Journal of Hydrology 634 (2024) 131072

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Journal of Hydrology
journal homepage: www.elsevier.com/locate/jhydrol

Technical Note

Numerical impact of variable volumes of Monte Carlo simulations of

heterogeneous conductivity fields in groundwater flow models
Massimiliano Schiavo
Department of Land, Environment, Agriculture and Forestry (TESAF), University of Padova, Via dell’ Università 16 - 35020 Legnaro, PD, Italy

A R T I C L E I N F O A B S T R A C T

Keywords: The knowledge of aquifer systems, their geological setting, their structure, and subsequent modeling is highly
Monte Carlo uncertain and is usually faced through Monte Carlo-based methods in hydrogeology. One of the most important
Numerical stability uncertainty sources for groundwater models is represented by input hydraulic conductivities, related to the
Sequential simulations
aquifer’s structure. There are no specific rules when simulating hydraulic conductivity fields within Monte Carlo
Groundwater
frameworks to instruct numerical models, and information about employed conductivity fields and their nu­
Hydraulic conductivity
merical convergence is often not given. This technical work aims to fill this gap by investigating the impact of
employing conductivity information upon different volumes of Monte Carlo simulations applied to a real case
study. Thus, this work estimates the minimum volumes of Monte Carlo hydraulic conductivity fields to be
employed in groundwater flow models for achieving numerically stable (i) boundary conditions, (ii) global
model performances, and (iii) local ones such as simulated hydraulic heads. The present results aim to be
indicative of similar hydrogeological settings and will serve as a basis for more complex ones and for investi­
gating transport problems.

1. Introduction
The numerical stability of Monte Carlo realizations of aquifer prop­
erties to be employed in numerical hydrogeological models is a chal­
lenging issue, which is largely taken for granted when dealing with
multiple realizations e.g. of conductivities. In the last two decades (e.g.
Riva et al., 2001) as well as in recent times, Monte Carlo frameworks
have been widely employed when dealing with highly uncertain and
complex aquifer systems. Stochastic simulations in groundwater-related
problems are employed for the widest variety of purposes, from
hydrogeological modeling under geological uncertainty (e.g. Hariharan
et al., 2021; Schiavo, 2022; Schiavo, 2023a), subsurface connectivity
(Schiavo, 2022) and energy patterns of groundwater flow systems
(Schiavo, 2023c), the appraisal natural background level concentrations
of contaminants (Guadagnini et al., 2020), to saltwater intrusion in
coastal (Schiavo et al., 2023) or deltaic areas (Xu et al., 2021), and
addressing well-related uncertainty within a Bayesian framework for
groundwater flow modeling in Northern Italy (Baker et al., 2023), just to
cite some recent literature examples. Although their usage is widely
spread and very well known, it is also true that for Monte Carlo-based
simulations a clear convergence criterion is still not established. Liter­
ature examples in this research direction (e.g. Hassan et al., 1998; Riva
et al., 2001; Ballio and Guadagnini, 2004) have been mostly produced
almost 20 years ago and mostly applied to synthetic or plot-scale cases,
or are theoretical contributions (e.g. Geyer, 1994; Li et al., 2003; Heard
and Turcotte, 2016).
Ballio and Guadagnini (2004) investigated the impact of the nu­
merical convergence of Monte Carlo realizations of aquifer trans­
missivity fields on a 2-D flow example, i.e. a steady-pumping well with
outer steady constant head boundary conditions. In their work, Ballio
and Guadagnini (2004) quantified the convergence of Monte Carlo re­
alizations of transmissivity through the numerical stability of first sta­
tistical moments. Bellin et al. (1994) propose a convergence criterion
based on the simulation volume’s moments and the size, while Ballio
and Guadagnini (2004) appropriately extend these criteria to the first
two (simulations ensemble’s mean and variance) statistical moments.
The works presenting this kind of information for stochastic simulations
are not so recurrent in literature, but examples can be found in Geyer
(1994), Paninski (2003), and others already cited. Moreover, the
convergence of groundwater models’ results, such as hydraulic heads, is
qualitatively approved if the curve of Monte Carlo-based simulation
volumes is flat or not on the ensemble average.
These numerical aspects have been not fully explored in real case
study applications. This lack of knowledge may be significant when

E-mail address: massimiliano.schiavo@unipd.it.

https://doi.org/10.1016/j.jhydrol.2024.131072
Received 4 January 2024; Received in revised form 5 March 2024; Accepted 7 March 2024
Available online 12 March 2024
0022-1694/© 2024 Elsevier B.V. All rights reserved.
M. Schiavo
dealing, as well as in several previously cited works, with computa­
tionally heavy meshes hence conductivities’ discretization in the 3D
space. Therefore, the main reason for studying this topic is the aim of
defining, for a real aquifer case study, which may be the magnitude of
reliable volumes of Monte Carlo simulations to be employed in numer­
ical hydrogeological models, and for any volume the subsequent impact
on models’ input and results. This technical paper aims to add a
contribution to the present knowledge by investigating the impact of
Monte Carlo conductivity fields in each stage of a numerical hydro­
geological model. There are several elements of novelty, such as (i) the
analysis of a real case study, focusing on large-scale aquifers within the
province of Lecco (Lombardy, Northern Italy), based on previous works;
(ii) the local variability of hydraulic conductivity fields across variable
volumes of employed Monte Carlo simulations, as well as (iii) their
impact on groundwater flow numerical models’ global and local
boundary conditions, (iv) global outputs, and (v) local ones (so head-
dependent ones). Moreover, (vi) the probability distribution of the ab­
solute residuals between each Monte Carlo conductivities volume and
the numerically stable one (2000 realizations) is appraised to relate the
absolute standard deviation of heads and heads’ exceedance probabili­
ties throughout the domain. A final Section (vii) is dedicated to the
appraisal of the variation of the Peclet Number upon varying Monte
Carlo volumes of conductivity fields or as the average among these fields
across the domain. The impact of volumes of MC simulations on the
Peclet Number gives a preliminary perspective on diffusion or
advection-dominated transport problems. After this Introduction, the
Methodology Section briefly recalls the elements to be employed in
further calculations, and the Results Section gathers all the results and
comments on major points. The Conclusion Section follows to itemize
the main take-home messages of this work.
2. Methodology
The Monte Carlo hydraulic conductivity fields ensemble is achieved
from previous works within a geostatistical framework (for the full de­
tails, see e.g.: Schiavo, 2023a; b) and here briefly recalled. A certain
number of Monte Carlo simulations (NMC = 2000) of saturated con­
ductivity fields have been achieved from Sequential Indicator Simula­
tions (SISIM; see Deutsch and Journel, 1998) of geomaterials (or facies)
from available hydrogeological information to represent the 3D aqui­
fer’s structure, homogeneous along the vertical direction, hence along
the local aquifer’s thickness. Each depth-averaged conductivity field is
obtained by employing the technique of indicator variograms, one for
each geomaterial via an exponential correlation structure (details in
Schiavo, 2023a). The SISIM procedure returns a local simulated value of
conductivity within a confidence interval regulated by the local stan­
dard deviation, hence ±2σ(K(xi ) ).
( )
The local value of conductivity embedding the location of xi , yi
( )
coordinates, hence K(xi ) = K xi , yi , to be employed as an input for the
hydrogeological model, is calculated as the ensemble mean across a
portion of the Monte Carlo ensemble of a certain volume (i.e. containing
a number NMC of Monte Carlo simulations). This local ensemble mean is
expressed as
( )
The local value of conductivity embedding the location of xi , yi
( )
coordinates, hence K(xi ) = K xi , yi , to be employed as an input for the
hydrogeological model, is calculated as the ensemble mean across a
portion of the Monte Carlo ensemble of a certain volume (i.e. containing
a number NMC of Monte Carlo simulations). This local ensemble mean is
expressed as
1 ∑
μ[K(xi ) ]NMC = (K(xi ) ) (1)
NMC NMC
The local ensemble mean of conductivities, μ[K(xi ) ]NMC , for a volume of
Monte Carlo realizations’ volume NMC, coincides with the concept of
the estimator ΠNMC (χ i ) as e.g. in Heard and Turcotte (2016), if the generic
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Journal of Hydrology 634 (2024) 131072
support variable for random measurements χ i = K(xi ).
The local ensemble variance is
( )2
σ 2 [K(xi ) ]NMC = μ[K(xi ) ]NMC − K(xi )NMC (2)
The local ensemble standard deviation, i.e. σ[K(xi ) ]NMC =
( 2 )1/2
σ [K(xi ) ]NMC , coincides with the Kullback-Leibler divergence
concept (e.g. in Kullback and Leibler, 1951; Mood et al., 1974) between
the estimator ΠNMC (χ i ) estimated for a finite volume NMC of Monte
Carlo simulations and its value in numerically stable conditions, i.e. for
NMC which implies σ2 [K(xi ) ]NMC ≈ 0.
Moreover, the distance to the numerical stability condition, i.e. the
local ensemble variance, is (non-linearly) proportional to the absolute
value of the entropy of the Monte Carlo process (Shannon, 1948), i.e. its
thermodynamical temperature coded as its susceptibility to variations
along with the volume of Monte Carlo simulations, NMC (Paninski,
2003; and Schiavo, 2023c).
Therefore, from an ensemble of 2000 Monte Carlo conductivity
fields, different volumes of simulations are employed as ensemble mean
conductivity fields. Each NMC-dependent model run is performed in a
MODFLOW environment (Harbaugh, 2005). The groundwater model
used in this study is the well-known code MODFLOW 5 (Harbaugh,
2005; Harbaugh et al., 2017). It simulates spatial and temporal
groundwater heads by solving the governing differential equation in
every model grid cell using the finite difference method. Here the
steady-state version of the model has been considered, whose governing
equation is:
∂ ∂h ∂ ∂h ∂ ∂h
K + K + K +W = 0 (3)
∂x X ∂x ∂y Y ∂y ∂z Z ∂z
where KX , KY , and KZ are the principal components of the hydraulic
conductivity matrix (L/T) along the principal coordinate axis x, y, and z;
h is the piezometric head (L); W is a volumetric flux per unit of volume.
Positive and negative terms represent sources or sinks of water (L3/T)
directly injected or extracted from the water table, respectively. The
governing equation (Eq. (1) is derived from the continuity equation for
the conservation of mass and Darcy’s law for saturated porous media.
The NMC employed for running models spans the whole ensemble of
conductivity field, hence NMC the ensemble conductivity mean varies
between NMC = 1 and NMC = 1000, which is enough to gain the local
numerical convergence, hence negligible variations of conductivity
ensemble mean, and variance is appraised when increasing the NMC
beyond that limit. Hence, the employed conductivity fields, for certain
NMCs, are called ensemble-averaged (EA) ones.
The impact of the number NMC of conductivity fields employed is
then quantified by assessing (i) the local variation in conductivities
across variable NMC volumes, (ii) the effect on a model’s boundary
conditions, (iii) simulated water table for the undifferentiated aquifer,
and (iv) models’ performance appraised by the sum of squared residuals
(SSR) between simulated and observed heads at 12 available piezome­
ters (details in Schiavo, 2023b). The criterion for evaluating the nu­
merical stability of conductivity fields, boundary conditions, and
models’ results is established as a maximum total error of 5 % as a
convergence-stopping criterion. For lower errors, the previous ones
become numerically stable, hence negligibly dependent on EA conduc­
tivity simulations.
3. Application and discussion of results
3.1. Domain and available data
The impact of the NMC in conditioning the conductivity fields as an
input for numerical models, hence the subsequent results, is investigated
in the most recent literature works. The alluvial aquifers area encom­
passed between rivers Adda and Lambro, within the province of Lecco
M. Schiavo
(Lombardy, Northern Italy), two of the main tributaries of the Po River,
has been already investigated in several works (e.g. Schiavo, 2023a;
Schiavo, 2023b; and Schiavo, 2023c). The latest referenced one pre­
sented some numerical models, performed in a MODFLOW environ­
ment, upon different input conductivity fields. The following Fig. 1
recalls the domain (panel a); the available data with an attention to the
local prevalent geomaterial (or facies) at available borehole locations
(panel b), among five main categories (i.e. clay, sand, gravel, compact
and fractured conglomerates); and boundary conditions (panel c). For
detailed geological and model setup information, the reader is kindly
readdressed to Schiavo (2023a) and Schiavo (2023b).
3.2. Hydrogeological setup
The hydrogeological setup of the domain is mostly characterized by
Fig. 1. Sketch of the domain (a) and available data, prevalent lithological facies (b), the types of boundary conditions (c), and an exemplary geological cross-section
(d). In panel d, the main 5 geological facies (clay, sand, gravel, fractured, and compact conglomerate), are depicted in colors (see also Schiavo, 2023b).
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Journal of Hydrology 634 (2024) 131072
alluvial and fluvioglacial sandy soils, vertically alternated by mostly
continuous clayey layers (e.g. Cavallin et al., 1983). Surface water
bodies are carved into quaternary fluvioglacial sedimentary fans. Allu­
vial sediments are carved by many paleochannels (Fontana et al., 2014;
Schiavo, 2022), as subsurface counterparts of surface rivers, such as
those below River Adda and Molgora Stream (see Fontana et al., 2014),
and are mostly located in riparian areas (e.g. Fontana et al., 2014). In the
present study, the average borehole depth is around 40–50 m while the
domain extension is 25 km x 31 km. The domain extension, compared to
the order of magnitude of its vertical one, allows to consider it as a
mostly bi-dimensional domain discretized by regularly gridded cells of
dimension L = 0.1 km. The Fig. 1′s panel d illustrates a hydrogeological
cross-section (Section A-A in panel a) which exemplifies the described
setup under investigation. The cross-section illustrates how the aquifer is
shallow and its highly stratified patterns allow to consider it as mostly
M. Schiavo
bidimensional and vertically homogeneous.
3.3. Monte Carlo conductivity fields
Along this pathway, the present works inform the same hydro­
geological numerical model with conductivity fields obtained as
explained in Section 2. Hence, with ensemble-averaged (EA) conduc­
tivity fields. The first set of results regards the input data each numerical
model is informed with. Fig. 2, depicts the local conductivity first two
statistical moments at four different aquifer locations within the
domain, reported by as many columns. The four exemplary locations are
among the most variable ones in terms of simulated conductivities. The
vertical axis illustrates the normalized ensemble-average conductivities,
μ[K(xi ) ]NMC , and ensemble-variance σ 2 [K(xi ) ]NMC , conductivities at these
exemplary locations. Red dashed horizontal lines highlight the variation
of the statistical moment concerning the EA value for NMC = 2000 (i.e.
for reached numerical stability conditions) with the 5 % confidence. The
results show that conductivity almost becomes stable for all the inves­
tigated locations for the first moment after NMC = 200, i.e. when about
10 % of the full volume of NMC is simulated; and for the second moment
with values ranging from NMC = 500 to 750, depending on the local
conductivity variability, meaning that for the variance a good numerical
stability requires a Monte Carlo simulations volume of about 25–30 % of
the ensemble one. In any case, the numerical stability of conductivities is
appraised for NMC < 1000 and is significant (for the EA first moment)
only for NMC < 10 % (i.e. NMC = 200).
A wider perspective on the variability of conductivities across NMC
can be assessed by inspecting the following Fig. 3, illustrating several
EA-averaged conductivity fields at the full inspection scale. These fields
span several employed NMC = 1,2000, and exemplary NMC volumes
and then EA conductivity maps (colored map) are offered in panels a-j.
variation of the EA conductivity in a sample location across different
exemplary NMC sets. Then, a sample location (identified by the yellow
marker) is chosen to enable the understanding of the local variation of
EA (local) conductivities across varying volumes of NMC. The subpanel
below each conductivity map refers to the employed NMC volume
employed to locally calculate the EA conductivity, through the (1). The
number of NMC employed within the EA conductivity calculation is
highlighted by vertical red lines in the subpanels. For NMC = 1 (panel a),
the first simulated conductivity fields stemming from the SISIM pro­
cedure are employed for running the first MODFLOW run. As one can
appraise, the higher the NMC, the smoother local EA conductivity values
across conductivity NMC, and the more similar the EA conductivity field
to the one obtained for NMC = 2000, although results become numer­
ically stable, i.e. not significantly varying for larger sets of NMC, by
using a minimum NMC = 1000 (panel j). For NMC = 1,2000, the range
of EA conductivities at a sample location spans from 3.4 to 4.2E-04 m/s.
Fig. 2. EA conductivity fields at an exemplary aquifer’s location, illustrated as full-scale conductivity maps and local value, and the corresponding employed NMC.
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Journal of Hydrology 634 (2024) 131072
Since both Figs. 2 and 3 enable to appraise that conductivity fields do
not locally vary after a volume of MC simulations larger than NMC =
1000, only volumes of MC conductivity fields spanning from NMC =
1,1000 will be considered from now on for evaluating the impact of EA
conductivity fields on boundary conditions, global, and local modeling
outputs.
3.4. Impact on boundary conditions
Underlining the local variability of EA conductivities is important to
be related to the variability in model boundary conditions, depending on
the local conductivities, and even more to models’ outputs. The
following Fig. 4 enables to investigate to susceptibility of inlet and outlet
boundary conditions to EA conductivities. The inlet (in blue) and outlet
(in orange) constant head (CH, panel a) and general head (GH, panel b)
boundary conditions, as they are illustrated in Fig. 1, are expressed as
flow volumes per unit of time (m3/s), as they are offered as outputs of
MODFLOW runs (see Harbaugh, 2005). The results show a very poor
NMC-variability of both boundary conditions; this was expected for
constant head conditions, as the local head rules the groundwater flow
through the boundary; nevertheless, this is true also for the general head
conditions, and this means that the local flow is much more affected by
the role of the local head than that of the local aquifer’s transmissivity,
hence conductivity in local aquifer thickness units. However, results
show that the maximum variability in boundary conditions is about 10
% for both constant head and general head conditions; these variations
are fully neglected for MC simulation volumes higher than NMC = 10,
while maximum variations in boundary condition discharges are about
2 % when employing EA conductivities with NMC = 20 and NMC = 50,
becoming negligible for NMC > 50. The poor overall variability of
boundary conditions in the Lecco province aquifers mutually partially
supports the choice, embedded in the works of Schiavo et al., 2022, and
Schiavo, 2023b, of studying local groundwater fluxes in steady-state
conditions. After all, the impact of the local variability of conductivity
due to variable volumes of EA fields is quite weak.
3.5. Impact on global model outputs
The full-size portrait of the impact of EA conductivities on numerical
models can be achieved only by analyzing the global and local model
outputs. The following Fig. 5 illustrates the variability of global outputs
varying by the employment of EA conductivities. The global numerical
performance of a numerical model is here appraised by the Sum of
Squared Residuals (SSR, in m2), in blue, and SSR’s percentage error
(dotted green line), on the left and right axes respectively, between
simulated and observed heads at available monitoring piezometers,
where steady water table measurements are available. For NMC < 50,
M. Schiavo Journal of Hydrology 634 (2024) 131072

Fig. 3. Some exemplary EA conductivity fields at an exemplary aquifer’s location, illustrated as full-scale (31 km x 25 km) conductivity maps and local value, and the
corresponding employed NMC.

Fig. 4. The impact of EA conductivities on MODFLOW models’ boundary conditions, as they are depicted in Fig. 1.

the variation of SSR is always smaller than 5 %; the variation in SSR
neglects for NMC > 200, while the SSR percentage error ranges between
− 2% and 5 %.
The function represented by the SSR error (green dashed line in
Fig. 5) represents the pointwise difference of the SSR as an object
function and gives an appraisal of the distance between the EA and the
process at its numerically stable conditions. Moreover, the non-linearity
with the NMC volume of the SSR error objective function as reported in
Fig. 5 is aligned with considerations made for the numerical conver­
gence of velocity fields on randomly generated porous media fields
within Bellin et al. (1994). As it is shown, barely appreciable fluctua­
tions on numerically acceptable conditions can be appraised for NMC
volumes larger or equal to 50, which is a small NMC portion of the
accepted volume of simulations (NMC = 1000, hence the 5 %), and an

5
M. Schiavo Journal of Hydrology 634 (2024) 131072

% of the total ensemble volume. The convenience of having a volume of

Monte Carlo simulations not lower than 10 % of the original one for
numerically stable water table levels is perfectly aligned with conclu­
sions suggested by Ballio and Guadagnini (2004). Again, low entropy
values for heads’ numerically stable conditions are reached for quite low
volumes of simulations.
In the end, the empirical probability distributions of simulated heads
for the NMC-varying numerical runs are fitted upon Gibbs’ distributions
(Troutman and Karlinger, 1992; and Schiavo, 2023c). The empirical
density functions of fitted heads upon simulated outcomes are then
offered in Fig. 7 for each run upon varying NMC conductivity simula­
tions volume. This enables the appraisal of the overall behavior of
ensemble (absolute) standard deviations, σ[H(xi ) ]NMC =

Fig. 5. The impact of EA conductivities on the Sum of Squared Residuals (left

axis) and percentage error (right axis) as a global model’s output.

even smaller fraction of the whole simulated volume of conductivity

fields (2.5 %). Therefore, low entropy values for global SSR’ numerically
stable conditions are reached for very low volumes of simulations.

3.6. Impact on local model outputs

Another kind of result pertains to the impact of the NMC of con­

ductivities on the local performance of the numerical model. The latter
can be appraised by investigating the simulated heads against observed
ones, as in Fig. 6. This task is fulfilled by replicating the analysis for
variable volumes of NMC simulations, as done so far, for head residuals
and percentage head error (panels a and b, respectively). The results are
aligned with previous ones. While heads’ variation may range from
about 15 m when spanning across variable volumes of NMC (panel a),
the local variation is highly dependent on each piezometer (panel b).
The percentage error (panel b) varies between − 25 % and 85 % for NMC
= 1, underlining a large local error concerning the head simulated for
achieved numerical stability conditions. For ranging NMC between 10
and 35, the percentage error in heads is reduced between − 5% and 25
%, hence is about a third of that for NMC = 1. For NMC = 50, the error is Fig. 7. The impact of EA conductivities on simulated heads’ empirical proba­
reduced between − 3% and 5 %, which is 2.5 % of the total volume of bility distributions, in this case for local ensemble standard deviation with the
full numerical stability condition (NMC = 2000), along the y-axis; distributions
Monte Carlo simulations (2000) and 5 % of those required for conduc­
fitted upon Gibbs’ distributions are offered for different NMC volumes
tivity numerical stability. The total error variation becomes lower than
(in colors).
5 % of the total Monte Carlo simulations volume for NMC = 200, i.e. 10

Fig. 6. The impact of EA conductivities on local residuals across varying NMC.

6
M. Schiavo
|σ[H(xi ) ]2000 − σ [H(xi ) ]V |, (in m), obtained from NMC volumes V =
1,1000 across simulated heads H(xi ) (m) with different exceedance
probabilities, p, across the domain. Indeed, the x-axis spans the proba­
bility of a local simulated head to be exceeded by others, hence the
lowest head values are located at the righter part of the plot. Ground­
water heads with high exceedance probabilities, i.e. low piezometric
levels, are those with the lowest deviations from the numerically stable
condition (full NMC = 2000 conductivity simulations volume employed
for the numerical run). This is also true for very high water table levels,
however with higher deviations (deviations with lower exceedance
probabilities). Moreover, the lower the NMC volume, the higher is the
deviation from the stable condition for high simulated levels, hence the
less reliable is the simulation obtained with the finite size NMC volume.
Whereas the NMC volume is low (from 50), the deviations for heads with
low exceedance probabilities (p < 0.2) and those for heads with ex­
ceedance probabilities p > 0.8 are quite low too, being for NMC =
50–1000 always between than 1.2 m and 0.005 m, respectively. For
water table levels with elevations exceedance probabilities 0.2 < p <
0.8, heads’ deviations are already significant for NMC = 20–150, i.e.
between 2.5 and 0.15 m, respectively. Furthermore, maximum heads
deviations for NMC = 200 (in red), 10 % of the total simulation volume,
are about 0.1 m than those for NMC = 2000, which is a reasonably low
residual, occurring for heads with about p = 0.2. For NMC = 200, heads
with p > 0.8 have maximum residuals of 0.05 m. For NMC = 100, 5 % of
the total NMC = 2000 vol and 10 % of that suitable for numerical sta­
bility (NMC = 1000), heads with p > 0.8 have maximum residuals of
0.12 m, which is a conveniently low residual. In conclusions, all the
deviation’s fitted distributions are slightly right skewed, hence residual,
as one can expect, are higher for water table measurements with low (p
< 0.50) exceedance probability. Anyway, for NMC = 100, simulated
heads’ deviations with the numerically stable condition (NMC = 2000)
are always lower than 0.8 m, and lower than 0.2 for NMC = 200.
Furthermore, this Work’s results are one of the few examples of
quantifying how large should be the minimum volume of MC conduc­
tivity realizations to assure the numerical stability of boundary condi­
tions, and global and local model outputs. Indicative volumes of the
original MC volume of conductivity simulations to be employed as a
minimum MC volume for each type of model input or output have been
underlined. Of course, highly vertically heterogeneous domains or
transport problems would require dedicated analysis, and the present
suggestions are enough neither to understand these kinds of problems
nor to investigate the full spectrum of quantifying the impacts of MC
conductivity fields employed in numerical models.
3.7. Preliminary perspective on the impact in transport problems: The
Peclèt number
The present work is focused on groundwater models. Of course, the
impact of MC-averaged conductivity fields should be investigated also
for transport models, in a dedicated work. But, at least preliminarily, the
present results give some hints for subsequent investigations. In partic­
ular, transport mechanisms can be roughly delineated by using the Peclet
Number, Pe (Huysmans and Dassargues, 2005). The latter, written as
Pei = Lvi /D, depends on the scale length L (m) of the flow system (e.g.
the mesh resolution, in this application), the local velocity, that can be
expressed via Darcy’s formula: vi = Ki ∇hi , with Ki (m/s) as the local
MC-averaged hydraulic conductivity and ∇hi the local piezometric
gradient (m/m), and is available for each cell of the domain as described
in Schiavo et al. (2022); and D (m2/s) as the diffusion coefficient. The
latter is (empirically) estimated to be between 10-5 and 10-4 m2/day for
permeable, hence mostly gravely or sandy, aquifers (e.g. Zhang et al.,
2015; Mustafa et al., 2020), and is here taken as the mean value between
these extremes. The Pe for these kinds of aquifers is generally between
1E and 03 and 1E + 01 (Huysmans and Dassargues, 2004). Here the
interest is not in the quantification of the local Peclet number, which of
course depends on the local conductivity, and thus can widely vary
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Journal of Hydrology 634 (2024) 131072
throughout the domain. It seems useful to appraise, at least prelimi­
narily, how much the variation of the average Peclet Number across
MC-averaged conductivity fields, spanning various volumes of
MC-averaged conductivity fields as input, and as raw values. This result
is offered in Fig. 8, panels a, b, and c, respectively. As it can be appraised,
the average Pe across the domain is mostly lower than 1 (panel a),
implying that a large portion of the domain’s aquifer hosts mostly
diffusion-dominated transport mechanisms, whereas Pe might not be
low enough to be ruled by diffusion mechanisms. Moreover, in panel b it
can be appraised that the percentage variation of the average Pe
throughout the whole domain locations assumes maxima of about 8 %
with NMC < 50 and average variations of about 2 % for NMC < 200.
Since the Pe values, at least on average within the domain (panel c),
increase while employing larger volumes of MC-conductivity fields, it
can be stated that the diffusion tendency is smoothed for increasing
NMC volumes. Pe estimates (panel 8) and their values across NMC are
consistent with the available literature.
4. Conclusions
The convergence of Monte Carlo simulation runs must be evaluated
upon input and output data at global and local scales of inspection. It is
possible to quantify the order of magnitude of the uncertainty associated
with the first and second moments of conductivities or a state variable of
interest (i.e. simulated heads), simulated upon a finite volume of Monte
Carlo runs. Moreover, it is possible to identify a minimum NMC limit
required for a numerically stable model result. In this work, the impact
of the different volumes of NMC simulations on hydrogeological nu­
merical models is investigated these results can be itemized according to
their type as follows:
• The first statistical moment of conductivities is the main input for
numerical models, offering the EA conductivity fields for certain
NMC. The numerical stability of input conductivities is reached for a
minimum NMC = 200, i.e. 10 % of the total MC simulations volume.
• Input boundary conditions, both constant and generalized head ones,
are poorly affected by local EA conductivity values. Their numerical
stability is reached for a minimum NMC = 50, i.e. 2 % of the total MC
simulations volume.
• Global simulations’ results weakly depend on the conductivity in­
puts, as their numerical stability is reached for NMC = 50, i.e. 2 % of
the total NMC simulations volume. Local simulations’ results are
more influenced by the conductivity inputs, as their numerical sta­
bility is reached for NMC = 200, i.e. 10 % of the total NMC simu­
lations volume.
• The ensemble standard deviations of simulated heads are investi­
gated. Simulations volumes of NMC = 100 and NMC = 200, i.e. the 5
% and 10 % of the total volume of the ensemble’s conductivity fields,
return head deviations with the numerical stability condition lower
than 0.8 and 0.2 m, respectively.
• Domain-averaged Peclet Numbers non-linearly increase with larger
volumes of NMC, hence transport processes tend to be more
advection-dominated than diffusion-dominated.
These conclusions are framed to increase the knowledge about this
technical hydrogeological topic. About 10 % of the total volume of
original simulations is enough to get low varying head residuals across
the whole probability spectrum, as well as low varying boundary con­
ditions, and of course ensemble-averaged (EA) conductivity fields. These
results could be employed for further works and even for different case
studies as indicative of the minimum required volume of conductivities
simulations useful for stable numerical models. Hence, these can be
employed for further research steps, e.g.: when dealing with (i) transport
problems, such as for delineating well (time-related) capture zones and
catchments; (ii) hydrogeological settings with high degrees of vertical
heterogeneity; (iii) for refining both the planar and vertical meshes in
M. Schiavo
Fig. 8. Peclet numbers are calculated as MC-average (a), the percentage variation across different volumes of MC conductivity simulations (b), and the domain-
averaged value across MC conductivity fields volumes.
groundwater flow models. i.e. when dealing with computationally
heavier meshes. The latter issue would be useful when considering nu­
merical models focused on small areas, as in the case of local contami­
nation or remediation problems.
Funding
The Author declares that no funding has been used to carry out this
research, whereas he is grateful to his Ph.D. supervisors Lario Reti
Holding S.p.a., the latter having funded the Author’s Ph.D. scholarship at
the Politecnico di Milano, during which the Author began to study the
area of interest.
CRediT authorship contribution statement
Massimiliano Schiavo: Writing – review & editing, Writing –
original draft, Visualization, Validation, Supervision, Software, Re­
sources, Project administration, Methodology, Investigation, Formal
analysis, Data curation, Conceptualization.
Declaration of competing interest
The authors declare that they have no known competing financial
interests or personal relationships that could have appeared to influence
the work reported in this paper.
Data availability
Data that can be shared are detailed in Schiavo (2023a) and Schiavo
(2023b).
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