Comparison of Polynomial Chaos and Gaussian Process surrogates for uncertainty quantification and correlation estimation of spatially distributed open-channel steady flows

• Published in: arXiv.org 2017-10
• Main Authors: Roy, Pamphile Tupui, Nabil El Moçayd, Ricci, Sophie, Jean-Christophe Jouhaud, Goutal, Nicole, De Lozzo, Matthias, Rochoux, Mélanie C
• Format: Article
• Language: English
• Subjects: Bathymeters; Coefficient of friction; Computer simulation; Covariance matrix; Data assimilation; Equilibrium flow; Flood forecasting; Gaussian process; Kalman filters; Mathematical models; Monte Carlo simulation; Parameter uncertainty; Polynomials; Probability density functions; Random sampling; Shallow water equations; Statistical analysis; Statistical inference; Water levels
• ISSN: 2331-8422
• DOI: 10.48550/arxiv.1705.01440

Data assimilation is widely used to improve flood forecasting capability, especially through parameter inference requiring statistical information on the uncertain input parameters (upstream discharge, friction coefficient) as well as on the variability of the water level and its sensitivity with respect to the inputs. For particle filter or ensemble Kalman filter, stochastically estimating probability density function and covariance matrices from a Monte Carlo random sampling requires a large ensemble of model evaluations, limiting their use in real-time application. To tackle this issue, fast surrogate models based on Polynomial Chaos and Gaussian Process can be used to represent the spatially distributed water level in place of solving the shallow water equations. This study investigates the use of these surrogates to estimate probability density functions and covariance matrices at a reduced computational cost and without the loss of accuracy, in the perspective of ensemble-based data assimilation. This study focuses on 1-D steady state flow simulated with MASCARET over the Garonne River (South-West France). Results show that both surrogates feature similar performance to the Monte-Carlo random sampling, but for a much smaller computational budget; a few MASCARET simulations (on the order of 10-100) are sufficient to accurately retrieve covariance matrices and probability density functions all along the river, even where the flow dynamic is more complex due to heterogeneous bathymetry. This paves the way for the design of surrogate strategies suitable for representing unsteady open-channel flows in data assimilation.