This work brings together theoretical formulation and computational strategies for upscaling random heterogeneous media. In this context, heterogeneous means multiphysics models at different scales and correlated random parameters at different locations in the physical domain, such as Stokes-Brinkman flow and fractures at the microscale and heterogeneous Darcy flows at the macroscale when the target problem is hydrocarbon reservoir simulation, or a matrix with random inclusions on the rich scale and a homogeneous matrix on the poor scale when the target problem is solid mechanics. The approach uses information-theoretic machine learning methods to extract relevant probabilistic information from the rich scale and adaptively control the stochastic distance between the responses of the two scales. A goal-oriented upscaling procedure is defined to ensure equivalence between poor targets and rich scales for specific outcomes and its generalization to a multi-goal-oriented mathematically sound response, where users control distinct accuracies of specific target responses. Preliminary applications for elliptic and transient equations are presented with their respective results comparisons. Applications use a series of realizations of rich-scale parameter distributions, producing a reduced number of equivalent poor-scale realizations as required by the user's desired accuracy. The full formulation requires solving a difficult optimization problem for an extended Lagrangian formulation which is solved with a new Parallel Deterministic Annealing. The mathematical formulation is such that parallelization is done over realizations, so the overall cost of calculating stochastic upscaling is of the same order as deterministic. Furthermore, a regression with Tikhonov regularization in linear Machine Learning was used to interpolate and extrapolate data from Parallel Deterministic Annealing in order to find an optimal rich scale.
Read full abstract