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Sensitivity of stream–aquifer seepage to spatial variability
of the saturated hydraulic conductivity of the aquifer
Michael P. Bruen*, Yassin Z. Osman
Centre for Water Resources Research, Department of Civil Engineering, University College Dublin, Earlsfort Terrace, Dublin 2, Ireland
Received 23 December 2002; revised 2 February 2004; accepted 6 February 2004
Abstract
In this paper, the sensitivities of stream–aquifer seepage flow and the state of connection or disconnection between stream
and aquifer, to spatial variability in the aquifer-saturated hydraulic conductivity, are studied with the variably saturated
modelling programme, SWMS_2D, using a Monte Carlo technique. A simple stream–aquifer flow system is used with a
rectangular stream, with a clogging layer on its perimeter, partially penetrating an alluvial aquifer. A 2D nearest-neighbour
method is used to generate fields of log normally distributed saturated conductivity for the alluvial aquifer for a specific set of
degree of heterogeneity and the nearest-neighbour autoregressive parameters. Seven different cases are studied. Five of these
investigate the effect of the nearest-neighbour parameters, and three cases investigate the effect of aquifer water table level. The
results show that the nearest-neighbour parameters and the aquifer degree of heterogeneity significantly affect the modelling of
stream seepage, pressure heads and the state of connection/disconnection between stream and aquifer, particularly when the
water table is some distance below the streambed. Moreover, comparisons of these results with a purely deterministic model
show good agreement when the stream and the aquifer are connected or disconnected but with a high water table. However,
there are significant differences between the deterministic and stochastic models when the water table is well below the
streambed.
q 2004 Elsevier B.V. All rights reserved.
Keywords: River; Aquifer; Interaction; Model; Monte Carlo; SWMS_2D
1. Introduction
A recent paper (Osman and Bruen, 2002), showed
that current modelling practice could seriously under-
estimate seepage from streams to alluvial aquifers
when the water table is below the streambed and
proposed and tested an improved method for estimat-
ing such seepage. They based their conclusions on a
deterministic numerical study, using a variably
saturated computer code, which assumed a homo-
geneous distribution of hydraulic properties in the
aquifer and streambed. Their proposed method also
predicts the water table elevation at which ‘discon-
nection’ of the aquifer takes place, i.e. no saturated
connection between aquifer and stream. The question
of how sensitive the deterministic results of that paper
and its proposed new method are to the more complex,
but more realistic, case of spatially distributed
hydraulic properties is important and is addressed in
this paper.
0022-1694/$ - see front matter q 2004 Elsevier B.V. All rights reserved.
doi:10.1016/j.jhydrol.2004.02.003
Journal of Hydrology 293 (2004) 289–302
www.elsevier.com/locate/jhydrol
* Corresponding author. Fax: þ353-1-7167399.
E-mail address: [email protected] (M.P. Bruen).
It is only since the mid- to late-1970s that
subsurface hydrologists realised that it is often best
to address subsurface modelling within a stochastic
framework rather than with the traditional determi-
nistic framework (Freeze, 1975; Smith and Freeze,
1979a; Gutjahr and Bras, 1993; Dagan and Bresler,
1983).
In stream–aquifer interactions, three different
types of flow are involved; free surface flow in the
stream, saturated groundwater flow in the underlying
aquifer and unsaturated flow in the vadose zone. If
there is a clay or silt ‘clogging’ or ‘impeding’ layer in
the bed of the stream with hydraulic properties
different from the aquifer then this further complicates
the modelling problem. A stream can either fully or
partially penetrate an unconfined aquifer. A stream
fully penetrates if its bed is at or below the lower
boundary of the aquifer. The stream partially
penetrates when its bed is above the lower boundary.
When a stream fully penetrates an unconfined aquifer
there are two types of relationships between the
stream and the aquifer. The first, called a connected
gaining stream, is when the water table is higher than
the water level in the stream and water flows from the
aquifer to the stream. The second, called a connected
losing stream, is when the water table is below the
stream water level and water flows from the stream
into the aquifer. In both cases the flow is predomi-
nantly through a saturated medium. When the stream
partially penetrates an unconfined aquifer four types
of relationships exist, Fig. 1. As in the fully
penetrating stream, type (a) is a connected gaining
stream and type (b) is a connected loosing stream.
Types (c) and (d) occur when the water table in the
unconfined aquifer falls below the streambed level
and there is no longer a direct connection of saturated
medium between aquifer and stream. The water table
is said to disconnect from the stream base. Type (c),
called a disconnected stream with shallow water table,
is when the water table is not far below the streambed
and can influence the seepage from the stream. Type
(d), called a disconnected stream with deep water
table, is when the water table falls far below the
streambed and any further drop does not affect the
seepage from the stream, Osman and Bruen (2002).
The distinction between the shallow and deep cases
depends on the configuration of stream, clogging layer
and aquifer and their hydraulic and geometric
properties.
There is a major difference in the flow system
behaviour between rivers having a clogging layer on
their bed and banks and those devoid of it (Spalding
and Khaleel, 1991). Clogging layers on beds and
banks of rivers consist of fine-grained clay or silt soils
or biologically degraded organic matter. They usually
have lower permeability than the underlying aquifer.
The seepage between the stream and the aquifer in the
two disconnected cases is unsaturated in the aquifer
below the streambed. So, to accurately model the
interactions in stream–aquifer flow system, a com-
bined saturated–unsaturated flow model is required.
However, before the model results can be reliably
used in decision-making some sensitivity/uncertainty
analyses should be conducted. This can be done with a
Monte Carlo approach, which can assess the uncer-
tainty associated with deterministic model predictions
and can determine how sensitive they are to the
inherent heterogeneity in the hydraulic properties of
the porous media and to our uncertainty as to the exact
Fig. 1. Stream–aquifer relationships (partially penetrating stream).
M.P. Bruen, Y.Z. Osman / Journal of Hydrology 293 (2004) 289–302290
nature of these heterogeneities (Freeze, 1975). Here,
the hydraulic properties are considered to be random
variables with an associated probability density
function at each point of the flow system. The spatial
dependence between neighbouring values of the
random variables is defined in terms of a spatial
correlation. The Monte Carlo method produces
probability distributions for the output variables
(e.g. hydraulic head, flow velocity, or concentration)
which reflect the uncertainty arising from the
heterogeneity of the porous media.
The specific objectives of the paper are to: (1) see if
aquifer heterogeneity causes substantial differences in
the state of connection; (2) assess the uncertainty in
the seepage due to the uncertainty in the saturated
hydraulic conductivity for different types and degrees
of spatial correlation; (3) assess the uncertainty in the
interconnected flow due to uncertainty in the saturated
hydraulic conductivity for different water table levels;
and (4) compare the estimates of seepage for different
water table levels.
This paper is organised as follows: first, a brief
account of stochastic methods used in subsurface
hydrology is given, with particular emphasis on
unsaturated flow studies. Second, the methodology
for this study is described. Third, the results of the
investigation are presented and discussed. Finally, the
conclusions are described.
2. Review of previous work
Four techniques have been used in stochastic
modelling of Richard’s equation for unsaturated
flow and transport. These techniques are: (i) analytical
solutions for simplifications of the problem (Anders-
son and Shapiro, 1983; Dagan and Bresler, 1983; and
Bresler and Dagan, 1983); (ii) analytical–spectral
approaches (Yeh et al., 1985a,b,c; Mantoglou and
Gelhar, 1987a,b,c), (iii) numerical-perturbation
approaches (Hoeksema and Kitanidis, 1984; Proto-
papas, 1988; Protopapas and Bras, 1988, 1990), and
(iv) Monte Carlo simulations, reviewed in the
following paragraphs.
Pioneering work in stochastic modelling in satu-
rated flow was done by Freeze (1975). Using the
Monte Carlo technique, his findings considered one-
dimensional (1D) saturated flow only, and neglected
spatial dependence of the saturated hydraulic con-
ductivity, which was taken as a random variable. Later
work by Smith and Freeze (1979a,b) and Bakr et al.
(1978) incorporated a spatial correlation structure in
the generated hydraulic conductivity field. Bakr et al.
(1978) used the spectral approach to solve the
perturbed forms of the stochastic differential equation
describing flow through porous media with a pre-
determined covariance of the randomly varying
hydraulic conductivity field.
Studies of spatial variability in unsaturated flows
were done by Warrick et al. (1977), Warrick and
Amoozegar-Fard (1979), Peck et al. (1977), and
Hopmans et al. (1988). They applied the scaling
theory based upon the similarity concept (Miller and
Miller, 1956; Warrick et al., 1977; Hopmans, 1987)
to express the variability of soil hydraulic properties
in terms of a characteristic length scale, which
is assumed random and statistically independent in
the horizontal. Andersson and Shapiro (1983)
modelled an autocorrelated unsaturated hydraulic
conductivity.
Stochastic analysis of unsaturated flow in more
than one dimension was introduced in a series of
papers by Yeh et al. (1985a,b,c). The analysis is based
upon spectral solutions of a perturbation approxi-
mation of the stochastic equation. Analytical
expressions were derived to describe the variances
of soil water pressure head, flux, and the effective
hydraulic conductivity as a function of the statistical
properties of the soil medium and the flow character-
istics. A similar study was published by Mantoglou
and Gelhar (1987a,b,c). Both studies stressed that
anisotropy and heterogeneity of the saturated con-
ductivity may have a significant effect on the
contribution of the lateral flow component and that
the traditional approach of infiltration modelling may
underestimate the magnitude of horizontal flow.
Hopmans et al. (1988) examined the stochastic nature
of soil water pressure head and vertical and horizontal
flux density under a two-dimensional (2D) unsatu-
rated steady state flow conditions. Ababou (1988)
used a Monte Carlo simulation approach to derive
pressure and moisture content distributions that result
when the parameters of unsaturated hydraulic con-
ductivity are allowed to vary continuously throughout
a three-dimensional (3D) domain.
M.P. Bruen, Y.Z. Osman / Journal of Hydrology 293 (2004) 289–302 291
3. Methodology of this study
This study uses the Monte Carlo method with the
nearest-neighbour technique to investigate the effect
of spatial heterogeneity of hydraulic properties on
stream–aquifer seepage.
3.1. Stream–aquifer model
The modelling framework is the same as that used
in the previous deterministic study (Osman and
Bruen, 2002) (Fig. 2). A simplified 2D (vertical
plane) groundwater flow system is used. It consists of
a section through a rectangular stream channel (with a
clogging layer on its bank and bed) which partially
penetrates an alluvial unconfined aquifer, which itself
overlies a regional aquifer as depicted in Fig. 2.
Infiltration and evapotranspiration from the ground
surface are ignored (i.e. no-flow boundary on the
ground surface), with the two lateral boundaries are
taken either as no-flow or fixed head boundaries and
the bottom boundary is taken as a constant head
boundary (known hereafter as the underlying head).
When the lateral boundaries are no-flow boundaries,
the only exchange of water within the model domain
is through the streambed and banks, and through the
bottom boundary of the domain where water can drain
to or rise from the lower part of the unconfined
aquifer. The dimensions of the flow domain are taken
here in such a way to reduce the computational efforts.
The materials of the alluvial aquifer and the clogging
layer are assumed to be medium sand and clay loam,
respectively. Since the flow system in Fig. 2 is
symmetrical, only half of this domain is simulated.
The simulation domain used in the Monte Carlo
simulation is discretised into 1352 nodes and 1257
square elements of 0.6 m sides.
3.2. Numerical model code
The computer code SWMS_2D (Simunek et al.,
1994) is used here for the variably saturated
simulations. It uses a Galerkin linear finite element
formulation to solve a 2D form of Richards’ equation
for water flow with a sink term, coupled with a
convection–dispersion equation for solute transport.
The unsaturated soil hydraulic properties formulation
used is that of Vogel and Cislerova (1988), which
under certain conditions becomes the van Genuchten
(1980) model. Flow and transport can occur in a
vertical or a horizontal plane, or in a 3D region
exhibiting radial symmetry about a vertical axis.
Verifications of the code by comparison with field
data or the output of other variably saturated codes
e.g. UNSAT2, SWATRE are well-documented in the
SWMS-2D user’s manual and are not discussed here.
Fig. 2. Simple stream–aquifer flow system.
M.P. Bruen, Y.Z. Osman / Journal of Hydrology 293 (2004) 289–302292
Some minor modifications have been made to the
code to suit the present problem.
3.3. Distribution of the saturated conductivity
The log normal distribution has been used to
describe the random nature of values of saturated
conductivity in an alluvial aquifer (Law, 1944;
Bulnes, 1946; Warren et al., 1961; Bennion and
Griffiths, 1966; Freeze, 1975; Smith and Freeze, 1979;
Dagan and Bresler, 1983; Hopmans et al., 1988). For
unsaturated conditions, the hydraulic conductivity is
represented by van Genuchten’s (1980) equation
uwðwÞ ¼ ur þus 2 ur
½1 þ lawln�mð1:aÞ
KðwÞ ¼ KsS1=2e ½1 2 ð1 2 S1=m
e Þ�2 ð1:bÞ
with
Se ¼uw 2 ur
us 2 ur
ð1:cÞ
where us is the saturated moisture content [dimen-
sionless]; ur is the residual moisture content [dimen-
sionless]; a is a parameter in the soil retention
function [L]; n is an exponent in the soil retention
function ðn . 1Þ [dimensionless]; m ¼ 1 2 1=n
[dimensionless] and Ks is the soil saturated hydraulic
conductivity, [LT21].
Table 1 shows typical soil parameters for van
Genuchten’s (1980) model for the soils used in this
study. Note Eq. (1.b) indicates that spatial variation in
the saturated hydraulic conductivity also influences
the unsaturated conductivity.
For log normally distributed hydraulic conduc-
tivity K; a normally distributed parameter Y ¼
N½my;sy�; can be defined such that Y ¼ log10ðKÞ:
This new parameter has a mean of my and a standard
deviation of sy. Freeze (1975) summarised the results
of a number of studies (Bennion and Griffiths, 1966;
Law, 1944; McMillan, 1966, and Willardson and
Hurst, 1965), indicating that the standard deviation,
sy; of Y (when K is in cm/s), varies between 0.2 and 2.
3.4. The nearest-neighbour stochastic model (NNSM)
The nearest-neighbour model (NNM) is designed
to model spatial variations in a statistically homo-
geneous random field in which the stochastic
dependence is local (i.e. depends only on distance
between points). It can be formulated in terms of a
Markovian conditional probability or a set of
simultaneous joint probabilities (Brook, 1964; Smith
and Freeze, 1979b). Its interpretation can be either
completely spatial or linked to a model describing the
time sequence of geologic deposition.
Consider a porous medium with a log normally
distributed saturated hydraulic conductivity, K: A
first-order nearest-neighbour auto-regressive relation
in two dimensions ðx; zÞ can be written as
Yi;j¼axðYi21;jþYiþ1;jÞþazðYi;j21þYi;jþ1Þþei;j ð2Þ
where
Yi;j; the random variable satisfying the nearest-
neighbour relation;
ei;j; normal random variable uncorrelated with any
other ei;j;
ax; an autoregressive parameter expressing the
degree of spatial dependence of Yi;j on its two
neighbouring values in the x-direction, Yi21;j and
Yiþ1;j ðlaxl # 1Þ;
az; an autoregressive parameter expressing the
degree of spatial dependence of Yi;j on its two
neighbouring values in the z-direction, Yi;j21 and
Yi;jþ1 ðlazl # 1Þ;
Table 1
Soil types and characteristics according to van Genuchten’s model
Domain Unit Soil Type hc us ur Ks a n
Aquifer Medium sand 0 0.34 0.05 30.00 0.18 3.07
Clogging layer Clay loam 1 0.44 0.30 0.02 0.04 3.37
hc, air entry value (m); us, saturated moisture content; ur, residual moisture content; Ks, saturated hydraulic conductivity (m d21);
a; parameter in the soil water retention function (m); n; exponent in the soil water retention function ðn . 1Þ:
M.P. Bruen, Y.Z. Osman / Journal of Hydrology 293 (2004) 289–302 293
Fig. 3 illustrates the above process equation for a
discrete block model. A single value Yi;j applies
everywhere within the block i; j: The coordinate
systems of the stochastic process model and the flow
domain are aligned. The scale of the model is defined
on the discrete interval Dx ¼ xi;j 2 xi21;j; and
Dz ¼ zi;j 2 zi;j21: Here, it will generally be assumed
that Dx and Dz are chosen equal.
In a statistically homogeneous medium, Eq. (2)
holds for every block within the medium. If ax is
equal to az; the medium has a statistically isotropic
covariance structure; that is, the statistical dependence
between neighbouring conductivity values is inde-
pendent of their orientation. If ax is not equal to az;
the medium has a statistically anisotropic covariance
structure, and the covariance between conductivity
values depends on their orientation within the
medium.
Therefore, for a 2D system of conductivity blocks
within the flow domain, the stochastic process model
for the entire set of p blocks (m rows, n columns) can
be written as a system of p linear equations, each
based on Eq. (2), as:
{Y} ¼ ½W�{Y} þ {e} ð3Þ
where the matrix ½W� is a spatial lag operator of scaled
weights wkl: These scaled weights are defined by
wkl ¼wpkl=r for k ¼ 1;…;p; l¼ 1;…;p and k– l ð4Þ
where wpkl ¼ ax if blocks k and l are contiguous in the
x-direction, wpkl ¼ az if blocks k and l are contiguous
in the z-direction, and wpkl ¼ 0 otherwise. The scaling
factor, r; is the total number of contiguous blocks
surrounding block k and is required to preserve the
statistical homogeneity in the generated sequence. For
points in the interior of the block, r will be 4, on an
edge it will be 3 and in a corner 2. The ½W� matrix
indicates which conductivity values in the block
system are linearly related to each other.
Each element of the normally distributed random
vector {e} is independent of the others, has a mean me
and a standard deviation se: Similarly, each member
of the {Y} sequence will have a mean my; and standard
deviation sy: Generally, the standard deviation sy will
be related to that of the {e} sequence through the
weight matrix ½W� and the values of the autoregres-
sive parameters. However, in generating synthetic
sequences, it is often required to simulate a pre-
determined standard deviation sy: Starting from the
normally distributed, independent, random sequence
{1} with a standard deviation of one, this vector can
be pre-multiplied by an appropriate factor to yield a
desired value of sy: This factor, denoted here by h; is
applied to the nearest-neighbour system of Eq. (3) to
yield
{Y} ¼ ½W�{Y} þ h{1} ð5Þ
Solution of Eq. (5) for the vector {Y} can be
written as
{Y} ¼ ð½I�2 ½W�Þ21·h{1} ð6Þ
where ½I � is an identity matrix.
Therefore, the matrix inverse, ð½I �2 ½W�Þ21; can
be regarded as a filter operating on a random vector
{1} to yield an output vector {Y} with an internal
correlation which depends upon the form of the spatial
lag operator ½W� and the parameters ax and az: A
similar set of equations will apply for a 1D set of
blocks; only the structure of the spatial lag operator
½W� changes.
The nearest-neighbour filter in Eq. (6) requires
that both {1} and {Y} sequences have a mean of
zero. Vectors, Y* ; with any required non-zero mean
can be produced, without affecting the covariance,
by adding the required mean my to each element of
the {Y} calculated from Eq. (6). It is assumed that
the mean is independent of the covariance of the
process.
In summary, using the nearest-neighbour model to
generate a 2D discrete block of conductivity realis-
ations with a known spatial covariance structure
Fig. 3. Schematic illustration of a nearest-neighbour grid, first-order
model.
M.P. Bruen, Y.Z. Osman / Journal of Hydrology 293 (2004) 289–302294
requires the following steps: (i) generate the uncorre-
lated {1} using a normal distribution random number
generator with mean zero and standard deviation one
ðN½0; 1�Þ; (ii) using, Eq. (5), calculate the internally
correlated output sequence {Y}; which should be
N½0;sy�; (iii) add the mean my to each member of {Y};
yielding {Y*} as N½my;sy�; (iv) calculate the log
normally distributed conductivity values {K} by
applying the exponential transform
Ki ¼ 10Yi* ð7Þ
yielding the distribution LN½mk; sk� of K; (v) insert the
conductivity values {K} into their appropriate blocks
within the flow domain; and (vi) solve the resulting
deterministic equations, using SWMS_2D.
The correlation scale l is an important property of
the nearest-neighbour field. Given that the generated
field is statistically homogeneous, that is to say, it
satisfies equation (8) below:
E½Yðx; zÞ� ¼ my R½Yðx1; z1Þ;Yðx2; z2Þ� ¼ F½j�
where j ¼
ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiðx1 2 x2Þ
2 þ ðz1 2 z2Þ2
q ð8Þ
where
R; covariance function
z; distance between points ðx1; z1Þ and ðx2; z2Þ:
Then the correlation scale l is defined as
l ¼1
Fð0Þ
ð1
0FðzÞdz ð9Þ
It is a measure of the mean distance over which
points are positively correlated in each direction. If
lx ¼ lz; the medium has a statistically isotropic
covariance function. If lx – lz; the covariance
function is statistically anisotropic. Integral scales
for each conductivity realisation in each direction are
approximated here by summing up the area under the
autocorrelation function taken along each direction
until it first crosses the zero-axis. Because the sample
autocorrelation function is different for each realis-
ation, so are the integral scales. Therefore the integral
scales that characterise a certain nearest-neighbour
process are found by taking the mean of the integral
scales obtained over all of the realisations in a set of
Monte Carlo simulations for specified sy; ax; az:
As can be seen from the nearest-neighbour
generator in Eq. (2), the values at the boundaries
can have reduced correlations with the inner values
and this could perturb the generated distribution of K:
For this reason, the nearest-neighbour domain is
normally taken larger than the actual simulated
domain in order to reduce any boundary effects.
The 2D nearest-neighbour domain used here is
slightly larger in both width and depth than the
simulated domain, described in Section 3.1 and Fig. 2,
above. A depth of 10.2 m and a width of 4.62 m are
used with a block size of 0.6 m. There are 1309
conductivity blocks in which 77 are in the horizontal
direction and 17 in the vertical direction. The
stochastic characteristics of the nearest-neighbour
domain require specifying appropriate values for the
factor h for given values of ax; az; my and sy and for a
specified number, m; of Monte Carlo simulations.
This is done here by trial and error using a computer
program prepared for this purpose.
Seven cases are reported here. Cases 1–5 are used
for comparing the simulated outputs for a discon-
nected loosing-stream with shallow water table
(underlying head 19.08 m) for different stochastic
characteristics. The remaining two cases (cases 6
and 7), in addition to case 1, are used to compare the
Monte Carlo outputs, with the corresponding homo-
geneous model, for different water table levels. The
five nearest-neighbour aquifer fields considered are:
(i) 2D statistically homogeneous and anisotropic
ððax ¼ 0:85Þ . ðaz ¼ 0:5ÞÞ; (ii) 2D statistically
homogeneous and isotropic ðax ¼ az ¼ 0:85Þ; (iii)
2D statistically homogeneous and anisotropic ððax ¼
0:5Þ , ðaz ¼ 0:85ÞÞ; (iv) 1D statistically homo-
geneous for one layer in horizontal direction
(ax ¼ 0:85; az ¼ 1:0); and (v) 2D uncorrelated
conductivity ðax ¼ az ¼ 0:0Þ media. The values for
the autoregressive parameters are similar to those
used by Smith and Freeze (1979a,b). The heterogen-
eity in all the cases is expressed in terms of the
standard deviation of Log10ðKÞ; i.e. sy: Seven degrees
of heterogeneity from sy ¼ 0:25 to 1.75, spanning
most of the range reported by Freeze (1975), are used
in each case.
The five different nearest-neighbour fields are
simulated with three different stream–aquifer con-
ditions. The underlying aquifer head at the bottom
boundary of the flow domain controls these
M.P. Bruen, Y.Z. Osman / Journal of Hydrology 293 (2004) 289–302 295
relationships. In this study, an underlying head of
19.14 m is used for the connected losing stream
conditions, an underlying head of 19.08 m is used for
the losing stream with shallow water table conditions,
and an underlying head of 18.00 m is used for the
losing stream with deep water table conditions.
Corresponding deterministic solutions for these three
cases are found with use of the SWMS_2D code.
The number of realisations in each Monte Carlo
experiment was determined by examining the con-
vergence of the statistics of the simulation results as
the number of simulations increased. As a reasonable
compromise between computational effort and con-
vergence of resulting statistics 300 was chosen.
4. Results and discussion
The simulations are analysed by comparing the
statistical behaviour of the stream–aquifer seepage
and examining the distribution of connected and
disconnected simulations.
4.1. Different nearest-neighbour scenarios
Fig. 4 shows how the ensemble statistics
(mean, maximum, minimum, standard deviation
and coefficient of variation) of seepage from the
stream ðQÞ; varies with degree of heterogeneity in the
aquifer for an underlying head of 19.08 m (discon-
nected loosing stream with shallow water table) for
case 1. The ensemble mean and minimum of Q
decrease with increasing heterogeneity in the aquifer,
while the ensemble maximum, standard deviation and
coefficient of variation increase with increase in
aquifer heterogeneity. Their responses to the degree
of heterogeneity are approximately exponential. An
increase in the aquifer heterogeneity implies an
increase in the variability of the model outputs. Note
that the minimum seepage drops at a much faster rate
that the increase in the maximum, indicating a highly
skewed response. The distribution of the individual
values for each simulation is strongly negatively
skewed. Fig. 5 shows the frequency histogram for the
290 successful simulations for the case where sy is 1.5.
The mode of the distribution is close to the maximum,
as is the mean in Fig. 4, but a small number of very
much lower values occur. Fig. 6 shows the ensemble
standard deviation of seepage, sQ; as a function of
aquifer heterogeneity for different nearest-neighbour
scenarios (cases 1–5, in Table 2). The standard
deviation, and hence the degree of uncertainty, of the
seepage increases with increasing aquifer hetero-
geneity. In the graph of case 5, the uncorrelated
Fig. 4. Behaviour of the stream seepage statistics, case 1.
M.P. Bruen, Y.Z. Osman / Journal of Hydrology 293 (2004) 289–302296
conductivity field, ðax ¼ az ¼ 0Þ; falls at the bottom of
the figure and the graph of case 4 (a 1D layer, ax ¼
0:85; az ¼ 0) lies at the top of the figure. Thus, for a
given aquifer heterogeneity, uncertainty in stream
seepage flow increases with increase in the value of the
autoregressive parameters and particularly with that of
the horizontal correlation, ax:
Some stream–aquifer systems, which are classified
as disconnected when analysed with a homogeneous
model, can exhibit some connected conditions as
aquifer heterogeneity increases. For case 1, which the
homogeneous solution indicates is hydraulically
unconnected, Fig. 7 shows the percentage of the
Monte Carlo simulations which became hydraulically
Fig. 5. Statistical distribution of simulation results.
Fig. 6. Standard deviation of seepage flow versus aquifer heterogeneity.
M.P. Bruen, Y.Z. Osman / Journal of Hydrology 293 (2004) 289–302 297
connected as a result of aquifer heterogeneity. This
happens because some parts of the aquifer can possess
sufficiently low conductivity values to locally impede
the downward flow and hence cause a locally elevated
water table which connects with the stream. The
different curves for each simulation case show that
this effect depends on the degree of aquifer hetero-
geneity. For a given degree of aquifer heterogeneity
the percentage of connected cases depends on the
value of the autoregressive parameters, with horizon-
tal correlation (case 4) having the most influence.
4.2. Different stream–aquifer relationships
Fig. 8 shows how the ensemble standard deviation
of the seepage increases as the aquifer heterogeneity
increases for case 1 (disconnected loosing stream
with shallow water table conditions, case 6 (connec-
ted loosing stream) and case 7 (disconnected
loosing stream with deep water table conditions).
The uncertainty in seepage estimates increases as
the water table drops. This is despite the seepage
usually being considered, by the conventional homo-
geneous models, to be independent of the water table
for case 7.
Fig. 9 shows graphs of the percentages of
connected cases as functions of aquifer heterogeneity
for cases 1, 6 and 7. A stream, which is indicated as
connected to its underlying aquifer (case 6) for the
homogeneous case, tends to remain connected as
aquifer heterogeneity increases. However, for
streams, which are indicated as disconnected from
Table 2
Definition of simulated cases and their nearest-neighbour characteristics
Case no. ax az lx
(m)
lz
(m)
Underlying
head (m)
Scaling factor, h; for different aquifer heterogeneities
sy ¼ 0:25 sy ¼ 0:50 sy ¼ 0:75 sy ¼ 1:00 sy ¼ 1:25 sy ¼ 1:50 sy ¼ 1:75
1 0.85 0.50 1.82 0.34 19.08 0.191 0.382 0.573 0.765 0.956 1.147 1.338
2 0.50 0.85 0.77 0.58 19.08 0.194 0.388 0.582 0.775 0.969 1.163 1.357
3 0.85 0.85 2.45 0.79 19.08 0.145 0.289 0.434 0.579 0.723 0.868 1.013
4 0.85 0.00 5.42 0.00 19.08 0.098 0.195 0.293 0.390 0.488 0.585 0.683
5 0.00 0.00 0.11 0.07 19.08 0.250 0.500 0.749 0.999 1.249 1.499 1.749
6 0.85 0.50 1.82 0.34 19.14 0.191 0.382 0.573 0.765 0.956 1.147 1.338
7 0.85 0.50 1.82 0.34 18.00 0.191 0.382 0.573 0.765 0.956 1.147 1.338
Fig. 7. Percentage of connected cases for different nearest-neighbour scenarios.
M.P. Bruen, Y.Z. Osman / Journal of Hydrology 293 (2004) 289–302298
their aquifer (cases 1 and 7) for the homogeneous
case, the chances of re-connection increase with both
increasing aquifer heterogeneity and rising water
table.
4.3. Monte Carlo versus homogeneous approaches
Fig. 10 compares the ensemble mean of the
seepage flow from the Monte Carlo simulations with
Fig. 8. Ensemble standard deviation of the seepage flow for different stream–aquifer relationships.
Fig. 9. Percentage of connected cases for different stream–aquifer relationships.
M.P. Bruen, Y.Z. Osman / Journal of Hydrology 293 (2004) 289–302 299
the seepage flow obtained by the homogeneous
model, for cases 1, 6 and 7. In these graphs,
MCase1 stands for the Monte Carlo case and
HCase1 stands for the homogeneous estimates of the
seepage flow in case 1. For cases 1 and 6, there is
almost no difference for the different modelling
approaches for most degrees of the aquifer hetero-
geneity. For example, the seepage flow from the
homogeneous solution for case 1 is 0.801 m2/d,
whereas the Monte Carlo solution for all possible
range of aquifer heterogeneity varies between 0.7794
and 0.8028 m2/d.
However, there is a significant difference
between the two approaches when the water table
falls far below the stream bottom as in case 7. For
this, the homogeneous solution is 2.295 m2/d
whereas for the Monte Carlo solution with the
lowest tested sy value, 0.25, the mean drops to
2.286 m2/d, (individual values vary between 2.169
and 2.3643 m2/d). The mean of the Monte Carlo
results decreases even further as the spatial varia-
bility increases. For instance, for sy equal to 1.75,
the mean of the Monte Carlo results drops to
2.0709 m2/d, with individual values varying from
0.9448 to 2.5075. Table 3 shows these and results
for intermediate levels of variability. Not only does
the mean decrease consistently as the variability
increases, but also the standard deviation and spread
of the individual results increase.
5. Conclusions
This paper examines the effects of spatial variability
of the aquifer hydraulic conductivity on estimates of
seepage from a stream to an aquifer. It is basically a
sensitivity study of the homogeneous, effective layer,
approach to modelling a stream–aquifer system.
Uncertainties in the values of stream seepage flows
(measured as their ensemble standard deviation) are
Fig. 10. Monte Carlo and homogeneous estimations of the seepage flow for different stream–aquifer relationships.
Table 3
Deviation of stochastic results from deterministic solution (case 7)
sy Q (m2/d)
Mean Std
Deviation
Max.
value
Min.
value
0.25 2.29 0.03 2.36 2.17
0.50 2.26 0.08 2.41 1.90
0.75 2.22 0.14 2.44 1.57
1.00 2.18 0.19 2.47 1.31
1.25 2.13 0.24 2.49 1.14
1.50 2.09 0.27 2.50 1.02
1.75 2.07 0.28 2.51 0.94
M.P. Bruen, Y.Z. Osman / Journal of Hydrology 293 (2004) 289–302300
found to increase generally with increase in the degree
of aquifer heterogeneity, particularly in the horizontal
direction.
Homogeneous approaches closely approximate the
Monte Carlo results in estimating the seepage when
the stream and the aquifer are connected or when they
are disconnected but the water table is close to the
streambed.
However, Monte Carlo modelling of the system
can produce, depending on the water table elevation in
the aquifer, situations of connection between the
stream and the aquifer when the homogeneous models
indicate disconnected conditions, but not vice versa.
The effects of spatial variability in the aquifer-
saturated hydraulic conductivity are important when
modelling stream–aquifer seepage in alluvial aquifers
where the water table falls substantially below the
riverbed. The seepage estimates can be quite different
from those given by homogeneous models.
Acknowledgements
The authors would like to thank Dr Jirka Simunek
of the US Salinity Laboratory for providing the
SWMS_2D code. The second author, in particular,
would like to acknowledge the financial support he
received from the Centre for Water Resources
Research, UCD, during the course of his PhD.
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