WATER RESOURCES RESEARCH, VOL. 22, NO.

2, PAGES 95-108, FEBRUARY 1986

Review of Parameter Identification Proceduresin Groundwater Hydrology'

The Inverse Problem

WILLIAM W-G. YEH

Civil EngineeringDepartment, University of California, Los Angeles

The purposeof this surveyis to reviewparameteridentificationprocedures

in groundwaterhydrology
and to examine computational techniques which have been developed to solve the inverse problem.
Parameter identification methods are classified under the error criterion used in the formulation of the
inverseproblem. The problem of ill-posednessin connectionwith the inverseproblem is addressed.
Typical inversesolutiontechniquesare highlighted.The review also includesthe evaluation of methods
usedfor computingthe sensitivitymatrix. Statisticswhich can be usedto estimatethe parameteruncer-
tainty are outlined.Attemptshave beenmade to compareand contrastrepresentative inverseprocedures,
and directionfor futureresearchis suggested.

CONTENTS The problem of parameteridentificationin distributedpa-

Introduction ............................................
Ill-posedness............................................
Classificationof parameter identification methods ...........
Equation error criterion (direct method as classifiedby
Neuman) ...........................................
Output error criterion (indirect method as classifiedby
Neuman) ...........................................
Problem statement .......................................
Parameter dimension and parameterization ................
Zonation method ......................................
Interpolation method ...................................
Inverse solution methods .................................
Generalized matrix method based upon the equation error
criterion ............................................
Gauss-Newton minimization based upon the output error
criterion ............................................
Computationof sensitivity coefficients.....................
Influence coefficient method ............................
Sensitivity equation method ............................
Variational method ....................................
Parameter uncertainty and optimum parameter dimension....
Calculation of statistics .................................
Bayesian estimation ......................................
Composite objective function ...........................
Kalman filter ..........................................
Other statistical methods that incorporate prior information..
Summary and future research direction ....................
INTRODUCTION
In recent years, simulation and mathematical models have
often been used to analyze a groundwater system.In general,
physically based mathematical models are solved by finite-
difference or finite-element approximations. Most of the
groundwater models are distributed parameter models, and
the parameters used in deriving the governing equation are
not directly measurablefrom the physical point of view and
have to be determined from historical
ally, the determination of aquifer parametersis based upon
trial-and-error and graphical matching techniquesunder the
assumptionsthat the aquifer is homogeneousand isotropic
and a closed-form solution for the governing equation exists
[Theis, 1935]. Such techniques would be inapplicable in a
situation where aquifer parameters vary with space or no
closed-formsolutionexistsfor the governingequation.
Copyright 1986 by the AmericanGeophysicalUnion.
Paper number 5W4047.
0043-1397/86/005W-4047505.00
rameter systemshas been studied extensivelyduring the last
95
95
two decades.The term "distributedparametersystem"implies
96 that the responseof the systemis governedby a partial differ-
ential equation and parametersimbeddedin the equation are
96 spatially dependent.The inverseproblem of parameter identi-
fication concernsthe optimal determinationof the parameters
96
98
by observing the dependent variable collected in the spatial
and time domains. The number of observations is finite and
98
98 limited, whereas the spatial domain is continuous. For an in-
98 homogeneousaquifer the dimensionof the parameter is theo-
99 retically infinite. In practice, spatial variables are approxi-
mated by a finite-differenceor finite-element schemewhile the
99
aquifer systemis subdividedinto severalsubregionswith each
99 subregion characterized by a constant parameter. The re-
101 duction of the number of parametersfrom the infinite dimen-
102 sion to a finite dimensionalform is called parameterization.
102 There are two types of errors associatedwith the inverse
102
problem: (1) the systemmodeling error, as representedby a
103
103 performancecriterion, and (2) the error associatedwith pa-
104 rameter uncertainty.An increasein parameterdimension(the
104 number of unknown parameters associated with parame-
104
terization) will generallyimprove the systemmodelingerror,
104
105
but will increase the parameter uncertainty and vice versa.
The optimum level of parameterizationdependson the quan-
tity and quality of data (observations).
ILL-POSEDNESS
The inverseproblemis often ill-posed.The ill-posedness is
generally characterizedby the nonuniquenessand instability
of the identifiedparameters.The instability of the inversesolu-
tion stems from the fact that small errors in heads will cause
seriouserrorsin the identifiedparameters.
Chavent[1974] studiedthe uniquenes•problem in con-
observations. Tradition- nectionwith parameteridentificationin distributedparameter
systems.As was pointedby Chavent,the uniquenessproblem
has a great practical importance,becausein the caseof non-
uniqueness,the identifiedparameterswill differ accordingto
the initial estimate of the parameters,and there will be no
reason for the estimated parametersto be close to the "true"
parameters.As a consequence,the responsesof model and
system may differ for inputs different from those that have
been used for identification.Chavent studiedthe uniqueness
problemfor two situations:(1) the caseof constantparameters
and (2) the caseof distributed parametersin space.In case 1,
i.e., constant parameters, there are generally more measure-
ments than unknowns,so that the general situation is that the
95
96 YEH: REVIEW
inverse problem is unique. In case 2, i.e., distributed parame-
ters, if only point measurements are available, the inverse
problem is always nonunique. The term, point measurements
refersto the situation where measurementsare made only at a
limited number of locationsin the spatial domain.
The uniquenessproblem in parameter identification is inti-
mately related to identifiability. The notion of identifiability
addressesthe questionof whether it is all possibleto obtain
unique solutionsof the inverseproblem for unknown parame-
ters of interest in a mathematical model, from data collected
in the spatial and time domains. Kitamura and Nakagiri
[1977] formulated the parameter identification problem as the
one-to-one property of the inverse problem, i.e., the one-to-
one property of mapping from the spaceof systemoutputs to
the space of parameters. However, the uniquenessof such a
mapping is extremely difficult to establish and often nonexist-
ent. They defined the identifiability as follows: "We shall call
an unknown parameter "identifiable" if it can be determined
uniquely in all points of its domain by using the input-output
relation of the systemand the input-output data." Kitamura
and Nakagiri also obtained some resultsfor parameter identi-
fiability or nonidentifiability for a system characterizedby a
linear, one-dimensionalparabolicpartial differentialequation.
Another definition of identifiability was given by Chavent
[1979b], which is suited to the identification processusing the
output least square error criterion. If such criterion is used for
solving the inverse problem of parameter identification, the
parameter is said to be output least square identifiable if and
only if a unique solution of the optimization problem exists
and the solution depends continuously on observations.
Chavent [1983] presented a weaker sufficient condition for
output least squareidentification.
Identifiability is usually not achievablein the caseof point
measurements where data is only available at a limited
number of locations in the spatial domain. In view of the
various uncertainties involved in groundwater modeling, a
groundwater model can only be used to approximate the be-
havior of an aquifer system. If a small, prescribed error is
allowed in prediction, Yeh and Sun [1984] developed an ex-
tended identifiability criterion which can be usedfor designing
an optimum pumping test to assistparameter identification.
The extended identifiability is called the "•5 identifiability,"
which is basedon the conceptof weak uniqueness.
CLASSIFICATION OF PARAMETER IDENTIFICATION METHODS
Various techniqueshave been developedto solve the inverse
problem of parameter identification. Neuman [1973] classified
the techniques into either "direct" or "indirect." The "direct
approach" treats the model parametersas dependentvariables
in a formal inverse boundary value problem. The "indirect
approach" is based upon an output error criterion where an
existing estimate of the parameters is iteratively improved
until the model responseis sufficiently close to that of the
measured output. In a survey paper by Kubrusly [1977] on
distributed parameter systemsidentification, he classifiedthe
identification procedures into three categories: (1) direct
method, which consists of those methods that use opti-
mization techniques directly to the distributed (infinite-
dimensional) model; (2) reduction to a lumped parameter
system, which consistsof those methods that reduce the dis-
tributed parameter system to a continuous or discrete-time
lumped parameter systemwhich is describedby ordinary dif-
ferential equation or differenceequation; and (3) reductionto
an algebraic equation, which consistsof those methods that
reduce the partial differentialequation to an algebraicequa-
tion.
There are only two types of error criteria that have been
usedin the past in the formulation of the inverseproblem for
a distributed parameter system.Chavent [1979b] classifiedthe
identificationproceduresinto two distinctivecategoriesbased
upon the error criterion used in the formulation. His classifi-
cation is intrinsicallyconsistentwith Neuman's[1973]. Hence
we shall classifythe inversesolution methods into the follow-
ing two categoriesbased upon the error criterion used in the
formulation of the inverseproblem.
Equation Error Criterion (Direct Method
as Classifiedby Neuman)
If head variations and derivatives(usually estimated)are
knownovertheentireflow regionandif the measurement
and
model errors are negligible,the original governing equation
becomesa linear first-order partial differential equation of the
hyperbolictype in termsof the unknown parameters.With the
aid of boundary conditionsand flow data, a direct solution for
the unknown parametersmay be possible.
In practice, observationwells are sparselydistributed in the
flow region in an arbitrary fashionand only a limited number
of observation wells are available. To formulate the inverse
problem by the equation error criterion, missingdata (obser-
vations) have to be estimatedby interpolation. The interpo-
lated data contain errors in interpolation.If the interpolated
data along with observations, which also contain noise, are
substituted into the governing equation, an error term will
result. Such an error is called the equation error. The error is
then minimized over the proper choice of parameters. It
should be noted that approximating head variations in the
entire domain using an interpolation scheme,without con-
sidering the statistical properties of sampling, would cause
errors in the resultsof parameter identification.
Among the availabletechniqueswe may mentionthe energy
dissipation method [Nelson, 1968]; linear programming
[Kleinecke,1971]; the useof a flatnesscriterion [Emsellemand
de Marsily, 1971]; the multiple-objective decision process
[Neuman, 1973]; the Galerkin method [Frind and Pinder,
1973]; the algebraicapproach[Sagar et al., 1975]; the induc-
tive method[Nutbrown,1975]; linear programmingand qua-
dratic programming[Hefez, 1975]; minimization of a qua-
dratic objective function with penalty function [Navarro,
1977]; and the matrix inversionmethod allied with kriging
[Yeh et al., 1983].To minimizethe instabilityand nonunique-
ness,regularityconditionsare oftenrequired.Table 1 presents
some typical parameter identification models that are based
upon the equation error criterion.
Output Error Criterion (Indirect Method
as Classifiedby Neuman)
The criterion used in this approach is generally the mini-
mization of a "norm" of the difference between observed and
calculated heads at specified observation points. The main
advantage of this approach is that the formulation of the in-
verseproblem is applicable to the situation where the number
of observations is limited, and it does not require differ-
entiation of the measured data. A disadvantage of this ap-
proach is that minimization is usually nonlinear and often
nonconvex. Various optimization algorithms have been used
to perform the minimization. In general, an algorithm starts
from a set of initial estimatesof the parametersand improves
it in an iterative manner until the system model responseis
sufficientlycloseto that of the observations.
Control-oriented techniques,stemming from the concept of
quasilinearizationof Bellman and Kalaba [1965], have been
developed for aquifer parameter identification. Among the
 YEa' REVIEW 97

o o o o o 'i•
98 YEH: REVIEW

published works in parameter identification we may mention vided that parameter values are properly estimated.Various
the following: quasilinearization[Yeh and Tauxe, 1971; DiS- finite-difference or finite-element methods have been devel-
tefano and Rath, 1975]; minimax and linear programming oped for numerical simulationstudies.In solvingthe inverse
[Yeh and Becker, 1973]; and maximum principle [Lin and problem, it is essential to have an efficient forward solution
Yeh, 1974], Yakowitz and Noren [1976]. Vermuri and Karplus scheme,particularly when using an iterative nonlinear least
[1969] formulated the inverse problem in terms of optimal square estimation. An example is the following classical
control and solved it by a gradient procedure. Chen et al. Crank-Nicolson scheme'
[1974] and Chavent [1975] also treated the problem in an
optimal control approach and solved it by both a steepest «IT/+1/2,j(hi+
1,j"+• -- hi,j"+x)/(Ax)
2
descentmethod and conjugate gradient method. Kalman fil- __ri- 1/2,j(hi,jn+
1__hi- 1,jn+
1)/(Ax)2
tering techniqueshave also been proposedin the literature for
parameter identification [McLaughlin, 1975; Wilson et al., + T•+,/,•.•(h•+
,? - h•?)/(/Xx)
'•
1978]. Kitanidis and Vomvoris [1983] used the technique of -- •_ 1/2,j(hi,j
n-- h,_1,jn)/(aX)
2]
maximum likelihood estimation and kriging.
Mathematical programming techniques developed in the 1n+• _ h. .n+•)/(Ay)2
+ •[•,j+ 1/2(hi,j+
field of operations researchhave been utilized for solving the
_ •,j_ 1/2(hi,jn+
1 __hi,j- ln+1)/(Ay)2
inverse problem of parameter identification in groundwater
hydrology and in the field of petroleum engineering.Among + • j+ •/2(hhj+ t,j )
the published works we may mention the following: gradient
-- •.j_ t/2(hi.j
n-- hi,j_ •n)/(A
y)2]
search procedures [Jacquard and Jain, 1965; Thomas et al.,
1972]; decompositionand multilevel optimization [ttaimes et = Q•,j+ S(hi?+• - h•.•)/At (3)
al., 1968]; linear programming [Coats et al., 1970; Slater and
The above finite-differenceequationscan be solvedby an
Durrer, 1971; Yeh, 1975a, b]; quadratic programming [Yeh,
alternatingdirection method [Douglas,1962], which is locally
1975a, b; Chang and Yeh, 1976]; the Gauss-Newton method
second-ordercorrect in spaceand time.
[Jahns, 1966; McLaughlin, 1975]; the modified Gauss-Newton
method [Yoon and Yeh, 1976; Yeh and Yoon, 1976; Cooley, PARAMETER DIMENSION AND PARAMETERIZATION
1977, 1982]; the Newton-Raphson method [Neuman and Ya-
kowitz, 1979]; and conjugate gradient method [Neuman, Parameters, suchas transmissivity,are continuousfunctions
1980]. Some typical parameter identification models,using the of the spatial variables.For identificationpurposes,a continu-
output error criterion, are tabulated in Table 2. ous function must be approximated by a finite dimensional
form. The reduction of parameter dimension is done by pa-
PROBLEM STATEMENT rameterization. There are two ways that have been proposed
in the literature.
We will use a typical groundwater flow equation to illus-
trate some typical techniquesthat have been used to solve the Zonation Method
inverse problem. Consider an unsteady flow in an inhomoge-
neous,isotropic, and confined aquifer for which the governing In this approach, the flow region is divided into a number
equation can be representedby
of subregions,or zones, and a constant parameter value is
used to characterizeeach zone. The unknown transmissivity
function is then representedby a number of constantswhich is
c•(c•h)
•xx c•(C•yy)
T•xx+ •yyT = Q+ Sc•h
c•-
• (1) equal to the number of zones.Hence the dimensionof param-
eterization (or parameter dimension) is then representedby
subjectto the following initial and boundary conditions:
the number of zones. Here, we mention the work of Coats et
h(x, y, O) = ho(x, y) x, y • al. [1970], Emsellemand de Marsily [1971], Yeh and Yoon
[1976], and Cooley [1977, 1979].
h(x, y, t)= h•(x, y, t) x, y, • cqfl• (2)
Oh Interpolation Method
T • = h2(x, y, t) x, y • cqfl
2 If finite elementsare used as the interpolation method, the
cqn
flow region is divided into a number of elementsconnectedby
where a number of nodes. Each node is associated with a chosen
local basis function. The unknown transmissivityfunction is
h(x,y,t) head;
then approximated by a linear combination of the basis func-
T(x, y) transmissivity;
$ storagecoefficient; tions, where the parameter dimension corresponds to the
number of unknown nodal transmissivity values. Here, we
Q(x, y) source-sinkterm (known);
mention the work of DiStefano and Rath [1975], Yoon and
x, y spacevariables;
Yeh [1976], and Yeh and Yoon [1981]. In the context of
t time;
interpolation, other schemeshave also been used to approxi-
fl flow region;
mate the transmissivitydistribution, such as spline [Sagar et
•gfl boundary of the aquifer (c•fl• u •gfl2 - 0f'l);
al., 1975; Yakowitz and Noren, 1976], polynomial method
c•/c•n normal derivative;
[Garay et al., 1976], and kriging [Clifton and Neuman, 1982].
ho, h•, h2 specifiedfunctions.
The reduction of the number of unknown parametersby rep-
For illustrational purposes,let us assumethat the storage resentingthe parametersby a geostatisticalstructureas sug-
coefficient is known and the parameter chosen for identifi- gestedby Kitanidis and Vomvoris[1983] can also be classified
cation is the transmissivityfunction, T(x, y), which is assumed under the interpolation method.
to be time invariant. In general, a numerical scheme is re- However, one problem still remains, i.e., how to optimally
quired to obtain solutionsof (1) subjectto conditions(2), pro- determine the shapeof zones in the zonation caseor how to
 YEH' REVIEW 99

optimally determinethe location of nodes(nodal transmissivi- can be expressedby

ties) in the interpolation case. Most of the published work
reliesupon a trial-and-errorapproachor hydrologicalmap- = - b)(A - b) (7)
ping. However,a recentpaperby Sunand Yeh [1985] suggests Minimizing the least square error, the transmissivity vector
a systematicway to identify the parameterstructure. can be estimated as

INVERSE SOLUTION METHODS •g- (ArA)- XArb (8)

GeneralizedMatrix Method Based Upon whereT•is theestimated
transmissivity
vectorof T•.Note that
the Equation Error Criterion solution (8) implicitly assumeshomoscedasticityand lack of
correlation among residuals.The solution is also highly de-
When equation error criterion is employed for parameter
pendent on the level of discretization used in the numerical
estimation,it requiresan explicit formulation of the unknown
parameters. Supposehead observationsare available at each solution of the governingequation. Another disadvantageis
of the grid points and theseobservationsare substitutedinto that solution of (8) is generally unstable in the presenceof
noise.
(3); then the Crank-Nicolson schemecan be rewritten as
Gauss-NewtonMinimization Based Upon
(hi+1,jn+1/2- hi.in+1/2)T/+
1,j- (hi,jn+
l/2 the Output Error Criterion
-- hi- 1,in+1/2)
Ti_1,j-[-(hi,j+1n+•/2-- hi,jn+1/2•,'/-•_
I ai,j+1 For modelingpurposes,the objectiveis to determineT(x, y)
n+ 1/2iT ' n+ 1/2 from a limited number of observationsof h(x, y, t) scatteredin
__(hi,jn+
1/2__hi,j- 1 /si,j-1q-(hi+1,j
the field so that a certain criterion is optimized. If the classical
q-hi_•,in+1/2q-hi,j+•n+1/2q-hi,j-•n+1/2- 4hi,jn+
1/2)T
/,J least square error is used to represent the output error, the
objectivefunction to be minimized is
2(Ax)2
-- At S(hin'f
l -- hiJn)
q-2(Ax)2Q
q-13i'jn+
1/2 (4) min J = [ho -- ho*]r[ho -- ho*] (9)
T(x, y)
whereAy is assumedto be equalto Ax, and where ha is the vector of calculatedheadsat observationwells,
hi.sn+1/2= •(hi,s
I . + hijn+1) based upon some estimated values of parameters,and ha* is
1
the vector of observed heads.
= + For identification purposes,T(x, y) can be parameterizedby
To accountfor the lack of equality,an unknownerror term either a zonation or interpolation method as mentioned ear-
lier.
13i,j
"+•/2is addedto (4).In practice,
onlya limitednumberof
field observations
is available.Interpolationschemes,
suchas The Gauss-Newtonalgorithm has proven to be an effective
cubicsplines [YakowitzandNoren,1976]andkriging[Yeh et algorithm to performminimization.The original and modified
al., 1983] havebeenusedin the pastto obtainheadvaluesat version of the algorithm has been usedby many researchersin
every computational grid associated with the numerical the past in solvingthe inverseproblem,e.g.,dacquardand Jain
schemethat is based upon either finite-differenceof finite- [1965]; Jahns [1966], Thomas et al. [1972], Gayalas et al.
elementapproximations. Theerrortermconsists of interpola- [1976], Yoon and Yeh [1976], and Cooley [1977, 1982]. The
tion errorsas wellas noisein observations. Equation(4) can popularity of the algorithm stemsfrom the fact that it does
be simplifiedto not require the calculationof the Hessianmatrix as is required
by the Newton method and the rate of convergenceis superior
AtT• = bt q- 13t t -- 1, 2, ..., N (5) when comparedto the classicalgradient searchingprocedures.
where The algorithm is basically developedfor unconstrainedmini-
mization. However, constraints such as upper and lower
At coefficientmatrix, a function of h;
bounds are easily incorporated in the algorithm with minor
T• transmissivity vectorcontainingtransmissivity values modifications. The algorithm starts with a set of initial esti-
at all grid points;
mates of parametersand convergesto a local optimum. If the
N total number of time steps;
objective function is convex, the local optimum would be the
bt column vector, a function of h.
globaloptimum.
Dueto thepresence
of noisein theobserva-
In a more compact matrix form, this becomes tions, the inverse problem is usually nonconvex, and hence
(6)
only a local optimum can be assuredin the minimization.
A T• = b +13
Let T be a vector of parametersthat contains [T•, Te, ...,
where
TL]. The algorithm generates the following parameter se-
A = [A• T, A2T,... , ANTIT quencefor an unconstrainedminimization problem'
b = [b• r, b2r,... , bNr]r
with
• = [t31T, 132
Tß. '', •N T]T
Akdk = gk (11)
T is a transposeoperator when used as a superscript.It
should be noted that whether finite difference or finite element where

is usedas the forwardsolutionmethod,the resultingequation A•,= [jv( •,•,)]r[jv( •a,)], (L x L);

error will alwayshave the form of (6). However, we have used O•,=[jo( •,•,)]r[hv(•a,)_ ho*], (L x 1);
a typical finite-differencemethod to demonstratehow to for- Jacobianmatrix of headwith respectto •,, (M x L);
mulate the inverse problem by the equation error criterion. stepsize,(scalar);
The advantage of thisformulationis that(6) is linear,and T• Gauss-Newton directionvector,(L x 1);
can be determinedby minimizing the equation error 13. number of observations;
From (6), the leastsquareserror (or residualsumof squares) parameter dimension.
1oo YEH: REVIEW

TABLE 2. ParameterIdentification Models, Output Error Criteria

Prior
Parameters Information Inverse
Applicable Numerical to be or Solution Special Features
Conditions Method Identified Constraints Procedure and Comments Reference

Two dimensional, finite T, S none Gauss-Newton for oil Jacquard and

confined, difference reservoir Jain [1965]
unsteady state
Two dimensional, finite T, S none Gauss-Newton statistical measures Jahns [1966]
confined, difference of estimatedpara-
unsteady state meters are provided;
for oil reservoir
Two dimensional, finite K, S none maximum principle computation Vemuri and
unconfined difference in conjunction carried out Karplus [1969]
unsteady state with steepest on a hybrid
descent method computer
One dimensional, finite D none quazilinearlization Yeh and
unconfined, difference Tauxe [1971]
unsteadystate
Two dimensional, finite K, 4• upper-lower Gauss-Newton,step box-type constraints Thomaset. al. [1972]
unsteadystate difference bounds on size is determined are imposed on
parameters by quadratic inter- parameters; for
polation oil reservoir
One dimensional, finite T, S, K'/b' none quasilinearization radial flow Marino and
leaky aquifer, difference reh [1973]
Two dimensional, finite K, •b none steepestdescent parameters are con- Chenet. al. [1974]
unsteady state difference and conjugate sidered as continuous
gradient function of position;
gradients obtained
by optimal control
theory
Two dimensional, finite K, •b upper-lower steepest for oil reservoir; Chavent et. al. [1975]
unsteadystate difference bounds on descent gradients are
parameters generatedby solving
the adjoint model
One dimensional, finite D none quasilinearization; compares five Yeh [1975a]
unconfined, difference maximum principle; different
unsteady state gradient; influence algorithms
coefficient; linear
programming
One dimensional, finite upper and lower quadratic radial flow Yeh [1975b]
confined, difference bounds; linear programming
unsteady state constraints
Two dimensional, finite structure quazilearization transmissivity Distefanoand
confined, element constraints function is Rath [ 1975]
unsteady state representedby
finite element
One dimensional finite mean and conjugategra- a Bayesian Gayalas et. al.
difference covariance dient, Gauss- penalty term [1976]
matrix of Newton, Marquardt is added to the
parameters objective function
Two dimensional finite upper-lower Gauss-Newton permeability Yoon and
confined, element bounds on with Rosen's function is Yeh [1976]
unsteady state parameters gradient represented
projection by finite
element
Two dimensional finite upper-lower Gauss-Newton stepwisezoning Yeh and
unconfined, difference bounds on with Rosen's procedure using Yoon [1976]
unsteady state parameters gradient statistical measures
projection of parameters;
covariance matrix
of estimatedparameters
is provided
Two dimensional, finite K,Q none modified statistical measures Cooley [1977]
steady state element flux Gauss-Newton of model and
(nonlinear parameters are
regressionby provided
linearization)
One dimensional mean and Gauss-Newton for oil reservoir; Shah et. al.
covariance covariance matrix [1978]
matrix of estimatedparameter
of parameters is provided;
determinesoptimum
level of para-
meterization
Two dimensional finite prior estimation Newton-Raphson covariance matrix Neuman and
steady state element of parameters of parameter Yakowitz [ 1979]
added to objective estimates is
provided
 YEH: REVIEW 101

TABLE 2..(continued)

Prior
Parameters Information Inverse
Applicable Numerical to be or Solution SpecialFeatures
Conditions Method Identified Constraints Procedure and Comments Reference

Two dimensional
ß finite T prior estimation Conjugate variational Neuman [1980]
steady state element of parameters gradient theory is used;
added to objective use log trans-
missivities
Two dimensional finite T upper-lower Gauss-Newton finite element is Yeh and
confined, difference bounds on with Rosen's usedto represent Yoon [1981]
unsteady state parameters gradient T(x, y); determines
projection optimum parameter
dimension; considers
parameter uncertainty
Two dimensional finite K, Q prior estimates modified two types of Cooley [1982]
steady state element flux of parameters Gauss-Newton prior information
with or without (nonlinear regression are included in
reliability added by linearization) the analysis
to objective
Steady state K point measure- maximum parameteris Kitanidis and
ment of likelihood representedas Vomvoris [1983]
perinability and kriging a "random field"
and hydraulic
head
Two dimensional finite K none Gauss-Newton generalized
least Sadeghipourand
confined, element with Rosen's squares;considers Yeh [1984]
unsteady state gradient correlated errors
projection
Two dimensional finite T point measurementscokriging parameteris Hoeksema and
steady state difference of transmissivity representedas Kitanidis [1984]
and head a random field
Two dimensional finite T none Gauss-Newton identification Sun and
confined, element of parameter Yeh [1985]
unsteady state structure
Two dimensional, analytical T point measurementsGaussian parameteris Dagan [1985]
steady state solution of transmissivity conditioned representedas
and head mean a random field
Two dimensional finite T pointmeasurements comparison
of Hoeksema and
steadystate, difference of transmissivity Gaussian Kitanidis [1985]
leakage included and head conditional
mean and
kriging estimation

Table presentstypicalmodelsin chronologicalorder. D, diffusivity;•b,porosityßSeeTable 1 for additionaldefinitionsß

The stepsizepk,a scalar,can be determinedby a quadratic matrix is

interpolationschemesuchthat J( •k + x) < J(•n), or simplyby
a trial-and-error procedure.Occasionally,the direction matrix c•h2 ß , ,
c•hM--
[JarJo] may becomeill-conditioned.Correctionsmust be c•T, c•T1
made in order for the algorithm to continue,and the methods
•h2
suggestedby Levenberg[1944] and Marquardt [1963] are a •..

modification of the Gauss-Newton direction. As stated earlier, •T 2 c•Te

JDT (13)
the basic Gauss-Newton algorithm does not handle con-
straints.If constraintsare imposedon the parameters,suchas
the upper and lower bounds, the Gauss-Newton algorithm Ohx c•h2 .. ,
c•hM
can be allied with a gradientprojectiontechnique. c•TL c•TL
The elementsof the Jacobtanmatrix are representedby the
sensitivitycoefficients, In solving the inverseproblem, an efficientmethod must be
used in the calculation of the sensitivity coefficients.We will
now focus our attention on the techniquesdeveloped for cal-
culating the sensitivitycoefficients.

c•h2 COMPUTATION OF SENSITIVITY COEFFICIENTS

JD '-- (12) Sensitivitycoefficients,the partial derivativesof head with

respectto each of the parameters,play an important role in
c•hM the solution of the inverse problem. In the Gauss-Newton
•TL_ algorithm, elementsof the Jacobtanmatrix are representedby
the sensitivitycoefficients,c•hi/OTt,i = 1..... M, l -- 1..... L. If
where M is the total number of observations, and L is the h is the head vector, the sensitivity coefficients are c•h/3Tt,
total number of parameters.The transposeof the Jacobtan ! = 1..... L. Literature review indicates that three methods
102 YEH' REVIEW

have been used in the past in the calculation of sensitivity by h and considerthe term
coefficients. We will summarize these methods as follows.

Influence Coefficient Method [ -¾

The Influence Coefficientmethod [Becker and Yeh, 1972] as Q, the set of sensitivityequations would be of the same
uses the concept of parameter perturbation. The /th row of form as that of the governing equation. Hence the solution
JDr is approximated
by method used for solving the governing equation can be used
to solvethe set of sensitivityequations.The number of simula-
?_2
• hi(T+ ATtet)
-- hi(T) i= 1,-.., M (14) tion runs required to generatethe sensitivitycoefficientsper
AT/ iteration is (L + 1), which is the same as that of the influence
coefficient method.
where A Tt is the small increment of Tt, and et is the /th unit
vector. The values of h(T) and h( T+ A Ttet)are obtained by Variational Method
solvingthe governingequation (by simulation),subjectto the The variational method was first usedfor solvingthe in-
imposedinitial and boundary conditions.The method requires verse problem of parameter identification by Jacquardand
perturbingeachparameterone at a time. If thereare L param- Jain [1965] and then by Carter et al. [1974, 1982] associated
etersto be identified,the governingequationhas to be solved with finite differenceschemes.,gunand Yeh [1985] extended
(simulated) (L + 1) times for each iteration in the nonlinear
the method to the caseof a finite elementscheme.Following
least squaresminimization to numerically produce the sensi-
Carter et al., [1974], the sensitivitycoefficientscan be com-
tivity coefficients.
The numericalrepresentationof JDr is puted by the followingequation:
calledthe influencecoefficientmatrix [Beckerand Yeh, 1972].
The elementsof the influence coefficientmatrix, represented
by ai•, are numerical approximations of the sensitivitycoef-
ficients,
t2T?
- Vq'(x,y,t- r)Vh(x,y,•)d•dxdy (18)
j=l, 2,-'-,N0 i=l, 2,...,Nn
hi h2 .......... hu
where(fl•) is the exclusivesubdomainof node i as definedby
T1 all al2 .......... alM
SunandYeh;V is the gradient
operator;
h(x,y, t) is the
T2 a21 a22 .......... a2M
(15) solutionof the governingequation;N0 is the numberof ob-
servationwells; N n is the total number of nodesused in the
TL all aL2 .......... aLM
numericalsolution;q'(x,y, t) is the time derivativeof q(x,y, t),
,Each element in the matrix representsthe ratio of changein whichis the solutionof thefollowingsetof adjointequations:
the head to the changein a particular parameter.The value of
A T• is a small incrementof T• by which parameter Tt is per-
turbed.The appropriatevalue of ATt is usuallydeterminedon • t • +• t • = S• + Gi(x,
y,)H(t)(19)
a trial-and-error basis.Bard [1974] has suggestedsomeguide-
lines in choosingthe value of A Tt. subjectto the followinginitial and boundaryconditions:
q(x, y, O)= 0 (x, y)• f•
Sensitivity Equation Method
In this approach,a set of sensitivityequationsare obtained q(x, y, t) = 0 (x, y) • Ofix (20)
by taking the partial derivativeswith respectto eachparame-
ter in the governingequation and initial and boundary con- Oq
On
(x,y,t)=0 (x,y)• Of•2
ditions.After taking the partial derivatives,the followingsetof
sensitivity equations result: where

Gj(x,y)=• (x,y)•
Gj(x, y) = 0 otherwise
(21)
H(t) = 0 t _<0
+ -x[ t2(t2T
t2h)t2(t2T
-yyy Oh)]
7yy l-1,...,L (16)
H(t) = 1 t> 0
The associated
initial and boundaryconditionare Pj is theareaof subdomain
(f•s).
Oh(x,y, O)
Note that the adjoint equationfor q(x, y, t) (equation(19))
=0 /=I,...,L hasthe sameform as that of the governingequationfor h(x, y,
aTl t) (equation (1)), and hencethe same numerical schemecan be
t2h(x,y, t) usedto solve h and q. By solvingthe governingequation one
•=0 I=I,...,L (17) time only and solvingthe adjoint equation for each observa-
tion well, all sensitivitycoefficients,
[(OhO)/OTt"})]
(j = 1, 2,
ß", No; i- 1, 2, ..., Nn), can be produced. Hence the
numberof simulationruns requiredto calulatethe sensitivity
T k,•ttJ_
On
aT Oh 1=1,...,L
t2Tt t2n coefficientsper iteration is (No + 1), as comparedto (L + 1),
which is required by either the influencecoefficientmethod or
The numericalvaluesof Oh/t•xand t2h/t2yare obtained from the sensitivityequation method.
the solutionof the governingequation.If we replace(c•h/c•Tt) Comparing the above-mentionedthree methods in the cal-
 YEH' REVIEW 103

culation of sensitivity coefficients, it is clear that the vari- Calculation of Statistics

ational method would be advantageous if L > No, the case The covariance matrix of the estimated parameters is de-
where the number of parameters to be identified is greater fined by
than the number of observation wells. On the other hand, if
No > L, the influence coefficient and sensitivity equation Cov(?)= e{(T- ?)(T- (22)
methods are preferred. To avoid instability whe• data con- where
tains noise, the number of parametersto be identifiea is usu-
ally less than the number of observation wells. In using the estimated
parameters;
sensitivityequation method, caution must be exercisedin that true parameters;
c•hi/c•T•
varies much more rapidly with time than h. DiStefano mathematical expectation;
and Rath [1975] pointed out that in order to obtain a set of transposeof a vector when used as superscript.
sensitivitycoefficientswith acceptableaccuracy,much smaller
An approximation of the covariancematrix of the estimated
time stepsare required in the simulation runs. Whereas in the
parametersin nonlinear regressioncan be representedby the
influence coefficient method, the perturbation vector AT can
following form [Bard, 1974; Yeh and Yoon, 1976, 1981; Shah
be appropriatelychosento causesufficientchangein h(•,, t)
et al., 1978]'
and yet small enough so that numerical approximations of ^

sensitivity coefficientsare valid. However, the sensitivity and

variational methods are intrinsically much more accurate. The
Cov
(•)- M--L
J(T)[A(T)]_
• (23)
need for an efficientmethod for calculatingthe sensitivityco-
where
efficientsin solving inverse problems has also been pointed
out by Dogru and Seinfeld[1981], McElwee [1982], and Sykes S(Y) least squares error;
et al. [1985]. M number of observations;
L parameter dimension;
PARAMETER UNCERTAINTY AND OPTIMUM PARAMETER
DIMENSION
A [JDrJl)];
Jn Jacobianmatrix of h with respectto T.
The identificationof parametersin a distributedparameter
systemshould, in principle, include the determination of both A norm of the covariancematrix has been usedto represent
the parameter structure and its value. If zonation is used to the error in parameteruncertainty.Norms, suchas trace, spec-
parameterizethe unknown parameters,parameter structureis tral radius (maximum eigenvalue),and determinanthave been
representedby the number and shapeof zones.On the other used in the literature. Equation (23) also assumeshomosce-
hand, if finite elementis usedfor parameterization,parameter dasticityand uncorrelatederrors.This assumptionis generally
structure concerns the number and location of nodal values of not satisfiedand the actual covariance may be much higher
parameters. Emsellemand de Marsily [1971] were the first to than that given by (23).
consider the problem of optimal zoning pattern. Yeh and The covariance matrix of the estimated parameters also
Yoon [1976] suggesteda systematicprocedure based upon a provides information regarding the reliability of each of the
statistical criterion for the determination of an optimum estimatedparameters.A well-estimatedparameteris generally
zoning pattern. Shah et al. [1978] showed the relationship characterizedby a small variance as compared to an insen-
between the optimal dimension of parameterization and ob- sitive parameter that is associatedwith a large variance. By
servations in considerabledepth. The necessityto limit the definition, the correlation matrix of the estimated parameters
dimension of parameterization has been further studied by
Yeh and Yoon [1981] and Yeh et al. [1983] and Kitanidis and ell ... ClL --
Vomvoris [1983]. The dimension of parameterization is di- _
rectly related to the quantity and quality of data (observa- R= (24)
CL1 ... CLL
tions). In field practice,the number of observationsis limited
and observationsare corruptedwith noise.Without control-
ling parameter dimension,instability often results [Yakowitz whereco'sare elementsof the covariancematrix of the esti-
and Duckstein,1980]. If instabilityoccursin the inverseprob- mated parameter. The more sensitivethe parameter, the closer
lem solution, parameters will become unreasonably small and quicker the parameter will converge.A correlation analy-
(sometimesnegative, which is physically impossible)and/or sis of the estimatedparameterswould indicate the degree of
large, if parameters are not constrained.In the constrained interdependenceamong the parameters with respect to the
minimization, instability is characterized by the fact that objectivefunction.Correlation of parametersis called the col-
during the solution processparameter values are bouncing linearity problem. Such problem can causeslow rate of con-
back and forth between the upper and lower bounds. Re- vergencein minimization and in most casesresult in nonopti-
duction of parameter dimension can make the inverse solution mal parameter estimates.A more rigorous treatment of the
stable. It has been generally understoodthat as the number of collinearity problem is to use the more sophisticatedstatistical
zones(in the zonationcase)is increased,
the modeling
error techniques,such as ridge regression[Cooley, 1977] and the
(least squares)decreaseswhile the error in parameter uncer- method of principal components.
tain';y increases.A trade off of the two types of errors can then Cooley [1977] treated the inverse problem as a problem in
be made from which an optimum parameterdimensioncan be nonlinear regression.A finite element scheme was used to
determined. A standard procedureis to gradually increasethe solvetheconfined,
steady
stategroundwater
flowequation.
parameter dimension, starting from the homogeneous case, The parameters identified included transmissivity,hydraulic
and calculatethe two types of errors for each parameter di-
conductance, source-sink strength, and boundary flux. The
mension. The error in parameter uncertainty can be repre-nonlinear systemof normal equationswas solvedby the tech-
sentedby a normof thecovariance matrixof theestimated nique of quasilinearization[Bellman and Kalaba, 1965] and a
parameters [Yeh and Yoon, 1976; Shah et al., 1978]. modified Gauss-Newton algorithm. Beale's nonlinearity mea-
104
sure was used to test the applicability of linear statistical
analysis for the original nonlinear regressionproblem. The
advantage of using a standard regressionprocedure for pa-
rameter identification is that it allows for the application of
established,formal statisticaltechniquesfor testingthe validi-
ty of assumptions and model fit as well as estimating the
reliability and significanceof the model and its parameters.
However, caution must be exercised, since statistics derived
from linear statisticaltheory are not strictly applicableto the
nonlinear case.
BAYESIAN ESTIMATION
Bayesian estimation methods that incorporate prior infor-
mation have also been applied to parameter identification
[e.g., Gayalas et .al., 1976]. The geological information re-
quired for Bayesianestimationincludesthe mean and covari-
ance matrix of the parameterswhich are
E{ •} = Tincan
E{(T/- TmeanXT
j -- Tmean)}
= rij
The valuesof Tmea,
, and R(ro)are considered
to be knownand
are the prior information which can be obtainedfrom geologi-
cal measurements in the field. Gavalas et al. have shown that
Bayesian estimation reduces to a quadratic minimization
problem, provided the parametersand the measurementerrors
are normally distributedand the modelis linear in the param-
eters.When theseconditionsare not satisfied,a rigorousap-
plication of Bayesianestimationis impractical.
CompositeObjectiveFunction
Gayalas et al. [1976] proposed the following practical ap-
proach which is akin to least squaresminimization where the
objectivefunctionis
• 1
d=i=• ••i 2 (hi-h,*)
2+•(•- Tmean)TR-'(•--
Tmean) (27)
where2 is a weightingfactor(0 • 2 • 1) and a•2, i = 1, 2, ...,
M is the variance of the measurement error which is con-
sidered to be known. The second term in the objective Mnc-
tion is the Bayesianterm which penalizesthe weighted devi-
ation of the parameters from their mean value. It, in turn,
requires the parameter to follow some preconceivedpattern
during the minimization process.Shahet al. [1978] have dem-
onstrated that if reliable prior information is available, Bayes-
ian estimation will lead to a smaller variance of the error of
estimation.
Kalrnan Filter
The techniqueof Kalman filtering was originallydeveloped
in the field of optimal control [Kalrnan, 1960]. It has been
successfully applied in aerospaceengineeringfor the problem
of optimal estimationand control of vehicletrajectory.The
application of Kalman filtering to parameter estimationin
groundwater requires expressingthe groundwatermodel in
terms of a state-spaceformulation that consistsof a vector
state equation and a vector observationequation.For param-
eter estimation,the state vector is augmentedto include the
parametervectoras anotherstatevariable.If the errorsin the
state and observationequations have zero mean and are of
white Gaussian process with known covariance matrices,
Kalman filtering can be applied for simultaneous, recursive
state, and parameter estimation. Since prior information is
generally required in the application of Kalman filtering, it
can be classifiedin the Bayesianestimation category. Wilson
YEH: REVIEW
et al. [1978] used an extended Kalman filter for parameter
estimationin groundwater.Their approach permits the utili-
zation of prior informationabout the parametersand infor-
mation taken from input-output measurementsto improve es-
timatesof parametersas well as the systemstate.
OTHER STATISTICAL METHODS THAT INCORPORATE
PRIOR INFORMATION
Neuman and Yakowitz [1979] proposed a statistical ap-
proachto the inverseproblemof parameterestimation.Their
approachdiffersfrom the Bayesianestimationof Gayalaset al.
[1976] in that the prior informationmay includeactual values
of transmissivity
determined
frompumpingtestsor other
measurements at specificlocationsin the aquifer,or it may be
basedon statisticalinformation about the spatial variability of
transmissivities(not their actual values)in other aquiferscon-
sistingof similarmaterials[Neumanand Yakowitz,1979].The
(25) compositeleast squarescriterion proposedby Neuman and
Yakowitz is similar to (27) and can be expressedas
(26)
or= [h* -f(•)]rV•- 1[h* -f(•)]
+ ;•(T* - •)rVr-X(T* - •) (28)
where
T* prior estimateof T;
Vr known symmetricpositivedefinitematrix;
V• known matrix, symmetricand positivedefinite;
,• unknown positive parameter'
f(•) modelsolution;
h* observed head.
The observedhead (h*) and the prior estimatesof transmissiv-
ity (T*) are relatedto true head(h) and true transmissivity
(T)
by
h*=h+•
(29)
T*= T+v
and
= 0
(30)
Var (e)= ah2V•
g(v) = 0
(31)
Var (v)= O'T2VT
It is assumedthat V• and Vr are known, but ohand o'T do not
enter the computations. The second term in the composite
objectivefunctionprovidesa smoothingeffectin the mini-
mization. Neuman and Yakowitz proposed two methods,
called cross-validationand comparative residual analysis,to
selectthe optimum value of Jr.Neuman [1980] developedan
efficientconjugategradient algorithm for performingthe mini-
mization. He extended the variational method developedby
Chavent[1975] for calculatingthe gradient with respectto the
parameter in the case of generalizednonlinear least squares.
The variational method presentedby Chavent and Neuman is
conceptuallysimilar to Carter et al. [1974], but differs in the
objectives.Carter et al. developedexpressionswhich can be
usedto calculatethe partial derivativeof head with respectto
the parameter, while Chavent and Neuman seek to compute
the partial derivative of the least square criterion with respect
to the parameter.
The compositeobjectivefunction presentedby Aboufirassi
and Marino [1984b] is again conceptuallysimilar to (27). They
 YEH: REVIEW 105

used kriging to estimate the missing values of head and the nique and Gaussian conditional mean are used in place of
value of the error covariancematrix, while cokriging[-Aboufi- Kriging. Hoeksernaand Kitanidis [1985] made a comparative
rassi and Marino, 1984a] was used to estimate T* and the study of Dagan's approach and Kriging estimation. In using
associatederror covariance matrix. Cokriging [-,Iourneland the geostatisticalapproach,it is implicitly assumedthat trans-
Huijbregts, 1978], an extension of kriging to two or more missivity has a low variability.
variables,can be used to improve the accuracyof estimation Correlation of error residuals, in both time and spatial
of a variablethat is not sufficientlysampledby consideringits domain, may occur for a number of reasons.Successiveerrors
spatial correlation with other variables that are better sam- in time seriestend to be positively correlated. Also, observa-
pled. tions taken from adjacentpumping wells are affectedby simi-
CooleyE1982]proposeda methodto incorporateprior in- lar external conditionsand may result in similar residuals.The
formation on the parametersinto the nonlinear regression presenceof correlation in error terms suggeststhat there is
model he developed[-Cooley,1977]. The primary purposeof additional information in the data that has to be included in

Cooley'swork is the incorporationof prior informationof the least squares minimization model. A well-established
unknown reliability, the approach is an extensionof ridge method which can be used to perform such minimization is
regression. A secondaryobjectiveof Cooley'swork is to incor- the generalizedleast squaresdevelopedin the field of econo-
porate Theil's [1963] into Cooley's[1977] nonlinearregres- metrics. In the case of an unsteady state flow, the error vector
sion model where at least some prior information of known for each time period can be approximated by a stationary
reliability is available.The approachis non-Bayesianin the first-order autoregressionprocess [Judge et al. 1980]. A
sensethat no prior distributionof parameteris assumed. The method suggestedby Sadeghipourand Yeh [1984] requiresthe
approachalso differsfrom the methodproposedby Neurnan estimation of lag-one serial coefficient (p) and the common
and Yakowitz [1979] and Neurnan[1980] primarily in two covariancematrix (W) for the error vector. Using the esti-
ways:(1) the prior informationin Cooley'swork is considered mated values of p and W, the generalized least squares
to consistof generalnonlinearcombinationsof severaltypes method as demonstratedby Sadeghipourand Yeh provides
of parametersasopposedto directestimates of a singletypeof parameter estimateswith minimum variance when errors are
parameter(transmissivity) and(2) the way in whichthe covari- correlated. If p and W are fixed and errors are normally dis-
ance structure of the model is determined. Nonstochastic prior tributed, the generalizedleast squarescriterion correspondsto
information,as represented by a setof approximatelinearized the log likelihood function.
equations,is incorporatedin the ridge regressionpreviously In practice, p and W are unknown. Sadeghipourand Yeh
developedby Cooley. [1984] proposed a two-step procedure. In step one, while as-
As was presentedin Cooley [1982], the prior information sumingp = 0 and W = I, the minimization producesthe ordi-
having unknown reliability can be incorporatedinto the stan- nary least squares parameter estimates. These estimates are
dard weighted least squaresobjective function by adding a used to estimate p and W. In step two, the newly estimated p
penalty function. The resulting compositeobjective function and W are usedto perform the generalizedleast squaresmini-
consistsof two terms. The first term is the weighted sum of mization. The processcontinuesuntil convergenceis reached.
squared errors in the hydraulic head, and the secondterm is SUMMARY AND FUTURE RESEARCH DIRECTION
sum of the weighted errors in the parameters. Cooley also
The inverse problem of parameter identification has been
introduced two scalars k and œ in the composite objective
classifiedby the performancecriterion usedin the solution.All
function which can be adjusted to minimize the sum of the
publishedmethodsfor solvingthe inverseproblem belong to
squarederrors in the computedparameters.
either the equation error approach or the output error ap-
Kitanidis and Vornvoris[1983] proposeda geostatisticalap- proach.The output error criterion appearsto be widely used
proachforsolving
theinverse
problem.
Theirmethodconsistsnot only in groundwaterbut also in oil reservoirproblems.
of two main steps: (1) the structure of' the parameter field is Optimization methods originally developedin the fields of
identified,i.e., mathematicalrepresentationsof the variogram optimal control and operationsresearchhave beenadoptedto
and the trend are selected and their parameters are es- perform minimization. Linear statisticalmethods have been
tablished,and (2) kriging is applied to provide minimum vari- usedto establishthe reliability of the estimatedpa?fimeters.
anceand unbiasedpoint estimatesof hydrogeologicalparame- Bayesian type of approach has also been used to incorporate
ters using all available information. In their approach, it is prior information.The inverseproblemis inherentlyill-posed.
assumedthat severalpoint measurementsof head and trans- It has been made clear that parameterizationis essential,i.e.,
missivities(in logarithms) are available. In effect, parame- the number of parametersto be identifiedmust be limited. The
terization is achievedby representingthe hydrogeologicalpa- number of parameters (parameter dimension) that can be
rameters as a random field which can be characterized by the identified for a given situation dependson the quantity and
variogram and trend with a small number of parameters. In quality of the data. Identifiability must be relaxed, since
fact, the parameters to be estimated at the first step are the measurementscannot be made at every spatial point as a
onesassociatedwith the variogram and trend, thus drastically function of time.
reducing the parameter dimension.As was demonstratedby Suggestedareas for future researchare summarizedas fol-
Kitanidis and Vornvoris[1983], the reduction of parameter lows.
dimension has resulted in stable inverse problem solutions 1. So far, only linear statistical methods have been used
with the presenceof errors. Hoeksernaand Kitanidis [1984] for testingthe validity and assumptionsand model fit as well
have applied the geostatisticalapproach to the case of two- as estimatingthe reliability and significanceof the model and
dimensional steady state flow. A finite difference numerical its parameters.However, the inverseproblem in groundwater
model of groundwater flow was used to relate the head and is basically nonlinear. Future research should be directed
transmissivityvariability and cokriging was used to estimate toward the development of nonlinear parameter estimation
the unknown transmissivityfield. Dagan [1985] has also con- theories. However, caution must be exercisedin that nonlinear
sidered the geostatisticalapproach, but an analytical tech- methodsare usually associatedwith high computational cost,
106
and their practical applicability must be examined in view of
the fact that linear estimation methods have served well in
many instances.
2. The primary purpose of incorporating the prior infor-
mation into the inverse problem is to reduce the parameter
uncertainty, not to improve the model fit. As a matter of fact,
prior information can only worsen the model fit. The incor-
poration of prior information as a penalty function in the
composite,least square objective function does not affect the
feasibleregion of minimization. However, if prior information
is used correctly the inverse solution will produce stable and
reliable parameter estimates which will be more useful in
groundwater managementand prediction.It is also intuitively
obvious that inaccurate prior information will degrade the
parameter estimates. A future area of research is the devel-
opment of reliable prior parameter estimatesthat are compat-
ible with sampleinformation.
3. It has been made clear that parameterization must in-
clude the parameter structure and its values.The development
of an efficient and systematic parameter structure identifi-
cation procedurecontinuesto be a future area of research.
4. Due to its level of difficulty, the problem of identifiabil-
ity has receivedlittle attention. However, some recently pub-
lished results indicate that an extended identifiability can be
used for groundwater modeling and management.A future
area of researchis to continueto study the problem of optimal
pumping designin connectionwith aquifer parameteridentifi-
cation.
Acknowledgments.This researchwas supportedin part by the Na-
tional Science Foundation Grants CEE 8113500 and CEE 8301230.
The author acknowledgesthe contribution of J. Sadeghipourand N.
Z. Sun, who assistedin the literature review. The in-depth review and
constructivecommentsmade by N. Z. Sun are greatly acknowledged.
The author also thanks the four anonymousreviewerswho corrected
variousinconsistenciesin the original manuscript,and the author has
made an attempt to incorporate all of their suggestionsin the revised
versionof the manuscript.
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(ReceivedFebruary 8, 1985;
revisedSeptember4, 1985;
acceptedOctober 2, 1985.)