Skip to main content
Log in

Evaluating the uncertainty of Darcy velocity with sparse grid collocation method

  • Published:
Science in China Series E: Technological Sciences Aims and scope Submit manuscript

Abstract

Spatial variability of Darcy velocity is presented due to the heterogeneity of aquifer parameters. The uncertainty qualification of velocity suffers great challenge in the complex porous media. This work focuses on the use of sparse grid collocation method in velocity simulation. Since the sparse grid collocation method provides a non-intrusive way to incorporate any existing deterministic solver, the mixed finite element method is combined as the deterministic solver to retain the local continuity of Darcy velocity. We decompose the error of the velocity into three components, and illustrate that the Karhunen-Loeve truncation brings more error into velocity approximation than into head. The convergence properties of velocity moments restrict the application of sparse grid collocation method in the problems with small correlation lengths. This work provides insights towards the application of sparse grid collocation method to velocity modeling. It is demonstrated that for which problems the sparse grid collocation method is expected to be competitive with the Monte Carlo simulation. Further work about the anisotropic sparse grid collocation method should be extended to circumvent the obstacle of dimensionality.

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

  1. Babuska I, Nobile F, Tempone R. A stochastic collocation method for elliptic partial differential equations with random input data. SIAM J Numer Anal, 2007, 45: 1005–1034

    Article  MATH  MathSciNet  Google Scholar 

  2. Ding Y, Li T, Zhang D, et al. Adaptive Stroud stochastic collocation method for flow in random porous media via Karhunen-Loeve expansion. Commun Comp Phys, 2008, 4(1): 102–123

    MathSciNet  Google Scholar 

  3. Foo J, Yosibash Z, Karniadakis G E. Stochastic simulation of riser-sections with uncertain measured pressure loads and/or uncertain material properties. Comput Method Appl M, 2007, 196: 4250–4271

    Article  MATH  Google Scholar 

  4. Foo J, Wan X, Karniadakis G E. The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications. J Comp Phys, 2006, doi: 10.1016/j.jcp.2008.07.009

  5. Ganapathysubramanian B, Zabaras N. Sparse grid collocation schemes for stochastic natural convection problems. J Comp Phys, 2006, doi: 10.1016/j.jcp.2006.12.014

  6. Ganapathysubramanian B, Zabaras N. A seamless approach towards stochastic modeling: Sparse grid collocation and data driven input models. Finite Elem Anal Des, 2007, doi: 10.1016/j.finel.2007.11.015

  7. Huang S P, Mahadevan S, Rebba R. Collocation-based stochastic finite element analysis for random field problems. Probabilist Eng Mech, 2007, 22(2): 194–205

    Article  Google Scholar 

  8. Li H, Zhang D. Probabilistic collocation method for flow in porous media: Comparisons with other stochastic method. Water Resour Res, 2007, doi: 10.1029/2006WR005673

  9. Oksendal B K. Stochastic Differential Equations: An Introduction with Applications. Berlin: Springer-Verlag, 1998

    Google Scholar 

  10. Nobile F, Tempone R, Webster C G. A sparse grid stochastic collocation method for partial differential equations with random input data. SISM J Numer Anal, 2008, 46(5): 2309–2345

    Article  MATH  MathSciNet  Google Scholar 

  11. Nobile F, Tempone R, Webster C G. An anisotropic sparse grid stochastic collocation method for partial differential equations with random input data. SISM J Numer Anal, 2008, 46(5): 2411–2442

    Article  MATH  MathSciNet  Google Scholar 

  12. Webster M, Tatang M A, Mcrae G J. Application of the probabilistic collocation method for an uncertainty analysis of a simple ocean model. MIT Joint Program on the Science and Policy of Global Change Report Series No.4. Massachusetts: Massachusetts Institute of Technology, 1996

    Google Scholar 

  13. Xiu D, Hesthaven J. High-order collocation methods for differential equations with random inputs. SIAM J Sci Comput, 2005, 27: 1118–1139

    Article  MATH  MathSciNet  Google Scholar 

  14. Shi L, Yang J, Zhang D, et al. Probabilistic collocation method for unconfined flow in heterogeneous media. J hydrology, 2008, doi: 10.1016/j.jhydrol.2008.11.012

  15. Durlofaky L J. Accuracy of mixed and control volume finite element approximations to Darcy velocity and related quantities. Water Resour Res, 1994, 30(4): 965–973

    Article  Google Scholar 

  16. James A, Graham W. Numerical approximation of head and flux covatiances in three dimensions using mixed finite elements. Adv Water Resour, 1998, 22(7): 729–740

    Article  Google Scholar 

  17. Cordes C, Kinzelbach W. Continuous groundwater velocity fields and path lines in linear, bilinear, and trilinear finite elements. Water Resour Res, 1992, 28: 2903–2911

    Article  Google Scholar 

  18. Simunek J, Vogel T, van Genuchten M. The SWMS_2D code for simulating water flow and solute transport in two-dimensional variably saturated media. Version 1.1, Research Report No.126. US Salinity Lab, 1992

  19. Farthing M W, Kees C E, Miller C T. Mixed finite element methods and higher-order temporal approximation. Adv Water Resour, 2002, 25: 85–101

    Article  Google Scholar 

  20. Mose R, Siegel P, Ackerer P. Application of the mixed hybrid finite element approximation in a groundwater flow model: Luxury or necessity. Water Resour Res, 1994, 30(11): 3001–3012

    Article  Google Scholar 

  21. Arbogast T, Wheeler M F, Yotov I. Mixed finite elements for elliptic problems with tensor coefficients as cell-centered finite differences. SISM J Numer Anal, 1997, 34(2): 828–852

    Article  MATH  MathSciNet  Google Scholar 

  22. Ackerer P, Younes A, Mose R. Modeling variable density flow and solute transport in porous medium I numerical model and verification. Trans Posous Media, 1999, 35: 345–373

    Article  Google Scholar 

  23. Younes A, Mose R, Ackerer P, et al. A new formulation of the mixed finite element method for solving elliptic and parabolic PDE with triangular elements. J Comp Phys, 1999, 149: 148–167

    Article  MATH  MathSciNet  Google Scholar 

  24. Chen Z, Ewing R E. From single-phase to compositional flow: Applicability of mixed finite elements. Trans Porous Media, 1997, 27: 224–242

    Article  Google Scholar 

  25. Chen Z, Ewing R E. Fully discrete finite element analysis of multiphase flow in groundwater hydrology. SIAM J Numer Anal, 1997, 34(6): 2228–2253

    Article  MATH  MathSciNet  Google Scholar 

  26. Ganis B, Klie H, Wheeler M F, et al. Stochastic collocation and mixed finite elements for flow in porous media. Comput Method Appl M, 2008, 197(43–44): 3547–3559. doi: 10.1016/j.cma.2008.03.025

    Article  MathSciNet  Google Scholar 

  27. James A, Graham W. Numerical approximation of head and flux covatiances in three dimensions using mixed finite elements. Adv Water Resour, 1998, 22(7): 729–740

    Article  Google Scholar 

  28. Schwab C H, Todur R A. Sparse finite elements for stochastic elliptic problems-higher moments. Computting, 2003, 71(1): 43–63

    Article  MATH  Google Scholar 

  29. Ghanem R, Spanos P. Stochastic Finite Elements: A Spectral Approach. Berlin: Springer-Verlag, 1991

    MATH  Google Scholar 

  30. Mysovskih I P. Proof of the minimality of the number of nodes in the cubature formula for a hypersphere. USSR Comput Math & Math Phys, 1966, 6(4): 15–27

    Article  MathSciNet  Google Scholar 

  31. Smolyak S. Quadrature and interpolation formulas for tensor products of certain classes of functions. Soviet Math Dokl, 1963, 4: 240–243

    Google Scholar 

  32. Xiang M, Zabaras N. A stabilized stochastic finite element second-order projection method for modeling natural convection in random porous media. J Comp Phys, 2008, 227(18): 8448–8471

    Article  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to LiangSheng Shi.

Additional information

Supported by the National Basic Research Development Program of China (“973” Project) (Grant No. 2006CB403406) and the National Natural Science Foundation of China (Grant Nos. 50688901, 40701071)

Rights and permissions

Reprints and permissions

About this article

Cite this article

Shi, L., Yang, J. & Zhang, D. Evaluating the uncertainty of Darcy velocity with sparse grid collocation method. Sci. China Ser. E-Technol. Sci. 52, 3270–3278 (2009). https://doi.org/10.1007/s11431-009-0353-4

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11431-009-0353-4

Keywords

Navigation