Nested sparse grid collocation method with delay and transformation for subsurface flow and transport problems

In numerical modeling of subsurface flow and transport problems, formation properties may not be deterministically characterized, which leads to uncertainty in simulation results. In this study, we propose a sparse grid collocation method, which adopts nested quadrature rules with delay and transformation to quantify the uncertainty of model solutions. We show that the nested Kronrod-Patterson-Hermite quadrature is more efficient than the unnested Gauss-Hermite quadrature. We compare the convergence rates of various quadrature rules including the domain truncation and domain mapping approaches. To further improve accuracy and efficiency, we present a delayed process in selecting quadrature nodes and a transformed process for approximating unsmooth or discontinuous solutions. The proposed method is tested by an analytical function and in one-dimensional single-phase and two-phase flow problems with different spatial variances and correlation lengths. An additional example is given to demonstrate its applicability to three-dimensional black-oil models. It is found from these examples that the proposed method provides a promising approach for obtaining satisfactory estimation of the solution statistics and is much more efficient than the Monte-Carlo simulations.