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

Abstract 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.