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Data-worth analysis through probabilistic collocation-based Ensemble Kalman Filter

机译:通过基于概率搭配的Ensemble Kalman滤波器进行数据价值分析

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摘要

We propose a new and computationally efficient data-worth analysis and quantification framework keyed to the characterization of target state variables in groundwater systems. We focus on dynamically evolving plumes of dissolved chemicals migrating in randomly heterogeneous aquifers. An accurate prediction of the detailed features of solute plumes requires collecting a substantial amount of data. Otherwise, constraints dictated by the availability of financial resources and ease of access to the aquifer system suggest the importance of assessing the expected value of data before these are actually collected. Data-worth analysis is targeted to the quantification of the impact of new potential measurements on the expected reduction of predictive uncertainty based on a given process model. Integration of the Ensemble Kalman Filter method within a data-worth analysis framework enables us to assess data worth sequentially, which is a key desirable feature for monitoring scheme design in a contaminant transport scenario. However, it is remarkably challenging because of the (typically) high computational cost involved, considering that repeated solutions of the inverse problem are required. As a computationally efficient scheme, we embed in the data-worth analysis framework a modified version of the Probabilistic Collocation Method-based Ensemble Kalman Filter proposed by Zeng et al. (2011) so that we take advantage of the ability to assimilate data sequentially in time through a surrogate model constructed via the polynomial chaos expansion. We illustrate our approach on a set of synthetic scenarios involving solute migrating in a two-dimensional random permeability field. Our results demonstrate the computational efficiency of our approach and its ability to quantify the impact of the design of the monitoring network on the reduction of uncertainty associated with the characterization of a migrating contaminant plume.
机译:我们提出了一种新的且计算效率高的数据有价值的分析和量化框架,该框架的重点是表征地下水系统中目标状态变量。我们关注于动态变化的溶解化学物质在随机非均质含水层中迁移的过程。对溶质羽流详细特征的准确预测需要收集大量数据。否则,由财务资源的可用性和对含水层系统的访问的便利性所决定的约束条件表明,在实际收集数据之前评估数据的期望值的重要性。数据价值分析的目标是量化基于给定过程模型的新潜在测量值对预期不确定性降低的影响。将Ensemble Kalman滤波方法集成到一个数据价值分析框架中,使我们能够顺序评估数据价值,这是在污染物传输场景中监视方案设计的一项重要的重要功能。然而,由于所涉及的(通常)高的计算成本,因此考虑到需要反问题的重复解决方案,因此这是极具挑战性的。作为一种计算有效的方案,我们在数据有价值的分析框架中嵌入了Zeng等人提出的基于概率配置方法的集成卡尔曼滤波器的改进版本。 (2011年),以便我们利用通过多项式混沌扩展构造的替代模型,按时间顺序同化数据的能力。我们在涉及二维随机磁导率场中溶质迁移的一组合成方案中说明了我们的方法。我们的结果证明了我们方法的计算效率及其量化监控网络设计对减少与迁移污染物羽流表征相关的不确定性影响的能力。

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