Technical Papers
Nov 17, 2014

Parallel Inverse Modeling and Uncertainty Quantification for Computationally Demanding Groundwater-Flow Models Using Covariance Matrix Adaptation

Publication: Journal of Hydrologic Engineering
Volume 20, Issue 8

Abstract

This study investigates the performance of the covariance matrix adaptation-evolution strategy (CMA-ES), a stochastic optimization method, in solving groundwater inverse problems. The objectives of the study are to evaluate the computational efficiency of the parallel CMA-ES and to investigate the use of the empirically estimated covariance matrix in quantifying model prediction uncertainty due to parameter estimation uncertainty. First, the parallel scaling with increasing number of processors up to a certain limit is discussed for synthetic and real-world groundwater inverse problems. Second, through the use of the empirically estimated covariance matrix of parameters from the CMA-ES, the study adopts the Monte Carlo simulation technique to quantify model prediction uncertainty. The study shows that the parallel CMA-ES is an efficient and powerful method for solving the groundwater inverse problem for computationally demanding groundwater flow models and for deriving covariances of estimated parameters for uncertainty analysis.

Get full access to this article

View all available purchase options and get full access to this article.

Acknowledgments

This study was supported in part by the National Science Foundation under Grant No. EAR-1045064, the U.S. Geological Survey under Grant/Cooperative Agreement No. G10AP00136, and LSU Economic Development Assistantship (EDA). The authors acknowledge computing resources from the LSU High Performance Computing. The authors thank two anonymous reviewers for their helpful comments.

References

Akimoto, Y., Nagata, Y., Ono, I., and Kobayashi, S. (2012). “Theoretical foundation for CMA-ES from information geometry perspective.” Algorithmica, 64(4), 698–716.
Andrieu, C., and Thoms, J. (2008). “A tutorial on adaptive MCMC.” Stat. Comput., 18(4), 343–373.
Arsenault, R., Poulin, A., Côté, P., and Brissette, F. (2014). “Comparison of stochastic optimization algorithms in hydrological model calibration.” J. Hydrol. Eng., 1374–1384.
Babu, B. V., and Angira, R. (2006). “Modified differential evolution (mDE) for optimization of non-linear chemical processes.” Comput. Chem. Eng., 30(6–7), 989–1002.
Bastani, M., Kholghi, M., and Rakhshandehroo, G. R. (2010). “Inverse modeling of variable-density groundwater flow in a semi-arid area in Iran using a genetic algorithm.” Hydrogeol. J., 18(5), 1191–1203.
Bayer, P., Bürger, C. M., and Finkel, M. (2008). “Computationally efficient stochastic optimization using multiple realizations.” Adv. Water Resour., 31(2), 399–417.
Bayer, P., de Paly, M., and Bürger, C. M. (2010). “Optimization of high-reliability-based hydrological design problems by robust automatic sampling of critical model realizations.” Water Resour. Res., 46(5), W05504.
Bayer, P., and Finkel, M. (2004). “Evolutionary algorithms for the optimization of advective control of contaminated aquifer zones.” Water Resour. Res., 40(6), W06506.
Bayer, P., and Finkel, M. (2007). “Optimization of concentration control by evolution strategies: Formulation, application, and assessment of remedial solutions.” Water Resour. Res., 43(2), W02410.
Blasone, R. S., Madsen, H., and Rosbjerg, D. (2007). “Parameter estimation in distributed hydrological modelling: Comparison of global and local optimisation techniques.” Nordic Hydrol., 38(4–5), 451–476.
Bledsoe, K. C., Favorite, J. A., and Aldemir, T. (2011). “A comparison of the covariance matrix adaptation evolution strategy and the Levenberg-Marquardt method for solving multidimensional inverse transport problems.” Ann. Nucl. Energy, 38(4), 897–904.
Bürger, C. M., Bayer, P., and Finkel, M. (2007). “Algorithmic funnel-and-gate system design optimization.” Water Resour. Res., 43(8), W08426.
Chamberlain, E. L. (2012). “Depositional environments of upper Miocene through Pleistocene siliciclastic sediments, Baton Rouge aquifer system, southeastern Louisiana.” M.Sc. thesis, Louisiana State Univ., Baton Rouge, LA.
Cui, T., Fox, C., and O’Sullivan, M. J. (2011). “Bayesian calibration of a large-scale geothermal reservoir model by a new adaptive delayed acceptance Metropolis Hastings algorithm.” Water Resour. Res., 47(10), W10521.
ElHarrouni, K., Ouazar, D., Walters, G. A., and Cheng, A. H. D. (1996). “Groundwater optimization and parameter estimation by genetic algorithm and dual reciprocity boundary element method.” Eng. Anal. Boundary Ele., 18(4), 287–296.
Elshall, A. S., and Tsai, F. T.-C. (2014). “Constructive epistemic modeling of groundwater flow with geological structure and boundary condition uncertainty under the Bayesian paradigm.” J. Hydrol., 517, 105–119.
Elshall, A. S., Tsai, F. T.-C., and Hanor, J. S. (2013). “Indicator geostatistics for reconstructing Baton Rouge aquifer-fault hydrostratigraphy.” Hydrogeol. J., 21(8), 1731–1747.
Gallagher, M., and Doherty, J. (2007). “Parameter estimation and uncertainty analysis for a watershed model.” Environ. Model. Software, 22(7), 1000–1020.
Haario, H., Laine, M., Mira, A., and Saksman, E. (2006). “DRAM: Efficient adaptive MCMC.” Stat. Comput., 16(4), 339–354.
Haario, H., Saksman, E., and Tamminen, J. (1999). “Adaptive proposal distribution for random walk Metropolis algorithm.” Comput. Stat., 14(3), 375–395.
Haario, H., Saksman, E., and Tamminen, J. (2001). “An adaptive Metropolis algorithm.” Bernoulli, 7(2), 223–242.
Hansen, N., and Kern, S. (2004). “Evaluating the CMA evolution strategy on multimodal test functions.” Parallel problem solving from nature- PPSN VIII, X. Yao, et al., eds., Springer, Berlin, Germany, 282–291.
Hansen, N., Müller, S. D., and Koumoutsakos, P. (2003). “Reducing the time complexity of the derandomized evolution strategy with covariance matrix adaptation (CMA-ES).” Evol. Comput., 11(1), 1–18.
Hansen, N., and Ostermeier, A. (2001). “Completely derandomized self-adaptation in evolution strategies.” Evol. Comput., 9(2), 159–195.
Harbaugh, A. W. (2005). “MODFLOW-2005, The U.S. Geological Survey modular groundwater model- the ground-water flow process.”, U.S. Geological Survey, Reston, VA.
Haupt, R. L., and Haupt, S. E. (2004). Practical genetic algorithms, 2nd Ed., Wiley, New York.
Hsieh, P. A., and Freckleton, J. R. (1993). “Documentation of a computer program to simulate horizontal-flow barriers using the U.S. Geological Survey modular three- dimensional finite-difference ground-water flow model.”, U.S. Geological Survey, Sacramento, CA.
Iwasaki, N., Yasuda, K., and Ueno, G. (2006). “Dynamic parameter tuning of particle swarm optimization.” IEEJ Trans. Electr. Electron. Eng., 1(4), 353–363.
Jiang, Y., Liu, C., Huang, C., and Wu, X. (2010). “Improved particle swarm algorithm for hydrological parameter optimization.” Appl. Math. Comput., 217(7), 3207–3215.
Karpouzos, D. K., Delay, F., Katsifarakis, K. L., and de Marsily, G. (2001). “A multipopulation genetic algorithm to solve the inverse problem in hydrogeology.” Water Resour. Res., 37(9), 2291–2302.
Kavetski, D., Kuczera, G., and Franks, S. W. (2006a). “Bayesian analysis of input uncertainty in hydrological modeling: 1. Theory.” Water Resour. Res., 42(3), W03407.
Kavetski, D., Kuczera, G., and Franks, S. W. (2006b). “Calibration of conceptual hydrological models revisited: 2. Improving optimisation and analysis.” J. Hydrol., 320(1–2), 187–201.
Keating, E. H., Doherty, J., Vrugt, J. A., and Kang, Q. (2010). “Optimization and uncertainty assessment of strongly nonlinear groundwater models with high parameter dimensionality.” Water Resour. Res., 46(10), W10517.
Krauße, T., and Cullmann, J. (2012). “Towards a more representative parametrisation of hydrologic models via synthesizing the strengths of particle swarm optimisation and robust parameter estimation.” Hydrol. Earth Syst. Sci., 16(2), 603–629.
Lu, D., Ye, M., and Hill, M. C. (2012). “Analysis of regression confidence intervals and bayesian credible intervals for uncertainty quantification.” Water Resour. Res., 48(9), W09521.
Marquardt, D. W. (1963). “An algorithm for least-squares estimation of nonlinear parameters.” J. Soc. Ind. Appl. Math., 11(2), 431–441.
Matott, L. S., and Rabideau, A. J. (2008). “Calibration of complex subsurface reaction models using a surrogate-model approach.” Adv. Water Resour., 31(12), 1697–1707.
Meyer, R. R., and Turcan, A. N. Jr. (1955). “Geology and ground-water resources of the Baton Rouge area, Louisiana.”, U.S. Government Printing Office, Washington, DC.
Müller, C. L. (2010). “Exploring the common concepts of adaptive MCMC and covariance matrix adaptation schemes.” Theory of evolutionary algorithms, A. Auger, J. L. Shapiro, L. D. Whitley, and C. Witt, eds., Dagstuhl, Germany, 1–10.
Müller, C. L., and Sbalzarini, I. F. (2010). “Gaussian adaptation as a unifying framework for continuous black-box optimization and adaptive Monte Carlo sampling.” 2010 IEEE Congress on Evolutionary Computation (CEC), IEEE, NJ, 1–17.
Razavi, S., and Tolson, B. A. (2013). “An efficient framework for hydrologic model calibration on long data periods.” Water Resour. Res., 49(12), 8418–8431.
Scheerlinck, K., Pauwels, V. R. N., Vernieuwe, H., and De Baets, B. (2009). “Calibration of a water and energy balance model: Recursive parameter estimation versus particle swarm optimization.” Water Resour. Res., 45(10), W10422.
Skahill, B. E., Baggett, J. S., Frankenstein, S., and Downer, C. W. (2009). “More efficient PEST compatible model independent model calibration.” Environ. Model. Software, 24(4), 517–529.
Smith, T. J., and Marshall, L. A. (2008). “Bayesian methods in hydrologic modeling: A study of recent advancements in Markov chain Monte Carlo techniques.” Water Resour. Res., 44(12), W00B05.
Socha, K., and Dorigo, M. (2008). “Ant colony optimization for continuous domains.” Eur. J. Operat. Res., 185(3), 1155–1173.
Solomatine, D. P., Dibike, Y. B., and Kukuric, N. (1999). “Automatic calibration of groundwater models using global optimization techniques.” Hydrol. Sci. J., 44(6), 879–894.
Tang, G., D’Azevedo, E. F., Zhang, F., Parker, J. C., Watson, D. B., and Jardine, P. M. (2010). “Application of a hybrid MPI/OpenMP approach for parallel groundwater model calibration using multi-core computers.” Comput. Geosci., 36(11), 1451–1460.
Tang, Y., Reed, P. M., and Kollat, J. B. (2007). “Parallelization strategies for rapid and robust evolutionary multiobjective optimization in water resources applications.” Adv. Water Resour., 30(3), 335–353.
Tomaszewski, D. J. (1996). “Distribution and movement of saltwater in aquifers in the Baton Rouge area, Louisiana, 1990–92.”, Louisiana Dept. of Transportation and Development, Baton Rouge, LA.
Tsai, F. T.-C., and Elshall, A. S. (2013). “Hierarchical Bayesian model averaging for hydrostratigraphic modeling: Uncertainty segregation and comparative evaluation.” Water Resour. Res., 49(9), 5520–5536.
Tsai, F. T.-C., Sun, N.-Z., and Yeh, W. W.-G. (2003a). “A combinatorial optimization scheme for parameter structure identification in ground water modeling.” Ground Water, 41(2), 156–169.
Tsai, F. T.-C., Sun, N.-Z., and Yeh, W. W.-G. (2003b). “Global-local optimization for parameter structure identification in three-dimensional groundwater modeling.” Water Resour. Res., 39(2), 1043.
Vrugt, J. A., Nuallain, B. O., Robinson, B. A., Bouten, W., Dekker, S. C., and Sloot, P. M. A. (2006). “Application of parallel computing to stochastic parameter estimation in environmental models.” Comput. Geosci., 32(8), 1139–1155.
Vrugt, J. A., Stauffer, P. H., Wöhling, T. B., Robinson, A., and Vesselinov, V. V. (2008). “Inverse modeling of subsurface flow and transport properties: A review with new developments.” Vadose Zone J., 7(2), 843–864.
Yu, X., Bhatt, G., Duffy, C., and Shi, Y. (2013). “Parameterization for distributed watershed modeling using national data and evolutionary algorithm.” Comput. Geosci., 58(8), 80–90.
Zhang, Y., Gallipoli, D., and Augarde, C. E. (2009). “Simulation-based calibration of geotechnical parameters using parallel hybrid moving boundary particle swarm optimization.” Comput. Geotech., 36(4), 604–615.

Information & Authors

Information

Published In

Go to Journal of Hydrologic Engineering
Journal of Hydrologic Engineering
Volume 20Issue 8August 2015

History

Received: Jun 29, 2014
Accepted: Oct 14, 2014
Published online: Nov 17, 2014
Discussion open until: Apr 17, 2015
Published in print: Aug 1, 2015

Permissions

Request permissions for this article.

Authors

Affiliations

Ahmed S. Elshall [email protected]
Postdoctoral Fellow, Dept. of Scientific Computing, Florida State Univ., 400 Dirac Science Library, Tallahassee, FL 32306; formerly, Graduate Student, Dept. of Civil and Environmental Engineering, Louisiana State Univ., Baton Rouge, LA 70803. E-mail: [email protected]
Hai V. Pham [email protected]
Graduate Student, Dept. of Civil and Environmental Engineering, Louisiana State Univ., 3418G Patrick F. Taylor Hall, Baton Rouge, LA 70803. E-mail: [email protected]
Frank T.-C. Tsai, M.ASCE [email protected]
Associate Professor, Dept. of Civil and Environmental Engineering, Louisiana State Univ., 3418G Patrick F. Taylor Hall, Baton Rouge, LA 70803 (corresponding author). E-mail: [email protected]
Manager, HPC User Services, Louisiana State Univ., High Performance Computing, Frey Computing Services Center Building, Baton Rouge, LA 70803. E-mail: [email protected]
Ming Ye, A.M.ASCE [email protected]
Associate Professor, Dept. of Scientific Computing, Florida State Univ., 400 Dirac Science Library, Tallahassee, FL 32306. E-mail: [email protected]

Metrics & Citations

Metrics

Citations

Download citation

If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.

Cited by

View Options

Get Access

Access content

Please select your options to get access

Log in/Register Log in via your institution (Shibboleth)
ASCE Members: Please log in to see member pricing

Purchase

Save for later Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.

Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
ASCE Library Card (5 downloads)
$105.00
Add to cart
ASCE Library Card (20 downloads)
$280.00
Add to cart
Buy Single Article
$35.00
Add to cart

Get Access

Access content

Please select your options to get access

Log in/Register Log in via your institution (Shibboleth)
ASCE Members: Please log in to see member pricing

Purchase

Save for later Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.

Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
ASCE Library Card (5 downloads)
$105.00
Add to cart
ASCE Library Card (20 downloads)
$280.00
Add to cart
Buy Single Article
$35.00
Add to cart

Media

Figures

Other

Tables

Share

Share

Copy the content Link

Share with email

Email a colleague

Share