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Wu, Laosheng

Publications and source records attributed to Wu, Laosheng.

An Iterative Local Updating Ensemble Smoother for Estimation and Uncertainty Assessment of Hydrologic Model Parameters With Multimodal Distributions

Abstract Ensemble smoother (ES) has been widely used in inverse modeling of hydrologic systems. However, for problems where the distribution of model parameters is multimodal, using ES directly would be problematic. One popular solution is to use a clustering algorithm to identify each mode and update the clusters with ES separately. However, this strategy may not be very efficient when the dimension of parameter space is high or the number of modes is large. Alternatively, we propose in this paper a very simple and efficient algorithm, i.e., the iterative local updating ensemble smoother (ILUES), to explore multimodal distributions of model parameters in nonlinear hydrologic systems. The ILUES algorithm works by updating local ensembles of each sample with ES to explore possible multimodal distributions. To achieve satisfactory data matches in nonlinear problems, we adopt an iterative form of ES to assimilate the measurements multiple times. Numerical cases involving nonlinearity and multimodality are tested to illustrate the performance of the proposed method. It is shown that overall the ILUES algorithm can well quantify the parametric uncertainties of complex hydrologic models, no matter whether the multimodal distribution exists.

Zhang, Jiangjiang↗

Efficient evaluation of small failure probability in high-dimensional groundwater contaminant transport modeling via a two-stage Monte Carlo method

In decision-making for groundwater management and contamination remediation, it is important to accurately evaluate the probability of the occurrence of a failure event. For small failure probability analysis, a large number of model evaluations are needed in the Monte Carlo (MC) simulation, which is impractical for CPU-demanding models. One approach to alleviate the computational cost caused by the model evaluations is to construct a computationally inexpensive surrogate model instead. However, using a surrogate approximation can cause an extra error in the failure probability analysis. Furthermore, constructing accurate surrogates is challenging for high-dimensional models, i.e., models containing many uncertain input parameters. To address these issues, we propose an efficient two-stage MC approach for small failure probability analysis in high-dimensional groundwater contaminant transport modeling. In the first stage, a low-dimensional representation of the original high-dimensional model is sought with Karhunen–Loève expansion and sliced inverse regression jointly, which allows for the easy construction of a surrogate with polynomial chaos expansion. Then a surrogate-based MC simulation is implemented. In the second stage, the small number of samples that are close to the failure boundary are re-evaluated with the original model, which corrects the bias introduced by the surrogate approximation. The proposed approach is tested with a numerical case study and is shown to be 100 times faster than the traditional MC approach in achieving the same level of estimation accuracy.

54 ENVIRONMENTAL SCIENCES↗

Sequential ensemble-based optimal design for parameter estimation

The ensemble Kalman filter (EnKF) has been widely used in parameter estimation for hydrological models. The focus of most previous studies was to develop more efficient analysis (estimation) algorithms. On the other hand, it is intuitively understandable that a well-designed sampling (data-collection) strategy should provide more informative measurements and subsequently improve the parameter estimation. In this work, a Sequential Ensemble-based Optimal Design (SEOD) method, coupled with EnKF, information theory and sequential optimal design, is proposed to improve the performance of parameter estimation. Based on the first-order and second-order statistics, different information metrics including the Shannon entropy difference (SD), degrees of freedom for signal (DFS) and relative entropy (RE) are used to design the optimal sampling strategy, respectively. The effectiveness of the proposed method is illustrated by synthetic one-dimensional and two-dimensional unsaturated flow case studies. It is shown that the designed sampling strategies can provide more accurate parameter estimation and state prediction compared with conventional sampling strategies. Optimal sampling designs based on various information metrics perform similarly in our cases. Furthermore, the effect of ensemble size on the optimal design is also investigated. Overall, larger ensemble size improves the parameter estimation and convergence of optimal sampling strategy. Although the proposed method is applied to unsaturated flow problems in this study, it can be equally applied in any other hydrological problems.

54 ENVIRONMENTAL SCIENCES↗

An adaptive Gaussian process-based method for efficient Bayesian experimental design in groundwater contaminant source identification problems: ADAPTIVE GAUSSIAN PROCESS-BASED INVERSION

Surrogate models are commonly used in Bayesian approaches such as Markov Chain Monte Carlo (MCMC) to avoid repetitive CPU-demanding model evaluations. However, the approximation error of a surrogate may lead to biased estimations of the posterior distribution. This bias can be corrected by constructing a very accurate surrogate or implementing MCMC in a two-stage manner. Since the two-stage MCMC requires extra original model evaluations, the computational cost is still high. If the information of measurement is incorporated, a locally accurate approximation of the original model can be adaptively constructed with low computational cost. Based on this idea, we propose a Gaussian process (GP) surrogate-based Bayesian experimental design and parameter estimation approach for groundwater contaminant source identification problems. A major advantage of the GP surrogate is that it provides a convenient estimation of the approximation error, which can be incorporated in the Bayesian formula to avoid over-confident estimation of the posterior distribution. The proposed approach is tested with a numerical case study. Without sacrificing the estimation accuracy, the new approach achieves about 200 times of speed-up compared to our previous work using two-stage MCMC.

Zhang, Jiangjiang↗