Comparison of data-driven uncertainty quantification methods for a carbon dioxide storage benchmark scenario

A variety of methods is available to quantify uncertainties arising within the modeling of flow and transport in carbon dioxide storage, but there is a lack of thorough comparisons. Usually, raw data from such storage sites can hardly be described by theoretical statistical distributions since only very limited data is available. Hence, exact information on distribution shapes for all uncertain parameters is very rare in realistic applications. We discuss and compare four different methods tested for data-driven uncertainty quantification based on a benchmark scenario of carbon dioxide storage. In the benchmark, for which we provide data and code, carbon dioxide is injected into a saline aquifer modeled by the nonlinear capillarity-free fractional flow formulation for two incompressible fluid phases, namely carbon dioxide and brine. To cover different aspects of uncertainty quantification, we incorporate various sources of uncertainty such as uncertainty of boundary conditions, of parameters in constitutive relations, and of material properties. We consider recent versions of the following non-intrusive and intrusive uncertainty quantification methods: arbitrary polynomial chaos, spatially adaptive sparse grids, kernel-based greedy interpolation, and hybrid stochastic Galerkin. The performance of each approach is demonstrated assessing expectation value and standard deviation of the carbon dioxide saturation against a reference statistic based on Monte Carlo sampling. We compare the convergence of all methods reporting on accuracy with respect to the number of model runs and resolution. Finally, we offer suggestions about the methods’ advantages and disadvantages that can guide the modeler for uncertainty quantification in carbon dioxide storage and beyond.

[1]  Christian Rohde,et al.  A stochastically and spatially adaptive parallel scheme for uncertain and nonlinear two-phase flow problems , 2015, Computational Geosciences.

[2]  Raimund Bürger,et al.  A hybrid stochastic Galerkin method for uncertainty quantification applied to a conservation law modelling a clarifier‐thickener unit , 2014 .

[3]  Mary F. Wheeler,et al.  Efficient Bayesian inference of subsurface flow models using nested sampling and sparse polynomial chaos surrogates , 2014 .

[4]  Dirk Pflüger,et al.  A New Subspace-Based Algorithm for Efficient Spatially Adaptive Sparse Grid Regression, Classification and Multi-evaluation , 2016 .

[5]  Holger Wendland,et al.  Near-optimal data-independent point locations for radial basis function interpolation , 2005, Adv. Comput. Math..

[6]  Benjamin Peherstorfer Model order reduction of parametrized systems with sparse grid learning techniques , 2013 .

[7]  Dirk Pflüger,et al.  Hierarchical Gradient-Based Optimization with B-Splines on Sparse Grids , 2016 .

[8]  Benjamin Peherstorfer,et al.  Spatially adaptive sparse grids for high-dimensional data-driven problems , 2010, J. Complex..

[9]  Guang Lin,et al.  An efficient, high-order probabilistic collocation method on sparse grids for three-dimensional flow and solute transport in randomly heterogeneous porous media , 2009 .

[10]  Robert M. Dilmore,et al.  Probabilistic Assessment of Above Zone Pressure Predictions at a Geologic Carbon Storage Site , 2016, Scientific Reports.

[11]  Nathan Ida,et al.  Data-Driven Multi-Element Arbitrary Polynomial Chaos for Uncertainty Quantification in Sensors , 2018, IEEE Transactions on Magnetics.

[12]  T. Stieltjes,et al.  Quelques recherches sur la théorie des quadratures dites mécaniques , 1884 .

[13]  Raimund Bürger,et al.  Computational uncertainty quantification for a clarifier-thickener model with several random perturbations: A hybrid stochastic Galerkin approach , 2016, Comput. Chem. Eng..

[14]  Dongxiao Zhang,et al.  Probabilistic collocation method for flow in porous media: Comparisons with other stochastic methods , 2007 .

[15]  Rainer Helmig,et al.  An integrative approach to robust design and probabilistic risk assessment for CO2 storage in geological formations , 2011 .

[16]  Hermann G. Matthies,et al.  Sparse Quadrature as an Alternative to Monte Carlo for Stochastic Finite Element Techniques , 2003 .

[17]  Bruno Després,et al.  Uncertainty quantification for systems of conservation laws , 2009, J. Comput. Phys..

[18]  Jon C. Helton,et al.  Latin Hypercube Sampling and the Propagation of Uncertainty in Analyses of Complex Systems , 2002 .

[19]  Hermann G. Matthies,et al.  Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations , 2005 .

[20]  H. Bungartz,et al.  Sparse grids , 2004, Acta Numerica.

[21]  P. Argentiero,et al.  On least squares collocation , 1978 .

[22]  Holger Class,et al.  Chaos Expansion based Bootstrap Filter to Calibrate CO2 Injection Models , 2013 .

[23]  Holger Class,et al.  Bayesian updating via bootstrap filtering combined with data-driven polynomial chaos expansions: methodology and application to history matching for carbon dioxide storage in geological formations , 2013, Computational Geosciences.

[24]  M. Celia,et al.  Status of CO2 storage in deep saline aquifers with emphasis on modeling approaches and practical simulations , 2015 .

[25]  Sergey Oladyshkin,et al.  Incomplete statistical information limits the utility of high-order polynomial chaos expansions , 2018, Reliab. Eng. Syst. Saf..

[26]  George Shu Heng Pau,et al.  Evaluation of multiple reduced-order models to enhance confidence in global sensitivity analyses , 2016 .

[27]  Christian Rohde,et al.  Intrusive uncertainty quantification for hyperbolic-elliptic systems governing two-phase flow in heterogeneous porous media , 2017, Computational Geosciences.

[28]  Bernard Haasdonk,et al.  Greedy Kernel Approximation for Sparse Surrogate Modeling , 2018 .

[29]  Bernard Haasdonk,et al.  A Vectorial Kernel Orthogonal Greedy Algorithm , 2013 .

[30]  Robert Schaback,et al.  Interpolation of spatial data – A stochastic or a deterministic problem? , 2013, European Journal of Applied Mathematics.

[31]  Xiang Ma,et al.  An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations , 2009, J. Comput. Phys..

[32]  Dirk Pflüger,et al.  From Data to Uncertainty: An Efficient Integrated Data-Driven Sparse Grid Approach to Propagate Uncertainty , 2016 .

[33]  Anders Hansson,et al.  Expert opinions on carbon dioxide capture and storage—A framing of uncertainties and possibilities , 2009 .

[34]  Hamdi A. Tchelepi,et al.  Stochastic Galerkin framework with locally reduced bases for nonlinear two-phase transport in heterogeneous formations , 2016, 1604.00506.

[35]  Michael Sinsbeck,et al.  AN OPTIMAL SAMPLING RULE FOR NONINTRUSIVE POLYNOMIAL CHAOS EXPANSIONS OF EXPENSIVE MODELS , 2015 .

[36]  R. LeVeque Numerical methods for conservation laws , 1990 .

[37]  Dirk Pflüger,et al.  Spatially Adaptive Refinement , 2012 .

[38]  Francesco Montomoli,et al.  SAMBA: Sparse Approximation of Moment-Based Arbitrary Polynomial Chaos , 2016, J. Comput. Phys..

[39]  Alexander Kurganov,et al.  Central‐upwind schemes on triangular grids for hyperbolic systems of conservation laws , 2005 .

[40]  Jan M. Nordbotten,et al.  Applicability of vertical-equilibrium and sharp-interface assumptions in CO2 sequestration modeling , 2012 .

[41]  Alexandre Ern,et al.  Adaptive Anisotropic Spectral Stochastic Methods for Uncertain Scalar Conservation Laws , 2012, SIAM J. Sci. Comput..

[42]  Dirk Pflüger,et al.  Spatially Adaptive Sparse Grids for High-Dimensional Problems , 2010 .

[43]  S. Isukapalli,et al.  Stochastic Response Surface Methods (SRSMs) for Uncertainty Propagation: Application to Environmental and Biological Systems , 1998, Risk analysis : an official publication of the Society for Risk Analysis.

[44]  Bernard Haasdonk,et al.  Surrogate modeling of multiscale models using kernel methods , 2015 .

[45]  Bruno Sudret,et al.  Sparse polynomial chaos expansions and adaptive stochastic finite elements using a regression approach , 2008 .

[46]  Jan M. Nordbotten,et al.  Injection and Storage of CO2 in Deep Saline Aquifers: Analytical Solution for CO2 Plume Evolution During Injection , 2005 .

[47]  Robert Schaback,et al.  A Newton basis for Kernel spaces , 2009, J. Approx. Theory.

[48]  G. Karniadakis,et al.  An adaptive multi-element generalized polynomial chaos method for stochastic differential equations , 2005 .

[49]  Holger Wendland,et al.  Piecewise polynomial, positive definite and compactly supported radial functions of minimal degree , 1995, Adv. Comput. Math..

[50]  Alexander J. Smola,et al.  Learning with kernels , 1998 .

[51]  Rainer Helmig,et al.  Investigations on CO2 storage capacity in saline aquifers: Part 1. Dimensional analysis of flow processes and reservoir characteristics , 2009 .

[52]  Sergey Oladyshkin,et al.  Data-driven uncertainty quantification using the arbitrary polynomial chaos expansion , 2012, Reliab. Eng. Syst. Saf..

[53]  R. Ghanem,et al.  Stochastic Finite Elements: A Spectral Approach , 1990 .

[54]  Dirk Pflüger,et al.  Non-intrusive Uncertainty Quantification with Sparse Grids for Multivariate Peridynamic Simulations , 2015 .

[55]  J. Villadsen,et al.  Solution of differential equation models by polynomial approximation , 1978 .

[56]  Mark A. Herkommer,et al.  Data-volume reduction of data gathered along lines using the correlation coefficient to determine breakpoints , 1985 .

[57]  George E. Karniadakis,et al.  Multi-element probabilistic collocation method in high dimensions , 2010, J. Comput. Phys..

[58]  C. Tsang,et al.  Large-scale impact of CO2 storage in deep saline aquifers: A sensitivity study on pressure response in stratified systems , 2009 .

[59]  B. Alpert A class of bases in L 2 for the sparse representations of integral operators , 1993 .

[60]  Alberto Guadagnini,et al.  Moment-based metrics for global sensitivity analysis of hydrological systems , 2017 .

[61]  Dongbin Xiu,et al.  Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids , 2011, J. Comput. Phys..

[62]  Bernard Haasdonk,et al.  Convergence rate of the data-independent P-greedy algorithm in kernel-based approximation , 2016, 1612.02672.

[63]  Milton Abramowitz,et al.  Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables , 1964 .

[64]  Holger Wendland,et al.  Adaptive greedy techniques for approximate solution of large RBF systems , 2000, Numerical Algorithms.

[65]  K AlpertBradley A class of bases in L2 for the sparse representations of integral operators , 1993 .

[66]  Hans-Joachim Bungartz,et al.  Multivariate Quadrature on Adaptive Sparse Grids , 2003, Computing.

[67]  Jan M. Nordbotten,et al.  Impact of the capillary fringe in vertically integrated models for CO2 storage , 2011 .

[68]  Fredrik Saaf,et al.  Estimate CO2 storage capacity of the Johansen formation: numerical investigations beyond the benchmarking exercise , 2009 .

[69]  Rainer Helmig,et al.  A concept for data-driven uncertainty quantification and its application to carbon dioxide storage in geological formations , 2011 .

[70]  Laurent Trenty,et al.  A benchmark study on problems related to CO2 storage in geologic formations , 2009 .

[71]  N. Cutland,et al.  On homogeneous chaos , 1991, Mathematical Proceedings of the Cambridge Philosophical Society.

[72]  Rainer Helmig,et al.  CO2 leakage through an abandoned well: problem-oriented benchmarks , 2007 .

[73]  Jeroen A. S. Witteveen,et al.  Modeling physical uncertainties in dynamic stall induced fluid-structure interaction of turbine blades using arbitrary polynomial chaos , 2007 .