Efficient History Matching Using the Markov-Chain Monte Carlo Method by Means of the Transformed Adaptive Stochastic Collocation Method

Liao, Qinzhuo (King Fahd University of Petroleum and Minerals) | Zeng, Lingzao (Zhejiang Univeristy) | Chang, Haibin (Peking University) | Zhang, Dongxiao (Peking University)

OnePetro 

Summary

Bayesian inference provides a convenient framework for history matching and prediction. In this framework, prior knowledge, system nonlinearity, and measurement errors can be directly incorporated into the posterior distribution of the parameters. The Markov-chain Monte Carlo (MCMC) method is a powerful tool to generate samples from the posterior distribution. However, the MCMC method usually requires a large number of forward simulations. Hence, it can be a computationally intensive task, particularly when dealing with large-scale flow and transport models. To address this issue, we construct a surrogate system for the model outputs in the form of polynomials using the stochastic collocation method (SCM). In addition, we use interpolation with the nested sparse grids and adaptively take into account the different importance of parameters for high-dimensional problems. Furthermore, we introduce an additional transform process to improve the accuracy of the surrogate model in case of strong nonlinearities, such as a discontinuous or unsmooth relation between the input parameters and the output responses. Once the surrogate system is built, we can evaluate the likelihood with little computational cost. Numerical results demonstrate that the proposed method can efficiently estimate the posterior statistics of input parameters and provide accurate results for history matching and prediction of the observed data with a moderate number of parameters.