Data assimilation methods for estimating a heterogeneous conductivity field by assimilating transient solute transport data via ensemble Kalman filter

An ensemble Kalman filter (EnKF) is developed to identify a hydraulic conductivity distribution in a heterogeneous medium by assimilating solute concentration measurements of solute transport in the field with a steady‐state flow. A synthetic case with the mixed Neumann/Dirichlet boundary conditions is designed to investigate the capacity of the data assimilation methods to identify a conductivity distribution. The developed method is demonstrated in 2‐D transient solute transport with two different initial instant solute injection areas. The influences of the observation error and model error on the updated results are considered in this study. The study results indicate that the EnKF method will significantly improve the estimation of the hydraulic conductivity field by assimilating solute concentration measurements. The larger area of the initial distribution and the more observed data obtained, the better the calculation results. When the standard deviation of the observation error varies from 1% to 30% of the solute concentration measurements, the simulated results by the data assimilation method do not change much, which indicates that assimilation results are not very sensitive to the standard deviation of the observation error in this study. When the inflation factor is more than 1.0 to enlarge the model error by increasing the forecast error covariance matrix, the updated results of the hydraulic conductivity by the data assimilation method are not good at all. Copyright © 2012 John Wiley & Sons, Ltd.     

Using data assimilation method to calibrate a heterogeneous conductivity field conditioning on transient flow test data

A data assimilation method is developed to calibrate a heterogeneous hydraulic conductivity field conditioning on transient pumping test data. The ensemble Kalman filter (EnKF) approach is used to update model parameters such as hydraulic conductivity and model variables such as hydraulic head using available data. A synthetical two-dimensional flow case is used to assess the capability of the EnKF method to calibrate a heterogeneous conductivity field by assimilating transient flow data from observation wells under different hydraulic boundary conditions. The study results indicate that the EnKF method will significantly improve the estimation of the hydraulic conductivity field by assimilating continuous hydraulic head measurements and the hydraulic boundary condition will significantly affect the simulation results. For our cases, after a few data assimilation steps, the assimilated conductivity field with four Neumann boundaries matches the real field well while the assimilated conductivity field with mixed Dirichlet and Neumann boundaries does not. We found in our cases that the ensemble size should be 300 or larger for the numerical simulation. The number and the locations of the observation wells will significantly affect the hydraulic conductivity field calibration.     

Assimilating transient groundwater flow data via a localized ensemble Kalman filter to calibrate a heterogeneous conductivity field

A localized ensemble Kalman filter (EnKF) method is developed to assimilate transient flow data to calibrate a heterogeneous conductivity field. To update conductivity value at a point in a study domain, instead of assimilating all the measurements in the study domain, only limited measurement data in an area around the point are used for the conductivity updating in the localized EnKF method. The localized EnKF is proposed to solve the problems of the filter divergence usually existing in a data assimilation method without localization. The developed method is applied, in a synthetical two dimensional case, to calibrate a heterogeneous conductivity field by assimilating transient hydraulic head data. The simulations by the data assimilation with and without localized EnKF are compared. The study results indicate that the hydraulic conductivity field can be updated efficiently by the localized EnKF, while it cannot be by the EnKF. The covariance inflation and localization are found to solve the problem of the filter divergence efficiently. In comparison with the EnKF method without localization, the localized EnKF method needs smaller ensemble size to achieve stabilized results. The simulation results by the localized EnKF method are much more sensitive to conductivity correlation length than to the localization radius. The developed localized EnKF method provides an approach to improve EnKF method in conductivity calibration.     

Comparison between gradient based UCODE_2005 and the ensemble Kalman Filter for transient groundwater flow inverse modeling

Gradient based UCODE_2005 and data assimilation based on the Ensemble Kalman Filter(EnKF) are two different inverse methods. A synthetic two-dimensional flow case with four no-flow boundaries is used to compare the UCODE_2005 with the Ensemble Kalman Filter(EnKF) for their efficiency to inversely calculate and calibrate a hydraulic conductivity field based on hydraulic head data. A zonal, random heterogeneous conductivity field is calibrated by assimilating the time series of heads observed in monitoring wells. The study results indicate that the two inverse methods, UCODE_2005 and EnKF, could be used to calibrate the hydraulic conductivity field to a certain degree. More available observations and information about the conductivity field, more accurate inverse results will be obtained for the UCODE_2005. On the other hand, for a realistic zonal heterogeneous hydraulic conductivity field, EnKF can only efficiently determine the hydraulic conductivity field at the first several assimilated time steps. The results obtained by the UCODE_2005 look better than those by the EnKF. This is possibly due to the fact that the UCODE_2005 uses observed head data at every time step, while EnKF can only use observed heads at first several steps due to the filter divergence problem.     

Data assimilation in groundwater modelling: ensemble Kalman filter versus ensemble smoothers

Groundwater modelling calls for an effective and robust data integrating method to fill the gap between the model and observation data. The ensemble Kalman filter (EnKF), a real‐time data assimilation method, has been increasingly applied in multiple disciplines such as petroleum engineering and hydrogeology. In this approach, a groundwater model is updated sequentially with measured data such as hydraulic head and concentration. As an alternative to the EnKF, the ensemble smoother (ES) has been proposed for updating groundwater models using all the data together, with much less computational cost. To further improve the performance of the ES, an iterative ES has been proposed for continuously updating the model by assimilating measurements together. In this work, we compare the performance of the EnKF, the ES, and the iterative ES using a synthetic example in groundwater modelling. Hydraulic head data modelled on the basis of the reference conductivity field are used to inversely estimate conductivities at unsampled locations. Results are evaluated in terms of the characterization of conductivity and groundwater flow predictions. It is concluded that (a) the iterative ES works better than the standard ES because of its continuous updating and (b) the iterative ES could achieve results comparable with those of the EnKF, with less computational cost. These findings show that the iterative ES should be paid much more attention for data assimilation in groundwater modelling.     

Application of a data assimilation method via an ensemble Kalman filter to reactive urea hydrolysis transport modeling

With growing importance of water resources in the world, remediations of anthropogenic contaminations due to reactive solute transport become even more important. A good understanding of reactive rate parameters such as kinetic parameters is the key to accurately predicting reactive solute transport processes and designing corresponding remediation schemes. For modeling reactive solute transport, it is very difficult to estimate chemical reaction rate parameters due to complex processes of chemical reactions and limited available data. To find a method to get the reactive rate parameters for the reactive urea hydrolysis transport modeling and obtain more accurate prediction for the chemical concentrations, we developed a data assimilation method based on an ensemble Kalman filter (EnKF) method to calibrate reactive rate parameters for modeling urea hydrolysis transport in a synthetic one-dimensional column at laboratory scale and to update modeling prediction. We applied a constrained EnKF method to pose constraints to the updated reactive rate parameters and the predicted solute concentrations based on their physical meanings after the data assimilation calibration. From the study results we concluded that we could efficiently improve the chemical reactive rate parameters with the data assimilation method via the EnKF, and at the same time we could improve solute concentration prediction. The more data we assimilated, the more accurate the reactive rate parameters and concentration prediction. The filter divergence problem was also solved in this study.     

Effective dispersion in conditioned transmissivity fields

We analyze the impact of conditioning to measurements of hydraulic transmissivity on the transport of a conservative solute. The effects of conditioning on solute transport are widely discussed in the literature, but most of the published works focuses on the reduction of the uncertainty in the prediction of the plume dispersion. In this study both ensemble and effective plume moments are considered for an instantaneous release of a solute through a linear source normal to the mean flow direction, by taking into account different sizes of the source. The analysis, involving a steady and spatially inhomogeneous velocity field, is developed by using the stochastic finite element method. Results show that conditioning reduces the ensemble moment in comparison with the unconditioned case, whereas the effective dispersion may increase because of the contribution of the spatial moments related to the lack of stationarity in the flow field. As the number of conditioning points increases, this effect increases and it is significant in both the longitudinal and transverse directions. Furthermore, we conclude that the moment derived from data collected in the field can be assessed by the conditioned second-order spatial moment only with a dense grid of measured data, and it is manifest for larger initial lengths of the plume. Nevertheless, it seems very likely that the actual dispersion of the plume may be underestimated in practical applications.     

Numerical method of moments for solute transport in a nonstationary flow field conditioned on hydraulic conductivity and head measurements

The unconditional stochastic studies on groundwater flow and solute transport in a nonstationary conductivity field show that the standard deviations of the hydraulic head and solute flux are very large in comparison with their mean values (Zhang et al. in Water Resour Res 36:2107–2120, 2000; Wu et al. in J Hydrol 275:208–228, 2003; Hu et al. in Adv Water Resour 26:513–531, 2003). In this study, we develop a numerical method of moments conditioning on measurements of hydraulic conductivity and head to reduce the variances of the head and the solute flux. A Lagrangian perturbation method is applied to develop the framework for solute transport in a nonstationary flow field. Since analytically derived moments equations are too complicated to solve analytically, a numerical finite difference method is implemented to obtain the solutions. Instead of using an unconditional conductivity field as an input to calculate groundwater velocity, we combine a geostatistical method and a method of moment for flow to conditionally simulate the distributions of head and velocity based on the measurements of hydraulic conductivity and head at some points. The developed theory is applied in several case studies to investigate the influences of the measurements of hydraulic conductivity and/or the hydraulic head on the variances of the predictive head and the solute flux in nonstationary flow fields. The study results show that the conditional calculation will significantly reduce the head variance. Since the hydraulic head measurement points are treated as the interior boundary (Dirichlet boundary) conditions, conditioning on both the hydraulic conductivity and the head measurements is much better than conditioning only on conductivity measurements for reduction of head variance. However, for solute flux, variance reduction by the conditional study is not so significant.     

The role of prior model calibration on predictions with ensemble Kalman filter

This paper, based on a real world case study (Limmat aquifer, Switzerland), compares inverse groundwater flow models calibrated with specified numbers of monitoring head locations. These models are updated in real time with the ensemble Kalman filter (EnKF) and the prediction improvement is assessed in relation to the amount of monitoring locations used for calibration and updating. The prediction errors of the models calibrated in transient state are smaller if the amount of monitoring locations used for the calibration is larger. For highly dynamic groundwater flow systems a transient calibration is recommended as a model calibrated in steady state can lead to worse results than a noncalibrated model with a well-chosen uniform conductivity. The model predictions can be improved further with the assimilation of new measurement data from on-line sensors with the EnKF. Within all the studied models the reduction of 1-day hydraulic head prediction error (in terms of mean absolute error [MAE]) with EnKF lies between 31% (assimilation of head data from 5 locations) and 72% (assimilation of head data from 85 locations). The largest prediction improvements are expected for models that were calibrated with only a limited amount of historical information. It is worthwhile to update the model even with few monitoring locations as it seems that the error reduction with EnKF decreases exponentially with the amount of monitoring locations used. These results prove the feasibility of data assimilation with EnKF also for a real world case and show that improved predictions of groundwater levels can be obtained.     

The Ensemble Kalman Filter for Groundwater Plume Characterization: A Case Study

The Kalman filter is an efficient data assimilation tool to refine an estimate of a state variable using measured data and the variable's correlations in space and/or time. The ensemble Kalman filter (EnKF) (Evensen 2004, 2009) is a Kalman filter variant that employs Monte Carlo analysis to define the correlations that help to refine the updated state. While use of EnKF in hydrology is somewhat limited, it has been successfully applied in other fields of engineering (e.g., oil reservoir modeling, weather forecasting). Here, EnKF is used to refine a simulated groundwater tetrachloroethylene (TCE) plume that underlies the Tooele Army Depot‐North (TEAD‐N) in Utah, based on observations of TCE in the aquifer. The resulting EnKF‐based assimilated plume is simulated forward in time to predict future plume migration. The correlations that underpin EnKF updating implicitly contain information about how the plume developed over time under the influence of complex site hydrology and variable source history, as they are predicated on multiple realizations of a well‐calibrated numerical groundwater flow and transport model. The EnKF methodology is compared to an ordinary kriging‐based assimilation method with respect to the accurate representation of plume concentrations in order to determine the relative efficacy of EnKF for water quality data assimilation.     

Combining 3D Hydraulic Tomography with Tracer Tests for Improved Transport Characterization

Hydraulic tomography (HT) is a method for resolving the spatial distribution of hydraulic parameters to some extent, but many details important for solute transport usually remain unresolved. We present a methodology to improve solute transport predictions by combining data from HT with the breakthrough curve (BTC) of a single forced‐gradient tracer test. We estimated the three dimensional (3D) hydraulic‐conductivity field in an alluvial aquifer by inverting tomographic pumping tests performed at the Hydrogeological Research Site Lauswiesen close to Tübingen, Germany, using a regularized pilot‐point method. We compared the estimated parameter field to available profiles of hydraulic‐conductivity variations from direct‐push injection logging (DPIL), and validated the hydraulic‐conductivity field with hydraulic‐head measurements of tests not used in the inversion. After validation, spatially uniform parameters for dual‐domain transport were estimated by fitting tracer data collected during a forced‐gradient tracer test. The dual‐domain assumption was used to parameterize effects of the unresolved heterogeneity of the aquifer and deemed necessary to fit the shape of the BTC using reasonable parameter values. The estimated hydraulic‐conductivity field and transport parameters were subsequently used to successfully predict a second independent tracer test. Our work provides an efficient and practical approach to predict solute transport in heterogeneous aquifers without performing elaborate field tracer tests with a tomographic layout.     

Data assimilation for distributed hydrological catchment modeling via ensemble Kalman filter

Catchment scale hydrological models are critical decision support tools for water resources management and environment remediation. However, the reliability of hydrological models is inevitably affected by limited measurements and imperfect models. Data assimilation techniques combine complementary information from measurements and models to enhance the model reliability and reduce predictive uncertainties. As a sequential data assimilation technique, the ensemble Kalman filter (EnKF) has been extensively studied in the earth sciences for assimilating in-situ measurements and remote sensing data. Although the EnKF has been demonstrated in land surface data assimilations, there are no systematic studies to investigate its performance in distributed modeling with high dimensional states and parameters. In this paper, we present an assessment on the EnKF with state augmentation for combined state-parameter estimation on the basis of a physical-based hydrological model, Soil and Water Assessment Tool (SWAT). Through synthetic simulation experiments, the capability of the EnKF is demonstrated by assimilating the runoff and other measurements, and its sensitivities are analyzed with respect to the error specification, the initial realization and the ensemble size. It is found that the EnKF provides an efficient approach for obtaining a set of acceptable model parameters and satisfactory runoff, soil water content and evapotranspiration estimations. The EnKF performance could be improved after augmenting with other complementary data, such as soil water content and evapotranspiration from remote sensing retrieval. Sensitivity studies demonstrate the importance of consistent error specification and the potential with small ensemble size in the data assimilation system.     

The effect of non divergence-free velocity fields on field scale ground water solute transport

Solute plume subjected to field scale hydraulic conductivity heterogeneity shows a large dispersion/macrodispersion, which is the manifestation of existing fields scale heterogeneity on the solute plume. On the other hand, due to the scarcity of hydraulic conductivity measurements at field scale, hydraulic conductivity heterogeneity can only be defined statistically, which makes the hydraulic conductivity a random variable/function. Random hydraulic conductivity as a parameter in flow equation makes the pore flow velocity also random and the ground water solute transport equation is a stochastic differential equation now. In this study, the ensemble average of stochastic ground water solute transport equation is taken by the cumulant expansion method in order to upscale the laboratory scale transport equation to field scale by assuming pore flow velocity is a non stationary, non divergence-free and unsteady random function of space and time. Besides the stochastic explanation of macrodispersion and the velocity correction term obtained by Kavvas and Karakas (J Hydrol 179:321–351, 1996) before a new velocity correction term, which is a function of mean pore flow velocity divergence, is obtained in this study due to strict second order cumulant expansion (without omitting any term after the expansion) performed. The significance of the new velocity correction term is investigated on a one dimensional transport problem driven by a density dependent flow field.     

An approach to handling non-Gaussianity of parameters and state variables in ensemble Kalman filtering

The ensemble Kalman filter (EnKF) is a commonly used real-time data assimilation algorithm in various disciplines. Here, the EnKF is applied, in a hydrogeological context, to condition log-conductivity realizations on log-conductivity and transient piezometric head data. In this case, the state vector is made up of log-conductivities and piezometric heads over a discretized aquifer domain, the forecast model is a groundwater flow numerical model, and the transient piezometric head data are sequentially assimilated to update the state vector. It is well known that all Kalman filters perform optimally for linear forecast models and a multiGaussian-distributed state vector. Of the different Kalman filters, the EnKF provides a robust solution to address non-linearities; however, it does not handle well non-Gaussian state-vector distributions. In the standard EnKF, as time passes and more state observations are assimilated, the distributions become closer to Gaussian, even if the initial ones are clearly non-Gaussian. A new method is proposed that transforms the original state vector into a new vector that is univariate Gaussian at all times. Back transforming the vector after the filtering ensures that the initial non-Gaussian univariate distributions of the state-vector components are preserved throughout. The proposed method is based in normal-score transforming each variable for all locations and all time steps. This new method, termed the normal-score ensemble Kalman filter (NS-EnKF), is demonstrated in a synthetic bimodal aquifer resembling a fluvial deposit, and it is compared to the standard EnKF. The proposed method performs better than the standard EnKF in all aspects analyzed (log-conductivity characterization and flow and transport predictions).     

Investigation of flow and transport processes at the MADE site using ensemble Kalman filter

In this work the ensemble Kalman filter (EnKF) is applied to investigate the flow and transport processes at the macro-dispersion experiment (MADE) site in Columbus, MS. The EnKF is a sequential data assimilation approach that adjusts the unknown model parameter values based on the observed data with time. The classic advection–dispersion (AD) and the dual-domain mass transfer (DDMT) models are employed to analyze the tritium plume during the second MADE tracer experiment. The hydraulic conductivity (K), longitudinal dispersivity in the AD model, and mass transfer rate coefficient and mobile porosity ratio in the DDMT model, are estimated in this investigation. Because of its sequential feature, the EnKF allows for the temporal scaling of transport parameters during the tritium concentration analysis. Inverse simulation results indicate that for the AD model to reproduce the extensive spatial spreading of the tritium observed in the field, the K in the downgradient area needs to be increased significantly. The estimated K in the AD model becomes an order of magnitude higher than the in situ flowmeter measurements over a large portion of media. On the other hand, the DDMT model gives an estimation of K that is much more comparable with the flowmeter values. In addition, the simulated concentrations by the DDMT model show a better agreement with the observed values. The root mean square (RMS) between the observed and simulated tritium plumes is 0.77 for the AD model and 0.45 for the DDMT model at 328 days. Unlike the AD model, which gives inconsistent K estimates at different times, the DDMT model is able to invert the K values that consistently reproduce the observed tritium concentrations through all times.     

Comparison of approaches for predicting solute transport: sandbox experiments

The main purpose of this paper was to compare three approaches for predicting solute transport. The approaches include: (1) an effective parameter/macrodispersion approach (Gelhar and Axness 1983); (2) a heterogeneous approach using ordinary kriging based on core samples; and (3) a heterogeneous approach based on hydraulic tomography. We conducted our comparison in a heterogeneous sandbox aquifer. The aquifer was first characterized by taking 48 core samples to obtain local-scale hydraulic conductivity (K). The spatial statistics of these K values were then used to calculate the effective parameters. These K values and their statistics were also used for kriging to obtain a heterogeneous K field. In parallel, we performed a hydraulic tomography survey using hydraulic tests conducted in a dipole fashion with the drawdown data analyzed using the sequential successive linear estimator code (Yeh and Liu 2000) to obtain a K distribution (or K tomogram). The effective parameters and the heterogeneous K fields from kriging and hydraulic tomography were used in forward simulations of a dipole conservative tracer test. The simulated and observed breakthrough curves and their temporal moments were compared. Results show an improvement in predictions of drawdown behavior and tracer transport when the K tomogram from hydraulic tomography was used. This suggests that the high-resolution prediction of solute transport is possible without collecting a large number of small-scale samples to estimate flow and transport properties that are costly to obtain at the field scale.     

基于热层电离层耦合数据同化的热层参量估计

本文采用高效集合卡尔曼滤波(EnKF)算法和背景场热层电离层理论模式NCAR-TIEGCM,开发了热层电离层数据同化系统.基于全球空地基GNSS电离层斜TEC观测、CHAMP和TIMED/GUVI热层参量观测构型设计了系列观测系统模拟实验,对热层参量进行估计.实验结果表明,(1)通过集合卡尔曼滤波算法同化电离层TEC观测能够较好地优化热层参量.(2)中性质量密度优化效果在整个同化阶段均有提升,提升百分比能达到40%.(3)积分氧氮比在同化阶段也能得到较好的优化,但在电子密度水平梯度变化剧烈区域效果较差.最后本文对中性质量密度进行了预报评估,结果表明,由于中性成分优化,在地磁平静条件下其预报时间尺度可长达24h.     

An adaptive hybrid EnKF-OI scheme for efficient state-parameter estimation of reactive contaminant transport models

Reactive contaminant transport models are used by hydrologists to simulate and study the migration and fate of industrial waste in subsurface aquifers. Accurate transport modeling of such waste requires clear understanding of the system’s parameters, such as sorption and biodegradation. In this study, we present an efficient sequential data assimilation scheme that computes accurate estimates of aquifer contamination and spatially variable sorption coefficients. This assimilation scheme is based on a hybrid formulation of the ensemble Kalman filter (EnKF) and optimal interpolation (OI) in which solute concentration measurements are assimilated via a recursive dual estimation of sorption coefficients and contaminant state variables. This hybrid EnKF-OI scheme is used to mitigate background covariance limitations due to ensemble under-sampling and neglected model errors. Numerical experiments are conducted with a two-dimensional synthetic aquifer in which cobalt-60, a radioactive contaminant, is leached in a saturated heterogeneous clayey sandstone zone. Assimilation experiments are investigated under different settings and sources of model and observational errors. Simulation results demonstrate that the proposed hybrid EnKF-OI scheme successfully recovers both the contaminant and the sorption rate and reduces their uncertainties. Sensitivity analyses also suggest that the adaptive hybrid scheme remains effective with small ensembles, allowing to reduce the ensemble size by up to 80% with respect to the standard EnKF scheme.     

Microtopographical and hydrophysical controls on subsurface flow and solute transport: A continuous solute release experiment in a subarctic bog

Resource extraction and transportation activities in subarctic Canada can result in the unintentional release of contaminants into the surrounding peatlands. In the event of a release, a thorough understanding of solute transport within the saturated zone is necessary to predict plume fate and the potential impacts on peatland ecosystems. To better characterize contaminant transport in these systems, approximately 13,000 L/day of sodium chloride tracer (200 mg/L) was released into a bog in the James Bay Lowland. The tracer was pumped into a fully penetrating well (1.5 m) between July 5 and August 18, 2015. Horizontal and vertical plume development was measured via in situ specific conductance and water table depth from an adaptive monitoring network. Over the spill period, the bulk of the plume travelled a lateral distance of 100 m in the direction of the slight regional groundwater and topographical slope. The plume shape was irregular and followed the hollows, indicating preferential flow paths due to the site microtopography. Saturated transport of the tracer occurred primarily at ~25 cm below ground surface (bgs), and at a discontinuous high hydraulic conductivity layer ~125 cm bgs due to a complex and heterogeneous vertical hydraulic conductivity profile. Plume measurement was confounded by a large amount of precipitation (233 mm over the study period) that temporarily diluted the tracer in the highly conductive upper peat layer. Longitudinal solute advection can be approximated using local water table information (i.e., depth and gradient); microtopography; and meteorological conditions. Vertical distribution of solute within the peat profile is far more complex due to the heterogeneous subsurface; characterization would be aided by a detailed understanding of the site‐specific peat profile; the degree of decomposition; and the type of contaminant (e.g., reactive/nonreactive). The results of this research highlight the difficulty of tracking a contaminant spill in bogs and provide a benchmark for the characterization of the short‐term fate of a plume in these complex systems.