An efficient probabilistic finite element method for stochastic groundwater flow

Abstract

We present an efficient numerical method for solving stochastic porous media flow problems. Single-phase flow with a random conductivity field is considered in a standard first-order perturbation expansion framework. The numerical scheme, based on finite element techniques, is computationally more efficient than traditional approaches because one can work with a much coarser finite element mesh. This is achieved by avoiding the common finite element representation of the conductivity field. Computations with the random conductivity field only arise in integrals of the log conductivity covariance function. The method is demonstrated in several two- and three-dimensional flow situations and compared to analytical solutions and Monte Carlo simulations. Provided that the integrals involving the covariance of the log conductivity are computed by higher-order Gaussian quadrature rules, excellent results can be obtained with characteristic element sizes equal to about five correlation lengths of the log conductivity field. Investigations of the validity of the proposed first-order method are performed by comparing nonlinear Monte Carlo results with linear solutions. In box-shaped domains the log conductivity standard deviation σ Y may be as large as 1.5, while the head variance is considerably influenced by nonlinear effects as σ Y approaches unity in more general domains.