Estimating the probability of CO2 leakage using rare event simulation

A.h. Elsheikh, S. Oladyshkin, W. Nowak, M. Christie

Research output: Chapter in Book/Report/Conference proceedingConference contribution

5 Citations (Scopus)
42 Downloads (Pure)


Estimating the probability of rare events is an extremely challenging task. For example, estimating the probability of leakage of CO2 from a saline aquifer using a direct Monte-Carlo approach would in general require a number of simulations proportional to the inverse of the rare event probability. Since it is likely that any action will require a probability of failure of less than $10^{-6}$, requiring $10^7$ to $10^8$ simulations, it is understandable that few such studies have been published. In this paper, we propose a means of simulating such rare events using a multilevel splitting algorithm called subset simulation (SS)[Au and Beck, 2001]. SS is an iterative algorithm that introduces intermediate events which are easier to sample from, and then iteratively samples within each constrained region in the probability space until the rare event threshold is reached. We show results for a standard benchmark for CO2 leakage through a leaky well [Class et al., 2009]. In this test case, CO2 is injected into a deep aquifer, then spreads within the aquifer and, upon reaching an abandoned well, it rises to a shallower aquifer. We show that subset simulation is an effective algorithm for estimating the probability of rare events with significant computational advantages over a direct Monte-Carlo approach. The SS algorithm relies on two parameters that have to be adjusted at the start of the simulation; we show the effect of these parameters on the quality of estimated rare event probabilities and propose guidelines on how to select these parameters.
Original languageEnglish
Title of host publication14th European Conference on the Mathematics of Oil Recovery 2014 (ECMOR XIV)
PublisherEAGE Publishing BV
ISBN (Print)9781634391689
Publication statusPublished - 8 Sept 2014
Event14th European Conference on the Mathematics of Oil Recovery 2014 - Catania, Italy
Duration: 8 Sept 201411 Sept 2014


Conference14th European Conference on the Mathematics of Oil Recovery 2014
Abbreviated titleECMOR 2014

ASJC Scopus subject areas

  • Geochemistry and Petrology
  • Geotechnical Engineering and Engineering Geology
  • Energy Engineering and Power Technology


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