Global sensitivity analysis for a stochastic flow problem
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Dmitriy Kolyukhin
Abstract
The paper is devoted to the modeling of a single-phase flow through saturated porous media. A statistical approach where permeability is considered as a lognormal random field is applied. The impact of permeability, random boundary conditions and wells pressure on the flow in a production well is studied. A numerical procedure to generate an ensemble of realizations of the numerical solution of the problem is developed. A global sensitivity analysis is performed using Sobol indices. The impact of different model parameters on the total model uncertainty is studied.
Funding source: Russian Foundation for Basic Research
Award Identifier / Grant number: 15-55-20004
Funding statement: The financial support of RFBR (grant no. 15-55-20004) is gratefully acknowledged.
References
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Articles in the same Issue
- Frontmatter
- Nesting Monte Carlo for high-dimensional non-linear PDEs
- Strong rate of convergence for the Euler–Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero
- Global sensitivity analysis for a stochastic flow problem
- Sampling from the 𝒢I0 distribution
- A second-order weak approximation of SDEs using a Markov chain without Lévy area simulation
- On the implementation of multilevel Monte Carlo simulation of the stochastic volatility and interest rate model using multi-GPU clusters
- Random walk algorithms for elliptic equations and boundary singularities
Articles in the same Issue
- Frontmatter
- Nesting Monte Carlo for high-dimensional non-linear PDEs
- Strong rate of convergence for the Euler–Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero
- Global sensitivity analysis for a stochastic flow problem
- Sampling from the 𝒢I0 distribution
- A second-order weak approximation of SDEs using a Markov chain without Lévy area simulation
- On the implementation of multilevel Monte Carlo simulation of the stochastic volatility and interest rate model using multi-GPU clusters
- Random walk algorithms for elliptic equations and boundary singularities
