Application of the Two-Stage Markov Chain Monte Carlo Method for Characterization of Fractured Reservoirs using a Surrogate Flow Model. Ginting, V., Pereira, F., Presho, M., & Wo, S. Computational Geosciences, 15(4):691-707, 2011.
Application of the Two-Stage Markov Chain Monte Carlo Method for Characterization of Fractured Reservoirs using a Surrogate Flow Model [link]Paper  doi  abstract   bibtex   
In this paper, we develop a procedure for subsurface characterization of a fractured porous medium. The characterization involves sampling from a representation of a fracture�s permeability that has been suitably adjusted to the dynamic tracer cut measurement data. We propose to use a type of dual-porosity, dual-permeability model for tracer flow. This model is built into the Markov chain Monte Carlo (MCMC) method in which the permeability is sampled. The Bayesian statistical framework is used to set the acceptance criteria of these samples and is enforced through sampling from the posterior distribution of the permeability fields conditioned to dynamic tracer cut data. In order to get a sample from the distribution, we must solve a series of problems which requires a fine-scale solution of the dual model. As direct MCMC is a costly method with the possibility of a low acceptance rate, we introduce a two-stage MCMC alternative which requires a suitable coarse-scale solution method of the dual model. With this filtering process, we are able to decrease our computational time as well as increase the proposal acceptance rate. A number of numerical examples are presented to illustrate the performance of the method.
@article {MR2842719,
    AUTHOR = {Ginting, V. and Pereira, F. and Presho, M. and
              Wo, S.},
     TITLE = {Application of the {T}wo-{S}tage {M}arkov {C}hain {M}onte {C}arlo
              {M}ethod for {C}haracterization of {F}ractured {R}eservoirs using a
              {S}urrogate {F}low {M}odel},
  JOURNAL = {Computational Geosciences},
    VOLUME = {15},
      YEAR = {2011},
    NUMBER = {4},
     PAGES = {691-707},
      ISSN = {1420-0597},
   MRCLASS = {76S05 (65C05 65C40)},
  MRNUMBER = {2842719 (2012i:76095)},
       DOI = {10.1007/s10596-011-9236-4},
       URL = {http://dx.doi.org/10.1007/s10596-011-9236-4},
  ABSTRACT="In this paper, we develop a procedure for subsurface characterization of a fractured porous medium. The characterization involves sampling from a representation of a fracture�s permeability that has been suitably adjusted to the dynamic tracer cut measurement data. We propose to use a type of dual-porosity, dual-permeability model for tracer flow. This model is built into the Markov chain Monte Carlo (MCMC) method in which the permeability is sampled. The Bayesian statistical framework is used to set the acceptance criteria of these samples and is enforced through sampling from the posterior distribution of the permeability fields conditioned to dynamic tracer cut data. In order to get a sample from the distribution, we must solve a series of problems which requires a fine-scale solution of the dual model. As direct MCMC is a costly method with the possibility of a low acceptance rate, we introduce a two-stage MCMC alternative which requires a suitable coarse-scale solution method of the dual model. With this filtering process, we are able to decrease our computational time as well as increase the proposal acceptance rate. A number of numerical examples are presented to illustrate the performance of the method."
}

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