Sai-Mang Pun

Robert Altmann, Eric Chung, Roland Maier et al.

We consider a strongly heterogeneous medium saturated by an incompressible viscous fluid as it appears in geomechanical modeling. This poroelasticity problem suffers from rapidly oscillating material parameters, which calls for a thorough numerical treatment. In this paper, we propose a method based on the local orthogonal decomposition technique and motivated by a similar approach used for linear thermoelasticity. Therein, local corrector problems are constructed in line with the static equations, whereas we propose to consider the full system. This allows to benefit from the given saddle point structure and results in two decoupled corrector problems for the displacement and the pressure. We prove the optimal first-order convergence of this method and verify the result by numerical experiments.

Eric T. Chung, Sai-Mang Pun, Zhiwen Zhang

In this paper, we propose a dynamically low-dimensional approximation method to solve a class of time-dependent multiscale stochastic diffusion equations. A dynamically bi-orthogonal (DyBO) method was developed to explore low-dimensional structures of stochastic partial differential equations (SPDEs) and solve them efficiently. However, when the SPDEs have multiscale features in physical space, the original DyBO method becomes expensive. To address this issue, we construct multiscale basis functions within each coarse grid block for dimension reduction in the physical space. To further improve the accuracy, we also perform online procedure to construct online adaptive basis functions. In the stochastic space, we use the generalized polynomial chaos (gPC) basis functions to represent the stochastic part of the solutions. Numerical results are presented to demonstrate the efficiency of the proposed method in solving time-dependent PDEs with multiscale and random features.

Eric Chung, Yalchin Efendiev, Wing Tat Leung et al.

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