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
Sætrom, J; 2008, Scale-Corrected Ensemble Kalman Filter for
Observations of Production and 4-D Seismic Data; in Proceedings of
Geostats2008, Santiago Chile
Sætrom, J and Omre, H; 2011,
Ensemble Kalman Filtering Using Shrinkage Regression Techniques ,
accepted for publication in Computational Geosciences (17.06.2010), DOI: 10.1007/s10596-010-9196-0,
The original publication is available
at springerlink.com
Sætrom, J and Omre, H; 2011, Ensemble Kalman Filtering for Non-Linear Likelihood
Models Using Kernel-Shrinkage Regression Techniques accepted for
publication in
Computational Geosciences (02.12.2010), DOI: 10.1007/s10596-010-9222-2, The original publication is available
at \
springerlink.com )
Sætrom, J, Hove, J, Skjervheim, J-A and Vabø, J. G.; 2011, Improved Uncertainty Quantification in the Ensemble
Kalman Filter Using Statistical Model Selection Techniques ,
accepted for publication in SPE Journal (23.12.2010)
He, J, Sætrom, J and Durlofsky, L J;
2011, Enhanced linearized reduced-order
models for subsurface flow simulation ,
accepted for publication in Journal of Computational Physics (08.06.2011)
Submitted
Myrseth, I, Sætrom, J and Omre, H; 2010, Resampling the Ensemble Kalman Filter
Sætrom, J, Myrseth, I and Omre, H; 2010, Ensemble Kalman Filtering in a Bayesian Regression Framework
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"