Skip to main content
OSTI.GOVU.S. Department of Energy Office of Scientific and Technical Information
U.S. Department of Energy
Office of Scientific and Technical Information
 

An Iterative Local Updating Ensemble Smoother for Estimation and Uncertainty Assessment of Hydrologic Model Parameters with Multimodal Distributions

Journal Article · · Water Resources Research
DOI:https://doi.org/10.1002/2017WR020906· OSTI ID:1700519
 [1];  [2];  [3];  [4];  [1]
  1. Zhejiang University
  2. PURDUE UNIVERSITY
  3. BATTELLE (PACIFIC NW LAB)
  4. University of California, Riverside
+ Show Author Affiliations

Ensemble smoother (ES) has been widely used in inverse modeling of hydrologic systems. However, for problems where the distribution of model parameters is multimodal, using ES directly would be problematic. One popular solution is to use a clustering algorithm to identify each mode and update the clusters with ES separately. However, this strategy may not be very efficient when the dimension of parameter space is high or the number of modes is large. Alternatively, we propose in this paper a very simple and efficient algorithm, i.e., the iterative local updating ensemble smoother (ILUES), to explore multimodal distributions of model parameters in nonlinear hydrologic systems. The ILUES algorithm works by updating local ensembles of each sample with ES to explore possible multimodal distributions. To achieve satisfactory data matches in nonlinear problems, we adopt an iterative form of ES to assimilate the measurements multiple times. Numerical cases involving nonlinearity and multimodality are tested to illustrate the performance of the proposed method. It is shown that overall the ILUES algorithm can well quantify the parametric uncertainties of complex hydrologic models, no matter whether the multimodal distribution exists.

Research Organization:
Pacific Northwest National Laboratory (PNNL), Richland, WA (United States)
Sponsoring Organization:
USDOE
DOE Contract Number:
AC05-76RL01830
OSTI ID:
1700519
Report Number(s):
PNNL-SA-136324
Journal Information:
Water Resources Research, Journal Name: Water Resources Research Journal Issue: 3 Vol. 54
Country of Publication:
United States
Language:
English

References (57)

An Iterative Ensemble Kalman Filter journal August 2011
A Sequential Ensemble Kalman Filter for Atmospheric Data Assimilation journal January 2001
Maximum likelihood Bayesian averaging of spatial variability models in unsaturated fractured tuff: MAXIMUM LIKELIHOOD BAYESIAN MODEL AVERAGING journal May 2004
Sequential updating of multimodal hydrogeologic parameter fields using localization and clustering techniques: LOCAL CLUSTER ENSEMBLE KALMAN FILTER journal July 2009
An efficient two-stage Markov chain Monte Carlo method for dynamic data integration: EFFICIENT SAMPLING FOR DYNAMIC DATA INTEGRATION journal December 2005
An Adaptive Metropolis Algorithm journal April 2001
Review of the Ensemble Kalman Filter for Atmospheric Data Assimilation journal December 2016
A Bayesian approach to improved calibration and prediction of groundwater models with structural error journal November 2015
Treatment of input uncertainty in hydrologic modeling: Doing hydrology backward with Markov chain Monte Carlo simulation: FORCING DATA ERROR USING MCMC SAMPLING journal December 2008
Conceptual model uncertainty in groundwater modeling: Combining generalized likelihood uncertainty estimation and Bayesian model averaging: EVALUATING CONCEPTUAL MODEL journal December 2008
A multimodel data assimilation framework via the ensemble Kalman filter journal May 2014
Monte Carlo sampling methods using Markov chains and their applications journal April 1970
An Ensemble Kalman-Particle Predictor-Corrector Filter for Non-Gaussian Data Assimilation book January 2009
Efficient evaluation of small failure probability in high-dimensional groundwater contaminant transport modeling via a two-stage Monte Carlo method: FAILURE PROBABILITY journal March 2017
Data Assimilation and Inverse Methods in Terms of a Probabilistic Formulation journal December 1996
Ensemble Randomized Maximum Likelihood Method as an Iterative Ensemble Smoother journal December 2011
An Ensemble Smoother for Assisted History Matching conference April 2013
Toward a nonlinear ensemble filter for high-dimensional systems: TOWARD A NONLINEAR ENSEMBLE FILTER journal December 2003
A sparse grid based Bayesian method for contaminant source identification journal March 2012
Cluster ensemble Kalman filter journal January 2007
A local ensemble Kalman filter for atmospheric data assimilation journal October 2004
Efficient posterior exploration of a high-dimensional groundwater model from two-stage Markov chain Monte Carlo simulation and polynomial chaos expansion: Speeding up MCMC Simulation of a Groundwater Model journal May 2013
A New Approach to Linear Filtering and Prediction Problems journal March 1960
Data assimilation for transient flow in geologic formations via ensemble Kalman filter journal August 2006
Parameter estimation by ensemble Kalman filters with transformed data: Approach and application to hydraulic tomography: PARAMETER ESTIMATION BY tEnKFs journal April 2012
Clustered iterative stochastic ensemble method for multi-modal calibration of subsurface flow models journal May 2013
DRAM: Efficient adaptive MCMC journal December 2006
Multimodal ensemble Kalman filtering using Gaussian mixture models journal August 2010
A Markov Chain Monte Carlo version of the genetic algorithm Differential Evolution: easy Bayesian computing for real parameter spaces journal September 2006
Sequential data assimilation with a nonlinear quasi-geostrophic model using Monte Carlo methods to forecast error statistics journal January 1994
An adaptive sparse-grid high-order stochastic collocation method for Bayesian inference in groundwater reactive transport modeling: Sparse-Grid Method for Bayesian Inference journal October 2013
Sequential Data Assimilation Techniques in Oceanography journal August 2003
History matching time-lapse seismic data using the ensemble Kalman filter with multiple data assimilations journal January 2012
Efficient Bayesian experimental design for contaminant source identification journal January 2015
Inverse problems: A Bayesian perspective journal May 2010
Some adaptive Monte Carlo methods for Bayesian inference journal September 1999
Ensemble smoother assimilation of hydraulic head and return flow data to estimate hydraulic conductivity distribution: HYDRAULIC HEAD AND RETURN FLOWS journal December 2010
Assimilation of temperature into an isopycnal ocean general circulation model using a parallel ensemble Kalman filter journal April 2003
Estimating Channelized-Reservoir Permeabilities With the Ensemble Kalman Filter: The Importance of Ensemble Design journal June 2009
Inverse methods in hydrogeology: Evolution and recent trends journal January 2014
Ensemble smoother with multiple data assimilation journal June 2013
Gaussian Mixture Model-Based Ensemble Kalman Filtering for State and Parameter Estimation for a PMMA Process journal March 2016
Markov chain Monte Carlo simulation using the DREAM software package: Theory, concepts, and MATLAB implementation journal January 2016
Dual state–parameter estimation of hydrological models using ensemble Kalman filter journal February 2005
History matching of facies distribution with the EnKF and level set parameterization journal October 2010
Equation of State Calculations by Fast Computing Machines journal June 1953
Hydrologic Data Assimilation with the Ensemble Kalman Filter journal January 2002
An Iterative Ensemble Kalman Filter for Multiphase Fluid Flow Data Assimilation journal November 2007
An approach to handling non-Gaussianity of parameters and state variables in ensemble Kalman filtering journal July 2011
The probability-distributed principle and runoff production at point and basin scales journal June 1985
Inverse regression-based uncertainty quantification algorithms for high-dimensional models: Theory and practice journal September 2016
Ensemble Kalman filter versus ensemble smoother for assessing hydraulic conductivity via tracer test data assimilation journal January 2013
An adaptive Gaussian process-based method for efficient Bayesian experimental design in groundwater contaminant source identification problems: ADAPTIVE GAUSSIAN PROCESS-BASED INVERSION journal August 2016
The Ensemble Kalman Filter in Reservoir Engineering--a Review journal September 2009
Accelerating Markov Chain Monte Carlo Simulation by Differential Evolution with Self-Adaptive Randomized Subspace Sampling journal January 2009
Equifinality of formal (DREAM) and informal (GLUE) Bayesian approaches in hydrologic modeling? journal October 2008
An efficient, high-order perturbation approach for flow in random porous media via Karhunen–Loève and polynomial expansions journal March 2004

Similar Records

An Iterative Local Updating Ensemble Smoother for Estimation and Uncertainty Assessment of Hydrologic Model Parameters With Multimodal Distributions
Journal Article · Fri Mar 09 23:00:00 EST 2018 · Water Resources Research · OSTI ID:1433557
DART-PFLOTRAN: An ensemble-based data assimilation system for estimating subsurface flow and transport model parameters
Journal Article · Wed May 12 00:00:00 EDT 2021 · Environmental Modelling and Software · OSTI ID:1809045
An iterative stochastic ensemble method for parameter estimation of subsurface flow models
Journal Article · Sat Jun 01 00:00:00 EDT 2013 · Journal of Computational Physics · OSTI ID:22233585

Related Subjects