Variational and Monte Carlo Methods for Bayesian Inversion of Dynamic Subsurface Flow Simulations Using Seismic and Fluid Pressure Data

TL;DR

This paper compares variational inference and Monte Carlo methods for Bayesian inversion in subsurface flow simulations, demonstrating their effectiveness in estimating reservoir properties from seismic and pressure data.

Contribution

It introduces physically structured variational inference (PSVI) and benchmarks it against other methods, highlighting its balance of accuracy and efficiency.

Findings

PSVI balances accuracy and computational efficiency.

SVGD and sSVGD provide more accurate posteriors but are computationally intensive.

sSVGD outperforms SVGD in efficiency and mode collapse mitigation.

Abstract

In order to predict future performance of subsurface fluid reservoirs under possible operating scenarios, a dynamic, porous-medium flow simulation model must be tuned to include representative properties of the reservoir. Estimating subsurface reservoir properties given remotely sensed or borehole-based observations typically involves finding the solution to a challenging inverse problem. We compare Monte Carlo random sampling to variational inference methods which use optimisation to constrain parametrised uncertainties in nonlinear Bayesian inversions. We use them to estimate the posterior probability distribution of reservoir permeability given fluid pressure and seismic measurements. The methods include automatic differentiation variational inference (ADVI), Stein variational gradient descent (SVGD), and a Monte Carlo method called stochastic SVGD (sSVGD), all of which we benchmark against results from Metropolis-Hastings McMC. We also test an ADVI variant called physically structured variational inference (PSVI): in our implementation this method estimates only spatially-local correlations between model parameters based on the intuition that such correlations are strong in remote sensing problems in which data only inform about spatial-averages of local dynamics. We apply the methods to two- and three-dimensional inverse problems of carbon dioxide storage, inspired by the Endurance field, located in the UK North Sea. Results show that PSVI achieves a good balance between mean-field ADVI and full-rank ADVI in terms of accuracy of the posterior approximation and computational efficiency. SVGD and sSVGD offer more accurate approximations of the target posterior distribution, but at far higher computational cost. Between them, sSVGD outperforms SVGD, exhibiting better computational efficiency and mitigating the problems of mode collapse and spurious correlations.