An efficient two-stage Markov chain Monte Carlo method for dynamic data integration

被引:80
作者
Efendiev, Y [1 ]
Datta-Gupta, A
Ginting, V
Ma, X
Mallick, B
机构
[1] Texas A&M Univ, Dept Math, College Stn, TX 77843 USA
[2] Texas A&M Univ, Inst Comp Sci, College Stn, TX 77843 USA
[3] Texas A&M Univ, Dept Petr Engn, College Stn, TX 77843 USA
[4] Texas A&M Univ, Dept Stat, College Stn, TX 77843 USA
关键词
D O I
10.1029/2004WR003764
中图分类号
X [环境科学、安全科学];
学科分类号
08 ; 0830 ;
摘要
[1] In this paper, we use a two-stage Markov chain Monte Carlo (MCMC) method for subsurface characterization that employs coarse-scale models. The purpose of the proposed method is to increase the acceptance rate of MCMC by using inexpensive coarse-scale runs based on single-phase upscaling. Numerical results demonstrate that our approach leads to a severalfold increase in the acceptance rate and provides a practical approach to uncertainty quantification during subsurface characterization.
引用
收藏
页码:1 / 6
页数:6
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