arXiv subjects

Elvar K. Bjarkason

Publications and source records attributed to Elvar K. Bjarkason.

4 recordsLinked to original sources

arXiv2025

Data Space Inversion for Efficient Predictions and Uncertainty Quantification for Geothermal Models

The ability to make accurate predictions with quantified uncertainty provides a crucial foundation for the successful management of a geothermal reservoir. Conventional approaches for making predictions using geothermal reservoir models involve estimating unknown model parameters using field data, then propagating the uncertainty in these estimates through to the predictive quantities of interest. However, the unknown parameters are not always of direct interest; instead, the predictions are of primary importance. Data space inversion (DSI) is an alternative methodology that allows for the efficient estimation of predictive quantities of interest, with quantified uncertainty, that avoids the need to estimate model parameters entirely. In this paper, we illustrate the applicability of DSI to geothermal reservoir modelling. We first review the processes of model calibration, prediction and uncertainty quantification from a Bayesian perspective, and introduce data space inversion as a simple, efficient technique for approximating the posterior predictive distribution. We then introduce a modification of the typical DSI algorithm that allows us to sample directly and efficiently from the DSI approximation to the posterior predictive distribution, and apply the algorithm to two model problems in geothermal reservoir modelling. We evaluate the accuracy and efficiency of our DSI algorithm relative to other common methods for uncertainty quantification and study how the number of reservoir model simulations affects the resulting approximation to the posterior predictive distribution. Our results demonstrate that data space inversion is a robust and efficient technique for making predictions with quantified uncertainty using geothermal reservoir models, providing a useful alternative to more conventional approaches.

stat.AP↗

arXiv2019

Incorporating Posterior-Informed Approximation Errors into a Hierarchical Framework to Facilitate Out-of-the-Box MCMC Sampling for Geothermal Inverse Problems and Uncertainty Quantification

We consider geothermal inverse problems and uncertainty quantification from a Bayesian perspective. Our main goal is to make standard, `out-of-the-box' Markov chain Monte Carlo (MCMC) sampling more feasible for complex simulation models by using suitable approximations. To do this, we first show how to pose both the inverse and prediction problems in a hierarchical Bayesian framework. We then show how to incorporate so-called posterior-informed model approximation error into this hierarchical framework, using a modified form of the Bayesian approximation error (BAE) approach. This enables the use of a `coarse', approximate model in place of a finer, more expensive model, while accounting for the additional uncertainty and potential bias that this can introduce. Our method requires only simple probability modelling, a relatively small number of fine model simulations, and only modifies the target posterior -- any standard MCMC sampling algorithm can be used to sample the new posterior. These corrections can also be used in methods that are not based on MCMC sampling. We show that our approach can achieve significant computational speed-ups on two geothermal test problems. We also demonstrate the dangers of naively using coarse, approximate models in place of finer models, without accounting for the induced approximation errors. The naive approach tends to give overly confident and biased posteriors while incorporating BAE into our hierarchical framework corrects for this while maintaining computational efficiency and ease-of-use.

stat.CO↗

arXiv2018

Pass-Efficient Randomized Algorithms for Low-Rank Matrix Approximation Using Any Number of Views

This paper describes practical randomized algorithms for low-rank matrix approximation that accommodate any budget for the number of views of the matrix. The presented algorithms, which are aimed at being as pass efficient as needed, expand and improve on popular randomized algorithms targeting efficient low-rank reconstructions. First, a more flexible subspace iteration algorithm is presented that works for any views $v \geq 2$, instead of only allowing an even $v$. Secondly, we propose more general and more accurate single-pass algorithms. In particular, we propose a more accurate memory efficient single-pass method and a more general single-pass algorithm which, unlike previous methods, does not require prior information to assure near peak performance. Thirdly, combining ideas from subspace and single-pass algorithms, we present a more pass-efficient randomized block Krylov algorithm, which can achieve a desired accuracy using considerably fewer views than that needed by a subspace or previously studied block Krylov methods. However, the proposed accuracy enhanced block Krylov method is restricted to large matrices that are either accessed a few columns or rows at a time. Recommendations are also given on how to apply the subspace and block Krylov algorithms when estimating either the dominant left or right singular subspace of a matrix, or when estimating a normal matrix, such as those appearing in inverse problems. Computational experiments are carried out that demonstrate the applicability and effectiveness of the presented algorithms.

math.NA↗

arXiv2017

Randomized Truncated SVD Levenberg-Marquardt Approach to Geothermal Natural State and History Matching

The Levenberg-Marquardt (LM) method is commonly used for inverting models used to describe geothermal, groundwater, or oil and gas reservoirs. In previous studies LM parameter updates have been made tractable for highly parameterized inverse problems with large data sets by applying matrix factorization methods or iterative linear solvers to approximately solve the update equations. Some studies have shown that basing model updates on the truncated singular value decomposition (TSVD) of a dimensionless sensitivity matrix achieved using Lanczos iteration can speed up the inversion of reservoir models. Lanczos iterations only require the sensitivity matrix times a vector and its transpose times a vector, which are found efficiently using adjoint and direct simulations without the expense of forming a large sensitivity matrix. Nevertheless, Lanczos iteration has the drawback of being a serial process, requiring a separate adjoint solve and direct solve every Lanczos iteration. Randomized methods, developed for low-rank matrix approximation of large matrices, are more efficient alternatives to the standard Lanczos method. Here we develop LM variants which use randomized methods to find a TSVD of a dimensionless sensitivity matrix when updating parameters. The randomized approach offers improved efficiency by enabling simultaneous solution of all adjoint and direct problems for a parameter update.

math.OC↗