Bayesian Uncertainty Quantification for Channelized Reservoirs via Reduced Dimensional Parameterization

Anirban Mondal and Jia Wei
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Anirban Mondal: Department of Mathematics, Applied Mathematics, and Statistics, Case Western Reserve University, Cleveland, OH 44106, USA
Jia Wei: Bayesian Learning Corp., 825 S Golden West Ave, Arcadia, CA 91007, USA

Mathematics, 2021, vol. 9, issue 9, 1-25

Abstract: In this article, we study uncertainty quantification for flows in heterogeneous porous media. We use a Bayesian approach where the solution to the inverse problem is given by the posterior distribution of the permeability field given the flow and transport data. Permeability fields within facies are assumed to be described by two-point correlation functions, while interfaces that separate facies are represented via smooth pseudo-velocity fields in a level set formulation to get reduced dimensional parameterization. The permeability fields within facies and pseudo-velocity fields representing interfaces can be described using Karhunen–Loève (K-L) expansion, where one can select dominant modes. We study the error of posterior distributions introduced in such truncations by estimating the difference in the expectation of a function with respect to full and truncated posteriors. The theoretical result shows that this error can be bounded by the tail of K-L eigenvalues with constants independent of the dimension of discretization. This result guarantees the feasibility of such truncations with respect to posterior distributions. To speed up Bayesian computations, we use an efficient two-stage Markov chain Monte Carlo (MCMC) method that utilizes mixed multiscale finite element method (MsFEM) to screen the proposals. The numerical results show the validity of the proposed parameterization to channel geometry and error estimations.

Keywords: uncertainty quantification; bayesian inverse problem; regularity of posterior; level set; Karhunen–Loève expansion; two-stage MCMC (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2021
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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