A neural stochastic optimization framework for oil parameter estimation

Abstract

The main objective of the present work is to propose and evaluate a neural stochastic optimization framework for reservoir parameter estimation, for which a history matching procedure is implemented by combining three independent sources of spatial and temporal information: production data, time-lapse seismic and sensor information. In order to efficiently perform large-scale parameter estimation, a coupled multilevel, stochastic and learning search methodology is proposed. At a given resolution level, the parameter space is globally explored and sampled by the simultaneous perturbation stochastic approximation (SPSA) algorithm. The estimation and sampling performed by SPSA is further enhanced by a neural learning engine that evaluates the objective function sensitiveness with respect to parameter estimates in the vicinity of the most promising optimal solutions. © Springer-Verlag Berlin Heidelberg 2006.