We present an efficient method for the computation of homogenized coefficients of divergence-form operators with random coefficients. The approach is based on a multiscale representation of the homogenized coefficients. We then implement the method numerically using a finite-element method with hierarchical hybrid grids, which is a semi-implicit method allowing for significant gains in memory usage and execution time. Finally, we demonstrate the efficiency of our approach on two- and three-dimensional examples, for piecewise-constant coefficients with corner discontinuities. For moderate ellipticity contrast and for a precision of a few percentage points, our method allows to compute the homogenized coefficients on a laptop computer in a few seconds, in two dimensions, or in a few minutes, in three dimensions.
Multiscale elliptic equations with scale separation are often approximated by the corresponding homogenized equations with slowly varying homogenized coefficients (the G-limit). The traditional homogenization techniques typically rely on the periodicity of the multiscale coefficients, thus finding the G-limits often requires sophisticated techniques in more general settings even when multiscale coefficient is known, if possible. Alternatively, we propose a simple approach to estimate the G-limits from (noisy-free or noisy) multiscale solution data, either from the existing forward multiscale s…
The data-driven discovery of partial differential equations (PDEs) consistent with spatiotemporal data is experiencing a rebirth in machine learning research. Training deep neural networks to learn such data-driven partial differential operators requires extensive spatiotemporal data. For learning coarse-scale PDEs from computational fine-scale simulation data, the training data collection process can be prohibitively expensive. We propose to transformatively facilitate this training data collection process by linking machine learning (here, neural networks) with modern multiscale scientific c…
Physics-informed neural network (PINN) is a data-driven approach to solve equations. It is successful in many applications; however, the accuracy of the PINN is not satisfactory when it is used to solve multiscale equations. Homogenization is a way of approximating a multiscale equation by a homogenized equation without multiscale property; it includes solving cell problems and the homogenized equation. The cell problems are periodic; and we propose an oversampling strategy which greatly improves the PINN accuracy on periodic problems. The homogenized equation has constant or slow dependency c…
In this paper, we study a multiscale method for simulating a dual-continuum unsaturated flow problem within complex heterogeneous fractured porous media. Mathematically, each of the dual continua is modeled by a multiscale Richards equation (for pressure head), and these equations are coupled to one another by transfer terms. On its own, Richards equation is already a nonlinear partial differential equation, and it is exceedingly difficult to solve numerically due to the extra nonlinear dependencies involving the soil water. To deal with multiple scales, our strategy is that starting from a mi…
A central question in numerical homogenization of partial differential equations with multiscale coefficients is the accurate computation of effective quantities, such as the homogenized coefficients. Computing homogenized coefficients requires solving local corrector problems followed by upscaling relevant local data. The most naive way of computing homogenized coefficients is by solving a local elliptic problem, which is known to suffer from the so-called resonance error dominating all other errors inherent in multiscale computations. A far more efficient modelling strategy, based on adding …
We study the problem of drift estimation for two-scale continuous time series. We set ourselves in the framework of overdamped Langevin equations, for which a single-scale surrogate homogenized equation exists. In this setting, estimating the drift coefficient of the homogenized equation requires pre-processing of the data, often in the form of subsampling; this is because the two-scale equation and the homogenized single-scale equation are incompatible at small scales, generating mutually singular measures on the path space. We avoid subsampling and work instead with filtered data, found by a…
We propose a novel method for drift estimation of multiscale diffusion processes when a sequence of discrete observations is given. For the Langevin dynamics in a two-scale potential, our approach relies on the eigenvalues and the eigenfunctions of the homogenized dynamics. Our first estimator is derived from a martingale estimating function of the generator of the homogenized diffusion process. However, the unbiasedness of the estimator depends on the rate with which the observations are sampled. We therefore introduce a second estimator which relies also on filtering the data and we prove th…
We study homogenization of a locally periodic two-scale dual-continuum system where each continuum interacts with the other. Equations for each continuum are written separately with interaction terms (exchange terms) added. The homogenization limit depends strongly on the scale of this continuum interaction term with respect to the microscopic scale. In J. S. R. Park and V. H. Hoang, {\it Hierarchical multiscale finite element method for multicontinuum media}, arXiv:1906.04635, we study in details the case where the interaction terms are scaled as $O(1/\ep^2)$ where $\ep$ is the microscale of …
We propose a Nitsche method for multiscale partial differential equations, which retrieves the macroscopic information and the local microscopic information at one stroke. We prove the convergence of the method for second order elliptic problem with bounded and measurable coefficients. The rate of convergence may be derived for coefficients with further structures such as periodicity and ergodicity. Extensive numerical results confirm the theoretical predictions.
In this paper, we present a multiscale method for simulations of the multicontinua unsaturated flow problems in heterogeneous fractured porous media. The mathematical model is described by the system of Richards equations for each continuum that coupled by the specific transfer term. To illustrate the idea of our approach, we consider a dual continua background model with discrete fractures networks that generalized as a multicontinua model for unsaturated fluid flow in the complex heterogeneous porous media. We present fine grid approximation based on the finite element method and Discrete Fr…
In this paper, we consider flow and transport problems in thin domains. The mathematical model considered in the paper is described by a system of equations for velocity, pressure, and concentration, where the flow is described by the Stokes equations and the transport is described by an unsteady convection-diffusion equation with non-homogeneous boundary conditions on walls (reactive boundaries). We start with the finite element approximation of the problem on unstructured grids and use it as a reference solution for two and three-dimensional model problems. Fine grid approximation resolves c…
A Concurrent Global-local Numerical Method for Multiscale PDEs
Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院）；School of Mathematical Sciences, University of Chinese Academy of Sciences（中国科学院大学数学科学学院）；Duke University（杜克大学）；The State Key Laboratory of Scientific and Engineering Computing（计算数学与应用软件国家重点实验室）
Numerical schemes for wave-like systems with small dissipation are often inaccurate and unstable due to truncation errors and numerical roundoff errors. Hence, numerical simulations of wave-like systems lacking proper handling of these numerical issues often fail to represent the physical characteristics of wave phenomena. This challenge gets even more intricate for multiscale modelling, especially in multiple dimensions. When using the usual collocated grid, about two-thirds of the resolved wave modes are incorrect with significant dispersion. But, numerical schemes on staggered grids (with a…
Hierarchical multiscale modeling for flows in fractured media using Generalized Multiscale Finite Element Method
Texas A&M University（德克萨斯农工大学）；King Abdullah University of Science and Technology (KAUST)（阿卜杜拉国王科技大学）；Chevron ETC（雪佛龙ETC）；China University of Petroleum (East China)（中国石油大学（华东））
The simulation of the elastodynamics equations at high-frequency suffers from the well known pollution effect. We present a Petrov--Galerkin multiscale sub-grid correction method that remains pollution free in natural resolution and oversampling regimes. This is accomplished by generating corrections to coarse-grid spaces with supports determined by oversampling lengths related to the $\log(k)$, $k$ being the wavenumber. Key to this method are polynomial-in-$k$ bounds for stability constants and related inf-sup constants. To this end, we establish polynomial-in-$k$ bounds for the elastodynamic…
In this paper, we construct a class of Mixed Generalized Multiscale Finite Element Methods for the approximation on a coarse grid for an elliptic problem in thin two-dimensional domains. We consider the elliptic equation with homogeneous boundary conditions on the domain walls. For reference solution of the problem, we use a Mixed Finite Element Method on a fine grid that resolves complex geometry on the grid level. To construct a lower dimensional model, we use the Mixed Generalized Multiscale Finite Element Method, which is based on some multiscale basis functions for velocity fields. The co…
In this paper, we consider a poroelasticity problem in heterogeneous multicontinuum media that is widely used in simulations of the unconventional hydrocarbon reservoirs and geothermal fields. Mathematical model contains a coupled system of equations for pressures in each continuum and effective equation for displacement with volume force sources that are proportional to the sum of the pressure gradients for each continuum. To illustrate the idea of our approach, we consider a dual continuum background model with discrete fracture networks that can be generalized to a multicontinuum model for …
Numerical simulation of flow problems and wave propagation in heterogeneous media has important applications in many engineering areas. However, numerical solutions on the fine grid are often prohibitively expensive, and multiscale model reduction techniques are introduced to efficiently solve for an accurate approximation on the coarse grid. In this paper, we propose an energy minimization based multiscale model reduction approach in the discontinuous Galerkin discretization setting. The main idea of the method is to extract the non-decaying component in the high conductivity regions by ident…
In this paper, we study temporal splitting algorithms for multiscale problems. The exact fine-grid spatial problems typically require some reduction in degrees of freedom. Multiscale algorithms are designed to represent the fine-scale details on a coarse grid and, thus, reduce the problems' size. When solving time-dependent problems, one can take advantage of the multiscale decomposition of the solution and perform temporal splitting by solving smaller-dimensional problems, which is studied in the paper. In the proposed approach, we consider the temporal splitting based on various low dimensio…
Applying Two-Grid Preconditioner for Subsurface Flow Simulation using Attention-enhanced Hybrid Network to Accelerate Multiscale Discretization in High-contrast Media
A posteriori error estimates for the finite element approximation of the convection-diffusion-reaction equation based on the variational multiscale concept
In this paper, we systemically review and compare two mixed multiscale finite element methods (MMsFEM) for multiphase transport in highly heterogeneous media. In particular, we will consider the mixed multiscale finite element method using limited global information, simply denoted by MMsFEM, and the mixed generalized multiscale finite element method (MGMsFEM) with residual driven online multiscale basis functions. Both methods are under the framework of mixed multiscale finite element methods, where the pressure equation is solved in the coarse grid with carefully constructed multiscale basis…
In this paper, we propose a local model reduction approach for subsurface flow problems in stochastic and highly heterogeneous media. To guarantee the mass conservation, we consider the mixed formulation of the flow problem and aim to solve the problem in a coarse grid to reduce the complexity of a large-scale system. We decompose the entire problem into a training and a testing stage, namely the offline coarse-grid multiscale basis generation stage and online simulation stage with different parameters. In the training stage, a parameter-independent and small-dimensional multiscale basis funct…
In this paper, we consider the numerical solution of poroelasticity problems that are of Biot type and develop a general algorithm for solving coupled systems. We discuss the challenges associated with mechanics and flow problems in heterogeneous media. The two primary issues being the multiscale nature of the media and the solutions of the fluid and mechanics variables traditionally developed with separate grids and methods. For the numerical solution we develop and implement a Generalized Multiscale Finite Element Method (GMsFEM) that solves problem on a coarse grid by constructing local mul…
This paper aims at an accurate and efficient computation of effective quantities, e.g., the homogenized coefficients for approximating the solutions to partial differential equations with oscillatory coefficients. Typical multiscale methods are based on a micro-macro coupling, where the macro model describes the coarse scale behaviour, and the micro model is solved only locally to upscale the effective quantities, which are missing in the macro model. The fact that the micro problems are solved over small domains within the entire macroscopic domain, implies imposing artificial boundary condit…
A variational multiscale approach to PDE-constrained optimization problems arising in Data-Driven Computational Mechanics
Universitat Politècnica de Catalunya（加泰罗尼亚理工大学）；Centre Internacional de Mètodes Numèrics en Enginyeria (CIMNE)（国际工程数值方法中心）；Instituto de Ciências Matemáticas e de Computacão, Universidade de São Paulo（圣保罗大学数学与计算科学研究所）；University of Bergen（卑尔根大学）
Generalized Multiscale Finite Element Methods for problems in perforated heterogeneous domains
The Chinese University of Hong Kong（香港中文大学）；Texas A&M University（德克萨斯农工大学）；King Abdullah University of Science and Technology（阿卜杜拉国王科技大学）；North-Eastern Federal University（东北联邦大学）；Institute of Mathematics and Informatics, North-Eastern Federal University（东北联邦大学数学与信息学研究所）
A number of different multiscale methods have been developed as a robust alternative to upscaling and as a means for accelerated reservoir simulation of high-resolution geomodels. In their basic setup, multiscale methods use a restriction operator to construct a reduced system of flow equations on a coarser grid, and a prolongation operator to map pressure unknowns from the coarse grid back to the original simulation grid. The prolongation operator consists of basis functions computed numerically by solving localized flow problems. One can use the resulting multiscale solver both as a CPR-prec…
In this paper, we propose a general approach called Generalized Multiscale Finite Element Method (GMsFEM) for performing multiscale simulations for problems without scale separation over a complex input space. As in multiscale finite element methods (MsFEMs), the main idea of the proposed approach is to construct a small dimensional local solution space that can be used to generate an efficient and accurate approximation to the multiscale solution with a potentially high dimensional input parameter space. In the proposed approach, we present a general procedure to construct the offline space t…
We present a wavelet-based adaptive method for computing 3D multiscale flows in complex, time-dependent geometries, implemented on massively parallel computers. While our focus is on simulations of flapping insects, it can be used for other flow problems, including turbulence, as well. The incompressible fluid is modeled with an artificial compressibility approach in order to avoid solving elliptical problems. No-slip and in/outflow boundary conditions are imposed using volume penalization. The governing equations are discretized on a locally uniform Cartesian grid with centered finite differe…
In this work, we present a novel nonlocal nonlinear coarse grid approximation using a machine learning algorithm. We consider unsaturated and two-phase flow problems in heterogeneous and fractured porous media, where mathematical models are formulated as general multicontinuum models. We construct a fine grid approximation using the finite volume method and embedded discrete fracture model. Macroscopic models for these complex nonlinear systems require nonlocal multicontinua approaches, which are developed in earlier works. These rigorous techniques require complex local computations, which in…
In this paper, we develop the constraint energy minimization generalized multiscale finite element method (CEM-GMsFEM) in mixed formulation applied to parabolic equations with heterogeneous diffusion coefficients. The construction of the method is based on two multiscale spaces: pressure multiscale space and velocity multiscale space. The pressure space is constructed via a set of well-designed local spectral problems, which can be solved independently. Based on the computed pressure multiscale space, we will construct the velocity multiscale space by applying constrained energy minimization. …
Fiber reinforced materials (FRMs) can be modeled as bi-phasic materials, where different constitutive behaviors are associated with different phases. The numerical study of FRMs through a full geometrical resolution of the two phases is often computationally infeasible, and therefore most works on the subject resort to homogenization theory, and exploit strong regularity assumptions on the fibers distribution. Both approaches fall short in intermediate regimes where lack of regularity does not justify a homogenized approach, and when the fiber geometry or their numerosity render the fully reso…
Simulation in media with multiple continua where each continuum interacts with every other is often challenging due to multiple scales and high contrast. One needs some types of model reduction. One of the approaches is multi-continuum technique, where every process in each continuum is modeled separately and an interaction term is added. Direct numerical simulation in multi scale media is usually not practicable. For this reason, one constructs the corresponding homogenized equations. The paper develops a hierarchical approach for solving cell problems at a dense network of macroscopic points…
AlgMortar: a fully algebraic multiscale mortar preconditioner
Instituto de Ciências Matemáticas e de Computação, Universidade de São Paulo（圣保罗大学数学与计算科学学院）；Piri Technologies, LLC（Piri科技有限公司）；Department of Mathematical Sciences, The University of Texas at Dallas（德克萨斯大学达拉斯分校数学科学系）
In this paper, we present an Online Generalized Multiscale Finite Element Method(Online GMsFEM) for heat and mass transfer problem in heterogeneous media with artificial ground freezing pipes. The mathematical model of the process is based on the classical Stefan model, which describes heat transfer with a phase transition and takes into account filtration in a porous medium. The model is described by a system of equations for temperature and pressure. For fine grid solution, we use a finite element method using the fictitious domain method. To derive a solution on the coarse grid, we use a mo…
Multi-Level Monte Carlo approaches for numerical homogenization
Texas A & M University（德克萨斯农工大学）；Fraunhofer ITWM（弗劳恩霍夫工业数学研究所）；University of Kaiserslautern（凯泽斯劳滕工业大学）；École des Ponts ParisTech（巴黎路桥学院）；Université Paris-Est（巴黎东大学）；INRIA Rocquencourt（法国国家信息与自动化研究所罗康库尔中心）
