← 研踪 PaperTrailarXiv:2611.11681 · v1
A Sequential Monte Carlo Method for Data Assimilation in Subsurface Flow Systems with Hierarchical Uncertainty
首次提交 2026-11-09 07:12
版本更新 2026-11-09 07:12
雷达观测 2026-11-10 13:19
摘要
Subsurface flow systems often involve hierarchical geological uncertainty, meaning both higher-level metaparameters and cell-by-cell properties are uncertain. This leads to challenges for data assimilation because both sets of parameters must be estimated. In this work we develop an adaptive-tempered sequential Monte Carlo (SMC) procedure for joint Bayesian estimation of these quantities. The method uses noncentered geological parameterizations, with geomodel realizations represented by metaparameters and Gaussian latent variables that are independent under the prior. Adaptive likelihood tempering, importance weighting, resampling, and blockwise Markov chain Monte Carlo (MCMC) mutation are applied at each iteration. Flow surrogates are used for all function evaluations. The hierarchical SMC procedure is further extended to treat successive data assimilation. In this case, existing posterior particles are updated in a manner that accounts for correlations in surrogate model errors across observation batches. We consider two distinct 3D systems with hierarchical uncertainty. The first is a faulted carbon storage system containing three stacked aquifers and two extensive faults. Principal component analysis is used to represent target-aquifer heterogeneity, while geological metaparameters characterize uncertain aquifer and fault properties. The second is a channelized oil-water system containing three facies with uncertain properties. A latent diffusion model represents variability in channel geometry and facies realizations. For the four synthetic true models considered, SMC posterior metaparameter distributions and flow predictions agree closely with reference MCMC results. SMC, however, requires fewer function evaluations and provides speedups of 2.5--7.0 for single-stage data assimilation. Even greater speedups are achieved with multiple GPUs.
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v1 · 2026-11-09 07:12 · 最新观测版本
A Sequential Monte Carlo Method for Data Assimilation in Subsurface Flow Systems with Hierarchical Uncertainty
Subsurface flow systems often involve hierarchical geological uncertainty, meaning both higher-level metaparameters and cell-by-cell properties are uncertain. This leads to challenges for data assimilation because both sets of parameters must be estimated. In this work we develop an adaptive-tempered sequential Monte Carlo (SMC) procedure for joint Bayesian estimation of these quantities. The method uses noncentered geological parameterizations, with geomodel realizations represented by metaparameters and Gaussian latent variables that are independent under the prior. Adaptive likelihood tempering, importance weighting, resampling, and blockwise Markov chain Monte Carlo (MCMC) mutation are applied at each iteration. Flow surrogates are used for all function evaluations. The hierarchical SMC procedure is further extended to treat successive data assimilation. In this case, existing posterior particles are updated in a manner that accounts for correlations in surrogate model errors across observation batches. We consider two distinct 3D systems with hierarchical uncertainty. The first is a faulted carbon storage system containing three stacked aquifers and two extensive faults. Principal component analysis is used to represent target-aquifer heterogeneity, while geological metaparameters characterize uncertain aquifer and fault properties. The second is a channelized oil-water system containing three facies with uncertain properties. A latent diffusion model represents variability in channel geometry and facies realizations. For the four synthetic true models considered, SMC posterior metaparameter distributions and flow predictions agree closely with reference MCMC results. SMC, however, requires fewer function evaluations and provides speedups of 2.5--7.0 for single-stage data assimilation. Even greater speedups are achieved with multiple GPUs.
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