arXiv subjects

Shubin Fu

Publications and source records attributed to Shubin Fu.

At least 37 records · Page 2Linked to original sources

arXiv2024

An efficient multiscale multigrid preconditioner for Darcy flow in high-contrast media

In this paper, we develop a multigrid preconditioner to solve Darcy flow in highly heterogeneous porous media. The key component of the preconditioner is to construct a sequence of nested subspaces $W_{\mathcal{L}}\subset W_{\mathcal{L}-1}\subset\cdots\subset W_1=W_h$. An appropriate spectral problem is defined in the space of $W_{i-1}$, then the eigenfunctions of the spectral problems are utilized to form $W_i$. The preconditioner is applied to solve a positive semidefinite linear system which results from discretizing the Darcy flow equation with the lowest order Raviart-Thomas spaces and adopting a trapezoidal quadrature rule. Theoretical analysis and numerical investigations of this preconditioner will be presented. In particular, we will consider several typical highly heterogeneous permeability fields whose resolutions are up to $1024^3$ and examine the computational performance of the preconditioner in several aspects, such as strong scalability, weak scalability, and robustness against the contrast of the media. We also demonstrate an application of this preconditioner for solving a two-phase flow benchmark problem.

math.NA↗

arXiv2024

A robust two-level overlapping preconditioner for Darcy flow in high-contrast media

In this article, a two-level overlapping domain decomposition preconditioner is developed for solving linear algebraic systems obtained from simulating Darcy flow in high-contrast media. Our preconditioner starts at a mixed finite element method for discretizing the partial differential equation by Darcy's law with the no-flux boundary condition and is then followed by a velocity elimination technique to yield a linear algebraic system with only unknowns of pressure. Then, our main objective is to design a robust and efficient domain decomposition preconditioner for this system, which is accomplished by engineering a multiscale coarse space that is capable of characterizing high-contrast features of the permeability field. A generalized eigenvalue problem is solved in each non-overlapping coarse element in a communication-free manner to form the global solver, which is accompanied by local solvers originated from additive Schwarz methods but with a non-Galerkin discretization to derive the two-level preconditioner. We provide a rigorous analysis that indicates that the condition number of the preconditioned system could be bounded above with several assumptions. Extensive numerical experiments with various types of three-dimensional high-contrast models are exhibited. In particular, we study the robustness against the contrast of the media as well as the influences of numbers of eigenfunctions, oversampling sizes, and subdomain partitions on the efficiency of the proposed preconditioner. Besides, strong and weak scalability performances are also examined.

math.NA↗

arXiv2023

Uncertainty Quantification of Nonlinear Lagrangian Data Assimilation Using Linear Stochastic Forecast Models

Lagrangian data assimilation exploits the trajectories of moving tracers as observations to recover the underlying flow field. One major challenge in Lagrangian data assimilation is the intrinsic nonlinearity that impedes using exact Bayesian formulae for the state estimation of high-dimensional systems. In this paper, an analytically tractable mathematical framework for continuous-in-time Lagrangian data assimilation is developed. It preserves the nonlinearity in the observational processes while approximating the forecast model of the underlying flow field using linear stochastic models (LSMs). A critical feature of the framework is that closed analytic formulae are available for solving the posterior distribution, which facilitates mathematical analysis and numerical simulations. First, an efficient iterative algorithm is developed in light of the analytically tractable statistics. It accurately estimates the parameters in the LSMs using only a small number of the observed tracer trajectories. Next, the framework facilitates the development of several computationally efficient approximate filters and the quantification of the associated uncertainties. A cheap approximate filter with a diagonal posterior covariance derived from the asymptotic analysis of the posterior estimate is shown to be skillful in recovering incompressible flows. It is also demonstrated that randomly selecting a small number of tracers at each time step as observations can reduce the computational cost while retaining the data assimilation accuracy. Finally, based on a prototype model in geophysics, the framework with LSMs is shown to be skillful in filtering nonlinear turbulent flow fields with strong non-Gaussian features.

math.DS↗

arXiv2023

Convergence of the CEM-GMsFEM for compressible flow in highly heterogeneous media

This paper presents and analyses a Constraint Energy Minimization Generalized Multiscale Finite Element Method (CEM-GMsFEM) for solving single-phase non-linear compressible flows in highly heterogeneous media. The construction of CEM-GMsFEM hinges on two crucial steps: First, the auxiliary space is constructed by solving local spectral problems, where the basis functions corresponding to small eigenvalues are captured. Then the basis functions are obtained by solving local energy minimization problems over the oversampling domains using the auxiliary space. The basis functions have exponential decay outside the corresponding local oversampling regions. The convergence of the proposed method is provided, and we show that this convergence only depends on the coarse grid size and is independent of the heterogeneities. An online enrichment guided by \emph{a posteriori} error estimator is developed to enhance computational efficiency. Several numerical experiments on a three-dimensional case to confirm the theoretical findings are presented, illustrating the performance of the method and giving efficient and accurate numerical.

math.NA↗

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.

math.NA↗

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.

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.

math.NA↗

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.

math.NA↗

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

An Efficient and Statistically Accurate Lagrangian Data Assimilation Algorithm with Applications to Discrete Element Sea Ice Models

Lagrangian data assimilation of complex nonlinear turbulent flows is an important but computationally challenging topic. In this article, an efficient data-driven statistically accurate reduced-order modeling algorithm is developed that significantly accelerates the computational efficiency of Lagrangian data assimilation. The algorithm starts with a Fourier transform of the high-dimensional flow field, which is followed by an effective model reduction that retains only a small subset of the Fourier coefficients corresponding to the energetic modes. Then a linear stochastic model is developed to approximate the nonlinear dynamics of each Fourier coefficient. Effective additive and multiplicative noise processes are incorporated to characterize the modes that exhibit Gaussian and non-Gaussian statistics, respectively. All the parameters in the reduced order system, including the multiplicative noise coefficients, are determined systematically via closed analytic formulae. These linear stochastic models succeed in forecasting the uncertainty and facilitate an extremely rapid data assimilation scheme. The new Lagrangian data assimilation is then applied to observations of sea ice floe trajectories that are driven by atmospheric winds and turbulent ocean currents. It is shown that observing only about $30$ non-interacting floes in a $200$km$\times200$km domain is sufficient to recover the key multi-scale features of the ocean currents. The additional observations of the floe angular displacements are found to be suitable supplements to the center-of-mass positions for improving the data assimilation skill. In addition, the observed large and small floes are more useful in recovering the large- and small-scale features of the ocean, respectively. The Fourier domain data assimilation also succeeds in recovering the ocean features in the areas where cloud cover obscures the observations.

physics.ao-ph↗

arXiv2021

Learning Rays via Deep Neural Network in a Ray-based IPDG Method for High-Frequency Helmholtz Equations in Inhomogeneous Media

We develop a deep learning approach to extract ray directions at discrete locations by analyzing highly oscillatory wave fields. A deep neural network is trained on a set of local plane-wave fields to predict ray directions at discrete locations. The resulting deep neural network is then applied to a reduced-frequency Helmholtz solution to extract the directions, which are further incorporated into a ray-based interior-penalty discontinuous Galerkin (IPDG) method to solve the Helmholtz equations at higher frequencies. In this way, we observe no apparent pollution effects in the resulting Helmholtz solutions in inhomogeneous media. Our 2D and 3D numerical results show that the proposed scheme is very efficient and yields highly accurate solutions.

math.NA↗

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.

math.NA↗

arXiv2020

A comparison of mixed multiscale finite element methods for multiphase transport in highly heterogeneous media

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 functions for the velocity. The multiscale basis functions in both methods include local and global media information. In terms of MsFEM using limited global information, only one multiscale basis function is utilized in each local neighborhood while multiple basis are used in MGMsFEM. We will test and compare these two methods using the benchmark three-dimensional SPE10 model. A range of coarse grid sizes and different combinations of basis functions (offline and online) will be considered with CPU time reported for each case. In our numerical experiments, we observe good accuracy by the two above methods. Finally, we will discuss and compare the advantages and disadvantages of the two methods in terms of accuracy and computational costs.

math.NA↗

arXiv2020

Online conservative generalized multiscale finite element method for flow models

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.

math.NA↗

arXiv2020

Adaptive multiscale model reduction for nonlinear parabolic equations using GMsFEM

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 provides a flexible tool to solve multiscale problems by constructing appropriate snapshot, offline and online spaces. In this paper, we solve a time dependent problem, where online enrichment is used. The main contribution is comparing different online enrichment methods. More specifically, we compare uniform online enrichment and adaptive methods. We also compare two kinds of adaptive methods. Furthermore, we use DEIM, a dimension reduction method to reduce the complexity when we evaluate the nonlinear terms. Our results show that DEIM can approximate the nonlinear term without significantly increasing the error. Finally, we apply our proposed method to the Allen Cahn equation.

math.NA↗

arXiv2020

Mixed GMsFEM for linear poroelasticity problems in heterogeneous porous media

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 with respect to the heterogeneities and contrast of the media, and gives a mass conservative fluid velocity field. We will construct decoupled multiscale basis functions for the elastic displacement as well as fluid velocity. Our multiscale basis functions are local. The construction is based on some suitable choices of local snapshot spaces and local spectral decomposition, with the goal of extracting dominant modes of the solutions. For the pressure, we will use piecewise constant approximation. We will present several numerical examples to illustrate the performance of our method. Our results indicate that the proposed method is able to give accurate numerical solutions with a small degree of freedoms.

math.NA↗

arXiv2020

Recovery of the time-dependent source term in the stochastic fractional diffusion equation with heterogeneous medium

In this work, an inverse problem in the fractional diffusion equation with random source is considered. The measurements used are the statistical moments of the realizations of single point data $u(x_0,t,ω).$ We build the representation of the solution $u$ in integral sense, then prove that the unknowns can be bounded by the moments theoretically. For the numerical reconstruction, we establish an iterative algorithm with regularized Levenberg-Marquardt type and some numerical results generated from this algorithm are displayed. For the case of highly heterogeneous media, the Generalized Multiscale finite element method (GMsFEM) will be employed.

math.AP↗

arXiv2019

Constraint energy minimizing generalized multiscale finite element method for nonlinear poroelasticity and elasticity

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 functions for the pressure and the displacement. More specifically, first, auxiliary multiscale basis functions are generated by solving local spectral problems, via the GMsFEM. Then, multiscale spaces are constructed in oversampled regions, by solving a constraint energy minimizing (CEM) problem. After that, this strategy (with the CEM-GMsFEM) is also applied to a static case of the above nonlinear poroelasticity problem, that is, elasticity problem, where the residual based online multiscale basis functions are generated by an adaptive enrichment procedure, to further reduce the error. Convergence of the two cases is demonstrated by several numerical simulations, which give accurate solutions, with converging coarse-mesh sizes as well as few basis functions (degrees of freedom) and oversampling layers.

math.NA↗