Quantification of uncertainty in production injection forecasting is an important aspect of reservoir simulation studies. Conventional approaches include intrusive Galerkin-based methods (e.g., generalized polynomial chaos (gPC) and stochastic collocation (SC) methods) and non-intrusive Monte Carlo (MC) based methods. Nevertheless, the quantification is conducted in reformulations of the underlying stochastic PDEs with fixed well controls. If one wants to take various well control plans into account, expensive computations need to be repeated for each well design independently. In this project, we take advantages of the equation-free spirit of convolutional neural network (CNN) to overcome this challenge and thus achieve the flexibility of efficient uncertainty quantification with various well controls. We are interested in the development of surrogate models for uncertainty quantification and propagation in reservoir simulations using a deep convolutional encoder-decoder network as an analogue to the image-to-image regression tasks in computer science. First, a U-Net architecture is applied to replace conventional expensive deterministic PDE solver. Then we adopt the idea from shape-guided image generation using variational U-Net and design a new variational U-Net architecture for "control-guided" reservoir simulation. Backward propagation is learned in the network to extract the hidden physical quantities and then predict the future production by the learned forward propagation using the hidden variable with various well controls. Comparisons in computational efficiency are made between our proposed CNN approach and conventional MC approach. Significant improvements in computational speed with reasonable accuracy loss are observed in the numerical tests.
Recently, deep learning has been explored as a competitive methodology across fields such as fluid mechanics @cite_25 , hydrology @cite_24 @cite_3 , bioinformatics @cite_15 , high energy physics @cite_11 and others. In particular, @cite_10 adopted an end-to-end image-to image regression approach for surrogate modeling governed by stochastic PDEs with high-dimensional stochastic input in random porous media. In addition, the deep neural networks are set under a formal Bayesian formula to enable the network to express its uncertainty on its predictions when using limited training data. @cite_10 and our project both study two-dimensional, single phase, steady-state flow through a random permeability field. However, the emphasis of @cite_10 lies in Bayesian deep learning dealing with high dimensional random inputs but with fixed single well control. In this work, we focus on uncertainty propagation with , which would allow existing well information to infer the incomplete uncertain geological properties and evaluate potential well locations during simulation. In large-scale reservoir project like CCS, such quantification from simulations will be of significant importance and economic value in industry.
@cite_3 @cite_24 @cite_15 @cite_10 @cite_25 @cite_11
2784733489 2133027741 2610571781 2589209256
Abstract We are interested in the development of surrogate models for uncertainty quantification and propagation in problems governed by stochastic PDEs using a deep convolutional encoder–decoder network in a similar fashion to approaches considered in deep learning for image-to-image regression tasks. Since normal neural networks are data-intensive and cannot provide predictive uncertainty, we propose a Bayesian approach to convolutional neural nets. A recently introduced variational gradient descent algorithm based on Stein's method is scaled to deep convolutional networks to perform approximate Bayesian inference on millions of uncertain network parameters. This approach achieves state of the art performance in terms of predictive accuracy and uncertainty quantification in comparison to other approaches in Bayesian neural networks as well as techniques that include Gaussian processes and ensemble methods even when the training data size is relatively small. To evaluate the performance of this approach, we consider standard uncertainty quantification tasks for flow in heterogeneous media using limited training data consisting of permeability realizations and the corresponding velocity and pressure fields. The performance of the surrogate model developed is very good even though there is no underlying structure shared between the input (permeability) and output (flow pressure) fields as is often the case in the image-to-image regression models used in computer vision problems. Studies are performed with an underlying stochastic input dimensionality up to 4225 where most other uncertainty quantification methods fail. Uncertainty propagation tasks are considered and the predictive output Bayesian statistics are compared to those obtained with Monte Carlo estimates. These lecture notes highlight the mathematical and computational structure relating to the formulation of, and development of algorithms for, the Bayesian approach to inverse problems in differential equations. This approach is fundamental in the quantification of uncertainty within applications in volving the blending of mathematical models with data. The finite dimensional situation is described first, along with some motivational examples. Then the development of probability measures on separable Banach space is undertaken, using a random series over an infinite set of functions to construct draws; these probability measures are used as priors in the Bayesian approach to inverse problems. Regularity of draws from the priors is studied in the natural Sobolev or Besov spaces implied by the choice of functions in the random series construction, and the Kolmogorov continuity theorem is used to extend regularity considerations to the space of Holder continuous functions. Bayes’ theorem is de rived in this prior setting, and here interpreted as finding conditions under which the posterior is absolutely continuous with respect to the prior, and determining a formula for the Radon-Nikodym derivative in terms of the likelihood of the data. Having established the form of the posterior, we then describe various properties common to it in the infinite dimensional setting. These properties include well-posedness, approximation theory, and the existence of maximum a posteriori estimators. We then describe measure-preserving dynamics, again on the infinite dimensional space, including Markov chain-Monte C arlo and sequential Monte Carlo methods, and measure-preserving reversible stochastic differential equations. By formulating the theory and algorithms on the underlying infinite dimensional space, we obtain a framework suitable for rigorous analysis of the accuracy of reconstructions, of computational complexity, as well as naturally constructing algorithms which perform well under mesh refinement, since they are inherently well-defined in infinite dimensions. In this work, we investigate the value of uncertainty modelling in 3D super-resolution with convolutional neural networks (CNNs). Deep learning has shown success in a plethora of medical image transformation problems, such as super-resolution (SR) and image synthesis. However, the highly ill-posed nature of such problems results in inevitable ambiguity in the learning of networks. We propose to account for intrinsic uncertainty through a per-patch heteroscedastic noise model and for parameter uncertainty through approximate Bayesian inference in the form of variational dropout. We show that the combined benefits of both lead to the state-of-the-art performance SR of diffusion MR brain images in terms of errors compared to ground truth. We further show that the reduced error scores produce tangible benefits in downstream tractography. In addition, the probabilistic nature of the methods naturally confers a mechanism to quantify uncertainty over the super-resolved output. We demonstrate through experiments on both healthy and pathological brains the potential utility of such an uncertainty measure in the risk assessment of the super-resolved images for subsequent clinical use. As deep neural networks (DNNs) are applied to increasingly challenging problems, they will need to be able to represent their own uncertainty. Modelling uncertainty is one of the key features of Bayesian methods. Bayesian DNNs that use dropout-based variational distributions and scale to complex tasks have recently been proposed. We evaluate Bayesian DNNs trained with Bernoulli or Gaussian multiplicative masking of either the units (dropout) or the weights (dropconnect). We compare these Bayesian DNNs ability to represent their uncertainty about their outputs through sampling during inference. We tested the calibration of these Bayesian fully connected and convolutional DNNs on two visual inference tasks (MNIST and CIFAR-10). By adding different levels of Gaussian noise to the test images, we assessed how these DNNs represented their uncertainty about regions of input space not covered by the training set. These Bayesian DNNs represented their own uncertainty more accurately than traditional DNNs with a softmax output. We find that sampling of weights, whether Gaussian or Bernoulli, led to more accurate representation of uncertainty compared to sampling of units. However, sampling units using either Gaussian or Bernoulli dropout led to increased convolutional neural network (CNN) classification accuracy. Based on these findings we use both Bernoulli dropout and Gaussian dropconnect concurrently, which approximates the use of a spike-and-slab variational distribution. We find that networks with spike-and-slab sampling combine the advantages of the other methods: they classify with high accuracy and robustly represent the uncertainty of their classifications for all tested architectures.