Parameter Estimation and Uncertainty Analysis of Contaminant First Arrival Times at Household Drinking Water Wells

by Kang, Mary

Abstract (Summary)
Exposure assessment, which is an investigation of the extent of human exposure to a specific contaminant, must include estimates of the duration and frequency of exposure. For a groundwater system, the duration of exposure is controlled largely by the arrival time of the contaminant of concern at a drinking water well. This arrival time, which is normally estimated by using groundwater flow and transport models, can have a range of possible values due to the uncertainties that are typically present in real problems. Earlier arrival times generally represent low likelihood events, but play a crucial role in the decision-making process that must be conservative and precautionary, especially when evaluating the potential for adverse health impacts. Therefore, an emphasis must be placed on the accuracy of the leading tail region in the likelihood distribution of possible arrival times.

To demonstrate an approach to quantify the uncertainty of arrival times, a real contaminant transport problem which involves TCE contamination due to releases from the Lockformer Company Facility in Lisle, Illinois is used. The approach used in this research consists of two major components: inverse modelling or parameter estimation, and uncertainty analysis.

The parameter estimation process for this case study was selected based on insufficiencies in the model and observational data due to errors, biases, and limitations. A consideration of its purpose, which is to aid in characterising uncertainty, was also made in the process by including many possible variations in attempts to minimize assumptions. A preliminary investigation was conducted using a well-accepted parameter estimation method, PEST, and the corresponding findings were used to define characteristics of the parameter estimation process applied to this case study. Numerous objective functions, which include the well-known L2-estimator, robust estimators (L1-estimators and M-estimators), penalty functions, and deadzones, were incorporated in the parameter estimation process to treat specific insufficiencies. The concept of equifinality was adopted and multiple maximum likelihood parameter sets were accepted if pre-defined physical criteria were met. For each objective function, three procedures were implemented as a part of the parameter estimation approach for the given case study: a multistart procedure, a stochastic search using the Dynamically-Dimensioned Search (DDS), and a test for acceptance based on predefined physical criteria. The best performance in terms of the ability of parameter sets to satisfy the physical criteria was achieved using a Cauchy’s M-estimator that was modified for this study and designated as the LRS1 M-estimator. Due to uncertainties, multiple parameter sets obtained with the LRS1 M-estimator, the L1-estimator, and the L2-estimator are recommended for use in uncertainty analysis. Penalty functions had to be incorporated into the objective function definitions to generate a sufficient number of acceptable parameter sets; in contrast, deadzones proved to produce negligible benefits. The characteristics for parameter sets were examined in terms of frequency histograms and plots of parameter value versus objective function value to infer the nature of the likelihood distributions of parameters. The correlation structure was estimated using Pearson’s product-moment correlation coefficient. The parameters are generally distributed uniformly or appear to follow a random nature with few correlations in the parameter space that results after the implementation of the multistart procedure. The execution of the search procedure results in the introduction of many correlations and in parameter distributions that appear to follow lognormal, normal, or uniform distributions. The application of the physical criteria refines the parameter characteristics in the parameter space resulting from the search procedure by reducing anomalies. The combined effect of optimization and the application of the physical criteria performs the function of behavioural thresholds by removing parameter sets with high objective function values.

Uncertainty analysis is performed with parameter sets obtained through two different sampling methodologies: the Monte Carlo sampling methodology, which randomly and independently samples from user-defined distributions, and the physically-based DDS-AU (P-DDS-AU) sampling methodology, which is developed based on the multiple parameter sets acquired during the parameter estimation process. Monte Carlo samples are found to be inadequate for uncertainty analysis of this case study due to its inability to find parameter sets that meet the predefined physical criteria. Successful results are achieved using the P-DDS-AU sampling methodology that inherently accounts for parameter correlations and does not require assumptions regarding parameter distributions. For the P-DDS-AU samples, uncertainty representation is performed using four definitions based on pseudo-likelihoods: two based on the Nash and Sutcliffe efficiency criterion, and two based on inverse error or residual variance. The definitions consist of shaping factors that strongly affect the resulting likelihood distribution. In addition, some definitions are affected by the objective function definition. Therefore, all variations are considered in the development of likelihood distribution envelopes, which are designed to maximize the amount of information available to decision-makers. The considerations that are important to the creation of an uncertainty envelope are outlined in this thesis. In general, greater uncertainty appears to be present at the tails of the distribution. For a refinement of the uncertainty envelopes, the application of additional physical criteria is recommended.

The selection of likelihood and objective function definitions and their properties are made based on the needs of the problem; therefore, preliminary investigations should always be conducted to provide a basis for selecting appropriate methods and definitions. It is imperative to remember that the communication of assumptions and definitions used in both parameter estimation and uncertainty analysis is crucial in decision-making scenarios.

Bibliographical Information:


School:University of Waterloo

School Location:Canada - Ontario

Source Type:Master's Thesis

Keywords:groundwater contaminant transport uncertainty parameter estimation civil engineering


Date of Publication:01/01/2007

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