A Taylor Expansion‐Based Adaptive Design Strategy for Global Surrogate Modeling With Applications in Groundwater Modeling

Abstract

AbstractGlobal sensitivity analysis (GSA) and uncertainty quantification (UQ) for groundwater modeling are challenging because of the model complexity and significant computational requirements. To reduce the massive computational cost, a cheap‐to‐evaluate surrogate model is usually constructed to approximate and replace the expensive groundwater models in the GSA and UQ. Constructing an accurate surrogate requires actual model simulations on a number of parameter samples. Thus, a robust experimental design strategy is desired to locate informative samples so as to reduce the computational cost in surrogate construction and consequently to improve the efficiency in the GSA and UQ. In this study, we develop a Taylor expansion‐based adaptive design (TEAD) that aims to build an accurate global surrogate model with a small training sample size. TEAD defines a novel hybrid score function to search informative samples, and a robust stopping criterion to terminate the sample search that guarantees the resulted approximation errors satisfy the desired accuracy. The good performance of TEAD in building global surrogate models is demonstrated in seven analytical functions with different dimensionality and complexity in comparison to two widely used experimental design methods. The application of the TEAD‐based surrogate method in two groundwater models shows that the TEAD design can effectively improve the computational efficiency of GSA and UQ for groundwater modeling.