How to use a string as a name of a variable in c#

It isn't possible to do this in C#, but you can assign a name to each array of doubles if you store the string/array pairs in a generic dictionary as in this example:

            // use a generic dictionary to hold the "WELL" names and arrays of doubles
            Dictionary doubleHolder = new Dictionary();

            // create the dictionary elements, based on your loop
            for ( int i = 0; i < 20; i++ )
            {
                string x = "WELL" + i.ToString();
                double[] arr = new double[ 10 ];
                doubleHolder.Add( x, arr );
            }

            // you can then reference each array of doubles by the "WELL" name
            double[] w2 = doubleHolder[ "WELL2" ];