The gaussian seems to fit well at the beginning. Did you use the same equations computed in the log(P) vs time domain:
log(P)= -5.27e-4 x t^2 + 2.09 x t - 2065

What is the utility of PQ vs Q domain if it<s not used for regression?<br> I was wondering what is the link between the regression coeff and the Gaussian parameters:
y= ax^2 + bx + c
y= a(x + b/(2a))^2 + c - sign(a).b^2/(4|a|)

Consequently:

var= -1/(2a)
mean= -b/(2a)
URR= exp(c-sign(a).b^2/(4|a|)) x sqrt(2xPIxvar)

So, in this case, var= 949.0 and mean= 1982.9.

Yes, the fit was done in the logP vs t domain. I have a bit more of an exploration of the difference coming in a long post I didn't manage to finish last night, but hope to tonight.
Also BTW (since it's taking a little while creating an account at peakoil.com) I wanted to make a comment on your post over there adding random Gaussian noise and then doing kind of a bootstrap type error estimation. I think that approach will underestimate the size of the error bars because you're not taking account of the structure of the errors. I don't know if the residuals of the various models are just auto-correlated or actually systematic, but they are very clearly not iid random. You might want to plot the autocorrelation r^2 as a function of lag in the residual time series from your model fit. If the residual autocorrelations fall off exponentially with lag, IIRC, very roughly you can consider that you have one independent observation per lifetime of the falloff.
Thanks for the comment. You'right, the noise is clearly not white and should be characterized.

Since, I've performed a more rigourous bootstrapping analysis using the R software (I also put the code):

Bootstrapping Technique Applied to the Hubbert Linearization

I looked at the world production (BP data) but I will post results on the US production probably tonight.