Efficient Uncertainty Quantification and Data Assimilation via Theory-Guided Convolutional Neural Network

A deep learning framework, called the theory-guided convolutional neural network (TgCNN), is developed for efficient uncertainty quantification and data assimilation of reservoir flow with uncertain model parameters. The performance of the proposed framework in terms of accuracy and computational efficiency is assessed by comparing it to classical approaches in reservoir simulation. The essence of the TgCNN is to take into consideration both the available data and underlying physical/engineering principles. The stochastic parameter fields and time matrix comprise the input of the convolutional neural network (CNN), whereas the output is the quantity of interest (e.g., pressure, saturation, etc.). The TgCNN is trained with available data while being simultaneously guided by theory (e.g., governing equations, other physical constraints, and engineering controls) of the underlying problem. The trained TgCNN serves as a surrogate that can predict the solutions of the reservoir flow problem with new stochastic parameter fields. Such approaches, including the Monte Carlo (MC) method and the iterative ensemble smoother (IES) method, can then be used to perform uncertainty quantification and data assimilation efficiently based on the TgCNN surrogate, respectively. The proposed paradigm is evaluated with dynamic reservoir flow problems. The results demonstrate that the TgCNN surrogate can be built with a relatively small number of training data and even in a label-free manner, which can approximate the relationship between model inputs and outputs with high accuracy. The TgCNN surrogate is then used for uncertainty quantification and data assimilation of reservoir flow problems, which achieves satisfactory accuracy and higher efficiency compared with state-of-the-art approaches. The novelty of the work lies in the ability to incorporate physical laws and domain knowledge into the deep learning process and achieve high accuracy with limited training data. The trained surrogate can significantly improve the efficiency of uncertainty quantification and data assimilation processes.