Pattern Recognition in a Bimodal Aquifer Using the Normal-Score Ensemble Kalman Filter

The ensemble Kalman filter (EnKF) is now widely used in diverse disciplines to estimate model parameters and update model states by integrating observed data. The EnKF is known to perform optimally only for multi-Gaussian distributed states and parameters. A new approach, the normal-score EnKF (NS-EnKF), has been recently proposed to handle complex aquifers with non-Gaussian distributed parameters. In this work, we aim at investigating the capacity of the NS-EnKF to identify patterns in the spatial distribution of the model parameters (hydraulic conductivities) by assimilating dynamic observations in the absence of direct measurements of the parameters themselves. In some situations, hydraulic conductivity measurements (hard data) may not be available, which requires the estimation of conductivities from indirect observations, such as piezometric heads. We show how the NS-EnKF is capable of retrieving the bimodal nature of a synthetic aquifer solely from piezometric head data. By comparison with a more standard implementation of the EnKF, the NS-EnKF gives better results with regard to histogram preservation, uncertainty assessment, and transport predictions.

[1]  Dean S. Oliver,et al.  The Ensemble Kalman Filter for Continuous Updating of Reservoir Simulation Models , 2006 .

[2]  Neil J. Gordon,et al.  A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking , 2002, IEEE Trans. Signal Process..

[3]  J. Gómez-Hernández,et al.  To be or not to be multi-Gaussian? A reflection on stochastic hydrogeology , 1998 .

[4]  G. Evensen,et al.  Analysis Scheme in the Ensemble Kalman Filter , 1998 .

[5]  Xian-Huan Wen,et al.  Some Practical Issues on Real-Time Reservoir Model Updating Using Ensemble Kalman Filter , 2007 .

[6]  Liangping Li,et al.  Transport upscaling using multi-rate mass transfer in three-dimensional highly heterogeneous porous media , 2011 .

[7]  A. Soares,et al.  Geostatistics Tróia '92 , 1993 .

[8]  Geir Nævdal,et al.  Reservoir Monitoring and Continuous Model Updating Using Ensemble Kalman Filter , 2005 .

[9]  Sebastien Strebelle,et al.  Conditional Simulation of Complex Geological Structures Using Multiple-Point Statistics , 2002 .

[10]  G. Evensen Data Assimilation: The Ensemble Kalman Filter , 2006 .

[11]  J. Gómez-Hernández,et al.  Joint Sequential Simulation of MultiGaussian Fields , 1993 .

[12]  S. P. Neuman,et al.  Estimation of aquifer parameters under transient and steady-state conditions: 2 , 1986 .

[13]  A. Journel,et al.  Entropy and spatial disorder , 1993 .

[14]  J. P. Delhomme,et al.  Spatial variability and uncertainty in groundwater flow parameters: A geostatistical approach , 1979 .

[15]  S. Redner,et al.  Introduction To Percolation Theory , 2018 .

[16]  Harrie-Jan Hendricks Franssen,et al.  Ensemble Kalman filtering versus sequential self-calibration for inverse modelling of dynamic groundwater flow systems , 2009 .

[17]  Harihar Rajaram,et al.  Differences in the scale dependence of dispersivity and retardation factors estimated from forced‐gradient and uniform flow tracer tests in three‐dimensional physically and chemically heterogeneous porous media , 2005 .

[18]  Charles F. Harvey,et al.  When good statistical models of aquifer heterogeneity go bad: A comparison of flow, dispersion, and mass transfer in connected and multivariate Gaussian hydraulic conductivity fields , 2003 .

[19]  Liangping Li,et al.  A comparative study of three-dimensional hydraulic conductivity upscaling at the macro-dispersion experiment (MADE) site, Columbus Air Force Base, Mississippi (USA) , 2011 .

[20]  Laurent Bertino,et al.  Application of the Gaussian anamorphosis to assimilation in a 3-D coupled physical-ecosystem model of the North Atlantic with the EnKF: a twin experiment , 2009 .

[21]  Soroosh Sorooshian,et al.  Dual state-parameter estimation of hydrological models using ensemble Kalman filter , 2005 .

[22]  Xian-Huan Wen,et al.  Real-Time Reservoir Model Updating Using Ensemble Kalman Filter With Confirming Option , 2006 .

[23]  Yan Chen,et al.  Data assimilation for transient flow in geologic formations via ensemble Kalman filter , 2006 .

[24]  Arlen W. Harbaugh,et al.  MODFLOW-2000, The U.S. Geological Survey Modular Ground-Water Model - User Guide to Modularization Concepts and the Ground-Water Flow Process , 2000 .

[25]  Eulogio Pardo-Igúzquiza,et al.  CONNEC3D: a computer program for connectivity analysis of 3D random set models☆ , 2003 .

[26]  G. Evensen Sequential data assimilation with a nonlinear quasi‐geostrophic model using Monte Carlo methods to forecast error statistics , 1994 .

[27]  G. Evensen,et al.  Sequential Data Assimilation Techniques in Oceanography , 2003 .

[28]  Liangping Li,et al.  An approach to handling non-Gaussianity of parameters and state variables in ensemble Kalman filtering , 2011 .

[29]  Wolfgang Nowak,et al.  Parameter Estimation by Ensemble Kalman Filters with Transformed Data , 2010 .

[30]  P. Houtekamer,et al.  A Sequential Ensemble Kalman Filter for Atmospheric Data Assimilation , 2001 .

[31]  W. Kinzelbach,et al.  Real‐time groundwater flow modeling with the Ensemble Kalman Filter: Joint estimation of states and parameters and the filter inbreeding problem , 2008 .