arXiv subjects

Yalchin Efendiev

Publications and source records attributed to Yalchin Efendiev.

At least 73 records · Page 4Linked to original sources

arXiv2016

Adaptive multiscale model reduction with Generalized Multiscale Finite Element Methods

In this paper, we discuss a general multiscale model reduction framework based on multiscale finite element methods. We give a brief overview of related multiscale methods. Due to page limitations, the overview focuses on a few related methods and is not intended to be comprehensive. We present a general adaptive multiscale model reduction framework, the Generalized Multiscale Finite Element Method. Besides the method's basic outline, we discuss some important ingredients needed for the method's success. We also discuss several applications. The proposed method allows performing local model reduction in the presence of high contrast and no scale separation.

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

Sparse Generalized Multiscale Finite Element Methods and their applications

In a number of previous papers, local (coarse grid) multiscale model reduction techniques are developed using a Generalized Multiscale Finite Element Method. In these approaches, multiscale basis functions are constructed using local snapshot spaces, where a snapshot space is a large space that represents the solution behavior in a coarse block. In a number of applications (e.g., those discussed in the paper), one may have a sparsity in the snapshot space for an appropriate choice of a snapshot space. More precisely, the solution may only involve a portion of the snapshot space. In this case, one can use sparsity techniques to identify multiscale basis functions. In this paper, we consider two such sparse local multiscale model reduction approaches. In the first approach (which is used for parameter-dependent multiscale PDEs), we use local minimization techniques, such as sparse POD, to identify multiscale basis functions, which are sparse in the snapshot space. These minimization techniques use $l_1$ minimization to find local multiscale basis functions, which are further used for finding the solution. In the second approach (which is used for the Helmholtz equation), we directly apply $l_1$ minimization techniques to solve the underlying PDEs. This approach is more expensive as it involves a large snapshot space; however, in this example, we can not identify a local minimization principle, such as local generalized SVD.

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

Multiscale model reduction for shale gas transport in fractured media

In this paper, we develop a multiscale model reduction technique that describes shale gas transport in fractured media. Due to the pore-scale heterogeneities and processes, we use upscaled models to describe the matrix. We follow our previous work \cite{aes14}, where we derived an upscaled model in the form of generalized nonlinear diffusion model to describe the effects of kerogen. To model the interaction between the matrix and the fractures, we use Generalized Multiscale Finite Element Method. In this approach, the matrix and the fracture interaction is modeled via local multiscale basis functions. We developed the GMsFEM and applied for linear flows with horizontal or vertical fracture orientations on a Cartesian fine grid. In this paper, we consider arbitrary fracture orientations and use triangular fine grid and developed GMsFEM for nonlinear flows. Moreover, we develop online basis function strategies to adaptively improve the convergence. The number of multiscale basis functions in each coarse region represents the degrees of freedom needed to achieve a certain error threshold. Our approach is adaptive in a sense that the multiscale basis functions can be added in the regions of interest. Numerical results for two-dimensional problem are presented to demonstrate the efficiency of proposed approach.

cs.CE↗

arXiv2015

Homogenization of Brinkman flows in heterogeneous dynamic media

In this paper, we study Brinkman's equations with microscale properties that are highly heterogeneous in space and time. The time variations are controlled by a stochastic particle dynamics described by an SDE. The particle dynamics can be thought as particle deposition that often occurs in filter problems. Our main results include the derivation of macroscale equations and showing that the macroscale equations are deterministic. The latter is important for our (also many other) applications as it greatly simplifies the macroscale equations. We use the asymptotic properties of the SDE and the periodicity of the Brinkman's coefficient in the space variable to prove the convergence result. The SDE has a unique invariant measure that is ergodic and strongly mixing. The macro scale equations are derived through an averaging principle of the slow motion (fluid velocity) with respect to the fast motion (particle dynamics) and also by averaging the Brinkman's coefficient with respect to the space variable. Our results can be extended to more general nonlinear diffusion equations with heterogeneous coefficients.

math.AP↗

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↗

arXiv2015

Hierarchical multiscale modeling for flows in fractured media using Generalized Multiscale Finite Element Method

In this paper, we develop a multiscale finite element method for solving flows in fractured media. Our approach is based on Generalized Multiscale Finite Element Method (GMsFEM), where we represent the fracture effects on a coarse grid via multiscale basis functions. These multiscale basis functions are constructed in the offline stage via local spectral problems following GMsFEM. To represent the fractures on the fine grid, we consider two approaches (1) Discrete Fracture Model (DFM) (2) Embedded Fracture Model (EFM) and their combination. In DFM, the fractures are resolved via the fine grid, while in EFM the fracture and the fine grid block interaction is represented as a source term. In the proposed multiscale method, additional multiscale basis functions are used to represent the long fractures, while short-size fractures are collectively represented by a single basis functions. The procedure is automatically done via local spectral problems. In this regard, our approach shares common concepts with several approaches proposed in the literature as we discuss. Numerical results are presented where we demonstrate how one can adaptively add basis functions in the regions of interest based on error indicators. We also discuss the use of randomized snapshots (\cite{randomized2014}) which reduces the offline computational cost.

math.NA↗

arXiv2015

Residual-driven online Generalized Multiscale Finite Element Methods

The construction of local reduced-order models via multiscale basis functions has been an area of active research. In this paper, we propose online multiscale basis functions which are constructed using the offline space and the current residual. Online multiscale basis functions are constructed adaptively in some selected regions based on our error indicators. We derive an error estimator which shows that one needs to have an offline space with certain properties to guarantee that additional online multiscale basis function will decrease the error. This error decrease is independent of physical parameters, such as the contrast and multiple scales in the problem. The offline spaces are constructed using Generalized Multiscale Finite Element Methods (GMsFEM). We show that if one chooses a sufficient number of offline basis functions, one can guarantee that additional online multiscale basis functions will reduce the error independent of contrast. We note that the construction of online basis functions is motivated by the fact that the offline space construction does not take into account distant effects. Using the residual information, we can incorporate the distant information provided the offline approximation satisfies certain properties. In the paper, theoretical and numerical results are presented. Our numerical results show that if the offline space is sufficiently large (in terms of the dimension) such that the coarse space contains all multiscale spectral basis functions that correspond to small eigenvalues, then the error reduction by adding online multiscale basis function is independent of the contrast. We discuss various ways computing online multiscale basis functions which include a use of small dimensional offline spaces.

math.NA↗

arXiv2015

Generalized Multiscale Finite Element Methods for problems in perforated heterogeneous domains

Complex processes in perforated domains occur in many real-world applications. These problems are typically characterized by physical processes in domains with multiple scales (see Figure 1 for the illustration of a perforated domain). Moreover, these problems are intrinsically multiscale and their discretizations can yield very large linear or nonlinear systems. In this paper, we investigate multiscale approaches that attempt to solve such problems on a coarse grid by constructing multiscale basis functions in each coarse grid, where the coarse grid can contain many perforations. In particular, we are interested in cases when there is no scale separation and the perforations can have different sizes. In this regard, we mention some earlier pioneering works [14, 18, 17], where the authors develop multiscale finite element methods. In our paper, we follow Generalized Multiscale Finite Element Method (GMsFEM) and develop a multiscale procedure where we identify multiscale basis functions in each coarse block using snapshot space and local spectral problems. We show that with a few basis functions in each coarse block, one can accurately approximate the solution, where each coarse block can contain many small inclusions. We apply our general concept to (1) Laplace equation in perforated domain; (2) elasticity equation in perforated domain; and (3) Stokes equations in perforated domain. Numerical results are presented for these problems using two types of heterogeneous perforated domains. The analysis of the proposed methods will be presented elsewhere.

math.NA↗

arXiv2014

An adaptive generalized multiscale discontinuous Galerkin method (GMsDGM) for high-contrast flow problems

In this paper, we develop an adaptive Generalized Multiscale Discontinuous Galerkin Method (GMs-DGM) for a class of high-contrast flow problems, and derive a-priori and a-posteriori error estimates for the method. Based on the a-posteriori error estimator, we develop an adaptive enrichment algorithm for our GMsDGM and prove its convergence. The adaptive enrichment algorithm gives an automatic way to enrich the approximation space in regions where the solution requires more basis functions, which are shown to perform well compared with a uniform enrichment. We also discuss an approach that adaptively selects multiscale basis functions by correlating the residual to multiscale basis functions (cf. [4]). The proposed error indicators are L2-based and can be inexpensively computed which makes our approach efficient. Numerical results are presented that demonstrate the robustness of the proposed error indicators.

math.NA↗

arXiv2014

Generalized Multiscale Finite Element Method for Elasticity Equations

In this paper, we discuss the application of Generalized Multiscale Finite Element Method (GMsFEM) to elasticity equation in heterogeneous media. Our applications are motivated by elastic wave propagation in subsurface where the subsurface properties can be highly heterogeneous and have high contrast. We present the construction of main ingredients for GMsFEM such as the snapshot space and offline spaces. The latter is constructed using local spectral decomposition in the snapshot space. The spectral decomposition is based on the analysis which is provided in the paper. We consider both continuous Galerkin and discontinuous Galerkin coupling of basis functions. Both approaches have their cons and pros. Continuous Galerkin methods allow avoiding penalty parameters though they involve partition of unity functions which can alter the properties of multiscale basis functions. On the other hand, discontinuous Galerkin techniques allow gluing multiscale basis functions without any modifications. Because basis functions are constructed independently from each other, this approach provides an advantage. We discuss the use of oversampling techniques that use snapshots in larger regions to construct the offline space. We provide numerical results to show that one can accurately approximate the solution using reduced number of degrees of freedom.

math.NA↗

arXiv2014

Global-Local Nonlinear Model Reduction for Flows in Heterogeneous Porous Media

In this paper, we combine discrete empirical interpolation techniques, global mode decomposition methods, and local multiscale methods, such as the Generalized Multiscale Finite Element Method (GMsFEM), to reduce the computational complexity associated with nonlinear flows in highly-heterogeneous porous media. To solve the nonlinear governing equations, we employ the GMsFEM to represent the solution on a coarse grid with multiscale basis functions and apply proper orthogonal decomposition on a coarse grid. Computing the GMsFEM solution involves calculating the residual and the Jacobian on the fine grid. As such, we use local and global empirical interpolation concepts to circumvent performing these computations on the fine grid. The resulting reduced-order approach enables a significant reduction in the flow problem size while accurately capturing the behavior of fully-resolved solutions. We consider several numerical examples of nonlinear multiscale partial differential equations that are numerically integrated using fully-implicit time marching schemes to demonstrate the capability of the proposed model reduction approach to speed up simulations of nonlinear flows in high-contrast porous media.

math.NA↗

arXiv2014

Multiscale Empirical Interpolation for Solving Nonlinear PDEs using Generalized Multiscale Finite Element Methods

In this paper, we propose a multiscale empirical interpolation method for solving nonlinear multiscale partial differential equations. The proposed method combines empirical interpolation techniques and local multiscale methods, such as the Generalized Multiscale Finite Element Method (GMsFEM). To solve nonlinear equations, the GMsFEM is used to represent the solution on a coarse grid with multiscale basis functions computed offline. Computing the GMsFEM solution involves calculating the residuals on the fine grid. We use empirical interpolation concepts to evaluate the residuals and the Jacobians of the multiscale system with a computational cost which is proportional to the coarse scale problem rather than the fully-resolved fine scale one. Empirical interpolation methods use basis functions and an inexpensive inversion which are computed in the offline stage for finding the coefficients in the expansion based on a limited number of nonlinear function evaluations. The proposed multiscale empirical interpolation techniques: (1) divide computing the nonlinear function into coarse regions; (2) evaluate contributions of nonlinear functions in each coarse region taking advantage of a reduced-order representation of the solution; and (3) introduce multiscale proper-orthogonal-decomposition techniques to find appropriate interpolation vectors. We demonstrate the effectiveness of the proposed methods on several examples of nonlinear multiscale PDEs that are solved with Newton's methods and fully-implicit time marching schemes. Our numerical results show that the proposed methods provide a robust framework for solving nonlinear multiscale PDEs on a coarse grid with bounded error.

math.NA↗

arXiv2014

Mixed Generalized Multiscale Finite Element Methods and Applications

In this paper, we present a mixed Generalized Multiscale Finite Element Method (GMsFEM) for solving flow in heterogeneous media. Our approach constructs multiscale basis functions following a GMsFEM framework and couples these basis functions using a mixed finite element method, which allows us to obtain a mass conservative velocity field. To construct multiscale basis functions for each coarse edge, we design a snapshot space that consists of fine-scale velocity fields supported in a union of two coarse regions that share the common interface. The snapshot vectors have zero Neumann boundary conditions on the outer boundaries and we prescribe their values on the common interface. We describe several spectral decompositions in the snapshot space motivated by the analysis. In the paper, we also study oversampling approaches that enhance the accuracy of mixed GMsFEM. A main idea of oversampling techniques is to introduce a small dimensional snapshot space. We present numerical results for two-phase flow and transport, without updating basis functions in time. Our numerical results show that one can achieve good accuracy with a few basis functions per coarse edge if one selects appropriate offline spaces.

math.NA↗

arXiv2014

Homogenization of the evolution Stokes equation in a perforated domain with a stochastic Fourier boundary condition

The evolution Stokes equation in a perforated domain subject to Fourier boundary condition on the boundaries of the holes is considered. We assume that the dynamic is driven by a stochastic perturbation on the interior of the domain and another stochastic perturbation on the boundaries of the holes. The macroscopic (homogenized) equation is derived as another stochastic partial differential equation, defined in the whole non perforated domain. Here, the initial stochastic perturbation on the boundary becomes part of the homogenized equation as another stochastic force. We use the two-scale convergence method after extending the solution with 0 in the wholes to pass to the limit. By Itô stochastic calculus, we get uniform estimates on the solution in appropriate spaces. In order to pass to the limit on the boundary integrals, we rewrite them in terms of integrals in the whole domain. In particular, for the stochastic integral on the boundary, we combine the previous idea of rewriting it on the whole domain with the assumption that the Brownian motion is of trace class. Due to the particular boundary condition dealt with, we get that the solution of the stochastic homogenized equation is not divergence free. However, it is coupled with the cell problem that has a divergence free solution. This paper represents an extension of the results from of Duan and Wang (Comm. Math. Phys. 275:1508--1527, 2007), where a reaction diffusion equation with a dynamical boundary condition with a noise source term on both the interior of the domain and on the boundary was studied, and through a tightness argument and a pointwise two scale convergence method the homogenized equation was derived.

math.AP↗

arXiv2014

Multilevel Markov Chain Monte Carlo Method for High-Contrast Single-Phase Flow Problems

In this paper we propose a general framework for the uncertainty quantification of quantities of interest for high-contrast single-phase flow problems. It is based on the generalized multiscale finite element method (GMsFEM) and multilevel Monte Carlo (MLMC) methods. The former provides a hierarchy of approximations of different resolution, whereas the latter gives an efficient way to estimate quantities of interest using samples on different levels. The number of basis functions in the online GMsFEM stage can be varied to determine the solution resolution and the computational cost, and to efficiently generate samples at different levels. In particular, it is cheap to generate samples on coarse grids but with low resolution, and it is expensive to generate samples on fine grids with high accuracy. By suitably choosing the number of samples at different levels, one can leverage the expensive computation in larger fine-grid spaces toward smaller coarse-grid spaces, while retaining the accuracy of the final Monte Carlo estimate. Further, we describe a multilevel Markov chain Monte Carlo method, which sequentially screens the proposal with different levels of approximations and reduces the number of evaluations required on fine grids, while combining the samples at different levels to arrive at an accurate estimate. The framework seamlessly integrates the multiscale features of the GMsFEM with the multilevel feature of the MLMC methods following the work in \cite{ketelson2013}, and our numerical experiments illustrate its efficiency and accuracy in comparison with standard Monte Carlo estimates.

math.NA↗