Progress report. Updated August 2011


Candidate:
Jon Sætrom

Main supervisor
Henning Omre, Department of Mathematical Sciences, NTNU

Co-supervisor
Lou J. Durlofsky, Deparment of Energy Resources Engineering, Stanford University

Title
Reduction of Dimensionality in Spatiotemporal Models

Start:
12.09.07

Thesis defended:
November 30 2010


Courses

The following courses will be a part of my PhD
Fall 2007
  • MA8702 Probability Theory and Asymptotic Techniques, 7.5 sp
  • MA8109 Stochastic Differential Equations, 7.5 sp
Spring 2008
  • MA8702 Advanced Modern Statistical Methods, 7.5 sp
Summer 2010
  • MA8100 Mathematical Topic

Attendance at conferences / workshops

  • Bergen, 18.-20.06.07: "Ensemble Kalman Filter Workshop".
  • Cascais, 10.-14.09.07: "Petroleum Geostatistics 2007"
  • Geilo, 20.-25.01.08: "Evita Winter School"
  • Oslo, 23-24.04.08: "Petromaks seminar"
  • Voss, 18-20.06.08: "EnKF Workshop"
  • Stanford, California 17-18.11.08: "Annual SUPRI-HW Review Meeting"
  • Santiago, Chile 1-5.12.08: "Geostats2008"
  • Houston, Texas 2-4.02.09: "SPE Reservoir Simulation Symposium"
  • Stanford, California, 29-30.04.09: "Smart Fields Consortium Meeting"
  • Bergen, 22-24.06.09: "Ensemble Kalman Filter Workshop"
  • New Orleans, 05-07.10.09: "SPE ATCE"
  • Geilo, 24-29.01.10: "Evita Winter School"
  • Stanford, California, 03-04.05.10: "Smart Fields Consortium Meeting"
  • Bergen, 18-20.05.10: "Ensemble Kalman Filter Workshop"
  • Oxford, UK, 06-09.09.10: "ECMOR"

Presentations

  • Various presentations at NTNU and URE-Partner
  • Geostats2008, "Scale-Corrected Ensemble Kalman Filter for Observations of Production and 4-D Seismic Data"
  • Statistics Seminar, Dept. Statistics, Stanford University, "Improved Ensemble Kalman Filter Updating"
  • Ensemble Kalman Filter Workshop, "Ensemble Kalman Filter Updating Using Shrinkage Based Regression Techniques"
  • Internal Seminar Schlumberger, Stavanger, "Ensemble Kalman Filter Updating Using Shrinkage Based Regression Techniques", "Reduced Order Modelling in Reservoir Simulation Applications"
  • Internal Seminars ENI, Milano and Statoil, Bergen. "Dimension Reduction Techniques, with Applications in Reservoir Characterisation and Production Optimisation"
  • Ensemble Kalman Filter Workshop, "Ensemble Kalman Filtering for Non-Linear Likelihood Models Using Kernel-Shrinkage Regression Techniques"

Visiting Researcher

  • Stanford University, California USA 01.09.08-01.06.09

Publications

Submitted

Under Construction

  • Omre, H and Sætrom, J; 2010, Hierarchical Scale-Corrected Ensemble Kalman Filter
  • Sætrom, J, Myrseth, I and Omre, H; 2010, Ensemble Kalman Filtering Using Bootstrap Shrinkage Regression


Progress Report

  • Fall 2007: Courses worth 15.0 sp. Continue working with Hierarchical EnKF.
  • Spring 2008: Courses worth 7.5 sp. Continue working with Scale-Corrected Hierarchical EnKF.
  • Fall 2008-Spring 2009: Visiting Researcher Stanford University, California USA, working with Prof. Lou Durlofsky.
  • Fall 2008: Working on the Ensemble Kalman Filter Updating Scheme (Shrinkage Regression, Kernel Shrinkage Regression)
  • Fall 2008: Working on various dimension reduction metods with applications for reservoir simulation (Reduced order modelling)
  • Spring 2009: Working on Ensemble Kalman Filter Updating Scheme (Bootstrap, Shrinkage, Kernel-Shrinkage, Bayesian Regression, Student-t)
  • Spring 2009: Working on the Trajectory Piecewise Linearization (TPWL) reservoir simulator
  • Fall 2010: Working on the TPWL and the Paper: "Ensemble Kalman Filtering Using Shrinkage Regression Techniques"
  • Spring 2010: Submitted paper: "Ensemble Kalman Filtering Using Shrinkage Regression Techniques"
  • Spring 2010: Working with the research group at Statoil, Bergen (EnKF & Model Selection)
  • Spring 2010: Continued collaboration with Stanford U, regarding stability and accuracy of the TPWL.
  • Spring 2010: Working on Papers:
    • "Ensemble Kalman Filtering For Non-Linear Likelihood Models Using Kernel-Shrinkage Regression Techniques"
    • "Ensemble Kalman Filtering Using Bayesian Regression Techniques"
    • "Improved Uncertainty Quantification in the Ensemble Kalman Filter Using Statistical Model Selection Techniques"