Machine-learning-based modeling of coarse-scale error, with application to uncertainty quantification

The use of upscaled models is attractive in many-query applications that require a large number of simulation runs, such as uncertainty quantification and optimization. Highly coarsened models often display error in output quantities of interest, e.g., phase production and injection rates, so the direct use of these results for quantitative evaluations and decision making may not be appropriate. In this work, we introduce a machine-learning-based post-processing framework for modeling the error in coarse-model results in the context of uncertainty quantification. Coarse-scale models are constructed using an accurate global single-phase transmissibility upscaling procedure. The framework entails the use of high-dimensional regression (random forest in this work) to model error based on a number of error indicators or features. Many of these features are derived from approximations of the subgrid effects neglected in the coarse-scale saturation equation. These features are identified through volume averaging, and they are generated by solving a fine-scale saturation equation with a constant-in-time velocity field. Our approach eliminates the need for the user to hand-design a small number of informative (relevant) features. The training step requires the simulation of some number of fine and coarse models (in this work we perform either 10 or 30 training simulations), followed by construction of a regression model for each well. Classification is also applied for production wells. The methodology then provides a correction at each time step, and for each well, in the phase production and injection rates. Results are presented for two- and three-dimensional oil-water systems. The corrected coarse-scale solutions show significantly better accuracy than the uncorrected solutions, both in terms of realization-by-realization predictions for oil and water production rates, and for statistical quantities important for uncertainty quantification, such as P10, P50, and P90 predictions.