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SPSA for oil‐parameter estimation and reservoir management

In this paper we implement and test the Simultaneous Perturbation Stochastic Approximation method (SPSA) in order to perform parameter estimation or history matching in reservoir simulation. The SPSA algorithm allows the determination of descent directions with very few forward model evaluations no matter the number of parameters. We test this approach for the estimation of transmissibilities for a single‐phase flow problem in very heterogeneous environments. The global properties of SPSA allow the determination of reasonable good inverse solutions which is demonstrated through numerical experiments. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)