2 resultados para Bayesian model averaging

em Memorial University Research Repository


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This research explores Bayesian updating as a tool for estimating parameters probabilistically by dynamic analysis of data sequences. Two distinct Bayesian updating methodologies are assessed. The first approach focuses on Bayesian updating of failure rates for primary events in fault trees. A Poisson Exponentially Moving Average (PEWMA) model is implemnented to carry out Bayesian updating of failure rates for individual primary events in the fault tree. To provide a basis for testing of the PEWMA model, a fault tree is developed based on the Texas City Refinery incident which occurred in 2005. A qualitative fault tree analysis is then carried out to obtain a logical expression for the top event. A dynamic Fault Tree analysis is carried out by evaluating the top event probability at each Bayesian updating step by Monte Carlo sampling from posterior failure rate distributions. It is demonstrated that PEWMA modeling is advantageous over conventional conjugate Poisson-Gamma updating techniques when failure data is collected over long time spans. The second approach focuses on Bayesian updating of parameters in non-linear forward models. Specifically, the technique is applied to the hydrocarbon material balance equation. In order to test the accuracy of the implemented Bayesian updating models, a synthetic data set is developed using the Eclipse reservoir simulator. Both structured grid and MCMC sampling based solution techniques are implemented and are shown to model the synthetic data set with good accuracy. Furthermore, a graphical analysis shows that the implemented MCMC model displays good convergence properties. A case study demonstrates that Likelihood variance affects the rate at which the posterior assimilates information from the measured data sequence. Error in the measured data significantly affects the accuracy of the posterior parameter distributions. Increasing the likelihood variance mitigates random measurement errors, but casuses the overall variance of the posterior to increase. Bayesian updating is shown to be advantageous over deterministic regression techniques as it allows for incorporation of prior belief and full modeling uncertainty over the parameter ranges. As such, the Bayesian approach to estimation of parameters in the material balance equation shows utility for incorporation into reservoir engineering workflows.

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In oil and gas pipeline operations, the gas, oil, and water phases simultaneously move through pipe systems. The mixture cools as it flows through subsea pipelines, and forms a hydrate formation region, where the hydrate crystals start to grow and may eventually block the pipeline. The potential of pipe blockage due to hydrate formation is one of the most significant flow-assurance problems in deep-water subsea operations. Due to the catastrophic safety and economic implications of hydrate blockage, it is important to accurately predict the simultaneous flow of gas, water, and hydrate particles in flowlines. Currently, there are few or no studies that account for the simultaneous effects of hydrate growth and heat transfer on flow characteristics within pipelines. This thesis presents new and more accurate predictive models of multiphase flows in undersea pipelines to describe the simultaneous flow of gas, water, and hydrate particles through a pipeline. A growth rate model for the hydrate phase is presented and then used in the development of a new three-phase model. The conservation equations of mass, momentum, and energy are formulated to describe the physical phenomena of momentum and heat transfer between the fluid and the wall. The governing equations are solved based on an analytical-numerical approach using a Newton-Raphson method for the nonlinear equations. An algorithm was developed in Matlab software to solve the equations from the inlet to the outlet of the pipeline. The developed models are validated against a single-phase model with mixture properties, and the results of comparative studies show close agreement. The new model predicts the volume fraction and velocity of each phase, as well as the mixture pressure and temperature profiles along the length of the pipeline. The results from the hydrate growth model reveal the growth rate and location where the initial hydrates start to form. Finally, to assess the impact of certain parameters on the flow characteristics, parametric studies have been conducted. The results show the effect of a variation in the pipe diameter, mass flow rate, inlet pressure, and inlet temperature on the flow characteristics and hydrate growth rates.