Multiscale Simulation and Uncertainty Quantification Techniques for Richards' Equation in Heterogeneous Media

Multiscale Simulation and Uncertainty Quantification Techniques for Richards' Equation in Heterogeneous Media
Author: Seul Ki Kang
Publisher:
Total Pages:
Release: 2012
Genre:
ISBN:

In this dissertation, we develop multiscale finite element methods and uncertainty quantification technique for Richards' equation, a mathematical model to describe fluid flow in unsaturated porous media. Both coarse-level and fine-level numerical computation techniques are presented. To develop an accurate coarse-scale numerical method, we need to construct an effective multiscale map that is able to capture the multiscale features of the large-scale solution without resolving the small scale details. With a careful choice of the coarse spaces for multiscale finite element methods, we can significantly reduce errors. We introduce several methods to construct coarse spaces for multiscale finite element methods. A coarse space based on local spectral problems is also presented. The construction of coarse spaces begins with an initial choice of multiscale basis functions supported in coarse regions. These basis functions are complemented using weighted local spectral eigenfunctions. These newly constructed basis functions can capture the small scale features of the solution within a coarse-grid block and give us an accurate coarse-scale solution. However, it is expensive to compute the local basis functions for each parameter value for a nonlinear equation. To overcome this difficulty, local reduced basis method is discussed, which provides smaller dimension spaces with which to compute the basis functions. Robust solution techniques for Richards' equation at a fine scale are discussed. We construct iterative solvers for Richards' equation, whose number of iterations is independent of the contrast. We employ two-level domain decomposition pre-conditioners to solve linear systems arising in approximation of problems with high contrast. We show that, by using the local spectral coarse space for the preconditioners, the number of iterations for these solvers is independent of the physical properties of the media. Several numerical experiments are given to support the theoretical results. Last, we present numerical methods for uncertainty quantification applications for Richards' equation. Numerical methods combined with stochastic solution techniques are proposed to sample conductivities of porous media given in integrated data. Our proposed algorithm is based on upscaling techniques and the Markov chain Monte Carlo method. Sampling results are presented to prove the efficiency and accuracy of our algorithm.

Multiscale Modeling and Uncertainty Quantification of Materials and Structures

Multiscale Modeling and Uncertainty Quantification of Materials and Structures
Author: Manolis Papadrakakis
Publisher: Springer
Total Pages: 303
Release: 2014-07-02
Genre: Science
ISBN: 3319063316

This book contains the proceedings of the IUTAM Symposium on Multiscale Modeling and Uncertainty Quantification of Materials and Structures that was held at Santorini, Greece, September 9 – 11, 2013. It consists of 20 chapters which are divided in five thematic topics: Damage and fracture, homogenization, inverse problems–identification, multiscale stochastic mechanics and stochastic dynamics. Over the last few years, the intense research activity at micro scale and nano scale reflected the need to account for disparate levels of uncertainty from various sources and across scales. As even over-refined deterministic approaches are not able to account for this issue, an efficient blending of stochastic and multiscale methodologies is required to provide a rational framework for the analysis and design of materials and structures. The purpose of this IUTAM Symposium was to promote achievements in uncertainty quantification combined with multiscale modeling and to encourage research and development in this growing field with the aim of improving the safety and reliability of engineered materials and structures. Special emphasis was placed on multiscale material modeling and simulation as well as on the multiscale analysis and uncertainty quantification of fracture mechanics of heterogeneous media. The homogenization of two-phase random media was also thoroughly examined in several presentations. Various topics of multiscale stochastic mechanics, such as identification of material models, scale coupling, modeling of random microstructures, analysis of CNT-reinforced composites and stochastic finite elements, have been analyzed and discussed. A large number of papers were finally devoted to innovative methods in stochastic dynamics.

Uncertainty Quantification in Multiscale Materials Modeling

Uncertainty Quantification in Multiscale Materials Modeling
Author: Yan Wang
Publisher: Woodhead Publishing Limited
Total Pages: 604
Release: 2020-03-12
Genre: Materials science
ISBN: 0081029411

Uncertainty Quantification in Multiscale Materials Modeling provides a complete overview of uncertainty quantification (UQ) in computational materials science. It provides practical tools and methods along with examples of their application to problems in materials modeling. UQ methods are applied to various multiscale models ranging from the nanoscale to macroscale. This book presents a thorough synthesis of the state-of-the-art in UQ methods for materials modeling, including Bayesian inference, surrogate modeling, random fields, interval analysis, and sensitivity analysis, providing insight into the unique characteristics of models framed at each scale, as well as common issues in modeling across scales.

Multiscale Finite Element Methods

Multiscale Finite Element Methods
Author: Yalchin Efendiev
Publisher: Springer Science & Business Media
Total Pages: 242
Release: 2009-01-10
Genre: Technology & Engineering
ISBN: 0387094962

The aim of this monograph is to describe the main concepts and recent - vances in multiscale ?nite element methods. This monograph is intended for thebroaderaudienceincludingengineers,appliedscientists,andforthosewho are interested in multiscale simulations. The book is intended for graduate students in applied mathematics and those interested in multiscale compu- tions. It combines a practical introduction, numerical results, and analysis of multiscale ?nite element methods. Due to the page limitation, the material has been condensed. Each chapter of the book starts with an introduction and description of the proposed methods and motivating examples. Some new techniques are introduced using formal arguments that are justi?ed later in the last chapter. Numerical examples demonstrating the signi?cance of the proposed methods are presented in each chapter following the description of the methods. In the last chapter, we analyze a few representative cases with the objective of demonstrating the main error sources and the convergence of the proposed methods. A brief outline of the book is as follows. The ?rst chapter gives a general introductiontomultiscalemethodsandanoutlineofeachchapter.Thesecond chapter discusses the main idea of the multiscale ?nite element method and its extensions. This chapter also gives an overview of multiscale ?nite element methods and other related methods. The third chapter discusses the ext- sion of multiscale ?nite element methods to nonlinear problems. The fourth chapter focuses on multiscale methods that use limited global information.

Uncertainty Quantification for Hyperbolic and Kinetic Equations

Uncertainty Quantification for Hyperbolic and Kinetic Equations
Author: Shi Jin
Publisher: Springer
Total Pages: 282
Release: 2018-03-20
Genre: Mathematics
ISBN: 3319671103

This book explores recent advances in uncertainty quantification for hyperbolic, kinetic, and related problems. The contributions address a range of different aspects, including: polynomial chaos expansions, perturbation methods, multi-level Monte Carlo methods, importance sampling, and moment methods. The interest in these topics is rapidly growing, as their applications have now expanded to many areas in engineering, physics, biology and the social sciences. Accordingly, the book provides the scientific community with a topical overview of the latest research efforts.

Stochastic Models for Nonlinear Transport in Multiphase and Multiscale Heterogeneous Media

Stochastic Models for Nonlinear Transport in Multiphase and Multiscale Heterogeneous Media
Author: Farzaneh Rajabi
Publisher:
Total Pages:
Release: 2021
Genre:
ISBN:

Elucidating multiscale, multiphase and multiphysics phenomena of flow and transport processes in porous media is the cornerstone of numerous environmental and engineering applications. Several factors including spatial and temporal heterogeneity on a continuity of scales, the strong coupling of processes at such different scales at least at a localized region within the domain, combined with the nonlinearity of processes calls for a new modeling paradigm called multiscale models, which are able to properly address all such issues while presenting an accurate descriptive model for processes occurring at field scale applications. Furthermore, the typical temporal resolution used in modern simulations significantly exceeds characteristic time scales at which the system is driven and a solution is sought. This is especially so when systems are simulated over time scales that are much longer than the typical temporal scales of forcing factors. In addition to spatial and temporal heterogeneity, mixing and spreading of contaminants in the subsurface is remarkably influenced by oscillatory forcing factors. While the pore-scale models are able to handle the experimentally-observed phenomena, they are not always the best choice due to the high computational burden. Although handling across-scale coupling in environments with several simultaneous physical mechanisms such as advection, diffusion, reaction, and fluctuating boundary forcing factors complicates the theoretical and numerical modeling capabilities at high resolutions, multiscale models come to rescue. To this end, we investigate the impact of space-time upscaling on reactive transport in porous media driven by time-dependent boundary conditions whose characteristic time scale is much smaller than that at which transport is studied or observed at the macroscopic level. We first introduce the concept of spatiotemporal upscaling in the context of homogenization by multiple-scale expansions, and demonstrate the impact of time-dependent forcings and boundary conditions on macroscopic reactive transport. Proposing such a framework, we scrutinize the behavior of porous media for ``quasisteady stage time'' (thousands of years), where there is an interplay between signal frequency and the three physical underlying mechanisms; advection, molecular diffusion and heterogeneous reaction. To this end, we demonstrate that the transient forcing factors augment the solute mixing as they are combined with diffusion at the pore-scale. We then derive the macroscopic equation as well as the corresponding applicability criteria based on the order of magnitude of the dimensionless Peclet and Damkohler numbers. Also, we demonstrate that the dynamics at the continuum scale is strongly influenced by the interplay between signal frequency at the boundary and transport processes at the pore level. We validate such a framework for reactive transport in a planar fracture in which the single-component solute particle is undergoing nonlinear first-order heterogeneous reaction at the solid-liquid interface, while the medium is episodically influenced by time-dependent boundary conditions at the inlet. We also present the alternative effective transport model at a much lower cost, albeit at the regions where the corresponding applicability criteria are satisfied. We perform direct numerical simulations to study several test cases with different controlling parameters i.e. Peclet and Damkohler numbers and the space/time scale separation parameters; the ratio of characteristic transversal and longitudinal lengths $\varepsilon$ and $\omega$; the ratio of period of time-fluctuating boundary conditions to the observation time scale. A rigorous justification of the effective transport model for the given applicability conditions is demonstrated, essentially by comparing the local vertically averaged microscopic simulations with their corresponding macroscopic counterparts. Moreover, as a special case, we employ a singular perturbation technique to look at the effective model for vertical mixing through a narrow and long two-dimensional pore. We obtain explicit expressions for dispersion tensor as well as the other effective coefficients in the coarse-scale homogenized equation. Our analysis manifests robustness of the sufficient and necessary applicability constraints which validate the upscaled model as a solid replacement of the pore-scale one within the accuracy prescribed by homogenization theory. While a deterministic model is sufficiently robust for a plethora of subsurface applications, a more realistic setting is often required when dealing with other scopes of engineering applications, e.g. reservoir engineering and enhanced oil recovery. Rigorous modeling of these systems calls for sophisticated strategies for uncertainty quantification and stochastic treatment of the system under study. Such an uncertainty is inherent to, and critical for any physical modeling, essentially due to the incomplete knowledge of state of the world, noisy observations, and limitations in systematically recasting physical processes in a suitable mathematical framework. To this end, accurate predictions of outputs (e.g. saturation fields) from reservoir simulations guarantee precise oil recovery forecasts. These quantitative predictions rely on the quality of the input measurements/data, such as the reservoir permeability and porosity fields as well as forcings, such as initial and boundary conditions. However, the available information about a particular geologic formation, e.g. from well logs and seismic data of an outcrop, is usually sparse and inaccurate compared to the size of the natural system and the complexity arising from multiscale heterogeneity of the underlying system. Eventually, the uncertainty in the flow prediction can have a huge impact on the oil recovery. Consequently, we also develop a probabilistic approach to map the parametric uncertainty to the output state uncertainty in first-order hyperbolic conservation laws. We analyze this problem for nonlinear immiscible two-phase transport (Buckley-Leverett displacement) in heterogeneous porous media in the presence of a stochastic velocity field, where the uncertainty in the velocity field can arise from the incomplete description of either porosity field, injection flux, or both. Such uncertainty leads to the spatiotemporal uncertainty in the outputs of the problem. Given information about the spatial/temporal statistics of the correlated heterogeneity, we leverage method of distributions (MD) to derive deterministic equations that govern the evolution of single-point CDF of saturation in the form of linear hyperbolic conservation laws. We first derive the semi-analytical solution of the raw CDF of saturation at a given point, for the cases in which two shocks are present due to the gravitational forces. Then, we describe development of the partial differential equation that governs the evolution of the raw CDF of saturation, subject to uniquely specified boundary conditions in the phase space, wherein no closure approximations are required. Hereby, we give routes to circumventing the computational cost of Monte Carlo scheme while obtaining the full statistical description of saturation. This derivation is followed by conducting a set of numerical experiments for horizontal reservoirs and more complex scenarios in which gravity segregation takes place. We then compare the CDFs as well as the first two moments of saturation computed with the method of distributions, against those obtained using the statistical moment equations (SME) approach and kernel density estimation post-processing of exhaustive high-resolution Monte Carlo simulations (MCS). This comparison demonstrates that the CDF equations remain accurate over a wide range of statistical properties, i.e. standard deviation and correlation length of the underlying random fields, while the corresponding low-order statistical moment equations significantly deviate from Monte Carlo results, unless for very small values of standard deviation and correlation length.

Multiscale Methods

Multiscale Methods
Author: Jacob Fish
Publisher: Oxford University Press
Total Pages: 631
Release: 2010
Genre: Mathematics
ISBN: 0199233853

Small scale features and processes occurring at nanometer and femtosecond scales have a profound impact on what happens at a larger scale and over an extensive period of time. The primary objective of this volume is to reflect the state-of-the-art in multiscale mathematics, modeling, and simulations and to address the following barriers: What is the information that needs to be transferred from one model or scale to another and what physical principles must be satisfied during thetransfer of information? What are the optimal ways to achieve such transfer of information? How can variability of physical parameters at multiple scales be quantified and how can it be accounted for to ensure design robustness?The multiscale approaches in space and time presented in this volume are grouped into two main categories: information-passing and concurrent. In the concurrent approaches various scales are simultaneously resolved, whereas in the information-passing methods the fine scale is modeled and its gross response is infused into the continuum scale. The issue of reliability of multiscale modeling and simulation tools which focus on a hierarchy of multiscale models and an a posteriori model of errorestimation including uncertainty quantification, is discussed in several chapters. Component software that can be effectively combined to address a wide range of multiscale simulations is also described. Applications range from advanced materials to nanoelectromechanical systems (NEMS), biologicalsystems, and nanoporous catalysts where physical phenomena operates across 12 orders of magnitude in time scales and 10 orders of magnitude in spatial scales.This volume is a valuable reference book for scientists, engineers and graduate students practicing in traditional engineering and science disciplines as well as in emerging fields of nanotechnology, biotechnology, microelectronics and energy.

Uncertainty Quantification for Multiscale Kinetic Equations and Quantum Dynamics

Uncertainty Quantification for Multiscale Kinetic Equations and Quantum Dynamics
Author: Liu Liu
Publisher:
Total Pages: 330
Release: 2017
Genre:
ISBN:

In the first part of the thesis, we develop a generalized polynomial chaos approach based stochastic Galerkin (gPC-SG) method for the linear semi-conductor Boltzmann equation with random inputs and diffusive scalings. The random inputs are due to uncertainties in the collision kernel or initial data. We study the regularity (uniform in the Knudsen number) of the solution in the random space, and prove the spectral accuracy of the gPC-SG method. We then use the asymptotic-preserving framework for the deterministic counterpart to come up with the stochastic asymptotic-preserving (sAP) gPC-SG method for the problem under study which is efficient in the diffusive regime. Numerical experiments are conducted to validate the accuracy and asymptotic properties of the method. In the second part, we study the linear transport equation under diffusive scaling and with random inputs. The method is based on the gPC-SG framework. Several theoretical aspects will be addressed. A uniform numerical stability with respect to the Knudsen number and a uniform error estimate is given. For temporal and spatial discretizations, we apply the implicit-explicit (IMEX) scheme under the micro-macro decomposition framework and the discontinuous Galerkin (DG) method. A rigorous proof of the sAP property is given. Extensive numerical experiments that validate the accuracy and sAP of the method are shown. In the last part, we study a class of highly oscillatory transport equations that arise in semiclassical modeling of non-adiabatic quantum dynamics. These models contain uncertainties, particularly in coefficients that correspond to the potentials of the molecular system. We first focus on a highly oscillatory scalar model with random uncertainty. Our method is built upon the nonlinear geometrical optics (NGO) based method for numerical approximations of deterministic equations, which can obtain accurate pointwise solution even without numerically resolving spatially and temporally the oscillations. With the random uncertainty, we show that such a method has oscillatory higher order derivatives in the random space, thus requires a frequency dependent discretization in the random space. We modify this method by introducing a new "time" variable based on the phase, which is shown to be non-oscillatory in the random space, based on which we develop a gPC-SG method that can capture oscillations with the frequency-independent time step, mesh size as well as the degree of polynomial chaos. A similar approach is then extended to a semiclassical surface hopping model system with a similar numerical conclusion. Various numerical examples attest that these methods indeed capture accurately the solution statistics pointwisely even though none of the numerical parameters resolve the high frequencies of the solution.

Analysis, Modeling and Simulation of Multiscale Problems

Analysis, Modeling and Simulation of Multiscale Problems
Author: Alexander Mielke
Publisher: Springer Science & Business Media
Total Pages: 704
Release: 2006-10-14
Genre: Mathematics
ISBN: 3540356576

This book reports recent mathematical developments in the Programme "Analysis, Modeling and Simulation of Multiscale Problems", which started as a German research initiative in 2006. Multiscale problems occur in many fields of science, such as microstructures in materials, sharp-interface models, many-particle systems and motions on different spatial and temporal scales in quantum mechanics or in molecular dynamics. The book presents current mathematical foundations of modeling, and proposes efficient numerical treatment.

Computational Multiscale Modeling of Fluids and Solids

Computational Multiscale Modeling of Fluids and Solids
Author: Martin Oliver Steinhauser
Publisher: Springer
Total Pages: 419
Release: 2016-11-29
Genre: Science
ISBN: 3662532247

The idea of the book is to provide a comprehensive overview of computational physics methods and techniques, that are used for materials modeling on different length and time scales. Each chapter first provides an overview of the basic physical principles which are the basis for the numerical and mathematical modeling on the respective length-scale. The book includes the micro-scale, the meso-scale and the macro-scale, and the chapters follow this classification. The book explains in detail many tricks of the trade of some of the most important methods and techniques that are used to simulate materials on the perspective levels of spatial and temporal resolution. Case studies are included to further illustrate some methods or theoretical considerations. Example applications for all techniques are provided, some of which are from the author’s own contributions to some of the research areas. The second edition has been expanded by new sections in computational models on meso/macroscopic scales for ocean and atmosphere dynamics. Numerous applications in environmental physics and geophysics had been added.