reservoir multiscale data assimilation using the ensemble kalman filter使用集成卡尔曼滤波器水库多尺度数据同化.pdf

Applied Mathematics , 2011, 2, 165-180 doi:10.4236/am.2011.22019 Published Online February 2011 (http://www.SciRP.org/journal/am) Reservoir Multiscale Data Assimilation Using the Ensemble Kalman Filter Santha R. Akella Department of Earth and Planetary Sciences , Johns Hopkins University, Baltimore, USA E-mail : santha.akella@ Received June 22, 2010; revised November 11, 2010; accepted November 15, 2010 Abstract In this paper we propose a way to integrate data at different spatial scales using the ensemble Kalman filter (EnKF), such that the finest scale data is sequentially estimated, subject to the available data at the coarse scale (s), as an additional constraint. Relationship between various scales has been modeled via upscaling techniques. The proposed coarse-scale EnKF algorithm is recursive and easily implementable. Our numerical results with the coarse-scale data provide improved fine-scale field estimates when compared to the results with regular EnKF (which did not incorporate the coarse-scale data). We also tested our algorithm with var- ious precisions of the coarse-scale data to account for the inexact relationship between the fine and coarse scale data. As expected, the results show that higher precision in the coarse-scale data, yielded improved es- timates. Keywords: Kalman Filter, Reservoir Engineering, Uncertainty Quantification, Multiscale Data 1. Introduction permeability characterization consist of static and dyna- mic data. Static data such as well logs, core samples can The principal objective of data assimilation methods [1] resolve heterogeneity at a scale of a