Bayesian Uncertainty Quantification for Channelized Reservoirs via Reduced Dimensional Parameterization

被引:3
作者
Mondal, Anirban [1 ]
Wei, Jia [2 ]
机构
[1] Case Western Reserve Univ, Dept Math Appl Math & Stat, Cleveland, OH 44106 USA
[2] Bayesian Learning Corp, 825 S Golden West Ave, Arcadia, CA 91007 USA
关键词
uncertainty quantification; bayesian inverse problem; regularity of posterior; level set; Karhunen– Loè ve expansion; two-stage MCMC; FINITE-ELEMENT-METHOD; MODELS; FLOWS; HETEROGENEITY; SIMULATIONS;
D O I
10.3390/math9091067
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this article, we study uncertainty quantification for flows in heterogeneous porous media. We use a Bayesian approach where the solution to the inverse problem is given by the posterior distribution of the permeability field given the flow and transport data. Permeability fields within facies are assumed to be described by two-point correlation functions, while interfaces that separate facies are represented via smooth pseudo-velocity fields in a level set formulation to get reduced dimensional parameterization. The permeability fields within facies and pseudo-velocity fields representing interfaces can be described using Karhunen-Loeve (K-L) expansion, where one can select dominant modes. We study the error of posterior distributions introduced in such truncations by estimating the difference in the expectation of a function with respect to full and truncated posteriors. The theoretical result shows that this error can be bounded by the tail of K-L eigenvalues with constants independent of the dimension of discretization. This result guarantees the feasibility of such truncations with respect to posterior distributions. To speed up Bayesian computations, we use an efficient two-stage Markov chain Monte Carlo (MCMC) method that utilizes mixed multiscale finite element method (MsFEM) to screen the proposals. The numerical results show the validity of the proposed parameterization to channel geometry and error estimations.
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页数:25
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