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Scientific Research
Amro M. M. Elfeki, Ph.D.
(2002-2007)
Main Research Interest
 Characterization of Subsurface Heterogeneity.
 Groundwater Flow and Contaminant Transport in
Aquifers.
 Soil-Contaminant Interaction in Porous Media.
 Reduction of Uncertainty in Geological
Formations, Groundwater Flow and Transport
Models.
 Design of Groundwater Monitoring System at
Landfill Sites.
5 August 2016 2Scientific Research Papers of Amro Elfeki, PhD
Main Research Interest
 Characterization of Subsurface Heterogeneity.
 Groundwater Flow and Contaminant Transport in
Aquifers.
 Soil-Contaminant Interaction in Porous Media.
 Reduction of Uncertainty in Geological
Formations, Groundwater Flow and Transport
Models.
 Design of Groundwater Monitoring System at
Landfill Sites.
5 August 2016 3Scientific Research Papers of Amro Elfeki, PhD
Characterization of Subsurface
Heterogeneity
1. Elfeki, A. M. and Dekking F. M. (2005). Modeling Subsurface
Heterogeneity by Coupled Markov Chains:
Directional Dependency, Walther’s Law and Entropy.
Journal of Geotechnical and Geological Engineering, Vol. 23:
pp.721-756.
2. Park, E., Elfeki, A. M. M., Dekking, F.M. (2003). Characterization of
subsurface heterogeneity: Integration of soft and hard information
using multi-dimensional Coupled Markov chain approach.
Underground Injection Science and Technology Symposium,
Lawrence Berkeley National Lab., October 22-25, 2003. p.49. Eds.
Tsang, Chin.-Fu and Apps, John A.
http://www.lbl.gov/Conferences/UIST/index.html#topics
5 August 2016 4Scientific Research Papers of Amro Elfeki, PhD
Characterization of Subsurface
Heterogeneity (cont.)
5 August 2016 5Scientific Research Papers of Amro Elfeki, PhD
Modelling Subsurface Heterogeneity by
Coupled Markov Chains: Directional
Dependency, Walther’s Law and Entropy
 Background:
 Extension of the two-dimensional coupled Markov chain
model developed by Elfeki and Dekking [2001]
supplemented with extensive simulations to study:
 1. Directional dependency of the model performance.
 2. Walter’s Law utilization.
 3. Entropy maps as a measure of uncertainty.
5 August 2016 6Scientific Research Papers of Amro Elfeki, PhD
Modelling Subsurface Heterogeneity by
Coupled Markov Chains: Directional
Dependency, Walther’s Law and Entropy
Objectives:
 1. development of various coupled Markov chains models: the so-
called fully forward Markov chain, fully backward Markov chain and
forward-backward Markov chain models.
 2. address issues such as: sensitivity analysis of optimal sampling
intervals in horizontal and lateral directions, directional dependency,
use of Walther’s law to describe lateral variability, effect of
conditioning on number of boreholes on the model performance,
stability of the Monte Carlo realizations, various implementation
strategies, use of cross validation techniques to evaluate model
performance and image division for statistically non-homogeneous
deposits.
5 August 2016 7Scientific Research Papers of Amro Elfeki, PhD
Modelling Subsurface Heterogeneity by
Coupled Markov Chains: Directional
Dependency, Walther’s Law and Entropy
Applications:
 Two sites are located in the Netherlands (Two Cross-sections), and
 One site in the USA (Two cross-sections).
Purpose of applications:
- to show under which conditions these Markov models can be used.
- to provide guidelines for the practice.
5 August 2016 8Scientific Research Papers of Amro Elfeki, PhD
Modelling Subsurface Heterogeneity by
Coupled Markov Chains: Directional
Dependency, Walther’s Law and Entropy
( )
Markov property (One-Step transition probability)
Pr( )
Pr( ) : ,
Marginal Distribution
limN
i i-1 i-2 i-3 0k l n pr
i i-1k l lk
N
klk
| , , S ,...,S S S SZ Z Z Z Z
| pS SZ Z
p w
     
  

S S
o d
Markov Chain Theory:
5 August 2016 9Scientific Research Papers of Amro Elfeki, PhD
Modelling Subsurface Heterogeneity by
Coupled Markov Chains: Directional
Dependency, Walther’s Law and Entropy
-1Pr( | ) : ,i ik l lkpS SZ Z  
SS S
i0 1 i+1i-1 N2
l k qdSSa
N-1
SrSb
1-D Forward Markov Chain Theory:
1Pr( | ).i il k
kl
S SZ Zp

  
1-D Backward Markov Chain Theory:
lk klp p


5 August 2016 10Scientific Research Papers of Amro Elfeki, PhD
Modelling Subsurface Heterogeneity by
Coupled Markov Chains: Directional
Dependency, Walther’s Law and Entropy
( 1)
1 0 ( )
: Pr ( ) ,
N
ab bq
Nb a qab q N
aq
p p
p | ,S S SZ Z Z
p

    
Conditioning FMC (Elfeki and Dekking2001)
1 0
( 1)
1 1 0
( )
0
Pr ( )
Pr ( ).Pr ( )
,
Pr ( )
N Nr q a
qr a
N
N N Nq r r rq ara
N
N q a aq
| , SS SZ Z Zp
p p| | SS S SZ Z Z Z
| S pSZ Z



 
    
   

 
Conditioning BMC
5 August 2016 11Scientific Research Papers of Amro Elfeki, PhD
Modelling Subsurface Heterogeneity by
Coupled Markov Chains: Directional
Dependency, Walther’s Law and Entropy
, , 1, , 1
,
, 1, , 1 ,,
Unconditioinal Coupled Markov Chains
: Pr( | , )
. 1,...
Conditioinal Coupled Markov Chains
: Pr( | , , )x
lm k i j k i j l i j m
h v
lk mk
lm k h v
lf mf
f
i j k i j l i j m N j qlm k q
l
p Z S Z S Z S
.p p
p k n
.p p
p Z S Z S Z S Z S
p
 
 
   
 
    

( )
, ( )
, 1,... .
x
x
h h N i v
lk kq mk
m k q h h N i v
lf fq mf
f
. .p p p
k n
. .p p p


 

(Elfeki and Dekking, 2001)
Coupled Markov Chain “CMC” in 2D
5 August 2016 12Scientific Research Papers of Amro Elfeki, PhD
Modelling Subsurface Heterogeneity by
Coupled Markov Chains: Directional
Dependency, Walther’s Law and Entropy
, 1,,
, 1 0,
( )
, ( )
Conditioinal Backward CMC
: Pr( |
, , )
= ,
1,..., .
i j k i jdm k a
d i j m j a
h h i v
kd ak mk
dm k a h h i v
fd of mf
f
p Z S Z
S Z S Z S
. .p p p
p
. .p p p
k n




 
  


, 1,,
, 1 ,
( )
, ( )
Conditioinal Forward CMC
: Pr( |
, , )
,
x
x
x
i j k i jlm k q
l i j m N j q
h h N i v
lk kq mk
lm k q h h N i v
lf fq mf
f
p Z S Z
S Z S Z S
. .p p p
p
. .p p p




 
  


5 August 2016 13Scientific Research Papers of Amro Elfeki, PhD
Modelling Subsurface Heterogeneity by
Coupled Markov Chains: Directional
Dependency, Walther’s Law and Entropy
? >? >
?< ?<
? > ?<
Forward Markov Chain Model (two forward steps)
Backward Markov Chain Model (two backward steps)
Forward-Backward Markov Chain Model (one forward step and one backward step)
Well (1) Well (2) Well (1) Well (2)
Methods of Implementation: FCMC, BCMC and FBCMC
5 August 2016 14Scientific Research Papers of Amro Elfeki, PhD
Modelling Subsurface Heterogeneity by
Coupled Markov Chains: Directional
Dependency, Walther’s Law and Entropy
1
( )
0 .
ij k
k ij
if Z S
I Z
otherwise


 


 ,
,
( )
( )
1
#{ } 1i j
i j
R
MC
kk R
ij k
R
Z S
I Z
MC MC



  
1 2
max{ , ..., }l n
ij ij ij ij   
Let the realizations be numbered 1,…, MC, and let Zij
(R) be the
lithology of cell (i,j) in the Rth realization. The empirical relative
frequency of lithology Sk at cell (i,j) is:
In the final image Z* the lithology at cell (i, j) will be the lithology
which occurs most frequently in the MC realizations. So, if Sl is
such that
*
ij lZ S
Procedure for Extracting a Final
Geological Image
5 August 2016 15Scientific Research Papers of Amro Elfeki, PhD
Modelling Subsurface Heterogeneity by
Coupled Markov Chains: Directional
Dependency, Walther’s Law and Entropy
1
ln( ),
1,..., , 1,...,
n
k k
ij ij ij
k
x y
H
i N j N
 

 
 

Empirical Entropy
to provide some measure of the uncertainty in the final image.
We have chosen for empirical entropy to convey this issue.
The empirical entropy (see e.g., Arndt, 2001 page 54) at location (i, j) is given by
5 August 2016 16Scientific Research Papers of Amro Elfeki, PhD
Modelling Subsurface Heterogeneity by
Coupled Markov Chains: Directional
Dependency, Walther’s Law and Entropy
Case study no. 1 (Afsluitdijk-Lemmer), NL
Case study no. 2 (Casparde Roblesdijk part of
Waddenzeedijken,), NL
Case study no. 3 (The Delaware river and its
underlying aquifer system in the vicinity of the
Camden metroplitan area, New Jersey)
Case Studies
5 August 2016 17Scientific Research Papers of Amro Elfeki, PhD
Modelling Subsurface Heterogeneity by
Coupled Markov Chains: Directional
Dependency, Walther’s Law and Entropy
Sensitivity Analysis
 Various sampling intervals.
 Various horizontal transition probability matrices.
 Various degrees of diagonal dominancy of the horizontal transition
matrix.
 Use of Walther’s law to account for horizontal variability.
 Effect of conditioning on the model performance.
 Sensitivity of the Monte Carlo realizations.
 Various implementation strategies: forward, backward and forward-
backward methods.
 Use of cross validation to evaluate the model performance.
5 August 2016 18Scientific Research Papers of Amro Elfeki, PhD
Modelling Subsurface Heterogeneity by
Coupled Markov Chains: Directional
Dependency, Walther’s Law and Entropy
0 200 400 600 800 1000 1200 1400 1600
-20
-10
0
0 200 400 600 800 1000 1200 1400 1600
-10
0
0 200 400 600 800 1000 1200 1400 1600
-10
0
0 200 400 600 800 1000 1200 1400 1600
-10
0
1 2 3 4 5 6
A
B
C
0 200 400 600 800 1000 1200 1400 1600
-15
-10
-5
0
1 2 3 4 5 6
0
0.2
0.4
0.6
0.8
1
0
0.2
0.4
0.6
0.8
1
0
0.2
0.4
0.6
0.8
1
0
0.2
0.4
0.6
0.8
1
0
0.2
0.4
0.6
0.8
1
0
0.2
0.4
0.6
0.8
1
-10
0
1
-10
0
2
-10
0
3
-10
0
4
-10
0
5
-10
0
6
(Afsluitdijk-Lemmer), NL
Courtesy “GeoDelft”
5 August 2016 19Scientific Research Papers of Amro Elfeki, PhD
Lithology Code
Clay, sandy to sand, clayey (deposition of Duinkerke,Westland - formation) 1
Peat (Hollandpeat, Westland – formation) 2
Sand, locally humous and / with loam layers (formation of Twente) 3
Sand , locally loamy (formation of Drente) 4
Mainly clay (artificial ground) 5
Loam, frequently with sand and stones (formation of Drente) 6
Modelling Subsurface Heterogeneity by
Coupled Markov Chains: Directional
Dependency, Walther’s Law and Entropy
5 August 2016 20Scientific Research Papers of Amro Elfeki, PhD
State
State 1 2 3 4 5 6 7 8
1 0.500 0.500 0.000 0.000 0.000 0.000 0.000 0.000
2 0.000 0.500 0.500 0.000 0.000 0.000 0.000 0.000
3 0.000 0.000 0.844 0.156 0.000 0.000 0.000 0.000
4 0.000 0.000 0.000 0.830 0.000 0.034 0.000 0.136
5 0.000 0.308 0.000 0.077 0.615 0.000 0.000 0.000
6 0.000 0.000 0.000 0.333 0.000 0.667 0.000 0.000
7 0.045 0.000 0.000 0.000 0.076 0.000 0.879 0.000
8 0.000 0.000 0.000 0.000 0.000 0.000 0.000 1.000
Table 2. Vertical transition probability matrix estimated from 8
boreholes sampled over 0.5 m (all boreholes depths are 20 m).
0 200 400 600 800 1000 1200 1400 1600
-20
-10
0
0 200 400 600 800 1000 1200 1400 1600
-20
-10
0
0 200 400 600 800 1000 1200 1400 1600
-20
-10
0
1 2 3 4 5 6
Results of 30 Realizations
Results of 100 Realizations
0 200 400 600 800 1000 1200 1400 1600
-20
-10
0
Results of 5 Realizations
0 200 400 600 800 1000 1200 1400 1600
-20
-10
0
Results of 10 Realizations
0 200 400 600 800 1000 1200 1400 1600
-20
-10
0
Results of 1000 Realizations
1
1
n
v v v
lk lqlk
q
p =T T


 
 
 

where Tlk
v is the number of observed
transitions from Sl to Sk in the vertical
direction.
Stability of Monte Carlo
Realizations
Modelling Subsurface Heterogeneity by
Coupled Markov Chains: Directional
Dependency, Walther’s Law and Entropy
0 200 400 600 800 1000 1200 1400 1600
-15
-10
-5
0
0 200 400 600 800 1000 1200 1400 1600
-15
-10
-5
0
1
2
3
4
5
6
0 200 400 600 800 1000 1200 1400 1600
-10
-5
0
dx=10m
dx=40m
0 200 400 600 800 1000 1200 1400 1600
-10
-5
0
dx=20m
0 200 400 600 800 1000 1200 1400 1600
-10
-5
0
0 200 400 600 800 1000 1200 1400 1600
-10
-5
0
dx=5m
0 200 400 600 800 1000 1200 1400 1600
-10
-5
0
0 200 400 600 800 1000 1200 1400 1600
-10
-5
0
0 200 400 600 800 1000 1200 1400 1600
-10
-5
0
0 200 400 600 800 1000 1200 1400 1600
-10
-5
0
0 200 400 600 800 1000 1200 1400 1600
-10
-5
0
0
0.25
0.5
0.75
1
dx=2.5m
Influence of Sampling
Interval in Horizontal
5 August 2016 21Scientific Research Papers of Amro Elfeki, PhD
Modelling Subsurface Heterogeneity by
Coupled Markov Chains: Directional
Dependency, Walther’s Law and Entropy
0 500 1000 1500 2000 2500
-15
-10
-5
0
0 500 1000 1500 2000 2500
-15
-10
-5
0
0 500 1000 1500 2000 2500
-15
-10
-5
0
0 0.25 0.5 0.75 1 1.25 1.5 1 2 3 4 5 6 7 8 9 10 11 12 13
Lithology CodingEntropy Measure
(Caspar de Roblesdijk part
of Waddenzeedijken), NL
Courtesy “GeoDelft”
5 August 2016 22Scientific Research Papers of Amro Elfeki, PhD
Modelling Subsurface Heterogeneity by
Coupled Markov Chains: Directional
Dependency, Walther’s Law and Entropy
8 boreholes
13 boreholes
19 boreholes
Effect of conditioning on boreholes
5 August 2016 23Scientific Research Papers of Amro Elfeki, PhD
Modelling Subsurface Heterogeneity by
Coupled Markov Chains: Directional
Dependency, Walther’s Law and Entropy
The Delaware river and its
underlying aquifer system in
the vicinity of the Camden
metropolitan area, New
Jersey
Section F-F
Section A-A
5 August 2016 24Scientific Research Papers of Amro Elfeki, PhD
Modelling Subsurface Heterogeneity by
Coupled Markov Chains: Directional
Dependency, Walther’s Law and Entropy
0 2000 4000 6000 8000 10000 12000 14000 16000 18000 20000
-300
-200
-100
0
0 2000 4000 6000 8000 10000 12000 14000 16000 18000 20000
-300
-200
-100
0
0 2000 4000 6000 8000 10000 12000 14000 16000 18000 20000
-300
-200
-100
0
0 2000 4000 6000 8000 10000 12000 14000 16000 18000 20000
-300
-200
-100
0
0 2000 4000 6000 8000 10000 12000 14000 16000 18000 20000
-300
-200
-100
0
0 2000 4000 6000 8000 10000 12000 14000 16000 18000 20000
-300
-200
-100
0
a
b
c
d
e
f
0 2000 4000 6000 8000 10000 12000 14000 16000 18000 20000
-300
-200
-100
0
0 2000 4000 6000 8000 10000 12000 14000 16000 18000 20000
-300
-200
-100
0
0 2000 4000 6000 8000 10000 12000 14000 16000 18000 20000
-300
-200
-100
0
0 2000 4000 6000 8000 10000 12000 14000 16000 18000 20000
-300
-200
-100
0
p = 0.603
p = 0.699
p = 0.801
p = 0.908
0
0.25
0.5
0.75
1
1.25
1.5
1.75
0 2000 4000 6000 8000 10000 12000 14000 16000 18000 20000
-300
-200
-100
0
p = 0.986
1
2
3
4
5
6
7
ii
ii
ii
ii
ii
5 August 2016 25Scientific Research Papers of Amro Elfeki, PhD
1- 0.001
( -2)
h
h ii
ij
p
p
n
 
  
 
where the value 0.001 is the
transition probability from
any state to the artificial state
8 for i=1,...,7 and therefore,
88 0.993h
p 
Diagonal Dominancy of The
Horizontal Transition
Probability Matrix
Modelling Subsurface Heterogeneity by
Coupled Markov Chains: Directional
Dependency, Walther’s Law and Entropy
5 August 2016 26Scientific Research Papers of Amro Elfeki, PhD
Comparison of
Various Coupled
Markov Chain Models:
FCMC
BCMC
FBCMC
Modelling Subsurface Heterogeneity by
Coupled Markov Chains: Directional
Dependency, Walther’s Law and Entropy
5 August 2016 27Scientific Research Papers of Amro Elfeki, PhD
Comparison of
Various Coupled
Markov Chain Models:
FCMC
BCMC
FBCMC
Modelling Subsurface Heterogeneity by
Coupled Markov Chains: Directional
Dependency, Walther’s Law and Entropy
5 August 2016 28Scientific Research Papers of Amro Elfeki, PhD
Application of Walther’s Law
Lithologies that are observed in the vertical depositional
sequences must also be deposited in adjacent transects at
another scale [Middleton, 1973 referenced by Parks, et al.
2000].
This law can be interpreted as: the observed variability in
the boreholes at a certain scale (e.g., in the order of cm to
m) in the boreholes must be present in the horizontal
direction at a larger scale (e.g., in the order of 10 m to km).
Modelling Subsurface Heterogeneity by
Coupled Markov Chains: Directional
Dependency, Walther’s Law and Entropy
5 August 2016 29Scientific Research Papers of Amro Elfeki, PhD
The scale ratio, which we call
Walther’s constant, is a key issue
in subsurface characterization.
In the case studies given in this
paper we investigated this issue at
three different sites.
0 4000 8000 12000 16000
Overall Horizontal Field Scale (meters)
0
0.01
0.02
0.03
0.04
dy/dx
Afsluitdijk- Lemmer (Netherlands)
Afsluitdijk Caspar de Roblesdijk (Netherlands)
Delaware River Aquifer (Longitudinal-Section), USA
Delaware River Aquifer (Cross-Section),USA
MADE site at Columbus, Mississippi [Elfeki and Rajabiani, 2002]
Modelling Subsurface Heterogeneity by
Coupled Markov Chains: Directional
Dependency, Walther’s Law and Entropy
 Conclusions:
1. Entropy maps are good tools to indicate places where high
uncertainty is present, so can be used for designing sampling
networks to reduce uncertainty at these locations.
2. Symmetric and diagonally dominant horizontal transition
probabilities with proper sampling interval show plausible results
(fits with geologists prediction) in terms of delineation of subsurface
heterogeneous structures.
3. Walther’s law can be utilised with a proper sampling interval to
account for the lateral variability.
4. Finding Walther’s constant will generalize the results of this paper
for the practical applications.
5 August 2016 30Scientific Research Papers of Amro Elfeki, PhD
Characterization of Subsurface
Heterogeneity (cont.)
5 August 2016 31Scientific Research Papers of Amro Elfeki, PhD
Characterization of Subsurface
Heterogeneity (cont.)
5 August 2016 32Scientific Research Papers of Amro Elfeki, PhD
Characterization of Subsurface Heterogeneity:
Integration of Soft and Hard Information Using Multi-
Dimensional Coupled Markov Chain Approach
Background:
 This was a project proposal which has been granted for two and a half
years from the Dutch Science Foundation for a postdoc position at TU-
Delft.

 Eungyu Park was the post doc researcher working under the supervision
of Prof. Dekking and myself at TU-Delft, the Netherlands.
Objective:
 The project was an extension of the Methodology of Elfeki and Dekking
(2001) to 3D and solving the scientific and technical questions that would
appear due to this extension.
5 August 2016 33Scientific Research Papers of Amro Elfeki, PhD
Characterization of Subsurface Heterogeneity:
Integration of Soft and Hard Information Using Multi-
Dimensional Coupled Markov Chain Approach
5 August 2016 34Scientific Research Papers of Amro Elfeki, PhD
If the future in both directions x and y are given (Elfeki and Dekking, 2001)
, 1, , 1 , ,
( ) ( )
( ) ( )
Pr( | , , , )
, 1,... .
y x
x x x y y y
x x x y y y
i j k i j l i j m i N p N j q
h h N i h h N j
lk kq mk kp
h h N i h h N j
lf fq mf fp
f
Z S Z S Z S Z S Z S
p p p p
k n
p p p p
 
 
 
     


2D CMC Theory Conditioned
on Future States x-chain
Characterization of Subsurface Heterogeneity:
Integration of Soft and Hard Information Using Multi-
Dimensional Coupled Markov Chain Approach
5 August 2016 35Scientific Research Papers of Amro Elfeki, PhD
x-chain
z-chain
y
x
z
3D CMC Theory
Characterization of Subsurface Heterogeneity:
Integration of Soft and Hard Information Using Multi-
Dimensional Coupled Markov Chain Approach
5 August 2016 36Scientific Research Papers of Amro Elfeki, PhD
 Likewise
 
   
 
, , 1, , , 1, , , 1 , , , ,
, , 1, , , , , , , 1, , ,
, , , , 1
( )
( 1)
Pr , , , ,
Pr , Pr ,
Pr
x y
x y
x
x
i j k o i j k l i j k m i j k n N j k p i N k q
i j k o i j k l N j k p i j k o i j k m i N k q
i j k o i j k n
hx N ihx hy
lo op mo
hx N i
lp
Z S Z S Z S Z S Z S Z S
C Z S Z S Z S Z S Z S Z S
Z S Z S
p p p
C
p
  
 


 
      
       
   

( )
( 1)
y
y
hy N j
oq v
nohy N j
mq
p
p
p

 
where 1( )( )
( 1)( 1)
yx
yx
hy N jhx N ihx hy v
lr mr nr rp rq
hy N jhx N i
r lp mq
p p p p p
C
p p

  
 
   
 
 

Characterization of Subsurface Heterogeneity:
Integration of Soft and Hard Information Using Multi-
Dimensional Coupled Markov Chain Approach
5 August 2016 37Scientific Research Papers of Amro Elfeki, PhD
Active Conditioning
Use the tolerance angle along
scanning and perpendicular to
scanning direction
x
y
Characterization of Subsurface Heterogeneity:
Integration of Soft and Hard Information Using Multi-
Dimensional Coupled Markov Chain Approach
5 August 2016 Scientific Research Papers of Amro Elfeki, PhD 38
Algorithm
1. Discretizing domain
2. Saving conditioning data
3. Deriving transition probabilities
4. Applying 1-, 2-, and 3D
equations to the domain
5. Generate equally probable
single realizations
6. Repeat step 1 through 5, if
multiple realization are desired
7. Do Monte Carlo analysis if
desired using equally probable
multiple realizations generated
from step 6
Characterization of Subsurface Heterogeneity:
Integration of Soft and Hard Information Using Multi-
Dimensional Coupled Markov Chain Approach
5 August 2016 Scientific Research Papers of Amro Elfeki, PhD 39
 The theory of 3D
Coupled Markov
Chain Model (3D
CMC) is developed
and programmed
under MATLAB
environment
Characterization of Subsurface Heterogeneity:
Integration of Soft and Hard Information Using Multi-
Dimensional Coupled Markov Chain Approach
5 August 2016 Scientific Research Papers of Amro Elfeki, PhD 40
Characterization of Subsurface Heterogeneity:
Integration of Soft and Hard Information Using Multi-
Dimensional Coupled Markov Chain Approach
5 August 2016 Scientific Research Papers of Amro Elfeki, PhD 41
3D Ensemble Indicator Function of
Lithology 3
Characterization of Subsurface Heterogeneity:
Integration of Soft and Hard Information Using Multi-
Dimensional Coupled Markov Chain Approach
5 August 2016 Scientific Research Papers of Amro Elfeki, PhD 42
10 %
90 %
50 %
Statistical Mapping of 3D Ensemble
Indicator Function of Lithology 2
Characterization of Subsurface Heterogeneity:
Integration of Soft and Hard Information Using Multi-
Dimensional Coupled Markov Chain Approach
Conclusions:
 3D Coupled Markov Chain (3D CMC) is
developed through this study.
 Efficient way of utilization of the horizontal
data is added to 2D CMC.
5 August 2016 Scientific Research Papers of Amro Elfeki, PhD 43
Main Research Interest
 Characterization of Subsurface Heterogeneity.
 Groundwater Flow and Contaminant Transport in
Aquifers.
 Soil-Contaminant Interaction in Porous Media.
 Reduction of Uncertainty in Geological
Formations, Groundwater Flow and Transport
Models.
 Design of Groundwater Monitoring System at
Landfill Sites.
5 August 2016 44Scientific Research Papers of Amro Elfeki, PhD
Groundwater Flow and Contaminant
Transport in Aquifers
 Elfeki, A. M. (2003). Transient Groundwater Flow in Heterogeneous
Geological Formations. Mansoura University Engineering Journal
(MEJ), Vol. 28, no. 1, pp. c58-c67.
 Elfeki, A.M.M., Uffink, G.J.M., Lebreton, S. (2007). Simulation of Solute
Transport under Oscillating Groundwater Flow in Homogeneous Aquifers,
Journal of Hydraulic Research, Vol. 45 (2), pp. 254-260.
 Elfeki, A.M. (2006). Steady Groundwater Flow Simulation Towards Ains in
a Heterogeneous Subsurface. Accepted for publication at the Forth
International Conference on Ains, Water Recources Center at King
Abdulaziz University, Jeddah, Saudi Arabia in Coorperation with
UNESCO, April 2006.

5 August 2016 45Scientific Research Papers of Amro Elfeki, PhD
Groundwater Flow and Contaminant
Transport in Aquifers
5 August 2016 46Scientific Research Papers of Amro Elfeki, PhD
Transient Groundwater Flow in
Heterogeneous Geological Formations.
5 August 2016 47Scientific Research Papers of Amro Elfeki, PhD
 Background:
This paper is carried out under
TU-Delft project called “ Transient
processes in geohydrology and
hydraulic engineering”.
responsible for theme 3:
Analysis of Transient Flow
Through Porous Sediments at
Different Levels of Aggregation.
 The objective :
To study the effect of transient
boundary conditions on the
flow behavior in heterogeneous
Aquifers via developing a
numerical model.
Transient Groundwater Flow in
Heterogeneous Geological Formations.
( , ) ( , )
( , , )
( , , ) ( , )
( , , )
( , , ) ( , )
x
y
S T x y T x y
t x x y y
x y t
q x y t T x y
x
x y t
q x y t T x y
y
      
    
       

 


 

5 August 2016 48Scientific Research Papers of Amro Elfeki, PhD
water
-ΔV
S=
ΔA.Δh
Transient Groundwater Flow in
Heterogeneous Geological Formations.
Finite difference formulation of the flow equation :
Implicit scheme :
1 1 1 1 1
, ,1, , 1 1, , 1ij ij ij ij ij ij
k k k k k k
i j i ji j i j i j i j
F h A h B h C h D h E h    
   
    
Solution by an iterative scheme : the conjugate gradient
method h(x,y,t)
5 August 2016 49Scientific Research Papers of Amro Elfeki, PhD
Transient Groundwater Flow in
Heterogeneous Geological Formations.
• Groundwater head :
• Darcy’s velocities :
0 50 100 150 200 250 300
-40
-20
0
Velocity field at a time t
5 August 2016 50Scientific Research Papers of Amro Elfeki, PhD
Transient Groundwater Flow in
Heterogeneous Geological Formations.
5 August 2016 51Scientific Research Papers of Amro Elfeki, PhD
Homogeneous Aquifer:
With a compound signal
in water level at RH side:
-Water Table fluctuations
are in phase.
-Velocity fluctuations are
out of phase.
-Delay response at
high value of S.
-Smearing out of the small
scale variability at high values of
S.
Transient Groundwater Flow in
Heterogeneous Geological Formations.
5 August 2016 52Scientific Research Papers of Amro Elfeki, PhD
Heterogeneous Aquifer: Sudden drop of water level at RH side
Transient Groundwater Flow in
Heterogeneous Geological Formations.
0 5 10 15 20 25
Time (days)
-0.02
0.00
0.02
0.04
0.06
0.08
LongitudinalComponentofDarcy'sVelocity
Response(m/day)
Storage Coefficient
S = 0.1
S = 0.01
S = 0.001
S = 0.0001
0 5 10 15 20 25
Time (days)
-0.60
-0.40
-0.20
0.00
0.20
LateralComponentofDarcy'sVelocity
Response(m/day)
Storage Coefficient
S = 0.1
S = 0.01
S = 0.001
S = 0.0001
0 5 10 15 20 25
Time (days)
8
12
16
20
24
28
HydraulicHeadResponse(m)
Storage Coefficient
S = 0.1
S = 0.01
S=0.001
S = 0.0001
0 5 10 15 20 25
Time (days)
-10
0
10
20
30
InputHeadSignalatRightBoundary(m)
5 August 2016 53Scientific Research Papers of Amro Elfeki, PhD
Heterogeneous Aquifer:
With a compound signal
in water level at RH side
- Water Table fluctuations are in phase.
- Long. Velocity fluctuations are out of
phase, while trans. Velocity are in phase.
- Delay response at high value of S.
-Smearing out of the small scale variability
at high values of S.
Transient Groundwater Flow in
Heterogeneous Geological Formations.
5 August 2016 54Scientific Research Papers of Amro Elfeki, PhD
 Conclusions:
Groundwater Flow and Contaminant
Transport ...(cont.)
5 August 2016 55Scientific Research Papers of Amro Elfeki, PhD
Simulation of Solute Transport under Oscillating
Groundwater Flow in Homogeneous Aquifers
• confined aquifer
• upstream water level constant
• downstream water level variable
• constant thickness
• constant hydraulic conductivity K
over the depth
• constant specific storage SS
over the depth
• aquifer modelled in a 2D
horizontal plane
The goal of the study :
investigate the impact of oscillating flow conditions on solute transport
in homogeneous aquifers
5 August 2016 56Scientific Research Papers of Amro Elfeki, PhD
Simulation of Solute Transport under Oscillating
Groundwater Flow in Homogeneous Aquifers
 Scope of the study :
 injection of inert solutes,
 2D homogeneous aquifer,
 periodical fluctuations at the downstream boundary with a
specified,
 amplitude and period,
 instantaneous injection.
5 August 2016 57Scientific Research Papers of Amro Elfeki, PhD
Simulation of Solute Transport under Oscillating
Groundwater Flow in Homogeneous Aquifers
5 August 2016 58Scientific Research Papers of Amro Elfeki, PhD
Governing equation
of the flow:
   
   
 , , , , , ,
, ,xx yy
h x y t h x y t h x y t
S x y x yT Tt x x y y
   
   
   
   
   
   
    
    
Principle of the finite difference method :
• discretization in space
• discretization in time
where h hydraulic conductivity
S the storativity or storage coefficient
T=Kb the transmissivity
0
( , , ) 0 , (no-flow condition)
(0, , )
( , , ) ( )
h x y t for x y
n
h y t h
h d y t h t



   



Flow Model:
Simulation of Solute Transport under Oscillating
Groundwater Flow in Homogeneous Aquifers
5 August 2016 59Scientific Research Papers of Amro Elfeki, PhD
Transport Model:
Simulation of Solute Transport under Oscillating
Groundwater Flow in Homogeneous Aquifers
5 August 2016 60Scientific Research Papers of Amro Elfeki, PhD
Random Walk
Equations:
Simulation of Solute Transport under Oscillating
Groundwater Flow in Homogeneous Aquifers
5 August 2016 61Scientific Research Papers of Amro Elfeki, PhD
Transport Simulation by Random Walk Particles Method
Simulation of Solute Transport under Oscillating
Groundwater Flow in Homogeneous Aquifers
5 August 2016 62Scientific Research Papers of Amro Elfeki, PhD
Fluctuating water
level at the
downstream
boundary :
 
   
         
         
         
         
0
2
]
,
cosh / -cos /
cos sinh / cos / sinh / cos /
-sin cosh / sin / sinh / cos /
sin sinh / cos / cosh / sin /
cos cosh / sin / cosh / sin /
h
h x t
d l d l
t x l x l d l d l
t x l x l d l d l
t x l x l d l d l
t x l x l d l d l






 


with
l is the penetration length
• Upstream water level: 0 m
Downstream level : 5 cos(2πt/10)
• Aquifer characteristics:
length d=200m
Storativity S=0.01
Simulation of Solute Transport under Oscillating
Groundwater Flow in Homogeneous Aquifers
5 August 2016 63Scientific Research Papers of Amro Elfeki, PhD
Aquifer response to periodic forcing :
At the downstream boundary :
h(t)=5 cos( 2πt/10)
Simulation of Solute Transport under Oscillating
Groundwater Flow in Homogeneous Aquifers
5 August 2016 64Scientific Research Papers of Amro Elfeki, PhD
Head profiles along the aquifer length. The downstream water level is a cosine function with an
amplitude of 5m and with different periods: 1, 5, 10 days. The length of the aquifer is 300m, the
storativity S=0.01.
Simulation of Solute Transport under Oscillating
Groundwater Flow in Homogeneous Aquifers
5 August 2016 65Scientific Research Papers of Amro Elfeki, PhD
Influence of
Storativity:
For high storativity : -
small amplitude
- delay of the
response
- high variations
of the velocity
near the
downstream
boundary
Simulation of Solute Transport under Oscillating
Groundwater Flow in Homogeneous Aquifers
5 August 2016 66Scientific Research Papers of Amro Elfeki, PhD
This study has
confirmed the
decrease in the
longitudinal
dispersivity that
is observed in
the field by
Kinzelbach and
Ackerer (1986)
due to temporal
variation
Simulation of Solute Transport under Oscillating
Groundwater Flow in Homogeneous Aquifers
5 August 2016 Scientific Research Papers of Amro Elfeki, PhD 67
Visual Interpretation of
the decrease of the
longitudinal dispersivity
Simulation of Solute Transport under Oscillating
Groundwater Flow in Homogeneous Aquifers
 Conclusions:
 The model provides a good representation of the hydraulic head
variations.
 The response of the aquifer to periodic fluctuations is controlled by the
ratio,
 When the penetration length l is large with respect to the length of the
aquifer d, the propagation of oscillations within the aquifer is significant.
 Transient flow conditions have an impact only if the amplitude of
oscillations is large. Otherwise, results are very close to steady state.
 Longitudinal dispersivity may decease due to temporal variation that
confirms the earlier finding by Kinzelbach and Ackerer (1986).
5 August 2016 68Scientific Research Papers of Amro Elfeki, PhD
2/ /d l Sd TP
Groundwater Flow and Contaminant
Transport ...(cont.)
 Elfeki, A.M. (2006). Steady Groundwater Flow Simulation Towards Ains in
a Heterogeneous Subsurface. Published at the Forth International
Conference on Ains, Water Recourses Center at King Abdulaziz
University, Jeddah, Saudi Arabia in Cooperation with UNESCO, April
2006.
5 August 2016 69Scientific Research Papers of Amro Elfeki, PhD
Steady Groundwater Flow Simulation Towards
Ains in a Heterogeneous Subsurface.
5 August 2016 70Scientific Research Papers of Amro Elfeki, PhD
Anis (Qanats) are underground tunnels, with a canal in the floor of the tunnel,
which carries water. The difference between the qanat and a surface canal is
that the qanat can get water from an underground aquifer.
Source:
CharYu, Oz, Jun 21, 2005
Steady Groundwater Flow Simulation Towards
Ains in a Heterogeneous Subsurface.
5 August 2016 71Scientific Research Papers of Amro Elfeki, PhD
Ain Zubidah:
Steady Groundwater Flow Simulation Towards
Ains in a Heterogeneous Subsurface.
5 August 2016 72Scientific Research Papers of Amro Elfeki, PhD
Objective: How much water will flow to Ain in the case of heterogeneous
subsurface?
Modelling Heterogeneity
(LU Decomposition Method)
)( Z,Z= Covc jiij
...),(
.....
....
...),(
),(..),(
2
1
2
2
12
121
2
2
1

















p
i
Zp
Z
Z
pZ
ZZCov
ZZCov
ZZCovZZCov




C


i
j
X
Y
0
Z
Z
sij
1
p



2 3

Steady Groundwater Flow Simulation Towards
Ains in a Heterogeneous Subsurface.
5 August 2016 73Scientific Research Papers of Amro Elfeki, PhD
0 2 4 6 8 10
Hydraulic Conductivity (m/day)
0
0.2
0.4
0.6
0.8
pdf
0 5 10 15 20 25 30 35 40 45 50
-20
-15
-10
-5
0
-1.4
-1.15
-0.9
-0.65
-0.4
-0.15
0.1
0.35
0.6
0.85
1.1
1.35
UL=C where,
L is a unique lower triangular matrix,
U is a unique upper triangular matrix, and
U is LT , i.e., U is the transpose of L.
T
21 },...,,{ p
εU=X X+μ=Z
LU-Decomposition Procedure:
Realization
of RF
of mean = 0,
Variance
Ln(K)=0.5
and Lambda
= 2 m
Steady Groundwater Flow Simulation Towards
Ains in a Heterogeneous Subsurface.
Steady Groundwater Flow Model “FLOW2AIN” :
5 August 2016 74Scientific Research Papers of Amro Elfeki, PhD
where
is the hydraulic conductivity, and
is the hydraulic head at location
( )K x
( ) x x
 . ( ) ( ) 0K  x x
Lx
Ly
B
H d
1
1
( ) ( ),
MC
k
k
=
MC 
  x x
 
22
1
1
( ) ( ) ( )
MC
k
k
=
MC


   x x x
( )k x
2
( ) x
Expected Values and Uncertainty
is the hydraulic head at location x
in the kth realization, and
represents the uncertainty in the predictions.
Steady Groundwater Flow Simulation Towards
Ains in a Heterogeneous Subsurface.
5 August 2016 75Scientific Research Papers of Amro Elfeki, PhD
Variance
Ln(K)=2.
Variance
Ln(K)=1.5
Variance
Ln(K)=.5
-1.4 -1 -0.6 -0.2 0.2 0.6 1 1.4
0 5 10 15 20 25 30 35 40 45 50
-20
-15
-10
-5
0
0 5 10 15 20 25 30 35 40 45 50
-20
-15
-10
-5
0
-4 -3 -2 -1 0 1 2 3 4
0 5 10 15 20 25 30 35 40 45 50
-20
-15
-10
-5
0
0 5 10 15 20 25 30 35 40 45 50
-20
-15
-10
-5
0
0 5 10 15 20 25 30 35 40 45 50
-20
-15
-10
-5
0
0 5 10 15 20 25 30 35 40 45 50
-20
-15
-10
-5
0
0 5 10 15 20 25 30 35 40 45 50
-20
-15
-10
-5
0
0 5 10 15 20 25 30 35 40 45 50
-20
-15
-10
-5
0
0 5 10 15 20 25 30 35 40 45 50
-20
-15
-10
-5
0
0 5 10 15 20 25 30 35 40 45 50
-20
-15
-10
-5
0
-6-5-4-3-2-1 0 1 2 3 4 5 6
0 5 10 15 20 25 30 35 40 45 50
-20
-15
-10
-5
0
0 5 10 15 20 25 30 35 40 45 50
-20
-15
-10
-5
0
Ln (K) variability
2
( ) x 1
1
( ) ( ),
MC
k
k
=
MC 
  x x
Hydraulic Head Statistics (Expected value and Uncertainty):
Steady Groundwater Flow Simulation Towards
Ains in a Heterogeneous Subsurface.
5 August 2016 76Scientific Research Papers of Amro Elfeki, PhD
Lx
Ly
B
H d
Hydraulic Head Uncertainty Profile:
Steady Groundwater Flow Simulation Towards
Ains in a Heterogeneous Subsurface.
5 August 2016 77Scientific Research Papers of Amro Elfeki, PhD
0 0.4 0.8 1.2 1.6 2
Variance of Ln(K)
-5
0
5
10
15
20
25
ExpectedFluxtoAin(m^3/day/m'),VarianceinFlux
Expected Flux to Ain
Variance of Flux to Ain
CV of Expected Flux
0 1 2 3 4 5
Hydraulic Conductivity (m/day)
0
0.4
0.8
1.2
1.6
pdf
0 4 8 12 16 20
Hydraulic Conductivity (m/day)
0
0.2
0.4
0.6
0.8
pdf
0 0.4 0.8 1.2 1.6 2
Variance of Ln(K)
0
4
8
12
FluxtoAin(m^3/day/m')
Expected Flux to Ain
Upper Limit: E(Q)+Q
Lower Limit: E(Q)-Q
Flux to Ain Statistics
(Expected Value and Uncertainty):
Steady Groundwater Flow Simulation Towards
Ains in a Heterogeneous Subsurface.
 Conclusions:
 FLOW2AIN has been developed to study the influence of subsurface
heterogeneity on hydraulic head and water flux to Ains.
 Increasing heterogeneity of the hydraulic conductivity leads to an increase
in the hydraulic head uncertainty.
 Increasing heterogeneity leads to an increase in the expected water
discharge to Ain. This reflects the Log-normal distribution of K.
 For Ln(K) Less than 1.5 the uncertainty is relatively low, however, it
increases drastically over this value.
5 August 2016 78Scientific Research Papers of Amro Elfeki, PhD
Main Research Interest
 Characterization of Subsurface Heterogeneity.
 Groundwater Flow and Contaminant Transport in
Aquifers.
 Soil-Contaminant Interaction in Porous Media.
 Reduction of Uncertainty in Geological
Formations, Groundwater Flow and Transport
Models.
 Design of Groundwater Monitoring System at
Landfill Sites.
5 August 2016 79Scientific Research Papers of Amro Elfeki, PhD
Soil-Contaminant Interaction in
Porous Media.
 Elfeki, A.M.M. (2007). Modelling Kinetic Adsorption in Porous
Media by Two-State Random Walk Particle Method.
Journal of King Abdulaziz University, Meteorology, Environment
and Arid Land Agriculture Sciences, vol. 18 (1) pp.61-74.
5 August 2016 80Scientific Research Papers of Amro Elfeki, PhD
Modeling Kinetic Adsorption in Porous Media
by Two-State Random Walk Particle Method.
5 August 2016 81Scientific Research Papers of Amro Elfeki, PhD
Modeling Kinetic Adsorption In Porous Media by a Two-State
Random Walk Particle Method
Amro Mohamed Mahmoud Elfeki
Department of Hydrology and Water Resources Management,
Faculty of Meteorology, Environment and Arid Land Agriculture,
King Abdulaziz University, Jeddah, Saudi Arabia.
E-mail: elfeki_amr@yahoo.co.uk,
Modeling Kinetic Adsorption in Porous Media
by Two-State Random Walk Particle Method.
Background:
DIOC project TU-Delft: “Transient
processes under chemically
interactive porous sediments”
Plume shape and its concentration
distribution is due to:
-Heterogeneity of the medium.
- Soil-Contaminant Interaction
“Reactivity” [Linear or Non-linear].
- Transient Conditions.
5 August 2016 82Scientific Research Papers of Amro Elfeki, PhD
Comparison between Reactive and Non-
Reactive Plumes from the Cape Cod Site,
Massachusetts [LeBlanc et al., 1991] .
Modeling Kinetic Adsorption in Porous Media
by Two-State Random Walk Particle Method.
5 August 2016 83Scientific Research Papers of Amro Elfeki, PhD
Table 1. Comparison between Reactive and Non-Reactive Plumes
from the Cape Cod Site.
Feature
Non-reactive Reactive
Degree of dilution Less diluted More diluted
Location peak
concentration
In the middle of the
plume
In the advancing edge
Plume width Wide Thin
Retardation Not retarded Retarded
Symmetry in the flow
direction
Relatively symmetrical Non-symmetrical
(negatively skewed)
vertically averaged concentration of the
tracers (Bromid, Lithium and Molybdate).
Goal: devolvement of a simple stochastic model for
kinetic adsorption that is based on a two-state
random walk particle method where sorption de-
sorption mechanisms are characterized by a two
state Markov chain to model the exchange
between the particle states.
Modeling Kinetic Adsorption in Porous Media
by Two-State Random Walk Particle Method.
5 August 2016 84Scientific Research Papers of Amro Elfeki, PhD
where C is the aqueous concentration (mobile) at time t, S is the
adsorbed mass of chemical constituent on a unit mass of solid part
of the porous medium (immobile) at time t, is the bulk mass density
of the porous medium, ε is the effective porosity, and Vx is the
Eulerian velocity field in x direction defined as follows [Bear, 1972]:
2 2
, ,2 2
b
d xx d yyx
C S C C C
V D D
t t x x y
     
     
      
x
K
= -V 


where, K is the homogenous isotropic hydraulic conductivity, is the hydraulic gradient
Dd,xx, and Dd,yy are components of pore scale (micro-level) dispersion coefficients [Bear,
1972]:
, ,| |, | |d xx d yyl tV VD D  


Model Equation in a Continuous Form (Kinetic Adsorption):
ka, and kd are
adsorption
desorption
coefficients.
b b
a d
S
k C k S
t
    
    
     
Modeling Kinetic Adsorption in Porous Media
by Two-State Random Walk Particle Method.
5 August 2016 85Scientific Research Papers of Amro Elfeki, PhD
for mobile paricles: ( ) ( ) ( ( ), ( )). . 2 ( ( ), ( )).
( ) ( ) 2 ( ( ), ( )).
p p p p p px l x
p p p pt x
t t t t t t Z V t t tVX X X Y X Y
t t t Z V t t tY Y X Y
      
    
( ) ( )for immobile particles: X
( ) ( )
pp
p p
t t tX
t t tY Y
  
  
where, (Xp(t), Yp(t)) are the x and y coordinates of a particle at time t, (Xp(t+Δt),
Yp(t+Δt)) are the x and y coordinates of a particle at time t+Δt, Δt is the time step
of calculations, Z, Z´ are two independent random numbers drawn from normal
distribution with zero mean and unit variance.
1
, , and ,
1
lk
i m
i a a
p l i m k i m
m b b
 
    
Simulation of Kinetic Adsorption by
Markov Chain RWPM:
lkp
is the transition probability to change between
state l (mobile m or immobile i ) and state k
(mobile m or immobile i ).
lkp
Modeling Kinetic Adsorption in Porous Media
by Two-State Random Walk Particle Method.
0102030405060708090100
-30
-20
-10
0
0102030405060708090100
-30
-20
-10
0
0102030405060708090100
-30
-20
-10
0
0102030405060708090100
-30
-20
-10
0
0102030405060708090100
-30
-20
-10
0
0102030405060708090100
-30
-20
-10
0
A
B
C
D
E
F
.
00.1110
1
1
lk
i m
i a a
p
m b b
 
   
5 August 2016 86Scientific Research Papers of Amro Elfeki, PhD
Case (A) No-adsorption a= 1.0 , b= 0.0
Case (B) Highly adsorbed
medium
a= 0.1, b=0.9
Case (C) Moderate kinetic
reaction
a= 0.5, b=0.5
Case (D) Very slow kinetic
reaction
a= 0.1, b=0.1
Case (E) Fast kinetic
reaction
a= 0.9, b= 0.9
Case (F) Poorly adsorbed
medium
a= 0.9, b=0.1
Modeling Kinetic Adsorption in Porous Media
by Two-State Random Walk Particle Method.
0102030405060708090100
-30
-20
-10
0
0102030405060708090100
-30
-20
-10
0
0102030405060708090100
-30
-20
-10
0
0102030405060708090100
-30
-20
-10
0
0102030405060708090100
-30
-20
-10
0
0102030405060708090100
-30
-20
-10
0
A
B
C
D
E
F
.
00.1110
Case a b
A 1.0 0.0
B 0.1 0.9
C 0.5 0.5
D 0.1 0.1
E 0.9 0.9
F 0.9 0.1
5 August 2016 87Scientific Research Papers of Amro Elfeki, PhD
.
Xc (t)
txx
yy t
(Xo,Yo)
Modeling Kinetic Adsorption in Porous Media
by Two-State Random Walk Particle Method.
5 August 2016 88Scientific Research Papers of Amro Elfeki, PhD
0 10 20 30 40 50 60 70 80 90 100
-30
-20
-10
0
0 10 20 30 40 50 60 70 80 90 100
-30
-20
-10
0
0 10 20 30 40 50 60 70 80 90 100
-30
-20
-10
0
A
B
C
.
0 0.1 1 10
0 10 20 30 40 50 60 70 80 90 100
-30
-20
-10
0
0 10 20 30 40 50 60 70 80 90 100
-30
-20
-10
0
0 10 20 30 40 50 60 70 80 90 100
-30
-20
-10
0
D
E
F
0 10 20 30 40 50 60 70 80 90 100
-30
-20
-10
0
0 10 20 30 40 50 60 70 80 90 100
-30
-20
-10
0
0 10 20 30 40 50 60 70 80 90 100
-30
-20
-10
0
0 10 20 30 40 50 60 70 80 90 100
-30
-20
-10
0
0 10 20 30 40 50 60 70 80 90 100
-30
-20
-10
0
0 10 20 30 40 50 60 70 80 90 100
-30
-20
-10
0
.
( , ,0) ( ) ( )m ow M
C x y x y
H
  

m
a
w
a b


Comparison with Fundamental Analytical
Solution
( , , ) 0C t  
 
2
2-
-/( ).
( , , ) exp -
4 44 4
x
o
om o
x xx x
l tl t
Vx tX
yHw M R Y
C x y t
V VV V t tt t
R RR R
   
        
                             
1
b
R
a
 
2
2
( )
( ) 2
( ) 2
x
c o
l x
xx
t x
yy
V
t tX X
R
V
t t
R
V
t t
R
 




Modeling Kinetic Adsorption in Porous Media
by Two-State Random Walk Particle Method.
5 August 2016 89Scientific Research Papers of Amro Elfeki, PhD
1. The stochastic model, developed in this study to address sorption desorption
mechanisims, is capable of handling linear kinetics in a fundamental way rather
than of considering a retardation factor in the modeling process.
2. A computer code (called ADS_2D) has been developed to perform numerical
adsorption experiments. The experiments show that adsorption which is
characterized by slow kinetics can not adequately be modeled using retardation
factor.
3. The analytical solution deviates from the numerical solution particularly the
spreading. This is due to the fact that the analytical solution does not take into
account the extra dispersion due to the kinetic reaction.
4. Some features of the slow kinetics which appeared in our simulations (thin
elongated plumes) mimics the Lithium plume in Figure 1 (middle), however, the
peak concentration is located in the Lithium plume front. This can be due non-
linearity. This point will be considered in future studies using Markov chains with
capacity.
Conclusions
Main Research Interest
 Characterization of Subsurface Heterogeneity.
 Groundwater Flow and Contaminant Transport in
Aquifers.
 Soil-Contaminant Interaction in Porous Media.
 Reduction of Uncertainty in Geological
Formations, Groundwater Flow and Transport
Models.
 Design of Groundwater Monitoring System at
Landfill Sites.
5 August 2016 90Scientific Research Papers of Amro Elfeki, PhD
Reduction of Uncertainty in Geological
Formations, Groundwater Flow and Transport
Models
 Elfeki, A. M. (2006). Reducing Concentration
Uncertainty Using the Coupled Markov Chain Approach.
Journal of Hydrology vol. 317, pp 1-16.
 Elfeki, A. M. (2006). Prediction of Contaminant Plumes
(Shapes, Spatial Moments and Macro-dispersion) in
Aquifers with insufficient Geological Information.
Journal of Hydraulic Research, vol. 44 (6), pp 841-
856.
5 August 2016 91Scientific Research Papers of Amro Elfeki, PhD
Reduction of Uncertainty in Geological
Formations, Groundwater Flow and Transport
Models (cont.)
5 August 2016 92Scientific Research Papers of Amro Elfeki, PhD
Reducing Concentration Uncertainty Using
the Coupled Markov Chain Approach.
 Motivation of this research:
 Test the applicability of CMC model on field data at many sites.
 Incorporating CMC model in flow and transport models to study
uncertainty in concentration fields.
 Deviate from the literature:
 - Non-Gaussian stochastic fields: (Markovian fields),
 - Statistically heterogeneous fields, and
 - Non-uniformity of the flow field (in the mean) due to
 boundary conditions.
5 August 2016 93Scientific Research Papers of Amro Elfeki, PhD
Reducing Concentration Uncertainty Using
the Coupled Markov Chain Approach.
 Classification of Uncertainty:
 -Conceptual Model Uncertainty:
 Darcy’s and Fick’s Laws.
 Geological Uncertainty:
 Connectivity and dis-connectivity
 of the layers, geological sequence,
 boundaries between geological units.
 Parameter Uncertainty:
 K, porosity.
 Hydro-geological Uncertainty:
 Constant head boundaries,
 impermeable boundaries,
 Plume boundaries, source area
boundaries.
5 August 2016 94Scientific Research Papers of Amro Elfeki, PhD
0 50 100 150 200 250
Horizontal Distance between Wells (m)
-50
0
Depth(m)
Well 1 Well 2
? K(x,y,z)?
(x,y,z)?
C(x,y,z)?
H=?
H=?
?
?
??
? ?
?
?
?
Reducing Concentration Uncertainty Using
the Coupled Markov Chain Approach.
5 August 2016 95Scientific Research Papers of Amro Elfeki, PhD
- The uncertainty due to the
lack of information about
the subsurface structure
which is known only at
sparse sampled locations.
- The erratic nature of
the subsurface
parameters observed
at field scale.
Why Addressing Uncertainty by
Stochastic Approach?
Reducing Concentration Uncertainty Using
the Coupled Markov Chain Approach.
5 August 2016 96Scientific Research Papers of Amro Elfeki, PhD
1 2 3 4
0 50 100 150 200 250 300
-50
0
0 50 100 150 200 250 300
-50
0
time = 1600 days
0 50 100 150 200 250 300
-50
0
0 50 100 150 200 250 300
-50
0
0 50 100 150 200 250 300
-50
0
0 50 100 150 200 250 300
-40
-20
0
0 50 100 150 200 250 300
-40
-20
0
Geology is Certain and Parameters are Uncertain
Geology is Uncertain and Parameters are Certain
0 0.01 0.1 1
C
C
actualC
C
C
Elfeki, Uffink and Barends, 1998
Geological Uncertainty:
Geological configuration.
Parameter Uncertainty:
Conductivity value of each unit.
Reducing Concentration Uncertainty Using
the Coupled Markov Chain Approach.
5 August 2016 97Scientific Research Papers of Amro Elfeki, PhD
Study Area
The Schelluinen study area is located in the central
Rhine-Meuse delta in the Netherlands. Figure 1
shows the geological cross-section, interpreted by
geologists based on drillings made at 20 m apart (for
details see Bierkens, 1994 and Bierkens, 1996, and
Weerts, 1996). Augured drillings are used to describe
the vertical sequence of the confining layers at
boreholes. In addition to these drillings, a few
measurements of hydraulic conductivity and porosity
are performed on sediment cores. Merging soft
geological information with a few hard hydraulic data
yields estimation for the hydraulic properties of the
entire confining layer at the scale of interest. A total
number of 750 borings are available at a depth of 2 –
2.5 m below the surface
Reducing Concentration Uncertainty Using
the Coupled Markov Chain Approach.
Soil
Coding
Soil description
1 Channel deposits (sand)
2 Natural levee deposits (fine sand, sandy clay,
silty clay)
3 Crevasse splay deposits (fine sand, sandy
clay, silty clay)
4 Flood basin deposits (clay, humic clay)
5 Organic deposits (peaty clay, peat)
6 Subsoil (sand)
0 80 160 240
-10
-5
0
0 200 400 600 800 1000 1200 1400 1600
-10
-5
0
1 2 3 4 5 6
Data from Bierkens, 1994
5 August 2016 98Scientific Research Papers of Amro Elfeki, PhD
Reducing Concentration Uncertainty Using
the Coupled Markov Chain Approach.
Soil Properties at the core scale from Bierkens, 1996 .
Soil
Coding
Soil type Wi
6 Fine & loamy
sand
0.12 0.60 1.76 4.40 0.09
5 Peat 0.39 -2.00 1.7 0.30 2.99
3 Sand & silty clay 0.19 -4.97 3.49 0.1 5.86
4 Clay & humic
clay
0.30 -7.00 2.49 0.01 10.1
2
( )iLog K( )iLog K ( / )iK m day 2
iK
5 August 2016 99Scientific Research Papers of Amro Elfeki, PhD
Reducing Concentration Uncertainty Using
the Coupled Markov Chain Approach.
5 August 2016 100Scientific Research Papers of Amro Elfeki, PhD
Application of SIS at the
Site
Geological
Section
Deterministic
and
Stochastic
Zones
In
SIS Model
Bierkens, 1996
Reducing Concentration Uncertainty Using
the Coupled Markov Chain Approach.
5 August 2016 101Scientific Research Papers of Amro Elfeki, PhD
0 200 400 600 800 1000 1200 1400 1600
-10
-5
0
Conditioning on half of the
drillings
SIS Model
Simulation
CMC Model
Simulation
Geological
Section
Reducing Concentration Uncertainty Using
the Coupled Markov Chain Approach.
( , ) ( , ) 0
( , )
( , )
x
y
K x y K x y
x x y y
K x yV
x
K x yV
y
  
  
  
   
    
   



















Contaminant Source
Plume at Time, t
Impermeable boundary
Impermeable boundary
is the hydraulic head,
Vx and Vy are pore velocities,
is the hydraulic conductivity, and
is the effective porosity.
Hydrodynamic Condition:
Non-uniform Flow in the Mean
due to Boundary Conditions.

( , )K x y

5 August 2016 102Scientific Research Papers of Amro Elfeki, PhD
Reducing Concentration Uncertainty Using
the Coupled Markov Chain Approach.
Governing equation of solute transport :
C is concentration
Vx and Vy are pore velocities, and
Dxx , Dyy , Dxy , Dyx are pore-scale dispersion coefficients
x y xx xy yx yy
C C C C C C CV V D D D D
t x y x x y y x y
   
   
   
   
   
             
        
* - i j
mij ijL L T
VV
D V D
V
   
       
     
*mD
ij L

T

is effective molecular diffusion,
is delta function,
is longitudinal dispersivity, and
is lateral dispersivity.
5 August 2016 103Scientific Research Papers of Amro Elfeki, PhD
Reducing Concentration Uncertainty Using
the Coupled Markov Chain Approach.
5 August 2016 104Scientific Research Papers of Amro Elfeki, PhD
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0
0.1
1
10
3 4
Lithology Coding
6 5
T= 82 years
# drillings
2
3
5
9
25
31
Reducing Concentration Uncertainty Using
the Coupled Markov Chain Approach.
5 August 2016 105Scientific Research Papers of Amro Elfeki, PhD
0 4 8 12 16 20 24 28 32
No. of Conditioning Boreholes
0
40
80
120
160
200
240
PeakConcentration(mg/lit)
Single Realization Cmax (t = 34.2 Years)
Single Realization Cmax (t = 68.4 Years)
Single Realization Cmax (t = 95.8 Years)
Single Realization Cmax (t = 136.9 Years)
Original Section (t = 34.2 Years)
Original Section (t = 68.4 Years)
Original Section (t = 95.8 Years)
Original Section (t = 136.9 Years)
Practical convergence
is reached after
about 21 boreholes
0 50 100 150 200
-10
-5
0
Effect of Conditioning Single Realiz. Cmax
Reducing Concentration Uncertainty Using
the Coupled Markov Chain Approach.
0 10000 20000 30000 40000
Time (days)
0
20
40
60
80
100
120
X_CoordinateoftheCentroid(m)
Original Section
Conditioning on 2 boreholes
Conditioning on 3 boreholes
Conditioning on 5 boreholes
Conditioning on 9 boreholes
Conditioning on 25 boreholes
0 10000 20000 30000 40000
Time (days)
-10
-8
-6
-4
-2
0
Y_CoordinateoftheCentroid(m)
Original Section
Conditioning on 2 boreholes
Conditioning on 3 boreholes
Conditioning on 5 boreholes
Conditioning on 9 boreholes
Conditioning on 25 boreholes
Trend is reached at
3 boreholes
Convergence at
9 boreholes













Contaminant Source
Plume at Time, t
Impermeable boundary
Impermeable boundary
Reducing Concentration Uncertainty Using
the Coupled Markov Chain Approach.
0 10000 20000 30000 40000
Time (days)
0
0.5
1
1.5
2
2.5
VarianceinY_direction(m2)
Original Section
Conditioning on 2 boreholes
Conditioning on 3 boreholes
Conditioning on 5 boreholes
Conditioning on 9 boreholes
Conditioning on 25 boreholes
0 10000 20000 30000 40000
Time (days)
0
1000
2000
3000
4000
VarianceinX_direction(m2)
Original Section
Conditioning on 2 boreholes
Conditioning on 3 boreholes
Conditioning on 5 boreholes
Conditioning on 9 boreholes
Conditioning on 25 boreholes
Trend is reached at
3 boreholes
Convergence at 5 and 25 boreholes
Convergence at
9 boreholes













Contaminant Source
Plume at Time, t
Impermeable boundary
Impermeable boundary
Reducing Concentration Uncertainty Using
the Coupled Markov Chain Approach.
0 10000 20000 30000 40000 50000
Time (days)
0
0.2
0.4
0.6
0.8
1
NormalizedMassDistribution
Original Section
Conditioning on 2 boreholes
Conditioning on 3 boreholes
Conditioning on 5 boreholes
Conditioning on 9 boreholes
Conditioning on 25 boreholes
0 50 100 150 200
-10
-5
0
Convergence at
25 boreholes
Reducing Concentration Uncertainty Using
the Coupled Markov Chain Approach.
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 0.1 1 10
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
CactualC C
T = 4.1 years
T = 82.2 years
T = 136.9 years
mg/lit
2 boreholes
Reducing Concentration Uncertainty Using
the Coupled Markov Chain Approach.
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 0.1 1 10
actualC C C
T = 4.1 years
T = 82.2 years
T = 136.9 years
5 boreholes
mg/lit
Reducing Concentration Uncertainty Using
the Coupled Markov Chain Approach.
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
0 50 100 150 200
-10
-5
0
actualC C C
T = 4.1 years
T = 82.2 years
T = 136.9 years
31 boreholes
Reducing Concentration Uncertainty Using
the Coupled Markov Chain Approach.
0 4 8 12 16 20 24 28 32
No. of Conditioning Boreholes
0
10
20
30
40
50
60
70
80
90
100
110
EnsemblePeakConcentration(mg/lit)
Ensemble Cmax (t = 34.2 Years)
Ensemble Cmax (t = 68.4 Years)
Ensemble Cmax (t = 95.8 Years)
Ensemble Cmax (t = 136.9 Years)
Original Section (t = 34.2 Years)
Original Section (t = 68.4 Years)
Original Section (t = 95.8 Years)
Original Section (t = 136.9 Years)
0 4 8 12 16 20 24 28 32
No. of Conditioning Boreholes
0
1
2
3
4
5
6
CVofCmax
t = 34.2 Years
t = 68.4 Years
t = 95.8 Years
t = 136.9 Years
max
1 for #boreholes 5

 c
C
max
1 for #boreholes 5

c
C
p
max
time

 c
C
Reducing Concentration Uncertainty Using
the Coupled Markov Chain Approach.
 CMC model proved to be a valuable tool in predicting heterogeneous
geological structures which lead to reducing uncertainty in concentration
distributions of contaminant plumes.
 Convergence to actual concentration is of oscillatory type, due to the fact
that some layers are connected in one scenario and disconnected in
another scenario.
 In non-Gaussian fields, single realization concentration fields and the
ensemble concentration fields are non-Gaussian in space with peak
skewed to the left.
 Reproduction of peak concentration, plume spatial moments and
breakthrough curves in a single realization requires many conditioning
boreholes (20-31 boreholes). However, reproduction of plume shapes
require less boreholes (5 boreholes).
Reduction of Uncertainty in Geological
Formations, Groundwater Flow and Transport
Models
5 August 2016 114Scientific Research Papers of Amro Elfeki, PhD
Prediction of Contaminant Plumes (Shapes, Spatial
Moments and Macro-dispersion) in Aquifers with
insufficient Geological Information
Objectives:
 To what extent one can use less information to get plausible
results, for practical point of view.
 Proposing the use of the final image concept instead of Monte-
Carlo simulations for uncertainty estimation (efficient in terms of
computer time and storage).
 Test the capability of CMC on a field case study that is documented
in the literature for testing theories.
 Compare CMC with other techniques (polynomial regression trend,
Kalman filter trend, hydro-facies trend and Kriging method) in the
literature that is used by others (Eggleston and Rojstaczer, 1998).
 Compare CMC with Adams and Gelhar theories for Macro-
dispersion (1992).
5 August 2016 115Scientific Research Papers of Amro Elfeki, PhD
Prediction of Contaminant Plumes (Shapes, Spatial
Moments and Macro-dispersion) in Aquifers with
insufficient Geological Information
5 August 2016 116Scientific Research Papers of Amro Elfeki, PhD
MADE Site: Designed to test Stochastic Theories
Prediction of Contaminant Plumes (Shapes, Spatial
Moments and Macro-dispersion) in Aquifers with
insufficient Geological Information
5 August 2016 117Scientific Research Papers of Amro Elfeki, PhD
0 50 100 150 200 250
-10
-5
0
0
1
2
3
4
5
MADE1 Exp.
Prediction of Contaminant Plumes (Shapes, Spatial
Moments and Macro-dispersion) in Aquifers with
insufficient Geological Information
Model Assumptions:
 2D-Vertical Cross-Section.
 Steady State Flow System:
(Seasonal Variability is Negligible).
 Confined Aquifer Conditions.
 Non-reactive Transport (Bromid Tracer).
 Molecular Diffusion is Negligible.
5 August 2016 118Scientific Research Papers of Amro Elfeki, PhD
Prediction of Contaminant Plumes (Shapes, Spatial
Moments and Macro-dispersion) in Aquifers with
insufficient Geological Information
5 August 2016 119Scientific Research Papers of Amro Elfeki, PhD
0 50 100 150 200 250
-10
-5
0
0
1
2
3
4
5
S. 1 2 3 4 5 6 7
1 .879 .103 .009 .000 .009 .000 .000
2 .026 .911 .046 .009 .003 .000 .005
3 .003 .030 .897 .044 .010 .000 .016
4 .000 .006 .094 .869 .031 .000 .000
5 .000 .000 .003 .010 .961 .000 .026
6 .009 .014 .009 .005 .000 .963 .000
7 .000 .000 .000 .000 .000 .000 1.00
Vertical Sampling Interval=0.1 m
T
T=p
v
lq
n
q
v
lkv
lk
1
Tlk
v is the number of observed transitions from
Sl to Sk in the vertical direction.
Parameter Estimation
Prediction of Contaminant Plumes (Shapes, Spatial
Moments and Macro-dispersion) in Aquifers with
insufficient Geological Information
5 August 2016 120Scientific Research Papers of Amro Elfeki, PhD
0 50 100 150 200 250
-10
-5
0
0 50 100 150 200 250
-10
-5
0
0 50 100 150 200 250
-10
-5
0 1
2
3
4
5
0 50 100 150 200 250
-10
-5
0
0 50 100 150 200 250
-10
-5
0
a
b
c
d
e
Effect of Horizontal Transition Probabilities
Increasingthediagonalelementsofthematrix
From0.5-sameasvertical-0.922
Prediction of Contaminant Plumes (Shapes, Spatial
Moments and Macro-dispersion) in Aquifers with
insufficient Geological Information
5 August 2016 121Scientific Research Papers of Amro Elfeki, PhD
Facies Measured Conductivity (m/day)
lower limit upper limit mid range
1. Open work gravel 86.4 864. 475.2
2. Fine gravel 8.64 86.4 47.52
3. Sand 0.864 8.64 4.752
4. Sandy gravel 0.0864 0.864 0.4752
5. Sandy clayey gravel 0.00864 0.0864 0.04752
0 5 0 1 0 0 1 5 0 2 0 0 2 5 0
-1 0
-5
0
b
1
2
3
4
5
Hydraulic Conductivies
of the Facies
Prediction of Contaminant Plumes (Shapes, Spatial
Moments and Macro-dispersion) in Aquifers with
insufficient Geological Information
5 August 2016 122Scientific Research Papers of Amro Elfeki, PhD
Parameter 16 Boreholes 9 Boreholes 6 Boreholes MADE data
Rehfeldt,
et al., [1992].
μLn(K)
-5.28 (Upper)
-5.87 (Mid Range)
-7.68 (Lower)
-5.44 (Upper)
-6.03 (Mid Range)
-7.43 (Lower)
-5.15 (Upper)
-5.75 (Mid Range)
-7.47 (Lower)
-5.2
(-10.1 - 0.4)
8.19 (Upper)
8.19 (Mid Range)
7.31 (Lower)
7.43 (Upper)
7.43 (Mid Range)
7.43(Lower)
5.25 (Upper)
5.25 (Mid Range)
5.03 (Lower)
4.5
(3.4 - 5.6)
2
ln( )K
Comparison of Statistics Computed from the Three Scenarios (with
upper, lower and mid range conductivities) and the values estimated
from the MADE site (Rehfeldt et al., 1992)
Prediction of Contaminant Plumes (Shapes, Spatial
Moments and Macro-dispersion) in Aquifers with
insufficient Geological Information
5 August 2016 123Scientific Research Papers of Amro Elfeki, PhD
0 50 100 150 200 250
-10
-5
0
0
1
2
3
4
5
0 5 0 1 0 0 1 5 0 2 0 0 2 5 0
-1 0
-5
0
Eggleston and Rojstaczer, (1998)
CMC
method
(This
study)
Comparison of various Models with CMC
Prediction of Contaminant Plumes (Shapes, Spatial
Moments and Macro-dispersion) in Aquifers with
insufficient Geological Information
5 August 2016 124Scientific Research Papers of Amro Elfeki, PhD
0 50 100 150 200 250
-10
-5
0
0 50 100 150 200 250
-10
-5
0
1
2
3
4
5
0 50 100 150 200 250
-10
-5
0
0 50 100 150 200 250
-10
-5
0
0 50 100 150 200 250
-10
-5
0
0 50 100 150 200 250
-10
-5
0
0 50 100 150 200 250
-10
-5
0
Effect of Number of Boreholes on Site Characterization
Pii
h = 0.922 produces
the main
heterogeneous
features in the
site when
conditioned on
16 boreholes.
Prediction of Contaminant Plumes (Shapes, Spatial
Moments and Macro-dispersion) in Aquifers with
insufficient Geological Information
5 August 2016 125Scientific Research Papers of Amro Elfeki, PhD
Simulation
of the
MADE 1
Exp
Prediction of Contaminant Plumes (Shapes, Spatial
Moments and Macro-dispersion) in Aquifers with
insufficient Geological Information
5 August 2016 126Scientific Research Papers of Amro Elfeki, PhD
49 days
0 50 100 150 200 250
279 days
0 50 100 150 200 250
594 days
0 50 100 150 200 250
49 days49 days
279 days279 days
594 days594 days
1 2
3
45
6
7 8 9 10
11
12
13
14
15
161
3
5 7 9
11 13 15
16161 5 7
11 13
-10
-5
0
-10
-5
0
0 0.1 1 10 100
-10
-5
0
-10
-5
0
49 days
0 50 100 150 200 250
-10
-5
0
-10
-5
0
279 days
0 50 100 150 200 250
-10
-5
0
594 days
-10
-5
0
-10
-5
0
-10
-5
0
0 50 100 150 200 250
-10
-5
0
-10
-5
0
49 days49 days
279 days279 days
594 days594 days
Effect of
Number of
Boreholes on
the Simulated
Plume (Upper
conductivity)
Prediction of Contaminant Plumes (Shapes, Spatial
Moments and Macro-dispersion) in Aquifers with
insufficient Geological Information
5 August 2016 127Scientific Research Papers of Amro Elfeki, PhD
Simulation
Prediction of Contaminant Plumes (Shapes, Spatial
Moments and Macro-dispersion) in Aquifers with
insufficient Geological Information
5 August 2016 128Scientific Research Papers of Amro Elfeki, PhD
Prediction of Contaminant Plumes (Shapes, Spatial
Moments and Macro-dispersion) in Aquifers with
insufficient Geological Information
5 August 2016 129Scientific Research Papers of Amro Elfeki, PhD
Prediction of Contaminant Plumes (Shapes, Spatial
Moments and Macro-dispersion) in Aquifers with
insufficient Geological Information
5 August 2016 130Scientific Research Papers of Amro Elfeki, PhD
Conclusions:
2. The final image concept of chandelling uncertainty seems to perform
well when compared with the data.
Prediction of Contaminant Plumes (Shapes, Spatial
Moments and Macro-dispersion) in Aquifers with
insufficient Geological Information
5 August 2016 131Scientific Research Papers of Amro Elfeki, PhD
Main Research Interest
 Characterization of Subsurface Heterogeneity.
 Groundwater Flow and Contaminant Transport in
Aquifers.
 Soil-Contaminant Interaction in Porous Media.
 Reduction of Uncertainty in Geological
Formations, Groundwater Flow and Transport
Models.
 Design of Groundwater Monitoring System at
Landfill Sites.
5 August 2016 132Scientific Research Papers of Amro Elfeki, PhD
Design of Groundwater Monitoring
System at Landfill Sites
 Yenigul, N.B., Elfeki, A. M. and den Akker, C. (2006). New
Approach for Groundwater Detection Monitoring at Landfills.
Journal of Groundwater Monitoring and Remediation, 26, no.
2/Spring 2006/pp. 79-86.
5 August 2016 133Scientific Research Papers of Amro Elfeki, PhD
Design of Groundwater Monitoring
System at Landfill Sites (cont.)
5 August 2016 134Scientific Research Papers of Amro Elfeki, PhD
New Approach for Groundwater Detection
Monitoring at Lined Landfills
Background:
This research was part of the PhD Dissertation of Buket
Yenigul whom I was supervising at TU-Delft (finished
2006). It is also part of the DIOC project at TU-Delft.
Motivation and Objective:
Formulation of a methodology for the design of an optimum
monitoring well network at a landfill site.
Highest probability of
contaminant detection Cost effectiveEarly detection
5 August 2016 135Scientific Research Papers of Amro Elfeki, PhD
New Approach for Groundwater Detection
Monitoring at Lined Landfills
5 August 2016 136Scientific Research Papers of Amro Elfeki, PhD
New Approach for Groundwater Detection
Monitoring at Lined Landfills
5 August 2016 137Scientific Research Papers of Amro Elfeki, PhD
New Approach for Groundwater Detection
Monitoring at Lined Landfills
5 August 2016 138Scientific Research Papers of Amro Elfeki, PhD
New Approach for Groundwater Detection
Monitoring at Lined Landfills
5 August 2016 139Scientific Research Papers of Amro Elfeki, PhD
Objective of the paper:
Proposing a new monitoring approach (PMA) at landfill sties and compare
it with the conventional monitoring approach (CMA).
Taking into account the uncertainty in leak location and subsurface
Heterogeneity.
- Application on a hypothetical case study.
- For detection monitoring design regulations at landfills (U.S. EPA 1986, ECC
1999): at least one background well (hydraulically up gradient from a potential
source) and three down gradient wells.
- Literature: Massmann and Freeze (1987)  Yenigul et al. (2005).
New Approach for Groundwater Detection
Monitoring at Lined Landfills
5 August 2016 140Scientific Research Papers of Amro Elfeki, PhD
Goals in the design:
Maximizing the likelihood of detecting contaminants and minimizing the
contaminated area are the conflicting design objectives.
The proposed monitoring approach (PMA):
The idea is to increase the interception of the contaminant plumes at early
stages by broadening the capture zone of monitoring well (s) simply be
continuous pumping from the monitoring well (s) with a small pumping rate.
New Approach for Groundwater Detection
Monitoring at Lined Landfills
5 August 2016 141Scientific Research Papers of Amro Elfeki, PhD
0 50 100 150 200 250 300 350 400 450 500
-400
-350
-300
-250
-200
-150
-100
-50
0
100
50
0
150
200
250
300
350
400
Flow
Landfill
(m)
(m)
3-wellsystem
4-wellsystem
5-wellsystem
6-wellsystem
8-wellsystem
12-wellsystem
Problem set up:
New Approach for Groundwater Detection
Monitoring at Lined Landfills
5 August 2016 142Scientific Research Papers of Amro Elfeki, PhD
Model Formulation
New Approach for Groundwater Detection
Monitoring at Lined Landfills
5 August 2016 143Scientific Research Papers of Amro Elfeki, PhD
2 2
/( )
( , , )
4 4
( - - ( -) )
exp -
4 4
o
l x t x
o ox
l x t x
HMC x y t
t tV V
x t yVX Y
t tV V


  
 
 
    0
/ ( )
( )
1 ( ( () )
exp
( ) ( )
o
x l t
t 2 2
o ox
l x t x
HMC x,y,t =
4 V
x - - t y -VX Y- + d
t 4 t 4 tV V


  
  
 
       

New Approach for Groundwater Detection
Monitoring at Lined Landfills
5 August 2016 144Scientific Research Papers of Amro Elfeki, PhD
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
0 10 20 30 40 50 60 70 80 90 100 110 120 130 140 150 160 170 180 190 200 210 220 230
Distance from the contaminant source (m)
(a)
Detectionprobability(Pd)
3-well system
6-well system
12-well system
T = 0.01 m T = 0.03 m
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
0 10 20 30 40 50 60 70 80 90 100 110 120 130 140 150 160 170 180 190 200 210 220 230
Distance from the contaminant source (m)
(b)
Detectionprobability(Pd)
3-well system
6-well system
12-well system
T = 0.01 m T = 0.03 m
System reliability as a function of
distance from the source for selected
monitoring systems for conventional
monitoring approach:
(a) homogenous medium, and (b)
heterogeneous medium. 0 50 100 150 200 250 300 350 400 450 500
-400
-350
-300
-250
-200
-150
-100
-50
0
100
50
0
150
200
250
300
350
400
Flow
Landfill
(m)
(m)
3-wellsystem
4-wellsystem
5-wellsystem
6-wellsystem
8-wellsystem
12-wellsystem
New Approach for Groundwater Detection
Monitoring at Lined Landfills
5 August 2016 145Scientific Research Papers of Amro Elfeki, PhD
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
0 10 20 30 40 50 60 70 80 90 100 110 120 130 140 150 160 170 180 190 200 210 220 230
distance from the contaminant source (m)
(a)
Averagecontaminatedarea(Aav)x10
4
(m
2
)
3-well system
12-well system
T = 0.01 m T = 0.03 m
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
0 10 20 30 40 50 60 70 80 90 100 110 120 130 140 150 160 170 180 190 200 210 220 230
distance from the contaminant source (m)
(b)
Averagecontaminatedarea(Aav)x10
4
(m
2
)
3-well system
12-well system
T = 0.01 m T = 0.03 m
Average contaminated area as a
function of distance from the source for
selected monitoring systems for
conventional monitoring approach:
(a) homogenous medium and (b)
heterogeneous medium. 0 50 100 150 200 250 300 350 400 450 500
-400
-350
-300
-250
-200
-150
-100
-50
0
100
50
0
150
200
250
300
350
400
Flow
Landfill
(m)
(m)
3-wellsystem
4-wellsystem
5-wellsystem
6-wellsystem
8-wellsystem
12-wellsystem
New Approach for Groundwater Detection
Monitoring at Lined Landfills
5 August 2016 146Scientific Research Papers of Amro Elfeki, PhD
Influence of the pumping rate on (a) detection probability of a 3-
well system
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
Homogenous medium
aT=0.01 m
Homogenous medium
aT=0.03 m
Heterogeneous medium
aT=0.01 m
Heterogeneous medium
aT=0.03 m
(a)
Detectionprobability(Pd)
estimated minimum
estimated maximum
estimated optimal
100 l/day50 l/daypumping rate =
New Approach for Groundwater Detection
Monitoring at Lined Landfills
5 August 2016 147Scientific Research Papers of Amro Elfeki, PhD
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
0 1 2 3 4 5 6 7 8 9 10 11 12 13
Number of wells in the monitoring system
(a)
Detectionprobability(Pd)
estimated minimum
estimated maximum
estimated optimal
proposed
monitoring
approach
conventional
monitoring
approach
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
0 1 2 3 4 5 6 7 8 9 10 11 12 13
Number of wells in the monitoring system
(b)
Detectionprobability(Pd)
estimated minimum
estimated maximum
estimated optimal
proposed
monitoring
approach
conventional
monitoring
approach
Comparison of the conventional and the proposed monitoring
approaches (pumping rate = 100 l/day) in terms of reliability “in
heterogeneous medium”:
(a) transverse dispersivity, T = 0.01 m, and
(b) transverse dispersivity, T = 0.03 m.
New Approach for Groundwater Detection
Monitoring at Lined Landfills
5 August 2016 148Scientific Research Papers of Amro Elfeki, PhD
Expected cost as a function of number of wells in a monitoring system for
transverse dispersivity, T = 0.03 m:
(a) homogenous medium and (b) heterogeneous medium.
0
2
4
6
8
10
12
14
16
18
3-well
monitoring
system
4-well
monitoring
system
5-well
monitoring
system
6-well
monitoring
system
8-well
monitoring
system
12-well
monitoring
system
(a)
Expectedtotalcost(CT)x10
5
(dollars)
conventional monitoring approach
proposed monitoring approach
0
2
4
6
8
10
12
14
16
18
3-well
monitoring
system
4-well
monitoring
system
5-well
monitoring
system
6-well
monitoring
system
8-well
monitoring
system
12-well
monitoring
system
(b)
Expectedtotalcost(CT)x10
5
(dollars)
conventional monitoring approach
proposed monitoring approach
New Approach for Groundwater Detection
Monitoring at Lined Landfills
 Conclusions:
 The conventional methods (CMA) is not adequate to accomplish
the objectives of maximizing the detection probability while
minimizing the contaminated area.
 The (PMA) improved the efficiency of the optimum three-well
monitoring system.

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Presentation of the scientific research 2002 2007

  • 1. Scientific Research Amro M. M. Elfeki, Ph.D. (2002-2007)
  • 2. Main Research Interest  Characterization of Subsurface Heterogeneity.  Groundwater Flow and Contaminant Transport in Aquifers.  Soil-Contaminant Interaction in Porous Media.  Reduction of Uncertainty in Geological Formations, Groundwater Flow and Transport Models.  Design of Groundwater Monitoring System at Landfill Sites. 5 August 2016 2Scientific Research Papers of Amro Elfeki, PhD
  • 3. Main Research Interest  Characterization of Subsurface Heterogeneity.  Groundwater Flow and Contaminant Transport in Aquifers.  Soil-Contaminant Interaction in Porous Media.  Reduction of Uncertainty in Geological Formations, Groundwater Flow and Transport Models.  Design of Groundwater Monitoring System at Landfill Sites. 5 August 2016 3Scientific Research Papers of Amro Elfeki, PhD
  • 4. Characterization of Subsurface Heterogeneity 1. Elfeki, A. M. and Dekking F. M. (2005). Modeling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy. Journal of Geotechnical and Geological Engineering, Vol. 23: pp.721-756. 2. Park, E., Elfeki, A. M. M., Dekking, F.M. (2003). Characterization of subsurface heterogeneity: Integration of soft and hard information using multi-dimensional Coupled Markov chain approach. Underground Injection Science and Technology Symposium, Lawrence Berkeley National Lab., October 22-25, 2003. p.49. Eds. Tsang, Chin.-Fu and Apps, John A. http://www.lbl.gov/Conferences/UIST/index.html#topics 5 August 2016 4Scientific Research Papers of Amro Elfeki, PhD
  • 5. Characterization of Subsurface Heterogeneity (cont.) 5 August 2016 5Scientific Research Papers of Amro Elfeki, PhD
  • 6. Modelling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy  Background:  Extension of the two-dimensional coupled Markov chain model developed by Elfeki and Dekking [2001] supplemented with extensive simulations to study:  1. Directional dependency of the model performance.  2. Walter’s Law utilization.  3. Entropy maps as a measure of uncertainty. 5 August 2016 6Scientific Research Papers of Amro Elfeki, PhD
  • 7. Modelling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy Objectives:  1. development of various coupled Markov chains models: the so- called fully forward Markov chain, fully backward Markov chain and forward-backward Markov chain models.  2. address issues such as: sensitivity analysis of optimal sampling intervals in horizontal and lateral directions, directional dependency, use of Walther’s law to describe lateral variability, effect of conditioning on number of boreholes on the model performance, stability of the Monte Carlo realizations, various implementation strategies, use of cross validation techniques to evaluate model performance and image division for statistically non-homogeneous deposits. 5 August 2016 7Scientific Research Papers of Amro Elfeki, PhD
  • 8. Modelling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy Applications:  Two sites are located in the Netherlands (Two Cross-sections), and  One site in the USA (Two cross-sections). Purpose of applications: - to show under which conditions these Markov models can be used. - to provide guidelines for the practice. 5 August 2016 8Scientific Research Papers of Amro Elfeki, PhD
  • 9. Modelling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy ( ) Markov property (One-Step transition probability) Pr( ) Pr( ) : , Marginal Distribution limN i i-1 i-2 i-3 0k l n pr i i-1k l lk N klk | , , S ,...,S S S SZ Z Z Z Z | pS SZ Z p w           S S o d Markov Chain Theory: 5 August 2016 9Scientific Research Papers of Amro Elfeki, PhD
  • 10. Modelling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy -1Pr( | ) : ,i ik l lkpS SZ Z   SS S i0 1 i+1i-1 N2 l k qdSSa N-1 SrSb 1-D Forward Markov Chain Theory: 1Pr( | ).i il k kl S SZ Zp     1-D Backward Markov Chain Theory: lk klp p   5 August 2016 10Scientific Research Papers of Amro Elfeki, PhD
  • 11. Modelling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy ( 1) 1 0 ( ) : Pr ( ) , N ab bq Nb a qab q N aq p p p | ,S S SZ Z Z p       Conditioning FMC (Elfeki and Dekking2001) 1 0 ( 1) 1 1 0 ( ) 0 Pr ( ) Pr ( ).Pr ( ) , Pr ( ) N Nr q a qr a N N N Nq r r rq ara N N q a aq | , SS SZ Z Zp p p| | SS S SZ Z Z Z | S pSZ Z                  Conditioning BMC 5 August 2016 11Scientific Research Papers of Amro Elfeki, PhD
  • 12. Modelling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy , , 1, , 1 , , 1, , 1 ,, Unconditioinal Coupled Markov Chains : Pr( | , ) . 1,... Conditioinal Coupled Markov Chains : Pr( | , , )x lm k i j k i j l i j m h v lk mk lm k h v lf mf f i j k i j l i j m N j qlm k q l p Z S Z S Z S .p p p k n .p p p Z S Z S Z S Z S p                 ( ) , ( ) , 1,... . x x h h N i v lk kq mk m k q h h N i v lf fq mf f . .p p p k n . .p p p      (Elfeki and Dekking, 2001) Coupled Markov Chain “CMC” in 2D 5 August 2016 12Scientific Research Papers of Amro Elfeki, PhD
  • 13. Modelling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy , 1,, , 1 0, ( ) , ( ) Conditioinal Backward CMC : Pr( | , , ) = , 1,..., . i j k i jdm k a d i j m j a h h i v kd ak mk dm k a h h i v fd of mf f p Z S Z S Z S Z S . .p p p p . .p p p k n            , 1,, , 1 , ( ) , ( ) Conditioinal Forward CMC : Pr( | , , ) , x x x i j k i jlm k q l i j m N j q h h N i v lk kq mk lm k q h h N i v lf fq mf f p Z S Z S Z S Z S . .p p p p . .p p p            5 August 2016 13Scientific Research Papers of Amro Elfeki, PhD
  • 14. Modelling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy ? >? > ?< ?< ? > ?< Forward Markov Chain Model (two forward steps) Backward Markov Chain Model (two backward steps) Forward-Backward Markov Chain Model (one forward step and one backward step) Well (1) Well (2) Well (1) Well (2) Methods of Implementation: FCMC, BCMC and FBCMC 5 August 2016 14Scientific Research Papers of Amro Elfeki, PhD
  • 15. Modelling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy 1 ( ) 0 . ij k k ij if Z S I Z otherwise        , , ( ) ( ) 1 #{ } 1i j i j R MC kk R ij k R Z S I Z MC MC       1 2 max{ , ..., }l n ij ij ij ij    Let the realizations be numbered 1,…, MC, and let Zij (R) be the lithology of cell (i,j) in the Rth realization. The empirical relative frequency of lithology Sk at cell (i,j) is: In the final image Z* the lithology at cell (i, j) will be the lithology which occurs most frequently in the MC realizations. So, if Sl is such that * ij lZ S Procedure for Extracting a Final Geological Image 5 August 2016 15Scientific Research Papers of Amro Elfeki, PhD
  • 16. Modelling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy 1 ln( ), 1,..., , 1,..., n k k ij ij ij k x y H i N j N         Empirical Entropy to provide some measure of the uncertainty in the final image. We have chosen for empirical entropy to convey this issue. The empirical entropy (see e.g., Arndt, 2001 page 54) at location (i, j) is given by 5 August 2016 16Scientific Research Papers of Amro Elfeki, PhD
  • 17. Modelling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy Case study no. 1 (Afsluitdijk-Lemmer), NL Case study no. 2 (Casparde Roblesdijk part of Waddenzeedijken,), NL Case study no. 3 (The Delaware river and its underlying aquifer system in the vicinity of the Camden metroplitan area, New Jersey) Case Studies 5 August 2016 17Scientific Research Papers of Amro Elfeki, PhD
  • 18. Modelling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy Sensitivity Analysis  Various sampling intervals.  Various horizontal transition probability matrices.  Various degrees of diagonal dominancy of the horizontal transition matrix.  Use of Walther’s law to account for horizontal variability.  Effect of conditioning on the model performance.  Sensitivity of the Monte Carlo realizations.  Various implementation strategies: forward, backward and forward- backward methods.  Use of cross validation to evaluate the model performance. 5 August 2016 18Scientific Research Papers of Amro Elfeki, PhD
  • 19. Modelling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy 0 200 400 600 800 1000 1200 1400 1600 -20 -10 0 0 200 400 600 800 1000 1200 1400 1600 -10 0 0 200 400 600 800 1000 1200 1400 1600 -10 0 0 200 400 600 800 1000 1200 1400 1600 -10 0 1 2 3 4 5 6 A B C 0 200 400 600 800 1000 1200 1400 1600 -15 -10 -5 0 1 2 3 4 5 6 0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1 -10 0 1 -10 0 2 -10 0 3 -10 0 4 -10 0 5 -10 0 6 (Afsluitdijk-Lemmer), NL Courtesy “GeoDelft” 5 August 2016 19Scientific Research Papers of Amro Elfeki, PhD Lithology Code Clay, sandy to sand, clayey (deposition of Duinkerke,Westland - formation) 1 Peat (Hollandpeat, Westland – formation) 2 Sand, locally humous and / with loam layers (formation of Twente) 3 Sand , locally loamy (formation of Drente) 4 Mainly clay (artificial ground) 5 Loam, frequently with sand and stones (formation of Drente) 6
  • 20. Modelling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy 5 August 2016 20Scientific Research Papers of Amro Elfeki, PhD State State 1 2 3 4 5 6 7 8 1 0.500 0.500 0.000 0.000 0.000 0.000 0.000 0.000 2 0.000 0.500 0.500 0.000 0.000 0.000 0.000 0.000 3 0.000 0.000 0.844 0.156 0.000 0.000 0.000 0.000 4 0.000 0.000 0.000 0.830 0.000 0.034 0.000 0.136 5 0.000 0.308 0.000 0.077 0.615 0.000 0.000 0.000 6 0.000 0.000 0.000 0.333 0.000 0.667 0.000 0.000 7 0.045 0.000 0.000 0.000 0.076 0.000 0.879 0.000 8 0.000 0.000 0.000 0.000 0.000 0.000 0.000 1.000 Table 2. Vertical transition probability matrix estimated from 8 boreholes sampled over 0.5 m (all boreholes depths are 20 m). 0 200 400 600 800 1000 1200 1400 1600 -20 -10 0 0 200 400 600 800 1000 1200 1400 1600 -20 -10 0 0 200 400 600 800 1000 1200 1400 1600 -20 -10 0 1 2 3 4 5 6 Results of 30 Realizations Results of 100 Realizations 0 200 400 600 800 1000 1200 1400 1600 -20 -10 0 Results of 5 Realizations 0 200 400 600 800 1000 1200 1400 1600 -20 -10 0 Results of 10 Realizations 0 200 400 600 800 1000 1200 1400 1600 -20 -10 0 Results of 1000 Realizations 1 1 n v v v lk lqlk q p =T T          where Tlk v is the number of observed transitions from Sl to Sk in the vertical direction. Stability of Monte Carlo Realizations
  • 21. Modelling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy 0 200 400 600 800 1000 1200 1400 1600 -15 -10 -5 0 0 200 400 600 800 1000 1200 1400 1600 -15 -10 -5 0 1 2 3 4 5 6 0 200 400 600 800 1000 1200 1400 1600 -10 -5 0 dx=10m dx=40m 0 200 400 600 800 1000 1200 1400 1600 -10 -5 0 dx=20m 0 200 400 600 800 1000 1200 1400 1600 -10 -5 0 0 200 400 600 800 1000 1200 1400 1600 -10 -5 0 dx=5m 0 200 400 600 800 1000 1200 1400 1600 -10 -5 0 0 200 400 600 800 1000 1200 1400 1600 -10 -5 0 0 200 400 600 800 1000 1200 1400 1600 -10 -5 0 0 200 400 600 800 1000 1200 1400 1600 -10 -5 0 0 200 400 600 800 1000 1200 1400 1600 -10 -5 0 0 0.25 0.5 0.75 1 dx=2.5m Influence of Sampling Interval in Horizontal 5 August 2016 21Scientific Research Papers of Amro Elfeki, PhD
  • 22. Modelling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy 0 500 1000 1500 2000 2500 -15 -10 -5 0 0 500 1000 1500 2000 2500 -15 -10 -5 0 0 500 1000 1500 2000 2500 -15 -10 -5 0 0 0.25 0.5 0.75 1 1.25 1.5 1 2 3 4 5 6 7 8 9 10 11 12 13 Lithology CodingEntropy Measure (Caspar de Roblesdijk part of Waddenzeedijken), NL Courtesy “GeoDelft” 5 August 2016 22Scientific Research Papers of Amro Elfeki, PhD
  • 23. Modelling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy 8 boreholes 13 boreholes 19 boreholes Effect of conditioning on boreholes 5 August 2016 23Scientific Research Papers of Amro Elfeki, PhD
  • 24. Modelling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy The Delaware river and its underlying aquifer system in the vicinity of the Camden metropolitan area, New Jersey Section F-F Section A-A 5 August 2016 24Scientific Research Papers of Amro Elfeki, PhD
  • 25. Modelling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy 0 2000 4000 6000 8000 10000 12000 14000 16000 18000 20000 -300 -200 -100 0 0 2000 4000 6000 8000 10000 12000 14000 16000 18000 20000 -300 -200 -100 0 0 2000 4000 6000 8000 10000 12000 14000 16000 18000 20000 -300 -200 -100 0 0 2000 4000 6000 8000 10000 12000 14000 16000 18000 20000 -300 -200 -100 0 0 2000 4000 6000 8000 10000 12000 14000 16000 18000 20000 -300 -200 -100 0 0 2000 4000 6000 8000 10000 12000 14000 16000 18000 20000 -300 -200 -100 0 a b c d e f 0 2000 4000 6000 8000 10000 12000 14000 16000 18000 20000 -300 -200 -100 0 0 2000 4000 6000 8000 10000 12000 14000 16000 18000 20000 -300 -200 -100 0 0 2000 4000 6000 8000 10000 12000 14000 16000 18000 20000 -300 -200 -100 0 0 2000 4000 6000 8000 10000 12000 14000 16000 18000 20000 -300 -200 -100 0 p = 0.603 p = 0.699 p = 0.801 p = 0.908 0 0.25 0.5 0.75 1 1.25 1.5 1.75 0 2000 4000 6000 8000 10000 12000 14000 16000 18000 20000 -300 -200 -100 0 p = 0.986 1 2 3 4 5 6 7 ii ii ii ii ii 5 August 2016 25Scientific Research Papers of Amro Elfeki, PhD 1- 0.001 ( -2) h h ii ij p p n        where the value 0.001 is the transition probability from any state to the artificial state 8 for i=1,...,7 and therefore, 88 0.993h p  Diagonal Dominancy of The Horizontal Transition Probability Matrix
  • 26. Modelling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy 5 August 2016 26Scientific Research Papers of Amro Elfeki, PhD Comparison of Various Coupled Markov Chain Models: FCMC BCMC FBCMC
  • 27. Modelling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy 5 August 2016 27Scientific Research Papers of Amro Elfeki, PhD Comparison of Various Coupled Markov Chain Models: FCMC BCMC FBCMC
  • 28. Modelling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy 5 August 2016 28Scientific Research Papers of Amro Elfeki, PhD Application of Walther’s Law Lithologies that are observed in the vertical depositional sequences must also be deposited in adjacent transects at another scale [Middleton, 1973 referenced by Parks, et al. 2000]. This law can be interpreted as: the observed variability in the boreholes at a certain scale (e.g., in the order of cm to m) in the boreholes must be present in the horizontal direction at a larger scale (e.g., in the order of 10 m to km).
  • 29. Modelling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy 5 August 2016 29Scientific Research Papers of Amro Elfeki, PhD The scale ratio, which we call Walther’s constant, is a key issue in subsurface characterization. In the case studies given in this paper we investigated this issue at three different sites. 0 4000 8000 12000 16000 Overall Horizontal Field Scale (meters) 0 0.01 0.02 0.03 0.04 dy/dx Afsluitdijk- Lemmer (Netherlands) Afsluitdijk Caspar de Roblesdijk (Netherlands) Delaware River Aquifer (Longitudinal-Section), USA Delaware River Aquifer (Cross-Section),USA MADE site at Columbus, Mississippi [Elfeki and Rajabiani, 2002]
  • 30. Modelling Subsurface Heterogeneity by Coupled Markov Chains: Directional Dependency, Walther’s Law and Entropy  Conclusions: 1. Entropy maps are good tools to indicate places where high uncertainty is present, so can be used for designing sampling networks to reduce uncertainty at these locations. 2. Symmetric and diagonally dominant horizontal transition probabilities with proper sampling interval show plausible results (fits with geologists prediction) in terms of delineation of subsurface heterogeneous structures. 3. Walther’s law can be utilised with a proper sampling interval to account for the lateral variability. 4. Finding Walther’s constant will generalize the results of this paper for the practical applications. 5 August 2016 30Scientific Research Papers of Amro Elfeki, PhD
  • 31. Characterization of Subsurface Heterogeneity (cont.) 5 August 2016 31Scientific Research Papers of Amro Elfeki, PhD
  • 32. Characterization of Subsurface Heterogeneity (cont.) 5 August 2016 32Scientific Research Papers of Amro Elfeki, PhD
  • 33. Characterization of Subsurface Heterogeneity: Integration of Soft and Hard Information Using Multi- Dimensional Coupled Markov Chain Approach Background:  This was a project proposal which has been granted for two and a half years from the Dutch Science Foundation for a postdoc position at TU- Delft.   Eungyu Park was the post doc researcher working under the supervision of Prof. Dekking and myself at TU-Delft, the Netherlands. Objective:  The project was an extension of the Methodology of Elfeki and Dekking (2001) to 3D and solving the scientific and technical questions that would appear due to this extension. 5 August 2016 33Scientific Research Papers of Amro Elfeki, PhD
  • 34. Characterization of Subsurface Heterogeneity: Integration of Soft and Hard Information Using Multi- Dimensional Coupled Markov Chain Approach 5 August 2016 34Scientific Research Papers of Amro Elfeki, PhD If the future in both directions x and y are given (Elfeki and Dekking, 2001) , 1, , 1 , , ( ) ( ) ( ) ( ) Pr( | , , , ) , 1,... . y x x x x y y y x x x y y y i j k i j l i j m i N p N j q h h N i h h N j lk kq mk kp h h N i h h N j lf fq mf fp f Z S Z S Z S Z S Z S p p p p k n p p p p               2D CMC Theory Conditioned on Future States x-chain
  • 35. Characterization of Subsurface Heterogeneity: Integration of Soft and Hard Information Using Multi- Dimensional Coupled Markov Chain Approach 5 August 2016 35Scientific Research Papers of Amro Elfeki, PhD x-chain z-chain y x z 3D CMC Theory
  • 36. Characterization of Subsurface Heterogeneity: Integration of Soft and Hard Information Using Multi- Dimensional Coupled Markov Chain Approach 5 August 2016 36Scientific Research Papers of Amro Elfeki, PhD  Likewise         , , 1, , , 1, , , 1 , , , , , , 1, , , , , , , 1, , , , , , , 1 ( ) ( 1) Pr , , , , Pr , Pr , Pr x y x y x x i j k o i j k l i j k m i j k n N j k p i N k q i j k o i j k l N j k p i j k o i j k m i N k q i j k o i j k n hx N ihx hy lo op mo hx N i lp Z S Z S Z S Z S Z S Z S C Z S Z S Z S Z S Z S Z S Z S Z S p p p C p                              ( ) ( 1) y y hy N j oq v nohy N j mq p p p    where 1( )( ) ( 1)( 1) yx yx hy N jhx N ihx hy v lr mr nr rp rq hy N jhx N i r lp mq p p p p p C p p               
  • 37. Characterization of Subsurface Heterogeneity: Integration of Soft and Hard Information Using Multi- Dimensional Coupled Markov Chain Approach 5 August 2016 37Scientific Research Papers of Amro Elfeki, PhD Active Conditioning Use the tolerance angle along scanning and perpendicular to scanning direction x y
  • 38. Characterization of Subsurface Heterogeneity: Integration of Soft and Hard Information Using Multi- Dimensional Coupled Markov Chain Approach 5 August 2016 Scientific Research Papers of Amro Elfeki, PhD 38 Algorithm 1. Discretizing domain 2. Saving conditioning data 3. Deriving transition probabilities 4. Applying 1-, 2-, and 3D equations to the domain 5. Generate equally probable single realizations 6. Repeat step 1 through 5, if multiple realization are desired 7. Do Monte Carlo analysis if desired using equally probable multiple realizations generated from step 6
  • 39. Characterization of Subsurface Heterogeneity: Integration of Soft and Hard Information Using Multi- Dimensional Coupled Markov Chain Approach 5 August 2016 Scientific Research Papers of Amro Elfeki, PhD 39  The theory of 3D Coupled Markov Chain Model (3D CMC) is developed and programmed under MATLAB environment
  • 40. Characterization of Subsurface Heterogeneity: Integration of Soft and Hard Information Using Multi- Dimensional Coupled Markov Chain Approach 5 August 2016 Scientific Research Papers of Amro Elfeki, PhD 40
  • 41. Characterization of Subsurface Heterogeneity: Integration of Soft and Hard Information Using Multi- Dimensional Coupled Markov Chain Approach 5 August 2016 Scientific Research Papers of Amro Elfeki, PhD 41 3D Ensemble Indicator Function of Lithology 3
  • 42. Characterization of Subsurface Heterogeneity: Integration of Soft and Hard Information Using Multi- Dimensional Coupled Markov Chain Approach 5 August 2016 Scientific Research Papers of Amro Elfeki, PhD 42 10 % 90 % 50 % Statistical Mapping of 3D Ensemble Indicator Function of Lithology 2
  • 43. Characterization of Subsurface Heterogeneity: Integration of Soft and Hard Information Using Multi- Dimensional Coupled Markov Chain Approach Conclusions:  3D Coupled Markov Chain (3D CMC) is developed through this study.  Efficient way of utilization of the horizontal data is added to 2D CMC. 5 August 2016 Scientific Research Papers of Amro Elfeki, PhD 43
  • 44. Main Research Interest  Characterization of Subsurface Heterogeneity.  Groundwater Flow and Contaminant Transport in Aquifers.  Soil-Contaminant Interaction in Porous Media.  Reduction of Uncertainty in Geological Formations, Groundwater Flow and Transport Models.  Design of Groundwater Monitoring System at Landfill Sites. 5 August 2016 44Scientific Research Papers of Amro Elfeki, PhD
  • 45. Groundwater Flow and Contaminant Transport in Aquifers  Elfeki, A. M. (2003). Transient Groundwater Flow in Heterogeneous Geological Formations. Mansoura University Engineering Journal (MEJ), Vol. 28, no. 1, pp. c58-c67.  Elfeki, A.M.M., Uffink, G.J.M., Lebreton, S. (2007). Simulation of Solute Transport under Oscillating Groundwater Flow in Homogeneous Aquifers, Journal of Hydraulic Research, Vol. 45 (2), pp. 254-260.  Elfeki, A.M. (2006). Steady Groundwater Flow Simulation Towards Ains in a Heterogeneous Subsurface. Accepted for publication at the Forth International Conference on Ains, Water Recources Center at King Abdulaziz University, Jeddah, Saudi Arabia in Coorperation with UNESCO, April 2006.  5 August 2016 45Scientific Research Papers of Amro Elfeki, PhD
  • 46. Groundwater Flow and Contaminant Transport in Aquifers 5 August 2016 46Scientific Research Papers of Amro Elfeki, PhD
  • 47. Transient Groundwater Flow in Heterogeneous Geological Formations. 5 August 2016 47Scientific Research Papers of Amro Elfeki, PhD  Background: This paper is carried out under TU-Delft project called “ Transient processes in geohydrology and hydraulic engineering”. responsible for theme 3: Analysis of Transient Flow Through Porous Sediments at Different Levels of Aggregation.  The objective : To study the effect of transient boundary conditions on the flow behavior in heterogeneous Aquifers via developing a numerical model.
  • 48. Transient Groundwater Flow in Heterogeneous Geological Formations. ( , ) ( , ) ( , , ) ( , , ) ( , ) ( , , ) ( , , ) ( , ) x y S T x y T x y t x x y y x y t q x y t T x y x x y t q x y t T x y y                             5 August 2016 48Scientific Research Papers of Amro Elfeki, PhD water -ΔV S= ΔA.Δh
  • 49. Transient Groundwater Flow in Heterogeneous Geological Formations. Finite difference formulation of the flow equation : Implicit scheme : 1 1 1 1 1 , ,1, , 1 1, , 1ij ij ij ij ij ij k k k k k k i j i ji j i j i j i j F h A h B h C h D h E h              Solution by an iterative scheme : the conjugate gradient method h(x,y,t) 5 August 2016 49Scientific Research Papers of Amro Elfeki, PhD
  • 50. Transient Groundwater Flow in Heterogeneous Geological Formations. • Groundwater head : • Darcy’s velocities : 0 50 100 150 200 250 300 -40 -20 0 Velocity field at a time t 5 August 2016 50Scientific Research Papers of Amro Elfeki, PhD
  • 51. Transient Groundwater Flow in Heterogeneous Geological Formations. 5 August 2016 51Scientific Research Papers of Amro Elfeki, PhD Homogeneous Aquifer: With a compound signal in water level at RH side: -Water Table fluctuations are in phase. -Velocity fluctuations are out of phase. -Delay response at high value of S. -Smearing out of the small scale variability at high values of S.
  • 52. Transient Groundwater Flow in Heterogeneous Geological Formations. 5 August 2016 52Scientific Research Papers of Amro Elfeki, PhD Heterogeneous Aquifer: Sudden drop of water level at RH side
  • 53. Transient Groundwater Flow in Heterogeneous Geological Formations. 0 5 10 15 20 25 Time (days) -0.02 0.00 0.02 0.04 0.06 0.08 LongitudinalComponentofDarcy'sVelocity Response(m/day) Storage Coefficient S = 0.1 S = 0.01 S = 0.001 S = 0.0001 0 5 10 15 20 25 Time (days) -0.60 -0.40 -0.20 0.00 0.20 LateralComponentofDarcy'sVelocity Response(m/day) Storage Coefficient S = 0.1 S = 0.01 S = 0.001 S = 0.0001 0 5 10 15 20 25 Time (days) 8 12 16 20 24 28 HydraulicHeadResponse(m) Storage Coefficient S = 0.1 S = 0.01 S=0.001 S = 0.0001 0 5 10 15 20 25 Time (days) -10 0 10 20 30 InputHeadSignalatRightBoundary(m) 5 August 2016 53Scientific Research Papers of Amro Elfeki, PhD Heterogeneous Aquifer: With a compound signal in water level at RH side - Water Table fluctuations are in phase. - Long. Velocity fluctuations are out of phase, while trans. Velocity are in phase. - Delay response at high value of S. -Smearing out of the small scale variability at high values of S.
  • 54. Transient Groundwater Flow in Heterogeneous Geological Formations. 5 August 2016 54Scientific Research Papers of Amro Elfeki, PhD  Conclusions:
  • 55. Groundwater Flow and Contaminant Transport ...(cont.) 5 August 2016 55Scientific Research Papers of Amro Elfeki, PhD
  • 56. Simulation of Solute Transport under Oscillating Groundwater Flow in Homogeneous Aquifers • confined aquifer • upstream water level constant • downstream water level variable • constant thickness • constant hydraulic conductivity K over the depth • constant specific storage SS over the depth • aquifer modelled in a 2D horizontal plane The goal of the study : investigate the impact of oscillating flow conditions on solute transport in homogeneous aquifers 5 August 2016 56Scientific Research Papers of Amro Elfeki, PhD
  • 57. Simulation of Solute Transport under Oscillating Groundwater Flow in Homogeneous Aquifers  Scope of the study :  injection of inert solutes,  2D homogeneous aquifer,  periodical fluctuations at the downstream boundary with a specified,  amplitude and period,  instantaneous injection. 5 August 2016 57Scientific Research Papers of Amro Elfeki, PhD
  • 58. Simulation of Solute Transport under Oscillating Groundwater Flow in Homogeneous Aquifers 5 August 2016 58Scientific Research Papers of Amro Elfeki, PhD Governing equation of the flow:          , , , , , , , ,xx yy h x y t h x y t h x y t S x y x yT Tt x x y y                                   Principle of the finite difference method : • discretization in space • discretization in time where h hydraulic conductivity S the storativity or storage coefficient T=Kb the transmissivity 0 ( , , ) 0 , (no-flow condition) (0, , ) ( , , ) ( ) h x y t for x y n h y t h h d y t h t           Flow Model:
  • 59. Simulation of Solute Transport under Oscillating Groundwater Flow in Homogeneous Aquifers 5 August 2016 59Scientific Research Papers of Amro Elfeki, PhD Transport Model:
  • 60. Simulation of Solute Transport under Oscillating Groundwater Flow in Homogeneous Aquifers 5 August 2016 60Scientific Research Papers of Amro Elfeki, PhD Random Walk Equations:
  • 61. Simulation of Solute Transport under Oscillating Groundwater Flow in Homogeneous Aquifers 5 August 2016 61Scientific Research Papers of Amro Elfeki, PhD Transport Simulation by Random Walk Particles Method
  • 62. Simulation of Solute Transport under Oscillating Groundwater Flow in Homogeneous Aquifers 5 August 2016 62Scientific Research Papers of Amro Elfeki, PhD Fluctuating water level at the downstream boundary :                                               0 2 ] , cosh / -cos / cos sinh / cos / sinh / cos / -sin cosh / sin / sinh / cos / sin sinh / cos / cosh / sin / cos cosh / sin / cosh / sin / h h x t d l d l t x l x l d l d l t x l x l d l d l t x l x l d l d l t x l x l d l d l           with l is the penetration length • Upstream water level: 0 m Downstream level : 5 cos(2πt/10) • Aquifer characteristics: length d=200m Storativity S=0.01
  • 63. Simulation of Solute Transport under Oscillating Groundwater Flow in Homogeneous Aquifers 5 August 2016 63Scientific Research Papers of Amro Elfeki, PhD Aquifer response to periodic forcing : At the downstream boundary : h(t)=5 cos( 2πt/10)
  • 64. Simulation of Solute Transport under Oscillating Groundwater Flow in Homogeneous Aquifers 5 August 2016 64Scientific Research Papers of Amro Elfeki, PhD Head profiles along the aquifer length. The downstream water level is a cosine function with an amplitude of 5m and with different periods: 1, 5, 10 days. The length of the aquifer is 300m, the storativity S=0.01.
  • 65. Simulation of Solute Transport under Oscillating Groundwater Flow in Homogeneous Aquifers 5 August 2016 65Scientific Research Papers of Amro Elfeki, PhD Influence of Storativity: For high storativity : - small amplitude - delay of the response - high variations of the velocity near the downstream boundary
  • 66. Simulation of Solute Transport under Oscillating Groundwater Flow in Homogeneous Aquifers 5 August 2016 66Scientific Research Papers of Amro Elfeki, PhD This study has confirmed the decrease in the longitudinal dispersivity that is observed in the field by Kinzelbach and Ackerer (1986) due to temporal variation
  • 67. Simulation of Solute Transport under Oscillating Groundwater Flow in Homogeneous Aquifers 5 August 2016 Scientific Research Papers of Amro Elfeki, PhD 67 Visual Interpretation of the decrease of the longitudinal dispersivity
  • 68. Simulation of Solute Transport under Oscillating Groundwater Flow in Homogeneous Aquifers  Conclusions:  The model provides a good representation of the hydraulic head variations.  The response of the aquifer to periodic fluctuations is controlled by the ratio,  When the penetration length l is large with respect to the length of the aquifer d, the propagation of oscillations within the aquifer is significant.  Transient flow conditions have an impact only if the amplitude of oscillations is large. Otherwise, results are very close to steady state.  Longitudinal dispersivity may decease due to temporal variation that confirms the earlier finding by Kinzelbach and Ackerer (1986). 5 August 2016 68Scientific Research Papers of Amro Elfeki, PhD 2/ /d l Sd TP
  • 69. Groundwater Flow and Contaminant Transport ...(cont.)  Elfeki, A.M. (2006). Steady Groundwater Flow Simulation Towards Ains in a Heterogeneous Subsurface. Published at the Forth International Conference on Ains, Water Recourses Center at King Abdulaziz University, Jeddah, Saudi Arabia in Cooperation with UNESCO, April 2006. 5 August 2016 69Scientific Research Papers of Amro Elfeki, PhD
  • 70. Steady Groundwater Flow Simulation Towards Ains in a Heterogeneous Subsurface. 5 August 2016 70Scientific Research Papers of Amro Elfeki, PhD Anis (Qanats) are underground tunnels, with a canal in the floor of the tunnel, which carries water. The difference between the qanat and a surface canal is that the qanat can get water from an underground aquifer. Source: CharYu, Oz, Jun 21, 2005
  • 71. Steady Groundwater Flow Simulation Towards Ains in a Heterogeneous Subsurface. 5 August 2016 71Scientific Research Papers of Amro Elfeki, PhD Ain Zubidah:
  • 72. Steady Groundwater Flow Simulation Towards Ains in a Heterogeneous Subsurface. 5 August 2016 72Scientific Research Papers of Amro Elfeki, PhD Objective: How much water will flow to Ain in the case of heterogeneous subsurface? Modelling Heterogeneity (LU Decomposition Method) )( Z,Z= Covc jiij ...),( ..... .... ...),( ),(..),( 2 1 2 2 12 121 2 2 1                  p i Zp Z Z pZ ZZCov ZZCov ZZCovZZCov     C   i j X Y 0 Z Z sij 1 p    2 3 
  • 73. Steady Groundwater Flow Simulation Towards Ains in a Heterogeneous Subsurface. 5 August 2016 73Scientific Research Papers of Amro Elfeki, PhD 0 2 4 6 8 10 Hydraulic Conductivity (m/day) 0 0.2 0.4 0.6 0.8 pdf 0 5 10 15 20 25 30 35 40 45 50 -20 -15 -10 -5 0 -1.4 -1.15 -0.9 -0.65 -0.4 -0.15 0.1 0.35 0.6 0.85 1.1 1.35 UL=C where, L is a unique lower triangular matrix, U is a unique upper triangular matrix, and U is LT , i.e., U is the transpose of L. T 21 },...,,{ p εU=X X+μ=Z LU-Decomposition Procedure: Realization of RF of mean = 0, Variance Ln(K)=0.5 and Lambda = 2 m
  • 74. Steady Groundwater Flow Simulation Towards Ains in a Heterogeneous Subsurface. Steady Groundwater Flow Model “FLOW2AIN” : 5 August 2016 74Scientific Research Papers of Amro Elfeki, PhD where is the hydraulic conductivity, and is the hydraulic head at location ( )K x ( ) x x  . ( ) ( ) 0K  x x Lx Ly B H d 1 1 ( ) ( ), MC k k = MC    x x   22 1 1 ( ) ( ) ( ) MC k k = MC      x x x ( )k x 2 ( ) x Expected Values and Uncertainty is the hydraulic head at location x in the kth realization, and represents the uncertainty in the predictions.
  • 75. Steady Groundwater Flow Simulation Towards Ains in a Heterogeneous Subsurface. 5 August 2016 75Scientific Research Papers of Amro Elfeki, PhD Variance Ln(K)=2. Variance Ln(K)=1.5 Variance Ln(K)=.5 -1.4 -1 -0.6 -0.2 0.2 0.6 1 1.4 0 5 10 15 20 25 30 35 40 45 50 -20 -15 -10 -5 0 0 5 10 15 20 25 30 35 40 45 50 -20 -15 -10 -5 0 -4 -3 -2 -1 0 1 2 3 4 0 5 10 15 20 25 30 35 40 45 50 -20 -15 -10 -5 0 0 5 10 15 20 25 30 35 40 45 50 -20 -15 -10 -5 0 0 5 10 15 20 25 30 35 40 45 50 -20 -15 -10 -5 0 0 5 10 15 20 25 30 35 40 45 50 -20 -15 -10 -5 0 0 5 10 15 20 25 30 35 40 45 50 -20 -15 -10 -5 0 0 5 10 15 20 25 30 35 40 45 50 -20 -15 -10 -5 0 0 5 10 15 20 25 30 35 40 45 50 -20 -15 -10 -5 0 0 5 10 15 20 25 30 35 40 45 50 -20 -15 -10 -5 0 -6-5-4-3-2-1 0 1 2 3 4 5 6 0 5 10 15 20 25 30 35 40 45 50 -20 -15 -10 -5 0 0 5 10 15 20 25 30 35 40 45 50 -20 -15 -10 -5 0 Ln (K) variability 2 ( ) x 1 1 ( ) ( ), MC k k = MC    x x Hydraulic Head Statistics (Expected value and Uncertainty):
  • 76. Steady Groundwater Flow Simulation Towards Ains in a Heterogeneous Subsurface. 5 August 2016 76Scientific Research Papers of Amro Elfeki, PhD Lx Ly B H d Hydraulic Head Uncertainty Profile:
  • 77. Steady Groundwater Flow Simulation Towards Ains in a Heterogeneous Subsurface. 5 August 2016 77Scientific Research Papers of Amro Elfeki, PhD 0 0.4 0.8 1.2 1.6 2 Variance of Ln(K) -5 0 5 10 15 20 25 ExpectedFluxtoAin(m^3/day/m'),VarianceinFlux Expected Flux to Ain Variance of Flux to Ain CV of Expected Flux 0 1 2 3 4 5 Hydraulic Conductivity (m/day) 0 0.4 0.8 1.2 1.6 pdf 0 4 8 12 16 20 Hydraulic Conductivity (m/day) 0 0.2 0.4 0.6 0.8 pdf 0 0.4 0.8 1.2 1.6 2 Variance of Ln(K) 0 4 8 12 FluxtoAin(m^3/day/m') Expected Flux to Ain Upper Limit: E(Q)+Q Lower Limit: E(Q)-Q Flux to Ain Statistics (Expected Value and Uncertainty):
  • 78. Steady Groundwater Flow Simulation Towards Ains in a Heterogeneous Subsurface.  Conclusions:  FLOW2AIN has been developed to study the influence of subsurface heterogeneity on hydraulic head and water flux to Ains.  Increasing heterogeneity of the hydraulic conductivity leads to an increase in the hydraulic head uncertainty.  Increasing heterogeneity leads to an increase in the expected water discharge to Ain. This reflects the Log-normal distribution of K.  For Ln(K) Less than 1.5 the uncertainty is relatively low, however, it increases drastically over this value. 5 August 2016 78Scientific Research Papers of Amro Elfeki, PhD
  • 79. Main Research Interest  Characterization of Subsurface Heterogeneity.  Groundwater Flow and Contaminant Transport in Aquifers.  Soil-Contaminant Interaction in Porous Media.  Reduction of Uncertainty in Geological Formations, Groundwater Flow and Transport Models.  Design of Groundwater Monitoring System at Landfill Sites. 5 August 2016 79Scientific Research Papers of Amro Elfeki, PhD
  • 80. Soil-Contaminant Interaction in Porous Media.  Elfeki, A.M.M. (2007). Modelling Kinetic Adsorption in Porous Media by Two-State Random Walk Particle Method. Journal of King Abdulaziz University, Meteorology, Environment and Arid Land Agriculture Sciences, vol. 18 (1) pp.61-74. 5 August 2016 80Scientific Research Papers of Amro Elfeki, PhD
  • 81. Modeling Kinetic Adsorption in Porous Media by Two-State Random Walk Particle Method. 5 August 2016 81Scientific Research Papers of Amro Elfeki, PhD Modeling Kinetic Adsorption In Porous Media by a Two-State Random Walk Particle Method Amro Mohamed Mahmoud Elfeki Department of Hydrology and Water Resources Management, Faculty of Meteorology, Environment and Arid Land Agriculture, King Abdulaziz University, Jeddah, Saudi Arabia. E-mail: elfeki_amr@yahoo.co.uk,
  • 82. Modeling Kinetic Adsorption in Porous Media by Two-State Random Walk Particle Method. Background: DIOC project TU-Delft: “Transient processes under chemically interactive porous sediments” Plume shape and its concentration distribution is due to: -Heterogeneity of the medium. - Soil-Contaminant Interaction “Reactivity” [Linear or Non-linear]. - Transient Conditions. 5 August 2016 82Scientific Research Papers of Amro Elfeki, PhD Comparison between Reactive and Non- Reactive Plumes from the Cape Cod Site, Massachusetts [LeBlanc et al., 1991] .
  • 83. Modeling Kinetic Adsorption in Porous Media by Two-State Random Walk Particle Method. 5 August 2016 83Scientific Research Papers of Amro Elfeki, PhD Table 1. Comparison between Reactive and Non-Reactive Plumes from the Cape Cod Site. Feature Non-reactive Reactive Degree of dilution Less diluted More diluted Location peak concentration In the middle of the plume In the advancing edge Plume width Wide Thin Retardation Not retarded Retarded Symmetry in the flow direction Relatively symmetrical Non-symmetrical (negatively skewed) vertically averaged concentration of the tracers (Bromid, Lithium and Molybdate). Goal: devolvement of a simple stochastic model for kinetic adsorption that is based on a two-state random walk particle method where sorption de- sorption mechanisms are characterized by a two state Markov chain to model the exchange between the particle states.
  • 84. Modeling Kinetic Adsorption in Porous Media by Two-State Random Walk Particle Method. 5 August 2016 84Scientific Research Papers of Amro Elfeki, PhD where C is the aqueous concentration (mobile) at time t, S is the adsorbed mass of chemical constituent on a unit mass of solid part of the porous medium (immobile) at time t, is the bulk mass density of the porous medium, ε is the effective porosity, and Vx is the Eulerian velocity field in x direction defined as follows [Bear, 1972]: 2 2 , ,2 2 b d xx d yyx C S C C C V D D t t x x y                    x K = -V    where, K is the homogenous isotropic hydraulic conductivity, is the hydraulic gradient Dd,xx, and Dd,yy are components of pore scale (micro-level) dispersion coefficients [Bear, 1972]: , ,| |, | |d xx d yyl tV VD D     Model Equation in a Continuous Form (Kinetic Adsorption): ka, and kd are adsorption desorption coefficients. b b a d S k C k S t                
  • 85. Modeling Kinetic Adsorption in Porous Media by Two-State Random Walk Particle Method. 5 August 2016 85Scientific Research Papers of Amro Elfeki, PhD for mobile paricles: ( ) ( ) ( ( ), ( )). . 2 ( ( ), ( )). ( ) ( ) 2 ( ( ), ( )). p p p p p px l x p p p pt x t t t t t t Z V t t tVX X X Y X Y t t t Z V t t tY Y X Y             ( ) ( )for immobile particles: X ( ) ( ) pp p p t t tX t t tY Y       where, (Xp(t), Yp(t)) are the x and y coordinates of a particle at time t, (Xp(t+Δt), Yp(t+Δt)) are the x and y coordinates of a particle at time t+Δt, Δt is the time step of calculations, Z, Z´ are two independent random numbers drawn from normal distribution with zero mean and unit variance. 1 , , and , 1 lk i m i a a p l i m k i m m b b        Simulation of Kinetic Adsorption by Markov Chain RWPM: lkp is the transition probability to change between state l (mobile m or immobile i ) and state k (mobile m or immobile i ). lkp
  • 86. Modeling Kinetic Adsorption in Porous Media by Two-State Random Walk Particle Method. 0102030405060708090100 -30 -20 -10 0 0102030405060708090100 -30 -20 -10 0 0102030405060708090100 -30 -20 -10 0 0102030405060708090100 -30 -20 -10 0 0102030405060708090100 -30 -20 -10 0 0102030405060708090100 -30 -20 -10 0 A B C D E F . 00.1110 1 1 lk i m i a a p m b b       5 August 2016 86Scientific Research Papers of Amro Elfeki, PhD Case (A) No-adsorption a= 1.0 , b= 0.0 Case (B) Highly adsorbed medium a= 0.1, b=0.9 Case (C) Moderate kinetic reaction a= 0.5, b=0.5 Case (D) Very slow kinetic reaction a= 0.1, b=0.1 Case (E) Fast kinetic reaction a= 0.9, b= 0.9 Case (F) Poorly adsorbed medium a= 0.9, b=0.1
  • 87. Modeling Kinetic Adsorption in Porous Media by Two-State Random Walk Particle Method. 0102030405060708090100 -30 -20 -10 0 0102030405060708090100 -30 -20 -10 0 0102030405060708090100 -30 -20 -10 0 0102030405060708090100 -30 -20 -10 0 0102030405060708090100 -30 -20 -10 0 0102030405060708090100 -30 -20 -10 0 A B C D E F . 00.1110 Case a b A 1.0 0.0 B 0.1 0.9 C 0.5 0.5 D 0.1 0.1 E 0.9 0.9 F 0.9 0.1 5 August 2016 87Scientific Research Papers of Amro Elfeki, PhD . Xc (t) txx yy t (Xo,Yo)
  • 88. Modeling Kinetic Adsorption in Porous Media by Two-State Random Walk Particle Method. 5 August 2016 88Scientific Research Papers of Amro Elfeki, PhD 0 10 20 30 40 50 60 70 80 90 100 -30 -20 -10 0 0 10 20 30 40 50 60 70 80 90 100 -30 -20 -10 0 0 10 20 30 40 50 60 70 80 90 100 -30 -20 -10 0 A B C . 0 0.1 1 10 0 10 20 30 40 50 60 70 80 90 100 -30 -20 -10 0 0 10 20 30 40 50 60 70 80 90 100 -30 -20 -10 0 0 10 20 30 40 50 60 70 80 90 100 -30 -20 -10 0 D E F 0 10 20 30 40 50 60 70 80 90 100 -30 -20 -10 0 0 10 20 30 40 50 60 70 80 90 100 -30 -20 -10 0 0 10 20 30 40 50 60 70 80 90 100 -30 -20 -10 0 0 10 20 30 40 50 60 70 80 90 100 -30 -20 -10 0 0 10 20 30 40 50 60 70 80 90 100 -30 -20 -10 0 0 10 20 30 40 50 60 70 80 90 100 -30 -20 -10 0 . ( , ,0) ( ) ( )m ow M C x y x y H     m a w a b   Comparison with Fundamental Analytical Solution ( , , ) 0C t     2 2- -/( ). ( , , ) exp - 4 44 4 x o om o x xx x l tl t Vx tX yHw M R Y C x y t V VV V t tt t R RR R                                            1 b R a   2 2 ( ) ( ) 2 ( ) 2 x c o l x xx t x yy V t tX X R V t t R V t t R      
  • 89. Modeling Kinetic Adsorption in Porous Media by Two-State Random Walk Particle Method. 5 August 2016 89Scientific Research Papers of Amro Elfeki, PhD 1. The stochastic model, developed in this study to address sorption desorption mechanisims, is capable of handling linear kinetics in a fundamental way rather than of considering a retardation factor in the modeling process. 2. A computer code (called ADS_2D) has been developed to perform numerical adsorption experiments. The experiments show that adsorption which is characterized by slow kinetics can not adequately be modeled using retardation factor. 3. The analytical solution deviates from the numerical solution particularly the spreading. This is due to the fact that the analytical solution does not take into account the extra dispersion due to the kinetic reaction. 4. Some features of the slow kinetics which appeared in our simulations (thin elongated plumes) mimics the Lithium plume in Figure 1 (middle), however, the peak concentration is located in the Lithium plume front. This can be due non- linearity. This point will be considered in future studies using Markov chains with capacity. Conclusions
  • 90. Main Research Interest  Characterization of Subsurface Heterogeneity.  Groundwater Flow and Contaminant Transport in Aquifers.  Soil-Contaminant Interaction in Porous Media.  Reduction of Uncertainty in Geological Formations, Groundwater Flow and Transport Models.  Design of Groundwater Monitoring System at Landfill Sites. 5 August 2016 90Scientific Research Papers of Amro Elfeki, PhD
  • 91. Reduction of Uncertainty in Geological Formations, Groundwater Flow and Transport Models  Elfeki, A. M. (2006). Reducing Concentration Uncertainty Using the Coupled Markov Chain Approach. Journal of Hydrology vol. 317, pp 1-16.  Elfeki, A. M. (2006). Prediction of Contaminant Plumes (Shapes, Spatial Moments and Macro-dispersion) in Aquifers with insufficient Geological Information. Journal of Hydraulic Research, vol. 44 (6), pp 841- 856. 5 August 2016 91Scientific Research Papers of Amro Elfeki, PhD
  • 92. Reduction of Uncertainty in Geological Formations, Groundwater Flow and Transport Models (cont.) 5 August 2016 92Scientific Research Papers of Amro Elfeki, PhD
  • 93. Reducing Concentration Uncertainty Using the Coupled Markov Chain Approach.  Motivation of this research:  Test the applicability of CMC model on field data at many sites.  Incorporating CMC model in flow and transport models to study uncertainty in concentration fields.  Deviate from the literature:  - Non-Gaussian stochastic fields: (Markovian fields),  - Statistically heterogeneous fields, and  - Non-uniformity of the flow field (in the mean) due to  boundary conditions. 5 August 2016 93Scientific Research Papers of Amro Elfeki, PhD
  • 94. Reducing Concentration Uncertainty Using the Coupled Markov Chain Approach.  Classification of Uncertainty:  -Conceptual Model Uncertainty:  Darcy’s and Fick’s Laws.  Geological Uncertainty:  Connectivity and dis-connectivity  of the layers, geological sequence,  boundaries between geological units.  Parameter Uncertainty:  K, porosity.  Hydro-geological Uncertainty:  Constant head boundaries,  impermeable boundaries,  Plume boundaries, source area boundaries. 5 August 2016 94Scientific Research Papers of Amro Elfeki, PhD 0 50 100 150 200 250 Horizontal Distance between Wells (m) -50 0 Depth(m) Well 1 Well 2 ? K(x,y,z)? (x,y,z)? C(x,y,z)? H=? H=? ? ? ?? ? ? ? ? ?
  • 95. Reducing Concentration Uncertainty Using the Coupled Markov Chain Approach. 5 August 2016 95Scientific Research Papers of Amro Elfeki, PhD - The uncertainty due to the lack of information about the subsurface structure which is known only at sparse sampled locations. - The erratic nature of the subsurface parameters observed at field scale. Why Addressing Uncertainty by Stochastic Approach?
  • 96. Reducing Concentration Uncertainty Using the Coupled Markov Chain Approach. 5 August 2016 96Scientific Research Papers of Amro Elfeki, PhD 1 2 3 4 0 50 100 150 200 250 300 -50 0 0 50 100 150 200 250 300 -50 0 time = 1600 days 0 50 100 150 200 250 300 -50 0 0 50 100 150 200 250 300 -50 0 0 50 100 150 200 250 300 -50 0 0 50 100 150 200 250 300 -40 -20 0 0 50 100 150 200 250 300 -40 -20 0 Geology is Certain and Parameters are Uncertain Geology is Uncertain and Parameters are Certain 0 0.01 0.1 1 C C actualC C C Elfeki, Uffink and Barends, 1998 Geological Uncertainty: Geological configuration. Parameter Uncertainty: Conductivity value of each unit.
  • 97. Reducing Concentration Uncertainty Using the Coupled Markov Chain Approach. 5 August 2016 97Scientific Research Papers of Amro Elfeki, PhD Study Area The Schelluinen study area is located in the central Rhine-Meuse delta in the Netherlands. Figure 1 shows the geological cross-section, interpreted by geologists based on drillings made at 20 m apart (for details see Bierkens, 1994 and Bierkens, 1996, and Weerts, 1996). Augured drillings are used to describe the vertical sequence of the confining layers at boreholes. In addition to these drillings, a few measurements of hydraulic conductivity and porosity are performed on sediment cores. Merging soft geological information with a few hard hydraulic data yields estimation for the hydraulic properties of the entire confining layer at the scale of interest. A total number of 750 borings are available at a depth of 2 – 2.5 m below the surface
  • 98. Reducing Concentration Uncertainty Using the Coupled Markov Chain Approach. Soil Coding Soil description 1 Channel deposits (sand) 2 Natural levee deposits (fine sand, sandy clay, silty clay) 3 Crevasse splay deposits (fine sand, sandy clay, silty clay) 4 Flood basin deposits (clay, humic clay) 5 Organic deposits (peaty clay, peat) 6 Subsoil (sand) 0 80 160 240 -10 -5 0 0 200 400 600 800 1000 1200 1400 1600 -10 -5 0 1 2 3 4 5 6 Data from Bierkens, 1994 5 August 2016 98Scientific Research Papers of Amro Elfeki, PhD
  • 99. Reducing Concentration Uncertainty Using the Coupled Markov Chain Approach. Soil Properties at the core scale from Bierkens, 1996 . Soil Coding Soil type Wi 6 Fine & loamy sand 0.12 0.60 1.76 4.40 0.09 5 Peat 0.39 -2.00 1.7 0.30 2.99 3 Sand & silty clay 0.19 -4.97 3.49 0.1 5.86 4 Clay & humic clay 0.30 -7.00 2.49 0.01 10.1 2 ( )iLog K( )iLog K ( / )iK m day 2 iK 5 August 2016 99Scientific Research Papers of Amro Elfeki, PhD
  • 100. Reducing Concentration Uncertainty Using the Coupled Markov Chain Approach. 5 August 2016 100Scientific Research Papers of Amro Elfeki, PhD Application of SIS at the Site Geological Section Deterministic and Stochastic Zones In SIS Model Bierkens, 1996
  • 101. Reducing Concentration Uncertainty Using the Coupled Markov Chain Approach. 5 August 2016 101Scientific Research Papers of Amro Elfeki, PhD 0 200 400 600 800 1000 1200 1400 1600 -10 -5 0 Conditioning on half of the drillings SIS Model Simulation CMC Model Simulation Geological Section
  • 102. Reducing Concentration Uncertainty Using the Coupled Markov Chain Approach. ( , ) ( , ) 0 ( , ) ( , ) x y K x y K x y x x y y K x yV x K x yV y                                          Contaminant Source Plume at Time, t Impermeable boundary Impermeable boundary is the hydraulic head, Vx and Vy are pore velocities, is the hydraulic conductivity, and is the effective porosity. Hydrodynamic Condition: Non-uniform Flow in the Mean due to Boundary Conditions.  ( , )K x y  5 August 2016 102Scientific Research Papers of Amro Elfeki, PhD
  • 103. Reducing Concentration Uncertainty Using the Coupled Markov Chain Approach. Governing equation of solute transport : C is concentration Vx and Vy are pore velocities, and Dxx , Dyy , Dxy , Dyx are pore-scale dispersion coefficients x y xx xy yx yy C C C C C C CV V D D D D t x y x x y y x y                                            * - i j mij ijL L T VV D V D V                   *mD ij L  T  is effective molecular diffusion, is delta function, is longitudinal dispersivity, and is lateral dispersivity. 5 August 2016 103Scientific Research Papers of Amro Elfeki, PhD
  • 104. Reducing Concentration Uncertainty Using the Coupled Markov Chain Approach. 5 August 2016 104Scientific Research Papers of Amro Elfeki, PhD 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 0.1 1 10 3 4 Lithology Coding 6 5 T= 82 years # drillings 2 3 5 9 25 31
  • 105. Reducing Concentration Uncertainty Using the Coupled Markov Chain Approach. 5 August 2016 105Scientific Research Papers of Amro Elfeki, PhD 0 4 8 12 16 20 24 28 32 No. of Conditioning Boreholes 0 40 80 120 160 200 240 PeakConcentration(mg/lit) Single Realization Cmax (t = 34.2 Years) Single Realization Cmax (t = 68.4 Years) Single Realization Cmax (t = 95.8 Years) Single Realization Cmax (t = 136.9 Years) Original Section (t = 34.2 Years) Original Section (t = 68.4 Years) Original Section (t = 95.8 Years) Original Section (t = 136.9 Years) Practical convergence is reached after about 21 boreholes 0 50 100 150 200 -10 -5 0 Effect of Conditioning Single Realiz. Cmax
  • 106. Reducing Concentration Uncertainty Using the Coupled Markov Chain Approach. 0 10000 20000 30000 40000 Time (days) 0 20 40 60 80 100 120 X_CoordinateoftheCentroid(m) Original Section Conditioning on 2 boreholes Conditioning on 3 boreholes Conditioning on 5 boreholes Conditioning on 9 boreholes Conditioning on 25 boreholes 0 10000 20000 30000 40000 Time (days) -10 -8 -6 -4 -2 0 Y_CoordinateoftheCentroid(m) Original Section Conditioning on 2 boreholes Conditioning on 3 boreholes Conditioning on 5 boreholes Conditioning on 9 boreholes Conditioning on 25 boreholes Trend is reached at 3 boreholes Convergence at 9 boreholes              Contaminant Source Plume at Time, t Impermeable boundary Impermeable boundary
  • 107. Reducing Concentration Uncertainty Using the Coupled Markov Chain Approach. 0 10000 20000 30000 40000 Time (days) 0 0.5 1 1.5 2 2.5 VarianceinY_direction(m2) Original Section Conditioning on 2 boreholes Conditioning on 3 boreholes Conditioning on 5 boreholes Conditioning on 9 boreholes Conditioning on 25 boreholes 0 10000 20000 30000 40000 Time (days) 0 1000 2000 3000 4000 VarianceinX_direction(m2) Original Section Conditioning on 2 boreholes Conditioning on 3 boreholes Conditioning on 5 boreholes Conditioning on 9 boreholes Conditioning on 25 boreholes Trend is reached at 3 boreholes Convergence at 5 and 25 boreholes Convergence at 9 boreholes              Contaminant Source Plume at Time, t Impermeable boundary Impermeable boundary
  • 108. Reducing Concentration Uncertainty Using the Coupled Markov Chain Approach. 0 10000 20000 30000 40000 50000 Time (days) 0 0.2 0.4 0.6 0.8 1 NormalizedMassDistribution Original Section Conditioning on 2 boreholes Conditioning on 3 boreholes Conditioning on 5 boreholes Conditioning on 9 boreholes Conditioning on 25 boreholes 0 50 100 150 200 -10 -5 0 Convergence at 25 boreholes
  • 109. Reducing Concentration Uncertainty Using the Coupled Markov Chain Approach. 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 0.1 1 10 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 CactualC C T = 4.1 years T = 82.2 years T = 136.9 years mg/lit 2 boreholes
  • 110. Reducing Concentration Uncertainty Using the Coupled Markov Chain Approach. 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 0.1 1 10 actualC C C T = 4.1 years T = 82.2 years T = 136.9 years 5 boreholes mg/lit
  • 111. Reducing Concentration Uncertainty Using the Coupled Markov Chain Approach. 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 0 50 100 150 200 -10 -5 0 actualC C C T = 4.1 years T = 82.2 years T = 136.9 years 31 boreholes
  • 112. Reducing Concentration Uncertainty Using the Coupled Markov Chain Approach. 0 4 8 12 16 20 24 28 32 No. of Conditioning Boreholes 0 10 20 30 40 50 60 70 80 90 100 110 EnsemblePeakConcentration(mg/lit) Ensemble Cmax (t = 34.2 Years) Ensemble Cmax (t = 68.4 Years) Ensemble Cmax (t = 95.8 Years) Ensemble Cmax (t = 136.9 Years) Original Section (t = 34.2 Years) Original Section (t = 68.4 Years) Original Section (t = 95.8 Years) Original Section (t = 136.9 Years) 0 4 8 12 16 20 24 28 32 No. of Conditioning Boreholes 0 1 2 3 4 5 6 CVofCmax t = 34.2 Years t = 68.4 Years t = 95.8 Years t = 136.9 Years max 1 for #boreholes 5   c C max 1 for #boreholes 5  c C p max time   c C
  • 113. Reducing Concentration Uncertainty Using the Coupled Markov Chain Approach.  CMC model proved to be a valuable tool in predicting heterogeneous geological structures which lead to reducing uncertainty in concentration distributions of contaminant plumes.  Convergence to actual concentration is of oscillatory type, due to the fact that some layers are connected in one scenario and disconnected in another scenario.  In non-Gaussian fields, single realization concentration fields and the ensemble concentration fields are non-Gaussian in space with peak skewed to the left.  Reproduction of peak concentration, plume spatial moments and breakthrough curves in a single realization requires many conditioning boreholes (20-31 boreholes). However, reproduction of plume shapes require less boreholes (5 boreholes).
  • 114. Reduction of Uncertainty in Geological Formations, Groundwater Flow and Transport Models 5 August 2016 114Scientific Research Papers of Amro Elfeki, PhD
  • 115. Prediction of Contaminant Plumes (Shapes, Spatial Moments and Macro-dispersion) in Aquifers with insufficient Geological Information Objectives:  To what extent one can use less information to get plausible results, for practical point of view.  Proposing the use of the final image concept instead of Monte- Carlo simulations for uncertainty estimation (efficient in terms of computer time and storage).  Test the capability of CMC on a field case study that is documented in the literature for testing theories.  Compare CMC with other techniques (polynomial regression trend, Kalman filter trend, hydro-facies trend and Kriging method) in the literature that is used by others (Eggleston and Rojstaczer, 1998).  Compare CMC with Adams and Gelhar theories for Macro- dispersion (1992). 5 August 2016 115Scientific Research Papers of Amro Elfeki, PhD
  • 116. Prediction of Contaminant Plumes (Shapes, Spatial Moments and Macro-dispersion) in Aquifers with insufficient Geological Information 5 August 2016 116Scientific Research Papers of Amro Elfeki, PhD MADE Site: Designed to test Stochastic Theories
  • 117. Prediction of Contaminant Plumes (Shapes, Spatial Moments and Macro-dispersion) in Aquifers with insufficient Geological Information 5 August 2016 117Scientific Research Papers of Amro Elfeki, PhD 0 50 100 150 200 250 -10 -5 0 0 1 2 3 4 5 MADE1 Exp.
  • 118. Prediction of Contaminant Plumes (Shapes, Spatial Moments and Macro-dispersion) in Aquifers with insufficient Geological Information Model Assumptions:  2D-Vertical Cross-Section.  Steady State Flow System: (Seasonal Variability is Negligible).  Confined Aquifer Conditions.  Non-reactive Transport (Bromid Tracer).  Molecular Diffusion is Negligible. 5 August 2016 118Scientific Research Papers of Amro Elfeki, PhD
  • 119. Prediction of Contaminant Plumes (Shapes, Spatial Moments and Macro-dispersion) in Aquifers with insufficient Geological Information 5 August 2016 119Scientific Research Papers of Amro Elfeki, PhD 0 50 100 150 200 250 -10 -5 0 0 1 2 3 4 5 S. 1 2 3 4 5 6 7 1 .879 .103 .009 .000 .009 .000 .000 2 .026 .911 .046 .009 .003 .000 .005 3 .003 .030 .897 .044 .010 .000 .016 4 .000 .006 .094 .869 .031 .000 .000 5 .000 .000 .003 .010 .961 .000 .026 6 .009 .014 .009 .005 .000 .963 .000 7 .000 .000 .000 .000 .000 .000 1.00 Vertical Sampling Interval=0.1 m T T=p v lq n q v lkv lk 1 Tlk v is the number of observed transitions from Sl to Sk in the vertical direction. Parameter Estimation
  • 120. Prediction of Contaminant Plumes (Shapes, Spatial Moments and Macro-dispersion) in Aquifers with insufficient Geological Information 5 August 2016 120Scientific Research Papers of Amro Elfeki, PhD 0 50 100 150 200 250 -10 -5 0 0 50 100 150 200 250 -10 -5 0 0 50 100 150 200 250 -10 -5 0 1 2 3 4 5 0 50 100 150 200 250 -10 -5 0 0 50 100 150 200 250 -10 -5 0 a b c d e Effect of Horizontal Transition Probabilities Increasingthediagonalelementsofthematrix From0.5-sameasvertical-0.922
  • 121. Prediction of Contaminant Plumes (Shapes, Spatial Moments and Macro-dispersion) in Aquifers with insufficient Geological Information 5 August 2016 121Scientific Research Papers of Amro Elfeki, PhD Facies Measured Conductivity (m/day) lower limit upper limit mid range 1. Open work gravel 86.4 864. 475.2 2. Fine gravel 8.64 86.4 47.52 3. Sand 0.864 8.64 4.752 4. Sandy gravel 0.0864 0.864 0.4752 5. Sandy clayey gravel 0.00864 0.0864 0.04752 0 5 0 1 0 0 1 5 0 2 0 0 2 5 0 -1 0 -5 0 b 1 2 3 4 5 Hydraulic Conductivies of the Facies
  • 122. Prediction of Contaminant Plumes (Shapes, Spatial Moments and Macro-dispersion) in Aquifers with insufficient Geological Information 5 August 2016 122Scientific Research Papers of Amro Elfeki, PhD Parameter 16 Boreholes 9 Boreholes 6 Boreholes MADE data Rehfeldt, et al., [1992]. μLn(K) -5.28 (Upper) -5.87 (Mid Range) -7.68 (Lower) -5.44 (Upper) -6.03 (Mid Range) -7.43 (Lower) -5.15 (Upper) -5.75 (Mid Range) -7.47 (Lower) -5.2 (-10.1 - 0.4) 8.19 (Upper) 8.19 (Mid Range) 7.31 (Lower) 7.43 (Upper) 7.43 (Mid Range) 7.43(Lower) 5.25 (Upper) 5.25 (Mid Range) 5.03 (Lower) 4.5 (3.4 - 5.6) 2 ln( )K Comparison of Statistics Computed from the Three Scenarios (with upper, lower and mid range conductivities) and the values estimated from the MADE site (Rehfeldt et al., 1992)
  • 123. Prediction of Contaminant Plumes (Shapes, Spatial Moments and Macro-dispersion) in Aquifers with insufficient Geological Information 5 August 2016 123Scientific Research Papers of Amro Elfeki, PhD 0 50 100 150 200 250 -10 -5 0 0 1 2 3 4 5 0 5 0 1 0 0 1 5 0 2 0 0 2 5 0 -1 0 -5 0 Eggleston and Rojstaczer, (1998) CMC method (This study) Comparison of various Models with CMC
  • 124. Prediction of Contaminant Plumes (Shapes, Spatial Moments and Macro-dispersion) in Aquifers with insufficient Geological Information 5 August 2016 124Scientific Research Papers of Amro Elfeki, PhD 0 50 100 150 200 250 -10 -5 0 0 50 100 150 200 250 -10 -5 0 1 2 3 4 5 0 50 100 150 200 250 -10 -5 0 0 50 100 150 200 250 -10 -5 0 0 50 100 150 200 250 -10 -5 0 0 50 100 150 200 250 -10 -5 0 0 50 100 150 200 250 -10 -5 0 Effect of Number of Boreholes on Site Characterization Pii h = 0.922 produces the main heterogeneous features in the site when conditioned on 16 boreholes.
  • 125. Prediction of Contaminant Plumes (Shapes, Spatial Moments and Macro-dispersion) in Aquifers with insufficient Geological Information 5 August 2016 125Scientific Research Papers of Amro Elfeki, PhD Simulation of the MADE 1 Exp
  • 126. Prediction of Contaminant Plumes (Shapes, Spatial Moments and Macro-dispersion) in Aquifers with insufficient Geological Information 5 August 2016 126Scientific Research Papers of Amro Elfeki, PhD 49 days 0 50 100 150 200 250 279 days 0 50 100 150 200 250 594 days 0 50 100 150 200 250 49 days49 days 279 days279 days 594 days594 days 1 2 3 45 6 7 8 9 10 11 12 13 14 15 161 3 5 7 9 11 13 15 16161 5 7 11 13 -10 -5 0 -10 -5 0 0 0.1 1 10 100 -10 -5 0 -10 -5 0 49 days 0 50 100 150 200 250 -10 -5 0 -10 -5 0 279 days 0 50 100 150 200 250 -10 -5 0 594 days -10 -5 0 -10 -5 0 -10 -5 0 0 50 100 150 200 250 -10 -5 0 -10 -5 0 49 days49 days 279 days279 days 594 days594 days Effect of Number of Boreholes on the Simulated Plume (Upper conductivity)
  • 127. Prediction of Contaminant Plumes (Shapes, Spatial Moments and Macro-dispersion) in Aquifers with insufficient Geological Information 5 August 2016 127Scientific Research Papers of Amro Elfeki, PhD Simulation
  • 128. Prediction of Contaminant Plumes (Shapes, Spatial Moments and Macro-dispersion) in Aquifers with insufficient Geological Information 5 August 2016 128Scientific Research Papers of Amro Elfeki, PhD
  • 129. Prediction of Contaminant Plumes (Shapes, Spatial Moments and Macro-dispersion) in Aquifers with insufficient Geological Information 5 August 2016 129Scientific Research Papers of Amro Elfeki, PhD
  • 130. Prediction of Contaminant Plumes (Shapes, Spatial Moments and Macro-dispersion) in Aquifers with insufficient Geological Information 5 August 2016 130Scientific Research Papers of Amro Elfeki, PhD Conclusions: 2. The final image concept of chandelling uncertainty seems to perform well when compared with the data.
  • 131. Prediction of Contaminant Plumes (Shapes, Spatial Moments and Macro-dispersion) in Aquifers with insufficient Geological Information 5 August 2016 131Scientific Research Papers of Amro Elfeki, PhD
  • 132. Main Research Interest  Characterization of Subsurface Heterogeneity.  Groundwater Flow and Contaminant Transport in Aquifers.  Soil-Contaminant Interaction in Porous Media.  Reduction of Uncertainty in Geological Formations, Groundwater Flow and Transport Models.  Design of Groundwater Monitoring System at Landfill Sites. 5 August 2016 132Scientific Research Papers of Amro Elfeki, PhD
  • 133. Design of Groundwater Monitoring System at Landfill Sites  Yenigul, N.B., Elfeki, A. M. and den Akker, C. (2006). New Approach for Groundwater Detection Monitoring at Landfills. Journal of Groundwater Monitoring and Remediation, 26, no. 2/Spring 2006/pp. 79-86. 5 August 2016 133Scientific Research Papers of Amro Elfeki, PhD
  • 134. Design of Groundwater Monitoring System at Landfill Sites (cont.) 5 August 2016 134Scientific Research Papers of Amro Elfeki, PhD
  • 135. New Approach for Groundwater Detection Monitoring at Lined Landfills Background: This research was part of the PhD Dissertation of Buket Yenigul whom I was supervising at TU-Delft (finished 2006). It is also part of the DIOC project at TU-Delft. Motivation and Objective: Formulation of a methodology for the design of an optimum monitoring well network at a landfill site. Highest probability of contaminant detection Cost effectiveEarly detection 5 August 2016 135Scientific Research Papers of Amro Elfeki, PhD
  • 136. New Approach for Groundwater Detection Monitoring at Lined Landfills 5 August 2016 136Scientific Research Papers of Amro Elfeki, PhD
  • 137. New Approach for Groundwater Detection Monitoring at Lined Landfills 5 August 2016 137Scientific Research Papers of Amro Elfeki, PhD
  • 138. New Approach for Groundwater Detection Monitoring at Lined Landfills 5 August 2016 138Scientific Research Papers of Amro Elfeki, PhD
  • 139. New Approach for Groundwater Detection Monitoring at Lined Landfills 5 August 2016 139Scientific Research Papers of Amro Elfeki, PhD Objective of the paper: Proposing a new monitoring approach (PMA) at landfill sties and compare it with the conventional monitoring approach (CMA). Taking into account the uncertainty in leak location and subsurface Heterogeneity. - Application on a hypothetical case study. - For detection monitoring design regulations at landfills (U.S. EPA 1986, ECC 1999): at least one background well (hydraulically up gradient from a potential source) and three down gradient wells. - Literature: Massmann and Freeze (1987)  Yenigul et al. (2005).
  • 140. New Approach for Groundwater Detection Monitoring at Lined Landfills 5 August 2016 140Scientific Research Papers of Amro Elfeki, PhD Goals in the design: Maximizing the likelihood of detecting contaminants and minimizing the contaminated area are the conflicting design objectives. The proposed monitoring approach (PMA): The idea is to increase the interception of the contaminant plumes at early stages by broadening the capture zone of monitoring well (s) simply be continuous pumping from the monitoring well (s) with a small pumping rate.
  • 141. New Approach for Groundwater Detection Monitoring at Lined Landfills 5 August 2016 141Scientific Research Papers of Amro Elfeki, PhD 0 50 100 150 200 250 300 350 400 450 500 -400 -350 -300 -250 -200 -150 -100 -50 0 100 50 0 150 200 250 300 350 400 Flow Landfill (m) (m) 3-wellsystem 4-wellsystem 5-wellsystem 6-wellsystem 8-wellsystem 12-wellsystem Problem set up:
  • 142. New Approach for Groundwater Detection Monitoring at Lined Landfills 5 August 2016 142Scientific Research Papers of Amro Elfeki, PhD Model Formulation
  • 143. New Approach for Groundwater Detection Monitoring at Lined Landfills 5 August 2016 143Scientific Research Papers of Amro Elfeki, PhD 2 2 /( ) ( , , ) 4 4 ( - - ( -) ) exp - 4 4 o l x t x o ox l x t x HMC x y t t tV V x t yVX Y t tV V              0 / ( ) ( ) 1 ( ( () ) exp ( ) ( ) o x l t t 2 2 o ox l x t x HMC x,y,t = 4 V x - - t y -VX Y- + d t 4 t 4 tV V                   
  • 144. New Approach for Groundwater Detection Monitoring at Lined Landfills 5 August 2016 144Scientific Research Papers of Amro Elfeki, PhD 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0 10 20 30 40 50 60 70 80 90 100 110 120 130 140 150 160 170 180 190 200 210 220 230 Distance from the contaminant source (m) (a) Detectionprobability(Pd) 3-well system 6-well system 12-well system T = 0.01 m T = 0.03 m 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0 10 20 30 40 50 60 70 80 90 100 110 120 130 140 150 160 170 180 190 200 210 220 230 Distance from the contaminant source (m) (b) Detectionprobability(Pd) 3-well system 6-well system 12-well system T = 0.01 m T = 0.03 m System reliability as a function of distance from the source for selected monitoring systems for conventional monitoring approach: (a) homogenous medium, and (b) heterogeneous medium. 0 50 100 150 200 250 300 350 400 450 500 -400 -350 -300 -250 -200 -150 -100 -50 0 100 50 0 150 200 250 300 350 400 Flow Landfill (m) (m) 3-wellsystem 4-wellsystem 5-wellsystem 6-wellsystem 8-wellsystem 12-wellsystem
  • 145. New Approach for Groundwater Detection Monitoring at Lined Landfills 5 August 2016 145Scientific Research Papers of Amro Elfeki, PhD 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0 10 20 30 40 50 60 70 80 90 100 110 120 130 140 150 160 170 180 190 200 210 220 230 distance from the contaminant source (m) (a) Averagecontaminatedarea(Aav)x10 4 (m 2 ) 3-well system 12-well system T = 0.01 m T = 0.03 m 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0 10 20 30 40 50 60 70 80 90 100 110 120 130 140 150 160 170 180 190 200 210 220 230 distance from the contaminant source (m) (b) Averagecontaminatedarea(Aav)x10 4 (m 2 ) 3-well system 12-well system T = 0.01 m T = 0.03 m Average contaminated area as a function of distance from the source for selected monitoring systems for conventional monitoring approach: (a) homogenous medium and (b) heterogeneous medium. 0 50 100 150 200 250 300 350 400 450 500 -400 -350 -300 -250 -200 -150 -100 -50 0 100 50 0 150 200 250 300 350 400 Flow Landfill (m) (m) 3-wellsystem 4-wellsystem 5-wellsystem 6-wellsystem 8-wellsystem 12-wellsystem
  • 146. New Approach for Groundwater Detection Monitoring at Lined Landfills 5 August 2016 146Scientific Research Papers of Amro Elfeki, PhD Influence of the pumping rate on (a) detection probability of a 3- well system 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 Homogenous medium aT=0.01 m Homogenous medium aT=0.03 m Heterogeneous medium aT=0.01 m Heterogeneous medium aT=0.03 m (a) Detectionprobability(Pd) estimated minimum estimated maximum estimated optimal 100 l/day50 l/daypumping rate =
  • 147. New Approach for Groundwater Detection Monitoring at Lined Landfills 5 August 2016 147Scientific Research Papers of Amro Elfeki, PhD 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0 1 2 3 4 5 6 7 8 9 10 11 12 13 Number of wells in the monitoring system (a) Detectionprobability(Pd) estimated minimum estimated maximum estimated optimal proposed monitoring approach conventional monitoring approach 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0 1 2 3 4 5 6 7 8 9 10 11 12 13 Number of wells in the monitoring system (b) Detectionprobability(Pd) estimated minimum estimated maximum estimated optimal proposed monitoring approach conventional monitoring approach Comparison of the conventional and the proposed monitoring approaches (pumping rate = 100 l/day) in terms of reliability “in heterogeneous medium”: (a) transverse dispersivity, T = 0.01 m, and (b) transverse dispersivity, T = 0.03 m.
  • 148. New Approach for Groundwater Detection Monitoring at Lined Landfills 5 August 2016 148Scientific Research Papers of Amro Elfeki, PhD Expected cost as a function of number of wells in a monitoring system for transverse dispersivity, T = 0.03 m: (a) homogenous medium and (b) heterogeneous medium. 0 2 4 6 8 10 12 14 16 18 3-well monitoring system 4-well monitoring system 5-well monitoring system 6-well monitoring system 8-well monitoring system 12-well monitoring system (a) Expectedtotalcost(CT)x10 5 (dollars) conventional monitoring approach proposed monitoring approach 0 2 4 6 8 10 12 14 16 18 3-well monitoring system 4-well monitoring system 5-well monitoring system 6-well monitoring system 8-well monitoring system 12-well monitoring system (b) Expectedtotalcost(CT)x10 5 (dollars) conventional monitoring approach proposed monitoring approach
  • 149. New Approach for Groundwater Detection Monitoring at Lined Landfills  Conclusions:  The conventional methods (CMA) is not adequate to accomplish the objectives of maximizing the detection probability while minimizing the contaminated area.  The (PMA) improved the efficiency of the optimum three-well monitoring system.