• Assimilation of multiple linearly dependent data vectors 

      Mannseth, Trond (Peer reviewed; Journal article, 2019)
      Assimilation of a sequence of linearly dependent data vectors, {dl}Ll=1 such that dl=BldLL−1l=1 , is considered for a parameter estimation problem. Such a data sequence can occur, for example, in the context of multilevel ...
    • Bayesian model evaluation for multiple scenarios 

      Aanonsen, Sigurd Ivar; Fossum, Kristian; Mannseth, Trond (Peer reviewed; Journal article, 2023)
      Traditional uncertainty analysis for subsurface models is typically based on a single dynamic model with a number of uncertain parameters. Improved and more robust forecasting can be obtained by combining several models ...
    • Data assimilation with soft constraints (DASC) through a generalized iterative ensemble smoother 

      Luo, Xiaodong; Chalub Cruz, William (Peer reviewed; Journal article, 2022)
      This work investigates an ensemble-based workflow to simultaneously handle generic, nonlinear equality and inequality constraints in reservoir data assimilation problems. The proposed workflow is built upon a recently ...
    • Dimensional reduction of a fractured medium for a polymer EOR model 

      Dugstad, Martin Sandanger; Kumar, Kundan; Pettersen, Øystein (Peer reviewed; Journal article, 2021)
      Dimensional reduction strategy is an effective approach to derive reliable conceptual models to describe flow in fractured porous media. The fracture aperture is several orders of magnitude smaller than the characteristic ...
    • Dynamic PVT model for CO2-EOR black-oil simulations 

      Sandve, Tor Harald; Sævareid, Ove; Aavatsmark, Ivar (Peer reviewed; Journal article, 2022)
      A well-planned CO2EOR operation can help meet an ever-increasing need for energy and at the same time reduce the total CO2 footprint from the energy production. Good simulation studies are crucial for investment decisions ...
    • Fast robust optimization using bias correction applied to the mean model 

      Wang, Lingya; Oliver, Dean (Peer reviewed; Journal article, 2020)
      Ensemble methods are remarkably powerful for quantifying geological uncertainty. However, the use of the ensemble of reservoir models for robust optimization (RO) can be computationally demanding. The straightforward ...
    • Formulating the history matching problem with consistent error statistics 

      Evensen, Geir (Peer reviewed; Journal article, 2021)
      It is common to formulate the history-matching problem using Bayes’ theorem. From Bayes’, the conditional probability density function (pdf) of the uncertain model parameters is proportional to the prior pdf of the model ...
    • Iterative multilevel assimilation of inverted seismic data 

      Nezhadali, Mohammad; Bhakta, Tuhin; Fossum, Kristian; Mannseth, Trond (Peer reviewed; Journal article, 2022)
      In ensemble-based data assimilation (DA), the ensemble size is usually limited to around one hundred. Straightforward application of ensemble-based DA can therefore result in significant Monte Carlo errors, often manifesting ...
    • Marginalized iterative ensemble smoothers for data assimilation 

      Stordal, Andreas Størksen; Lorentzen, Rolf Johan; Fossum, Kristian (Journal article; Peer reviewed, 2023)
      Data assimilation is an important tool in many geophysical applications. One of many key elements of data assimilation algorithms is the measurement error that determines the weighting of the data in the cost function to ...
    • Novel iterative ensemble smoothers derived from a class of generalized cost functions 

      Luo, Xiaodong (Peer reviewed; Journal article, 2021)
      Iterative ensemble smoothers (IES) are among the state-of-the-art approaches to solving history matching problems. From an optimization-theoretic point of view, these algorithms can be derived by solving certain stochastic ...
    • Randomized maximum likelihood based posterior sampling 

      Ba, Yuming; de Wiljes, Jana; Oliver, Dean; Reich, Sebastian (Peer reviewed; Journal article, 2021)
      Minimization of a stochastic cost function is commonly used for approximate sampling in high-dimensional Bayesian inverse problems with Gaussian prior distributions and multimodal posterior distributions. The density of ...