PAUL F. DOSTERT

UNCERTAINTY QUANTIFICATION GROUP


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I started as a post-doc in Fall 2007. My Ph.D. focused on uncertainty quantification for porous media flows.

In petroleum engineering and hydrology, large uncertainties in reservoirs can greatly affect production and decision making. Better decisions can be made by reducing this uncertainty, making the quantification and reduction of the uncertainty a very important and challenging problem in subsurface modeling.

We have applied a Markov chain Monte Carlo (MCMC) method to sample the posterior distribution of the permeability (conductivity) fields in porous media flows. Due to the massive scale of porous media problems, we use upscaling and multiscale methods for the stochastic porous media flow equations. We proposed a preconditioned MCMC algorithm using Langevin proposals. This algorithm uses coarse scale models to efficiently compute gradients in the Langevin proposals. This algorithm has been applied to both two-phase flow and Richards' equation.

We have used sparse collocation methods and polynomial chaos methods to obtain solutions to porous media equations in very high dimensional stochastic space. Using sparse grid collocation, methods with interpolation in hundreds of dimensions were developed and used in computations.

Currently, we are investigating problems involving uncertainty in both model and data for porous media flows. Additionally, we are looking into modifying our existing Langevin MCMC algorithms to reduce mixing time and increase efficiency. We are attempting discover new applications of sparse grid collocation methods, while modifying existing collocation techniques to provide higher accuracy for large problems.

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