Result: A comparative study on uncertainty quantification for flow in randomly heterogeneous media using monte carlo simulations and conventional and KL-based moment-equation approaches

Title:
A comparative study on uncertainty quantification for flow in randomly heterogeneous media using monte carlo simulations and conventional and KL-based moment-equation approaches
Source:
Special Issue on Uncertainty QuantificationSIAM journal on scientific computing (Print). 26(2):558-577
Publisher Information:
Philadelphia, PA: Society for Industrial and Applied Mathematics, 2005.
Publication Year:
2005
Physical Description:
print, 40 ref
Original Material:
INIST-CNRS
Subject Terms:
Computer science, Informatique, Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Analyse mathématique, Mathematical analysis, Calcul des variations et contrôle optimal, Calculus of variations and optimal control, Analyse numérique. Calcul scientifique, Numerical analysis. Scientific computation, Analyse numérique, Numerical analysis, Equations aux dérivées partielles, problèmes aux valeurs limites, Partial differential equations, boundary value problems, Probabilités et statistiques numériques, Numerical methods in probability and statistics, Physique, Physics, Domaines classiques de la physique (y compris les applications), Fundamental areas of phenomenology (including applications), Mécanique des fluides, Fluid dynamics, Ecoulements non homogènes, Nonhomogeneous flows, Ecoulements en milieu poreux, Flows through porous media, Analyse numérique, Numerical analysis, Análisis numérico, Calcul scientifique, Scientific computation, Computación científica, Conductivité hydraulique, Hydraulic conductivity, Conductividad hidráulica, Echelle grande, Large scale, Escala grande, Ecoulement milieu poreux, Porous medium flow, Flujo medio poroso, Equation algébrique, Algebraic equation, Ecuación algebraica, Equation dérivée partielle, Partial differential equation, Ecuación derivada parcial, Equation intégrale, Integral equation, Ecuación integral, Equation linéaire, Linear equation, Ecuación lineal, Equation stochastique, Stochastic equation, Ecuación estocástica, Etude comparative, Comparative study, Estudio comparativo, Incertitude, Uncertainty, Incertidumbre, Maillage, Grid pattern, Celdarada, Milieu hétérogène, Heterogeneous medium, Medio heterogéneo, Méthode Monte Carlo, Monte Carlo method, Método Monte Carlo, Méthode perturbation, Perturbation method, Método perturbación, Méthode stochastique, Stochastic method, Método estocástico, Ordre approximation, Approximation order, Orden aproximación, Problème valeur initiale, Initial value problem, Problema valor inicial, Problème valeur limite, Boundary value problem, Problema valor limite, Temps linéaire, Linear time, Tiempo lineal, Transport, Transporte, 34XX, 35XX, 60H10, 60H15, 60H35, 62E17, 62J10, 65C05, 65C30, 65M99, 65Mxx, 65N99, 65Nxx, Décomposition Karhunen Loève, Karhunen Loève decomposition, Equation moment, Moment equation, 49N27, 76S05, 78M05, 82C31, Monte Carlo simulations, flow and transport, heterogeneity, moment-equation approach, porous media 65C05
Document Type:
Conference Conference Paper
File Description:
text
Language:
English
Author Affiliations:
Hydrology, Geochemistry, and Geology Group (EES-6), MS T003, Los Alamos National Laboratory, Los Alamos, NM 87545, United States
ISSN:
1064-8275
Rights:
Copyright 2005 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics

Physics: fluid mechanics
Accession Number:
edscal.16610804
Database:
PASCAL Archive

Further Information

Geological formations are ubiquitously heterogeneous, and the equations that govern flow and transport in such formations can be treated as stochastic partial differential equations. The Monte Carlo method is a straightforward approach for simulating flow in heterogeneous porous media; an alternative based on the moment-equation approach has been developed in the last two decades to reduce the high computational expense required by the Monte Carlo method. However, the computational cost of the moment-equation approach is still high. For example, to solve head covariance up to first order in terms of σ2Y, the variance of log hydraulic conductivity Y = In Ks, it is required to solve sets of linear algebraic equations with N unknowns for 2N times (N being the number of grid nodes). The cost is even higher if higher-order approximations are needed. Zhang and Lu [J. Comput. Phys., 194 (2004), pp. 773-794] developed a new approach to evaluate high-order moments (fourth order for mean head in terms of σY, and third order for head variances in terms of σ2Y) of flow quantities based on the combination of Karhunen-Loève decomposition and perturbation methods. In this study, we systematically investigate the computational efficiency and solution accuracy of three approaches: Monte Carlo simulations, the conventional moment-equation (CME) approach, and the moment-equation approach based on Karhunen-Loève decomposition (KLME). It is evident that the computational cost for the KLME approach is significantly lower than those required by the Monte Carlo and CME approaches. More importantly, while the computational costs (in terms of the number of times for solving linear algebraic equations with N unknowns) for the CME approach depend on the number of grid nodes, the cost for the KLME approach is independent of the number of grid nodes. This makes it possible to apply the KLME method to solve more realistic large-scale flow problems.