Diagrammatic solutions for hydraulic head moments in 1-D and 2-D bounded domains

We present a diagrammatic method for solving stochastic 1-D and 2-D steady-state flow equations in bounded domains. The diagrammatic method results in explicit solutions for the moments of the hydraulic head. This avoids certain numerical constraints encountered in realization-based methods. The diagrammatic technique also allows for the consideration of finite domains or large fluctuations, and is not restricted by distributional assumptions. The results of the method for 1-D and 2-D finite domains are compared with those obtained through a realization-based approach. Mean and variance of head are well reproduced for all log-conductivity variances inputted, including those larger than one. The diagrammatic results also compare favorably to hydraulic head moments derived by standard analytic methods requiring a linearized form of the flow equation.     

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.     

Unsaturated flows in soils with self-similar hydraulic conductivity distribution

In this article, we are concerned with the statistics of steady unsaturated flow in soils with a fractal hydraulic conductivity distribution. It is assumed that the spatial distribution of log hydraulic conductivity can be described as an isotropic stochastic fractal process. The impact of the fractal dimension of this process, the soil pore-size distribution parameter, and the characteristic length scale on the variances of tension head and the effective conductivity is investigated. Results are obtained for one-dimensional and three-dimensional flows. Our results indicate that the tension head variance is scale-dependent for fractal distribution of hydraulic conductivity. Both tension head variance and effective hydraulic conductivity depend strongly on the fractal dimension. The soil pore-size distribution parameter is important in reducing the variability of the unsaturated hydraulic conductivity and of the fluxes.     

Conditioning mean steady state flow on hydraulic head and conductivity through geostatistical inversion

Nonlocal moment equations allow one to render deterministically optimum predictions of flow in randomly heterogeneous media and to assess predictive uncertainty conditional on measured values of medium properties. We present a geostatistical inverse algorithm for steady-state flow that makes it possible to further condition such predictions and assessments on measured values of hydraulic head (and/or flux). Our algorithm is based on recursive finite-element approximations of exact first and second conditional moment equations. Hydraulic conductivity is parameterized via universal kriging based on unknown values at pilot points and (optionally) measured values at other discrete locations. Optimum unbiased inverse estimates of natural log hydraulic conductivity, head and flux are obtained by minimizing a residual criterion using the Levenberg-Marquardt algorithm. We illustrate the method for superimposed mean uniform and convergent flows in a bounded two-dimensional domain. Our examples illustrate how conductivity and head data act separately or jointly to reduce parameter estimation errors and model predictive uncertainty.This work is supported in part by NSF/ITR Grant EAR-0110289. The first author was additionally supported by scholarships from CONACYT and Instituto de Investigaciones Electricas of Mexico. Additional support was provided by the European Commission under Contract EVK1-CT-1999-00041 (W-SAHaRA-Stochastic Analysis of Well Head Protection and Risk Assessment).     

Stochastic analysis of bounded unsaturated flow in heterogeneous aquifers: Spectral/perturbation approach

This paper describes a stochastic analysis of steady state flow in a bounded, partially saturated heterogeneous porous medium subject to distributed infiltration. The presence of boundary conditions leads to non-uniformity in the mean unsaturated flow, which in turn causes non-stationarity in the statistics of velocity fields. Motivated by this, our aim is to investigate the impact of boundary conditions on the behavior of field-scale unsaturated flow. Within the framework of spectral theory based on Fourier–Stieltjes representations for the perturbed quantities, the general expressions for the pressure head variance, variance of log unsaturated hydraulic conductivity and variance of the specific discharge are presented in the wave number domain. Closed-form expressions are developed for the simplified case of statistical isotropy of the log hydraulic conductivity field with a constant soil pore-size distribution parameter. These expressions allow us to investigate the impact of the boundary conditions, namely the vertical infiltration from the soil surface and a prescribed pressure head at a certain depth below the soil surface. It is found that the boundary conditions are critical in predicting uncertainty in bounded unsaturated flow. Our analytical expression for the pressure head variance in a one-dimensional, heterogeneous flow domain, developed using a nonstationary spectral representation approach [Li S-G, McLaughlin D. A nonstationary spectral method for solving stochastic groundwater problems: unconditional analysis. Water Resour Res 1991;27(7):1589–605; Li S-G, McLaughlin D. Using the nonstationary spectral method to analyze flow through heterogeneous trending media. Water Resour Res 1995; 31(3):541–51], is precisely equivalent to the published result of Lu et al. [Lu Z, Zhang D. Analytical solutions to steady state unsaturated flow in layered, randomly heterogeneous soils via Kirchhoff transformation. Adv Water Resour 2004;27:775–84].     

1-D, 2-D, and 3-D analytical solutions of unsaturated flow in groundwater

An excellent tool for checking numerical models of unsaturated flow in groundwater is analytical solutions. However, because of the highly nonlinear nature of the governing partial differential equation, only a limited number of analytical solutions are available. This paper first gives some simple 1-D solutions. Next, by use of a transformation, the nonlinear partial differential equation is converted to a linear one for a specific form of the moisture content vs. pressure head and relative hydraulic conductivity vs. pressure head curves. This allows both 2-D and 3-D solutions to be derived, which is done in this paper. Finally, computations from a finite element computer program are compared with results from one of the analytical solutions to illustrate the use of the derived equations.     

Eulerian spatial moments for solute transport in three-dimensional heterogeneous,dual-permeability media

A Eulerian analytical method is developed for nonreactive solute transport in heterogeneous, dual-permeability media where the hydraulic conductivities in fracture and matrix domains are both assumed to be stochastic processes. The analytical solution for the mean concentration is given explicitly in Fourier and Laplace transforms. Instead of using the fast fourier transform method to numerically invert the solution to real space (Hu et al., 2002), we apply the general relationship between spatial moments and concentration (Naff, 1990; Hu et al., 1997) to obtain the analytical solutions for the spatial moments up to the second for a pulse input of the solute. Owing to its accuracy and efficiency, the analytical method can be used to check the semi-analytical and Monte Carlo numerical methods before they are applied to more complicated studies. The analytical method can be also used during screening studies to identify the most significant transport parameters for further analysis. In this study, the analytical results have been compared with those obtained from the semi-analytical method (Hu et al., 2002) and the comparison shows that the semi-analytical method is robust. It is clearly shown from the analytical solution that the three factors, local dispersion, conductivity variation in each domain and velocity convection flow difference in the two domains, play different roles on the solute plume spreading in longitudinal and transverse directions. The calculation results also indicate that when the log-conductivity variance in matrix is 10 times less than its counterpart in fractures, it will hardly influence the solute transport, whether the conductivity field is matrix is treated as a homogeneous or random field.     

Stochastic analysis of multiphase flow in porous media: 1. Spectral/perturbation approach

Stochastic analysis of steady-state multiphase (water, oil, and air) flow in heterogeneous porous media was performed using the perturbation theory and spectral representation techniques. The gas phase is assumed to have constant pressure. The governing equations describing the flow of oil and water are coupled and nonlinear. The key stochastic input variables are intrinsic permeability,k, and the soil grain size distribution index, . Three different stochastic combinations of these two input parameters were considered. The perturbation/spectral analysis was used to develop closed-form expressions that describe stochastic variability of key output processes, such as capillary and individual phase pressures and specific discharges. The analysis also included the derivation of the mean flow equations and estimation of the effective flow properties. The impact of the spatial variability ofk and on the effective conductivities and the variances of pressures and specific discharges was examined.     

Semigroup solutions to stochastic unsteady groundwater flow subject to random parameters

Two methods for the solution of partial differential equations (PDE) for the general case of random in time physical parameters are presented and their application to the solution of unsteady regional groundwater flow equations are illustrated. The first method is the semigroup approach which directly offers a solution without resorting to closure approximations (hierarchy techniques), perturbation techniques, or Montecarlo simulation techniques. The semigroup approach can also handle the general stochastic problem when randomness also appears as initial conditions, boundary conditions or forcing terms. The second method is an approximation scheme to obtain the semigroup solution in complex cases and permits the solution of equations with more than one random coefficient.     

Effect of Conditioning Randomly Heterogeneous Transmissivity on Temporal Hydraulic Head Measurements in Transient Two-Dimensional Aquifer Flow

We investigated the effect of conditioning transient, two-dimensional groundwater flow simulations, where the transmissivity was a spatial random field, on time dependent head data. The random fields, representing perturbations in log transmissivity, were generated using a known covariance function and then conditioned to match head data by iteratively cokriging and solving the flow model numerically. A new approximation to the cross-covariance of log transmissivity perturbations with time dependent head data and head data at different times, that greatly increased the computational efficiency, was introduced. The most noticeable effect of head data on the estimation of head and log transmissivity perturbations occurred from conditioning only on spatially distributed head measurements during steady flow. The additional improvement in the estimation of the log transmissivity and head perturbations obtained by conditioning on time dependent head data was fairly small. On the other hand, conditioning on temporal head data had a significant effect on particle tracks and reduced the lateral spreading around the center of the paths.     

Effect of Conditioning Randomly Heterogeneous Transmissivity on Temporal Hydraulic Head Measurements in Transient Two-Dimensional Aquifer Flow

We investigated the effect of conditioning transient, two-dimensional groundwater flow simulations, where the transmissivity was a spatial random field, on time dependent head data. The random fields, representing perturbations in log transmissivity, were generated using a known covariance function and then conditioned to match head data by iteratively cokriging and solving the flow model numerically. A new approximation to the cross-covariance of log transmissivity perturbations with time dependent head data and head data at different times, that greatly increased the computational efficiency, was introduced. The most noticeable effect of head data on the estimation of head and log transmissivity perturbations occurred from conditioning only on spatially distributed head measurements during steady flow. The additional improvement in the estimation of the log transmissivity and head perturbations obtained by conditioning on time dependent head data was fairly small. On the other hand, conditioning on temporal head data had a significant effect on particle tracks and reduced the lateral spreading around the center of the paths.     

Analytic solutions for interface flow in combined confined and semi-confined,coastal aquifers

Analytic solutions are presented for steady interface flow in aquifers consisting of a confined and a semi-confined section. The total discharge is constant in the confined section and is directed towards the semi-confined section, which is bounded on top by a leaky layer that separates the aquifer from the sea. All solutions are based on the Dupuit approximation. The interface position is fully determined by two dimensionless parameters. The first parameter is the product of the uniform gradient towards the sea and the dimensionless leakage factor divided by the dimensionless density difference. The second dimensionless parameter is the length of the semi-confined section divided by the leakage factor. Four types of flow are distinguished. For cases I and II the interface does not reach the end of the semi-confined section, while it does for cases III and IV. For cases I and III the interface extends into the confined section, while for cases II and IV it remains entirely in the semi-confined section. Analytic solutions are presented for the position of the interface for all four cases. Diagrams are presented to determine the type of flow and the position of the interface toe based on the two dimensionless parameters. The pre-development position of the interface along the Georgia coast is computed as an illustration of the practical application of the presented formulas. Another practical application is the estimation of how far a numerical model of seawater intrusion should be extended into the sea for accurate simulations.     

A new multiscale scheme for computing statistical moments in single phase flow in heterogeneous porous media

In this work we develop a new multiscale procedure to compute numerically the statistical moments of the stochastic variables which govern single phase flow in heterogeneous porous media. The technique explores the properties of the log-normally distributed hydraulic conductivity, characterized by power-law or exponential covariances, which shows invariance in its statistical structure upon a simultaneous change of the scale of observation and strength of heterogeneity. We construct a family of equivalent stochastic hydrodynamic variables satisfying the same flow equations at different scales and strengths of heterogeneity or correlation lengths. Within the new procedure the governing equations are solved in a scaled geology and the numerical results are mapped onto the original medium at coarser scales by a straightforward rescaling. The new procedure is implemented numerically within the Monte Carlo algorithm and also in conjunction with the discretization of the low-order effective equations derived from perturbation analysis. Numerical results obtained by the finite element method show the accuracy of the new procedure to approximated the two first moments of the pressure and velocity along with its potential in reducing drastically the computational cost involved in the numerical modeling of both power-law and exponential covariance functions.     

Spatial moments for colloid-enhanced radionuclide transport in heterogeneous aquifers

We consider colloid facilitated radionuclide transport by steady groundwater flow in a heterogeneous porous formation. Radionuclide binding on colloids and soil-matrix is assumed to be kinetically/equilibrium controlled. All reactive parameters are regarded as uniform, whereas the hydraulic log-conductivity is modelled as a stationary random space function (RSF). Colloid-enhanced radionuclide transport is studied by means of spatial moments pertaining to both the dissolved and colloid-bounded concentration. The general expressions of spatial moments for a colloid-bounded plume are presented for the first time, and are discussed in order to show the combined impact of sorption processes as well as aquifer heterogeneity upon the plume migration. For the general case, spatial moments are defined by the aid of two characteristic reaction functions which cannot be expressed analytically. By adopting the approximation for the longitudinal fluid trajectory covariance valid for a flow parallel to the formation bedding suggested by Dagan and Cvetkovic [Dagan G, Cvetkovic V. Spatial Moments of Kinetically Sorbing Plume in a Heterogeneous Aquifers. Water Resour Res 1993;29:4053], we obtain closed form solutions.     

A method for assessing kinematic bending moments at the pile head

The conventional design methods for seismically loaded piles still concentrate in providing adequate resistance from the pile to withstand only the inertial bending moments generated from the oscillation of the superstructure, thus neglecting the effect of kinematic interaction between pile and soil. By contrast there has been extensive research on kinematic effects induced by earthquakes and a number of simplified methods are available for a preliminary evaluation of kinematic bending moments at the interface between two soil layers. Less attention has been paid to the effects of kinematic interaction at the pile‐head. The paper summarizes recent research work on kinematic response analysis of fixed‐head piles aimed at the performance evaluation of a piled foundation. Results from an extensive parametric study, undertaken by means of three‐dimensional FE analyses, suggest a new criterion to predict kinematic bending effects at the pile head, where the combination of kinematic and inertial effect may be critical. Copyright © 2010 John Wiley & Sons, Ltd.     

Analytical solutions of the advection‐dispersion equation for transient groundwater flow. A numerical validation

An analytical transport‐model was developed to simulate the propagation of a contaminant in one‐ and two‐dimensional transient flow in groundwater. It is proved that the distribution of concentration at a given time and for a given discharge is identical to that obtained for a different discharge if the volumetric flux of water is the same in the two cases. The results of simulations have been compared with results obtained using the MT3DMS numerical model. There is good agreement when the calculated concentrations are flux‐weighted concentrations. On the other hand, there is a notable divergence when the resident mode is considered. Resident mode concentrations express the mass per unit volume whereas flux mode concentrations express the ratio of mass flux to fluid flux. The solutions presented in this paper can thus be a useful alternative to code MT3DMS when the objective is to simulate concentrations in transient flow according to a resident mode. Copyright © 2008 John Wiley & Sons, Ltd.     

Analysis of biodegradation in a 3-D heterogeneous porous medium using nonlinear stochastic finite element method

Probabilistic analysis by Monte Carlo Simulation method (MCSM) is a computationally prohibitive task for a reactive solute transport involving coupled PDEs with nonlinear source/sink terms in 3-D heterogeneous porous media. The perturbation based stochastic finite element method (SFEM) is an attractive alternative method to MCSM as it is computationally efficient and accurate. In the present study SFEM is developed for solving nonlinear reactive solute transport problem in a 3-D heterogeneous medium. Here the solution of the biodegradation problem involving a single solute by a single class of microorganisms coupled with dynamic microbial growth is attempted using this method. The SFEM here produces a second-order accurate solution for the mean and a first-order accurate solution for the standard deviation of concentrations. In this study both the physical parameters (hydraulic conductivity, porosity, dispersivity and diffusion coefficient) and the biological parameters (maximum substrate utilization rate and the coefficient of cell decay) are considered as spatially varying random fields. A comparison between the MCSM and SFEM for the mean and standard deviation of concentration is made for 1-D and 3-D problem. The effects of heterogeneity on the degradation of substrate and growth of biomass concentrations for a range of variances of input parameters are discussed for both 1-D and 3-D problems.     

A two‐dimensional model of hydraulic performance of stormwater infiltration systems

Stormwater infiltration systems are a popular method for urban stormwater control. They are often designed using an assumption of one‐dimensional saturated outflow, although this is not very accurate for many typical designs where two‐dimensional (2D) flows into unsaturated soils occur. Available 2D variably saturated flow models are not commonly used for design because of their complexity and difficulties with the required boundary conditions. A purpose‐built stormwater infiltration system model was thus developed for the simulation of 2D flow from a porous storage. The model combines a soil moisture–based model for unsaturated soils with a ponded storage model and uses a wetting front‐tracking approach for saturated flows. The model represents the main physical processes while minimizing input data requirements. The model was calibrated and validated using data from laboratory 2D stormwater infiltration trench experiments. Calibrations were undertaken using five different combinations of calibration data to examine calibration data requirements. It was found that storage water levels could be satisfactorily predicted using parameters calibrated with either data from laboratory soils tests or observed water level data, whereas the prediction of soil moistures was improved through the addition of observed soil moisture data to the calibration data set. Copyright © 2012 John Wiley & Sons, Ltd.     

Anisotropy and depth‐related heterogeneity of hydraulic conductivity in a bog peat. II: modelling the effects on groundwater flow

Anisotropy and heterogeneity of hydraulic conductivity (K) are seldom considered in models of mire hydrology. We investigated the effect of anisotropy and heterogeneity on groundwater flow in bog peat using a steady‐state groundwater model. In five model simulations, four sets of K data were used. The first set comprised measured K values from an anisotropic and heterogeneous bog peat. These data were aggregated to produce the following simplified data sets: an isotropic and heterogeneous distribution of K; an isotropic and homogeneous distribution; and an anisotropic and homogeneous distribution. We demonstrate that, where anisotropy and heterogeneity exist, groundwater flow in bog peat is complex. Fine‐scale variations in K have the potential to influence patterns and rates of groundwater flow. However, for our data at least, it is heterogeneity and not anisotropy that has the greater influence on producing complex patterns of groundwater flow. We also demonstrate that patterns and rates of groundwater flow are simplified and reduced when measured K values are aggregated to create a more uniform distribution of K. For example, when measured K values are aggregated to produce isotropy and homogeneity, the rate of modelled seepage is reduced by 28%. We also show that when measured K values are used, the presence of a drainage ditch can increase seepage through a modelled cross‐section. Our work has implications for the accurate interpretation of hydraulic head data obtained from peat soils, and also the understanding of the effect of drainage ditches on patterns and rates of groundwater flow. Copyright © 2002 John Wiley & Sons, Ltd.