Conditional Stochastic Simulations of Flow and Transport with Karhunen‐Loève Expansions, Stochastic Collocation, and Sequential Gaussian Simulation

Mina E. Ossiander, Malgorzata Peszynska and Veronika S. Vasylkivska

Journal of Applied Mathematics, 2014, vol. 2014, issue 1

Abstract: We derive a new method of conditional Karhunen‐Loève (KL) expansions for stochastic coefficients in models of flow and transport in the subsurface, and in particular for the heterogeneous random permeability field. Exact values of this field are never known, and thus one must evaluate uncertainty of solutions to the flow and transport models. This is typically done by constructing independent realizations of the permeability field followed by numerical simulations of flow and transport for each realization and assembling statistical estimates of moments of desired quantities of interest. We follow the well‐known framework of KL expansions and derive a new method that incorporates known values of the permeability at given locations so that the realizations of the permeability field honor this data exactly. Our method relies on projections to an appropriate subspace of random weights applied to the eigenfunctions of the covariance operator. We use the permeability realizations constructed with our stochastic simulation method in simulations of flow and transport and compare the results to those obtained when realizations are constructed with sequential Gaussian simulation (SGS). We also compare efficiency and stochastic convergence with that of stochastic collocation.

Date: 2014
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https://doi.org/10.1155/2014/652594

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnljam:v:2014:y:2014:i:1:n:652594

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