title: A Hybrid Optimization Method for Solving Bayesian Inverse Problems under Uncertainty.
abstract: In this paper, we investigate the application of a new method, the Finite Difference and Stochastic Gradient (Hybrid method), for history matching in reservoir models. History matching is one of the processes of solving an inverse problem by calibrating reservoir models to dynamic behaviour of the reservoir in which an objective function is formulated based on a Bayesian approach for optimization. The goal of history matching is to identify the minimum value of an objective function that expresses the misfit between the predicted and measured data of a reservoir. To address the optimization problem, we present a novel application using a combination of the stochastic gradient and finite difference methods for solving inverse problems. The optimization is constrained by a linear equation that contains the reservoir parameters. We reformulate the reservoir model's parameters and dynamic data by operating the objective function, the approximate gradient of which can guarantee convergence. At each iteration step, we obtain the relatively 'important' elements of the gradient, which are subsequently substituted by the values from the Finite Difference method through comparing the magnitude of the components of the stochastic gradient, which forms a new gradient, and we subsequently iterate with the new gradient. Through the application of the Hybrid method, we efficiently and accurately optimize the objective function. We present a number numerical simulations in this paper that show that the method is accurate and computationally efficient.
authors.affiliation: China University of Petroleum, 66 Changjiang West Road, Qingdao, Shandong, 266555, China.
authors.forename: Kai
authors.initials: K
authors.lastname: Zhang
authors.affiliation: China University of Petroleum, 66 Changjiang West Road, Qingdao, Shandong, 266555, China.
authors.forename: Zengfei
authors.initials: Z
authors.lastname: Wang
authors.affiliation: China University of Petroleum, 66 Changjiang West Road, Qingdao, Shandong, 266555, China.
authors.forename: Liming
authors.initials: L
authors.lastname: Zhang
authors.affiliation: China University of Petroleum, 66 Changjiang West Road, Qingdao, Shandong, 266555, China.
authors.forename: Jun
authors.initials: J
authors.lastname: Yao
authors.affiliation: PetroChina Coalbed Methane Company Limited, Beijing, 100028, China.
authors.forename: Xia
authors.initials: X
authors.lastname: Yan
mesh_terms: D000465:Algorithms; D001499:Bayes Theorem; D010539:Permeability; D013269:Stochastic Processes; D035501:Uncertainty