arXiv subjects

Eric Chung

Publications and source records attributed to Eric Chung.

At least 37 records · Page 2Linked to original sources

arXiv2022

Physics-preserving IMPES based multiscale methods for immiscible two-phase flow in highly heterogeneous porous media

In this paper, we propose a physics-preserving multiscale method to solve an immiscible two-phase flow problem, which is modeled as a coupling system consisting of Darcy's law and mass conservation equations. We use a new Physics-preserving IMplicit Pressure Explicit Saturation (P-IMPES) scheme in order to maintain the local conservation of mass for both phases. Besides, this scheme is unbiased and if the time step is smaller than a certain value, the saturation of both phases are bounds-preserving. When updating velocity, MGMsFEM serves as an efficient solver by computing the unknowns on a coarse grid. We follow the operation splitting techinque to deal with the two-phase flow. In particular, we use an upwind strategy to iterate the saturation explicitly and the MGMsFEM is utilized to compute velocity with a decoupled system on a coarse mesh. To show the efficiency and robustness of the proposed method, we design a set of interesting experiments. A rigorous analysis is also included to serve as a theoretical base of the method, which is well verified by the numerical results. Both simulations and analysis indicate that the method attains a good balance between accuracy and computation cost.

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arXiv2022

Local multiscale model reduction using discontinuous Galerkin coupling for elasticity problems

In this paper, we consider the constrained energy minimizing generalized multiscale finite element method (CEM-GMsFEM) with discontinuous Galerkin (DG) coupling for the linear elasticity equations in highly heterogeneous and high contrast media. We will introduce the construction of a DG version of the CEM-GMsFEM, such as auxiliary basis functions and offline basis functions. The DG version of the method offers some advantages such as flexibility in coarse grid construction and sparsity of resulting discrete systems. Moreover, to our best knowledge, this is the first time where the proof of the convergence of the CEM-GMsFEM in the DG form is given. Some numerical examples will be presented to illustrate the performance of the method.

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arXiv2022

A discontinuous Galerkin based multiscale method for heterogeneous elastic wave equations

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 minimization problems. Then a Petrov-Galerkin projection and systematization onto the coarse grid is applied. As a result, an explicit and energy conserving scheme is obtained for fast online simulation. The method exhibits both coarse-mesh and spectral convergence as long as one appropriately chose the oversampling size. We rigorously analyze the stability and convergence of the proposed method. Numerical results are provided to show the performance of the multiscale method and confirm the theoretical results.

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arXiv2022

Constraint energy minimizing generalized multiscale finite element method for convection diffusion equation

In this paper we present and analyze a constraint energy minimizing generalized multiscale finite element method for convection diffusion equation. To define the multiscale basis functions, we first build an auxiliary multiscale space by solving local spectral problems motivated by analysis. Then constraint energy minimization performed in oversampling domains is exploited to construct the multiscale space. The resulting multiscale basis functions have a good decay property even for high contrast diffusion and convection coefficients. Furthermore, if the number of oversampling layer is chosen properly, we can prove that the convergence rate is proportional to the coarse mesh size. Our analysis also indicates that the size of the oversampling domain weakly depends on the contrast of the heterogeneous coefficients. Several numerical experiments are presented illustrating the performances of our method.

math.NA↗

arXiv2022

A conservative multiscale method for stochastic highly heterogeneous flow

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 function space is constructed, which includes the media, source and boundary information. The key part of the basis generation stage is to solve some local problems defined specially. With the parameter-independent basis space, one can efficiently solve the concerned problems corresponding to different samples of permeability field in a coarse grid without repeatedly constructing a multiscale space for each new sample. A rigorous analysis on convergence of the proposed method is proposed. In particular, we consider a generalization error, where bases constructed with one source will be used to a different source. In the numerical experiments, we apply the proposed method for both single-phase and twophase flow problems. Simulation results for both 2D and 3D representative models demonstrate the high accuracy and impressive performance of the proposed model reduction techniques.

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arXiv2022

A deep learning based reduced order modeling for stochastic underground flow problems

In this paper, we propose a deep learning based reduced order modeling method for stochastic underground flow problems in highly heterogeneous media. We aim to utilize supervised learning to build a reduced surrogate model from the stochastic parameter space that characterizes the possible highly heterogeneous media to the solution space of a stochastic flow problem to have fast online simulations. Dominant POD modes obtained from a well-designed spectral problem in a global snapshot space are used to represent the solution of the flow problem. Due to the small dimension of the solution, the complexity of the neural network is significantly reduced. We adopt the generalized multiscale finite element method (GMsFEM), in which a set of local multiscale basis functions that can capture the heterogeneity of the media and source information are constructed to efficiently generate globally defined snapshot space. Rigorous theoretical analyses are provided and extensive numerical experiments for linear and nonlinear stochastic flows are provided to verify the superior performance of the proposed method.

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arXiv2022

Generalized multiscale finite element method for highly heterogeneous compressible flow

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 and the eigenvalue decay of the local spectral problem. To further increase the accuracy of multiscale method, residual driven online multiscale basis is added to the offline space. The construction of online multiscale basis is based on a carefully design error indicator motivated by the analysis. We find that online basis is particularly important for the singular source. Rich numerical tests on typical 3D highly heterogeneous medias are presented to demonstrate the impressive computational advantages of the proposed multiscale method.

math.NA↗

arXiv2021

Pressure-robust staggered DG methods for the Navier-Stokes equations on general meshes

In this paper, we design and analyze staggered discontinuous Galerkin methods of arbitrary polynomial orders for the stationary Navier-Stokes equations on polygonal meshes. The exact divergence-free condition for the velocity is satisfied without any postprocessing. The resulting method is pressure-robust so that the pressure approximation does not influence the velocity approximation. A new nonlinear convective term that earning non-negativity is proposed. The optimal convergence estimates for all the variables in $L^2$ norm are proved. Also, assuming that the rotational part of the forcing term is small enough, we are able to prove that the velocity error is independent of the Reynolds number and of the pressure. Furthermore, superconvergence can be achieved for velocity under a suitable projection. Numerical experiments are provided to validate the theoretical findings and demonstrate the performances of the proposed method.

math.NA↗

arXiv2021

Space-time Non-local multi-continua upscaling for parabolic equations with moving channelized media

In this paper, we consider a parabolic problem with time-dependent heterogeneous coefficients. Many applied problems have coupled space and time heterogeneities. Their homogenization or upscaling requires cell problems that are formulated in space-time representative volumes for problems with scale separation. In problems without scale separation, local problems include multiple macroscopic variables and oversampled local problems, where these macroscopic parameters are computed. These approaches, called Non-local multi-continua, are proposed for problems with complex spatial heterogeneities in a number of previous papers. In this paper, we extend this approach for space-time heterogeneities, by identifying macroscopic parameters in space-time regions. Our proposed method space-time Non-local multi-continua (space-time NLMC) is an efficient numerical solver to deal with time-dependent heterogeneous coefficients. It provides a flexible and systematic way to construct multiscale basis functions to approximate the solution. These multiscale basis functions are constructed by solving a local energy minimization problems in the oversampled space-time regions such that these multiscale basis functions decay exponentially outside the oversampled domain. Unlike the classical time-stepping methods combined with full-discretization technique, our space-time NLMC efficiently constructs the multiscale basis functions in a space-time domain and can provide a computational savings compared to space-only approaches as we discuss in the paper. We present two numerical experiments, which show that the proposed approach can provide a good accuracy.

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arXiv2021

A local-global generalized multiscale finite element method for highly heterogeneous stochastic groundwater flow problems

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 solved. Therefore, it is intrinsically inevitable to seek a computational-efficient model reduction method to overcome the difficulty. We will explore the combination of the reduced basis method and the GMsFEM. In particular, we will use residual-driven basis functions, which are key ingredients in GMsFEM. This local-global multiscale method is more efficient than applying the GMsFEM or reduced basis method individually. We first construct parameter-independent multiscale basis functions that include both local and global information of the permeability fields, and then use these basis functions to construct several global snapshots and global basis functions for fast online computation with different parameter inputs. We provide rigorous analysis of the proposed method and extensive numerical examples to demonstrate the accuracy and efficiency of the local-global multiscale method.

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arXiv2021

Learning adaptive coarse spaces of BDDC algorithms for stochastic elliptic problems with oscillatory and high contrast coefficients

In this paper, we consider the balancing domain decomposition by constraints (BDDC) algorithm with adaptive coarse spaces for a class of stochastic elliptic problems. The key ingredient in the construction of the coarse space is the solutions of local spectral problems, which depend on the coefficient of the PDE. This poses a significant challenge for stochastic coefficients as it is computationally expensive to solve the local spectral problems for every realisation of the coefficient. To tackle this computational burden, we propose a machine learning approach. Our method is based on the use of a deep neural network (DNN) to approximate the relation between the stochastic coefficients and the coarse spaces. For the input of the DNN, we apply the Karhunen-Loève expansion and use the first few dominant terms in the expansion. The output of the DNN is the resulting coarse space, which is then applied with the standard adaptive BDDC algorithm. We will present some numerical results with oscillatory and high contrast coefficients to show the efficiency and robustness of the proposed scheme.

math.NA↗

arXiv2021

Computational multiscale methods for parabolic wave approximations in heterogeneous media

In this paper, we develop a computational multiscale to solve the parabolic wave approximation with heterogeneous and variable media. Parabolic wave approximation is a technique to approximate the full wave equation. One benefit of the method is that: one wave propagation direction can be taken as an evolution direction, and we then can discretize it using a classical scheme like Backward Euler. Consequently, we obtain a set of quasi-gas-dynamic (QGD) models with different heterogeneous permeability fields. Then, we employ constraint energy minimization generalized multiscale finite element method (CEM-GMsFEM) to perform spatial discretization for the problem. The resulting system can be solved by combining the central difference in time evolution. Due to the variable media, we apply the technique of proper orthogonal decomposition (POD) to further the dimension of the problem and solve the corresponding model problem in the POD space instead of in the whole multiscale space spanned by all possible multiscale basis functions. We prove the stability of the full discretization scheme and give the convergence analysis of the proposed approximation scheme. Numerical results verify the effectiveness of the proposed method.

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arXiv2021

Iterated numerical homogenization for multi-scale elliptic equations with monotone nonlinearity

Nonlinear multi-scale problems are ubiquitous in materials science and biology. Complicated interactions between nonlinearities and (nonseparable) multiple scales pose a major challenge for analysis and simulation. In this paper, we study the numerical homogenization for multi-scale elliptic PDEs with monotone nonlinearity, in particular the Leray-Lions problem (a prototypical example is the p-Laplacian equation), where the nonlinearity cannot be parameterized with low dimensional parameters, and the linearization error is non-negligible. We develop the iterated numerical homogenization scheme by combining numerical homogenization methods for linear equations, and the so-called "quasi-norm" based iterative approach for monotone nonlinear equation. We propose a residual regularized nonlinear iterative method, and in addition, develop the sparse updating method for the efficient update of coarse spaces. A number of numerical results are presented to complement the analysis and valid the numerical method.

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arXiv2020

Iterative Oversampling Technique for Constraint Energy Minimizing Generalized Multiscale Finite Element Method in the Mixed Formulation

In this paper, we develop an iterative scheme to construct multiscale basis functions within the framework of the Constraint Energy Minimizing Generalized Multiscale Finite Element Method (CEM-GMsFEM) for the mixed formulation. The iterative procedure starts with the construction of an energy minimizing snapshot space that can be used for approximating the solution of the model problem. A spectral decomposition is then performed on the snapshot space to form global multiscale space. Under this setting, each global multiscale basis function can be split into a non-decaying and a decaying parts. The non-decaying part of a global basis is localized and it is fixed during the iteration. Then, one can approximate the decaying part via a modified Richardson scheme with an appropriately defined preconditioner. Using this set of iterative-based multiscale basis functions, first-order convergence with respect to the coarse mesh size can be shown if sufficiently many times of iterations with regularization parameter being in an appropriate range are performed. Numerical results are presented to illustrate the effectiveness and efficiency of the proposed computational multiscale method.

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arXiv2020

Multi-agent Reinforcement Learning Accelerated MCMC on Multiscale Inversion Problem

In this work, we propose a multi-agent actor-critic reinforcement learning (RL) algorithm to accelerate the multi-level Monte Carlo Markov Chain (MCMC) sampling algorithms. The policies (actors) of the agents are used to generate the proposal in the MCMC steps; and the critic, which is centralized, is in charge of estimating the long term reward. We verify our proposed algorithm by solving an inverse problem with multiple scales. There are several difficulties in the implementation of this problem by using traditional MCMC sampling. Firstly, the computation of the posterior distribution involves evaluating the forward solver, which is very time consuming for a problem with heterogeneous. We hence propose to use the multi-level algorithm. More precisely, we use the generalized multiscale finite element method (GMsFEM) as the forward solver in evaluating a posterior distribution in the multi-level rejection procedure. Secondly, it is hard to find a function which can generate samplings which are meaningful. To solve this issue, we learn an RL policy as the proposal generator. Our experiments show that the proposed method significantly improves the sampling process

cs.LG↗

arXiv2020

Locking free staggered DG method for the Biot system of poroelasticity on general polygonal meshes

In this paper we propose and analyze a staggered discontinuous Galerkin method for a five-field formulation of the Biot system of poroelasticity on general polygonal meshes. Elasticity is equipped with stress-displacement-rotation formulation with weak stress symmetry for arbitrary polynomial orders, which extends the piecewise constant approximation developed in (L. Zhao and E.-J. Park, SIAM J. Sci. Comput. 42 (2020), A2158-A2181). The proposed method is locking free and can handle highly distorted grids possibly including hanging nodes, which is desirable for practical applications. We prove the convergence estimates for the semi-discrete scheme and fully discrete scheme for all the variables in their natural norms. In particular, the stability and convergence analysis do not need a uniformly positive storativity coefficient. Moreover, to reduce the size of the global system, we propose a five-field formulation based fixed stress splitting scheme, where the linear convergence of the scheme is proved. Several numerical experiments are carried out to confirm the optimal convergence rates and the locking-free property of the proposed method.

math.NA↗

arXiv2020

Computational multiscale methods for first-order wave equation using mixed CEM-GMsFEM

In this paper, we consider a pressure-velocity formulation of the heterogeneous wave equation and employ the constraint energy minimizing generalized multiscale finite element method (CEM-GMsFEM) to solve this problem. The proposed method provides a flexible framework to construct crucial multiscale basis functions for approximating the pressure and velocity. These basis functions are constructed by solving a class of local auxiliary optimization problems over the eigenspaces that contain local information on the heterogeneity. Techniques of oversampling are adapted to enhance the computational performance. The first-order convergence of the proposed method is proved and illustrated by several numerical tests.

math.NA↗

arXiv2020

Constraint energy minimization generalized multiscale finite element method in mixed formulation for parabolic equations

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. The convergence of the proposed method is proved.In particular, we prove that the convergence of the method depends only on the coarse grid size, and is independent of the heterogeneities and contrast of thediffusion coefficient. Four typical types of permeability fields are exploited in the numerical simulations, and the results indicate that our proposed method works well and gives efficient and accurate numerical solutions.

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