, hence, convergence and computing time
is quite significant. However, they are not easily trapped in local minima point, rather they effect
a more efficient search of the solution space. Sarma et al. (2007, p.1) noted that stochastic
techniques more easily honour complex geological models as they treat the simulator as a black
box. The Streamlined based history matching techniques are limited by their inability to model
complex physics.

Natural Water Tracers in the Reservoir

Valestrand et al.(2008, p.2) defined tracers as inert chemical or radioactive compounds used
to label fluids or track fluid movements. Artificial water tracers are used for inter-well tracer tests.
The interest of this study lies on natural water tracers. Even though ions in sea water are
affected by chemical activities, Huseby et al., (2009, p.2) indicated that in most cases ions in
sea water only react moderately with the formation water. Such ions can be used as natural
tracers of sea water. Ions which may be used for such application include SO 42-, Mg2+, K+, Ba2+,
Sr2+, Ca2+, Cl- (Huseby et al., 2009, p.2).
The second option for natural tracers of water are isotopes. Hydrogen isotopes are the best
being abundant in water. Another isotope is Strontium 87Sr, a radiogenic isotope found in high
concentration in potassium rich rocks (Huseby et al., 2009, p.2). The high concentration is
transferred to formation waters with which such rocks have equilibrated. The ratio of 87Sr to the
more abundant 86Sr isotope can be used as tracers for formation water.
The choice of natural water tracers might be an economic decision rather than a choice based
on quality. Ion content data of produced water are routinely analysed as part of the flow
assurance, hence, has little extra acquisition cost compared to isotopes. For this study, the

assumptions is that there are scale risks in our synthetic reservoir which exclude the use of
SO42- as a tracer. The alternative choice is the use of Cl- ions as tracers. These ions do not
move in between reservoir phases and are not subject to portioning effects (Valestrand et al.,
2008, p.2).

Description of Study
The investigated of this study is the extent of improvements to reservoir history match and
uncertainty quantification induced by the use of natural chemical water tracer data to specify
historic production of injected sea water fractions. It has been proposed by several studies that
since injected sea water carried complementary information on flow paths within the reservoir,
its addition as a constraint to reservoir calibration should improve the quality of history match
and also reduce the amount of uncertainty in forecast. (Arnold, Vazquez, Demyanov, & Christie,
2012; Huseby et al., 2009; Valestrand et al., 2008; Vazquez, McCartney, & Mackay, 2013; Vazquez,
MacMillan, et al., 2013). Specifically this study aims to answer the following questions.
Question 1: Does adding natural tracer data reduce the mean square error misfit achieved by
sampled models with reference to oil rate and bottom-hole pressure historical data?
Question 2: Does adding natural tracer data generally reduce the range of uncertainties
specified by Bayesian credibility intervals over the history match and forecast period?
Question 3: Does adding natural tracer data reduce the range of uncertainties specified by
Bayesian credibility at the terminal point of the forecast period?
While none of the earlier studies has sought to compare the effect of adding natural sea water
tracer data to history matching by measuring the range of uncertainties, Arnold et al.(2012) had
observed that it made improvements to forecast generally. The comparison by misfit of sampled
models has been a bit more complicated due to earlier studies use us single optimization
techniques, which requires addition or removal of tracer data points before misfit values could
be compared (Arnold et al., 2012, p.6). This study will be carried out using multi-objective
particle swarm optimisation to allow a free comparison of misfit values and also maximise the
space searched by the optimisation algorithm.

Reservoir Model: PUNQS3

The PUNQS3 is a synthetic reservoir model based on an actual reservoir developed by Elf
petroleum. The synthetic case was initially developed for the PUNQ (production forecasting with
uncertainty quantification) project sponsored by the European Community. It has however
become a benchmark for testing methods in history matching and uncertainty quantification
(Arnold et al., 2012, p.2).
The reservoir model consist of 19x28x5 grid blocks, of which 1761 blocks are active. It is
bounded to the east and south by a fault, the north and west are linked to a strong aquifer. It
also includes a gas cap, while six well are located around the gas oil contact. There were no
injector wells since the reservoir had a strong aquifer support.
The production scheduling is based on the real reservoir. Wells are under production constraint
based on flow. The scheduled flow periods are for a first year of extended well testing, followed
by a three year shut-in period, before field production commences. During field production, two
weeks shut-in period for each year is included for each well to collect shut-in pressure data.
Total production period is for 16.5years or 6025 days.
The geological description of the reservoir is provided by imperial college (Geological
Description for PUNQS3 Reservoir Model, n.d.). Layers 1, 3, and 5 consist of fluvial channel

fills encased in floodplain mudstone. These linear streaks of high-porous sands ( > 20 %) lie
along an azimuth between 110 and 170 degrees SE Layer 2 represents marine or lagoonal clay
with some distal mouthbar deposits; and Layer 4 contains mouthbars or lagoonal deltas within
lagoonal clays, so a lobate shaped flow unit is expected which consists of an intermediate
porosity region ( ~ 15 in a low-porosity matrix ( < 5%). Further details are given in the table
below.
Table 1 Expected facies with estimates for width and spacing of major flow units

Layer
1
2
3
4
5

Facies
Channel Fill
Lagoonal Shale
Channel Fill
Mouthbar
Channel Fill

Width
800 m

1000 m
500-5000 m
2000 m

Spacing
2-5 km

2-5 km
10 km
4-10 km

This study worked on the problem of determination of the

porosity and permeability distributions for the 5 layers on
the PUNQS3 model. However, the focus was to assess
the impact of adding injected sea water production data as
an additional constraint to the history matching method.
The PUNQS3 was initially designed without any injection
wells due to the strong aquifer support modelled. It is
imperative that sea water is injected into the reservoir for
this study, hence four Injections wells have been added to
the reservoir as shown in figure 1. These modifications
necessitate the generation of a new history data using the
truth case data provided at the PUNQS3 website of
Imperial College (Geological Description for PUNQS3
Reservoir Model, n.d.).
Parameterisation
The reservoir description for the PUNQS3 indicates the
existence three layers (1, 3 and 5) which have fluvial sand Figure 1 Injectors and Producer Wells on the
channels embedded in a flood plain. For these sand PUNQS3 Reservoir Model
channels we assume that the channels direction is midway between the specified range at 145 degrees azimuth. This is to reduce the number of
required parameters, variations of 35 degrees in azimuth is not expected to have a major impact
on the reservoir performance. The parameterisation was based on regions to capture the
heterogeneity across layers of the reservoir. Since the position of the sand channels is
unknown, as region scheme has been adopted which allows flexibility in the location and width
of the sand channels, while also minimizing the resulting of geometrically unrealistic models.
As illustrated in the Figures 2 A-E below, the parameter regions have been defined diagonally in
the approximate direction of 145 degrees azimuth. The Larger regions whose width(448m) is
about half the minimum sand channel width(800m) described is alternated with two smaller
regions of width (256m) in order to build in reasonable flexibility on the location of the sand
channels. This is at the expense of having some poor models with sand width less than 800m.
The same parameter regions is used in layers 3 and 5, being mindful that the sand channels in
in layer 5 have widths of about 2km. This arrangement was adopted with the expectation that
the best models will identify several adjacent regions to be of similar high permeability to form

the required sand body. This effect for one of the low misfit models is shown in its first layer in
Figure 2-F. There are a total of 17 parameter regions in layer 1, 14 parameter regions in layers 3
and 5 respectively, and 18 in layer 4.

A Layer 1 Parameterisation

D Layer 4 Parameterisation

B Layer 2 Parameterisation

E Layer 5 Parameterisation

C Layer 3 Parameterisation

F Sample Model Permeability

Distribution for Layer 1: light colours
show flow units

Figure 2 Layer Parameterisation for PUNQS3

Note that similar colours are not related. They all mark different parameterisation regions.

6
Layers 2 and 4 from the reservoir description are low permeability shale or clay. Layer 2 has
no prominent flow unit, while layer 4 has a lobate shaped flow unit embedded in the lagoon
clay. Layer 2 has been parameterised as a single parameter region (See Figure. 2-B). An
arrangement of several block region has been made in Layer 4 (Figure 2-D), with smaller
block interconnecting them. The idea is to be able to form an approximation of a lobate
shape in many ways with several selections. On the total, the PUNQS3 reservoir model has
been parameterised into 66 parameters.

Sampling Algorithm: Particle Swarm Optimisation

Particle Swarm Optimization (PSO) was originated by Kennedy J, Eberhart R in 1995
Hajizadeh et al., 2011, p.219). It is an optimization techniques based on the movement of
flock of birds and school of fishes. A set of particles, each representing a solution to the
defined problem, is randomly initialized. Subsequently two factors influence the next
movement of each particle as they search for better solution:
1. pbest: - a particles best known position in terms of the optimization target.
2. gbest: - a global best known position from among the swarm of particles.
They are updated for each iteration and used to calculate the particles next movement as
follows:
Updating:
{

EQ. 1

where

EQ. 2

Velocity:
(

EQ. 3
EQ. 4

(Hajizadeh et al., 2011, pp. 219-220)

Where
and
are as defined earlier
denotes a particular particle in the swarm
is the velocity of the particle of index in a specified dimension for the next
iteration in a multi-dimensional solution space.
and
are randomly generated real numbers between 0 and 1
and are weighting used to control the focus of exploitation of a local area versus
exploration of the solution space.
is a weighting factor which controls the rate of convergence of the algorithm
represents the iteration count

The particle swarm optimization has various variants from this basic definition. They may
differ on the method of updating the velocity, choice of gbest, updating of particle position,
etc. Below is a flow diagram of the process.

Start

Initialize Z particles in
Solution space i=1

Do for Particle i, for

i=1 to Z
Yes i=Z

Update Particle i s
position

Next Iterations
Set i=1

Evaluate Particle s
Position for fitness

No

Compare current
Particles position with
pBest

Calculate Particle i s
new position using
EQ.3-5

Is stopping
criterion met?

Yes
End

Update the Value of

PBest

Update gBest

Figure 3 Work Flow for Particle Swarm Optimization

Multi-Objective Particle Swarm Optimization

History matching problems will often have to consider different kinds of data. For example
history matching of a reservoir may involve data from the well bottom-hole pressure, gas oil
ratio, production volumes or rates, water cuts, etc. These data come in different numerical
ranges, a summation of all into a misfit definition will result in those with high numerical
range overshadowing those with low numerical range. An inefficient optimization will result.
[

Where F is the objective function

]
]
EQ. 5

The solution to this problem for single objective optimization is to apply weights c1, c2 and
c3 (see EQ. 3-7) in order to control the contribution of misfit components. Determination of
values of these weights is debateable. An alternative approach to this problem is the use of
multi-objective optimization. Data of different numerical range and type are separated
different objectives for concurrent optimization. It eliminates arbitrary combination of
dissimilar data into misfit functions. In a recent study, Lina Mohamed et al.(2011) conducted
a comparative study of Single Objective Particle Swarm Optimization (SOPSO) and MultiObjective Particle Swarm Optimization (MOPSO). The study was conducted as a history
matching task on IC Fault Reservoir model from Imperial University, UK. The authors
concluded as follows:

That the MOPSO was twice faster than SOPSO in convergence and obtained good
fitting models to the history matching problem.
That MOPSO obtained a more diverse set of solution models compared with
SOPSO.

That while SOPSO gave a narrower uncertainty range, MOPSO resulted in a more
robust and more accurate uncertainty definition which included the truth case.
This study used Multi-objective Particle Swarm Optimization for the mentioned benefits.
Optimal Solutions in Multi-Objective Optimization: Pareto Front
In single objective optimization problems, an optimal solution is selected based on the value
of the misfit function. In multi-objective optimization the task of selecting optimal solutions
becomes a bit more complex as the solutions represent different trade-off between
objectives in terms of dominance (Lina Mohamed et al., 2011,p.2). Veldhuizen & Lamont
(1997, p.2) indicated that one of the key ideas for dealing with this problem of selecting
optimal solutions is the concept of Pareto Optimality. Pareto optimal solutions stems from
the definition of Pareto Dominance.
Let us view two solutions of a multi objective optimization problem as vectors
where there are p objective functions.

and

and
is said to dominate

if and only if

is partially less than

(for minimization problems).

i.e
{

EQ. 6

Based on this definition we now define the pareto optimal solution set as solutions that are
not dominated by any other solution. This means that for N number of evaluated solutions,
solution
is pareto optimal if
{
{

EQ. 7

The pareto set when plotted graphically is called the pareto front. It physically represents
the range of optimal trade-off between the objectives.

Selection of Histories to Match and Objective Functions for Optimisation

This study is comparative of two cases of history match. The first case use the additional
constraint of injected sea water produced data and is denotes Case 1: SWTP (Sea Water
Tracer Production). The second case excludes the water tracer data from the history match,
and is denoted Case2: NSWTP (No Sea Water Tracer Production). Case-C is a repeat of
Case 1 made as a control.
Case 1: With Sea Water Tracer Data
For this case tracers have been added to the injector wells. The same tracer is used for all
four injection wells to model the nature of natural water tracers which do not have
complimentary information on the specific injector positions. This study also assumed the
likelihood of scale formation, hence likely reactions of Ba2+ and SO42- to form BaSO4 or
Barium Sulfate. For this reason Cl- has been chosen as the better natural tracer for injected
sea water. The nature of the tracer is specified as non-partitioning between fluid phases and
also exhibit the required level of conservation from reactions in the reservoir. Based on these
there is no need to specially model the tracer transport separate from fluid flows calculated
by the reservoir simulator.
The history match and optimizations for this case considered combination of conventional
production data and tracer production data as listed below.
Producer Well Bottom Hole Pressure
Water Production Rate
Oil Production Rate
Sew Water Tracer Production Rate

9
The history match uses data for six producer wells PRO-1, PRO-4, PRO-5, PRO-11 and
PRO-15.
Objective Functions
The basic definition of objective function for this study is simply the misfit of the simulation
values to the observed or history values for any given production data. The optimization
work minimizes the misfit to achieve a match with the history data. The misfit M is defined
as the mean square error as follows:

EQ. 8

is the number of data points in the history;

is the observed or history value,
the simulated values.
is the measurement error or variance.

is

Oil and BHP:

This first objective function combined two components, Producer Well Bottom Hole Pressure
(BHP) and Oil Production Rates. The two components are equally weighted. Each
component combined the misfit data from the six producer wells together into the single
objective function.

EQ. 9

The choice of combining the Producer Well Bottom Hole Pressure (BHP) and Oil Production
Rates is simply born out of their similar numerical value in the history data. They both ranged
between 100 and 250, hence, equal weighting will not hamper any of them from being
significant in the optimization process.
Water:

The second objective was defined for water production rate (WPR). It was chosen as a
Separate objective due to it being a different data from others, and having a different
numerical range from oil rate based on history. The definition combines data from the six
producer wells.

EQ. 10

Sea Water Tracer (SWT)

The sea water tracer production rate has been defined as a separate objective with the
particular aim of making it easy to uncouple its misfit values from the data. This is to aid
comparison of this case where it is included and the Case 2, where it is not include.

10

EQ. 11

Case 2: Excludes Sea Water Tracer Data

This is a repeat of the setup of Case1, without the Sea Water Tracer Production Data. Only
two objective functions have been defined for the case as follows.
Oil and BHP:

This first objective function is a replica of same objective used in Case 1.

EQ. 12

Water:

The second objective is also an exact replica of the same objective used for Case 1.

EQ. 13

Uncertainty Quantification Method: Neighbourhood Approximation Using Bayes Theorem

(NA-Bayes)
Bayesian framework was used for uncertainty quantification in this study. It has been applied
severally in in similar studies by several scholars (Christie, Demyanov, & Erbas, 2006),
(Christie, Subbey, & Sambridge, 2002), (Sambridge, 1999), (Hajizadeh et al., 2011). Three
optimization runs of 500 iterations or model ensembles each were combined and used for
the uncertainty quantification in this study.
It is important to note that uncertainty quantification is also necessitated by the inadequacy
of misfit values as a measure of accuracy of a solution model. By definition misfit is a
function of the difference between observed values and simulated values of reservoir
performance.
EQ. 14

However it is not just simulated values that are subject to inaccuracies, observed values are
subject to measurement errors. Accounting for this error, we refine the misfit definition as
]

EQ. 15

(Christie et al., 2006, p.145)

Hence in actual fact, misfit values are the difference in errors associated with observed data
and simulated data. Misfit may not reflect direct relations to the truth value of a reservoirs
performance.
Bayes Theorem
Bayes theorem is a method of inference which allows us to update the probability estimate
for a hypothesis as added evidence is acquired about the hypothesis (Christie et al., 2006,
p.4).

EQ. 16

Bayes rule stated above can be summarised as stating that

P(H)
Prior
probability of the hypothesis before any Evidence; P(H|E) - Posterior probability of
hypothesis given the evidence; P(E|H)-Likelihood of the evidence given the hypothesis or

11
Probability of observing the evidence in the event of the hypothesis being true; P(E) Marginal Probability of the evidence independent of any particular hypothesis.
Relating Bayes rule to reservoir history matching problems, the models M under
investigation are the hypothesis H, the historic production data or Observation O is the
Evidence. We can rewrite the Bayes Rule using the new notation as follows:
|

EQ. 17

(Christie et al., 2006, p.3)

|
is the posterior probability, while
is the prior probability. The marginal
probability of the evidence
which is the denominator is now expressed as the Bayesian
integral. The Evaluation of the posterior probabilities entails the evaluation of three elements
1. Prior Probabilities

2. Likelihood of
Observations

3. Bayesian integral
expressing Probability of
the observation

The prior probabilities are evaluated from the prior information obtained from the reservoir on
the variability of the parameters describing the uncertain properties of the reservoir.
Likelihood of Observation
The evaluation of the likelihood is based on Gaussian error statistics. The likelihood is
defined as the negative exponent of the misfit between observations and simulation values.
This is expressed in mean squares form below:
(Christie et al., 2006, p.4) or
(Sambridge, 1999, p.3)

EQ. 18

EQ. 19

(Sambridge, 1999, p.3). Where C is the covariance matrix of the observation data. For a
single parameter the definition of misfit simplifies as
EQ. 20

Where do is the observed data, g (m) is a function of the model, or simulation result for the
model.
Bayes Integral: Resampling by NA-Bayes
A Bayesian integral is contained in the definition of the normalizing factor
in the
expression for Bayes rule. Bayesian integrals are evaluated using Monte Carlos integration:

EQ. 21

Using Monte Carlos Integration

EQ. 22

Where
is the density distribution of the sampled models drawn from the solution space
in the forward solution earlier described? Difficulties arise in evaluating the relation as the
density distribution with which the models space is sampled in the optimization setups are
usually unknown. The solution to this problem is to re-sample the solution space in such a

12
way that the density distribution of the samples equals the probability distribution, hence they
cancel out.

EQ. 23

This can be executed using Neighbourhood Approximation Algorithm

Neighbourhood Approximation and MCMC Walk
Makov Chain Monte Carlos random walk have the unique property that when used to sample
a given probability distribution based on set rejection criteria, the Markov Chain will have a
distribution
that is equal to the probability distribution of the sampled ensemble. This
property is what we need to evaluate the Bayesian integrals using Monte Carlo integration.
However, one of the impediments to using this approach is that we do not have a full
detailed description of the probability distribution in the solution space. The ensemble of
models are only representative. This is where neighbourhood approximation of the solution
space comes in. Using voronoi cells, the entire volume of the solution space is described by
an approximation of the actual probability. Voronoi cells are nearest neighbour regions in
the solution space defined around each model in the solution ensemble (see figure 3-1), they
have the properties of being space filling polyhedral, with their size, shape and volume
automatically adapted to the distribution of the models in the ensemble (Sambridge, 1999a,
p.4). The spacing filling attribute allows the points within a voronoi cell to be assigned a
probability equal to the probability of the model around which it is defined.

Figure 4 Voronoi cells for ten random points (models) is a solution space. b. The updated Voronoi cells after 100 points are
sampled and interpolated using Gibbs sampler

The sampling of the approximate probability distribution formed using voronoi cells is now
accomplished using the MCMC random walk. The MCMC variant used is the Gibbs Sampler
Algorithm. The Gibbs Sampler selects a model by taking random sized step in the direction
of each dimension of the solution space in turn (Sambridge, 1999). When it has stepped in
all dimensions, a parameter vector representing a model results. The Gibbs sampler
implement typical MCMC rejection check on each step, this turns the sampling to select
models of high probability, hence following probability distribution in the solution space
(Sambridge, 1999a, p.5).

13

Results
The results of the comparative history match study (for the Case 1: SWTP and Case 2:
NSWTP) are presented as follows.
Question 1 Improvement to History Matching
Does adding natural sea water tracer data reduce the mean square error misfit achieved by
sampled models with reference to oil rate and bottom-hole pressure historical data?
A comparison of the two cases was carried out by considering the advance of the pareto
front in the two cases. The identified pareto front plot of Case 1: SWTP and Case 2: NSWTP
are shown in the Figure 12, it shows that Case 1 front is clearly ahead of Case 2 front in
achieving lower misfit for both objectives function (Oil Production & Well Bottom Hole
Pressure and Water Production Rate).
A more detailed comparison was made by marking the plot area of Figure 12 into grid based
regions of approximately similar objective trade-off. The square grid regions are addressed
as columns X= 1, 2, 3, 4, 5, 6, 7 and Rows N= A, B, C, D, E. Table 9-1 in the Section 9Appendix report the result of the comparison. The objective trade-off regions can be
classified into three on the basis of dominance of objectives. Regions C-3, D-3, and E-3
mark portions of the two fronts where Oil & BHP Objective dominated Water Objective.
Region B-3 has the most Pareto optimal models for all the cases. A-4, A-5, A-6 are regions
where Water Objective dominates the Oil & BHP. In all three regions Case 1: SWTP has the
lower misfit as shown in Table 2. The difference in misfit achieved by Case 1: SWTP relative
to Case 2: NSWTP has been expressed as a percentage of the mean of the misfit achieved
by Case: 2 NSWTP for the dominating objective in region. This is to quantify the extent to
which the Pareto in Case 2 has advance ahead of Case 1. This difference in objective is a
maximum of 4.23% in Water Objective dominated regions and 4.9% where oil objective
dominates. We hence state that Case 1: SWTP has achieved lower misfit values across the
whole pareto front, compared to Case 2: NSWTP. However, the relative improvement is very
small at a maximum of 4.9%.

Comparison of Paretos by Trade-Off Regions

3

N
2.5

0.3929

Water

D
1.5

C
1
0.2903

0.5

0.3448
1.2285

0
0

X-

0.2

0.4

0.6

0.8

4
Case 1 Pareto

1.2

1.4

1.6

1.8

Case2 Pareto

C-Case Pareto

Figure 5 Comparison of Pareto by Trade-Off Regions: Front for Case 1 and Case-C are ahead of that for Case 2

OIL & BHP

14
Having established that adding injected sea water tracer production data improved history
matching in case 1, it becomes necessary to consider the quality of the history match. The
use of multi-objective optimisation necessitates that we only compare models with similar
objective trade-offs. The most pareto-optimal models for both cases are compared. Iteration
model 493 for Case 1 and iteration model 262 for Case 2. For well bottom-hole pressure,
Case 1: SWTP model achieved a better match for wells Pro-1 (Figure 6-B) , Pro-5 and Pro
12 compared to Case 2:NSWTP. It achieved an approximately equal match as Case 2:
SWTP for wells Pro-11 and Pro-15. Only Pro-4 (Figure 6-A) shows a slightly better match for
Case 2. For Well Water Production Rate, Case 1 model had a better match in wells Pro-4
(Figure 6-C) and Pro-12 than Case 2. An approximately equal match was achieved in wells
Pro-1, Pro-11 and Pro-15 where both cases missed the water breakthrough point. Only in
Well Pro-5 (Figure 6-D) was Case 2 model clearly a better match. Based on these we can
state that adding injected sea water tracer production data in Case 1 produced a slightly
better history match quality than in Case 2 where it was excluded.

A WBHP PRO-4
300

C WWPR PRO-4
250

250

200

200
150

150

100

100

50

50

0
-1000-50 0

1000 2000 3000 4000 5000

Truth

Case 1-IT493

0
-1000
0
-50
Truth

Case 2-IT262

B WBHP PRO-1

2000

3000

Case 1-IT493

4000

5000

Case 2-IT262

D WWPR PRO-5

300

60

250

50

200

1000

40

150

30

100
20
50
10

0
-1000
0
-50

1000 2000 3000 4000 5000

Truth
Case 2-IT262
Figure 6 Quality of History Match

Case 1-IT493

0
-1000
0
-10
Truth

1000

2000

3000

Case 1-IT493

4000

5000

Case 2-IT262

15
Table 2 Comparison of Front Advance by Region

Case 2

REGION (N-X)
refer to Fig.
5.1.1
E-2

ITN

Oil & BHP

Misfit

Water
Misfit

262
286
458
493
171
315
397
473

Water
Misfit

SWTP
Misfit

Oil&BHP

Most Pareto
Optimal

Water

Oil Mean= 4.34

Water Mean=4.03

Case 1

0.022

0.513%

0.428
0.290
0.460
0.474
0.653

1.058
0.838
0.529
0.344
0.409

0.351
0.497
0.066
0.517
0.205

Case1
Case 1
Case 1
Case 1

0.075
0.213
0.167
0.115
0.045

1.739%
4.911%
1.995%
2.856%
1.105%

0.816
1.229

0.371
0.187

0.092
0.182

Case 1
Case 1

0.048
0.171

1.182%
4.235%

Table 6.2.1 Misfit of Field Oil Production Total FOPT from Truth Case
P(10)
P(50)
Case 2: No Sea Water Tracer Data
22.00
4.09
Case 1: Sea Water Tracer Data
12.33
4.67
Control Case Case 1
11.00
7.11

P(90)
152.30
141.19
148.78

P(10)+P(50)
26.09
17.01
18.11

Table 6.2.2 Misfit of Field Water Production Total FWPT from Truth Case
P(10)
P(50)
P(90)
Case 2: No Sea Water Tracer Data
24.26
116.48
272.25
Case 1: Sea Water Tracer Data
13.42
87.32
312.84
Control Case Case 1
16.10
108.37
267.23

P(10)+P(50)
140.74
100.74
124.46

A-5
A-6 & A-7

387
379
419
100

2.199
2.077
1.079

Oil &
BHP
Misfit
0.430

Diff. as % of Mean
Misfit

0.316

262

0.452
0.462
0.503
Front Lagging
0.525
Front Lagging
0.612
0.663
0.976
1.194

ITN

Difference
Between Lowest
Misfit

2.106

C-3
B-2
B-3
A-3
A-4

495
157
359

Comparison of Front Advance by Region

Dominant Front by

Case 1

0.632
0.459
0.453
0.418
0.358

Case1

Table 3 Misfit of Field Oil Production Total FOPT from Truth Case

Table 4 Misfit of Field Water Production Total FWPT from Truth Case

16

Question 2 Reduction of Uncertainty

Does adding natural sea water tracer data generally reduce the range of uncertainties
specified by Bayesian credibility intervals over the history match and forecast period?
The reduction in uncertainty was judged based on the size of mean square error or misfit of
the Bayesian credibility intervals from the truth case reservoir performance (see Figure 7A&B FOPT and Figure 8-A&B for FWPT). For FOPT, the Case 1: SWTP credible intervals
P10 and then P90 were closer to the truth than those of Case 2: NSWTP with misfit values
of 12.33 against 22 for P10 (see Table 2). The same trend was observed for FWPT, the
Case 1: SWTP credible intervals P10 and P90 were closer to the truth case than those of
Case 2: NSWTP with misfit values of 13.4 against 24.26 (see Table 3). This indicates that
including sea water tracer data increased the reliability of case 1 credibility intervals.
Consideration of the size of the uncertainty intervals was made based on mean square error
of P10 and P90 from P50, as an indicator of P10 to P90 span of uncertainty (Figure 7-A&B
FOPT and Figure 8-A&B for FWPT). The values of the span of the uncertainty in FOPT for
Case 1: SWTP is lower at 128.56 compared to 153.67 for Case 2: NSWTP (see Table 5).
However, for FWPT Case 2: NSWPT has a lower span at 79.32 against 114.91 for Case 1:
SWTP (see Table 6). This can be explained seeing that for FWPT, the truth case is outside
the P10- P90 interval for both cases. The uncertainty estimate for Case 1: SWTP has
expanded in response to lower reliability of the estimate. This is an indication of a more
robust uncertainty quantification in Case 1.

A Case1:SWTP FOPT

B Case2:NSWTP FOPT

4300000

4300000

4100000

4100000

3900000

3900000

3700000

3700000

3500000

3500000

3300000

3300000

3100000

3100000

2900000

2900000

2700000

2700000

2500000
4000

4500

5000

5500

6000

6500

2500000
4000

4500

5000

5500

6000

TRUTH FOPT

FOPT (P10)

TRUTH FOPT

FOPT (P10)

FOPT (P50)

FOPT (P90)

FOPT (P50)

FOPT (P90)

Figure 7 Case1: SWTP and Case 2: NSWTP FOPT

Table 5 Misfit FOPT from P(50) as a Measure of Span of Uncertainty Envelope

Misfit FOPT from P(50) as a Measure of Span of Uncertainty Envelope

Case
P(10)-P(50)
P(90)-P(50)
Case 2: No Sea Water Tracer Data
44.53
109.14
Case 1: Sea Water Tracer Data
31.88
96.68
Control Case Case 1
35.49
93.09

Total
153.67
128.56
128.57

6500

17

Table 6 Misfit FWPT from P(50) as a Measure of Span of Uncertainty Envelope

Misfit FWPT from P(50) as a Measure of Span of Uncertainty Envelope

P(10)
P(50)
Case 2: No Sea Water Tracer Data
45.55
33.77
Case 1: Sea Water Tracer Data
41.67
73.24
Control Case Case 1
50.47
38.10

A Case 1:SWTP-FWPT

B Case 2:NSWTP-FWPT

1800000

1800000

1600000

1600000

1400000

1400000

1200000

1200000

1000000

1000000

800000

800000

600000

600000

400000

400000

200000

200000

0
3000
-200000

4000

5000

6000

Total
79.32
114.91
88.57

7000

0
3000
-200000

4000

5000

6000

TRUTH FWPT

FWPT (P10)

TRUTH FWPT

FWPT (P10)

FWPT (P50)

FWPT (P90)

FWPT (P50)

FWPT (P90)

7000

Figure 8 Case 1: SWTP and Case 2: NSWTP FWPT

Research Question 3
Does adding natural sea water tracer data reduce the range of uncertainties specified by
Bayesian credibility at the terminal point of the forecast period?
The terminal span of uncertainty was also considered using a Japanese candle stick plot.
Figure 9-A shows that for FOPT the higher credible point P10 is closer to the truth case in
Case 1: SWTP than in Case 2: NSWTP. The span of the uncertainty is also lower for Case
1. The Figure 9-B shows that for FWPT, the higher credible point P10 for Case 1: SWTP is
again closer to the truth, which lies outside the intervals. However, the span of the
uncertainty is lower for Case 2 than for Case 1. This is the same effect of the truth case lying
outside the intervals.
The trends for Case 1: SWTP has been replicated by the control Case C: SWPT in all
comparisons, hence this is not a one off occurrence.

18

A- TERMINAL FOPT
UNCERTAINTY AT 16.5
YEARS

B- TERMINAL FWPT UNCERTAINTY

AT 16.5 YEARS
1,800,000.00

4150000
1,600,000.00
4100000
1,400,000.00
4050000
1,200,000.00
4000000
1,000,000.00
3950000
800,000.00
3900000

NPWC
NPWC

PWC
P10

P90

CPWC
P50

PWC

CPWC

Truth Case

Truth Case

P10

P90

P50

Truth
Case

Truth Case

Figure 9 Terminal Uncertainty in FOPT and FWPT for Case 1 and Case 2

Economic Value
The total oil production (FOPT) was compared for the two pareto-neutral models with
reference to the truth case. Case 1 model FOPT was 9,390 bbls less than truth case, while
case 2 model FOPT was 43,7200bbl less than truth case (see Figure 9-31). They give the
value of the addition of injection sea water tracer data as 34,330bbl of oil. Assuming
constant price of oil into the future, and no depreciation in oil value due to future production,
this represents $3.82 million (2013) based on the price of Brent on 17th August 2013(Oil
Price, 2013). This is significant given that no new cost for the acquisition of data on natural
sea tracers is acquired. Produce water composition are usually analysed are part of flow
assurance in most reservoirs with scale risk.

Conclusion
A comparative study of history matching was carried out for two cases, where one used the
additional constraint of injected sea water produced, which is acquired using natural sea
water tracer. The study was carried out by using a synthetic reservoir model, the PUNQS3
model. Multi-objective Particle Swarm Optimization was used for automatic history matching
of both case with 66 parameters in the model for the estimation of porosity and permeability.
The uncertainty quantification was done using NA-Bayes method which is defined on a
Bayesian probability framework. The results shows that adding natural sea water tracers
production data results in slightly better history matching results. The uncertainty in the
performance forecast was also reduced by the additional data, as well as made more robust
or reliable. Similar results showing only slightly better performance and better forecast were
obtained by Arnold et al.(2012). The estimated economic value of the improvement, about
$3.8 million (2013), is significant considering the little or no cost in acquiring the data used.
In the course of this work, some unreported results shows that the addition of injected sea
water tracer production data did not significantly impact the history matching problem with a
lower number of parameter (33). It is proposed that the value of adding injected sea water
tracer production data is more significant for higher complexity history matching problems.
Future work will aim at verifying the value of injected sea water production data to history
matching for reservoirs models that are significantly more complex than the PUNQS3.

19

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