Robust optimization of subsurface flow using polynomial chaos and response surface surrogates
详细信息    查看全文
  • 作者:Masoud Babaei ; Ali Alkhatib ; Indranil Pan
  • 关键词:Robust optimization ; Polynomial chaos expansion ; Probabilistic collocation method ; Uncertainty quantification ; Subsurface multiphase flow
  • 刊名:Computational Geosciences
  • 出版年:2015
  • 出版时间:October 2015
  • 年:2015
  • 卷:19
  • 期:5
  • 页码:979-998
  • 全文大小:2,013 KB
  • 参考文献:1.Aanonsen, S.I., Eide, A.L., Holden, L., Aasen, J.O.: Optimizing reservoir performance under uncertainty with application to well location. In: the SPE Annual Technical Conference and Exhibition held in Dallas, U.S.A., 22-25 October, doi:10.​2118/​30710-MS (1995)
    2.Aitokhuehi, I., Durlofsky, L.J.: Optimizing the performance of smart wells in complex reservoirs using continuously updated geological models. J. Pet. Sci. Eng. 48(3), 254–264 (2005)CrossRef
    3.Alkhatib, A., King, P.R.: An approximate dynamic programming approach to decision making in the presence of uncertainty for surfactant-polymer flooding. Comput. Geosci. 18(2), 243–263 (2014a)CrossRef
    4.Alkhatib, A., King, P.R.: Robust quantification of parametric uncertainty for surfactant–polymer flooding. Comput. Geosci. 18(1), 77–101 (2014b)CrossRef
    5.Artus, V., Durlofsky, L.J., Onwunalu, J., Aziz, K.: Optimization of nonconventional wells under uncertainty using statistical proxies. Comput. Geosci. 10(4), 389–404 (2006)CrossRef
    6.Ashraf, M., Oladyshkin, S., Nowak, W.: Geological storage of CO 2 : application, feasibility and efficiency of global sensitivity analysis and risk assessment using the arbitrary polynomial chaos. Int. J. Greenh. Gas Control 19, 704–719 (2013). doi:10.​1016/​j.​ijggc.​2013.​03.​023 CrossRef
    7.Ben-Tal, A., Nemirovski, A.: Robust optimization–methodology and applications. Math. Prog. 92(3), 453–480 (2002)CrossRef
    8.Bertsimas, D., Brown, D.B., Caramanis, C.: Theory and applications of robust optimization. SIAM Rev. 53(3), 464–501 (2011)CrossRef
    9.Beyer, H.G., Sendhoff, B.: Robust optimization—a comprehensive survey. Comput. Methods Appl. Mech. Eng. 196(33), 3190–3218 (2007)CrossRef
    10.Blatman, G., Sudret, B.: Efficient computation of global sensitivity indices using sparse polynomial chaos expansions. Reliab. Eng. Syst. Saf. 95(11), 1216–1229 (2010)CrossRef
    11.Burton, M., Kumar, N., Bryant, S.L.: CO 2 injectivity into brine aquifers: why relative permeability matters as much as absolute permeability. Energy Proc. 1(1), 3091–3098 (2009)CrossRef
    12.Busby, D., Farmer, C.L., Iske, A.: Hierarchical nonlinear approximation for experimental design and statistical data fitting. SIAM J. Sci. Comput. 29(1), 49–69 (2007)CrossRef
    13.Caers, J.: Front matter. doi:10.​1002/​9781119995920.​fmatter , http://​books.​google.​co.​uk/​books?​id=​gBaKfyic-z8C (2011)
    14.Chen, Y., Oliver, D.: Ensemble-based closed-loop optimization applied to Brugge field. SPE Reserv. Eval. Eng. 13(1), 56–71 (2010)CrossRef
    15.Cinnella, P., Hercus, S.: Robust optimization of dense gas flows under uncertain operating conditions. Comput. Fluids 39(10), 1893–1908 (2010)CrossRef
    16.Da Cruz, P.S., Horne, R.N., Deutsch, C.V.: The quality map: a tool for reservoir uncertainty quantification and decision making. SPE Reserv. Eval. Eng. 7(01), 6–14 (2004)CrossRef
    17.Cushman, J.H.: The physics of fluids in hierarchical porous media: Angstroms to miles. Kluwer Academic Publishers Dordrecht, The Netherlands (1997)CrossRef
    18.Dagan, G.: Flow and transport in porous formations. Springer-Verlag GmbH & Co. KG (1989)
    19.Dagan, G., Neuman S.P. Cambridge University Press, Subsurface flow and transport, A stochastic approach (2005)
    20.Deutsch, C.V.: Geostatistical reservoir modeling. Oxford University Press (2002)
    21.Dodson, M., Parks, G.T.: Robust aerodynamic design optimization using polynomial chaos. J. Aircr. 46 (2), 635–646 (2009)CrossRef
    22.Dwight, R.P., Han, Z.H.: Efficient uncertainty quantification using gradient-enhanced kriging. AIAA Paper 2276 (2009)
    23.Eldred, M.S.: Design under uncertainty employing stochastic expansion methods. Int. J. Uncertain. Quantif. 1(2) (2011)
    24.Elsheikh, A.H., Hoteit, I., Wheeler, M.F.: Efficient Bayesian inference of subsurface flow models using nested sampling and sparse polynomial chaos surrogates. Comput. Methods Appl. Mech. Eng. 269, 515–537 (2014)CrossRef
    25.Van Essen, G., Zandvliet, M., Van den Hof, P., Bosgra, O., Jansen, J.D.: Robust waterflooding optimization of multiple geological scenarios. SPE J. 14(1), 202–210 (2009)CrossRef
    26.Fajraoui, N., Ramasomanana, F., Younes, A., Mara, T.A., Ackerer, P., Guadagnini, A.: Use of global sensitivity analysis and polynomial chaos expansion for interpretation of nonreactive transport experiments in laboratory-scale porous media. Water Resour. Res. 47(2) (2011)
    27.Feinberg J: Probabilistic collocation method module POLYCHAOS., https://​bitbucket.​org/​jonathf/​polychaos/​src (2012)
    28.Field, R., Grigoriu, M.: Convergence properties of polynomial chaos approximations for L 2 random variables. Public Report, Sandia National Laboratories, Albuquerque (2007)CrossRef
    29.Foo, J., Karniadakis, G.E.: Multi-element probabilistic collocation method in high dimensions. J. Comput. Phys. 229(5), 1536–1557 (2010)CrossRef
    30.Gautschi, W.: Algorithm 726: ORTHPOL—A package of routines for generating orthogonal polynomials and Gauss-type quadrature rules. ACM Trans. Math. Softw. (TOMS) 20(1), 21–62 (1994)CrossRef
    31.Gelhar, L.W.: Stochastic subsurface hydrology from theory to applications. Water Resources Research 22 (9S), 135S–145S (1986)CrossRef
    32.Ghanem, R., Spanos, P.: A stochastic Galerkin expansion for nonlinear random vibration analysis. Probabilistic Eng. Mech. 8(3), 255–264 (1993)CrossRef
    33.Glaz, B., Goel, T., Liu, L., Friedmann, P.P., Haftka, R.T.: Multiple-surrogate approach to helicopter rotor blade vibration reduction. AIAA J. 47(1), 271–282 (2009)CrossRef
    34.Golub, G.H., Welsch, J.H.: Calculation of gauss quadrature rules. Math. Comput. 23(106), 221–230 (1969)CrossRef
    35.Gorissen, D., Couckuyt, I., Laermans, E., Dhaene, T.: Multiobjective global surrogate modeling, dealing with the 5-percent problem. Eng. Comput. 26(1), 81–98 (2010)CrossRef
    36.Güyagüler, B.: Optimization of well placement and assessment of uncertainty. PhD thesis, Stanford university (2002)
    37.Güyagüler, B., Horne, R.N.: Uncertainty assessment of well-placement optimization. SPE Reserv. Eval. Eng. 7(1), 24–32 (2004)CrossRef
    38.Huang, S., Quek, S., Phoon, K.: Convergence study of the truncated Karhunen–Loeve expansion for simulation of stochastic processes. Int. J. Numer. Methods Eng. 52(9), 1029–1043 (2001)CrossRef
    39.Isukapalli, S., Roy, A., Georgopoulos, P.: Stochastic response surface methods SRSMs for uncertainty propagation: Application to environmental and biological systems. Risk Anal. 18(3), 351–363 (1998)CrossRef
    40.Jafarpour, B., McLaughlin, D.B.: History matching with an ensemble Kalman filter and discrete cosine parameterization. Comput. Geosci. 12(2), 227–244 (2008)CrossRef
    41.Kalla, S., White, C.D.: Efficient design of reservoir simulation studies for development and optimization. SPE Reserv. Eval. Eng. 10(06), 629–637 (2007)CrossRef
    42.Keese, A., Matthies, H.G.: Sparse quadrature as an alternative to Monte Carlo for stochastic finite element techniques. Proc. Appl. Math. Mech. 3(1), 493–494 (2003)CrossRef
    43.Khu, S.T., Werner, M.G.: Reduction of Monte-Carlo simulation runs for uncertainty estimation in hydrological modelling. Hydrol. Earth Syst. Sci. Discuss. 7(5), 680–692 (2003)CrossRef
    44.Kim, N.H., Wang, H., Queipo, N.V.: Efficient shape optimization under uncertainty using polynomial chaos expansions and local sensitivities. AIAA J. 44(5), 1112–1116 (2006)CrossRef
    45.Krevor, S., Pini, R., Zuo, L., Benson, S.M.: Relative permeability and trapping of CO 2 and water in sandstone rocks at reservoir conditions. Water Resour. Res. 48(2) (2012)
    46.Kruisselbrink, J., Emmerich, M., Bäck, T.: An archive maintenance scheme for finding robust solutions. In: Parallel Problem Solving from Nature, PPSN XI, pp 214–223. Springer (2010a)
    47.Kruisselbrink, J., Emmerich, M., Deutz, A., Bäck, T.: Exploiting overlap when searching for robust optima. In: Parallel Problem Solving from Nature, PPSN XI, pp 63–72. Springer (2010b)
    48.Laloy, E., Rogiers, B., Vrugt, J.A., Mallants, D., Jacques, D.: Efficient posterior exploration of a high-dimensional groundwater model from two-stage Markov chain Monte Carlo simulation and polynomial chaos expansion. Water Resour. Res. 49(5), 2664–2682 (2013)CrossRef
    49.Li, H., Zhang, D.: Probabilistic collocation method for flow in porous media: Comparisons with other stochastic methods. Water Resour. Res. 43(9) (2007)
    50.Li, H., Zhang, D.: Efficient and accurate quantification of uncertainty for multiphase flow with the probabilistic collocation method. SPE J. 14(4), 665–679 (2009)CrossRef
    51.Li, H., Sarma, P., Zhang, D.: A comparative study of the probabilistic-collocation and experimental-design methods for petroleum-reservoir uncertainty quantification. SPE J. 16(2), 429–439 (2011)CrossRef
    52.Lie, K.A., Krogstad, S., Ligaarden, I.S., Natvig, J.R., Nilsen, H.M., Skaflestad, B.: Open-source MATLAB implementation of consistent discretizations on complex grids. Comput. Geosci. 16(2), 297–322 (2012)CrossRef
    53.Lin, G., Tartakovsky, A.M.: An efficient, high-order probabilistic collocation method on sparse grids for three-dimensional flow and solute transport in randomly heterogeneous porous media. Adv. Water Resour. 32(5), 712–722 (2009)CrossRef
    54.Loeven, G., Bijl, H.: Probabilistic collocation used in a two-step approach for efficient uncertainty quantification in computational fluid dynamics. Comput. Model. Eng. Sci. 36(3), 193–212 (2008)
    55.Loeven, G., Witteveen, J., Bijl, H.: Probabilistic collocation: an efficient non-intrusive approach for arbitrarily distributed parametric uncertainties. In: Proceedings of the 45th AIAA Aerospace Sciences Meeting, vol. 6, pp 3845–3858 (2007)
    56.Lophaven, S.N., Nielsen, H.B., Søndergaard, J.: DACE-a Matlab Kriging toolbox, version 2.0. Technical Report (2002)
    57.Mandur, J., Budman, H.: Robust optimization of chemical processes using Bayesian description of parametric uncertainty. J. Process Control 24(2), 422–430 (2013)CrossRef
    58.Manzocchi, T., Walsh, J., Nell, P., Yielding, G.: Fault transmissibility multipliers for flow simulation models. Pet. Geosci. 5(1), 53–63 (1999)CrossRef
    59.Mathelin, L., Hussaini, M.Y.: A stochastic collocation algorithm for uncertainty analysis, Technical report. Florida State University (2003)
    60.Matheron, G.: Les variables régionalisées et leur estimation: une application de la théorie des fonctions aléatoires aux sciences de la nature, Masson Paris (1965)
    61.Mathias, S.A., Gluyas, J.G., Martínez, G., De Miguel, G.J., Bryant, S.L., Wilson, D.: On relative permeability data uncertainty and CO 2 injectivity estimation for brine aquifers. Int. J. Greenh. Gas Control 12, 200–212 (2013)CrossRef
    62.Matthies, H.G., Keese, A.: Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations. Comput. Methods Appl. Mech. Eng. 194(12), 1295–1331 (2005)CrossRef
    63.Mohaghegh, S.D., Modavi, A., Hafez, H., Haajizadeh, M.: Development of surrogate reservoir model SRM for fast track analysis of a complex reservoir. International Journal of Oil. Gas Coal Technol. 2(1), 2–23 (2009)CrossRef
    64.Molina-Cristobal, A., Parks, G., Clarkson, P.: Finding robust solutions to multi-objective optimisation problems using polynomial chaos. In: Proceedings of the 6th ASMO UK/ISSMO Conference on Engineering Design Optimization. Citeseer (2006)
    65.Mondal, A., Efendiev, Y., Mallick, B., Datta-Gupta, A.: Bayesian uncertainty quantification for flows in heterogeneous porous media using reversible jump Markov chain monte carlo methods. Adv. Water Res. 33(3), 241–256 (2010)CrossRef
    66.Müller, J.: Surrogate model optimization toolbox. Technical report. Tampere University of Technology (2012)
    67.Müller, J., Piché, R.: Mixture surrogate models based on Dempster-Shafer theory for global optimization problems. J. Global Optim. 51(1), 79–104 (2011)CrossRef
    68.Müller, J., Shoemaker, C.A.: Influence of ensemble surrogate models and sampling strategy on the solution quality of algorithms for computationally expensive black-box global optimization problems, pp 1–22. Journal of Global Optimization (2014)
    69.Nagy, Z., Braatz, R.: Distributional uncertainty analysis using power series and polynomial chaos expansions. J. Process Control 17(3), 229–240 (2007)CrossRef
    70.Okano, H., Pickup, G., Christie, M., Subbey, S., Sambridge, M., Monfared, H.: Quantification of uncertainty in relative permeability for coarse-scale reservoir simulation. In: The SPE Europec/EAGE Annual Con in Madrid, pp 13–16. Society of Petroleum Engineers, Spain (2005)
    71.Oladyshkin, S., Nowak, W.: Polynomial response surfaces for probabilistic risk assessment and risk control via robust design. doi:10.​5772/​38170 (2012)
    72.Oladyshkin, S., Class, H., Helmig, R., Nowak, W.: A concept for data-driven uncertainty quantification and its application to carbon dioxide storage in geological formations. Adv. Water Resour. 34(11), 1508–1518 (2011)CrossRef
    73.Onorato, G., Loeven, G., Ghorbaniasl, G., Bijl, H., Lacor, C.: Comparison of intrusive and non-intrusive polynomial chaos methods for CFD applications in aeronautics. In: Proceedings of the 5th European conference on computational fluid dynamics. ECCOMAS CFD, Lisbon, Portugal (2010)
    74.Onwunalu, J.E., Durlofsky, L.J.: Application of a particle swarm optimization algorithm for determining optimum well location and type. Comput. Geosci. 14(1), 183–198 (2010)CrossRef
    75.Pan, Y., Horne, R.N.: Improved methods for multivariate optimization of field development scheduling and well placement design. In: The 1998 SPE Annual Technical Conference and Exhibition, pp 27–30. Society of Petroleum Engineers, Held in New Orleans, Louisiana (1998)
    76.Petvipusit, K.R., Elsheikh, A.H., King, P.R., Blunt, M.J.: Robust optimisation using spectral high dimensional model representation-an application to CO2 sequestration strategy. In: ECMOR XIV-14th European conference on the mathematics of oil recovery (2014a)
    77.Petvipusit, K.R., Elsheikh, A.H., LaForce, T.C., King, P.R., Blunt, M.J.: Robust optimisation of CO2 sequestration strategies under geological uncertainty using adaptive sparse grid surrogates. Comput. Geosci. 18(5), 763–778 (2014b)CrossRef
    78.Petvipusit, K.R., Elsheikh, A.H., King, P.R., Blunt, M.J.: An efficient optimisation technique using adaptive spectral high-dimensional model representation: Application to CO2 sequestration strategies. In: SPE Reservoir Simulation Symposium. Society of Petroleum Engineers (2015)
    79.Queipo, N.V., Haftka, R.T., Shyy, W., Goel, T., Vaidyanathan, R., Kevin Tucker, P.: Surrogate-based analysis and optimization. Progress Aerosp. Sci. 41(1), 1–28 (2005)CrossRef
    80.Rashid, K., Bailey, W.J., Couet, B., Wilkinson, D.: An efficient procedure for expensive reservoir-simulation optimization under uncertainty. SPE Econ. Manag. 5(4), 21–33 (2013)CrossRef
    81.Razavi, S., Tolson, B.A., Burn, D.H.: Review of surrogate modeling in water resources. Water Resour. Res. 48(7) (2012)
    82.Reagana, M.T., Najm, H.N., Ghanem, R.G., Knio, O.M.: Uncertainty quantification in reacting-flow simulations through non-intrusive spectral projection. Combust. Flame 132(3), 545–555 (2003)CrossRef
    83.Remy N: S-gems: the Stanford geostatistical modeling software: a tool for new algorithms development. In: Geostatistics Banff 2004, pp 865–871. Springer (2005)
    84.Rohmer, J., Bouc, O.: A response surface methodology to address uncertainties in cap rock failure assessment for CO 2 geological storage in deep aquifers. Int. J. Greenh. Gas Control 4(2), 198–208 (2010)CrossRef
    85.Rubin, Y.: Applied stochastic hydrogeology. Oxford University Press (2003)
    86.Sacks, J., Welch, W.J., Mitchell, T.J., Wynn, H.P.: Design and analysis of computer experiments. Stat. Sci. 4(4), 409–423 (1989)CrossRef
    87.Sahinidis, N.V.: Optimization under uncertainty: state-of-the-art and opportunities. Comput. Chem. Eng. 28(6), 971–983 (2004)CrossRef
    88.Sarma, P., Durlofsky, L.J., Aziz, K., Chen, W.H.: Efficient real-time reservoir management using adjoint-based optimal control and model updating. Comput. Geosci. 10(1), 3–36 (2006)CrossRef
    89.Sarma, P., Durlofsky, L.J., Aziz, K: Kernel principal component analysis for efficient, differentiable parameterization of multipoint geostatistics. Math. Geosci. 40(1), 3–32 (2008)CrossRef
    90.Schölkopf, B., Smola, A., Müller, K.R.: Nonlinear component analysis as a kernel eigenvalue problem. Neural Comput. 10(5), 1299–1319 (1998)CrossRef
    91.Strebelle, S.: Conditional simulation of complex geological structures using multiple-point statistics. Math. Geol. 34(1), 1–21 (2002)CrossRef
    92.Subbey, S., Monfared, H., Christie, M., Sambridge, M.: Quantifying uncertainty in flow functions derived from scal data. Trans. Porous Media 65(2), 265–286 (2006)CrossRef
    93.Sun, A.Y., Zeidouni, M., Nicot, J.P., Lu, Z., Zhang, D.: Assessing leakage detectability at geologic CO 2 sequestration sites using the probabilistic collocation method. Adv. Water Res. 56, 49–60 (2013)CrossRef
    94.Tatang, M.A.: Direct incorporation of uncertainty in chemical and environmental engineering systems. PhD thesis, Massachusetts Institute of Technology (1995)
    95.Tatang, M.A., Pan, W., Prinn, R.G., McRae, G.J.: An efficient method for parametric uncertainty analysis of numerical geophysical models. J. Geophys. Res. 102(D18), 21,925–21,932 (1997)CrossRef
    96.Tsutsui, S., Ghosh, A.: Genetic algorithms with a robust solution searching scheme. Evolutionary Computation. IEEE Trans. Evol. Comput. 1(3), 201–208 (1997)CrossRef
    97.Viana, F.A., Gogu, C., Haftka, R.T.: Making the most out of surrogate models: tricks of the trade. In: ASME 2010 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference, pp 587?-598. American Society of Mechanical Engineers (2010)
    98.Vincent, G., Corre, B., Thore, P.: Managing structural uncertainty in a mature field for optimal well placement. SPE Reserv. Eval. Eng 2(04), 377–384 (1999)CrossRef
    99.Vo, H.X., Durlofsky, L.J.: A new differentiable parameterization based on Principal Component Analysis for the low-dimensional representation of complex geological models. Mathematical Geosciences (2014)
    100.Wang, H., Echeverría-Ciaurri, D., Durlofsky, L.J., Cominelli, A.: Optimal well placement under uncertainty using a retrospective optimization framework. SPE J. 17(1), 112–121 (2012)CrossRef
    101.Wiener, N.: The homogeneous chaos. Am. J. Math. 60(4), 897–936 (1938)CrossRef
    102.Xiong, F., Xue, B., Yan, Z., Yang, S.: Polynomial chaos expansion based robust design optimization. In: International Conference on Quality, Reliability, Risk, Maintenance, and Safety Engineering (ICQR2MSE), pp 868–873. IEEE (2011)
    103.Xiu, D., Karniadakis, G.E.: The Wiener-Askey polynomial chaos for stochastic differential equations. SIAM J. Sci. Comput. 24(2), 619–644 (2002)CrossRef
    104.Yeh, W.W.G.: Reservoir management and operations models: a state-of-the-art review. Water Resour. Res. 21(12), 1797–1818 (1985)CrossRef
    105.Yeten, B., Durlofsky, L.J., Aziz, K.: Optimization of nonconventional well type, location, and trajectory. SPE J. 8(3), 200–210 (2003)CrossRef
    106.Zein, S.: A polynomial chaos expansion trust region method for robust optimization. Commun. Comput. Phys. 14(2), 412–424 (2013)
    107.Zhang, D.: Stochastic methods for flow in porous media: coping with uncertainties. Academic Press (2001)
    108.Zhang, D., Lu, Z.: An efficient, high-order perturbation approach for flow in random porous media via Karhunen–Loeve and polynomial expansions. J. Comput. Phys. 194(2), 773–794 (2004)CrossRef
    109.Zhang, J., Chowdhury, S., Messac, A.: An adaptive hybrid surrogate model. Struct. Multidiscip. Optim. 46(2), 223–238 (2012)CrossRef
    110.Zhang, Y., Sahinidis, N.V.: Uncertainty quantification in CO 2 sequestration using surrogate models from polynomial chaos expansion. Ind. Eng. Chem. Res. 52(9), 3121–3132 (2012)CrossRef
    111.Zhou, Z., Ong, Y.S., Lim, M.H., Lee, B.S.: Memetic algorithm using multi-surrogates for computationally expensive optimization problems. Soft Comput. 11(10), 957–971 (2007)CrossRef
  • 作者单位:Masoud Babaei (1)
    Ali Alkhatib (2)
    Indranil Pan (3)

    1. School of Chemical Engineering and Analytical Science, University of Manchester, Manchester, United Kingdom
    2. Saudi Aramco, Dhahran, Saudi Arabia
    3. Imperial College London, London, United Kingdom
  • 刊物类别:Mathematics and Statistics
  • 刊物主题:Mathematics
    Mathematical Modeling and IndustrialMathematics
    Geotechnical Engineering
    Hydrogeology
    Soil Science and Conservation
  • 出版者:Springer Netherlands
  • ISSN:1573-1499
文摘
This study employs an inclusive framework for surrogate model-based optimization in the presence of parametric and spatial uncertainties. The framework is applied to optimize water injection rate for optimal hydrocarbon recovery from a synthetic subsurface model with uncertainty in the geological and fluid relative permeability properties. In one model of parametric uncertainty, geological properties such as the channel’s absolute permeability and the fault transmissibility multiplier and the fluid relative permeability parameters such as the residual oil saturation to water and the water relative permeability at residual oil are assumed to be non-informative. In another model, the channels positions are assumed uncertain and various realizations of the channelized permeability are parameterized and the spatial uncertainty is accounted for in the optimization. The uncertainty is quantified in each evaluation of the objective function via polynomial chaos expansions. The coefficients of polynomial chaos expansion are solved by probabilistic collocation method. The objective function is assigned with a risk-averse net present value computed from a distribution of values obtained from the probabilistic proxies. The proxies are updated for each round of objective function evaluation. Monte-Carlo simulations are also conducted to verify accuracy and to demonstrate the computational efficiency of the probabilistic collocation approach. The optimization is conducted in various random input cases (depending on the number of uncertain parameters) and for each case net present value is successfully maximized and optimal solutions of the water injection rates are determined.

© 2004-2018 中国地质图书馆版权所有 京ICP备05064691号 京公网安备11010802017129号

地址:北京市海淀区学院路29号 邮编:100083

电话:办公室:(+86 10)66554848;文献借阅、咨询服务、科技查新:66554700