Skip to main content
Log in

Pattern Recognition in a Bimodal Aquifer Using the Normal-Score Ensemble Kalman Filter

  • Special Issue
  • Published:
Mathematical Geosciences Aims and scope Submit manuscript

Abstract

The ensemble Kalman filter (EnKF) is now widely used in diverse disciplines to estimate model parameters and update model states by integrating observed data. The EnKF is known to perform optimally only for multi-Gaussian distributed states and parameters. A new approach, the normal-score EnKF (NS-EnKF), has been recently proposed to handle complex aquifers with non-Gaussian distributed parameters. In this work, we aim at investigating the capacity of the NS-EnKF to identify patterns in the spatial distribution of the model parameters (hydraulic conductivities) by assimilating dynamic observations in the absence of direct measurements of the parameters themselves. In some situations, hydraulic conductivity measurements (hard data) may not be available, which requires the estimation of conductivities from indirect observations, such as piezometric heads. We show how the NS-EnKF is capable of retrieving the bimodal nature of a synthetic aquifer solely from piezometric head data. By comparison with a more standard implementation of the EnKF, the NS-EnKF gives better results with regard to histogram preservation, uncertainty assessment, and transport predictions.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Arulampalam MS, Maskell S, Gordon N, Clapp T (2002) A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking. IEEE Trans Signal Process 50(2):174–188

    Article  Google Scholar 

  • Bertino L, Evensen G, Wackernagel H (2003) Sequential data assimilation techniques in oceanography. Int Stat Rev 71(2):223–241

    Article  Google Scholar 

  • Burgers G, Jan van Leeuwen P, Evensen G (1998) Analysis scheme in the ensemble Kalman filter. Mon Weather Rev 126(6):1719–1724

    Article  Google Scholar 

  • Carrera J, Neuman SP (1986b) Estimation of aquifer parameters under transient and steady state conditions: 2. Uniqueness, stability, and solution algorithms. Water Resour Res 22(2):211–227

    Article  Google Scholar 

  • Chen Y, Zhang D (2006) Data assimilation for transient flow in geologic formations via ensemble Kalman filter. Adv Water Resour 29:1107–1122

    Article  Google Scholar 

  • Delhomme JP (1979) Spatial variability and uncertainty in groundwater flow parameters: a geostatistical approach. Water Resour Res 15(2):269–280

    Article  Google Scholar 

  • Evensen G (1994) Sequential data assimilation with a nonlinear quasi-geostrophic model using Monte Carlo methods to forecast error statistics. J Geophys Res 99(C5):10143–10162

    Article  Google Scholar 

  • Evensen G (2007) Data assimilation: the ensemble Kalman filter. Springer, Berlin, 279 pp

    Google Scholar 

  • Fernàndez-Garcia D, Illangasekare T, Rajaram H (2005) Differences in the scale dependence of dispersivity and retardation factors estimated from forced-gradient and uniform flow tracer tests in three-dimensional physically and chemically heterogeneous porous media. Water Resour Res 41(3):W03012

    Article  Google Scholar 

  • Gómez-Hernández JJ, Journel AG (1993) Joint sequential simulation of multi-Gaussian fields. In: Soares A (ed) Geostatistics Tróia ’92, vol 1. Kluwer Academic, Dordrecht, pp 85–94

    Chapter  Google Scholar 

  • Gómez-Hernández JJ, Wen XH (1998) To be or not to be multi-Gaussian? A reflection on stochastic hydrogeology. Adv Water Resour 21(1):47–61

    Article  Google Scholar 

  • Gu Y, Oliver DS (2006) The ensemble Kalman filter for continuous updating of reservoir simulation models. J Energy Resour Technol 128:79–87

    Article  Google Scholar 

  • Harbaugh AW, Banta ER, Hill MC, McDonald MG (2000) MODFLOW-2000, the U.S. geological survey modular ground-water model—user guide to modularization concepts and the ground-water flow process. Tech rep. Open-File Report 00-92, U.S. Department of the Interior, U.S. Geological Survey. Reston, Virginia, 121 pp

  • Hendricks Franssen HJ, Kinzelbach W (2008) Real-time groundwater flow modeling with the Ensemble Kalman Filter: joint estimation for states and parameters and the filter inbreeding problem. Water Resour Res 44:W09408

    Article  Google Scholar 

  • Hendricks Franssen HJ, Kinzelbach W (2009) Ensemble Kalman filtering versus sequential self-calibration for inverse modelling of dynamic groundwater flow systems. J Hydrol 365(3–4):261–274

    Article  Google Scholar 

  • Houtekamer PL, Mitchell HL (2001) A sequential ensemble Kalman filter for atmospheric data assimilation. Mon Weather Rev 129:123–137

    Article  Google Scholar 

  • Journel AG, Deutsch CV (1993) Entropy and spatial disorder. Math Geol 25(3):329–355

    Article  Google Scholar 

  • Li L, Zhou H, Gómez-Hernández JJ (2011a) A comparative study of three-dimensional hydraulic conductivity upscaling at the macrodispersion experiment (MADE) site, Columbus air force base, Mississippi (USA). J Hydrol 404(3–4):278–293

    Article  Google Scholar 

  • Li L, Zhou H, Gómez-Hernández JJ (2011b) Transport upscaling using multi-rate mass transfer in three-dimensional highly heterogeneous porous media. Adv Water Resour 34(4):478–489

    Article  Google Scholar 

  • Moradkhani H, Sorooshian S, Gupta HV, Houser PR (2005) Dual state-parameter estimation of hydrological models using ensemble Kalman filter. Adv Water Resour 28:135–147

    Article  Google Scholar 

  • Naevdal G, Johnsen L, Aanonsen S, Vefring E (Mar. 2005) Reservoir monitoring and continuous model updating using ensemble Kalman filter. SPE J 10(1):66–74

    Google Scholar 

  • Pardo-Igúzquiza E, Dowd PA (2003) CONNEC3D: a computer program for connectivity analysis of 3D random set models. Comput Geosci 29:775–785

    Article  Google Scholar 

  • Schöniger A, Nowak W, Hendricks Franssen HJ (2011) Parameter estimation by ensemble Kalman filters with transformed data: approach and application to hydraulic tomography. Water Resour Res (submitted)

  • Simon E, Bertino L (2009) Application of the Gaussian anamorphosis to assimilation in a 3-D coupled physical-ecosystem model of the North Atlantic with the EnKF: a twin experiment. Ocean Sci 5:495–510

    Article  Google Scholar 

  • Stauffer D, Aharony A (1994) Introduction to percolation theory. Taylor and Francis, London. 181 pp

    Google Scholar 

  • Strébelle S 2000. Sequential simulation drawing structures from training images. PhD thesis, Stanford University. 187 pp

  • Strebelle S (2002) Conditional simulation of complex geological structures using multiple-point statistics. Math Geol 34(1):1–21

    Article  Google Scholar 

  • Wen X, Chen W (2006) Real-time reservoir model updating using ensemble Kalman filter: the confirming approach. SPE J 11(4):431–442

    Google Scholar 

  • Wen X, Chen W (2007) Some practical issues on real time reservoir updating using ensemble Kalman filter. SPE J 12(2):156–166

    Google Scholar 

  • Zhou H, Gómez-Hernández JJ, Hendricks Franssen H-J, Li L (2011) An approach to handling non-gaussianity of parameters and state variables in ensemble Kalman filtering. Adv Water Resour 34(7):844–864

    Article  Google Scholar 

  • Zinn B, Harvey C (2003) When good statistical models of aquifer heterogeneity go bad: a comparison of flow, dispersion, and mass transfer in connected and multivariate Gaussian hydraulic conductivity fields. Water Resour Res 39(3):1051

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Haiyan Zhou.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Zhou, H., Li, L., Hendricks Franssen, HJ. et al. Pattern Recognition in a Bimodal Aquifer Using the Normal-Score Ensemble Kalman Filter. Math Geosci 44, 169–185 (2012). https://doi.org/10.1007/s11004-011-9372-3

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11004-011-9372-3

Keywords

Navigation