Lagrangian data assimilation of complex nonlinear turbulent flows is an important but computationally challenging topic. In this article, an efficient data-driven statistically accurate reduced-order modeling algorithm is developed that significantly
accelerates the computational efficiency of Lagrangian data assimilation. The algorithm starts with a Fourier transform of the high-dimensional flow field, which is followed by an effective model reduction that retains only a small subset of the Fourier coefficients corresponding to the energetic modes. Then a linear stochastic model is developed to approximate the nonlinear dynamics of each Fourier coefficient. Effective additive and multiplicative noise processes are incorporated to characterize the modes that exhibit Gaussian and non-Gaussian statistics, respectively. All the parameters in the reduced order system, including the multiplicative noise coefficients, are determined systematically via closed analytic formulae. These linear stochastic models succeed in forecasting the uncertainty and facilitate an extremely rapid data assimilation scheme. The new Lagrangian data assimilation is then applied to observations of sea ice floe trajectories that are driven by atmospheric winds and turbulent ocean currents. It is shown that observing only about $30$ non-interacting floes in a $200$km$times200$km domain is sufficient to recover the key multi-scale features of the ocean currents. The additional observations of the floe angular displacements are found to be suitable supplements to the center-of-mass positions for improving the data assimilation skill. In addition, the observed large and small floes are more useful in recovering the large- and small-scale features of the ocean, respectively. The Fourier domain data assimilation also succeeds in recovering the ocean features in the areas where cloud cover obscures the observations.
In this paper, we propose a local-global multiscale method for highly heterogeneous stochastic groundwater flow problems under the framework of reduced basis method and the generalized multiscale finite element method (GMsFEM). Due to incomplete char
acterization of the medium properties of the groundwater flow problems, random variables are used to parameterize the uncertainty. As a result, solving the problem repeatedly is required to obtain statistical quantities. Besides, the medium properties are usually highly heterogeneous, which will result in a large linear system that needs to be solved. Therefore, it is intrinsically inevitable to seek a computational-efficient model reduction method to overcome the difficulty. We will explore the combination of the reduced basis method and the GMsFEM. In particular, we will use residual-driven basis functions, which are key ingredients in GMsFEM. This local-global multiscale method is more efficient than applying the GMsFEM or reduced basis method individually. We first construct parameter-independent multiscale basis functions that include both local and global information of the permeability fields, and then use these basis functions to construct several global snapshots and global basis functions for fast online computation with different parameter inputs. We provide rigorous analysis of the proposed method and extensive numerical examples to demonstrate the accuracy and efficiency of the local-global multiscale method.
In this paper, we systemically review and compare two mixed multiscale finite element methods (MMsFEM) for multiphase transport in highly heterogeneous media. In particular, we will consider the mixed multiscale finite element method using limited gl
obal information, simply denoted by MMsFEM, and the mixed generalized multiscale finite element method (MGMsFEM) with residual driven online multiscale basis functions. Both methods are under the framework of mixed multiscale finite element methods, where the pressure equation is solved in the coarse grid with carefully constructed multiscale basis functions for the velocity. The multiscale basis functions in both methods include local and global media information. In terms of MsFEM using limited global information, only one multiscale basis function is utilized in each local neighborhood while multiple basis are used in MGMsFEM. We will test and compare these two methods using the benchmark three-dimensional SPE10 model. A range of coarse grid sizes and different combinations of basis functions (offline and online) will be considered with CPU time reported for each case. In our numerical experiments, we observe good accuracy by the two above methods. Finally, we will discuss and compare the advantages and disadvantages of the two methods in terms of accuracy and computational costs.
In this paper, we propose a coupled Discrete Empirical Interpolation Method (DEIM) and Generalized Multiscale Finite element method (GMsFEM) to solve nonlinear parabolic equations with application to the Allen-Cahn equation. The Allen-Cahn equation i
s a model for nonlinear reaction-diffusion process. It is often used to model interface motion in time, e.g. phase separation in alloys. The GMsFEM allows solving multiscale problems at a reduced computational cost by constructing a reduced-order representation of the solution on a coarse grid. In arXiv:1301.2866, it was shown that the GMsFEM provides a flexible tool to solve multiscale problems by constructing appropriate snapshot, offline and online spaces. In this paper, we solve a time dependent problem, where online enrichment is used. The main contribution is comparing different online enrichment methods. More specifically, we compare uniform online enrichment and adaptive methods. We also compare two kinds of adaptive methods. Furthermore, we use DEIM, a dimension reduction method to reduce the complexity when we evaluate the nonlinear terms. Our results show that DEIM can approximate the nonlinear term without significantly increasing the error. Finally, we apply our proposed method to the Allen Cahn equation.
In this paper, we consider an online enrichment procedure using the Generalized Multiscale Finite Element Method (GMsFEM) in the context of a two-phase flow model in heterogeneous porous media. The coefficient of the elliptic equation is referred to
as the permeability and is the main source of heterogeneity within the model. The elliptic pressure equation is solved using online GMsFEM, and is coupled with a hyperbolic transport equation where local conservation of mass is necessary. To satisfy the conservation property, we aim at constructing conservative fluxes within the space of multiscale basis functions through the use of a postprocessing technique. In order to improve the accuracy of the pressure and velocity solutions in the online GMsFEM we apply a systematic online enrichment procedure. The increase in pressure accuracy due to the online construction is inherited by the conservative flux fields and the desired saturation solutions from the coupled transport equation. Despite the fact that the coefficient of the pressure equation is dependent on the saturation which may vary in time, we may construct an approximation space using the initial coefficient where no further basis updates follow. Numerical results corresponding to four different types of heterogeneous permeability coefficients are exhibited to test the proposed methodology.
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 comp
utational 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.
In this work, an inverse problem in the fractional diffusion equation with random source is considered. The measurements used are the statistical moments of the realizations of single point data $u(x_0,t,omega).$ We build the representation of the so
lution $u$ in integral sense, then prove that the unknowns can be bounded by the moments theoretically. For the numerical reconstruction, we establish an iterative algorithm with regularized Levenberg-Marquardt type and some numerical results generated from this algorithm are displayed. For the case of highly heterogeneous media, the Generalized Multiscale finite element method (GMsFEM) will be employed.
In this paper, we apply the constraint energy minimizing generalized multiscale finite element method (CEM-GMsFEM) to first solving a nonlinear poroelasticity problem. The arising system consists of a nonlinear pressure equation and a nonlinear stres
s equation in strain-limiting setting, where strains keep bounded while stresses can grow arbitrarily large. After time discretization of the system, to tackle the nonlinearity, we linearize the resulting equations by Picard iteration. To handle the linearized equations, we employ the CEM-GMsFEM and obtain appropriate offline multiscale basis functions for the pressure and the displacement. More specifically, first, auxiliary multiscale basis functions are generated by solving local spectral problems, via the GMsFEM. Then, multiscale spaces are constructed in oversampled regions, by solving a constraint energy minimizing (CEM) problem. After that, this strategy (with the CEM-GMsFEM) is also applied to a static case of the above nonlinear poroelasticity problem, that is, elasticity problem, where the residual based online multiscale basis functions are generated by an adaptive enrichment procedure, to further reduce the error. Convergence of the two cases is demonstrated by several numerical simulations, which give accurate solutions, with converging coarse-mesh sizes as well as few basis functions (degrees of freedom) and oversampling layers.
We introduce a new efficient algorithm for Helmholtz problems in perforated domains with the design of the scheme allowing for possibly large wavenumbers. Our method is based upon the Wavelet-based Edge Multiscale Finite Element Method (WEMsFEM) as p
roposed recently in [14]. For a regular coarse mesh with mesh size H, we establish O(H) convergence of this algorithm under the resolution assumption, and with the level parameter being sufficiently large. The performance of the algorithm is demonstrated by extensive 2-dimensional numerical tests including those motivated by photonic crystals.
