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At least 235 records · Page 13

Sequential Kalman tuning of the t -preconditioned Crank-Nicolson algorithm: efficient, adaptive and gradient-free inference for Bayesian inverse problems

Ensemble Kalman Inversion (EKI) has been proposed as an efficient method for the approximate solution of Bayesian inverse problems with expensive forward models. However, when applied to the Bayesian inverse problem EKI is only exact in the regime of Gaussian target measures and linear forward models. Here, in this work we propose embedding EKI and Flow Annealed Kalman Inversion, its normalizing flow (NF) preconditioned variant, within a Bayesian annealing scheme as part of an adaptive implementation of the t-preconditioned Crank-Nicolson (tpCN) sampler. The tpCN sampler differs from standard pCN in that its proposal is reversible with respect to the multivariate t-distribution. The more flexible tail behaviour allows for better adaptation to sampling from non-Gaussian targets. Within our Sequential Kalman Tuning (SKT) adaptation scheme, EKI is used to initialize and precondition the tpCN sampler for each annealed target. The subsequent tpCN iterations ensure particles are correctly distributed according to each annealed target, avoiding the accumulation of errors that would otherwise impact EKI. We demonstrate the performance of SKT for tpCN on three challenging numerical benchmarks, showing significant improvements in the rate of convergence compared to adaptation within standard SMC with importance weighted resampling at each temperature level, and compared to similar adaptive implementations of standard pCN. The SKT scheme applied to tpCN offers an efficient, practical solution for solving the Bayesian inverse problem when gradients of the forward model are not available. Code implementing the SKT schemes for tpCN is available at https://github.com/RichardGrumitt/KalmanMC.

97 MATHEMATICS AND COMPUTING↗

The helix⁻inversion mechanism in double₋stranded helical oligomers bridged by rotary cyclic boronate esters

Attracted by the numerous regulatory functions of double-helical biopolymers such as DNA, many researchers have synthesized various double-helical systems. A recently synthesized double-stranded helical oligomer covalently bridged by rotary boronate esters (BBDD) was shown to undergo helix-inversion that might serve as platform to design rotor systems. Yet, the detailed helix-inversion mechanism could not be investigated experimentally. Direct molecular dynamics simulations based on density-functional tight-binding energies and gradients computed on-the-fly reveal that disentanglement to the unraveled form and following exchange of the twisted terminal trimethylsilyl (TMS) groups are prerequisites for the observed helix-inversion. The possibility of mean force confirms that the originally assumed “concurrent” rotation of the boronate esters and the helix-inversion involves shorter time scale “step-wise” processes, triggered by the disentanglement and exchange of the TMS groups. These results suggest that inversion dynamics of double-helical molecules such as BBDD may be controllable by chemical fine-tuning of the terminal groups.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Numerical methods for the inverse problem of density functional theory

Here, the inverse problem of Kohn–Sham density functional theory (DFT) is often solved in an effort to benchmark and design approximate exchange-correlation potentials. The forward and inverse problems of DFT rely on the same equations but the numerical methods for solving each problem are substantially different. We examine both problems in this tutorial with a special emphasis on the algorithms and error analysis needed for solving the inverse problem. Two inversion methods based on partial differential equation constrained optimization and constrained variational ideas are introduced. We compare and contrast several different inversion methods applied to one-dimensional finite and periodic model systems.

97 MATHEMATICS AND COMPUTING↗

Validation of an inverse model of zone air heat balance

Our work introduces the validation method and results of an inverse model of zone air heat balance. The inverse model, implemented in EnergyPlus and published in a previous article [1], calculates highly uncertain model parameters such as internal thermal mass and infiltration airflow by inversely solving the zone air heat balance equation using the easy-to-measure zone air temperature data. The paper provides technical details of validation from the experiments using LBNL's Facility for Low Energy eXperiment in Buildings (FLEXLAB) that measures zone air temperature under the controlled experiment of two levels of internal mass and four levels of infiltration airflow. The simulation results of the zone infiltration airflow and internal thermal mass from the inverse model agree well with the measured data from the FLEXLAB experiments. The validated inverse model in EnergyPlus can be utilized to enhance the energy modeling of existing buildings that enables energy performance assessments for energy efficiency improvements.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Solving geosteering inverse problems by stochastic Hybrid Monte Carlo method

The inverse problems arise in almost all fields of science where the real-world parameters are extracted from a set of measured data. The geosteering inversion plays an essential role in the accurate prediction of oncoming strata as well as a reliable guidance to adjust the borehole position on the fly to reach one or more geological targets. This mathematical treatment is not easy to solve, which requires finding an optimum solution among a large solution space, especially when the problem is non-linear and non-convex. Nowadays, a new generation of logging-while-drilling (LWD) tools has emerged on the market. The so-called azimuthal resistivity LWD tools have azimuthal sensitivity and a large depth of investigation. Hence, the associated inverse problems become much more difficult since the earth model to be inverted will have more detailed structures. The conventional deterministic methods are incapable to solve such a complicated inverse problem, where they suffer from the local minimum trap. Alternatively, stochastic optimizations are in general better at finding global optimal solutions and handling uncertainty quantification. In this article, we investigate the Hybrid Monte Carlo (HMC) based statistical inversion approach and suggest that HMC based inference is more efficient in dealing with the increased complexity and uncertainty faced by the geosteering problems.

97 MATHEMATICS AND COMPUTING↗

Parallel multiple-chain DRAM MCMC for large-scale geosteering inversion and uncertainty quantification

Geosteering is the proactive control of a wellbore placement based on the downhole measurements, aiming at maximizing economic production from the well. We report the recent development of azimuthal resistivity logging-whiledrilling (LWD) tools have a much larger depth of detection, thus sets higher demands for geosteering inversion as more unknown parameters need to be taken into account in the earth model to be inverted. For complicated nonlinear problems, traditional deterministic inversion methods are more likely to be trapped near local optima. In general, Markov chain Monte Carlo (MCMC) inversion methods are more capable of finding the global optimal solution and providing additional uncertainty analyses by sampling from the target distribution. However, MCMC methods usually have the problem of slow convergence. Even though optimization methods like delayed rejection (DR) and adaptive Metropolis (AM) were proposed to speed up the convergence, using MCMC methods to solve geosteering inversion problems may still incur unacceptable time cost. To reduce the sampling cost of MCMC methods, we use parallel multiple-chain DRAM MCMC methods to solve geosteering inverse problems and estimate the corresponding uncertainty. A clustering method, density-based spatial clustering of applications with noise (DBSCAN), is applied to select the best solution among many results. Lastly, the simulation results show that running many relatively short MCMC chains for one problem can obtain a similar result as running a long single chain. Besides, avoiding communications between multiple Markov chains during the sampling process yields almost linear scalability.

97 MATHEMATICS AND COMPUTING↗

High-resolution lithospheric structure of continental China from joint inversion of surface wave and gravity data

The lithospheric structure of continental China has been previously determined by seismic travel time tomography, surface wave tomography, and joint inversion of body wave and surface wave data. However, due to the inherent limitations of seismic data, the lithospheric structure of continental China is still not well resolved in the shallow part and in some regions where the station coverage is relatively sparse. In this study, we aim at improving the lithospheric structure by joint inversion of seismic surface wave data and satellite gravity data to take advantage of the uniform distribution and complementary strength of the gravity data. Here, the empirical relationship between velocity and density is used as a bridge for joint inversion of surface wave and gravity data. The joint inversion shear-wave velocity Vs (density) model, named as USTClitho1.0g, can fit both surface wave and gravity data well. This high-resolution Vs model can better fit the active airgun source seismic arrival times and better delineate some features in continental China, such as the velocity contrast across the north–south gravity lineament (NSGL), the lithosphere thinning in eastern China, the crustal footprint of the Hainan mantle plume, the likely magma chamber beneath volcanos in northeast China, the middle-lower crust low velocity layer beneath the Tibetan plateau, and the tearing of subducted Indian mantle lithosphere. Our joint inversion Vs model can provide a reference model for geosciences in continental China and surrounding areas.

58 GEOSCIENCES↗

Joint Inversion of Body Wave Arrival Times, Surface Wave Dispersion Data and Receiver Functions: Method and Application to South China

In this work, we have developed a new joint inversion method that incorporates body wave arrival times, surface wave dispersion and receiver functions to simultaneously update earthquake locations and constrain three-dimensional P-wave (Vp) and S-wave velocity (Vs) models. Due to complementary sensitivities of the three types of data, the proposed joint inversion algorithm can reduce the intrinsic non-uniqueness of inversions using fewer types of data and better determine smooth velocity variations and velocity discontinuities. Synthetic tests demonstrate the advantages of this new joint inversion algorithm in resolving velocity structures, especially in constraining velocity gradients across the Moho interface. We have applied the proposed joint inversion algorithm to image the lithosphere velocity structure of south China. The inverted Vp and Vs models fit body wave arrival times, surface wave dispersion and receiver functions well. We further analyzed the distribution of Vs gradients across the Moho interface in detail, which helps us better understand tectonics in south China.

58 GEOSCIENCES↗

Hierarchical off-diagonal low-rank approximation of Hessians in inverse problems, with application to ice sheet model initialization

Obtaining lightweight and accurate approximations of discretized objective functional Hessians in inverse problems governed by partial differential equations (PDEs) is essential to make both deterministic and Bayesian statistical large-scale inverse problems computationally tractable. The cubic computational complexity of dense linear algebraic tasks, such as Cholesky factorization, that provide a means to sample Gaussian distributions and determine solutions of Newton linear systems is a computational bottleneck at large-scale. These tasks can be reduced to log-linear complexity by utilizing hierarchical off-diagonal low-rank (HODLR) matrix approximations. In this work, we show that a class of Hessians that arise from inverse problems governed by PDEs are well approximated by the HODLR matrix format. In particular, we study inverse problems governed by PDEs that model the instantaneous viscous flow of ice sheets. In these problems, we seek a spatially distributed basal sliding parameter field such that the flow predicted by the ice sheet model is consistent with ice sheet surface velocity observations. Here, we demonstrate the use of HODLR Hessian approximation to efficiently sample the Laplace approximation of the posterior distribution with covariance further approximated by HODLR matrix compression. Computational studies are performed which illustrate ice sheet problem regimes for which the Gauss–Newton data-misfit Hessian is more efficiently approximated by the HODLR matrix format than the low-rank (LR) format. We then demonstrate that HODLR approximations can be favorable, when compared to global LR approximations, for large-scale problems by studying the data-misfit Hessian associated with inverse problems governed by the first-order Stokes flow model on the Humboldt glacier and Greenland ice sheet.

97 MATHEMATICS AND COMPUTING↗

Multiscale and Layer-Stripping Wave-Equation Dispersion Inversion of Rayleigh Waves

The iterative wave-equation dispersion inversion can suffer from the local minimum problem when inverting seismic data from complex Earth models. We develop a multiscale, layer-stripping method to alleviate the local minimum problem of wave-equation dispersion inversion of Rayleigh waves and improve the inversion robustness. We first invert the high-frequency and near-offset data for the shallow S-velocity model, and gradually incorporate the lower-frequency components of data with longer offsets to reconstruct the deeper regions of the model. We use a synthetic model to illustrate the local minima problem of wave-equation dispersion inversion and how our multiscale and layer-stripping wave-equation dispersion inversion method can mitigate the problem. Here, we demonstrate the efficacy of our new method using field Rayleigh-wave data.

58 GEOSCIENCES↗

Inverse Calculation of Burden Distribution Matrix Using B-spline Model Based PDF control in Blast Furnace Burden Charging Process

The inverse calculation of burden distribution matrix (BDM) is one of the most important challenges in the blast furnace operation in iron-making processes. In general, blast furnace consumes 65% of the total energy for the whole steel-making. Focusing on this practical challenge, this article proposes a new burden distribution spatial model in calculating burden charging process, and develops a B-spline approximation-based probability density function (PDF) control algorithm to assign the expected thickness distribution of burden layer and, thus, develops a new method for the required inverse calculation of BDM. First, a novel method for the thickness distribution of burden layer is given using B-spline model to produce an expected distribution shape subjected to a desired tracking within a specific spatial constraint. Then, according to the coexistence of continuous and bounded discrete variables in BDM, a novel hybrid optimization control method by combining integer programming and PDF tracking is further established for the effective inverse calculation of BDM. Finally, the proposed PDF-based iterative inverse calculation of BDM using B-spline models are tested using various data from industrial examples. Furthermore, the simulation results show that the proposed method is well suited to solve the BDM inverse calculation problem in practice.

42 ENGINEERING↗

A Generalized Stress Inversion Approach With Application to Residual Stress Estimation

In this work develop a generalized stress inversion technique (or the generalized inversion method) capable of recovering stresses in linear elastic bodies subjected to arbitrary cuts. Specifically, given a set of displacement measurements found experimentally from digital image correlation (DIC), we formulate a stress estimation inverse problem as a partial differential equation-constrained optimization problem. We use gradient-based optimization methods, and we accordingly derive the necessary gradient and Hessian information in a matrix-free form to allow for parallel, large-scale operations. By using a combination of finite elements, DIC, and a matrix-free optimization framework, the generalized inversion method can be used on any arbitrary geometry, provided that the DIC camera can view a sufficient part of the surface. We present numerical simulations and experiments, and we demonstrate that the generalized inversion method can be applied to estimate residual stress.

42 ENGINEERING↗

Statistical Treatment of Inverse Problems Constrained by Differential Equations-based Models with Stochastic Terms

This paper introduces a statistical treatment of inverse problems constrained by models with stochastic terms. The solution of the forward problem is given by a distribution represented numerically by an ensemble of simulations. The goal is to formulate the inverse problem, in particular the objective function, to find the closest forward distribution (i.e., the output of the stochastic forward problem) that best explains the distribution of the observations in a certain metric. We use proper scoring rules, a concept employed in statistical forecast verification, namely energy, variogram, and hybrid (i.e., combination of the two) scores. We study the performance of the proposed formulation in the context of two applications: a coefficient field inversion for subsurface flow governed by an elliptic partial differential equation with a stochastic source and a parameter inversion for power grid governed by differential-algebraic equations. In both cases we show that the variogram and the hybrid scores produce better parameter inversion results than does the energy score, whereas the energy score leads to better probabilistic predictions.

97 MATHEMATICS AND COMPUTING↗

Elastic-Waveform Inversion with Compressive Sensing for Sparse Seismic Data

Accurate velocity models of compressional- and shear-waves are essential for geothermal reservoir characterization and microseismic imaging. Elastic-waveform inversion of multi-component seismic data can provide high-resolution inversion results of subsurface geophysical properties. However, the method requires seismic data acquired using dense source and receiver arrays. In practice, seismic sources and/or geophones are often sparsely distributed on the surface and/or in a borehole, such as 3D vertical seismic profiling (VSP) surveys. We develop a novel elastic-waveform inversion method with compressive sensing for inversion of sparse seismic data. We employ an alternating-minimization algorithm to solve the optimization problem of our new waveform inversion method. We validate our new method using synthetic VSP data for a geophysical model built using geologic features found at the Raft River enhanced-geothermal-system (EGS) field. We apply our method to synthetic VSP data with a sparse source array and compare the results with those obtained with a dense source array. Our numerical results demonstrate that the velocity models produced with our new method using a sparse source array are almost as accurate as those obtained using a dense source array.

58 GEOSCIENCES↗

Geothermal Fault Zone and Fluid Imaging through Joint Airborne ZTEM and Ground MT Data Inversion Analysis

This project has aimed to achieve detailed electrical resistivity resolution at geothermal reservoir scales by combining airborne natural electromagnetic (EM) field surveying (ZTEM) with ground magnetotelluric (MT) measurements to approximate an airborne MT geophysical method. MT alone is relatively expensive and may have permitting challenges in sensitive areas. Airborne ZTEM field data contains only the magnetic field, requires a background assumption, and has been limited to relatively high frequencies, thus suffering uniqueness problems. Based on proto-type 2D simulations, ZTEM ambiguities may be reduced through formal incorporation with possibly sparse ground MT soundings, which we pursued in full 3D for this project. The methodology was tested at the high-temperature Roosevelt Hot Springs geothermal system, Utah, which was considered advantageous given the near total exposure of crystalline reservoir rocks across the project area. ZTEM and ground MT survey data were acquired in 2017, subcontracted to outside parties with which we have worked in the past. These included 80 remote-referenced tensor MT soundings over the Mineral Mountains and adjacent Roosevelt Hot Spring producing geothermal system. These MT stations abut later coverage of a similar number of MT stations taken for the Utah FORGE project providing excellent total data aperture to re-solve structure beneath both project areas better than either set alone. The airborne ZTEM survey covered 704 line kilometers in E-W flight lines with a 250 m line spacing. Although this survey was timed during a maintenance-related shutdown of power production at the Roosevelt Hot Springs, other noise sources difficult to identify but including two high-voltage state-scale transmission lines compromised the ZTEM survey badly leading to unusable responses. Thus, with DOE management concurrence, the project proceeded to emphasize inversion and interpretation of the joint SubTER-FORGE MT data sets with regard to the Roosevelt Hot Springs reservoir recharge and to deep heat sources for both it and the Utah FORGE EGS project area. We also investigated the joint ZTEM-MT sampling concept with data sets from the Eleven Mile Canyon prospect area donated by the U.S. Navy (A. Sabin, PoC). Inversion of the SubTER-FORGE MT data using the HexMT 3D finite element algorithm reveals a large, low-resistivity anomaly extending sub-vertically through the depth range of the crust beneath the western Mineral Mountains. The steep conductive zone connects in the lower crust to a more tabular conductor characteristic of much of the Great Basin that generally is ascribed to current mafic magmatic underplating, hybridization and fluid release. The location of the resolved anomaly relative to the recent (0.5-0.8 Ma) eruptive centers of the Mineral Mountains implicates it as remnants of the magma body which fed these centers. This structure appears to be currently feeding heat and fluids upward into the Roosevelt Hot Springs hydrothermal system, as well as heat laterally to the FORGE project area. Separate and joint inversion models were carried out for the donated Eleven Mile Canyon MT-ZTEM data set to demonstrate concept. ZTEM only inversion showed two main alteration zones in the western portion of the project area known from geological mapping. Joint inversion including an E-W profile of MT soundings sharpened these features considerably. It also resolved in much greater detail the graben related normal faulting structure of the central project area which lies at depths exceeding the sensitivity of ZTEM alone. The sparse number of MT da-ta relative to the ZTEM required upweighting the former by a factor of several, but an exact procedure awaits future research. Our final impression is that sparse MT data can improve resolution of the subsurface over that of ZTEM alone. However, well sampled MT data are to be preferred and offer the simplicity of interpreting just one data type, and possess the superior resolution capability coming with the electric field everywhere, and from their high bandwidth.

15 GEOTHERMAL ENERGY↗

Inverse Modeling of Hydrologic Parameters Using Surface Flux and Runoff Observations in the Community Land Model

This study demonstrates the possibility of inverting hydrologic parameters using surface flux and runoff observations in version 4 of the Community Land Model (CLM4). Previous studies showed that surface flux and runoff calculations are sensitive to major hydrologic parameters in CLM4 over different watersheds, and illustrated the necessity and possibility of parameter calibration. Two inversion strategies, the deterministic least-square fitting and stochastic Markov-Chain Monte-Carlo (MCMC) - Bayesian inversion approaches, are evaluated by applying them to CLM4 at selected sites. The unknowns to be estimated include surface and subsurface runoff generation parameters and vadose zone soil water parameters. We find that using model parameters calibrated by the least-square fitting provides little improvements in the model simulations but the sampling-based stochastic inversion approaches are consistent - as more information comes in, the predictive intervals of the calibrated parameters become narrower and the misfits between the calculated and observed responses decrease. In general, parameters that are identified to be significant through sensitivity analyses and statistical tests are better calibrated than those with weak or nonlinear impacts on flux or runoff observations. Temporal resolution of observations has larger impacts on the results of inverse modeling using heat flux data than runoff data. Soil and vegetation cover have important impacts on parameter sensitivities, leading to the different patterns of posterior distributions of parameters at different sites. Overall, the MCMC-Bayesian inversion approach effectively and reliably improves the simulation of CLM under different climates and environmental conditions. Bayesian model averaging of the posterior estimates with different reference acceptance probabilities can smooth the posterior distribution and provide more reliable parameter estimates, but at the expense of wider uncertainty bounds.

inverse, modeling, hydrologic, parameters, flux, r↗

Joint inversion of electromagnetic measurements for the determination of water saturation profiles in concrete structures

Highlights: • DC-electrical and dielectric data are combined to estimate concrete saturation degree. • A joint inversion approach of the electromagnetic measurements is proposed. • The sensitivity of the measurements to the saturation model parameters is analysed. • The new joint approach was developed and is applied to synthetic and real data. • The benefits of the joint approach over the inversion of one data type are highlighted. Water saturation profiles in concrete are essential to assess its durability and can be determined using non-destructive techniques, especially the electric and the capacitive methods. In this paper, we propose a new inversion scheme where both resistivity and permittivity measurements are inverted jointly to retrieve the saturation profile. The finite element method is used to model the measurements in 3D, the concrete having a saturation profile with depth, represented by a continuous model taking the form of a Weibull curve with four parameters. A non-linear least-squares optimization based on the Levenberg-Marquardt scheme is developed for the inversion of measurements. Results show that information gathered from both measurements enriches the reconstructed profile, leading to a more reliable estimation of saturation profiles. We believe that the joint inversion method herein developed could lead to the study of more complex phenomena, such as the coupled water-chloride ingress.

36 MATERIALS SCIENCE↗

Stochastic Inversion of InSAR Data to Assess the Probability of Pressure Penetration into the Lower Caprock at In Salah

Stochastic inversions of InSAR data were carried out to assess the probability that pressure perturbations resulting from CO 2 injection into well KB-502 at In Salah penetrated into the lower caprock seal above the reservoir. Inversions of synthetic data were employed to evaluate the factors that affect the vertical resolution of overpressure distributions, and to assess the impact of various sources of uncertainty in prior constraints on inverse solutions. These include alternative pressure-driven deformation modes within reservoir and caprock, the geometry of a sub-vertical fracture zone in the caprock identified in previous studies, and imperfect estimates of the rock mechanical properties. Inversions of field data indicate that there is a high probability that a pressure perturbation during the first phase of injection extended upwards along the fracture zone ~ 150 m above the reservoir, and less than 50% probability that it reached the Hot Shale unit at 1500 m depth. Within the uncertainty bounds considered, it was concluded that it is very unlikely that the pressure perturbation approached within 150 m of the top of the lower caprock at the Hercynian Unconformity. The results are consistent with previous deterministic inversion and forward modeling studies.

58 GEOSCIENCES↗