Local and global error models to improve uncertainty quantification

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State: Public
Version: Author's accepted manuscript
Serval ID
serval:BIB_9ADA7EC8B910
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Local and global error models to improve uncertainty quantification
Journal
Mathematical Geosciences
Author(s)
Josset L., Lunati I.
ISSN-L
1874-8961
Publication state
Published
Issued date
2013
Peer-reviewed
Oui
Volume
45
Pages
601-620
Language
english
Notes
Josset2013
Abstract
In groundwater applications, Monte Carlo methods are employed to model
the uncertainty on geological parameters. However, their brute-force
application becomes computationally prohibitive for highly detailed
geological descriptions, complex physical processes, and a large
number of realizations. The Distance Kernel Method (DKM) overcomes
this issue by clustering the realizations in a multidimensional space
based on the flow responses obtained by means of an approximate (computationally
cheaper) model; then, the uncertainty is estimated from the exact
responses that are computed only for one representative realization
per cluster (the medoid). Usually, DKM is employed to decrease the
size of the sample of realizations that are considered to estimate
the uncertainty. We propose to use the information from the approximate
responses for uncertainty quantification. The subset of exact solutions
provided by DKM is then employed to construct an error model and
correct the potential bias of the approximate model. Two error models
are devised that both employ the difference between approximate and
exact medoid solutions, but differ in the way medoid errors are interpolated
to correct the whole set of realizations. The Local Error Model rests
upon the clustering defined by DKM and can be seen as a natural way
to account for intra-cluster variability; the Global Error Model
employs a linear interpolation of all medoid errors regardless of
the cluster to which the single realization belongs. These error
models are evaluated for an idealized pollution problem in which
the uncertainty of the breakthrough curve needs to be estimated.
For this numerical test case, we demonstrate that the error models
improve the uncertainty quantification provided by the DKM algorithm
and are effective in correcting the bias of the estimate computed
solely from the MsFV results. The framework presented here is not
specific to the methods considered and can be applied to other combinations
of approximate models and techniques to select a subset of realizations
Create date
25/11/2013 16:33
Last modification date
20/08/2019 16:01
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