Adaptive and accuracy-aware multiple data assimilation in a three step framework

Abstract

The ensemble smoother with multiple data assimilation (ES-MDA) is an algorithmic framework for the ensemble-based solution of inverse problems in reservoir engineering (and beyond). ES-MDA gradually transitions a prior ensemble to a posterior ensemble. The details of how this transition, or "multiple data assimilation," is implemented defines the accuracy and computational cost of ES-MDA. We show that many popular, adaptive variants of ES-MDA can be understood within a simple three-step framework: inflation proposal, pre-analysis revision, and post-analysis revision. The three steps interact to resolve a trade-off between accuracy (many assimilations with small updates) and efficiency (few assimilations with large updates), inherent to ES-MDA. We then present a new adaptive and accuracy-aware method, ES-MDA-A2, that combines large updates with a "catch-up" mechanism that decreases the update size allowing for additional assimilations if the accuracy is low. ES-MDA-A2 requires only two inputs: a targeted accuracy and a maximum number of data assimilations. We test existing and new ES-MDA variants in systematic numerical experiments with a toy model, two electromagnetic inversions with field data, and a subsurface flow reservoir simulation. We find that ES-MDA-A2 resolves the accuracy-efficiency trade-off differently from existing methods, leading to accurate inversions at a reasonable computational cost in all experiments.