Boosting Kernel-Based Dimension Reduction for Jointly Propagating Spatial Variability and Parameter Uncertainty in Long-Running Flow Simulators
Résumé
Assessing the impact of multiple sources of uncertainty in flow models requires simulating the response associated with a large set of stochastic realizations (>1,000) of both the spatial variable (e.g. permeability field) and of the large number of model parameters (e.g., of the relative permeability curve). Yet, this Monte Carlo approach may be hindered by the high computation time cost of long-running flow simulators (CPU time>several hours). A possible strategy can then rely on the combination of meta-modelling techniques and of basis set expansion like kernel principal component analysis to reduce the high-dimensionality (>10,000grid cells) of the spatial variable. Using a synthetic heterogeneous channelized reservoir, it is shown that∼50 principal components PCs are still necessary to retain∼80 % of the total variability: this might pose difficulties for the construction of the meta-model by imposing a large set of training samples. This computational limitation can be overcome by improving the meta-modelling phase through boosting techniques, which allow selecting during the fitting process the input variables (PCs or model parameters), which are the most informative regarding the prediction accuracy, and allow in this manner reducing the number of necessary model runs. The procedure is applied to a synthetic flow model of a CO2geological storage with low CPU time. By comparing the P10, P50 and P90 quantiles of the pressure build-up estimated using the true simulator (1,500 simulations) with the ones estimated using the meta-model. The joint impact of spatial variability and of 12 uncertain parameters is shown to be accurately captured using a number of training samples of the order of the number of PCs (∼a few tens). The level of performance proved to be as high as the one of the distance-based alternative proposed in the literature to solve the problem of joint propagation.