This report describes work performed from June 2012 through May 2014 as a part of a Sandia Early Career Laboratory Directed Research and Development (LDRD) project led by the first author. The objective of the project is to investigate methods for building stable and efficient proper orthogonal decomposition (POD)/Galerkin reduced order models (ROMs): models derived from a sequence of high-fidelity simulations but having a much lower computational cost. Since they are, by construction, small and fast, ROMs can enable real-time simulations of complex systems for onthe- spot analysis, control and decision-making in the presence of uncertainty. Of particular interest to Sandia is the use of ROMs for the quantification of the compressible captive-carry environment, simulated for the design and qualification of nuclear weapons systems. It is an unfortunate reality that many ROM techniques are computationally intractable or lack an a priori stability guarantee for compressible flows. For this reason, this LDRD project focuses on the development of techniques for building provably stable projection-based ROMs. Model reduction approaches based on continuous as well as discrete projection are considered. In the first part of this report, an approach for building energy-stable Galerkin ROMs for linear hyperbolic or incompletely parabolic systems of partial differential equations (PDEs) using continuous projection is developed. The key idea is to apply a transformation induced by the Lyapunov function for the system, and to build the ROM in the transformed variables. It is shown that, for many PDE systems including the linearized compressible Euler and linearized compressible Navier-Stokes equations, the desired transformation is induced by a special inner product, termed the “symmetry inner product”. Attention is then turned to nonlinear conservation laws. A new transformation and corresponding energy-based inner product for the full nonlinear compressible Navier-Stokes equations is derived, and it is demonstrated that if a Galerkin ROM is constructed in this inner product, the ROM system energy will be bounded in a way that is consistent with the behavior of the exact solution to these PDEs, i.e., the ROM will be energy-stable. The viability of the linear as well as nonlinear continuous projection model reduction approaches developed as a part of this project is evaluated on several test cases, including the cavity configuration of interest in the targeted application area. In the second part of this report, some POD/Galerkin approaches for building stable ROMs using discrete projection are explored. It is shown that, for generic linear time-invariant (LTI) systems, a discrete counterpart of the continuous symmetry inner product is a weighted L2 inner product obtained by solving a Lyapunov equation. This inner product was first proposed by Rowley et al., and is termed herein the “Lyapunov inner product“. Comparisons between the symmetry inner product and the Lyapunov inner product are made, and the performance of ROMs constructed using these inner products is evaluated on several benchmark test cases. Also in the second part of this report, a new ROM stabilization approach, termed “ROM stabilization via optimization-based eigenvalue reassignment“, is developed for generic LTI systems. At the heart of this method is a constrained nonlinear least-squares optimization problem that is formulated and solved numerically to ensure accuracy of the stabilized ROM. Numerical studies reveal that the optimization problem is computationally inexpensive to solve, and that the new stabilization approach delivers ROMs that are stable as well as accurate. Summaries of “lessons learned“ and perspectives for future work motivated by this LDRD project are provided at the end of each of the two main chapters.
The estimation of fossil-fuel CO2 emissions (ffCO2) from limited ground-based and satellite measurements of CO2 concentrations will form a key component of the monitoring of treaties aimed at the abatement of greenhouse gas emissions. The limited nature of the measured data leads to a severely-underdetermined estimation problem. If the estimation is performed at fine spatial resolutions, it can also be computationally expensive. In order to enable such estimations, advances are needed in the spatial representation of ffCO2 emissions, scalable inversion algorithms and the identification of observables to measure. To that end, we investigate parsimonious spatial parameterizations of ffCO2 emissions which can be used in atmospheric inversions. We devise and test three random field models, based on wavelets, Gaussian kernels and covariance structures derived from easily-observed proxies of human activity. In doing so, we constructed a novel inversion algorithm, based on compressive sensing and sparse reconstruction, to perform the estimation. We also address scalable ensemble Kalman filters as an inversion mechanism and quantify the impact of Gaussian assumptions inherent in them. We find that the assumption does not impact the estimates of mean ffCO2 source strengths appreciably, but a comparison with Markov chain Monte Carlo estimates show significant differences in the variance of the source strengths. Finally, we study if the very different spatial natures of biogenic and ffCO2 emissions can be used to estimate them, in a disaggregated fashion, solely from CO2 concentration measurements, without extra information from products of incomplete combustion e.g., CO. We find that this is possible during the winter months, though the errors can be as large as 50%.
This report aims to unify several approaches for building stable projection-based reduced order models (ROMs). Attention is focused on linear time-invariant (LTI) systems. The model reduction procedure consists of two steps: the computation of a reduced basis, and the projection of the governing partial differential equations (PDEs) onto this reduced basis. Two kinds of reduced bases are considered: the proper orthogonal decomposition (POD) basis and the balanced truncation basis. The projection step of the model reduction can be done in two ways: via continuous projection or via discrete projection. First, an approach for building energy-stable Galerkin ROMs for linear hyperbolic or incompletely parabolic systems of PDEs using continuous projection is proposed. The idea is to apply to the set of PDEs a transformation induced by the Lyapunov function for the system, and to build the ROM in the transformed variables. The resulting ROM will be energy-stable for any choice of reduced basis. It is shown that, for many PDE systems, the desired transformation is induced by a special weighted L2 inner product, termed the %E2%80%9Csymmetry inner product%E2%80%9D. Attention is then turned to building energy-stable ROMs via discrete projection. A discrete counterpart of the continuous symmetry inner product, a weighted L2 inner product termed the %E2%80%9CLyapunov inner product%E2%80%9D, is derived. The weighting matrix that defines the Lyapunov inner product can be computed in a black-box fashion for a stable LTI system arising from the discretization of a system of PDEs in space. It is shown that a ROM constructed via discrete projection using the Lyapunov inner product will be energy-stable for any choice of reduced basis. Connections between the Lyapunov inner product and the inner product induced by the balanced truncation algorithm are made. Comparisons are also made between the symmetry inner product and the Lyapunov inner product. The performance of ROMs constructed using these inner products is evaluated on several benchmark test cases.
The estimation of fossil-fuel CO2 emissions (ffCO2) from limited ground-based and satellite measurements of CO2 concentrations will form a key component of the monitoring of treaties aimed at the abatement of greenhouse gas emissions. To that end, we construct a multiresolution spatial parametrization for fossil-fuel CO2 emissions (ffCO2), to be used in atmospheric inversions. Such a parametrization does not currently exist. The parametrization uses wavelets to accurately capture the multiscale, nonstationary nature of ffCO2 emissions and employs proxies of human habitation, e.g., images of lights at night and maps of built-up areas to reduce the dimensionality of the multiresolution parametrization. The parametrization is used in a synthetic data inversion to test its suitability for use in atmospheric inverse problem. This linear inverse problem is predicated on observations of ffCO2 concentrations collected at measurement towers. We adapt a convex optimization technique, commonly used in the reconstruction of compressively sensed images, to perform sparse reconstruction of the time-variant ffCO2 emission field. We also borrow concepts from compressive sensing to impose boundary conditions i.e., to limit ffCO2 emissions within an irregularly shaped region (the United States, in our case). We find that the optimization algorithm performs a data-driven sparsification of the spatial parametrization and retains only of those wavelets whose weights could be estimated from the observations. Further, our method for the imposition of boundary conditions leads to a 10computational saving over conventional means of doing so. We conclude with a discussion of the accuracy of the estimated emissions and the suitability of the spatial parametrization for use in inverse problems with a significant degree of regularization.
We investigate Bayesian techniques that can be used to reconstruct field variables from partial observations. In particular, we target fields that exhibit spatial structures with a large spectrum of lengthscales. Contemporary methods typically describe the field on a grid and estimate structures which can be resolved by it. In contrast, we address the reconstruction of grid-resolved structures as well as estimation of statistical summaries of subgrid structures, which are smaller than the grid resolution. We perform this in two different ways (a) via a physical (phenomenological), parameterized subgrid model that summarizes the impact of the unresolved scales at the coarse level and (b) via multiscale finite elements, where specially designed prolongation and restriction operators establish the interscale link between the same problem defined on a coarse and fine mesh. The estimation problem is posed as a Bayesian inverse problem. Dimensionality reduction is performed by projecting the field to be inferred on a suitable orthogonal basis set, viz. the Karhunen-Loeve expansion of a multiGaussian. We first demonstrate our techniques on the reconstruction of a binary medium consisting of a matrix with embedded inclusions, which are too small to be grid-resolved. The reconstruction is performed using an adaptive Markov chain Monte Carlo method. We find that the posterior distributions of the inferred parameters are approximately Gaussian. We exploit this finding to reconstruct a permeability field with long, but narrow embedded fractures (which are too fine to be grid-resolved) using scalable ensemble Kalman filters; this also allows us to address larger grids. Ensemble Kalman filtering is then used to estimate the values of hydraulic conductivity and specific yield in a model of the High Plains Aquifer in Kansas. Strong conditioning of the spatial structure of the parameters and the non-linear aspects of the water table aquifer create difficulty for the ensemble Kalman filter. We conclude with a demonstration of the use of multiscale stochastic finite elements to reconstruct permeability fields. This method, though computationally intensive, is general and can be used for multiscale inference in cases where a subgrid model cannot be constructed.
We present results from a recently developed multiscale inversion technique for binary media, with emphasis on the effect of subgrid model errors on the inversion. Binary media are a useful fine-scale representation of heterogeneous porous media. Averaged properties of the binary field representations can be used to characterize flow through the porous medium at the macroscale. Both direct measurements of the averaged properties and upscaling are complicated and may not provide accurate results. However, it may be possible to infer upscaled properties of the binary medium from indirect measurements at the coarse scale. Multiscale inversion, performed with a subgrid model to connect disparate scales together, can also yield information on the fine-scale properties. We model the binary medium using truncated Gaussian fields, and develop a subgrid model for the upscaled permeability based on excursion sets of those fields. The subgrid model requires an estimate of the proportion of inclusions at the block scale as well as some geometrical parameters of the inclusions as inputs, and predicts the effective permeability. The inclusion proportion is assumed to be spatially varying, modeled using Gaussian processes and represented using a truncated Karhunen-Louve (KL) expansion. This expansion is used, along with the subgrid model, to pose as a Bayesian inverse problem for the KL weights and the geometrical parameters of the inclusions. The model error is represented in two different ways: (1) as a homoscedastic error and (2) as a heteroscedastic error, dependent on inclusion proportionality and geometry. The error models impact the form of the likelihood function in the expression for the posterior density of the objects of inference. The problem is solved using an adaptive Markov Chain Monte Carlo method, and joint posterior distributions are developed for the KL weights and inclusion geometry. Effective permeabilities and tracer breakthrough times at a few 'sensor' locations (obtained by simulating a pump test) form the observables used in the inversion. The inferred quantities can be used to generate an ensemble of permeability fields, both upscaled and fine-scale, which are consistent with the observations. We compare the inferences developed using the two error models, in terms of the KL weights and fine-scale realizations that could be supported by the coarse-scale inferences. Permeability differences are observed mainly in regions where the inclusions proportion is near the percolation threshold, and the subgrid model incurs its largest approximation. These differences also reflected in the tracer breakthrough times and the geometry of flow streamlines, as obtained from a permeameter simulation. The uncertainty due to subgrid model error is also compared to the uncertainty in the inversion due to incomplete data.
Multi-scale binary permeability field estimation from static and dynamic data is completed using Markov Chain Monte Carlo (MCMC) sampling. The binary permeability field is defined as high permeability inclusions within a lower permeability matrix. Static data are obtained as measurements of permeability with support consistent to the coarse scale discretization. Dynamic data are advective travel times along streamlines calculated through a fine-scale field and averaged for each observation point at the coarse scale. Parameters estimated at the coarse scale (30 x 20 grid) are the spatially varying proportion of the high permeability phase and the inclusion length and aspect ratio of the high permeability inclusions. From the non-parametric, posterior distributions estimated for these parameters, a recently developed sub-grid algorithm is employed to create an ensemble of realizations representing the fine-scale (3000 x 2000), binary permeability field. Each fine-scale ensemble member is instantiated by convolution of an uncorrelated multiGaussian random field with a Gaussian kernel defined by the estimated inclusion length and aspect ratio. Since the multiGaussian random field is itself a realization of a stochastic process, the procedure for generating fine-scale binary permeability field realizations is also stochastic. Two different methods are hypothesized to perform posterior predictive tests. Different mechanisms for combining multi Gaussian random fields with kernels defined from the MCMC sampling are examined. Posterior predictive accuracy of the estimated parameters is assessed against a simulated ground truth for predictions at both the coarse scale (effective permeabilities) and at the fine scale (advective travel time distributions). The two techniques for conducting posterior predictive tests are compared by their ability to recover the static and dynamic data. The skill of the inference and the method for generating fine-scale binary permeability fields are evaluated through flow calculations on the resulting fields using fine-scale realizations and comparing them against results obtained with the ground truth fine-scale and coarse-scale permeability fields.
This abstract explores the potential advantages of discontinuous Galerkin (DG) methods for the time-domain inversion of media parameters within the earth's interior. In particular, DG methods enable local polynomial refinement to better capture localized geological features within an area of interest while also allowing the use of unstructured meshes that can accurately capture discontinuous material interfaces. This abstract describes our initial findings when using DG methods combined with Runge-Kutta time integration and adjoint-based optimization algorithms for full-waveform inversion. Our initial results suggest that DG methods allow great flexibility in matching the media characteristics (faults, ocean bottom and salt structures) while also providing higher fidelity representations in target regions. Time-domain inversion using discontinuous Galerkin on unstructured meshes and with local polynomial refinement is shown to better capture localized geological features and accurately capture discontinuous-material interfaces. These approaches provide the ability to surgically refine representations in order to improve predicted models for specific geological features. Our future work will entail automated extensions to directly incorporate local refinement and adaptive unstructured meshes within the inversion process.
The project objective was to detail better ways to assess and exploit intelligent oil and gas field information through improved modeling, sensor technology, and process control to increase ultimate recovery of domestic hydrocarbons. To meet this objective we investigated the use of permanent downhole sensors systems (Smart Wells) whose data is fed real-time into computational reservoir models that are integrated with optimized production control systems. The project utilized a three-pronged approach (1) a value of information analysis to address the economic advantages, (2) reservoir simulation modeling and control optimization to prove the capability, and (3) evaluation of new generation sensor packaging to survive the borehole environment for long periods of time. The Value of Information (VOI) decision tree method was developed and used to assess the economic advantage of using the proposed technology; the VOI demonstrated the increased subsurface resolution through additional sensor data. Our findings show that the VOI studies are a practical means of ascertaining the value associated with a technology, in this case application of sensors to production. The procedure acknowledges the uncertainty in predictions but nevertheless assigns monetary value to the predictions. The best aspect of the procedure is that it builds consensus within interdisciplinary teams The reservoir simulation and modeling aspect of the project was developed to show the capability of exploiting sensor information both for reservoir characterization and to optimize control of the production system. Our findings indicate history matching is improved as more information is added to the objective function, clearly indicating that sensor information can help in reducing the uncertainty associated with reservoir characterization. Additional findings and approaches used are described in detail within the report. The next generation sensors aspect of the project evaluated sensors and packaging survivability issues. Our findings indicate that packaging represents the most significant technical challenge associated with application of sensors in the downhole environment for long periods (5+ years) of time. These issues are described in detail within the report. The impact of successful reservoir monitoring programs and coincident improved reservoir management is measured by the production of additional oil and gas volumes from existing reservoirs, revitalization of nearly depleted reservoirs, possible re-establishment of already abandoned reservoirs, and improved economics for all cases. Smart Well monitoring provides the means to understand how a reservoir process is developing and to provide active reservoir management. At the same time it also provides data for developing high-fidelity simulation models. This work has been a joint effort with Sandia National Laboratories and UT-Austin's Bureau of Economic Geology, Department of Petroleum and Geosystems Engineering, and the Institute of Computational and Engineering Mathematics.
Chemical/Biological/Radiological (CBR) contamination events pose a considerable threat to our nation's infrastructure, especially in large internal facilities, external flows, and water distribution systems. Because physical security can only be enforced to a limited degree, deployment of early warning systems is being considered. However to achieve reliable and efficient functionality, several complex questions must be answered: (1) where should sensors be placed, (2) how can sparse sensor information be efficiently used to determine the location of the original intrusion, (3) what are the model and data uncertainties, (4) how should these uncertainties be handled, and (5) how can our algorithms and forward simulations be sufficiently improved to achieve real time performance? This report presents the results of a three year algorithmic and application development to support the identification, mitigation, and risk assessment of CBR contamination events. The main thrust of this investigation was to develop (1) computationally efficient algorithms for strategically placing sensors, (2) identification process of contamination events by using sparse observations, (3) characterization of uncertainty through developing accurate demands forecasts and through investigating uncertain simulation model parameters, (4) risk assessment capabilities, and (5) reduced order modeling methods. The development effort was focused on water distribution systems, large internal facilities, and outdoor areas.