7 Search Results

Compressive-sensing-based uncertainty quantification methods have become a pow- erful tool for problems with limited data. In this paper, we use the sliced inverse regression (SIR) method to provide an initial guess for the alternating direction method, which is used to enhance sparsity of the Hermite polynomial expansion of stochastic state variables. The sparsity improvement increases both the efficiency and accuracy of the compressive-sensing-based uncertainty quantification method. We demonstrate that the initial guess from SIR is more suitable for the cases when the available data is very limited (Algorithm 4). We also propose another algorithm (Algorithm 5) that performs dimension reductionmore » first with sliced inverse regression, then constructs a Hermite polynomial expansion of the reduced model. This method allows us to approximate the statistics accurately with even less available data. Both methods are non-intrusive and require no a priori information of the sparsity of the system. We demonstrate the effectiveness of these two methods (Algorithms 4 and 5) using problems with up to 500 random dimensions.« less

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 parametersmore » 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.« less

This paper presents a general uncertainty quantification (UQ) framework that provides a systematic analysis of the uncertainty involved in the modeling of a control system, and helps to improve the performance of a control strategy.

The ensemble Kalman filter (EnKF) has gained popularity in hydrological data assimilation problems. As a Monte Carlo based method, a relatively large ensemble size is usually required to guarantee the accuracy. As an alternative approach, the probabilistic collocation based Kalman filter (PCKF) employs the polynomial chaos to approximate the original system. In this way, the sampling error can be reduced. However, PCKF suffers from the so-called "curse of dimensionality". When the system nonlinearity is strong and number of parameters is large, PCKF could be even more computationally expensive than EnKF. Motivated by most recent developments in uncertainty quantification, we proposemore » a restart adaptive probabilistic collocation based Kalman filter (RAPCKF) for data assimilation in unsaturated flow problems. During the implementation of RAPCKF, the important parameters are identified and active PCE basis functions are adaptively selected. The "restart" technology is used to eliminate the inconsistency between model parameters and states. The performance of RAPCKF is tested with numerical cases of unsaturated flow models. It is shown that RAPCKF is more efficient than EnKF with the same computational cost. Compared with the traditional PCKF, the RAPCKF is more applicable in strongly nonlinear and high dimensional problems.« less

Abstract 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 modelmore » 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.« less

In decision-making for groundwater management and contamination remediation, it is important to accurately evaluate the probability of the occurrence of a failure event. For small failure probability analysis, a large number of model evaluations are needed in the Monte Carlo (MC) simulation, which is impractical for CPU-demanding models. One approach to alleviate the computational cost caused by the model evaluations is to construct a computationally inexpensive surrogate model instead. However, using a surrogate approximation can cause an extra error in the failure probability analysis. Furthermore, constructing accurate surrogates is challenging for high-dimensional models, i.e., models containing many uncertain input parameters.more » To address these issues, we propose an efficient two-stage MC approach for small failure probability analysis in high-dimensional groundwater contaminant transport modeling. In the first stage, a low-dimensional representation of the original high-dimensional model is sought with Karhunen–Loève expansion and sliced inverse regression jointly, which allows for the easy construction of a surrogate with polynomial chaos expansion. Then a surrogate-based MC simulation is implemented. In the second stage, the small number of samples that are close to the failure boundary are re-evaluated with the original model, which corrects the bias introduced by the surrogate approximation. The proposed approach is tested with a numerical case study and is shown to be 100 times faster than the traditional MC approach in achieving the same level of estimation accuracy.« less