The development of stochastic space transformation and diagrammatic perturbation techniques in subsurface hydrology

This paper develops concepts and methods to study stochastic hydrologic models. Problems regarding the application of the existing stochastic approaches in the study of groundwater flow are acknowledged, and an attempt is made to develop efficient means for their solution. These problems include: the spatial multi-dimensionality of the differential equation models governing transport-type phenomena; physically unrealistic assumptions and approximations and the inadequacy of the ordinary perturbation techniques. Multi-dimensionality creates serious mathematical and technical difficulties in the stochastic analysis of groundwater flow, due to the need for large mesh sizes and the poorly conditioned matrices arising from numerical approximations. An alternative to the purely computational approach is to simplify the complex partial differential equations analytically. This can be achieved efficiently by means of a space transformation approach, which transforms the original multi-dimensional problem to a much simpler unidimensional space. The space transformation method is applied to stochastic partial differential equations whose coefficients are random functions of space and/or time. Such equations constitute an integral part of groundwater flow and solute transport. Ordinary perturbation methods for studying stochastic flow equations are in many cases physically inadequate and may lead to questionable approximations of the actual flow. To address these problems, a perturbation analysis based on Feynman-diagram expansions is proposed in this paper. This approach incorporates important information on spatial variability and fulfills essential physical requirements, both important advantages over ordinary hydrologic perturbation techniques. Moreover, the diagram-expansion approach reduces the original stochastic flow problem to a closed set of equations for the mean and the covariance function.     

The development of stochastic space transformation and diagrammatic perturbation techniques in subsurface hydrology

This paper develops concepts and methods to study stochastic hydrologic models. Problems regarding the application of the existing stochastic approaches in the study of groundwater flow are acknowledged, and an attempt is made to develop efficient means for their solution. These problems include: the spatial multi-dimensionality of the differential equation models governing transport-type phenomena; physically unrealistic assumptions and approximations and the inadequacy of the ordinary perturbation techniques. Multi-dimensionality creates serious mathematical and technical difficulties in the stochastic analysis of groundwater flow, due to the need for large mesh sizes and the poorly conditioned matrices arising from numerical approximations. An alternative to the purely computational approach is to simplify the complex partial differential equations analytically. This can be achieved efficiently by means of a space transformation approach, which transforms the original multi-dimensional problem to a much simpler unidimensional space. The space transformation method is applied to stochastic partial differential equations whose coefficients are random functions of space and/or time. Such equations constitute an integral part of groundwater flow and solute transport. Ordinary perturbation methods for studying stochastic flow equations are in many cases physically inadequate and may lead to questionable approximations of the actual flow. To address these problems, a perturbation analysis based on Feynman-diagram expansions is proposed in this paper. This approach incorporates important information on spatial variability and fulfills essential physical requirements, both important advantages over ordinary hydrologic perturbation techniques. Moreover, the diagram-expansion approach reduces the original stochastic flow problem to a closed set of equations for the mean and the covariance function.     

Stochastic perturbation analysis of groundwater flow. Spatially variable soils,semi-infinite domains and large fluctuations

As is well known, a complete stochastic solution of the stochastic differential equation governing saturated groundwater flow leads to an infinite hierarchy of equations in terms of higher-order moments. Perturbation techniques are commonly used to close this hierarchy, using power-series expansions. These methods are applied by truncating the series after a finite number of terms, and products of random gradients of conductivity and head potential are neglected. Uncertainty regarding the number or terms required to yield a sufficiently accurate result is a significant drawback with the application of power series-based perturbation methods for such problems. Low-order series truncation may be incapable of representing fundamental characteristics of flow and can lead to physically unreasonable and inaccurate solutions of the stochastic flow equation. To support this argument, one-dimensional, steady-state, saturated groundwater flow is examined, for the case of a spatially distributed hydraulic conductivity field. An ordinary power-series perturbation method is used to approximate the mean head, using second-order statistics to characterize the conductivity field. Then an interactive perturbation approach is introduced, which yields improved results compared to low-order, power-series perturbation methods for situations where strong interactions exist between terms in such approximations. The interactive perturbation concept is further developed using Feynman-type diagrams and graph theory, which reduce the original stochastic flow problem to a closed set of equations for the mean and the covariance functions. Both theoretical and practical advantages of diagrammatic solutions are discussed; these include the study of bounded domains and large fluctuations.     

Stochastic representation and dimension reduction for non-Gaussian random fields: review and reflection

This paper presents a review of methods for stochastic representation of non-Gaussian random fields. One category of such methods is through transformation from Gaussian random fields, and the other category is through direct simulation. This paper also gives a reflection on the simulation of non-Gaussian random fields, with the focus on its primary application for uncertainty quantification, which is usually associated with a large number of simulations. Dimension reduction is critical in the representation of non-Gaussian random fields with the aim of efficient uncertainty quantification. Aside from introducing the methods for simulating non-Gaussian random fields, critical components related to suitable stochastic approaches for efficient uncertainty quantification are stressed in this paper. Numerical examples of stochastic groundwater flow are also presented to investigate the applicability and efficiency of the methods for simulating non-Gaussian random fields for the purpose of uncertainty quantification.     

Identification of Groundwater Parameters Using an Adaptative Multiscale Method

The identification of groundwater parameters in heterogeneous systems is a major challenge in groundwater modeling. Flexible parameterization methods are needed to assess the complexity of the spatial distributions of these parameters in real aquifers. In this article, we introduce an adaptative parameterization to identify the distribution of hydraulic conductivity within the large‐scale (4400 km²) Upper Rhine aquifer. The method is based on adaptative multiscale triangulation (AMT) coupled with an inverse problem procedure that identifies the parameters' distributions by reducing the error between measured and simulated heads. The AMT method has the advantage of combining both zonation and interpolation approaches. The AMT method uses area‐based interpolation rather than an interpolation based on stochastic features. The method is applied to a standard 2D groundwater model that takes into account the interactions between the aquifer and surface water bodies, groundwater recharge, and pumping wells. The simulation period covers 204 months, from January 1986 to December 2002. Recordings at 109 piezometers are used for model calibration. The simulated heads are globally quite accurate and reproduce the main dynamics of the system. The local hydraulic conductivities resulting from the AMT method agree qualitatively with existing local experimental observations across the Rhine aquifer.     

Development and application of a stochastic optimization model for groundwater management: crop pattern and conjunctive use consideration

The need for irrigation water in arid and semi-arid regions is mostly supplied by groundwater. Furthermore, the agricultural development in these areas is not generally based on a comprehensive plan, which can cause aquifers depletion. On the other hand, to properly manage an aquifer and to have an optimal crop plan, the stochastic nature of the different parameters of a groundwater system such as groundwater recharge and water demands should be taken into consideration. In this paper, we develop an explicit stochastic optimization model for Firouzabad aquifer in Iran. This formulation is based on the first and second moment analysis for groundwater head which has been initially proposed for surface water resources management by Fletcher and Ponnambalam. We extend the model to create a new random withdrawal policy for conjunctive use setting in which the randomness in available precipitation is taken into account. The interesting point is that the model provides the respective probabilities of shortage and surplus without imposing the extra decision variables into the optimization model. A genetic-based algorithm is used to solve the stochastic nonlinear and non-convex formulation. The outcome results indicate that the current crop pattern should be changed, that is, the allocated areas of some crops have to be meaningfully reduced. Finally, to validate our model efficiency, we demonstrate that how much close the statistical characteristics obtained from the optimization model are to those estimated from the Monte Carlo simulation. Furthermore, the optimal benefits obtained using the proposed optimization model are as suitable as the benefits achieved using the corresponding Monte Carlo-based optimization model.     

Stochastic modelling of groundwater flow and solute transport in aquifers

This paper presents an introductory overview of recently developed stochastic theories for tackling spatial variability problems in predicting groundwater flow and solute transport. Advantages and limitations of the theories are discussed. Lastly, strategies based on the stochastic approaches to predict solute transport in aquifers are recommended.     

Real gas flow through heterogeneous porous media: theoretical aspects of upscaling

We consider the problem of upscaling transient real gas flow through heterogeneous bounded reservoirs. One of the commonly used methods for deriving effective permeabilities is based on stochastic averaging of nonlinear flow equations. Such an approach, however, would require rather restrictive assumptions about pressure-dependent coefficients. Instead, we use Kirchhoff transformation to linearize the governing stochastic equations prior to their averaging. The linearized problem is similar to that used in stochastic analysis of groundwater flow. We discuss the effects of temporal localization of the nonlocal averaged Darcy's law, as well as boundary effects, on the upscaled gas permeability. Extension of the results obtained by means of small perturbation analysis to highly heterogeneous porous formations is also discussed.     

Stochastic space transforms in subsurface hydrology — Part 2: Generalized spectral decompositions and plancherel representations

In earlier publications, certain applications of space transformation operators in subsurface hydrology were considered. These operators reduce the original multi-dimensional problem to the one-dimensional space, and can be used to study stochastic partial differential equations governing groundwater flow and solute transport processes. In the present work we discuss developments in the theoretical formulation of flow models with space-dependent coefficients in terms of space transformations. The formulation is based on stochastic Radon operator representations of generalized functions. A generalized spectral decomposition of the flow parameters is introduced, which leads to analytically tractable expressions of the space transformed flow equation. A Plancherel representation of the space transformation product of the head potential and the log-conductivity is also obtained. A test problem is first considered in detail and the solutions obtained by means of the proposed approach are compared with the exact solutions obtained by standard partial differential equation methods. Then, solutions of three-dimensional groundwater flow are derived starting from solutions of a one-dimensional model along various directions in space. A step-by-step numerical formulation of the approach to the flow problem is also discussed, which is useful for practical applications. Finally, the space transformation solutions are compared with local solutions obtained by means of series expansions of the log-conductivity gradient.     

Kalman filtering in groundwater flow modelling: problems and prospects

The popularity of applying filtering theory in the environmental and hydrological sciences passed its first climax in the 1970s. Like so many other new mathematical methods it was simply the fashion at the time. The study of groundwater systems was not immune to this fashion, but neither was it by any means a prominent area of application. The spatial-temporal characteristics of groundwater flow are customarily described by analytical or, more frequently, numerical, physics-based models. Consequently, the state-space representations associated with filtering must be of a high order, with an immediately apparent computational over-burden. And therein lies part of the reason for the but modest interest there has been in applying Kalman filtering to groundwater systems, as reviewed critically in this paper. Filtering theory may be used to address a variety of problems, such as: state estimation and reconstruction, parameter estimation (including the study of uncertainty and its propagation), combined state-parameter estimation, input estimation, estimation of the variance-covariance properties of stochastic disturbances, the design of observation networks, and the analysis of parameter identifiability. A large proportion of previous studies has dealt with the problem of parameter estimation in one form or another. This may well not remain the focus of attention in the future. Instead, filtering theory may find wider application in the context of data assimilation, that is, in reconstructing fields of flow and the migration of sub-surface contaminant plumes from relatively sparse observations. Received: October 27, 1997     

Kalman filtering in groundwater flow modelling: problems and prospects

The popularity of applying filtering theory in the environmental and hydrological sciences passed its first climax in the 1970s. Like so many other new mathematical methods it was simply the fashion at the time. The study of groundwater systems was not immune to this fashion, but neither was it by any means a prominent area of application. The spatial-temporal characteristics of groundwater flow are customarily described by analytical or, more frequently, numerical, physics-based models. Consequently, the state-space representations associated with filtering must be of a high order, with an immediately apparent computational over-burden. And therein lies part of the reason for the but modest interest there has been in applying Kalman filtering to groundwater systems, as reviewed critically in this paper. Filtering theory may be used to address a variety of problems, such as: state estimation and reconstruction, parameter estimation (including the study of uncertainty and its propagation), combined state-parameter estimation, input estimation, estimation of the variance-covariance properties of stochastic disturbances, the design of observation networks, and the analysis of parameter identifiability. A large proportion of previous studies has dealt with the problem of parameter estimation in one form or another. This may well not remain the focus of attention in the future. Instead, filtering theory may find wider application in the context of data assimilation, that is, in reconstructing fields of flow and the migration of sub-surface contaminant plumes from relatively sparse observations. Received: October 27, 1997     

Distributed Parallel Computing in Stochastic Modeling of Groundwater Systems

Stochastic modeling is a rapidly evolving, popular approach to the study of the uncertainty and heterogeneity of groundwater systems. However, the use of Monte Carlo‐type simulations to solve practical groundwater problems often encounters computational bottlenecks that hinder the acquisition of meaningful results. To improve the computational efficiency, a system that combines stochastic model generation with MODFLOW‐related programs and distributed parallel processing is investigated. The distributed computing framework, called the Java Parallel Processing Framework, is integrated into the system to allow the batch processing of stochastic models in distributed and parallel systems. As an example, the system is applied to the stochastic delineation of well capture zones in the Pinggu Basin in Beijing. Through the use of 50 processing threads on a cluster with 10 multicore nodes, the execution times of 500 realizations are reduced to 3% compared with those of a serial execution. Through this application, the system demonstrates its potential in solving difficult computational problems in practical stochastic modeling.     

Assessing hydrological model predictive uncertainty using stochastically generated geological models

In distributed and coupled surface water–groundwater modelling, the uncertainty from the geological structure is unaccounted for if only one deterministic geological model is used. In the present study, the geological structural uncertainty is represented by multiple, stochastically generated geological models, which are used to develop hydrological model ensembles for the Norsminde catchment in Denmark. The geological models have been constructed using two types of field data, airborne geophysical data and borehole well log data. The use of airborne geophysical data in constructing stochastic geological models and followed by the application of such models to assess hydrological simulation uncertainty for both surface water and groundwater have not been previously studied. The results show that the hydrological ensemble based on geophysical data has a lower level of simulation uncertainty, but the ensemble based on borehole data is able to encapsulate more observation points for stream discharge simulation. The groundwater simulations are in general more sensitive to the changes in the geological structure than the stream discharge simulations, and in the deeper groundwater layers, there are larger variations between simulations within an ensemble than in the upper layers. The relationship between hydrological prediction uncertainties measured as the spread within the hydrological ensembles and the spatial aggregation scale of simulation results has been analysed using a representative elementary scale concept. The results show a clear increase of prediction uncertainty as the spatial scale decreases. Copyright © 2015 John Wiley & Sons, Ltd.     

A stochastic optimization framework for the restoration of an over-exploited aquifer

ABSTRACT

This study investigates the impact of hydraulic conductivity uncertainty on the sustainable management of the aquifer of Lake Karla, Greece, using the stochastic optimization approach. The lack of surface water resources in combination with the sharp increase in irrigation needs in the basin over the last 30 years have led to an unprecedented degradation of the aquifer. In addition, the lack of data regarding hydraulic conductivity in a heterogeneous aquifer leads to hydrogeologic uncertainty. This uncertainty has to be taken into consideration when developing the optimization procedure in order to achieve the aquifer’s sustainable management. Multiple Monte Carlo realizations of this spatially-distributed parameter are generated and groundwater flow is simulated for each one of them. The main goal of the sustainable management of the ‘depleted’ aquifer of Lake Karla is two-fold: to determine the optimum volume of renewable groundwater that can be extracted, while, at the same time, restoring its water table to a historic high level. A stochastic optimization problem is therefore formulated, based on the application of the optimization method for each of the aquifer’s multiple stochastic realizations in a future period. In order to carry out this stochastic optimization procedure, a modelling system consisting of a series of interlinked models was developed. The results show that the proposed stochastic optimization framework can be a very useful tool for estimating the impact of hydraulic conductivity uncertainty on the management strategies of a depleted aquifer restoration. They also prove that the optimization process is affected more by hydraulic conductivity uncertainty than the simulation process.

Editor Z.W. Kundzewicz; Guest editor S. Weijs     

Extending the Capture Map Concept to Estimate Discrete and Risk-Based Streamflow Depletion Potential

A popular and contemporary use of numerical groundwater models is to estimate the discrete relation between groundwater extraction and surface-water/groundwater exchange. Previously, the concept of a “capture map” has been put forward as a means to effectively summarize this relation for decision-making consumption. While capture maps have enjoyed success in the environmental simulation industry, they are deterministic, ignoring uncertainty in the underlying model. Furthermore, capture maps are not typically calculated in a manner that facilitates analysis of varying combinations of extraction locations and/or reaches. That is, they are typically constructed with focus on a single reach or group of reaches. The former of these limitations is important for conveying risk to decision makers and stakeholders, while the latter is important for decision-making support related to surface-water management, where future foci may include reaches that were not the focus of the original capture analysis. Herein, we use the concept of a response matrix to generalize the theory of the capture-map approach to estimate spatially discrete streamflow depletion potential. We also use first-order, second-moment uncertainty estimation techniques with the concept of “risk shifting” to place capture maps and streamflow depletion potential in a stochastic, risk-based framework. Our approach is demonstrated for an integrated groundwater/surface-water model of the lower San Antonio River, Texas, USA.     

瞬变电磁法在地下水勘查中的应用综述

水是地球上最重要的天然资源,供人类需要的淡水有95％以上取自地下水,地下水在人类经济活动中发挥着重要的作用．传统的地球物理方法在地下水勘查工作中得到应用的同时,新的更先进的物探方法不断涌现．近年来,瞬变电磁法在国内外的应用得到迅速发展,在地下水勘查领域的应用也得到拓展．与其它电探方法相比,利用瞬变电磁法进行地下水勘查具有明显优势。     

Modelling study on the impact of deep building foundations on the groundwater system

Coastal areas are usually the preferred place of habitation for human beings. Anthropogenic activities such as the construction of high‐rise buildings and underground transport systems usually require extensive deep foundations and ground engineering works, which may unintentionally modify the coastal groundwater system because the construction materials of foundations are usually of low hydraulic conductivity. In this paper, the impact of these building foundations on the groundwater regime is studied using hypothetical flow and transport models. Various possible realizations of foundation distributions are generated using stochastic parameters derived from a topographical map of an actual coastal area in Hong Kong. The effective hydraulic conductivity is first calculated for different realizations and the results show that the effective hydraulic conductivity can be reduced significantly. Then a hypothetical numerical model based on FEFLOW is set up to study the change of hydraulic head, groundwater discharge, and saltwater‐fresh water interface. The groundwater level and flow are modified to various degrees, depending on the foundations percentage and the distribution pattern of the buildings. When the foundations percentage is high and the building foundations are aggregated, the hydraulic head is raised significantly and the originally one‐dimensional groundwater flow field becomes complicated. Seaward groundwater discharge will be reduced and some groundwater may become seepage through the ground surface. The transport model shows that, after foundations are added, overall the seawater and fresh groundwater interface moves landward, so extensive foundations may induce seawater intrusion. It is believed that the modification of the coastal groundwater system by building foundations may have engineering and environmental implications, such as submarine groundwater discharge, foundation corrosion, and slope stability. Copyright © 2007 John Wiley & Sons, Ltd.     

核磁共振找水技术的研究现状与发展趋势

近20多年来,用核磁共振(Nuclear Magnetic Resonance,NMR)方法形成的一种直接非侵害性的探测地下水的地球物理新技术,与传统的地球物理探测地下水的方法相比具有高分辨力、高效率、信息量丰富和解的唯一性等优点,是一种很有发展前景的找水方法技术.我国的水资源短缺,对地下水资源的勘探、开发与利用十分重视,已将核磁共振找水技术研究列入国家十一五科技支撑计划.本文在广泛收集迄今为止的国内外大量资料的基础上,并根据作者近年来有关核磁共振找水技术的研究经历,综述了核磁共振找水技术的发展历史、现状和发展趋势,以推进我国核磁共振找水技术的发展.     

Hydraulic Tomography Offers Improved Imaging of Heterogeneity in Fractured Rocks

Fractured rocks have presented formidable challenges for accurately predicting groundwater flow and contaminant transport. This is mainly due to our difficulty in mapping the fracture‐rock matrix system, their hydraulic properties and connectivity at resolutions that are meaningful for groundwater modeling. Over the last several decades, considerable effort has gone into creating maps of subsurface heterogeneity in hydraulic conductivity (K) and specific storage (S_s) of fractured rocks. Developed methods include kriging, stochastic simulation, stochastic inverse modeling, and hydraulic tomography. In this article, I review the evolution of various heterogeneity mapping approaches and contend that hydraulic tomography, a recently developed aquifer characterization technique for unconsolidated deposits, is also a promising approach in yielding robust maps (or tomograms) of K and S_s heterogeneity for fractured rocks. While hydraulic tomography has recently been shown to be a robust technique, the resolution of the K and S_s tomograms mainly depends on the density of pumping and monitoring locations and the quality of data. The resolution will be improved through the development of new devices for higher density monitoring of pressure responses at discrete intervals in boreholes and potentially through the integration of other data from single‐hole tests, borehole flowmeter profiling, and tracer tests. Other data from temperature and geophysical surveys as well as geological investigations may improve the accuracy of the maps, but more research is needed. Technological advances will undoubtedly lead to more accurate maps. However, more effort should go into evaluating these maps so that one can gain more confidence in their reliability.