73.8NAMay 21
Multiscale Methods for wave propagation in materials with sign-changing coefficientsEric T. Chung, Patrick Ciarlet, Xingguang Jin et al.
From a mathematical perspective, the extraordinary properties of metamaterials are often reflected in the coefficients of the governing partial differential equations (PDEs). These coefficients may fall outside the assumptions of classical theory, particularly when the effective dielectric permittivity and/or magnetic permeability are negative. This situation can transform a coercive operator into a non-coercive one, potentially leading to ill-posedness. In this paper, we utilize the Constraint Energy Minimizing Generalized Multiscale Finite Element Method (CEM-GMsFEM), specifically designed for time-harmonic electromagnetic wave problems, where the construction of auxiliary spaces in the original CEM-GMsFEM is tailored to accommodate the sign-changing setting. Based on the framework of \texttt{T}-coercivity theory and resolution conditions, we establish the inf-sup stability and provide an a priori error estimate for the proposed method. The numerical results demonstrate the effectiveness and robustness of our approach in handling such sophisticated coefficient profiles.
74.7NAMay 18
Multiscale modeling for a class of high-contrast heterogeneous sign-changing problemsEric T. Chung, Patrick Ciarlet, Xingguang Jin et al.
The mathematical formulation of sign-changing problems involves a linear second-order partial differential equation in the divergence form, where the coefficient can assume positive and negative values in different subdomains. These problems find their physical background in negative-index metamaterials, either as inclusions embedded into common materials as the matrix or vice versa. In this paper, we propose a numerical method based on the constraint energy minimizing generalized multiscale finite element method (CEM-GMsFEM) specifically designed for sign-changing problems. The construction of auxiliary spaces in the original CEM-GMsFEM is tailored to accommodate the sign-changing setting. The numerical results demonstrate the effectiveness of the proposed method in handling sophisticated coefficient profiles and the robustness of coefficient contrast ratios. Under several technical assumptions and by applying the \texttt{T}-coercivity theory, we establish the inf-sup stability and provide an a priori error estimate for the proposed method.
NAApr 11, 2017
Constraint Energy Minimizing Generalized Multiscale Finite Element MethodEric T. Chung, Yalchin Efendiev, Wing Tat Leung
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.
NAJan 19, 2015
Residual-driven online Generalized Multiscale Finite Element MethodsEric T. Chung, Yalchin Efendiev, Wing Tat Leung
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.
NAJan 14, 2015
Generalized Multiscale Finite Element Methods for problems in perforated heterogeneous domainsEric T. Chung, Yalchin Efendiev, Guanglian Li et al.
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.
NAAug 25, 2014
Generalized Multiscale Finite Element Method for Elasticity EquationsEric T. Chung, Yalchin Efendiev, Shubin Fu
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.
NAFeb 23, 2017
Coupling of multiscale and multi-continuum approachesEric T. Chung, Yalchin Efendiev, Tat Leung et al.
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.
NAMay 24, 2016
Online Adaptive Local Multiscale Model Reduction for Heterogeneous Problems in Perforated DomainsEric T. Chung, Yalchin Efendiev, Wing Tat Leung et al.
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.
NAJul 16, 2018
Nonlocal multicontinua upscaling for multicontinua flow problems in fractured porous mediaMaria Vasilyeva, Eric T. Chung, Siu Wun Cheung et al.
Our goal of this paper is to develop a new upscaling method for multicontinua flow problems in fractured porous media. We consider a system of equations that describes flow phenomena with multiple flow variables defined on both matrix and fractures. To construct our upscaled model, we will apply the nonlocal multicontinua (NLMC) upscaling technique. The upscaled coefficients are obtained by using some multiscale basis functions, which are solutions of local problems defined on oversampled regions. For each continuum within a target coarse element, we will solve a local problem defined on an oversampling region obtained by extending the target element by few coarse grid layers, with a set of constraints which enforce the local solution to have mean value one on the chosen continuum and zero mean otherwise. The resulting multiscale basis functions have been shown to have good approximation properties. To illustrate the idea of our approach, we will consider a dual continua background model consisting of discrete fractures in two space dimensions, that is, we consider a system with three continua. We will present several numerical examples, and they show that our method is able to capture the interaction between matrix continua and discrete fractures on the coarse grid efficiently.
NAJul 28, 2018
Constraint Energy Minimizing Generalized Multiscale Finite Element Method for dual continuum modelSiu Wun Cheung, Eric T. Chung, Yalchin Efendiev et al.
The dual continuum model serves as a powerful tool in the modeling of subsurface applications. It allows a systematic coupling of various components of the solutions. The system is of multiscale nature as it involves high heterogeneous and high contrast coefficients. To numerically compute the solutions, some types of reduced order methods are necessary. We will develop and analyze a novel multiscale method based on the recent advances in multiscale finite element methods. Our method will compute multiple local multiscale basis functions per coarse region. The idea is based on some local spectral problems, which are important to identify high contrast channels, and an energy minimization principle. Using these concepts, we show that the basis functions are localized, even in the presence of high contrast long channels and fractures. In addition, we show that the convergence of the method depends only on the coarse mesh size. Finally, we present several numerical tests to show the performance.
12.8CEMay 31
MsFEM-Inspired CNNs with Transfer Learning for Multiscale Model ReductionXuehan Zhang, Lijian Jiang, Eric T. Chung
Deep learning-based surrogate models have been extensively developed for efficiently approximating multiscale systems with random input fields. However, most existing approaches require retraining neural networks from scratch when source terms, boundary conditions, or differential operators change, resulting in significant computational costs and limited adaptability. To address this challenge, we integrate our previous CNN-based reduced-order model (ROM) framework with the multiscale finite element method (MsFEM) and propose an MsFEM-inspired transfer learning strategy, termed MITL. The CNN-based ROM consists of two components: Basis CNNs, which learn reduced basis functions, and Coef CNNs, which predict the corresponding linear combination coefficients. To enhance the transferability of learned multiscale representations, global MsFEM basis problems are employed as source tasks during pretraining. For new target problems, MITL requires training only lightweight adaptation networks to construct task-specific reduced bases and coefficients, thereby substantially reducing the computational burden. Numerical experiments demonstrate that MITL achieves accurate and efficient predictions across a range of target tasks, with particularly significant advantages in data-scarce scenarios.
NAMay 24, 2016
Generalized multiscale finite element methods for space-time heterogeneous parabolic equationsEric T. Chung, Yalchin Efendiev, Wing Tat Leung et al.
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.
NAOct 29, 2018
Generalized Multiscale Multicontinuum Model for Fractured Vuggy Carbonate ReservoirsMin Wang, Siu Wun Cheung, Eric T. Chung et al.
Simulating flow in a highly heterogeneous reservoir with multiscale characteristics could be considerably demanding. To tackle this problem, we propose a numerical scheme coupling the Generalized Multiscale Finite Element Method (GMsFEM) with a triple-continuum model aimed at a faster simulator framework that can explicitly represent the interactions among different continua. To further enrich the descriptive ability of our proposed model, we combine the Discrete Fracture Model (DFM) to model the local effects of discrete fractures. In the proposed model, GMsFEM, as an advanced model reduction technique, enables capturing the multiscale flow dynamics. This is accomplished by systematically generating an approximation space through solving a series of local snapshot and spectral problems. The resulting eigenfunctions can pass the local features to the global level when acting as basis functions in coarse problems. Our goal in this paper is to further improve the accuracy of flow simulation in complicated reservoirs especially for the case when multiple discrete fractures located in single coarse neighborhood and multiscale finite element methods fail. Together with a detailed description of the model, several numerical experiments are conducted to confirm the success of our proposed method. A rigid proof is also given in the aspect of numerical analysis.
NASep 11, 2014
An adaptive generalized multiscale discontinuous Galerkin method (GMsDGM) for high-contrast flow problemsEric T. Chung, Yalchin Efendiev, Wing Tat Leung
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.
NAOct 29, 2018
Prediction of Discretization of GMsFEM using Deep LearningMin Wang, Siu Wun Cheung, Eric T. Chung et al.
In this paper, we propose a deep-learning-based approach to a class of multiscale problems. THe Generalized Multiscale Finite Element Method (GMsFEM) has been proven successful as a model reduction technique of flow problems in heterogeneous and high-contrast porous media. The key ingredients of GMsFEM include mutlsicale basis functions and coarse-scale parameters, which are obtained from solving local problems in each coarse neighborhood. Given a fixed medium, these quantities are precomputed by solving local problems in an offline stage, and result in a reduced-order model. However, these quantities have to be re-computed in case of varying media. The objective of our work is to make use of deep learning techniques to mimic the nonlinear relation between the permeability field and the GMsFEM discretizations, and use neural networks to perform fast computation of GMsFEM ingredients repeatedly for a class of media. We provide numerical experiments to investigate the predictive power of neural networks and the usefulness of the resultant multiscale model in solving channelized porous media flow problems.
NAMay 23, 2018
Nonlocal multicontinuum (NLMC) upscaling of mixed dimensional coupled flow problem for embedded and discrete fracture modelsMaria Vasilyeva, Eric T. Chung, Wing Tat Leung et al.
In this work, we present an upscaled model for mixed dimensional coupled flow problem in fractured porous media. We consider both embedded and discrete fracture models (EFM and DFM) as fine scale models which contain coupled system of equations. For fine grid discretization, we use a conservative finite-volume approximation. We construct an upscaled model using the non-local multicontinuum (NLMC) method for the coupled system. The proposed upscaled model is based on a set of simplified multiscale basis functions for the auxiliary space and a constraint energy minimization principle for the construction of multiscale basis functions. Using the constructed NLMC-multiscale basis functions, we obtain an accurate coarse grid upscaled model. We present numerical results for both fine-grid models and upscaled coarse-grid models using our NLMC method. We consider model problems with (1) discrete fracture fine grid model with low and high permeable fractures; (2) embedded fine grid model for two types of geometries with differnet fracture networks and (3) embedded fracture fine grid model with heterogeneous permeability. The simulations using the upscaled model provide very accurate solutions with significant reduction in the dimension of the problem.
NADec 10, 2018
Computational Multiscale Methods for Linear Poroelasticity with High ContrastShubin Fu, Robert Altmann, Eric T. Chung et al.
In this work, we employ the Constraint Energy Minimizing Generalized Multiscale Finite Element Method (CEM-GMsFEM) to solve the problem of linear heterogeneous poroelasticity with coefficients of high contrast. The proposed method makes use of the idea of energy minimization with suitable constraints in order to generate efficient basis functions for the displacement and the pressure. These basis functions are constructed by solving a class of local auxiliary optimization problems based on eigenfunctions containing local information on the heterogeneity. Techniques of oversampling are adapted to enhance the computational performance. Convergence of first order is shown and illustrated by a number of numerical tests.
NAMay 23, 2018
Upscaling method for problems in perforated domains with non-homogeneous boundary conditions on perforations using Non-Local Multi-Continuum method (NLMC)Maria Vasilyeva, Eric T. Chung, Wing Tat Leung et al.
In this paper, we present an upscaling method for problems in perforated domains with non-homogeneous boundary conditions on perforations. Our methodology is based on the recently developed Non-local multicontinuum method (NLMC). The main ingredient of the method is the construction of suitable local basis functions with the capability of capturing multiscale features and non-local effects. We will construct multiscale basis functions for the coarse regions and additional multiscale basis functions for perforations, with the aim of handling non-homogeneous boundary conditions on perforations. We start with describing our method for the Laplace equation, and then extending the framework for the elasticity problem and parabolic equations. The resulting upscaled model has minimal size and the solution has physical meaning on the coarse grid. We will present numerical results (1) for steady and unsteady problems, (2) for Laplace and Elastic operators, and (3) for Neumann and Robin non-homogeneous boundary conditions on perforations. Numerical results show that the proposed method can provide good accuracy and provide significant reduction on the degrees of freedom.
NANov 6, 2017
Cluster-based Generalized Multiscale Finite Element Method for elliptic PDEs with random coefficientsEric T. Chung, Yalchin Efendiev, Wing Tat Leung et al.
We propose a generalized multiscale finite element method (GMsFEM) based on clustering algorithm to study the elliptic PDEs with random coefficients in the multi-query setting. Our method consists of offline and online stages. In the offline stage, we construct a small number of reduced basis functions within each coarse grid block, which can then be used to approximate the multiscale finite element basis functions. In addition, we coarsen the corresponding random space through a clustering algorithm. In the online stage, we can obtain the multiscale finite element basis very efficiently on a coarse grid by using the pre-computed multiscale basis. The new GMsFEM can be applied to multiscale SPDE starting with a relatively coarse grid, without requiring the coarsest grid to resolve the smallest-scale of the solution. The new method offers considerable savings in solving multiscale SPDEs. Numerical results are presented to demonstrate the accuracy and efficiency of the proposed method for several multiscale stochastic problems without scale separation.
NAJul 19, 2018
A two-grid preconditioner with an adaptive coarse space for flow simulations in highly heterogeneous mediaYanfang Yang, Shubin Fu, Eric T. Chung
In this paper, we consider flow simulation in highly heterogeneous media that has many practical applications in industry. To enhance mass conservation, we write the elliptic problem in a mixed formulation and introduce a robust two-grid preconditioner to seek the solution. We first need to transform the indefinite saddle problem to a positive definite problem by preprocessing steps. The preconditioner consists of a local smoother and a coarse preconditioner. For the coarse preconditioner, we design an adaptive spectral coarse space motivated by the GMsFEM (Generalized Multiscale Finite Element Method). We test our preconditioner for both Darcy flow and two phase flow and transport simulation in highly heterogeneous porous media. Numerical results show that the proposed preconditioner is highly robust and efficient.
NAFeb 8, 2018
Adaptive generalized multiscale finite element methods for H(curl)-elliptic problems with heterogeneous coefficientsEric T. Chung, Yanbo Li
In this paper, we construct an adaptive multiscale method for solving H(curl)-elliptic problems in highly heterogeneous media. Our method is based on the generalized multiscale finite element method. We will first construct a suitable snapshot space, and a dimensional reduction procedure to identify important modes of the solution. We next develop and analyze an a posteriori error indicator, and the corresponding adaptive algorithm. In addition, we will construct a coupled offline-online adaptive algorithm, which provides an adaptive strategy to the selection of offline and online basis functions. Our theory shows that the convergence is robust with respect to the heterogeneities and contrast of the media. We present several numerical results to illustrate the performance of our method.
NAJul 30, 2018
Multiscale stabilization for convection diffusion equations with heterogeneous velocity and diffusion coefficientsEric T. Chung, Yalchin Efendiev, Wing Tat Leung
We present a new stabilization technique for multiscale convection diffusion problems. Stabilization for these problems has been a challenging task, especially for the case with high Peclet numbers. Our method is based on a constraint energy minimization idea and the discontinuous Petrov-Galerkin formulation. In particular, the test functions are constructed by minimizing an appropriate energy subject to certain orthogonality conditions, and are related to the trial space. The resulting test functions have a localization property, and can therefore be computed locally. We will prove the stability, and present several numerical results. Our numerical results confirm that our test space gives a good stability, in the sense that the solution error is close to the best approximation error.
NAApr 26, 2018
Numerical inversion of 3D geodesic X-ray transform arising from traveltime tomographyTak Shing Au Yeung, Eric T. Chung, Gunther Uhlmann
In this paper, we consider the inverse problem of determining an unknown function defined in three space dimensions from its geodesic X-ray transform. The standard X-ray transform is defined on the Euclidean metric and is given by the integration of a function along straight lines. The geodesic X-ray transform is the generalization of the standard X-ray transform in Riemannian manifolds and is defined by integration of a function along geodesics. This paper is motivated by Uhlmann and Vasy's theoretical reconstruction algorithm for geodesic X-ray transform and mathematical formulation for traveltime tomography to develop a novel numerical algorithm for the stated goal. Our numerical scheme is based on a Neumann series approximation and a layer stripping approach. In particular, we will first reconstruct the unknown function by using a convergent Neumann series for each small neighborhood near the boundary. Once the solution is constructed on a layer near the boundary, we repeat the same procedure for the next layer, and continue this process until the unknown function is recovered on the whole domain. One main advantage of our approach is that the reconstruction is localized, and is therefore very efficient, compared with other global approaches for which the reconstructions are performed on the whole domain. We illustrate the performance of our method by showing some test cases including the Marmousi model. Finally, we apply this method to a travel time tomography in 3D, in which the inversion of the geodesic X-ray transform is one important step, and present several numerical results to validate the scheme.
NAOct 4, 2017
Residual driven online mortar mixed finite element methods and applicationsYanfang Yang, Eric T. Chung, Shubin Fu
In this paper, we develop an online basis enrichment method with the mortar mixed finite element method, using the oversampling technique, to solve for flow problems in highly heterogeneous media. We first compute a coarse grid solution with a certain number of offline basis functions per edge, which are chosen as standard polynomials basis functions. We then iteratively enrich the multiscale solution space with online multiscale basis functions computed by using residuals. The iterative solution converges to the fine scale solution rapidly. We also propose an oversampling online method to achieve faster convergence speed. The oversampling refers to using larger local regions in computing the online multiscale basis functions. We present extensive numerical experiments(including both 2D and 3D) to demonstrate the performance of our methods for both steady state flow, and two-phase flow and transport problems. In particular, for the time dependent two-phase flow and transport problems, we apply the online method to the initial model, without updating basis along the time evolution. Our numerical results demonstrate that by using a few number of online basis functions, one can achieve a fast convergence.
NAMar 18, 2019
Online basis construction for goal-oriented adaptivity in the Generalized Multiscale Finite Element MethodEric T. Chung, Sara Pollock, Sai-Mang Pun
In this research, we develop an online enrichment framework for goal-oriented adaptivity within the generalized multiscale finite element method for flow problems in heterogeneous media. The method for approximating the quantity of interest involves construction of residual-based primal and dual basis functions used to enrich the multiscale space at each stage of the adaptive algorithm. Three different online enrichment strategies based on the primal-dual online basis construction are proposed: standard, primal-dual combined and primal-dual product based. Numerical experiments are performed to illustrate the efficiency of the proposed methods for high-contrast heterogeneous problems.
NAApr 23, 2017
A ray-based IPDG method for high-frequency time-domain acoustic wave propagation in inhomogeneous mediaEric T. Chung, Chi Yeung Lam, Jianliang Qian
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.
NAFeb 3, 2019
An adaptive dynamically low-dimensional approximation method for multiscale stochastic diffusion equationsEric 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.
NAJun 18, 2018
An embedded SDG method for the convection-diffusion equationSiu Wun Cheung, Eric T. Chung
In this paper, we present an embedded staggered discontinuous Galerkin method for the convection-diffusion equation. The new method combines the advantages of staggered discontinuous Galerkin (SDG) and embedded discontinuous Galerkin (EDG) method, and results in many good properties, namely local and global conservations, free of carefully designed stabilization terms or flux conditions and high computational efficiency. In applying the new method to convection-dominated problems, the method provides optimal convergence in potential and suboptimal convergence in flux, which is comparable to other existing DG methods, and achieves $L^2$ stability by making use of a skew-symmetric discretization of the convection term, irrespective of diffusivity. We will present numerical results to show the performance of the method.
NAOct 7, 2016
A staggered discontinuous Galerkin method for a class of nonlinear elliptic equationsEric T. Chung, Ming Fai Lam, Chi Yeung Lam
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.
NAApr 25, 2018
Space-time multiscale model reduction for transport equationsEric T. Chung, Yalchin Efendiev, Yanbo Li
In this paper, we propose a space-time GMsFEM for transport equations. Multiscale transport equations occur in many geoscientific applications, which include subsurface transport, atmospheric pollution transport, and so on. Most of existing multiscale approaches use spatial multiscale basis functions or upscaling, and there are very few works that design space-time multiscale functions to solve the transport equation on a coarse grid. For the time dependent problems, the use of space-time multiscale basis functions offers several advantages as the spatial and temporal scales are intrinsically coupled. By using the GMsFEM idea with a space-time framework, one obtains a better dimension reduction taking into account features of the solutions in both space and time. In addition, the time-stepping can be performed using much coarser time step sizes compared to the case when spatial multiscale basis are used. Our scheme is based on space-time snapshot spaces and model reduction using space-time spectral problems derived from the analysis. We give the analysis for the well-posedness and the spectral convergence of our method. We also present some numerical examples to demonstrate the performance of the method. In all examples, we observe a good accuracy with a few basis functions.
NAJun 18, 2016
Re-iterated multiscale model reduction using the GMsFEMEric T. Chung, Yalchin Efendiev, Wing Tat Leung et al.
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.
26.2NAMar 27
Graph-Based Meshfree Multi-scale Coarse Space Approximation for Two-Level Schwarz MethodsYucheng Liu, Tak Shing Au Yeung, Eric T. Chung et al.
Efficient simulation of Darcy flow in highly heterogeneous porous media requires iterative solvers that remain robust under large permeability contrasts and mixed boundary conditions. Spectral coarse spaces in two-level overlapping Schwarz methods provide such robustness, but their practical use is often limited by an expensive setup phase dominated by many local generalized eigenvalue solves. We propose a purely algebraic, coarse-space approximation that avoids these repeated local eigensolves by using a graph neural network operating on the system-matrix graph. On the analysis side, we introduce a coefficient-weighted subspace-distance measure to quantify the discrepancy between the approximated and target local multiscale coarse spaces, and we derive a condition-number bound for the resulting preconditioned operator in terms of this distance. This bound yields a principled supervised-training objective and links learning error to solver performance. Numerical experiments on 2D and 3D high-contrast Darcy systems with varying mixed boundary conditions demonstrate that the proposed approach substantially reduces setup cost and improves end-to-end time-to-solution, while preserving robust convergence across the tested contrasts and boundary configurations.
90.2NAMay 10
Efficient Multiscale Methods for Highly Heterogeneous Spatial Network ModelsYingjie Zhou, Xiang Zhong, Changqing Ye et al.
Modeling complex spatial networks with multiscale heterogeneity poses significant mathematical and computational challenges. Lacking explicit PDE discretizations and facing excessive degrees of freedom, conventional methods often become computationally prohibitive. To address these challenges, we propose an efficient multiscale modeling for highly heterogeneous spatial networks. We construct multiscale basis functions tailored to spatial network models with heterogeneous edge weights and node degrees. A key novelty is that the proposed method doesn't introduce geometric parameters (such as Dirichlet nodes, distances, or mesh sizes), thereby preserving its purely algebraic nature and ensuring broad applicability. By incorporating a subgraph-wise estimate, we define a Poincaré constant $C_{\mathrm{po}}$ that renders the method independent of the underlying graph geometry. Then through an appropriate choice of the number of graph oversampling layers, we establish an $O(C_{\mathrm{po}})$ convergence independent of the local heterogeneity contrast. Notably, our scheme operates entirely within an algebraic framework, eliminating the need for Dirichlet nodes and positive-definiteness on specific matrices arising in the model. This flexibility enables the simulation of a wider range of physical models and accommodates various boundary conditions. Rigorous theoretical analyses are provided under suitable assumptions, and extensive numerical experiments validate the effectiveness of the proposed approach.
26.3NAMay 9
Decoupling scales via localized subspace iteration and temporal splitting for multiscale parabolic equationsEric T. Chung, Lijian Jiang, Mengnan Li et al.
Simulating diffusion in heterogeneous media presents a significant computational challenge, as resolving microscopic physical scales traditionally demands excessively fine computational grids. To overcome this barrier, we extend the Localized Subspace Iteration (LSI) framework to multiscale parabolic equations. The proposed method constructs optimal, low-dimensional trial spaces by iteratively approximating the dominant eigenspaces of local inverse operators via Localized Standard Subspace Iteration (LSSI) or Localized Krylov Subspace Iteration (LKSI). Because these LSI basis functions are inherently tailored to capture the slow-decaying, low-frequency modes of the parabolic solution, they naturally suppress error accumulation over long-term integration. To further improve computational efficiency, we decouple the basis construction into an offline phase and implement a contrast-independent, partially explicit temporal splitting scheme for online time-stepping. By explicitly advancing the dominant macroscopic modes while implicitly treating high-frequency microscopic corrections, this scheme guarantees stability without imposing restrictive time-step constraints. We establish rigorous a priori error estimates in both the energy and $L^2$ norms. Numerical experiments illustrate the accuracy and efficiency of the LSI framework, particularly highlighting the LKSI method's advantages in handling high-contrast, complex multiscale media.
66.3NAApr 29
Multiscale Modeling for Time-harmonic Maxwell equations with impedance boundary conditions in highly heterogeneous mediaXiang Zhong, Eric T. Chung, Xingguang Jin
Modeling time-harmonic Maxwell problems in heterogeneous media presents significant mathematical and computational challenges. Due to the inherent non-elliptic structure and non-coercive nature of Maxwell equations, conventional methods face severe numerical instabilities, particularly in high-contrast media and at high wave numbers. These challenges often lead to ill-conditioned discrete systems and prohibitively high computational costs, limiting their practical applicability. To overcome these challenges, we introduce an efficient multiscale framework for time-harmonic Maxwell equations with impedance boundary conditions in high-contrast media. A major novelty of this study lies in circumventing the need for an explicit divergence-free constraint on multiscale basis functions. To achieve this, an auxiliary space is constructed via local spectral problems incorporating a mass term and a Silver-Müller-type boundary penalty. This novel design guarantees the coercivity of the corresponding bilinear form and automatically excludes the kernel of the curl operator from the leading eigenspaces. Building upon the auxiliary space, we then construct the multiscale space by using a distinct bilinear form. By exploiting a resolution condition and establishing key norm relationships, we rigorously prove the coercivity of this modified bilinear form a crucial property that underpins the whole analysis. Theoretical analysis shows that, with appropriate oversampling, the method achieves $O (H)$ convergence independent of the local contrast and the approximation error increases with the wave number $k$. Extensive numerical experiments are reported to validate the effectiveness of the proposed approach.
NAApr 25, 2019
An analysis of the NLMC upscaling method for high contrast problemsLina Zhao, Eric T. Chung
In this paper we propose simple multiscale basis functions with constraint energy minimization to solve elliptic problems with high contrast medium. Our methodology is based on the recently developed non-local multicontinuum method (NLMC). The main ingredient of the method is the construction of suitable local basis functions with the capability of capturing multiscale features and non-local effects. In our method, each coarse block is decomposed into various regions according to the contrast ratio, and we require that the contrast ratio should be relatively small within each region. The basis functions are constructed by solving a local problem defined on the oversampling domains and they have mean value one on the chosen region and zero mean otherwise. Numerical analysis shows that the resulting basis functions can be localizable and have a decay property. The convergence of the multiscale solution is also proved. Finally, some numerical experiments are carried out to illustrate the performances of the proposed method. They show that the proposed method can solve problem with high contrast medium efficiently. In particular, if the oversampling size is large enough, then we can achieve the desired error.
NAOct 3, 2018
Constrained energy minimization based upscaling for coupled flow and mechanicsMaria Vasilyeva, Eric T. Chung, Yalchin Efendiev et al.
In this paper, our aim is to present (1) an embedded fracture model (EFM) for coupled flow and mechanics problem based on the dual continuum approach on the fine grid and (2) an upscaled model for the resulting fine grid equations. The mathematical model is described by the coupled system of equation for displacement, fracture and matrix pressures. For a fine grid approximation, we use the finite volume method for flow problem and finite element method for mechanics. Due to the complexity of fractures, solutions have a variety of scales, and fine grid approximation results in a large discrete system. Our second focus in on constructing the upscaled coarse grid poroelasticity model for fractured media. Our upscaled approach is based on the nonlocal multicontinuum (NLMC) upscaling for coupled flow and mechanics problem, which involves computations of local basis functions via an energy minimization principle. This concept allows a systematic upscaling for processes in the fractured porous media, and provides an effective coarse scale model whose degrees of freedoms have physical meaning. We obtain a fast and accurate solver for the poroelasticity problem on a coarse grid and, at the same time, derive a novel upscaled model. We present numerical results for the two dimensional model problem.
NAOct 3, 2018
A three-level multi-continua upscaling method for flow problems in fractured porous mediaMaria Vasilyeva, Eric T. Chung, Yalchin Efendiev et al.
Traditional two level upscaling techniques suffer from a high offline cost when the coarse grid size is much larger than the fine grid size. Thus, multilevel methods are desirable for problems with complex heterogeneities and high contrast. In this paper, we propose a novel three-level upscaling method for flow problems in fractured porous media. Our method starts with a fine grid discretization for the system involving fractured porous media. In the next step, based on the fine grid model, we construct a nonlocal multi-continua upscaling (NLMC) method using an intermediate grid. The system resulting from NLMC gives solutions that have physical meaning. In order to enhance locality, the grid size of the intermediate grid needs to be relatively small, and this motivates using such an intermediate grid. However, the resulting NLMC upscaled system has a relatively large dimension. This motivates a further step of dimension reduction. In particular, we will apply the idea of the Generalized Multiscale Finite Element Method (GMsFEM) to the NLMC system to obtain a final reduced model. We present simulation results for a two-dimensional model problem with a large number of fractures using the proposed three-level method.
NASep 28, 2018
Nonlinear nonlocal multicontinua upscaling framework and its applicationsWing T. Leung, Eric T. Chung, Yalchin Efendiev et al.
In this paper, we discuss multiscale methods for nonlinear problems. The main idea of these approaches is to use local constraints and solve problems in oversampled regions for constructing macroscopic equations. These techniques are intended for problems without scale separation and high contrast, which often occur in applications. For linear problems, the local solutions with constraints are used as basis functions. This technique is called Constraint Energy Minimizing Generalized Multiscale Finite Element Method (CEM-GMsFEM). GMsFEM identifies macroscopic quantities based on rigorous analysis. In corresponding upscaling methods, the multiscale basis functions are selected such that the degrees of freedom have physical meanings, such as averages of the solution on each continuum. This paper extends the linear concepts to nonlinear problems, where the local problems are nonlinear. The main concept consists of: (1) identifying macroscopic quantities; (2) constructing appropriate oversampled local problems with coarse-grid constraints; (3) formulating macroscopic equations. We consider two types of approaches. In the first approach, the solutions of local problems are used as basis functions (in a linear fashion) to solve nonlinear problems. This approach is simple to implement; however, it lacks the nonlinear interpolation, which we present in our second approach. In this approach, the local solutions are used as a nonlinear forward map from local averages (constraints) of the solution in oversampling region. This local fine-grid solution is further used to formulate the coarse-grid problem. Both approaches are discussed on several examples and applied to single-phase and two-phase flow problems, which are challenging because of convection-dominated nature of the concentration equation.
NASep 11, 2018
Constraint Energy Minimizing Generalized Multiscale Finite Element Method for high-contrast linear elasticity problemShubin Fu, Eric T. Chung
In this paper, we consider the offline and online Constraint Energy Minimizing Generalized Mul- tiscale Finite Element Method (CEM-GMsFEM) for high-contrast linear elasticity problem. Offline basis construction starts with an auxiliary multiscale space by solving local spectral problems. We select eigenfunctions that correspond to a few small eigenvalues to form the auxiliary space. Using the auxiliary space, we solve a constraint energy minimization problem to construct offline multiscale spaces. The minimization problem is defined in the oversampling domain, which is larger than the target coarse block. To get a good approximation space, the oversampling domain should be large enough. We also propose a relaxed minimization problem to construct multiscale basis functions, which will yield more accurate and robust solution. To take into account the influence of input pa- rameters, such as source terms, we propose the construction of online multiscale basis and an adaptive enrichment algorithm. We provide extensive numerical experiments on 2D and 3D models to show the performance of the proposed method.
NAJun 13, 2018
Deep Multiscale Model LearningYating Wang, Siu Wun Cheung, Eric T. Chung et al.
The objective of this paper is to design novel multi-layer neural network architectures for multiscale simulations of flows taking into account the observed data and physical modeling concepts. Our approaches use deep learning concepts combined with local multiscale model reduction methodologies to predict flow dynamics. Using reduced-order model concepts is important for constructing robust deep learning architectures since the reduced-order models provide fewer degrees of freedom. Flow dynamics can be thought of as multi-layer networks. More precisely, the solution (e.g., pressures and saturations) at the time instant $n+1$ depends on the solution at the time instant $n$ and input parameters, such as permeability fields, forcing terms, and initial conditions. One can regard the solution as a multi-layer network, where each layer, in general, is a nonlinear forward map and the number of layers relates to the internal time steps. We will rely on rigorous model reduction concepts to define unknowns and connections for each layer. In each layer, our reduced-order models will provide a forward map, which will be modified ("trained") using available data. It is critical to use reduced-order models for this purpose, which will identify the regions of influence and the appropriate number of variables. Because of the lack of available data, the training will be supplemented with computational data as needed and the interpolation between data-rich and data-deficient models. We will also use deep learning algorithms to train the elements of the reduced model discrete system. We will present main ingredients of our approach and numerical results. Numerical results show that using deep learning and multiscale models, we can improve the forward models, which are conditioned to the available data.
NAAug 28, 2017
Non-local Multi-continua Upscaling for Flows in Heterogeneous Fractured MediaEric T. Chung, Yalchin Efendiev, Wing Tat Leung et al.
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.
NAJul 24, 2017
Generalized Multiscale Inversion for Heterogeneous ProblemsEric T. Chung, Yalchin Efendiev, Bangti Jin et al.
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.
NAJun 21, 2017
Fast Online Generalized Multiscale Finite Element Method using Constraint Energy MinimizationEric T. Chung, Yalchin Efendiev, Wing Tat Leung
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.
NASep 8, 2016
An enriched multiscale mortar space for high contrast flow problemsEric T. Chung, Shubin Fu, Yanfang Yang
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.
NAAug 25, 2016
A conservative local multiscale model reduction technique for Stokes flows in heterogeneous perforated domainsEric T. Chung, Maria Vasilyeva, Yating Wang
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.
NASep 23, 2015
Multiscale stabilization for convection-dominated diffusion in heterogeneous mediaVictor M. Calo, Eric T. Chung, Yalchin Efendiev et al.
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.
NASep 18, 2015
Goal-oriented adaptivity for GMsFEMEric T. Chung, Wing Tat Leung, Sara Pollock
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.
NASep 8, 2015
Mixed GMsFEM for the simulation of waves in highly heterogeneous mediaEric T. Chung, Wing Tat Leung
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.
NAJul 7, 2015
Adaptive mixed GMsFEM for flows in heterogeneous mediaHo Yuen Chan, Eric T. Chung, Yalchin Efendiev
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.