Some results comparing Monte Carlo simulation and first order Taylor series approximation for steady groundwater flow

Abstract

The expected head and standard deviation of the head from the first order Taylor series approximation is compared to Monte Carlo simulation, for steady flow in a confined aquifer with transmissivity as a random variable. Emphasis is on the effect of changes in the covariance structure of the transmissivity, and pumping rates, on the errors in the first order Taylor series approximation. The accuracy of the first order Taylor series approximation is found to be particularly sensitive to pumping rates. With significant pumping the approximation is found to under estimate both the expected drawdown and head variance, and the error increases as the pumping rate increases. This can lead to large errors in probability constraints based on moments from the first order Taylor series approximation.