Reservoir geomechanics has already proven to play an important role in reservoir management studies. However, the computational costs of these studies usually hinders a thorough evaluation of geomechanical effects. In this paper, we present the development of a massively parallel, multiscale reservoir geomechanics simulator currently in use on industry-grade geomechanical studies. The viscoplastic formulation allows for accurate modelling of the geomechanics effects, at the same time that results on an efficient computational model. The massively parallel distributed memory implementation of a linear system framework takes the most advantage of high performance computing (HPC) infrastructures, making use of clusters of multicore nodes. A Preconditioned Conjugate Gradient solver is implemented based on this framework. An additive, coarse-space preconditioner, based on the Multiscale Finite Element (MSFE) method, allows for an efficient, fit-for-purpose, linear system solution strategy. Because the viscoplastic formulation results on a symmetric system matrix that does not change across the simulation in time (only the right hand side does), the MSFE basis-function can be built only once, hence avoiding expensive computations. Our reservoir geomechanics simulator is capable of simulating stress and strain behaviour on large real field, geologically complex, case applications, e.g. from the Brazilian pre-salt. We present different studies, which involve the investigation of geomechanical effects, namely, subsidence, thermomechanics and cap rock integrity. In these studies, we demonstrate the scalability of the simulator in real field models with up to almost 100 million elements, running on up to more than 600 computing cores. The usage of state-of-the-art simulation approaches, combined with modern HPC strategies, enables reservoir geomechanics studies which were once hampered by computational limitations. This implementation will also allow for even more computationally intensive workflows which require many simulations, e.g. uncertainty quantification.

This work demonstrates the efficiency of using iterative ensemble smoothers to estimate the parameters of an SEIR model. We have extended a standard SEIR model with age-classes and compartments of sick, hospitalized, and dead. The data conditioned on are the daily numbers of accumulated deaths and the number of hospitalized. Also, it is possible to condition the model on the number of cases obtained from testing. We start from a wide prior distribution for the model parameters; then, the ensemble conditioning leads to a posterior ensemble of estimated parameters yielding model predictions in close agreement with the observations. The updated ensemble of model simulations has predictive capabilities and include uncertainty estimates. In particular, we estimate the effective reproductive number as a function of time, and we can assess the impact of different intervention measures. By starting from the updated set of model parameters, we can make accurate short-term predictions of the epidemic development assuming knowledge of the future effective reproductive number. Also, the model system allows for the computation of long-term scenarios of the epidemic under different assumptions. We have applied the model system on data sets from several countries, i.e., the four European countries Norway, England, The Netherlands, and France; the province of Quebec in Canada; the South American countries Argentina and Brazil; and the four US states Alabama, North Carolina, California, and New York. These countries and states all have vastly different developments of the epidemic, and we could accurately model the SARS-CoV-2 outbreak in all of them. We realize that more complex models, e.g., with regional compartments, may be desirable, and we suggest that the approach used here should be applicable also for these models.

A bstract This work shows how one can use iterative ensemble smoothers to effectively estimate parameters of an SEIR model with age-classes and compartments of sick, hospitalized, and dead. The data conditioned on are the daily numbers of accumulated deaths and the number of hospitalized. Also, it is possible to condition on the number of cases obtained from testing. We start from a wide prior distribution for the model parameters; then, the ensemble conditioning leads to a posterior ensemble of estimated parameters leading to model predictions in close agreement with the observations. The updated ensemble of model simulations have predictive capabilities and include uncertainty estimates. In particular, we estimate the effective reproductive number as a function of time, and we can assess the impact of different intervention measures. By starting from the updated set of model parameters, we can make accurate short-term predictions of the epidemic development given knowledge of the future effective reproductive number. Also, the model system allows for the computation of long-term scenarios of the epidemic under different assumptions. We have applied the model system on data sets from several countries with vastly different developments of the epidemic, and we can accurately model the development of the COVID-19 outbreak in these countries. We realize that more complex models, e.g., with regional compartments, may be desirable, and we suggest that the approach used here should be applicable also for these models.

Summary We have introduced and applied the Stein variational gradient descent (SVGD) algorithm to the reservoir history matching problem. The method has been extended with a Monte Carlo approximation of the gradient of the measurement function using the reproducible property of the reproducing kernel Hilbert space in order to avoid adjoint implementation. Furthermore we have implemented SVGD with p-kernels in order to extend the applicability to higher dimension than the standard Gaussian kernels used in the literature. The gradient approximation was validated both theoretically and on a toy model. Implementation on larger problems will be addressed in the future. We also showed using a reservoir model that the SVGD with p-kernels provided better estimates of the uncertainty than the standard Gaussian kernels. Further comparison with ensemble-based methods and other gradient-based methods is left for future research.

We present an efficient workflow that combines multiscale (MS) forward simulation and stochastic gradient computation - MS-StoSAG - for the optimization of well controls applied to waterflooding under geological uncertainty. A two-stage iterative Multiscale Finite Volume (i-MSFV), a mass conservative reservoir simulation strategy, is employed as the forward simulation strategy. MS methods provide the ability to accurately capture fine scale heterogeneities, and thus the fine-scale physics of the problem, while solving for the primary variables in a more computationally efficient coarse-scale simulation grid. In the workflow, the construction of the basis fuctions is performed at an offline stage and they are not reconstructed/updated throughout the optimization process. Instead, inaccuracies due to outdated basis functions are addressed by the i-MSFV smoothing stage. The Stochastic Simplex Approximate Gradient (StoSAG) method, a stochastic gradient technique is employed to compute the gradient of the objective function using forward simulation responses. Our experiments illustrate that i-MSFV simulations provide accurate forward simulation responses for the gradient computation, with the advantage of speeding up the workflow due to faster simulations. Speed-ups up to a factor of five on the forward simulation, the most computationally expensive step of the optimization workflow, were achieved for the examples considered in the paper. Additionally, we investigate the impact of MS parameters such as coarsening ratio and heterogeneity contrast on the optimization process. The combination of speed and accuracy of MS forward simulation with the flexibility of the StoSAG technique allows for a flexible and efficient optimization workflow suitable for large-scale problems.

We introduce a semi-analytical iterative multiscale derivative computation methodology that allows for error control and reduction to any desired accuracy, up to fine-scale precision. The model responses are computed by the multiscale forward simulation of flow in heterogeneous porous media. The derivative computation method is based on the augmentation of the model equation and state vectors with the smoothing stage defined by the iterative multiscale method. In the formulation, we avoid additional complexity involved in computing partial derivatives associated to the smoothing step. We account for it as an approximate derivative computation stage. The numerical experiments illustrate how the newly introduced derivative method computes misfit objective function gradients that converge to fine-scale one as the iterative multiscale residual converges. The robustness of the methodology is investigated for test cases with high contrast permeability fields. The iterative multiscale gradient method casts a promising approach, with minimal accuracy-efficiency tradeoff, for large-scale heterogeneous porous media optimization problems.

In data assimilation problems, various types of data are naturally linked to different spatial resolutions (e.g., seismic and electromagnetic data), and these scales are usually not coincident to the subsurface simulation model scale. Alternatives like upscaling/downscaling of the data and/or the simulation model can be used, but with potential loss of important information. Such alternatives introduce additional uncertainties which are not in the nature of the problem description, but the result of the post processing of the data or the geo-model. To address this issue, a novel multiscale (MS) data assimilation method is introduced. The overall idea of the method is to keep uncertain parameters and observed data at their original representation scale, avoiding upscaling/downscaling of any quantity. The method relies on a recently developed mathematical framework to compute adjoint gradients via a MS strategy in an algebraic framework. The fine-scale uncertain parameters are directly updated and the MS grid is constructed in a resolution that meets the observed data resolution. This formulation therefore enables a consistent assimilation of data represented at a coarser scale than the simulation model. The misfit objective function is constructed to keep the MS nature of the problem. The regularization term is represented at the simulation model (fine) scale, whereas the data misfit term is represented at the observed data (coarse) scale. The computational aspects of the method are investigated in a simple synthetic model, including an elaborate uncertainty quantification step, and compared to upscaling/downscaling strategies. The experiment shows that the MS strategy provides several potential advantages compared to more traditional scale conciliation strategies: (1) expensive operations are only performed at the coarse scale; (2) the matched uncertain parameter distribution is closer to the "truth"; (3) faster convergence behavior occurs due to faster gradient computation; and (4) better uncertainty quantification results are obtained. The proof-of-concept example considered in this paper sheds new lights on how one can reduce uncertainty within fine-scale geo-model parameters with coarse-scale data, without the necessity of upscaling/downscaling the data nor the geo-model. The developments demonstrate how to consistently formulate such a gradient-based MS data assimilation strategy in an algebraic framework which allows for implementation in available computational platforms.

A generic framework for the computation of derivative information required for gradient-based optimization using sequentially coupled subsurface simulation models is presented. The proposed approach allows for the computation of any derivative information with no modification of the mathematical framework. It only requires the forward model Jacobians and the objective function to be appropriately defined. The flexibility of the framework is demonstrated by its application in different reservoir management studies. The performance of the gradient computation strategy is demonstrated in a synthetic water-flooding model, where the forward model is constructed based on a sequentially coupled flow-transport system. The methodology is illustrated for a synthetic model, with different types of applications of data assimilation and life-cycle optimization. Results are compared with the classical fully coupled (FIM) forward simulation. Based on the presented numerical examples, it is demonstrated how, without any modifications of the basic framework, the solution of gradient-based optimization models can be obtained for any given set of coupled equations. The sequential derivative computation methods deliver similar results compared to FIM methods, while being computationally more efficient.

An efficient multiscale (MS) gradient computation method for subsurface flow management and optimization is introduced. The general, algebraic framework allows for the calculation of gradients using both the Direct and Adjoint derivative methods. The framework also allows for the utilization of any MS formulation that can be algebraically expressed in terms of a restriction and a prolongation operator. This is achieved via an implicit differentiation formulation. The approach favors algorithms for multiplying the sensitivity matrix and its transpose with arbitrary vectors. This provides a flexible way of computing gradients in a form suitable for any given gradient-based optimization algorithm. No assumption w.r.t. the nature of the problem or specific optimization parameters is made. Therefore, the framework can be applied to any gradient-based study. In the implementation, extra partial derivative information required by the gradient computation is computed via automatic differentiation. A detailed utilization of the framework using the MS Finite Volume (MSFV) simulation technique is presented. Numerical experiments are performed to demonstrate the accuracy of the method compared to a fine-scale simulator. In addition, an asymptotic analysis is presented to provide an estimate of its computational complexity. The investigations show that the presented method casts an accurate and efficient MS gradient computation strategy that can be successfully utilized in next-generation reservoir management studies.