Multiscale sampling for the inverse modeling of partial differential equations

We are concerned with a novel Bayesian statistical framework for the characterization of natural subsurface formations, a very challenging task. Because of the large dimension of the stochastic space of the prior distribution in the framework, typically a dimensional reduction method, such as a Karhunen-Leove expansion (KLE), needs to be applied to the prior distribution to make the characterization computationally tractable. Due to the large variability of properties of subsurface formations (such as permeability and porosity) it may be of value to localize the sampling strategy so that it can better adapt to large local variability of rock properties.In this paper, we introduce the concept of multiscale sampling to localize the search in the stochastic space. We combine the simplicity of a preconditioned Markov Chain Monte Carlo method with a new algorithm to decompose the stochastic space into orthogonal subspaces, through a one-to-one mapping of the subspaces to subdomains of a non-overlapping domain decomposition of the region of interest. The localization of the search is performed by a multiscale blocking strategy within Gibbs sampling: we apply a KL expansion locally, at the subdomain level. Within each subdomain, blocking is applied again, for the sampling of the KLE random coefficients.The effectiveness of the proposed framework is tested in the solution of inverse problems related to elliptic partial differential equations arising in porous media flows. We use multi-chain studies in a multi-GPU cluster to show that the new algorithm clearly improves the convergence rate of the preconditioned MCMC method. Moreover, we illustrate the importance of a few conditioning points to further improve the convergence of the proposed method.

Automated summary

This paper presents a novel Bayesian statistical framework for the characterization of natural subsurface formations, and introduces the concept of multiscale sampling to localize the search in the stochastic space. The results show that the proposed framework performs well in solving inverse problems related to porous media flows.