Conditional Korhunen-Lo\'{e}ve regression model with Basis Adaptation for high-dimensional problems: uncertainty quantification and inverse modeling

TL;DR

This paper introduces a conditional Karhunen-Loève expansion approach to enhance surrogate models for high-dimensional physical systems, improving accuracy in uncertainty quantification and inverse modeling tasks.

Contribution

It proposes a novel methodology using CKLEs conditioned on measurements to improve surrogate model accuracy over traditional unconditional KLEs.

Findings

CKLE-based surrogate models outperform unconditional models in accuracy.

CKLE models provide better inverse estimates of transmissivity fields.

Application to groundwater flow demonstrates practical effectiveness.

Abstract

We propose a methodology for improving the accuracy of surrogate models of the observable response of physical systems as a function of the systems' spatially heterogeneous parameter fields with applications to uncertainty quantification and parameter estimation in high-dimensional problems. Practitioners often formulate finite-dimensional representations of spatially heterogeneous parameter fields using truncated unconditional Karhunen-Lo\'{e}ve expansions (KLEs) for a certain choice of unconditional covariance kernel and construct surrogate models of the observable response with respect to the random variables in the KLE. When direct measurements of the parameter fields are available, we propose improving the accuracy of these surrogate models by representing the parameter fields via conditional Karhunen-Lo\'{e}ve expansions (CKLEs). CKLEs are constructed by conditioning the covariance kernel of the unconditional expansion on the direct measurements via Gaussian process regression and then truncating the corresponding KLE. We apply the proposed methodology to constructing surrogate models via the Basis Adaptation (BA) method of the stationary hydraulic head response, measured at spatially discrete observation locations, of a groundwater flow model of the Hanford Site, as a function of the 1,000-dimensional representation of the model's log-transmissivity field. We find that BA surrogate models of the hydraulic head based on CKLEs are more accurate than BA surrogate models based on unconditional expansions for forward uncertainty quantification tasks. Furthermore, we find that inverse estimates of the hydraulic transmissivity field computed using CKLE-based BA surrogate models are more accurate than those computed using unconditional BA surrogate models.