3.2 Time-lapse geophysical data response Primary Subsurface Decision Variable ( ): Existence of CO2/brine plume in shallow aquifer due to leakage from deep C02 storage reservoir via an abandoned wellbore: o Subsurface Earth models (z(s)): 5 geologic parameters varied: correlation coefficient in x and z direction, permeability of sand and clay facies (geologic units), and sand volume fraction Decision alternatives (a): Given that this groundwater is used for irrigation, which crop should be planted: a more profitable crop (corn) or more salt-tolerant (wheat)? Information Considered to make decision variable interpretation ( ): electrical resistivity o 3 different survey acquisition geometries (as location of leak is deemed unknown) o 2 different acquisition times: time=0 years and time=50 years since start of CO2 injection Geologic sequestration of CO2 is a possible mitigation technique to address global climate change (Benson & Surles, 2006). Possible subsurface receptors of this CO2 are depleted gas and oil fields (Jenkins et al., 2012). Two important unknowns when monitoring CO2 sequestration operations will be: did a leak occur and if it did, where did the leak occur? This example considers the possibility of CO2 and accompanying brine leaking from a deep, depleted oil field into a shallow aquifer that is used as a source of irrigation water. The considered conduit of leakage is an abandoned wellbore that connects the deep reservoir to the surface; Watson & Bachu (2009) estimate that 4.5% of abandoned wellbores pose a risk of leakage. Therefore, the prior uncertainty of a leak occurring is . For all details of this work, please see Trainor-Guitton et al., (2013). Southwest Kansas has depleted oil fields that could be potential geologic storage sites of CO2. The High Plains Aquifer lies above these oilfields and is extremely vital to the agricultural economy. The largest economic consequence of changing groundwater chemistry due to a combined CO2 and brine intrusion would be to the irrigated crops, of which corn is the most profitable and ubiquitous. Corn is sensitive to the salinity of the irrigation water as demonstrated in Table 3, which shows the total dissolved solids (TDS) concentrations in mg/L concentration that result in crop yield reductions of 10%, 25%, and 50% (Ayers, 1977). Table 3 also shows the TDS levels that will result in the same crop yield reductions for wheat. These concentrations are much higher than for corn, illustrating that wheat is much more tolerant to saline water. Figure 5 demonstrates the decision tree of this example. The value outcomes are based on revenues and costs for 100 acres of each crop (Dumler et al., 2011; Dumler & Shoup, 2011). Table 3: Crop Yield Reduction as function of Salinity (modified from Ayers(1977)) Crop Yield Reduction 0% 10% 25% 50% Corn 700TDS 1088TDS 1600TDS 2500TDS Wheat 2560 TDS 3130 TDS 5120 TDS 6960TDS Figure 5: Decision tree for Example 1: principal uncertainty is if a plume of 2,000 mg/L exists in agricultural aquifer due to CO2/brine leakage. Value outcomes based on 100 acres of each crop (Dumler, Brien, & Martin, K., 2011; Dumler&Shoup, 2011) To represent the range of possible contamination, an uncertainty quantification (UQ) analysis provided a dataset of 714, 3D groundwater samples which assume an abandoned well is a source of leakage. The UQ study is based on a section of the High Plains Aquifer in southwest Kansas and was performed to see how 9 different subsurface and leakage parameters would determine the existence and/or extent of contamination to the shallow aquifer (Mansoor et al., 2012; Sun et al., 2013). See Table 4 for the ranges sampled for the 5 subsurface heterogeneity parameters and the other hydrogeologic parameters varied (scaling of leakage rates, brine concentration, etc.). On each sample, groundwater fate and transport was simulated for 100 years, assuming 50 years of CO2 injection into the deeper reservoir. Table 4: Parameter ranges Parameter Wellbore Leakage Model Sand volume fraction 0.35 to 0.65 Correlation length in X-direction 200 to 2500 m Correlation length in Z-direction 0.50 to 25.00 m van Genuchten α in clay (related to the inverse of the air entry suction) -5.50 to -4.14 m-1 Permeability in sand 10-12 to 10-9 m2 Permeability in clay 10-18 to 10-15 m2 CO2 leakage flux scaling parameter 0 to 1.0 Brine leakage flux scaling parameter 0 to 1.0 Brine concentration 0.3-3moles/kg Our decision variable indicates whether a plume exists (i=1) or does not exist (i=2), where a plume is defined as the area or volume of the aquifer that exceeds the maximum contamination level (mcl) of TDS (EPA, 2010). Here, plumes of 2,000 mg/L or higher results in an economic loss when planting corn, and therefore is the threshold considered to define the decision variable dissolved solids at the 50 year time step for each sample . The concentration of total is evaluated to determine if a plume exists or not: (15) The samples of the UQ study represent 4.5% of the total event space since the well acts as a leakage source from the deeper CO2 storage reservoir in all S=714 simulations. Not all samples resulted in a plume of 2,000 mg/L. No plume is expected when no leak has occurred. Thus, the probabilities of a plume or no plume occurring (branches in Figure 5) is calculated by: (16) (17) For the case of 2,000 mg/L, and . Using these uncertainties along with the value outcomes of Figure 5 in Equations 4 and 5, and is . Therefore, the value of perfect information (VOIperfect) (see Table 5). Table 5: Value of Imperfect Information (VOIimperfect) for 3 Different Electrode Locations Electrode Location (Middle Electrode Distance from Leaking Well) Vprior =$32,744 VOIperfect = $420 Vimperfect(mcl=2000) VOIimperfect(mcl=2000) Surface (400m) $32,530 $200 Surface & Borehole (400m & 210m) $32,560 $240 Surface (1500m) $32,340 $20 2D Electrical Resistivity From the vantage point of the farmers, knowledge of the existence of a high salinity plume in the groundwater would be useful before the choice of crop is determined. A remote-sensing technique would be preferable to well sampling, as the wells are expensive and only sample one lateral position. A remote-sensing device could detect the plume before it reaches the well. Two factors make this situation favorable for electrical resistivity: the target (the plume) is electrically conductive and the aquifer depth is 240m (relatively shallow). Dissolved CO2 will result in dissociated hydrogen ions, which will increase the ionic conductivity of the groundwater (Carroll et al., 2009). Brine will also increase the ionic conductivity with dissociated sodium and chloride ions. An electrical resistivity survey uses surface and/or borehole electrodes to induce electrical current into the subsurface in order to estimate the electrical resistivity of the underlying media (Daily et al., 1992; Ramirez et al., 2003). Two electrode pairs alternate between acting as the current electrodes and potential electrodes which results in a large number of measurements. The bulk resistivity of a homogeneous half-space can be calculated using a form of Ohm’s Law (18) since the locations of the four electrodes (r) are known and the amount of current input into the ground ( ) and the voltage difference (V) between the two potential electrodes are measured. Each measurement, known as a transfer resistance (V/I), will have a different depth of investigation due to the separation of four electrodes used in this measurement. Different geometries and depths of plumes will influence the reliability of electrical resistivity to accurately detect the existence of a leak. A significant benefit of utilizing the UQ study samples is that one can capture a comprehensive set of conditions where false positives and false negatives may occur. This is accomplished by simulating the electrical resistivity response on all the 714 UQ samples. First, the geochemical variables must be translated into electrical resistivity (or its inverse: conductivity). To calculate the ionic conductivity of the pore water for every simulation sample , we follow Hearst et al. (2000). Rock physics relationships are used to estimate the bulk rock electrical resistivity using the porosity of the media and the calculated pore water conductivity (Archie, 1942; de Lima & Sharma, 1990). Therefore, we compute and include the bulk electrical resistivity associated transfer resistances for time=50 years as attributes of vector (Ω-m) and the (Equation 1). Figure 6 displays two properties associated with sample 275: total dissolved solids (equivalent to mg/L concentration) at time = 50 years and the factor change in electrical resistivity from time = 50 years relative to time=0 years. Figure 6: Sample 275. Longest mcl = 500 mg/L plume (of 714 simulations). No plume at mcl = 2000 mg/L. Top panel shows total dissolved solids (TDS). Bottom panel shows resistivity ratio (time=50 years/ time=0) Recall that the location of the leak is considered to be unknown. Figure 7 demonstrates the three possible electrical resistivity survey scenarios that are considered to test the sensitivity of the technique at different distances to the plume. The first (demonstrated in red) is a 1,200 m line of surface-based of electrodes, where the westernmost electrode is 200 m upstream of the leaking well. The line consists of 120 electrodes. The length of 1,200 m was chosen based on the depth of the aquifer, as it will provide the necessary depth of investigation. The second survey geometry includes 11 borehole electrodes (in addition to the 120 surface electrodes) located 250 m downstream of the leak. The last survey scenario shifts the 1,200 m line of surface electrodes downstream (away from the leak) by 1,100 m. The distance of the closest electrode to the leaky well is 900 m (no overlap as in the first survey scenario). This distance was chosen based on the average well spacing of the area of interest of the High Plains aquifer, such that the position of the electrode line is equidistance between the hypothetical leaking well and a neighboring well. Figure 7: Three electrode configurations. (1) Red: 120 surface electrodes straddling leaking well. (2) Red and purple: straddling electrodes plus 11 borehole electrodes200 m downstream of leaky well. (3) Green: surface electrodes 900 m downstream of leaky well Since the electrode lines only span the x-axis of the aquifer grid, 2D slices of the 3D aquifer simulation results are extracted, representing the plane made by the x-axis and z-axis. This profile captures the effect that regional flow will have on any pH/TDS plume. Leak Diagnostic Electrical resistance measurements were computed for all represents forward geophysical calculation). samples of at 0 and 50 years (function (19) 3% random Gaussian noise was added to each of the transfer resistance predictions to simulate realistic field measurements (LaBrecque & Daily, 2008; LaBrecque et al., 1996). Typically, these transfer resistances would be used in geophysical inversion ( ) to estimate the resistivity structure of the earth; however, geophysical inversion can be computationally intensive for one set of field measurements. Thus, it is computationally expensive to perform inversion for all resistivity profiles. Considering the decision variable, the goal is to use the transfer resistance measurements to determine if a leak has occurred and resulted in a plume, not to know the spatial structure of the plume; we follow the approach of Daily et al. (2004) and borrow their mean of logarithmic ratios (MLR) as a leak diagnostic metric (20) wheren is the number of measurements taken on each sample, rktime is the kth transfer resistance at year = time, and rk0 is the transfer resistance at year = 0. A MLR is calculated for each aquifer realization s, and this is used as an interpretation of electrical resistivity detecting aconductive plume, represented by . The index j represents the J discrete bins of the MLR values. The 714 calculated MLR’s only represent leak events (estimated as 4.5% of the event space). Therefore, 15,153 “synthetic” MLR’s (representing non-leak events) are generated by utilizing the statistics of the MLR’s calculated from non-plume simulations (mcl<500 mg/L). These synthetic MLR’s include the effects of noise added to the transfer resistances. The data reliability of the electrical resistivity technique can be calculated by comparing MLR’s ( the plume existence (red) or non-existence (green) ) to (21) The reliability in the top plot in Figure 8 is for the surface electrode configuration straddling the leaky well. The information posterior (22) is the bottom plot of Figure 8. In general, MLR’s < 0.001 indicate that no plume (green) is present while MRS’s > 0.002 are indicative of a plume (red). The range between 0.001 and 0.002 demonstrate ambiguity in the electrical resistivity message: the probability of a plume existing is comparable to it not existing. This exhibits the imperfectness of the electrical resistivity measurement. Figure 8: (a) Data reliability and (b) information pre-posterior for mcl = 2000 mg/L at time = 50 years There is an obvious deviation around MLR = 0.002. This is due to sample 275, which has the longest plume at threshold mcl ≥ 500 mg/L (for all 714 samples), but no plume for mcl ≥ 2000 mg/L (see Figure 6). The electrodes have a high sensitivity to the resistivity change of the long, lower concentration plume, but sample 275 does not contain concentrations greater than 1,000 mg/L at 50 years. Therefore, sample 275 represents a situation where the message from the information will not uniquely identify if a plume of 2,000 mg/L exists. The information posterior is used to calculate the value with imperfect information (Equation 8). The same process is repeated for the two other electrode configurations. The three values of imperfect information (VOIimperfect) for the three configurations are summarized in Table 5. As expected, all are less than VOIperfect : the VOIimperfect range from 5-55% of the VOIperfect value. Also, the configuration that includes borehole electrodes has the highest value and the configuration farthest from the leak (downstream surface electrodes) has the lowest. This is expected given that the strength of the electrical resistivity signal will increase when electrodes are placed in-situ (e.g. the borehole) and the signal will drop with increasing distance from the target (Equation 12). Summary: CO2 Leak Example A leak diagnostic (MLR) was introduced to assess if the electrical resistivity technique can achieve a holistic measure of how well ER data will indicate the existence of plume. o Simulated electrical response on all 714 UQ samples. o Avoided geophysical inversion (computationally expensive for 714 datasets). Imperfectness of electrical resistivity was captured with the MLR diagnostic. o The electrical resistivity response to larger but lower concentration plumes can be equivalent to the response of higher concentrated plumes. This creates false positives and affects the information reliability. o Ambiguity in the message at MLR’s between 0.001 and 0.002: similar probabilities are assigned for plume and no plume. Decision alternative is not spatial. o A possible decision could be where (if at all) the aquifer requires remediation due to the CO2/brine leak. However, after conferring with local agriculturists regarding how they currently address issues of the salinity of irrigation water, crop rotation was chosen as the decision alternative. 3.3 Equivalent Collocated Geophysical Inversions and Geologic Observations Aquifer vulnerability: removal of contaminate sources at critical locations Primary Subsurface Decision Variable ( ): Surface-locations that act as entry points into aquifer o Subsurface Earth models (z(s)): Depositional system: buried glacial valley o 18 training images: capturing different dimensions of buried valleys o 10 realizations each for S=180 subsurface models Decision alternatives (a): Which farms should be compensated to not use fertilizers? o Information Considered to interpret decision variable ( ): existing time-domain electromagnetics collocated with drillers logs (subjective lithology information) This example is inspired by a Northern European situation, where the populace relies solely on its groundwater resources for drinking water. The aquifers have been compromised by surface-sourced contaminants due to agricultural activities. Contamination will continue to be a threat until the crops or farms that are located at entry points into the aquifer are identified and the source of contamination removed. The key uncertainty (surface locations that allow contaminants to enter the aquifer) is related to the geologic depositional system. For this location, it is buried glacial valleys, which present overlapping and cross-cutting, sinuous features (Figure 9). A reasonable assumption is that the buried valley facies are filled with sand and represent high volume aquifers; sand facies are therefore assigned a high permeability value. Conversely, the non-valley or background facies are assumed to be aquitards and are assigned a low permeability value. The details of this example can be found in Trainor-Guitton et al. (2013). Figure 9: Plane-view of network of buried valleys; darker to lighter representing older to younger buried valley generations (Jørgensen&Sandersen, 2006) For this example, 18 training images are generated to represent the model uncertainty of the buried valley length, width and thickness dimensions. Figure 10a demonstrates two of these training images. Ten Earth models are generated for each training image (examples shown in Figure 10b). As seen in Figure 9, the network of connected buried valleys is complex; ‘‘significant parts of the recharge area may therefore lie at relatively large distances from the valley [which represents the deep aquifer]’’ (Sandersen & Jørgensen, 2003). Thus, contamination can be transported kilometers from its surficial entry point into a deep aquifer. Therefore, the dynamic response or transport of surface-borne contaminants into the aquifer is the decision variable . Figure 10: ) Two examples of training images used to represent patterns of glacial, buried valleys b) Examples of models or samples generated from these training images Aquifer vulnerability, the decision variable, is determined by placing a tracer on the surface of all Earth models , simulating the groundwater flow and transport ( ), and tracking the volume of aquifer affected by entry at each surface location . (23) Figure 11 is an example vulnerability map resulting from one individual model via flow simulation. The magnitude of vulnerability reflects the volume of aquifer affected from entering at that surface location. Figure 11: One vulnerability map assessed from one individual model via flow simulations. Vulnerability defined as volume of aquifer (m3) affected by entry at particular surface location. Equivalentto Equation 3, the function predicts the outcome of alternative on the decision variable of aquifer vulnerability: (24) For this case, the decision is made independently at each possible location of a farm (represented by ) and the alternatives are to compensate or not. Four possible outcomes are possible at each surface location depending on that location’s vulnerability (25) The first two outcomes represent the cost (negative value) of compensating a farmer to stop using chemicals to avoid contamination of the aquifer. The third cost (negative value) is twice as much, representing the environmental consequences of not compensating a farm located on an effective entry point to the aquifer. The last cost outcome has a zero cost as no compensation or contamination occurs. Note that we have chosen to threshold the aquifer vulnerability to two levels: 0 or positive. Other levels of vulnerability (i.e. 100) could be considered to be more appropriate for particular situations. The Vprior expression with the possible farm locations is (26) . This prior value includes a sum over the locations since it is considered that this decision is made independently at each farm. There are L=7,776 farm locations on the surface of the models for this example. Please see the original manuscript for another approach that does not assume independence for each decision location. Calibrated TEM and drillers logs No information source directly or indirectly measures aquifer vulnerability. Time-domain electromagnetic (TEM) data is currently being collected to assist in the decision of determining which farms are at vulnerable locations. The time-domain electromagnetic data is collected to infer lithology types (valley or non-valley). Although lithology is not equivalent to vulnerability, the lithology information can be used to “condition” models, and therefore constrain the possible aquifer vulnerability calculation. This example takes advantage of the fact that TEM information has already been collected in proximity (within 10 meters) to drillers logs: subjective observations of lithology. Therefore, one can quantify of how well TEM can differentiate between valley (sand) and non-valley (clay) lithologies by comparing the collocated datasets. Figure 12 plots the occurrence of electrical resisitivities (from inverting the TEM measurements) and the collocated drillers log observations for sand and clay. In general, sand does have electrical resistivities above 60 ohm-m and clay below 40 ohm-m. However, there is still uncertainty as both lithology types have occurrence of high and low electrical resistivities. Figure 12: Likelihood of electrical resistivity given lithology values from 7 collocated TEM and drillers log a) Electrical Resistivity of Sand (valley). b) Electrical Resisitivity of Clay (non-valley) Both electrical resistivity and lithology are properties contained within vector . Figure 12 represents the relationship (27) I will call this the data likelihood, not the reliability, since it does not include the decision variable outright. Soft Probability However, the data reliability is necessary to estimate the posterior value or value with information. Thus, a connection must be made from the data likelihood in Equation 25 to the decision variable. This is achieved by sampling Howard’s (1966) formulation of the value with information: (28) Here d represents the data and , unlike all previous equations, represents a generic probability density function. In the previous examples, many datasets (d) were explicitly generated (simulating the physics of measurement) to represent the possible variability expected from the information source. Here, the data likelihood of Equation 25 (from the collocated datasets seen in Figure 12), the prior models and Monte Carlo simulation are used to generate the posterior value. The integrals are approximated by using an arithmetic average calculated through the Monte Carlo sampling. The approximation can be described in 5 steps (shown in Figure 13): (1) Use the likelihood function to generate a synthetic electrical resistivity cube lithology of each prior Earth model from the . (2) For each of the synthetic electrical resistivity cubes facies. This is known as the ‘‘soft probability’’, , derive a probability for both lithologic , for conditioning multiple-point realizations (Caers, 2005). (27) (3) Use that information posterior probability as a soft probability in a geostatistical simulation algorithm to generate multiple (w), new Earth models constrained to each of the synthetic data sets: . (4) Create realizations (w) of aquifer vulnerability function by applying the dynamic simulation to the conditioned (interpreted) Earth models. (5) Calculate the value aquifer vulnerability: of the various alternatives based on the values of posterior . Repeating these steps provides multiple value outcomes from which an estimate of the expectation in Equation 26 can be calculated. Figure 13: Steps of Monte Carlo simulation to estimate the value with data For each of our buried valley prior models, one electrical resistivity dataset is generated, for a total of 180 datasets from the likelihood of Figure 12. Figure 13 demonstrates this Step 1 and displays an example synthetic dataset of electrical resistivity that was generated using one prior model and the cdf versions of the pdf’s in Figure 12. These electrical resistivity datasets represent the information we could expect to collect, given our uncertainty of both the subsurface heterogeneity (represented with the prior models) and the ability of the TEM data to resolve lithology (represented through the data likelihoods). Step 2 translates this resistivity into a soft probability cube for each lithology. Realizations, represented by w, are generated that are “conditioned” to the soft probability. By generating several conditioned Earth models, we can capture the different possible Earth model interpretations which result from the overlap in the data likelihood, i.e. imperfect information. For each , two (W = 2) new conditioned Earth models are created . This can be considered the minimum of conditioned models that should be generated. More conditioned models will capture the possible variability due to the imperfect geophysical information message. From the data likelihood in Figure 12, 360 conditioned models are created, each constrained to their respective synthetic datasets. Finally, the “conditioned” aquifer vulnerability is calculated (Equation 23). The following expression is for the value with imperfect information using the Monte Carlo sampling method: (30) In the case of perfect information perfectly recovered through the data into will be equal to , as all prior models will be . Therefore, we are assured that the best possible decision is made given our prior models. Whereas with data that has no information content, the interpreted or conditioned models will poorly represent the prior Earth model they originated from and will be quite dissimilar from each other. Therefore decisions made on ‘‘inaccurate interpretations’’ will lead to lower value outcomes on average. Higher quality data will ultimately lead to higher valued decision outcomes and consequently, a higher VOIimperfect. If the proposed information, represented synthetically with , can constrain the results of the dynamic simulation function and subsequently the decision variable, then this imperfect information may have value. The degree of ‘‘constraining’’ is measured by estimating the value of imperfect information: VOIimperfect= Vimperfect - Vprior. VOIimperfect is calculated for the data likelihood in Figure 12 (which represents the 7 collocated existing data) and is also calculated for a synthetically generated data likelihood shown in Figure 14. This second likelihood represents a more imperfect message as the overlap in electrical resistivity between the two lithology’s is larger. Table 6 contains the VOIperfect andVOIimperfect results; the VOIperfect results are ~17 times larger than that of the imperfect results. And the VOIimperfect using the data likelihood with a better electrical resistivity separation for the two facies (Figure 12) is slightly higher than the VOIimperfect that utilizes the data likelihood of Figure 14. Recall that the Vperfect, Vimperfect and Vpriorinclude summations over the 7,776 possible farm locations, which explains the magnitude for all quantities. Table 6: VOIimperfect for Aquifer Vulnerability example (summed over all 7,776 possible farm locations; value is unitless) Vprior= -$1,088,000 Data Likelihood Vimperfect VOIperfect = $1,024,000 VOIimperfect From Collocated Driller’s Logs and TEM (Figure 12) -$1,030,000 $58,000 Synthetic that models larger overlap of resistivity for sand and clay (Figure 14) -$1,036,000 $52,000 Figure 14: Synthetic likelihood of electrical resistivity given lithology values a) Electrical Resistivity of Sand (valley). b) Electrical Resistivity of Clay (non-valley) Summary: Aquifer Vulnerability Aquifer Vulnerability is key response to determine which farms to compensate. o The geologic heterogeneity is of certain pattern: buried glacial valleys. This is represented with 18 training images. o 3D groundwater flow and transport is simulated to estimate aquifer vulnerability. o Geophysics won’t directly detect this, but can reveal the facies structure that will influence which surface locations are large entry points into the aquifer. Actual field data used to describe the data likelihood: 7 TEM (1D inversions) and drillers log located within 10 meters of each other. o Drillers logs are subjective observations of sand and clay facies. o Overlap in the electrical resistivity of the two facies represents ambiguity in the relationship between the geophysical attribute and the key geologic indicator. Additionally, the two information sources have vastly different scales: TEM layers are ~50m thick while the observations of the drillers logs are <1 meter. Monte Carlo sampling is used to estimate the posterior model space and Vimperfect. o Conditioned realizations are generated from the information posterior (soft probability). o Only 2 realizations were created from each soft probability because flow simulation must be performed on each realization created (i.e. computational expensive). More realizations would give a better estimate of Vimperfect. Decision alternatives are spatial: made at each surface location within the domain of the model