Uncertainty propagation of arbitrary probability density functions applied to upscaling of transmissivities
In many fields of study, and certainly in hydrogeology, uncertainty propagation is a recurring subject. Usually, parametrized probability density functions (PDFs) are used to represent data uncertainty, which limits their use to particular distributions. Often, this problem is solved by Monte Carlo...
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Published in | Stochastic environmental research and risk assessment Vol. 30; no. 1; pp. 237 - 249 |
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Main Authors | , |
Format | Journal Article |
Language | English |
Published |
Berlin/Heidelberg
Springer Berlin Heidelberg
01.01.2016
Springer Nature B.V |
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Abstract | In many fields of study, and certainly in hydrogeology, uncertainty propagation is a recurring subject. Usually, parametrized probability density functions (PDFs) are used to represent data uncertainty, which limits their use to particular distributions. Often, this problem is solved by Monte Carlo simulation, with the disadvantage that one needs a large number of calculations to achieve reliable results. In this paper, a method is proposed based on a piecewise linear approximation of PDFs. The uncertainty propagation with these discretized PDFs is distribution independent. The method is applied to the upscaling of transmissivity data, and carried out in two steps: the vertical upscaling of conductivity values from borehole data to aquifer scale, and the spatial interpolation of the transmissivities. The results of this first step are complete PDFs of the transmissivities at borehole locations reflecting the uncertainties of the conductivities and the layer thicknesses. The second step results in a spatially distributed transmissivity field with a complete PDF at every grid cell. We argue that the proposed method is applicable to a wide range of uncertainty propagation problems. |
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AbstractList | In many fields of study, and certainly in hydrogeology, uncertainty propagation is a recurring subject. Usually, parametrized probability density functions (PDFs) are used to represent data uncertainty, which limits their use to particular distributions. Often, this problem is solved by Monte Carlo simulation, with the disadvantage that one needs a large number of calculations to achieve reliable results. In this paper, a method is proposed based on a piecewise linear approximation of PDFs. The uncertainty propagation with these discretized PDFs is distribution independent. The method is applied to the upscaling of transmissivity data, and carried out in two steps: the vertical upscaling of conductivity values from borehole data to aquifer scale, and the spatial interpolation of the transmissivities. The results of this first step are complete PDFs of the transmissivities at borehole locations reflecting the uncertainties of the conductivities and the layer thicknesses. The second step results in a spatially distributed transmissivity field with a complete PDF at every grid cell. We argue that the proposed method is applicable to a wide range of uncertainty propagation problems. |
Author | van Geer, F. C Lourens, A |
Author_xml | – sequence: 1 fullname: Lourens, A – sequence: 2 fullname: van Geer, F. C |
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CitedBy_id | crossref_primary_10_1007_s00477_018_1624_z crossref_primary_10_1007_s00477_019_01697_9 crossref_primary_10_1016_j_jhydrol_2019_05_043 |
Cites_doi | 10.1007/BF00134741 10.1007/s11004-013-9470-5 10.1029/94WR01049 10.1007/s10040-004-0427-0 10.1016/S0309-1708(03)00103-9 10.1016/j.clinbiochem.2006.12.014 10.1137/110839680 10.1007/s004770050036 10.1029/2005RG000169 10.1016/S0022-1694(96)80033-3 10.1137/110820294 10.1016/S0309-1708(02)00047-7 10.1119/1.1738426 10.1029/WR022i09Sp0120S 10.1063/1.868705 10.1007/s11242-012-9991-2 10.1007/s11242-006-9032-0 10.1080/01621459.1969.10501069 10.1080/03610918.2011.606947 10.1093/oso/9780195115383.001.0001 10.1080/03610926.2012.758743 |
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Keywords | Probability density function Piecewise linear Upscaling transmissivity Error propagation Kriging Monte Carlo simulation |
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SubjectTerms | Approximation Aquatic Pollution aquifers Boreholes Chemistry and Earth Sciences Computational Intelligence Computer Science Computer simulation Density Earth and Environmental Science Earth Sciences Environment Geology Hydrogeology Hydrology Interpolation Math. Appl. in Environmental Science Mathematical analysis Monte Carlo method Monte Carlo simulation Original Paper Physics Probability Probability density functions probability distribution Probability Theory and Stochastic Processes Propagation Statistics for Engineering Transmissivity Uncertainty Waste Water Technology Water Management Water Pollution Control |
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Title | Uncertainty propagation of arbitrary probability density functions applied to upscaling of transmissivities |
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