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Abstract
Current trends towards permanent downhole instrumentation
allow the acquisition of large sets of well test data ranging over
much longer periods of time than previously imaginable. Such
data sets can contain information about the reservoir at a substantially larger radius of investigation than that accessible to
conventional derivative analysis, which is limited to the interpretation of single flow periods at constant rate. By contrast,
deconvolution methods do not suffer from this constraint as they
are designed to perform well test analysis at variable flow rate.
Recently we presented a new method for the deconvolution
of well test data in which the problem is reformulated as a separable nonlinear Total Least Squares problem which accounts
for uncertainties in the measurement of both rate and pressure
data.8 In this paper we report a number of improvements to our
algorithm, and derive error bounds for rate and response estimates in the presence of uncertainties in the data, for which we
assume simple Gaussian models. We illustrate our method by
applying it to a small simulated example and two large sets of
field data with up to 6000 hours of pressure data and up to 450
flow periods.
Introduction
With current trends towards permanent downhole instrumentation, continuous bottomhole well pressure monitoring is becoming the norm in new field developments. The resulting well
test data sets, recorded mainly during production, consist of
hundreds of flow periods and millions of pressure data points
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (2)
&
Poor numerics. Especially some of the early contributions underestimated the level of numerical difficulty involved in solving what is usually an ill-conditioned problem. For instance, a typical source of errors is to attempt
to solve near-singular linear systems using Gauss elimination. Since the 1970s, the standard numerical tools for
maintaining stability in this situation have been QR factorization and Singular Value Decomposition (SVD); see, for
instance, Golub and van Loan.6
#
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (3)
SPE 77688
&
&
SPE 77688
&
should certainly reflect the relative size of their contribution to the overall error. This line of reasoning leads directly to a Total Least Squares formulation (see, for instance, Golub and van Loan,6 12.3); in Statistics, this type
of problem is known as an Errors-In-Variables problem.
Unfavourable encoding of the solution. It is tempting to
discretize eqn. (1) by linear interpolation of the response
function itself, as this leads to a system which is linear
in the coefficients of the response. This is the approach
that most methods published to date have taken. However,
it then becomes necessary to encode positivity of the response as an explicit constraint. In practical terms, this
introduces a fair degree of complication in the solution algorithm. In mathematical terms, what is at issue is the
topology of the solution space. The only kind of inequality that can be enforced by explicit constraints is the non
strict kind,
for
; however only the strict
makes physical sense. Indeed, the
inequality
conventions for the diagnostic plot are such that the loga and are plotted
rithms
, which moves the boundary
over
to minus
infinity!
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . (4)
as a function of
. From a practical point of view,
encoding the solution in this way has of course the unwelcome effect of rendering the problem nonlinear. But at
least some of this complication is offset by the disappearance of sign constraints: Optimization under constraints is
considerably harder than unconstrained optimization.
In paper I we proposed a formulation of the deconvolution
problem which tries to incorporate all these observations and
is still remarkably simple in computational terms. In the following sections we give a brief summary of the algorithm and
indicate some of the improvements made over the past year.
Deconvolution of well test data as a nonlinear Total
Least Squares problem
We will assume that the average initial reservoir pressure
is known , and denote the wellbore pressure and pressure drop
"!
! # !
$ % '&
*
)+-(, +./+ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (5)
./+
+
1 35+
0 +21 4
%
. + 76 if 0 + 1 143 + , . . . . . . . . . . . . . . . . . . . . . (6)
otherwise.
! yields a set of equations
Then evaluating eqn. (1) at times
which, in matrix-vector form, can be written as
98
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (7)
NMPO
QMSR
. . . . . . . . . . . . . . . . . . . . . . . . . (10)
YX O
. . . . . . . . . . . . . (11)
XabX ZVc
`
X]` J J X Z
d afega
hO -R
i\ 5^
constraint (10).
Alternatively, expressed in terms of and the true, unob UMVR , our estimate is the unconstrained miniserved rates
mizerW of
YX[8 X]ZZ M \ X X]ZZ M ^ X]` J X]ZZ " (12)
A more compact formulation which exhibits the linear dependence of the residue on the rates is
d
d
\ (
d ^ ` \ J "
Here denotes the identity matrix of size . Thus, in mathematical terms, minimizing the error measure amounts to a separable nonlinear Least Squares problem.2
The class of error measures (12) still depends on the parameters and and on the matrix and the vector . We shall
postpone our discussion of the various possible choices until
after the error analysis, which is independent of these choices.
Error analysis
For the purposes of error analysis, we shall assume that perturbations in the observed quantities and are sufficiently
small to allow us to linearize the residue about the true rate and
. To do this, we shall write
reservoir parameters
8
8 2M . . . . . . . . . . . . . . . . . . . . . (14)
8
where and are constant matrices given by
8 98 ? 8 ? , ? " . . . . . . . . . . (15)
This kind of linearization is also used in Gauss-Newton type
algorithms such as the Variable Projection algorithm,2 which is
the standard algorithm for this type of problem, and the one we
use. With the substitution (14), we can approximate the error
measure (12) in the form
a
X a 3 X]ZZ
a and
where
8
d
\ ( d `
^
(16)
3
d
M
d ^\ J
analysis is straightforward. The estimate is the unique minimizer of (16) with minimal vector 2-norm, which is given by
a
3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (17)
where denotes the generalized (Moore-Penrose) matrix in
verse2 of
rank,
e : e
"
. . . . . . . . . . . . . . . . . . . . . . . . . . . . .(18)
a a ^ e :
` e J ` . . . (19)
where denotes expectation. This shows that, at least in the
e
` e J S` !9 ), the estimate
generic case (
invertible,
is biased unless ^
.
ag
DZ
DZ
a $ a a $ e*) +
% '& 3 , e
where the covariance matrix of the vector 3 is given in matrix
'& aQ
(
block form by
SPE 77688
%
& 3
'
a
D "Z
- \ D #Z
(
"
& M KM `
a
SPE 77688
D !Z
ga a ! % D 1 ! a $ ! 1 fD ! M L ,
$ M with
if
is the -th diagonal element of % '&
,
then the estimate will lie in the interval $
a probability of about 68%.
a!
DZ
DZ
D "Z
&
!,
*-
Z!
(
e is the singular value de e and 8 `
where
8
composition of the matrix after the last iteration. In our
experience this works well with simulated data. As for the rate
D Z , probably the best estimator would be the quotient
variance
D " Z \ ,# where
\
is the minimizer of the Generalized
. . . . . . . . . . . . . . . . . . . . . . . . . (20)
Cross-Validation (GCV) error;5 however, with our field examples, GCV minimization failed or led to absurdly low values of
the error weight, and so we used the RMS rate match instead,
D #Z YX X ZZ
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . (21)
X [X ZZ & . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (23)
and then increase ^ by successive powers of 10.
Regularization by curvature
Type curves for known reservoir models do not exhibit sharp
features; instead, flow regimes tend to follow one another
smoothly. Previous authors, including ourselves, have sought to
quantify the geometric content of this statement in terms of an
average measure of the derivative of the response. However, as
well test analysis draws a large amount of infomation from the
slopes of the graphed solution, penalizing derivatives is likely
to lead to bias. Thus, a more accurate description of the kind of
smoothness at issue is in terms of the curvature of the graph.
.+
GID H
H
\
^`
J
Parameter
Rate interpolation
Response interpol.
Nodes
Error weight
Regul. parameter
Regul. matrix
Regul. vector
Choice / criterion
Unit rectangle
piecewise linear
uniform in
Smooth response
Curvature
Curv. at 1st node
Eqn.
(A-1)8
(32)8
(41)8
(22)
(29)
(28)
X X X XZ ZZ
& Z
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (22)
&
For the simple regularization scheme which we are considering, this suggests that the third term in the error measure (12)
should be a measure of the average curvature of the graph of .
For the sake of generality, we shall develop our measure for an
arbitrary spacing of nodes.
F
Z * :
Z! . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (24)
!,
! is the angle between the segments joined at node D#! .
where
! X X 0 ! !
0
%
X 0 Z 0
X Z
X 0 Z 0
X Z X X Z
&
% % is tangent to the first (infinite) segment. To
where
bring the curvature measure into a form suitable for regulariza! in (24) by its sine, set the
tion purposes, we approximate
components of the vectors appearing
in the denominators in
X &X
Z in (26) by one. The
(25) and (26) to zero, and replace
Z YX[` J ]X ZZ
where
and
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (27)
F:
(28)
is a matrix of size
D
`
+ .
/ 0- D Z Z
$ 73 " " "'L _
%
and rows
` !+
/ -88
0
given by
D <! D ! D ! :
:
f
D
!
D ! <D
! D ! :
D !
:
D !
<D ! :
$_
%
$
$ M %
21
21
88
21
(29b)
otherwise.
L 4%
:
D#!
These formulae are valid for any spacing of the nodes . For
of reduce
uniform spacing with step size 9 , rows 2 to
to the well-known discrete approximation of a second derivative
:3 9 in the diagonal and 9 in the sub- and
operator with
superdiagonal.
` ]X ` X<;
and
J X]` X";
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (30)
, i.e. we use
$
%
%
! "#
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Implementation issues
The standard algorithm for the minimization of the separable
error measure (13), and the one we use, is the Variable Projection algorithm.2 As the problem is nonlinear in , the algorithm
is iterative; initial values for rates and response are as described
in paper I.
8
%>
DH
%
_
M J 3
DC 3
. . . . . . . . . (31)
SPE 77688
t gHtL
t g(t)
10
10
5
1
0.5
0.5
0.1
0.05
0.05
0.01
0.1
log10 t
0.01
1
log10 t
pHtL
qHtL
60
50
4
40
3
30
20
10
50000
100000
150000
t
200000
50000
100000
t
200000
150000
Fig. 4 Rates (left) and pressure signals (right) obtained from the model response shown in Fig. 2. Clean data in black;
perturbed rate signals in yellow for 1% and in red for 10% error level; perturbed pressure signals in green for 0.5% and in red
for 5% error level.
y - ytr
@%D
ytr
10
g - gtr
@%D
gtr
60
40
6
20
4
1
log10 t
-20
50000
100000
150000
t
200000
-40
Fig. 5 Relative errors of the rate (left) and response estimates (right) for the simulated example, with default parameters (solid)
and error weight adapted by GCV (dashed).
biasHyL y @%D
10
SPE 77688
0.1
0.1
0.01
0.01
0.001
0.001
0.0001
50000
100000
150000
t
200000
0.0001
log10 t
Fig. 6 Predicted relative bias of the rate and response estimate computed with the true response and the true error levels for
3 levels of regularization: default (dashed), 1% of the default (dotted), and 100 times the default (solid).
y y @%D
10
100
0.1
10
0.01
0.001
50000
100000
150000
0.1
t
200000
log10 t
Fig. 7 Predicted standard deviations of the rate and response estimate computed with the true response and error levels.
Colour code as before; regularization levels as in Fig. 6.
t gHtL
t gHtL
10
5
1.5
0.5
0.1
0.05
0.01
1
log10 t
3.75
4.25
4.5
4.75
5.25
5.5
log10 t
Fig. 8 Predicted confidence regions for the response estimate, based on the true response and the predicted bias and
standard deviations. Colour code as before; regularization levels as in Fig. 6. The right plot shows the late time part in greater
detail.
SPE 77688
Data set
1
2
3
4
5
Colour
Black
Green
Yellow
Red
Purple
Pressure error
0.5%
0.5%
0.5%
5%
Rate error
1%
10%
10%
%/
<%/
XO XZ X
XZ
XRXZ X XZ
\
^
true reservoir behaviour. Predictions at this level of regularization are likely to lie within the slim, solid tubes which include
the type curve for infinite radial flow, but not the correct one for
the sealing fault. On the other hand, the predicted confidence
regions at lower levels of regularization show a divergence in
the late time region which, at the larger error levels, makes it
equally difficult to interpret the model with any confidence.
Field data
In this section we shall show applications of our deconvolution algorithm to two large sets of field data which we shall refer
to as Well A and Well B.
Well A is an oil well in the North Sea for which data were
gathered only for the first 50 and the last 8000 hours of its
30,000 hours of production history (Fig. 9, left plot). The
pressure signal is only available again for the last 6000 hours,
clearly indicating some unrecorded production. A build-up test
of about 3000 hours is visible at the end, which makes this data
set ideal for verification purposes.
For deconvolution we used the 35 rates visible in the left plot
and the pressure signal from all build-ups after 25300 hours,
except for the last one. The pressure signal consists of 9221
data points (see Fig. 9, right plot).
Fig. 10 shows a comparison of deconvolution and derivative
estimates. The purple and blue curves are the deconvolved results for regularization levels of
and
times the default,
respectively. The red solid curve is the deconvolution result obtained from the last build-up alone (though with the same rates
as before). Derivative results from the last build-up are shown
as black dots, those from an earlier build-up as blue dots.
%/
%>
%/ ^
Fig. 12 shows the rate and pressure match achieved with the
deconvolution results at a regularization level of
.
The rate match shows that some of the rates are adapted by up
to 20 %; the average rate match per period is about 17 % (see
Table 2). The average pressure match per point is about 200
psi, or 10 % of the average RMS pressure drop of the build-ups
used for deconvolution (black dots in the right plot). Evidently
the drawdown periods are not well matched. Including them in
10
Colour
Yellow
Orange
Red
Purple
Blue
^# ^
1
10
100
1,000
10,000
D "
9.84%
9.92%
10.0%
10.1%
10.5%
D #
16.8%
17.2%
17.5%
17.4%
16.9%
the data set for deconvolution altered the response at early and
intermediate times, but not at late times.
Fig. 11 shows estimated confidence intervals for the response
based on the results obtained at the various levels of regularization. Estimates for the two response curves shown in Fig. 10
are in the range of 510 % except at very late times.
Well B is a lean gas condensate well in the North Sea; a more
detailed analysis of this data set is contained in another paper
presented at this Annual Technical Conference.4 The data consist of about 9,000 hours of production history; the pressure signal is only available for the last 1,400 hours. However, no rates
are missing, and the data are of much better quality than those
of Well A (Fig. 13). The entire data set comprises 448 flow periods and about 55,000 pressure data points; for deconvolution
we used all rates and every 4th pressure sample.
the dashed blue line. The choice of these features in the analytic model reflects additional information from seismic imaging which is not used by deconvolution.
Pressure matches with the two different deconvolved responses are shown in Figs. 15 and 16; they correspond to the
blue and green response curves, respectively. Both pressure
matches are excellent; the relative RMS pressure match error
is about 34.7 psi per point, which is about 1% of the average
RMS pressure drop. Fig. 16 also contains the last 1600 hours
of the rate match obtained from the data set excluding the first
200 hours of the pressure signal. The average RMS rate match
per period is about 3% of the average RMS rate. The earlier
rates (up to 9000 h) are hardly adapted at all, which suggests
that they have little or no effect on the pressure signal over the
time interval in which it has been measured.
Conclusions
In paper I and in this paper we have presented a new algorithm for the deconvolution of well test data which is characterized by the following novel features:
&
&
&
SPE 77688
&
finally, to our knowledge, it is the first method to give estimates for bias and confidence intervals of the parameters.
We have demonstrated the potential of our method by applications to simulated data and to two large field examples. The
simulated examples suggest that our method is much less sensitive to errors in the rate signal than those previously published.
We attribute this success to the explicit inclusion of rate uncertainty in our error model.
We believe that the three examples also underline the superiority of deconvolution over the conventional derivative method,
which is based on the following facts:
&
&
Unlike the multirate extension of derivative analysis, deconvolution does not suffer from any bias due to implicit
model assumptions;
&
SPE 77688
8p @psiD, q @bopdD<
11
8p @psiD, q @bopdD<
12000
10000
10000
8000
8000
6000
6000
4000
4000
2000
24000
26000
28000
30000
t @hD
2000
25000
25500
26000
26500
27000
t @hD
Fig. 9 Well A: Entire data set (except for an initial 50 h test, left) and close-up of data to be used for analysis (right, enlarged).
The right plot shows the build-up data used for deconvolution in black and the remaining pressure data in grey.
t dp
t gHtL, @psibopdD
q dt
1
0.1
100
50
0.01
10
5
0.001
0.0001
0.01
0.1
10
100
1000
t @hD
10000
0.01
0.1
10
100
1000
t @hD
10000
8p @psiD, y @bopdD<
10000
10000
8000
8000
6000
6000
4000
4000
2000
t @hD
25000 25500 26000 26500 27000 27500
2000
25500
26000
26500
27000
t @hD
Fig. 12 Well A: Rate match (left) and pressure match (right). Given rates in black, deconvolved rates in blue, pressure data
used for deconvolution in black, remaining pressure data in grey, pressure signal from deconvolved response and fitted rates
in red.
12
6000
6000
5000
5000
4000
4000
3000
3000
2000
2000
1000
1000
2000
SPE 77688
4000
6000
8000
10000
t @hD
t @hD
Fig. 13 Well B: Entire data set (left) and close-up of the pressure signal (right). The first 200 hours (grey) are affected by phase
redistribution.
t gHtL @psi*dMscfD
0.1
5000
0.01
4000
3000
0.001
2000
0.0001
0.01
0.1
10
100
1000
t @hD
10000
1000
9200
9400
9600
9800
t @hD
10000 10200 10400 10600
Fig. 15 Well B: Pressure match for the entire data set (pressure subsampled by factor 4). Adapted rates in blue; pressure signal in black, pressure signal from deconvolved response and fitted rates in red.
60000
5000
50000
4000
40000
3000
30000
2000
20000
10000
9250
9500
t @hD
1000
9600
t @hD
Fig. 16 Well B: Rate and pressure match for the data set excluding the first 200 hours of the pressure signal. Given rates in
black, adapted rates in blue; pressure signal in black, pressure signal from deconvolved response and fitted rates in red.
SPE 77688
`W /
=
=
=
=
=
=
9 =
=
=
=
=
=
, =
=
=
, =
=
=
C
=
,
=
82! +
&(
]
a aH
,
, H
R , R +
=
=
=
=
=
DH
DH
X X
X "X ; Z
1.
2.
3.
4.
5.
6.
7.
8.
R. G. Agarwal, R. Al-Hussainy, and H. J. J. Ramey. An investigation of Wellbore Storage and Skin Effect in Unsteady Liquid
Flow. I: Analytical Treatment. SPE Journal, Sept. 1970:279290,
1970. Paper SPE 2466.
Numerical methods for Least Squares problems. SociBjorck, A.
ety for Industrial and Applied Mathematics (SIAM), Philadelphia,
1996.
K. H. Coats, L. A. Rapoport, J. R. McCord, and W. P. Drews.
Determination of Aquifer Influence Functions From Field Data.
Trans. SPE (AIME), 231:141724, 1964.
S. Daungkaew, F. Ross, and A. C. Gringarten. Well Test Investigation of Condensate Drop-out Behaviour in a North Sea Lean Gas
Condensate Reservoir. SPE Annual Technical Conference and Exhibition, San Antonio, Texas, Sept. 29 Oct. 2, 2002, 2002. Paper
SPE 77548.
G. H. Golub, M. Heath, and G. Wahba. Generalized CrossValidation as a Method for Choosing a Good Ridge Parameter.
Technometrics, 21:215223, 1979.
G. H. Golub and C. F. van Loan. Matrix Computations. The Johns
Hopkins University Press, Baltimore, third edition, 1996.
D. E. Stewart and Z. Leyk. M ESCHACH, version 1.2b, 1994.
http://www.netlib.org.
T. von Schroeter, F. Hollaender, and A. C. Gringarten. Deconvolution of Well Test Data as a Nonlinear Total Least Squares Problem.
SPE Annual Technical Conference and Exhibition, New Orleans,
Louisiana, Sept. 30 Oct. 3, 2001. Paper SPE 71574.
YX]8
M O
2M X ZZ "
. . . . . . . . . . . . .(A-1)
O. + O !
GH D
^
^
\
\D
H
References
13
= 2-norm of a vector
= Frobenius norm of a matrix, eqn. (30)
Acknowledgements
This work was supported by BP Amoco, Schlumberger,
Norsk Hydro and Conoco.
e a e 3
e a e . . . . . . . . . . . . (A-2)
8 and M . Subtracting the two
where
c + e e \ ( ^ ` e ` . . . . . . (A-3)
e a , where
e a a + e 3
one obtains that
e a ` \Ne R 8 e ` O " . . . . (A-4)
e 3
^ J
e
By assumption,
is invertible, and thus one obtains
a a e :
` \ e R 8 e ` O " . . . . . . (A-5)
^ iJ
Eqn. (19) now follows by taking expectations and using the as
R .
sumption O