In this paper, we consider an online enrichment procedure using the Generalized Multiscale Finite Element Method (GMsFEM) in the context of a two-phase flow model in heterogeneous porous media. The coefficient of the elliptic equation is referred to as the permeability and is the main source of heterogeneity within the model. The elliptic pressure equation is solved using online GMsFEM, and is coupled with a hyperbolic transport equation where local conservation of mass is necessary. To satisfy the conservation property, we aim at constructing conservative fluxes within the space of multiscale basis functions through the use of a postprocessing technique. In order to improve the accuracy of the pressure and velocity solutions in the online GMsFEM we apply a systematic online enrichment procedure. The increase in pressure accuracy due to the online construction is inherited by the conservative flux fields and the desired saturation solutions from the coupled transport equation. Despite the fact that the coefficient of the pressure equation is dependent on the saturation which may vary in time, we may construct an approximation space using the initial coefficient where no further basis updates follow. Numerical results corresponding to four different types of heterogeneous permeability coefficients are exhibited to test the proposed methodology.
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…
A conservative local multiscale model reduction technique for Stokes flows in heterogeneous perforated domains
The Chinese University of Hong Kong（香港中文大学）；Institute of Mathematics and Informatics, North-Eastern Federal University（北联邦大学数学与计算机科学研究所）；Texas A&M University（德克萨斯农工大学）
Online mixed multiscale finite element method with oversampling and its applications
School of Mathematics and Information Science, Guangzhou University（广州大学数学与信息科学学院）；Department of Mathematics, The Chinese University of Hong Kong（香港中文大学数学系）
In this research, we propose an online basis enrichment strategy within the framework of a recently developed constraint energy minimizing generalized multiscale discontinuous Galerkin method (CEM-GMsDGM). Combining the technique of oversampling, one makes use of the information of the current residuals to adaptively construct basis functions in the online stage to reduce the error of multiscale approximation. A complete analysis of the method is presented, which shows the proposed online enrichment leads to a fast convergence from multiscale approximation to the fine-scale solution. The error…
In this paper, an online multiscale model reduction method is presented for stochastic partial differential equations (SPDEs) with multiplicative noise, where the diffusion coefficient is spatially multiscale and the noise perturbation nonlinearly depends on the diffusion dynamics. It is necessary to efficiently compute all possible trajectories of the stochastic dynamics for quantifying model's uncertainty and statistic moments. The multiscale diffusion and nonlinearity may cause the computation intractable. To overcome the multiscale difficulty, a constraint energy minimizing generalized mul…
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…
This article is devoted to the construction of a new class of semi-Lagrangian (SL) schemes with implicit-explicit (IMEX) Runge-Kutta (RK) time stepping for PDEs involving multiple space-time scales. The semi-Lagrangian (SL) approach fully couples the space and time discretization, thus making the use of RK strategies particularly difficult to be combined with. First, a simple scalar advection-diffusion equation is considered as a prototype PDE for the development of a high order formulation of the semi-Lagrangian IMEX algorithms. The advection part of the PDE is discretized explicitly at the a…
In this paper, we propose an offline-online strategy based on the Localized Orthogonal Decomposition (LOD) method for elliptic multiscale problems with randomly perturbed diffusion coefficient. We consider a periodic deterministic coefficient with local defects that occur with probability $p$. The offline phase pre-computes entries to global LOD stiffness matrices on a single reference element (exploiting the periodicity) for a selection of defect configurations. Given a sample of the perturbed diffusion the corresponding LOD stiffness matrix is then computed by taking linear combinations of t…
In this paper, we study the generalized multiscale finite element method (GMsFEM) for single phase compressible flow in highly heterogeneous porous media. We follow the major steps of the GMsFEM to construct permeability dependent offline basis for fast coarse-grid simulation. The offline coarse space is efficiently constructed only once based on the initial permeability field with parallel computing. A rigorous convergence analysis is performed for two types of snapshot spaces. The analysis indicates that the convergence rates of the proposed multiscale method depend on the coarse meshsize an…
In this paper, we propose offline and online adaptive enrichment algorithms for the generalized multiscale approximation of a mixed finite element method with velocity elimination to solve the subsurface flow problem in high-contrast and heterogeneous porous media. We give the theoretical analysis for the convergence of these two adaptive methods, which shows that sufficient initial basis functions (belong to the offline space) leads to a faster convergence rate. A series of numerical examples are provided to highlight the performance of both these two adaptive methods and also validate the th…
In this paper, we propose a coupled Discrete Empirical Interpolation Method (DEIM) and Generalized Multiscale Finite element method (GMsFEM) to solve nonlinear parabolic equations with application to the Allen-Cahn equation. The Allen-Cahn equation is a model for nonlinear reaction-diffusion process. It is often used to model interface motion in time, e.g. phase separation in alloys. The GMsFEM allows solving multiscale problems at a reduced computational cost by constructing a reduced-order representation of the solution on a coarse grid. In arXiv:1301.2866, it was shown that the GMsFEM provi…
In this article, we present data-driven reduced-order modeling for nonautonomous dynamical systems in multiscale media using Koopman operators. Different from the case of autonomous dynamical systems, the Koopman operator family of nonautonomous dynamical systems significantly depend on a time pair. In order to effectively estimate the time-dependent Koopman operators, a moving time window is used to decompose the snapshot data, and the extended dynamic mode decomposition method is applied to computing the Koopman operators in each local temporal domain. Many physical properties in multiscale …
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 multiscale method for the Darcy-Forchheimer model in highly heterogeneous porous media. The problem is solved in the framework of generalized multiscale finite element methods (GMsFEM) combined with a multipoint flux mixed finite element (MFMFE) method. %In the MFMFE methods, appropriate mixed finite element spaces and suitable quadrature rules are employed, which allow for local velocity elimination and lead to a cell-centered system for the pressure. We consider the MFMFE method that utilizes the lowest order Brezzi-Douglas-Marini ($\textrm{BDM}_1$) mixed finite e…
A residual driven multiscale method for Darcy's flow in perforated domains
Hunan Key Laboratory for Computation and Simulation in Science and Engineering, National Center for Applied Mathematics in Hunan, Xiangtan University（湘潭大学湖南省计算与仿真科学工程重点实验室、湖南应用数学中心）；Eastern Institute for Advanced Study, Eastern Institute of Technology（宁波东部理工学院先进研究院）；Hunan Research Center of the Basic Discipline Fundamental Algorithmic Theory and Novel Computational Methods, Key Laboratory of Intelligent Computing and Information Processing of Ministry of Education, Xiangtan University（湘潭大学教育部智能计算与信息处理重点实验室、湖南省基础学科基本算法理论与新型计算方法研究中心）；Hunan International Scientific and Technological Innovation Cooperation Base of Computational Science, Xiangtan University（湘潭大学计算科学国际科技创新合作基地）
In this research, an online basis enrichment strategy for the constraint energy minimizing generalized multiscale finite element method in mixed formulation is proposed. The online approach is based on the technique of oversampling. One makes use of the information of residual and the data in the partial differential equation such as the source function. The analysis presented shows that the proposed online enrichment leads to a fast convergence from multiscale approximation to the fine-scale solution. The error reduction can be made sufficiently large by suitably selecting oversampling region…
We propose a data-driven approach to solve multiscale elliptic PDEs with random coefficients based on the intrinsic low dimension structure of the underlying elliptic differential operators. Our method consists of offline and online stages. At the offline stage, a low dimension space and its basis are extracted from the data to achieve significant dimension reduction in the solution space. At the online stage, the extracted basis will be used to solve a new multiscale elliptic PDE efficiently. The existence of low dimension structure is established by showing the high separability of the under…
In this paper, we consider multiscale methods for nonlinear elasticity. In particular, we investigate the Generalized Multiscale Finite Element Method (GMsFEM) for a strain-limiting elasticity problem. Being a special case of the naturally implicit constitutive theory of nonlinear elasticity, strain-limiting relation has presented an interesting class of material bodies, for which strains remain bounded (even infinitesimal) while stresses can become arbitrarily large. The nonlinearity and material heterogeneities can create multiscale features in the solution, and multiscale methods are theref…
The Localized Reduced Basis Multiscale method for two-phase flows in porous media
Institute for Computational and Applied Mathematics（计算与应用数学研究所）；Institute for Applied Analysis and Numerical Simulation（应用分析与数值模拟研究所）；Institute for Modelling Hydraulic and Environmental Systems（水与环境系统建模研究所）；SINTEF ICT（辛特夫信息与通信研究所）
The dynamics of compressible liquid-vapor flow depends sensitively on the microscale behavior at the phase boundary. We consider a sharp-interface approach, and propose a multiscale model to describe liquid-vapor flow accurately, without imposing ad-hoc closure relations on the continuum scale. The multiscale model combines the Euler equations on the continuum scale with molecular-scale particle simulations that govern the interface motion. We rely on an interface-preserving moving mesh finite volume method to discretize the continuum-scale sharp-interface flow in a conservative manner. Comput…
We provide a concise review of the exponentially convergent multiscale finite element method (ExpMsFEM) for efficient model reduction of PDEs in heterogeneous media without scale separation and in high-frequency wave propagation. ExpMsFEM is built on the non-overlapped domain decomposition in the classical MsFEM while enriching the approximation space systematically to achieve a nearly exponential convergence rate regarding the number of basis functions. Unlike most generalizations of MsFEM in the literature, ExpMsFEM does not rely on any partition of unity functions. In general, it is necessa…
We present and discuss a novel approach to deal with conservation properties for the simulation of nonlinear complex porous media flows in the presence of: 1) multiscale heterogeneity structures appearing in the elliptic-pressure-velocity and in the rock geology model, and 2) multiscale wave structures resulting from shock waves and rarefaction interactions from the nonlinear hyperbolic-transport model. For the pressure-velocity Darcy flow problem, we revisit a recent high-order and volumetric residual-based Lagrange multipliers saddle point problem to impose local mass conservation on convex …
The semiclassical Schrödinger equation with time-dependent potentials is an important model to study electron dynamics under external controls in the mean-field picture. In this paper, we propose two multiscale finite element methods to solve this problem. In the offline stage, for the first approach, the localized multiscale basis functions are constructed using sparse compression of the Hamiltonian operator at the initial time; for the latter, basis functions are further enriched using a greedy algorithm for the sparse compression of the Hamiltonian operator at later times. In the online sta…
Accurate numerical simulations of interaction between fluid and solid play an important role in applications. The task is challenging in practical scenarios as the media are usually highly heterogeneous with very large contrast. To overcome this computational challenge, various multiscale methods are developed. In this paper, we consider a class of linear poroelasticity problems in high contrast heterogeneous porous media, and develop a mixed generalized multiscale finite element method (GMsFEM) to obtain a fast computational method. Our aim is to develop a multiscale method that is robust wit…
In this paper, we propose a local-global multiscale method for highly heterogeneous stochastic groundwater flow problems under the framework of reduced basis method and the generalized multiscale finite element method (GMsFEM). Due to incomplete characterization of the medium properties of the groundwater flow problems, random variables are used to parameterize the uncertainty. As a result, solving the problem repeatedly is required to obtain statistical quantities. Besides, the medium properties are usually highly heterogeneous, which will result in a large linear system that needs to be solv…
In this paper, we develop a local multiscale model reduction strategy for the elastic wave equation in strongly heterogeneous media, which is achieved by solving the problem in a coarse mesh with multiscale basis functions. We use the interior penalty discontinuous Galerkin (IPDG) to couple the multiscale basis functions that contain important heterogeneous media information. The construction of efficient multiscale basis functions starts with extracting dominant modes of carefully defined spectral problems to represent important media feature, which is followed by solving a constraint energy …
In this paper, we apply the constraint energy minimizing generalized multiscale finite element method (CEM-GMsFEM) to first solving a nonlinear poroelasticity problem. The arising system consists of a nonlinear pressure equation and a nonlinear stress equation in strain-limiting setting, where strains keep bounded while stresses can grow arbitrarily large. After time discretization of the system, to tackle the nonlinearity, we linearize the resulting equations by Picard iteration. To handle the linearized equations, we employ the CEM-GMsFEM and obtain appropriate offline multiscale basis funct…
An implicit multiscale solver for steady kinetic equations based on wave-particle decomposition
Hong Kong University of Science and Technology（香港科技大学）；Shenzhen Research Institute, Hong Kong University of Science and Technology（香港科技大学深圳研究院）；Institute of Applied Physics and Computational Mathematics（应用物理与计算力学研究所）
