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Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology, Dept. of Water Management, TU Delft, The Netherlands.

Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

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Page 1: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Reducing Concentration Uncertainty in Geological Structures

by Conditioning on Boreholes

Using The Coupled Markov Chain

Approach

Amro Elfeki Section Hydrology,

Dept. of Water Management, TU Delft,

The Netherlands.

Page 2: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Outlines• Motivation of this research.• Methodology: • Markov Chain in One-dimension.• Markov Chain in Multi-dimensions: Coupled Markov Chain (CMC). • Application of CMC at the Schelluinen study area (Bierkens,

94).• Comparison between:

CMC (Elfeki and Dekking, 2001) and

SIS (Sequential Indicator Simulation, Gomez-Hernandez and Srivastava, 1990) .

• Flow and Transport Models in a Monte-Carlo Framework.• Geostatistical Results.• Transport Results.

• Conclusions.

Page 3: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Motivation and Issues

Motivation of this research:

• Test the applicability of CMC model on field data at many sites.

• Compare CMC with SIS (well-known model in geostatistics).

• Incorporating CMC model in flow and transport models to study uncertainty in concentration fields.

• Deviate from the literature: - Non-Gaussian stochastic fields: (Markovian fields), - Statistically heterogeneous fields, and - Non-uniformity of the flow field (in the mean) due to boundary conditions.

Page 4: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Geological and Parameter Uncertainties

Unconditional CMC

1 2 3 4

0 5 0 1 0 0 1 5 0 2 0 0 2 5 0 3 0 0-5 0

0

0 5 0 1 0 0 1 5 0 2 0 0 2 5 0 3 0 0-5 0

0

tim e = 1 6 0 0 d ay s

0 5 0 1 0 0 1 5 0 2 0 0 2 5 0 3 0 0-5 0

0

0 5 0 1 0 0 1 5 0 2 0 0 2 5 0 3 0 0-5 0

0

0 5 0 1 0 0 1 5 0 2 0 0 2 5 0 3 0 0-5 0

0

0 50 100 150 200 250 300

-40

-20

0

0 50 100 150 200 250 300

-40

-20

0

G eology is C erta in and Param eters are Uncerta in

G eology is U ncerta in and Param eters are C erta in

0 0.01 0.1 1

C

C

actualC

C

C

Elfeki, Uffink and Barends, 1998

Geological Uncertainty:

Geological configuration.

Parameter Uncertainty:

Conductivity value of each unit.

Page 5: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Application of CMC at MADE Site

0 50 100 150 200 250

-10

-5

0

0 50 100 150 200 250

-10

-5

0

0 50 100 150 200 250

-10

-5

0

0

0.1

1

10

100

0 50 100 150 200 250

-10

-5

0

1

2

3

4

5

0 50 100 150 200 250

-10

-5

0

Elfeki, 2003 (in review)

Real field situation:Data is in the form of boreholes.Geological prediction is needed at unsampled locations.

Page 6: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

( )

Markov property (One-Step transition probability)

Pr( )

Pr( ) : ,

Marginal Distribution

lim

Conditioning on the Fut

N

i i-1 i-2 i-3 0k l n pr

i i-1k l lk

Nklk

| , , S ,..., S S S SZ Z Z Z Z

| pS SZ Z

p w

( )

1 ( 1)

ure

Pr ( )N i

kq lki i Nk l q N i

lq

p p | , S S SZ Z Z

p

S So d

One-dimensional Markov Chain

Page 7: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Dark Grey (Boundary Cells)Light Grey (Previously Generated Cells)W hite (Unknown Cells)

i-1 ,j i,j

i,j-1

1 ,1

N x ,N y

N x ,1

1 ,N y

N x ,j

, , 1, , 1

, 1, , 1 ,,

Unconditioinal Coupled Markov Chains

: Pr( | , ) . 1,...

Conditioinal Coupled Markov Chains

: Pr( | , , )x

h vlk mk

lm k i j k i j l i j m h vlf mf

f

i j k i j l i j m N j qlm k q

hlk

. p pp Z S Z S Z S k n

. p p

p Z S Z S Z S Z S

.p

( )

( ) , 1,... .x

x

h N i vkq mk

h h N i vlf fq mf

f

. p pk n

. . p p p

Coupled Markov Chain “CMC” in 2D

(Elfeki and Dekking, 2001)

Page 8: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

CMC vs. Conventional Methods

CMC Conventional Methods

Based on conditional probability (transition matrix).

Based on variogram or autocovariance.

Marginal Probability. Sill.

Asymmetry can be described.

Asymmetry is impossible to describe.

A model of spatial dependence is not necessary.

A model of spatial dependence is needed for implementation.

Compute only the one-step transition and the model takes care of the n-step transition probability.

Need to compute many lags for the variogram or auto-correlations. (unreliable at large lags)

Page 9: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Schelluinen study area, The Netherlands

Soil Coding

Soil description

1 Channel deposits (sand)

2 Natural levee deposits (fine sand, sandy clay, silty clay)

3 Crevasse splay deposits (fine sand, sandy clay, silty clay)

4 Flood basin deposits (clay, humic clay)

5 Organic deposits (peaty clay, peat)

6 Subsoil (sand)

0 80 160 240-10

-5

0

0 200 400 600 800 1000 1200 1400 1600-10

-5

0

1 2 3 4 5 6

Data from Bierkens, 1994

Page 10: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Parameter Estimation and Procedure

 

 

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

G eo log ica l Im age

D om ain D iscretiza tion

G en era ted R ea liza tion

0 50 100 150 200-10

-5

0

S u p erp o sition o f th e G rid ov er th e G eo log ica l Im age a n d E stim ation o f T ra n sition P rob ab ility

B oreh o les L oca tion s0 50 100 150 200

-10

-5

0

P a ra m eters E stim a tio n C o n d itio n a l S im u la tio n

1

vv lklk n

vlq

q

Tp

T

Page 11: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Horizontal transition probability matrix of 1650 m section calculated over sampling intervals of 25 m.

Soil 1 2 3 4 5 6

1 0.979 0.004 0.001 0.006 0.009 0.001

2 0.020 0.965 0.001 0.008 0.006 0.000

3 0.003 0.002 0.966 0.013 0.016 0.000

4 0.000 0.001 0.009 0.983 0.007 0.000

5 0.001 0.001 0.006 0.007 0.984 0.001

6 0.000 0.000 0.001 0.000 0.002 0.997

Vertical transition probability matrix 1650 m section calculated over sampling intervals of 0.25 m.

Soil 1 2 3 4 5 61 0.945

0.000

0.009

0.000

0.009

0.037

2 0.071

0.796

0.021

0.041

0.071

0.000 3 0.000 0.000 0.797 0.086 0.089 0.028

4 0.003

0.013

0.041

0.714

0.222

0.007 5 0.004

0.012

0.047 0.119

0.768

0.050

6 0.000 0.000 0.000 0.000 0.000 1.000

Transition Probabilities (1650 x10 m)

Page 12: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Transition Probabilities (240 x10 m)

Horizontal transition probability matrix   Vertical transition probability matrix

State 3 4 5 6 State 3 4 5 6

3 0.979 0.010 0.011 0.000   3 0.969 0.027 0.004 0.000

4 0.011 0.974 0.015 0.000 4 0.008 0.724 0.268 0.000

5 0.008 0.120 0.977 0.003 5 0.025 0.139 0.791 0.045

6 0.010 0.000 0.007 0.983 6 0.000 0.000 0.000 1.000

0 80 160 240-10

-5

0 3

4

5

6

Sampling intervalsDx = 2 m

Dy= 0.25 m

0.966 0.013 0.016 0.000

0.009 0.983 0.007 0.000

0.006 0.007 0.984 0.001

0.001 0.000 0.002 0.997

0.797 0.086 0.089 0.028

0.041 0.714 0.222 0.007

0.047 0.119 0.768 0.050

0.000 0.000 0.000 1.000

Horizontal Transition Probability from 1650x10

Vertical Transition Probability from 1650x10

Page 13: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Parameter Numerical ValueTime step 5 [day]Longitudinal dispersivity 0.1 [m]Transverse dispersivity 0.01 [m]Effective porosity 0.30 [-]Injected tracer mass 1000 [grams]Head difference at the site 1.0 [m]Monte-Carlo Runs 50 MCNumber of particles 10,000 [particles]

Physical and Simulation ParametersSoil Properties at the core scale from Bierkens, 1996 (Table 1).

  Soil Coding

Soil type Wi

6 Fine & loamy sand 0.12 0.60 1.76 4.40 0.09

5 Peat 0.39 -2.00 1.7 0.30 2.99

3 Sand & silty clay 0.19 -4.97 3.49 0.1 5.86

4 Clay & humic clay 0.30 -7.00 2.49 0.01 10.1

2( )iLog K( )iLog K ( / )iK m day 2

iK

Convergence:~14000 IterationsAccuracy 0.00001

Page 14: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

( , ) ( , ) 0

( , )

( , )

x

y

K x y K x yx x y y

K x yVx

K x yVy

Flow Model

Contam inant Source

P lum e at T im e, t

Im perm eable boundary

Im perm eable boundary

is the hydraulic head,

Vx and Vy are pore velocities, is the hydraulic conductivity, and is the effective porosity.

( , )K x y

Hydrodynamic Condition: Non-uniform Flow in the Mean due to Boundary Conditions.

Page 15: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Transport Model

Governing equation of solute transport :

C is concentration

Vx and Vy are pore velocities, and

Dxx , Dyy , Dxy , Dyx are pore-scale dispersion coefficients

x y xx xy yx yyC C C C C C CV V D D D Dt x y x x y y x y

* - i jmij ijL L T

VVD V D

V

*mD

ij

L

T

is effective molecular diffusion,

is delta function,

is longitudinal dispersivity, andis lateral dispersivity.

Page 16: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

1 1

1 1

cos sin sin cos

. / . / . / . /

n n n np p x p p yL T L T

n n n np p x x y p p y y xL T L T

X X V t Z Z Y Y V t Z Z

X X V t Z V V Z V V Y Y V t Z V V Z V V

dispersive termadvective term

1 22 2xy yxx xp p x L T

D VD VX t t X t V t Z V t Z V tx y V V

1 22 2yx yy y xp p y L T

D D V VY t t Y t V t Z V t Z V tx y V V

The displacement is a normally distributed random variable, whose mean is the advective movement and whose deviation from the mean is the dispersive movement.

instantaneous injection + uniform flow

Random Walk Method

Page 17: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Application of SIS at the Site

Geological Section

Deterministic and

Stochastic Zones

InSIS Model

Bierkens, 1996

Page 18: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Comparison between CMC and SIS (1)

0 200 400 600 800 1000 1200 1400 1600-10

-5

0

Conditioning on half of the drillings

SIS Model Simulation

CMC Model Simulation

Geological Section

Bierkens, 1996

Page 19: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Comparison between CMC and SIS (2)

0 200 400 600 800 1000 1200 1400 1600-10

-5

0

Conditioning on all drillings

SIS Model Simulation

CMC Model Simulation

Geological Section

Bierkens, 1996

Page 20: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Monte-Carlo on CMC

0.00 500.00 1000.00 1500.00-10.00

-5.00

0.00

1 2 3 4 5 6

0.00 500.00 1000.00 1500.00-10.00

-5.00

0.00

0.00 500.00 1000.00 1500.00-10.00

-5.00

0.00

0.00 500.00 1000.00 1500.00-10.00

-5.00

0.00

0.00 500.00 1000.00 1500.00-10.00

-5.00

0.00

0.00 500.00 1000.00 1500.00-10.00

-5.00

0.00

0.00 500.00 1000.00 1500.00-10.00

-5.00

0.00

0.00 500.00 1000.00 1500.00-10.00

-5.00

0.00

0

0.25

0.5

0.75

1

0.00 500.00 1000.00 1500.00-10.00

-5.00

0.00

State # 6

S tate # 1 S tate # 2

S tate # 3

S tate # 4

S tate # 5

C oding of the S tates

Schem atic Im age of the G eolog ica l C ross Section

39 Boreholes for C ondition ing C onditioned S ing le R ealization

Page 21: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Effect of Conditioning on 240 x10m Sec.

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

1 2 3 4

Litho logy C oding

0 80 160 240-10

-5

0

1

2

3

4

31 boreholes

25 boreholes

9 boreholes

2 boreholes

Page 22: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Ensemble Indicator Function

 

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

2 Boreholes

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0.00 50.00 100.00 150.00 200.00-10.00

-5.00

0.00

0 0.25 0.5 0.75 1

3 Boreholes

5 Boreholes

9 Boreholes

21 Boreholes

25 Boreholes

31 Boreholes

0 50 100 150 200-10

-5

0

1 2 3 4

Page 23: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

0 50 100 150 200 250Lag (m )

0

0.5

1

1.5

2

2.5

Gam

ma

(Ln

K)

O rig inal Section

Condition ing on 2 boreholes

Condition ing on 3 boreholes

Condition ing on 5 boreholes

Condition ing on 9 boreholes

Condition ing on 25 boreholes

0 2 4 6 8 10Lag (m )

0

4

8

12

16

Gam

ma

(Ln

K)

O rig inal Section

Condition ing on 2 boreholes

Condition ing on 3 boreholes

Condition ing on 5 boreholes

Condition ing on 9 boreholes

Condition ing on 25 boreholes

Effect of Conditioning on Variogram

( )

2

1

1( ) ( ) ( )

2 ( )

n

i ii

= Y Yn

s

s x x ss

Measure of Variability

Page 24: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Effect of Conditioning on S. R. Plume

mg/lit

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0

0.1

1

10

3 4

Litho logy C oding

6 5

T= 82 years

# drillings

2

3

5

9

25

31

Page 25: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Effect of Conditioning Single Realiz. Cmax

0 4 8 12 16 20 24 28 32No. of Conditioning Boreholes

0

40

80

120

160

200

240

Pea

k C

once

ntra

tion

(mg/

lit)

Single Realization C m ax (t = 34.2 Years)

S ingle Realization C m ax (t = 68.4 Years)

S ingle Realization C m ax (t = 95.8 Years)

S ingle Realization C m ax (t = 136.9 Years)

O rig inal Section (t = 34.2 Years)

O rig inal Section (t = 68.4 Years)

O rig inal Section (t = 95.8 Years)

O rig inal Section (t = 136.9 Years)

Practical convergence is reached after

about 21 boreholes

0 50 100 150 200-10

-5

0

Page 26: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

First Moment (Single Realization)

0 10000 20000 30000 40000T im e (days)

0

20

40

60

80

100

120

X_C

oord

inat

e of

the

Cen

troi

d (m

)

O riginal Section

C ondition ing on 2 boreholes

C ondition ing on 3 boreholes

C ondition ing on 5 boreholes

C ondition ing on 9 boreholes

C ondition ing on 25 boreholes

0 10000 20000 30000 40000T im e (days)

-10

-8

-6

-4

-2

0

Y_

Coo

rdin

ate

of t

he

Ce

ntr

oid

(m

)

O riginal Section

C onditioning on 2 boreholes

C onditioning on 3 boreholes

C onditioning on 5 boreholes

C onditioning on 9 boreholes

C onditioning on 25 boreholes

Trend is reached at 3 boreholes

Convergence at 9 boreholes

Contam inant Source

P lum e at T im e, t

Im perm eable boundary

Im perm eable boundary

Page 27: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Second Moment (Single Realization)

0 10000 20000 30000 40000T im e (days)

0

0.5

1

1.5

2

2.5

Var

ianc

e in

Y_d

irect

ion

(m2)

O riginal Section

C ondition ing on 2 boreholes

C ondition ing on 3 boreholes

C ondition ing on 5 boreholes

C ondition ing on 9 boreholes

C ondition ing on 25 boreholes

0 10000 20000 30000 40000T im e (days)

0

1000

2000

3000

4000

Va

rian

ce in

X_

dir

ect

ion

(m

2)

O rig inal Section

C ondition ing on 2 boreholes

C ondition ing on 3 boreholes

C ondition ing on 5 boreholes

C ondition ing on 9 boreholes

C ondition ing on 25 boreholes

Trend is reached at 3 boreholes

Convergence at 5 and 25 boreholes

Convergence at 9 boreholes

Contam inant Source

P lum e at T im e, t

Im perm eable boundary

Im perm eable boundary

Page 28: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Breakthrough Curve (Single Realization)

0 10000 20000 30000 40000 50000T im e (days)

0

0.2

0.4

0.6

0.8

1

Nor

mal

ized

Mas

s D

istr

ibut

ion

O rig inal Section

Condition ing on 2 boreholes

Condition ing on 3 boreholes

Condition ing on 5 boreholes

Condition ing on 9 boreholes

Condition ing on 25 boreholes

0 50 100 150 200-10

-5

0

Convergence at 25 boreholes

Page 29: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Conditioning on 2 boreholes (Ensemble )

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 0.1 1 10

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

CactualC C

mg/lit

T = 4.1 years

T = 82.2 years

T = 136.9 years

Page 30: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Conditioning on 5 boreholes (Ensemble)

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 0.1 1 10mg/lit

actualC C C

Page 31: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Conditioning on 9 boreholes (Ensemble)

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

actualC C C

Page 32: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Conditioning on 21 boreholes(Ensemble)

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

actualC C C

Page 33: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Conditioning on 31 boreholes(Ensemble)

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

0 50 100 150 200-10

-5

0

actualC C C

Page 34: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Effect of Conditioning on Ensemble Cmax

0 4 8 12 16 20 24 28 32No. of Conditioning Boreholes

0

10

20

30

40

50

60

70

80

90

100

110

Ens

embl

e P

eak

Con

cent

ratio

n (m

g/lit

)

Ensem ble C m ax (t = 34.2 Years)

Ensem ble C m ax (t = 68.4 Years)

Ensem ble C m ax (t = 95.8 Years)

Ensem ble C m ax (t = 136.9 Years)

O rig inal Section (t = 34.2 Years)

O rig inal Section (t = 68.4 Years)

O rig inal Section (t = 95.8 Years)

O rig inal Section (t = 136.9 Years)

0 4 8 12 16 20 24 28 32No. of Conditioning Boreholes

0

1

2

3

4

5

6

CV

of C

max

t = 34.2 Years

t = 68.4 Years

t = 95.8 Years

t = 136.9 Years

max actualC C

max

1 for #boreholes 5

c

C

max

1 for #boreholes 5

c

C

max

time

c

C

Page 35: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Conclusions1. CMC model proved to be a valuable tool in predicting heterogeneous

geological structures which lead to reducing uncertainty in concentration distributions of contaminant plumes.

2. Comparison between SIS and CMC have shown more or less similar results in terms of the geological configuration of the confining layers. However, CMC has more merits over the SIS:

-some parts of the confining layers are treated determistically in SIS method which is not the case in CMC method.

-non-stationarity in the confining layers is treated straightforwardly by CMC, it is inherited in the method, while in SIS model subdivision into three sub-layers has to be performed.

-three variogram models with different parameters have been used in SIS, while direct transition probabilities were used in CMC.

3. Convergence to actual concentration is of oscillatory type, due to the fact that some layers are connected in one scenario and disconnected in another scenario.

Page 36: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Conclusions

4. In non-Gaussian fields, single realization concentration fields and the ensemble concentration fields are non-Gaussian in space with peak skewed to the left.

5. Reproduction of peak concentration, plume spatial moments and breakthrough curves in a single realization requires many conditioning boreholes (20-31 boreholes). However, reproduction of plume shapes require less boreholes (5 boreholes).

6. Ensemble concentration and ensemble variance have the same pattern. Ensemble variance is peaked at the location of the peak ensemble concentration and decreases when one goes far from the peak concentration. This supports early work by Rubin (1991). However, in Rubin’s case the maximum concentration was in the center of the plume which is attributed to Gaussian fields. The non-centered peak concentration, in this study, is attributed to the non-Gaussian fields.

Page 37: Reducing Concentration Uncertainty in Geological Structures by Conditioning on Boreholes Using The Coupled Markov Chain Approach Amro Elfeki Section Hydrology,

Conclusions

7. Coefficient of variation of max concentration [CV(Cmax)] decreases significantly when conditioning on more than 5 boreholes.

5. Reproduction of peak concentration, plume spatial moments and breakthrough curves in a single realization requires many conditioning boreholes (20-31 boreholes). However, reproduction of plume shapes require less boreholes (5 boreholes).

6. Ensemble concentration and ensemble variance have the same pattern. Ensemble variance is peaked at the location of the peak ensemble concentration and decreases when one goes far from the peak concentration. This supports early work by Rubin (1991). However, in Rubin’s case the maximum concentration was in the center of the plume which is attributed to Gaussian fields. The non-centered peak concentration, in this study, is attributed to the non-Gaussian fields.