Multilevel and quasi-Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media

被引:7
作者
Crevillen-Garcia, D. [1 ]
Power, H. [2 ]
机构
[1] Univ Warwick, Sch Engn, Coventry CV4 7AL, W Midlands, England
[2] Univ Nottingham, Fac Engn, Nottingham NG7 2RD, England
来源
ROYAL SOCIETY OPEN SCIENCE | 2017年 / 4卷 / 08期
基金
英国工程与自然科学研究理事会;
关键词
groundwater flow; partial differential equations with random coefficients; uncertainty quantification; quasi-Monte Carlo; multilevel methods; DIFFERENTIAL-EQUATIONS; RANDOM-COEFFICIENTS; SOLUTE TRANSPORT; PATH SIMULATION; COVARIANCE; FIELDS; CONDUCTIVITY; PARAMETERS; REDUCTION; EXPANSION;
D O I
10.1098/rsos.170203
中图分类号
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号
07 ; 0710 ; 09 ;
摘要
In this study, we apply four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to the problem of uncertainty quantification in the estimation of the average travel time during the transport of particles through random heterogeneous porousmedia. We apply the four methodologies to a model problem where the only input parameter, the hydraulic conductivity, is modelled as a log-Gaussian random field by using direct Karhunen-Loeve decompositions. The random terms in such expansions represent the coefficients in the equations. Numerical calculations demonstrating the effectiveness of each of the methods are presented. A comparison of the computational cost incurred by each of the methods for three different tolerances is provided. The accuracy of the approaches is quantified via the mean square error.
引用
收藏
页数:18
相关论文
共 45 条
  • [1] ON THE CONDITION NUMBER OF COVARIANCE MATRICES IN KRIGING, ESTIMATION, AND SIMULATION OF RANDOM-FIELDS
    ABABOU, R
    BAGTZOGLOU, AC
    WOOD, EF
    [J]. MATHEMATICAL GEOLOGY, 1994, 26 (01): : 99 - 133
  • [2] [Anonymous], THESIS
  • [3] [Anonymous], 1967, USSR COMPUT MATHS MA, DOI DOI 10.1016/0041-5553(67)90144-9
  • [4] [Anonymous], 1974, UNIFORM DISTRIBUTION
  • [5] [Anonymous], 1992, SIAM, DOI DOI 10.1137/1.9781611970081.FM
  • [6] [Anonymous], THESIS
  • [7] [Anonymous], 2010, Digital Nets and Sequences: Discrepancy Theory and Quasi-Monte Carlo Integration
  • [8] Bear J., 1972, Dynamics of Fluids in Porous Media
  • [9] STATISTICAL AND STOCHASTIC ANALYSES OF HYDRAULIC CONDUCTIVITY AND PARTICLE-SIZE IN A FLUVIAL SAND
    BYERS, E
    STEPHENS, DB
    [J]. SOIL SCIENCE SOCIETY OF AMERICA JOURNAL, 1983, 47 (06) : 1072 - 1081
  • [10] Caflisch R. E., 1998, Acta Numerica, V7, P1, DOI 10.1017/S0962492900002804