Reduced Order Model

Applied to
Waterflooding
Optimization
Manuel Fragoso
Bernardo Horowitz
October 8
th
, 2013

Linearize the model around
previously stored states
approximation is valid in a
confidence neighborhood.
Physical surrogate model
replaces the simulation by a
simple sequence of linear
system solutions based on the
physics of the problem.
Jacobian and other derivative
matrices are required in each
stored snapshot.

Trajectory Piecewise Linearization - TPWL





Trajectory Piecewise Linearization - TPWL
Full-Implicit Discrete Flow Equation
1 1 1 1 1 1
( , , ) ( , ) ( ) ( , ) 0
n n n n n n n n + + + + + +
= + + = g x x u A x x F x Q x u
Linearization around a stored state i:
1 1
( , , )
i i i + +
x x u
1 1 1
1 1 1 1 1 1
1 1
( ) ( ) ( ) 0
i i i
n i n i n i n i
i i i
+ + +
+ + + + + +
+ +

= + + + =

g g g
g g x x x x u u
x x u
Forecast solution No iteration needed Linear System Solution
( ) ( ) ( )
1 1
1 1 1 1 1
1
i i
i n i n i n i
i i
+ +
+ + + + +
+
(
= +
(


A Q
J x x x x u u
x u
1
1
1
i
i
i
+
+
+

g
J
x
where
TPWL reduces problem complexity. No dimension reduction yet! How to
reduce problem dimension in order to further increase speedup?
Takes advantage of the correlation
between elements in a dataset
E. g.: Almost every person has on
their face a nose, a mouth, two eyes,
two ears at similar positions.

Despite of the high number of
pixels in the image files, they are
supposed to be represented in a
quite reduced dimension space.

Proper Orthogonal Decomposition - POD
How POD works? What is it for?
Proper Orthogonal Decomposition - POD
a) A data set given as 3-dimensional points. b) The three orthogonal Principal Components (PCs)
for the data, ordered by variance. c) The projection of the data set into the first two PCs,
discarding the third one. (Kavraki, L.)
TPWL + POD
Applying POD z is the projection of
the state vector x into a lower
dimension space
Where:
( ) ( )
1
1 1
1 1 1 1 1
1
( )
i
i i
n i n i n i
r
i i
r r
+
+ +
+ + + +
+
(
| | | |
= +
(
| |

( \ . \ .

A Q
z z J z z u u
x u
xz
POD basis derived from pressure and mass fraction
maps as snapshots
1 1 1
T T
( )
i i i
r
J J J
+ + +
=
1
1 1
T T
( )
i
i i
i i
r
A A
J
x x
+
+ +
| |
=
|

\ .
1
1 1
T T
1 1
( )
i
i i
i i
r
Q Q
J
u u
+
+ +
+ +
| |
=
|

\ .
TPWL+POD
Mass Fraction Formulation


Easier to extend to compositional
No problems with gas appearance/disappearance

Two phase flow oil & water

Primary Variables:
Reservoir Simulator - SIMPAR
( ) ( ) ( ) ( ) ( )
, ,
1 1 1
1
1 1
, , ,
| 0 | 0 2 2
l f l f
n n n
n n
i
l m l m l f f f l f f f l f f
n i i
i i i
f X f X
V
z z X T X T X M
t

+ + +
+
+

(
(
(
= +
(
(

,
o w
p z
u
k
u
k
l l
k k
x x x x x a s
x x F x f

+ =
. .
) ( ) ( ) (

min
Transforms optimization problem with the real
model into a sequence of problems using surrogate
model in a trust region to be solved by SQP algorithm
Multifidelity Sequential Approximate Optimization
min ( )
. .
l u
f x
s a x x x
k k k
u c
k k k
l c
x x
x x
= +
=
0,1,2,... k =

Real Model High Fidelity
Phisical Surrogate
Model Low Fidelity
Kriging Model
Trust Region
Kriging Correction
Error correction based on real model responses
Latin Hypercube Sampling to choose the points
used to build the surface

( ) ( ) ( )
1
k
j j
j
f N Z
=
= +

x x x
( ) ( ) ( )
2
cov , , ,
i j i j
Z Z
(
=

x x R x x
Polinomial
Error Modeled by a
Stochastic Process
LHS
Multifidelity Sequential Approximate Optimization
SIMPAR FORTRAN 77 & 90
Developed by Petrobras Research Team (90s)
Source is available

TPWL+POD & MSAO Algorithms Matlab
Easier to prototype
Suitable to Linear Algebraic Problems

Kriging & LHS DACE IMM/DTU
Easy to use; Many Kriging Functionalities Implemented;
Matlab Toolbox

Fortran-Matlab Link HDF5:
Text Files: Extreme Slow; Massive Files (Abandoned)
Hierarchical Data Format: Much Faster; Smaller Files
Available in many languages Good Data Organization

Software Development
24000 grid blocks
Water & Oil
Densities are the
same
Training Simulation
20 control Cycles
Prod. BHP: 4000
6000 psi
Inj. BHP: 9000 psi
TPWL Assesment
0 500 1000 1500 2000 2500 3000 3500 4000
4000
4200
4400
4600
4800
5000
5200
5400
5600
5800
6000
Test Case Based on SPE10 Model
Kx
BHP Sequence
0 500 1000 1500 2000 2500 3000 3500 4000
0
500
1000
1500
2000
2500
3000
Oil Produced in
Each Well
Simulator
TPWL
CPU Time
Simpar 2800s
TPWL 7s
Speed-up:400
NPV
Simpar $7.07x10
8

TPWL $7.13x10
8

Error: 1.8%
Oil Produced Water Produced Water Injected
Test Simulation 2 Control Cycles
Very Good Surrogate Model to be used in a Multifidelity
Optmization FrameWork.
TPWL Assesment
Compressibilities
Rock 10
-7
psi
-1

Water 10
-6
psi
-1

Oil 3x10
-6
psi
-1

NPV
Simpar $7.44x10
8

TPWL $8.42x10
8

Error: 11.6%
Oil Produced Water Produced Water Injected
Test Simulation 2 Control Cycles
Kriging correction should be applied.
TPWL may be re-trained if necessary.
TPWL Assesment
Quarter five spot 300 cells
1 Producer and 1 Injector
Two-Phase Flow / Compressible fluid and Rock
Three layers with different permeabilities
Based on SPE1 Benchmark Case

Injector BHP fixed 10.000psi
Producer BHP controled 4000-6000 psi
Oil Price - $100.00 / Inj & Prod Water Cost - $10.00
16000 days of simulation

Testing MSAO Algorithm
NPV Optimization
X-Axis Normalized BHP in the
first control cycle
Y-Axis Normalized BHP in the
last control cycle
Theoretical optimum suposed
to be (0,1)
Confirmed using SQP over High
and Low Fidelity models
Confirmed by MSAO algorithm
Testing MSAO Algorithm
Assesment of Optmization Schemes
TPWL re-training criteria
Continuous Refinement Scheme
Number of simulations to build kriging
correction

Selection of test cases
Quarter five-spot - SPE1 based (Very Small
problem suitable to test software)
SPE10 based case Already used in Opt
Studies
Brugge case Under Construction
Current Work
TPWL is suitable to sequential approximate
opt algorithms due to its accuracy and
speedup
TPWL is supposed to be re-trained when large
discrepancies occur.
The multifidelity technique with continuous
refinement of the correction (kriging) is
expected to decrease the need for re-training.
The use of HDF5 to exchange information is
quite easy and efficient.
Conclusions
Thank you very much
mfragoso@petrobras.com.br
mmfragoso@gmail.com