Snapshot Spaces Research Articles

Generalized Multiscale Finite Element Method for Highly Heterogeneous Compressible Flow

In this paper, we study the generalized multiscale finite element method (GMsFEM) for single phase compressible flow in highly heterogeneous porous media. We follow the major steps of the GMsFEM to construct permeability dependent offline basis for fast coarse-grid simulation. The offline coarse space is efficiently constructed only once based on the initial permeability field with parallel computing. A rigorous convergence analysis is performed for two types of snapshot spaces. The analysis indicates that the convergence rates of the proposed multiscale method depend on the coarse meshsize and the eigenvalue decay of the local spectral problem. To further increase the accuracy of multiscale method, residual driven online multiscale basis is added to the offline space. The construction of online multiscale basis is based on a carefully design error indicator motivated by the analysis. We find that online basis is particularly important for the singular source. Rich numerical tests on typical 3D highly heterogeneous medias are presented to demonstrate the impressive computational advantages of the proposed multiscale method.

An Online Generalized Multiscale Finite Element Method for Unsaturated Filtration Problem in Fractured Media

In this paper, we present a multiscale model reduction technique for unsaturated filtration problem in fractured porous media using an Online Generalized Multiscale finite element method. The flow problem in unsaturated soils is described by the Richards equation. To approximate fractures we use the Discrete Fracture Model (DFM). Complex geometric features of the computational domain requires the construction of a fine grid that explicitly resolves the heterogeneities such as fractures. This approach leads to systems with a large number of unknowns, which require large computational costs. In order to develop a more efficient numerical scheme, we propose a model reduction procedure based on the Generalized Multiscale Finite element method (GMsFEM). The GMsFEM allows solving such problems on a very coarse grid using basis functions that can capture heterogeneities. In the GMsFEM, there are offline and online stages. In the offline stage, we construct snapshot spaces and solve local spectral problems to obtain multiscale basis functions. These spectral problems are defined in the snapshot space in each local domain. To improve the accuracy of the method, we add online basis functions in the online stage. The construction of the online basis functions is based on the local residuals. The use of online bases will allow us to get a significant improvement in the accuracy of the method. We present results with different number of offline and online multisacle basis functions. We compare all results with reference solution. Our results show that the proposed method is able to achieve high accuracy with a small computational cost.

Generalized multiscale approximation of a multipoint flux mixed finite element method for Darcy–Forchheimer model

In this paper, we propose a multiscale method for the Darcy–Forchheimer model in highly heterogeneous porous media. The problem is solved in the framework of generalized multiscale finite element method (GMsFEM) combined with a multipoint flux mixed finite element (MFMFE) method. We consider a MFMFE method that utilizes the lowest order Brezzi–Douglas–Marini (BDM1) mixed finite element spaces for the approximation of velocity and pressure. The symmetric trapezoidal quadrature rule is employed for the integral of bilinear forms related to velocity variables so that the local velocity elimination is allowed which leads to a cell-centered system for pressure. We construct the multiscale space for pressure and solve the problem on the coarse grid following the GMsFEM framework. In the offline stage, we construct local snapshot spaces and perform spectral decompositions to get the offline space with a smaller dimension. In the online stage, we use Newton iterative algorithm to solve the nonlinear problem and obtain the offline solution, which reduces the number of iterations greatly compared to the standard Picard iterative algorithm. Based on the offline basis functions and the offline solution, we calculate online basis functions on each coarse element to enrich the multiscale space iteratively. The online basis functions contain the important global information and are effective to reduce relative errors substantially. Numerical examples are provided to highlight the performance of the proposed multiscale method.

Mixed GMsFEM for linear poroelasticity problems in heterogeneous porous media

Accurate numerical simulations of interaction between fluid and solid play an important role in applications. The task is challenging in practical scenarios as the media are usually highly heterogeneous with very large contrast. To overcome this computational challenge, various multiscale methods are developed. In this paper, we consider a class of linear poroelasticity problems in high contrast heterogeneous porous media, and develop a mixed generalized multiscale finite element method (GMsFEM) to obtain a fast computational method. Our aim is to develop a multiscale method that is robust with respect to the heterogeneities and contrast of the media, and gives a mass conservative fluid velocity field. We will construct decoupled multiscale basis functions for the elastic displacement as well as fluid velocity. Our multiscale basis functions are local. The construction is based on some suitable choices of local snapshot spaces and local spectral decomposition, with the goal of extracting dominant modes of the solutions. For the pressure, we will use piecewise constant approximation. We will present several numerical examples to illustrate the performance of our method. Our results indicate that the proposed method is able to give accurate numerical solutions with a small degree of freedoms.

A hybridizable discontinuous Galerkin Generalized Multiscale Finite element method for highly heterogeneous linear elasticity problems

In this paper, we consider a multiscale hybridizable discontinuous Galerkin (HDG) for heterogeneous linear elasticity problem in a mixed formulation. Within the framework of HDG, the entire problem can be decomposed into a global problem defined in coarse interfaces and several local problems in coarse elements. Our goal here is to propose a multiscale basis space defined in the coarse interface. We will employ local snapshot spaces and local spectral decomposition following the concept of Generalized Multiscale Finite Element Methods (GMsFEM). Numerical experiments on highly heterogeneous material and nearly incompressible material are provided to verify the efficiency of the proposed method.

Multiscale hybridizable discontinuous Galerkin method for elliptic problems in perforated domains

We propose a multiscale hybridizable discontinuous Galerkin method in perforated domains. Perforations may have various shapes and sizes. Following Generalized Multiscale Finite Element method, local snapshot spaces are constructed by solving local spectral problems. Then multiscale finite element spaces for numerical traces are built on the coarse edges within the framework of hybridizable discontinuous Galerkin method. Some representative examples are presented to investigate numerical performance of the proposed method.

Space-time GMsFEM for transport equations

In this paper, we propose a space-time GMsFEM for transport equations. 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 dimensional 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.

Coupling of multiscale and multi-continuum approaches

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 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. The GMsFEM framework, in addition, can provide adaptive and online basis functions to improve the accuracy of coarse-grid simulations. These are discussed in the paper. In addition, we present an example of the application of our approach to shale gas transport in fractured media.

Least-squares mixed generalized multiscale finite element method

In this paper, we present an approximation of elliptic problems with multiscale and high-contrast diffusion coefficients. A mixed formulation is considered such that both pressure and velocity are approximated simultaneously. This formulation arises naturally in many applications such as flows in porous media. Due to the multiscale nature of the solutions, using model reduction is required to efficiently obtain approximate solutions. There are many multiscale approaches for elliptic problems in mixed formulation. These approaches include numerical homogenization and mixed multiscale finite element method, which aim to obtain a coarse accurate representation of the velocity without using an accurate representation for pressure. It has been a challenging task to construct a method giving accurate representation for both pressure and velocity. The goal in this paper is to construct multiscale basis functions for both pressure and velocity. We will apply the framework of Generalized Multiscale Finite Element Method (GMsFEM), and design systematic strategies for the construction of basis. The construction involves snapshot spaces and dimension reduction via local spectral problems. The mixed formulation is minimized in the sense of least-squares. The compatibility condition for multiscale finite element spaces of the pressure and velocity is not required in the least-squares mixed form. This gives more flexibility for the construction of multiscale basis functions for velocity and pressure. Convergence analysis is carried out for the least-squares mixed GMsFEM. Several numerical examples for various permeability fields are presented to show the performance of the presented method. The numerical results show that the least-squares mixed GMsFEM can give accurate approximation for both pressure and velocity using only a few basis functions per coarse element.

Nonconforming generalized multiscale finite element methods

A framework is introduced for nonconforming multiscale approach based on GMsFEM (Generalized Multiscale Finite Element Method). Snapshot spaces are constructed for each macro-scale block. The snapshot spaces can be based on either conforming or nonconforming elements. With suitable dimension reduction, offline spaces are constructed. Moment function spaces are then introduced to impose continuity among the local offline spaces, which results in nonconforming GMsFE spaces. Oversampling and randomized boundary condition strategies are considered. Steps for the nonconforming GMsFEM are given explicitly. Error estimates are derived. Numerical results are presented to support the efficiency of the proposed approach.

Mixed GMsFEM for the simulation of waves in highly heterogeneous media

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.

Mixed GMsFEM for second order elliptic problem in perforated domains

We consider a class of second order elliptic problems in perforated domains with homogeneous Neumann boundary condition. It is well-known that numerically solving these problems require a very fine computational mesh, and some model reduction techniques are therefore necessary. We will develop a new model reduction technique based on the generalized multiscale finite element method (GMsFEM). The GMsFEM has been applied successfully to second order elliptic problems in perforated domains with Dirichlet boundary conditions Chung et al. (2015). However, due to the use of multiscale partition of unity functions, the same method cannot be applied to the case with Neumann boundary conditions. The aim of this paper is to develop a new mixed GMsFEM, based on a piecewise constant approximation for pressure and a multiscale approximation for velocity, giving a mass conservative method. The method can handle the Neumann boundary condition naturally. The multiscale basis functions for velocity are constructed by some carefully chosen local snapshot spaces and local spectral decompositions. The spectral convergence of the method is analyzed. Moreover, by using some local error indicators, the basis functions can be added locally and adaptively. We also consider an online procedure for the construction of new basis functions in the online stage in order to capture the distant effects. We will present some numerical examples to show the performance of the method.

Randomized Oversampling for Generalized Multiscale Finite Element Methods

In this paper, we develop efficient multiscale methods for flows in heterogeneous media. We use the generalized multiscale finite element (GMsFEM) framework. GMsFEM approximates the solution space locally using a few multiscale basis functions. This approximation selects an appropriate snapshot space and a local spectral decomposition, e.g., the use of oversampled regions, in order to achieve an efficient model reduction. However, the successful construction of snapshot spaces may be costly if too many local problems need to be solved in order to obtain these spaces. We use a moderate quantity of local solutions (or snapshot vectors) with random boundary conditions on oversampled regions with zero forcing to deliver an efficient methodology. Motivated by the randomized algorithm presented in [P. G. Martinsson, V. Rokhlin, and M. Tygert, A Randomized Algorithm for the approximation of Matrices, YALEU/DCS/TR-1361, Yale University, 2006], we consider a snapshot space which consists of harmonic extensions of random boundary conditions defined in a domain larger than the target region. Furthermore, we perform an eigenvalue decomposition in this small space. We study the application of randomized sampling for GMsFEM in conjunction with adaptivity, where local multiscale spaces are adaptively enriched. Convergence analysis is provided. We present representative numerical results to validate the method proposed.

Multiscale Simulations for Coupled Flow and Transport Using the Generalized Multiscale Finite Element Method

In this paper, we develop a mass conservative multiscale method for coupled flow and transport in heterogeneous porous media. We consider a coupled system consisting of a convection-dominated transport equation and a flow equation. We construct a coarse grid solver based on the Generalized Multiscale Finite Element Method (GMsFEM) for a coupled system. In particular, multiscale basis functions are constructed based on some snapshot spaces for the pressure and the concentration equations and some local spectral decompositions in the snapshot spaces. The resulting approach uses a few multiscale basis functions in each coarse block (for both the pressure and the concentration) to solve the coupled system. We use the mixed framework, which allows mass conservation. Our main contributions are: (1) the development of a mass conservative GMsFEM for the coupled flow and transport; (2) the development of a robust multiscale method for convection-dominated transport problems by choosing appropriate test and trial spaces within Petrov-Galerkin mixed formulation. We present numerical results and consider several heterogeneous permeability fields. Our numerical results show that with only a few basis functions per coarse block, we can achieve a good approximation.

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 l1 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 l1 minimization techniques to solve the underlying PDEs. This approach is more expensive as it involves a large snapshot space; however, in this example, we cannot identify a local minimization principle, such as local generalized SVD. All our numerical results assume the sparsity and we discuss this assumption for the snapshot spaces. Moreover, we discuss the computational savings provided by our approach. The sparse solution allows a fast evaluation of stiffness matrices and downscaling the solution to the fine grid since the reduced dimensional solution representation is sparse in terms of local snapshot vectors. Numerical results are presented, which show the convergence of the proposed method and the sparsity of the solution.

A spectral multiscale hybridizable discontinuous Galerkin method for second order elliptic problems

Abstract We design a multiscale model reduction framework within the hybridizable discontinuous Galerkin finite element method. Our approach uses local snapshot spaces and local spectral decomposition following the concept of Generalized Multiscale Finite Element Methods. We propose several multiscale finite element spaces on the coarse edges that provide a reduced dimensional approximation for numerical traces within the HDG framework. We provide a general framework for systematic construction of multiscale trace spaces. Using local snapshots, we avoid high dimensional representation of trace spaces and use some local features of the solution space in constructing a low dimensional trace space. We investigate the solvability and numerically study the performance of the proposed method on a representative number of numerical examples.

Generalized Multiscale Finite Element Methods for Wave Propagation in Heterogeneous Media

Numerical modeling of wave propagation in heterogeneous media is important in many applications. Due to their complex nature, direct numerical simulations on the fine grid are prohibitively expensive. It is therefore important to develop efficient and accurate methods that allow the use of coarse grids. In this paper, we present a multiscale finite element method for wave propagation on a coarse grid. The proposed method is based on the generalized multiscale finite element method (GMsFEM) (see [Y. Efendiev, J. Galvis, and T. Hou, J. Comput. Phys., 251 (2012), pp. 116--135]). To construct multiscale basis functions, we start with two snapshot spaces in each coarse-grid block, where one represents the degrees of freedom on the boundary and the other represents the degrees of freedom in the interior. We use local spectral problems to identify important modes in each snapshot space. These local spectral problems are different from each other and their formulations are based on the analysis. To the best of knowledge, this is the first time that multiple snapshot spaces and multiple spectral problems are used and necessary for efficient computations. Using the dominant modes from local spectral problems, multiscale basis functions are constructed to represent the solution space locally within each coarse block. These multiscale basis functions are coupled via the symmetric interior penalty discontinuous Galerkin method which provides a block diagonal mass matrix and, consequently, results in fast computations in an explicit time discretization. Our methods' stability and spectral convergence are rigorously analyzed. Numerical examples are presented to show our methods' performance. We also test oversampling strategies. In particular, we discuss how the modes from different snapshot spaces can affect the proposed methods' accuracy.

GENERALIZED MULTISCALE FINITE ELEMENT METHODS: OVERSAMPLING STRATEGIES

In this paper, we propose oversampling strategies in the Generalized Multiscale Finite Element Method (GMsFEM) framework. The GMsFEM, which has been recently introduced in [12], allows solving multiscale parameter-dependent problems at a reduced computational cost by constructing a reduced-order representation of the solution on a coarse grid. The main idea of the method consists of (1) the construction of snapshot space, (2) the construction of the offline space, and (3) construction of the online space (the latter for parameter-dependent problems). In [12], it was shown that the GMsFEM provides a flexible tool to solve multiscale problems with a complex input space by generating appropriate snapshot, offline, and online spaces. In this paper, we develop oversampling techniques to be used in this context (see [19] where oversampling is introduced for multiscale finite element methods). It is known (see [19]) that the oversampling can improve the accuracy of multiscale methods. In particular, the oversampling technique uses larger regions (larger than the target coarse block) in constructing local basis functions. Our motivation stems from the analysis presented in this paper which show that when using oversampling techniques in the construction of the snapshot space and offline space, GMsFEM will converge independent of small scales and high-contrast under certain assumptions. We consider the use of multiple eigenvalue problem to improve the convergence and discuss their relation to single spectral problems that use oversampled regions. The oversampling procedures proposed in this paper differ from those in [19]. In particular, the oversampling domains are partially used in constructing local spectral problems. We present numerical results and compare various oversampling techniques in order to complement the proposed technique and analysis.