arXiv subjects

Eric T. Chung

Publications and source records attributed to Eric T. Chung.

At least 91 records · Page 5Linked to original sources

arXiv2017

Non-local Multi-continua Upscaling for Flows in Heterogeneous Fractured Media

In this paper, we propose a rigorous and accurate non-local (in the oversampled region) upscaling framework based on some recently developed multiscale methods [10]. Our proposed method consists of identifying multi-continua parameters via local basis functions and constructing non-local (in the oversampled region) transfer and effective properties. To achieve this, we significantly modify our recent work proposed within Generalized Multiscale Finite Element Method (GMsFEM) in [10] and derive appropriate local problems in oversampled regions once we identify important modes representing each continua. We use piecewise constant functions in each fracture network and in the matrix to write an upscaled equation. Thus, the resulting upscaled equation is of minimal size and the unknowns are average pressures in the fractures and the matrix. We note that the use of non-local upscaled model for porous media flows is not new, e.g., in [14], the authors derive non-local approach. Our main contribution is identifying appropriate local problems together with local spectral modes to represent each continua. The model problem for fractures assumes that one can identify fracture networks. The resulting non-local equation (restricted to the oversampling region, which is several times larger compared to the target coarse block) has the same form as \cite{Hamdi_Nonlocal} with much smaller local regions. We present numerical results, which show that the proposed approach can provide good accuracy.

math.NA↗

arXiv2017

Generalized Multiscale Inversion for Heterogeneous Problems

In this work, we propose a generalized multiscale inversion algorithm for heterogeneous problems that aims at solving an inverse problem on a computational coarse grid. Previous inversion techniques for multiscale problems seek a coarse-grid media properties, e.g., permeability and conductivity, and by doing so, they assume that there exists a homogenized representation of the underlying fine-scale permeability field on a coarse grid. Generally such assumptions do not hold for highly heterogeneous fields, e.g., fracture media or channelized fields, where the width of channels are very small compared to the coarse-grid sizes. In these cases, grid refinement can lead to many degrees of freedom, and thus unattractive to apply. The proposed algorithm is based on the Generalized Multiscale Finite Element Method (GMsFEM), which uses local spectral problems to identify non-localized features, i.e., channels (high-conductivity inclusions that connect the boundaries of the coarse-grid block). The inclusion of these features in the coarse space enables one to achieve a good accuracy. The approach is valid under the assumption that the solution can be well represented in a reduced-dimensional space by multiscale basis functions. In practice, these basis functions are non-observable as we do not identify the fine-scale features of the permeability field. Our inversion algorithm finds the discretization parameters of the resulting system. By doing so, we identify the appropriate coarse-grid parameters representing the permeability field instead of fine-grid permeability field. We illustrate the approach by numerical results for fractured media.

math.NA↗

arXiv2017

Fast Online Generalized Multiscale Finite Element Method using Constraint Energy Minimization

Local multiscale methods often construct multiscale basis functions in the offline stage without taking into account input parameters, such as source terms, boundary conditions, and so on. These basis functions are then used in the online stage with a specific input parameter to solve the global problem at a reduced computational cost. Recently, online approaches have been introduced, where multiscale basis functions are adaptively constructed in some regions to reduce the error significantly. In multiscale methods, it is desired to have only 1-2 iterations to reduce the error to a desired threshold. Using Generalized Multiscale Finite Element Framework, it was shown that by choosing sufficient number of offline basis functions, the error reduction can be made independent of physical parameters, such as scales and contrast. In this paper, our goal is to improve this. Using our recently proposed approach and special online basis construction in oversampled regions, we show that the error reduction can be made sufficiently large by appropriately selecting oversampling regions. Our numerical results show that one can achieve a three order of magnitude error reduction, which is better than our previous methods. We also develop an adaptive algorithm and enrich in selected regions with large residuals. In our adaptive method, we show that the convergence rate can be determined by a user-defined parameter and we confirm this by numerical simulations. The analysis of the method is presented.

math.NA↗

arXiv2017

A ray-based IPDG method for high-frequency time-domain acoustic wave propagation in inhomogeneous media

The numerical approximation of high-frequency wave propagation in inhomogeneous media is a challenging problem. In particular, computing high-frequency solutions by direct simulations requires several points per wavelength for stability and usually requires many points per wavelength for a satisfactory accuracy. In this paper, we propose a new method for the acoustic wave equation in inhomogeneous media in the time domain to achieve superior accuracy and stability without using a large number of unknowns. The method is based on a discontinuous Galerkin discretization together with carefully chosen basis functions. To obtain the basis functions, we use the idea from geometrical optics and construct the basis functions by using the leading order term in the asymptotic expansion. Also, we use a wavefront tracking method and a dimension reduction procedure to obtain dominant rays in each cell. We show numerically that the accuracy of the numerical solutions computed by our method is significantly higher than that computed by the IPDG method using polynomials.Moreover, the relative errors of our method grow only moderately as the frequency increases.

math.NA↗

arXiv2017

Constraint Energy Minimizing Generalized Multiscale Finite Element Method

The main goal of this paper is to design multiscale basis functions within GMsFEM framework such that the convergence of method is independent of the contrast and linearly decreases with respect to mesh size if oversampling size is appropriately chosen. We would like to show a mesh-dependent convergence with a minimal number of basis functions. Our construction starts with an auxiliary multiscale space by solving local spectral problems. In auxiliary multiscale space, we select the basis functions that correspond to small (contrast-dependent) eigenvalues. These basis functions represent the channels (high-contrast features that connect the boundaries of the coarse block). Using the auxiliary space, we propose a constraint energy minimization to construct multiscale spaces. The minimization is performed in the oversampling domain, which is larger than the target coarse block. The constraints allow handling non-decaying components of the local minimizers. If the auxiliary space is correctly chosen, we show that the convergence rate is independent of the contrast (because the basis representing the channels are included in the auxiliary space) and is proportional to the coarse-mesh size (because the constrains handle non-decaying components of the local minimizers). The oversampling size weakly depends on the contrast as our analysis shows. The convergence theorem requires that channels are not aligned with the coarse edges, which hold in many applications, where the channels are oblique with respect to the coarse-mesh geometry. The numerical results confirm our theoretical results. In particular, we show that if the oversampling domain size is not sufficiently large, the errors are large. To remove the contrast-dependence of the oversampling size, we propose a modified construction for basis functions and present numerical results and the analysis.

math.NA↗

arXiv2017

Coupling of multiscale and multi-continuum approaches

Simulating complex processes in fractured media requires some type of model reduction. Well-known approaches include multi-continuum techniques, which have been commonly used in approximating subgrid effects for flow and transport in fractured media. Our goal in this paper is to (1) show a relation between multi-continuum approaches and Generalized Multiscale Finite Element Method (GMsFEM) and (2) to discuss coupling these approaches for solving problems in complex multiscale fractured media. The GMsFEM, a systematic approach, constructs multiscale basis functions via local spectral decomposition in pre-computed snapshot spaces. We show that GMsFEM can automatically identify separate fracture networks via local spectral problems. We discuss the relation between these basis functions and continuums in multi-continuum methods. The GMsFEM can automatically detect each continuum and represent the interaction between the continuum and its surrounding (matrix). For problems with simplified fracture networks, we propose a simplified basis construction with the GMsFEM. This simplified approach is effective when the fracture networks are known and have simplified geometries. We show that this approach can achieve a similar result compared to the results using the GMsFEM with spectral basis functions. Further, we discuss the coupling between the GMsFEM and multi-continuum approaches. In this case, many fractures are resolved while for unresolved fractures, we use a multi-continuum approach with local Representative Volume Element (RVE) information. As a result, the method deals with a system of equations on a coarse grid, where each equation represents one of the continua on the fine grid. We present various basis construction mechanisms and numerical results.

math.NA↗

arXiv2016

A staggered discontinuous Galerkin method for a class of nonlinear elliptic equations

In this paper, we present a staggered discontinuous Galerkin (SDG) method for a class of nonlinear elliptic equations in two dimensions. The SDG methods have some distinctive advantages, and have been successfully applied to a wide range of problems including Maxwell equations, acoustic wave equation, elastodynamics and incompressible Navier-Stokes equations. Among many advantages of the SDG methods, one can apply a local post-processing technique to the solution, and obtain superconvergence. We will analyze the stability of the method and derive a priori error estimates. We solve the resulting nonlinear system using the Newton's method, and the numerical results confirm the theoretical rates of convergence and superconvergence.

math.NA↗

arXiv2016

An enriched multiscale mortar space for high contrast flow problems

Mortar methods are widely used techniques for discretizations of partial differential equations and preconditioners for the algebraic systems resulting from the discretizations. For problems with high contrast and multiple scales, the standard mortar spaces are not robust, and some enrichments are necessary in order to obtain an efficient and robust mortar space. In this paper, we consider a class of flow problems in high contrast heterogeneous media, and develop a systematic approach to obtain an enriched multiscale mortar space. Our approach is based on the constructions of local multiscale basis functions. The multiscale basis functions are constructed from local problems by following the framework of the Generalized Multiscale Finite Element Method (GMsFEM). In particular, we first create a local snapshot space. Then we select the dominated modes within the snapshot space using an appropriate Proper Orthogonal Decomposition (POD) technique. These multiscale basis functions show better accuracy than polynomial basis for multiscale problems. Using the proposed multiscale mortar space, we will construct a multiscale finite element method to solve the flow problem on a coarse grid and a preconditioning technique for the fine scale discretization of the flow problem. In particular, we develop a multiscale mortar mixed finite element method using the mortar space. In addition, we will design a two-level additive preconditioner and a two-level hybrid preconditioner based on the proposed mortar space for the iterative method applied to the fine scale discretization of the flow problem. We present several numerical examples to demonstrate the efficiency and robustness of our proposed mortar space with respect to both the coarse multiscale solver and the preconditioners.

math.NA↗

arXiv2016

A conservative local multiscale model reduction technique for Stokes flows in heterogeneous perforated domains

In this paper, we present a new multiscale model reduction technique for the Stokes flows in heterogeneous perforated domains. The challenge in the numerical simulations of this problem lies in the fact that the solution contains many multiscale features and requires a very fine mesh to resolve all details. In order to efficiently compute the solutions, some model reductions are necessary. To obtain a reduced model, we apply the generalized multiscale finite element approach, which is a framework allowing systematic construction of reduced models. Based on this general framework, we will first construct a local snapshot space, which contains many possible multiscale features of the solution. Using the snapshot space and a local spectral problem, we identify dominant modes in the snapshot space and use them as the multiscale basis functions. Our basis functions are constructed locally with non-overlapping supports, which enhances the sparsity of the resulting linear system. In order to enforce the mass conservation, we propose a hybridized technique, and uses a Lagrange multiplier to achieve mass conservation. We will mathematically analyze the stability and the convergence of the proposed method. In addition, we will present some numerical examples to show the performance of the scheme. We show that, with a few basis functions per coarse region, one can obtain a solution with excellent accuracy.

math.NA↗

arXiv2016

Re-iterated multiscale model reduction using the GMsFEM

Numerical homogenization and multiscale finite element methods construct effective properties on a coarse grid by solving local problems and extracting the average effective properties from these local solutions. In some cases, the solutions of local problems can be expensive to compute due to scale disparity. In this setting, one can basically apply a homogenization or multiscale method re-iteratively to solve for the local problems. This process is known as re-iterated homogenization and has many variations in the numerical context. Though the process seems to be a straightforward extension of two-level process, it requires some careful implementation and the concept development for problems without scale separation and high contrast. In this paper, we consider the Generalized Multiscale Finite Element Method (GMsFEM) and apply it iteratively to construct its multiscale basis functions. The main idea of the GMsFEM is to construct snapshot functions and then extract multiscale basis functions (called offline space) using local spectral decompositions in the snapshot spaces. The extension of this construction to several levels uses snapshots and offline spaces interchangebly to achieve this goal. At each coarse-grid scale, we assume that the offline space is a good approximation of the solution and use all possible offline functions or randomization as boundary conditions and solve the local problems in the offline space at the previous (finer) level, to construct snapshot space. We present an adaptivity strategy and show numerical results for flows in heterogeneous media and in perforated domains.

math.NA↗

arXiv2016

Generalized multiscale finite element methods for space-time heterogeneous parabolic equations

In this paper, we consider local multiscale model reduction for problems with multiple scales in space and time. We developed our approaches within the framework of the Generalized Multiscale Finite Element Method (GMsFEM) using space-time coarse cells. The main idea of GMsFEM is to construct a local snapshot space and a local spectral decomposition in the snapshot space. Previous research in developing multiscale spaces within GMsFEM focused on constructing multiscale spaces and relevant ingredients in space only. In this paper, our main objective is to develop a multiscale model reduction framework within GMsFEM that uses space-time coarse cells. We construct space-time snapshot and offline spaces. We compute these snapshot solutions by solving local problems. A complete snapshot space will use all possible boundary conditions; however, this can be very expensive. We propose using randomized boundary conditions and oversampling. We construct the local spectral decomposition based on our analysis, as presented in the paper. We present numerical results to confirm our theoretical findings and to show that using our proposed approaches, we can obtain an accurate solution with low dimensional coarse spaces. We remark that the proposed method is a significant extension compared to existing methods, which use coarse cells in space only because of (1) the parabolic nature of cell solutions, (2) extra degrees of freedom associated with space-time cells, and (3) local boundary conditions in space-time cells.

math.NA↗

arXiv2016

Online Adaptive Local Multiscale Model Reduction for Heterogeneous Problems in Perforated Domains

In this paper, we develop and analyze an adaptive multiscale approach for heterogeneous problems in perforated domains. In many applications, these problems have a multiscale nature arising because of the perforations, their geometries, the sizes of the perforations, and configurations. In this paper, we present a general offline/online procedure, which can adequately and adaptively represent the local degrees of freedom and derive appropriate coarse-grid equations. The main contributions of this paper are (1) the rigorous analysis of the offline approach (2) the development of the online procedures and their analysis (3) the development of adaptive strategies. We present an online procedure, which allows adaptively incorporating global information and is important for a fast convergence when combined with the adaptivity. Our methodology allows adding and guides constructing new online multiscale basis functions adaptively in appropriate regions. We present the convergence analysis of the online adaptive enrichment algorithm for the Stokes system. In particular, we show that the online procedure has a rapid convergence with a rate related to the number of offline basis functions, and one can obtain fast convergence by a sufficient number of offline basis functions, which are computed in the offline stage. To illustrate the performance of our method, we present numerical results with both small and large perforations. We see that only a few (1 or 2) online iterations can significantly improve the offline solution.

math.NA↗

arXiv2015

Multiscale stabilization for convection-dominated diffusion in heterogeneous media

We develop a Petrov-Galerkin stabilization method for multiscale convection-diffusion transport systems. Existing stabilization techniques add a limited number of degrees of freedom in the form of bubble functions or a modified diffusion, which may not sufficient to stabilize multiscale systems. We seek a local reduced-order model for this kind of multiscale transport problems and thus, develop a systematic approach for finding reduced-order approximations of the solution. We start from a Petrov-Galerkin framework using optimal weighting functions. We introduce an auxiliary variable to a mixed formulation of the problem. The auxiliary variable stands for the optimal weighting function. The problem reduces to finding a test space (a reduced dimensional space for this auxiliary variable), which guarantees that the error in the primal variable (representing the solution) is close to the projection error of the full solution on the reduced dimensional space that approximates the solution. To find the test space, we reformulate some recent mixed Generalized Multiscale Finite Element Methods. We introduce snapshots and local spectral problems that appropriately define local weight and trial spaces. In particular, we use energy minimizing snapshots and local spectral decompositions in the natural norm associated with the auxiliary variable. The resulting spectral decomposition adaptively identifies and builds the optimal multiscale space to stabilize the system. We discuss the stability and its relation to the approximation property of the test space. We design online basis functions, which accelerate convergence in the test space, and consequently, improve stability. We present several numerical examples and show that one needs a few test functions to achieve an error similar to the projection error in the primal variable irrespective of the Peclet number.

math.NA↗

arXiv2015

Goal-oriented adaptivity for GMsFEM

In this paper we develop two goal-oriented adaptive strategies for a posteriori error estimation within the generalized multiscale finite element framework. In this methodology, one seeks to determine the number of multiscale basis functions adaptively for each coarse region to efficiently reduce the error in the goal functional. Our first error estimator uses a residual based strategy where local indicators on each coarse neighborhood are the product of local indicators for the primal and dual problems, respectively. In the second approach, viewed as the multiscale extension of the dual weighted residual method (DWR), the error indicators are computed as the pairing of the local H^{-1} residual of the primal problem weighed by a projection into the primal space of the H_0^1 dual solution from an enriched space, over each coarse neighborhood. In both of these strategies, the goal-oriented indicators are then used in place of a standard residual-based indicator to mark coarse neighborhoods of the mesh for further enrichment in the form of additional multiscale basis functions. The method is demonstrated on high-contrast problems with heterogeneous multiscale coefficients, and is seen to outperform the standard residual based strategy with respect to efficient reduction of error in the goal function.

math.NA↗

arXiv2015

Mixed GMsFEM for the simulation of waves in highly heterogeneous media

Numerical simulations of waves in highly heterogeneous media have important applications, but direct computations are prohibitively expensive. In this paper, we develop a new generalized multiscale finite element method with the aim of simulating waves at a much lower cost. Our method is based on a mixed Galerkin type method with carefully designed basis functions that can capture various scales in the solution. The basis functions are constructed based on some local snapshot spaces and local spectral problems defined on them. The spectral problems give a natural ordering of the basis functions in the snapshot space and allow systematically enrichment of basis functions. In addition, by using a staggered coarse mesh, our method is energy conserving and has block diagonal mass matrix, which are desirable properties for wave propagation. We will prove that our method has spectral convergence, and present numerical results to show the performance of the method.

math.NA↗

arXiv2015

Adaptive mixed GMsFEM for flows in heterogeneous media

In this paper, we present two adaptive methods for the basis enrichment of the mixed Generalized Multiscale Finite Element Method (GMsFEM) for solving the flow problem in heterogeneous media. We develop an a-posteriori error indicator which depends on the norm of a local residual operator. Based on this indicator, we construct an offline adaptive method to increase the number of basis functions locally in coarse regions with large local residuals. We also develop an online adaptive method which iteratively enriches the function space by adding new functions computed based on the residual of the previous solution and special minimum energy snapshots. We show theoretically and numerically the convergence of the two methods. The online method is, in general, better than the offline method as the online method is able to capture distant effects (at a cost of online computations), and both methods have faster convergence than a uniform enrichment. Analysis shows that the online method should start with certain number of initial basis functions in order to have the best performance. The numerical results confirm this and show further that with correct selection of initial basis functions, the convergence of the online method can be independent of the contrast of the medium. We consider cases with both very high and very low conducting inclusions and channels in our numerical experiments.

math.NA↗

arXiv2015

Generalized Multiscale Finite-Element Method (GMsFEM) for elastic wave propagation in heterogeneous, anisotropic media

It is important to develop fast yet accurate numerical methods for seismic wave propagation to characterize complex geological structures and oil and gas reservoirs. However, the computational cost of conventional numerical modeling methods, such as finite-difference method and finite-element method, becomes prohibitively expensive when applied to very large models. We propose a Generalized Multiscale Finite-Element Method (GMsFEM) for elastic wave propagation in heterogeneous, anisotropic media, where we construct basis functions from multiple local problems for both the boundaries and interior of a coarse node support or coarse element. The application of multiscale basis functions can capture the fine scale medium property variations, and allows us to greatly reduce the degrees of freedom that are required to implement the modeling compared with conventional finite-element method for wave equation, while restricting the error to low values. We formulate the continuous Galerkin and discontinuous Galerkin formulation of the multiscale method, both of which have pros and cons. Applications of the multiscale method to three heterogeneous models show that our multiscale method can effectively model the elastic wave propagation in anisotropic media with a significant reduction in the degrees of freedom in the modeling system.

physics.geo-ph↗

arXiv2015

An online generalized multiscale discontinuous Galerkin method (GMsDGM) for flows in heterogeneous media

Offline computation is an essential component in most multiscale model reduction techniques. However, there are multiscale problems in which offline procedure is insufficient to give accurate representations of solutions, due to the fact that offline computations are typically performed locally and global information is missing in these offline information. To tackle this difficulty, we develop an online local adaptivity technique for local multiscale model reduction problems. We design new online basis functions within Discontinuous Galerkin method based on local residuals and some optimally estimates. The resulting basis functions are able to capture the solution efficiently and accurately, and are added to the approximation iteratively. Moreover, we show that the iterative procedure is convergent with a rate independent of physical scales if the initial space is chosen carefully. Our analysis also gives a guideline on how to choose the initial space. We present some numerical examples to show the performance of the proposed method.

math.NA↗