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# Multiscale stabilization for convection-dominated diffusion in heterogeneous media

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*in*Computer Methods in Applied Mechanics and Engineering 304 · September 2015

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DOI: 10.1016/j.cma.2016.02.014 · Source: arXiv

Cite this publicationAbstract

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.

- ... Another technique which enlarges the approximation, introduced in [18], ex- tends the use of the generalized multiscale finite elements to stabilize the advection- diffusion model problem. Alternatively, stabilized finite element methods do not add extra degrees of freedom to the global system, but require problem specific modifications of the stabilization parameter. ...PreprintFull-text available
- Aug 2018

We introduce an automatic variationally stable analysis (AVS) for finite element (FE) computations of scalar-valued convection-diffusion equations with non-constant and highly oscillatory coefficients. In the spirit of least squares FE methods, the AVS-FE method recasts the governing second order partial differential equation (PDE) into a system of first-order PDEs. However, in the subsequent derivation of the equivalent weak formulation, a Petrov-Galerkin technique is applied by using different regularities for the trial and test function spaces. We use standard FE approximation spaces for the trial spaces, which are C0, and broken Hilbert spaces for the test functions. Thus, we seek to compute pointwise continuous solutions for both the primal variable and its flux (as in least squares FE methods), while the test functions are piecewise discontinuous. To ensure the numerical stability of the subsequent FE discretizations, we apply the philosophy of the discontinuous Petrov-Galerkin (DPG) method by Demkowicz and Gopalakrishnan, by invoking test functions that lead to unconditionally stable numerical systems (if the kernel of the underlying differential operator is trivial). In the AVS-FE method, the discontinuous test functions are ascertained per the DPG approach from local, decoupled, and well-posed variational problems, which lead to best approximation properties in terms of the energy norm. We present various 2D numerical verifications, including convection-diffusion problems with highly oscillatory coefficients and extremely high Peclet numbers, up to a billion. These show the unconditional stability without the need for any upwind schemes nor any other artificial numerical stabilization. The results are not highly diffused for convection- dominated problems ... - ... Solving these problems requires coarsening approaches. Some successful coarsening methods include homogenization [3,2,37], numerical homogenization and generalization [49,17,28,23,27,30,38], and multiscale methods [28,18,1,45,36,23,24,22,29,8,26,25,33,43,13,7,34,11]. The objective of these approaches is to solve the problem on a prescribed computational grid, which we will call the coarse grid. ...ArticleFull-text available
- Jun 2016

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. - ... Among them are streamline upwind/Petrov-Galerkin method (SUPG) or Galerkin least squares method (GLS) [10, 6], hp finite element methods [17, 18] , discontinuous Petrov- Galerkin methods (DPG) [8], residual-free bubble approaches (RFB) [2, 5, 4], methods with an additional non-linear diffusion [1], methods with stabilization by local orthogonal sub-scales [7] and hybridizable discontinuous Galerkin (HDG) methods [22]. Among the multiscale methods are variational multiscale methods (VMS) [13, 15], multiscale finite element methods (MsFEM) [19, 3], multiscale hybrid-mixed methods (MHM) [12] and local orthogonal decomposition methods (LOD) [9]. Specifically, the residual-based stabilization methods (SUPG, GLS and RFB) incorporate global stability properties into high accuracy in local regions away from boundary layers. ...We formulate a stabilized quasi-optimal Petrov-Galerkin method for singularly perturbed convection-diffusion problems based on the variational multiscale method. The stabilization is of Petrov-Galerkin type with a standard finite element trial space and a problem-dependent test space based on pre-computed fine-scale correctors. The exponential decay of these correctors and their localisation to local patch problems, which depend on the direction of the velocity field and the singular perturbation parameter, is rigorously justified. Under moderate assumptions, this stabilization guarantees stability and quasi-optimal rate of convergence for arbitrary mesh P\'eclet numbers on fairly coarse meshes at the cost of additional inter-element communication.
- ... Multiscale framework proposed in the paper can also be employed for the stabilization. For example, in [7], the authors use the GMsFEM to stabilize the convection-dominated problems by constructing multiscale test spaces. Finally, we would like to remark that the proposed methods are well suited for the parallel computation, in particular, the task of multiscale basis computations is embarrassingly parallel. ...Article
- Apr 2016
- J COMPUT PHYS

In this paper, we discuss a general multiscale model reduction framework based on multiscale finite element methods. We give a brief overview of related multiscale methods. Due to page limitations, the overview focuses on a few related methods and is not intended to be comprehensive. We present a general adaptive multiscale model reduction framework, the Generalized Multiscale Finite Element Method. Besides the method's basic outline, we discuss some important ingredients needed for the method's success. We also discuss several applications. The proposed method allows performing local model reduction in the presence of high contrast and no scale separation. - ... The use of a mixed formulation is important for the transport equation, guarantees the mass conservation and helps with the stabilization of it. In particular, by adding more flux basis functions, we can achieve a better stability based on our numerical studies [31]. In the mixed formulation for a coupled system, we first define snapshot spaces for the appropriately defined fluxes in the flow and the concentration equations. ...ArticleFull-text available
- Dec 2015

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. - ArticleFull-text available
- Dec 2016

In this paper, we are concerned with nonlinear one-dimensional fractional convection diffusion equations. An effective approach based on Chebyshev operational matrix is constructed to obtain the numerical solution of fractional convection diffusion equations with variable coefficients. The principal characteristic of the approach is the new orthogonal functions based on Chebyshev polynomials to the fractional calculus. The corresponding fractional differential operational matrix is derived. Then the matrix with the Tau method is utilized to transform the solution of this problem into the solution of a system of linear algebraic equations. By solving the linear algebraic equations, the numerical solution is obtained. The approach is tested via examples. It is shown that the proposed algorithm yields better results. Finally, error analysis shows that the algorithm is convergent.

- Article
- Apr 1986
- COMPUT METHOD APPL M

This paper is a continuation of previous work of the authors [2]. An adaptive scheme for the analysis of time-dependent parabolic problems defined on two-dimensional or three-dimensional space domains is developed which is based on a Petrov-Galerkin method for spatial approximation and the method of characteristics for the temporal approximation. Numerical examples are discussed which illustrate the efficiency and effectiveness of the method. - 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.
- Offline computation is an essential component in most multiscale model reduction techniques. However, there are multiscale problems in which offline procedure is insufficient to give accurate representations of solutions, due to the fact that offline computations are typically performed locally and global information is missing in these offline information. To tackle this difficulty, we develop an online local adaptivity technique for local multiscale model reduction problems. We design new online basis functions within Discontinuous Galerkin method based on local residuals and some optimally estimates. The resulting basis functions are able to capture the solution efficiently and accurately, and are added to the approximation iteratively. Moreover, we show that the iterative procedure is convergent with a rate independent of physical scales if the initial space is chosen carefully. Our analysis also gives a guideline on how to choose the initial space. We present some numerical examples to show the performance of the proposed method.
- Article
- Oct 2013
- COMPUT MATH APPL

We show that it is possible to apply the DPG methodology without reformulating a second-order boundary value problem into a first-order system, by considering the simple example of the Poisson equation. The result is a new weak formulation and a new DPG method for the Poisson equation, which has no numerical trace variable, but has a numerical flux approximation on the element interfaces, in addition to the primal interior variable. - Article
- Jan 2015
- J COMPUT PHYS

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. - 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.
- Article
- Nov 2014
- J COMPUT PHYS

In this paper, we propose a multiscale empirical interpolation method for solving nonlinear multiscale partial differential equations. The proposed method combines empirical interpolation techniques and local multiscale methods, such as the Generalized Multiscale Finite Element Method (GMsFEM). To solve nonlinear equations, the GMsFEM is used to represent the solution on a coarse grid with multiscale basis functions computed offline. Computing the GMsFEM solution involves calculating the system residuals and Jacobians on the fine grid. We use empirical interpolation concepts to evaluate these residuals and Jacobians of the multiscale system with a computational cost which is proportional to the size of the coarse-scale problem rather than the fully-resolved fine scale one. The empirical interpolation method uses basis functions which are built by sampling the nonlinear function we want to approximate a limited number of times. The coefficients needed for this approximation are computed in the offline stage by inverting an inexpensive linear system. The proposed multiscale empirical interpolation techniques: (1) divide computing the nonlinear function into coarse regions; (2) evaluate contributions of nonlinear functions in each coarse region taking advantage of a reduced-order representation of the solution; and (3) introduce multiscale proper-orthogonal-decomposition techniques to find appropriate interpolation vectors. We demonstrate the effectiveness of the proposed methods on several nonlinear multiscale PDEs that are solved with Newton's methods and fully-implicit time marching schemes. Our numerical results show that the proposed methods provide a robust framework for solving nonlinear multiscale PDEs on a coarse grid with bounded error and significant computational cost reduction. - In this paper, we study the development of efficient multiscale methods for flows in heterogeneous media. Our approach uses the Generalized Multiscale Finite Element (GMsFEM) framework. The main idea of GMsFEM is to approximate the solution space locally using a few multiscale basis functions. This is typically achieved by selecting 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. In this paper, we show that this efficiency can be achieved using a moderate quantity of local solutions (or snapshot vectors) with random boundary conditions on oversampled regions with zero forcing. Motivated by the randomized algorithm presented in [19], 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.
- 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.
- In this paper, we study robust iterative solvers for finite element systems resulting in approximation of steady-state Richards ’ equation in porous media with highly heterogeneous conductivity fields. It is known that in such cases the contrast, ratio between the highest and lowest values of the conductivity, can adversely affect the performance of the preconditioners and, consequently, a design of robust preconditioners is important for many practical applications. Theproposediterativesolversconsistoftwokindsofiterations, outerandinneriterations. Outer iterations are designed to handle nonlinearities by linearizing the equation around the previous solution state. As a result of the linearization, a large-scale linear system needs to be solved. This linear system is solved iteratively (called inner iterations), and since it can have large variations in the coefficients, a robust preconditioner is needed. First, we show that under some assumptions the number of outer iterations is independent of the contrast. Second, based on the recently developed iterative methods (see [15, 17]), we construct a class of preconditioners that yields convergence rate that is independent of the contrast. Thus, the proposed iterative solvers are optimal with respect to the large variation in the physical parameters. Since the same preconditioner can be reused in every outer iteration, this provides an additional computational savings in the overall solution process. Numerical tests are presented to confirm the theoretical results. 1.
- ArticleFull-text available
- Aug 2012

In this paper, we give an overview of our results [35, 38, 45, 46] from the point of view of coarse-grid multiscale model reduction by highlighting some common issues in coarse-scale approximations and two-level preconditioners. Reduced models discussed in this paper rely on coarse-grid spaces computed by solving local spectral problems. We define local spectral problems with a weight function computed with a choice of initial multiscale basis functions. We emphasize the importance of this initial choice of multiscale basis functions for both coarse-scale approximation and for preconditioners. In particular, we discuss various choices of initial basis functions and use some of them in our simulations. We show that a naive choice of initial basis functions, e.g., piecewise linear functions, can lead to a large dimensional spaces that are needed to achieve (1) a reasonable accuracy in the coarse-scale approximation or (2) contrast-independent condition number of preconditioned matrix within two-level additive Schwarz methods. While using a careful choice of initial spaces, we can achieve (1) and (2) with smaller dimensional coarse spaces. - We propose and analyze a DPG method for convection-dominated diffusion problems which provides robust L 2 error estimates for the field variables, and which are quasi-optimal in the energy norm. Key feature of the method is to construct test functions defined by a variational formulation with bilinear form (test norm) specifically designed for the goal of robustness. Main theoretical ingredient is a stability analysis of the adjoint problem. Numer-ical experiments underline our theoretical results and, in particular, confirm robustness of the DPG method for well-chosen test norms.
- Article
- Jan 2014

We discuss our current understanding of the discontinuous Petrov Galerkin method with optimal test functions and provide a literature review on the subject. - Article
- Jul 2014
- COMPUT METHOD APPL M

In this paper, we combine discrete empirical interpolation techniques, global mode decomposition methods, and local multiscale methods, such as the Generalized Multiscale Finite Element Method (GMsFEM), to reduce the computational complexity associated with nonlinear flows in highly-heterogeneous porous media. To solve the nonlinear governing equations, we employ the GMsFEM to represent the solution on a coarse grid with multiscale basis functions and apply proper orthogonal decomposition on a coarse grid. Computing the GMsFEM solution involves calculating the residual and the Jacobian on the fine grid. As such, we use local and global empirical interpolation concepts to circumvent performing these computations on the fine grid. The resulting reduced-order approach enables a significant reduction in the flow problem size while accurately capturing the behavior of fully-resolved solutions. We consider several numerical examples of nonlinear multiscale partial differential equations that are numerically integrated using fully-implicit time marching schemes to demonstrate the capability of the proposed model reduction approach to speed up simulations of nonlinear flows in high-contrast porous media. - In this paper, we present a mixed Generalized Multiscale Finite Element Method (GMsFEM) for solving flow in heterogeneous media. Our approach constructs multiscale basis functions following a GMsFEM framework and couples these basis functions using a mixed finite element method, which allows us to obtain a mass conservative velocity field. To construct multiscale basis functions for each coarse edge, we design a snapshot space that consists of fine-scale velocity fields supported in a union of two coarse regions that share the common interface. The snapshot vectors have zero Neumann boundary conditions on the outer boundaries and we prescribe their values on the common interface. We describe several spectral decompositions in the snapshot space motivated by the analysis. In the paper, we also study oversampling approaches that enhance the accuracy of mixed GMsFEM. A main idea of oversampling techniques is to introduce a small dimensional snapshot space. We present numerical results for two-phase flow and transport, without updating basis functions in time. Our numerical results show that one can achieve good accuracy with a few basis functions per coarse edge if one selects appropriate offline spaces.
- Article
- Jan 2014
- J COMPUT APPL MATH

We consider multiscale flow in porous media. We assume that we can characterize the ensemble of all possible flow scenarios, that is, we can describe all possible permeability configurations needed for the simulations. We construct coarse basis functions that can provide inexpensive coarse approximations that are: (1) adequate for all possible flow scenarios in the given ensemble, (2) robust with respect to the small scales and high variations in each flow scenario. The coarse approximations developed here can be used as a multiscale finite element method, or as the coarse solver in a two-level domain decomposition iterative method. The methods presented here extend, to the ensemble case, some of the results in [the first author and Y. Efendiev, Multiscale Model. Simul. 8, No. 5, 1621–1644 (2010; Zbl 05869382); Y. Efendiev et al., J. Comput. Phys. 230, No. 4, 937–955 (2011; Zbl 05867068)]. Specifically, ensembles of permeability fields with high-contrast channels and inclusions are considered. Our main objective here is to construct special multiscale basis functions for the whole ensemble of flow scenarios. The coarse basis functions are pre-computed for (selected or constructed) permeability fields with certain topological properties. This procedure is a preprocessing step and it avoids constructing basis functions (or computing upscaling parameters) for each permeability realization. Then, for any permeability, the solution of elliptic equation can be project to the space spanned by these pre-computed basis functions. We apply this coarse multiscale solver to the design of two-level domain decomposition preconditioner. Numerical experiments show that the ensemble level multiscale finite element method converges to the reference solution. Numerical experiments also show that the ensemble level domain decomposition preconditioner condition number is independent of the high-contrast in the coefficient. - Article
- Apr 2014
- J COMPUT APPL MATH

In this paper we consider the numerical upscaling of the Brinkman equation in the presence of high-contrast permeability fields. We develop and analyze a robust and efficient Generalized Multiscale Finite Element Method (GMsFEM) for the Brinkman model. In the fine grid, we use mixed finite element method with the velocity and pressure being continuous piecewise quadratic and piecewise constant finite element spaces, respectively. Using the GMsFEM framework we construct suitable coarse-scale spaces for the velocity and pressure that yield a robust mixed GMsFEM. We develop a novel approach to construct a coarse approximation for the velocity snapshot space and a robust small offline space for the velocity space. The stability of the mixed GMsFEM and a priori error estimates are derived. A variety of two-dimensional numerical examples are presented to illustrate the effectiveness of the algorithm. - Article
- Mar 2014
- COMPUT MATH APPL

We introduce a DPG method for convection-dominated diffusion problems. The choice of a test norm is shown to be crucial to achieving robust behavior with respect to the diffusion parameter (Demkowicz and Heuer 2011) [18]. We propose a new inflow boundary condition which regularizes the adjoint problem, allowing the use of a stronger test norm. The robustness of the method is proven, and numerical experiments demonstrate the method’s robust behavior. - DataFull-text available
- Feb 2014

- DataFull-text available
- Jan 2014

- Article
- Sep 2013
- J COMPUT PHYS

In this paper, we derive an a-posteriori error indicator for the Generalized Multiscale Finite Element Method (GMsFEM) framework. This error indicator is further used to develop an adaptive enrichment algorithm for the linear elliptic equation with multiscale high-contrast coefficients. The GMsFEM, which has recently been 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) the 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 study an adaptive enrichment procedure and derive an a-posteriori error indicator which gives an estimate of the local error over coarse grid regions. We consider two kinds of error indicators where one is based on the $L^2$-norm of the local residual and the other is based on the weighted $H^{-1}$-norm of the local residual where the weight is related to the coefficient of the elliptic equation. We show that the use of weighted $H^{-1}$-norm residual gives a more robust error indicator which works well for cases with high contrast media. The convergence analysis of the method is given. In our analysis, we do not consider the error due to the fine-grid discretization of local problems and only study the errors due to the enrichment. Numerical results are presented that demonstrate the robustness of the proposed error indicators. - Article
- May 1991
- WATER RESOUR RES

A numerical procedure for the determination of equivalent grid block permeability tensors for heterogeneous porous media is presented. The method entails solution of the fine scale pressure equation subject to periodic boundary conditions to yield, upon appropriate averaging of the fine scale velocity field, the coarse scale or equivalent grid block permeability. When the region over which this coarse scale permeability is computed constitutes a representative elementary volume (REV), the resulting equivalent permeability may be interpreted as the effective permeability of the region. Solution of the pressure equation on the fine scale is accomplished through the application of an accurate triangle-based finite element numerical procedure, which allows for the modeling of geometrically complex features. The specification of periodic boundary conditions is shown to yield symmetric, positive definite equivalent permeability tensors in all cases. The method is verified through application to a periodic model problem and is then applied to the scale up of areal and cross sections with fractally generated permeability fields. The applicability and limitations of the method for these more general heterogeneity fields are discussed. - Article
- Jan 2009

In order to provide a context for least-squares finite element methods (LSFEMs) and a means for judging their effectiveness, we briefly review, in this chapter and the next, other finite element approaches. In this chapter, we focus on what we refer to as “classical” finite element methods, a designation that is admittedly somewhat arbitrary, but that is nonetheless generally accepted for the methods we include in the so-named class. - Article
- Sep 2011
- ADV WATER RESOUR

In this short note, we discuss variational multiscale methods for solving porous media flows in high-contrast heterogeneous media with rough source terms. Our objective is to separate, as much as possible, subgrid effects induced by the media properties from those due to heterogeneous source terms. For this reason, enriched coarse spaces designed for high-contrast multiscale problems are used to represent the effects of heterogeneities of the media. Furthermore, rough source terms are captured via auxiliary correction equations that appear in the formulation of variational multiscale methods [23]. These auxiliary equations are localized and one can use additive or multiplicative constructions for the subgrid corrections as discussed in the current paper. Our preliminary numerical results show that one can capture the effects due to both spatial heterogeneities in the coefficients (such as permeability field) and source terms (e.g., due to singular well terms) in one iteration. We test the cases for both smooth source terms and rough source terms and show that with the multiplicative correction, the numerical approximations are more accurate compared to the additive correction. - ArticleFull-text available
- May 2007

The objectives of recent variational multiscale work in tur bulence have been to capture all scales consistently and to avoid use of eddy visc osities altogether. This holds the promise of more accurate and efficient LES procedures. In thi s work, we describe a new varia- tional multiscale formulation, which makes considerable p rogress toward these goals. - Article
- Jan 2009

In Section 2.2, we introduced many of the ideas that form the core of modern leastsquares finite element methods (LSFEMs). In this chapter, we develop a mathematical theory that makes precise the key ideas and provides a rigorous framework for the application of least-squares principles. At the center of our framework is an abstract least-squares theory for solving operator equations in Hilbert spaces. The specialization of this framework to partial differential equation (PDE) problems provides a template for LSFEMs that is used throughout the book. The remainder of the chapter is devoted to the formulation and analysis of the discrete least-squares principle (DLSPs) that define least-squares finite element approximations of the solution of the PDE problem. We present the theory in two stages. The first stage (see Section 3.3) examines what can be expected from a discrete residual minimization principle if no connection to a CLSP class is assumed. This stage not only helps to explain the remarkable robustness of LSFEMs, but also reveals the limitations of this very general setting. In the second stage, the analysis is extended to include DLSPs obtained from a CLSP class associated with the PDE problem. In Section 3.4, we examine the transformation of a CLSP into a DLSP and show that this process consists of choosing approximate norm-generating and differential operators.2 In Section 3.5, the three basic types of DLSPs, e.g., compliant, norm-equivalent, and quasi-norm-equivalent, are shown to result from specific approximation choices. Using the link between CLSPs and DLSPs, we develop there an approximation theory for least-square finite element approximations of solutions of PDE problems. - 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.
- Article
- Feb 2013
- J COMPUT PHYS

Motivated by applications to numerical simulation of flows in highly heterogeneous porous media, we develop multiscale finite element methods for second order elliptic equations. We discuss a multiscale model reduction technique in the framework of the discontinuous Galerkin finite element method. We propose three different finite element spaces on the coarse mesh. The first space is based on a local eigenvalue problem that uses a weighted $L_2-$norm for computing the "mass" matrix. The second space is generated by amending the eigenvalue problem of the first case with a term related to the penalty. The third choice is based on generation of a large space of snapshots and subsequent selection of a subspace of a reduced dimension. The approximation with these spaces is based on the discontinuous Galerkin finite element method framework. We investigate the stability and derive error estimates for the methods and further experimentally study their performance on a representative number of numerical examples. - The central objective of this paper is to develop reduced basis methods for parameter dependent transport dominated problems that are rigorously proven to exhibit rate-optimal performance when compared with the Kolmogorov $n$-widths of the solution sets. The central ingredient is the construction of computationally feasible "tight" surrogates which in turn are based on deriving a suitable well-conditioned variational formulation for the parameter dependent problem. The theoretical results are illustrated by numerical experiments for convection-diffusion and pure transport equations. In particular, the latter example sheds some light on the smoothness of the dependence of the solutions on the parameters.
- Article
- Jan 2013
- J COMPUT PHYS

In this paper, we combine concepts of the generalized multiscale finite element method and mode decomposition methods to construct a robust local-global approach for model reduction of flows in high-contrast porous media. This is achieved by implementing proper orthogonal decomposition (POD) and dynamic mode decomposition (DMD) techniques on a coarse grid. The resulting reduced-order approach enables a significant reduction in the flow problem size while accurately capturing the behavior of fully resolved solutions. We consider a variety of high-contrast coefficients and present the corresponding numerical results to illustrate the effectiveness of the proposed technique. This paper is a continuation of the first part where we examine the applicability of POD and DMD to derive simplified and reliable representations of flows in high-contrast porous media. In the current paper, we discuss how these global model reduction approaches can be combined with local techniques to speed-up the simulations. The speed-up is due to inexpensive, while sufficiently accurate, computations of global snapshots. - Article
- Aug 1984
- COMPUT METHOD APPL M

Conforming finite element approximations of a given diffusion-convection problem with positive diffusion coefficient, incompressible convective velocity field, and a Dirichlet section of the boundary that includes all the inflow boundary are considered. The concept of symmetrization is introduced and general error bounds for a Petrov-Galerkin method are derived. Approximations based on two symmetric forms are studied, and the problem of interpreting a finite element approximation which attempts to achieve optimality in one of these symmetric forms is addressed. One and two-dimensional numerical example are included. - Article
- Jan 2013
- J COMPUT PHYS

In this paper, we propose a general approach called Generalized Multiscale Finite Element Method (GMsFEM) for performing multiscale simulations for problems without scale separation over a complex input space. As in multiscale finite element methods (MsFEMs), the main idea of the proposed approach is to construct a small dimensional local solution space that can be used to generate an efficient and accurate approximation to the multiscale solution with a potentially high dimensional input parameter space. In the proposed approach, we present a general procedure to construct the offline space that is used for a systematic enrichment of the coarse solution space in the online stage. The enrichment in the online stage is performed based on a spectral decomposition of the offline space. In the online stage, for any input parameter, a multiscale space is constructed to solve the global problem on a coarse grid. The online space is constructed via a spectral decomposition of the offline space and by choosing the eigenvectors corresponding to the largest eigenvalues. The computational saving is due to the fact that the construction of the online multiscale space for any input parameter is fast and this space can be re-used for solving the forward problem with any forcing and boundary condition. Compared with the other approaches where global snapshots are used, the local approach that we present in this paper allows us to eliminate unnecessary degrees of freedom on a coarse-grid level. We present various examples in the paper and some numerical results to demonstrate the effectiveness of our method. - Article
- Apr 2012
- APPL NUMER MATH

We continue our theoretical and numerical study on the Discontinuous Petrov-Galerkin method with optimal test functions in context of 1D and 2D convection-dominated diffusion problems and hp-adaptivity. With a proper choice of the norm for the test space, we prove robustness (uniform stability with respect to the diffusion parameter) and mesh-independence of the energy norm of the FE error for the 1D problem. With hp-adaptivity and a proper scaling of the norms for the test functions, we establish new limits for solving convection-dominated diffusion problems numerically: = 10 −11 for 1D and = 10 −7 for 2D problems. The adaptive process is fully automatic and starts with a mesh consisting of few elements only. - Article
- Jun 2004
- Int J Comput Meth

We present an efficient and robust approach in the finite element framework for numerical solutions that exhibit multiscale behavior, with applications to singularly perturbed convection-diffusion problems. The first type of equation we study is the convection-dominated convection-diffusion equation, with periodic or random coefficients; the second type of equation is an elliptic equation with singularities due to discontinuous coefficients and non-smooth boundaries. In both cases, standard methods for purely hyperbolic or elliptic problems perform poorly due to sharp boundary and internal layers in the solution. We propose a framework in which the finite element basis functions are designed to capture the local small-scale behavior correctly. When the structure of the layers can be determined locally, we apply the multiscale finite element method, in which we solve the corresponding homogeneous equation on each element to capture the small scale features of the differential operator. We demonstrate the effectiveness of this method by computing the enhanced diffusivity scaling for a passive scalar in the cellular flow. We also carry out the asymptotic error analysis for its convergence rate and perform numerical experiments for verification. For a random flow with nonlocal layer structure, we use a variational principle to gain additional information in our attempt to design asymptotic basis functions. We also apply the same framework for elliptic equations with discontinuous coefficients or non-smooth boundaries. In that case, we construct local basis function near singularities using infinite element method in order to resolve extreme singularity. Numerical results on problems with various singularities confirm the efficiency and accuracy of this approach. - Flow based upscaling of absolute permeability has become an im-portant step in practical simulations of flow through heterogeneous formations. The central idea is to compute upscaled, grid-block permeability from fine scale solutions of the flow equation. Such solutions can be either local in each grid-block or global in the whole domain. It is well-known that the grid-block permeability may be strongly influenced by the boundary conditions imposed on the flow equations and the size of the grid-blocks. We show that the up-scaling errors due to both effects manifest as the resonance between the small physical scales of the media and the artificial size of the grid blocks. To ob-tain precise error estimates, we study the scale-up of single phase steady flows through media with periodic small scale heterogeneity. As demonstrated by our numerical experiments, these estimates are also useful for understanding the upscaling of general random media. It is further shown that the over-sampling technique introduced in our previous work can be used to reduce the resonance error and obtain boundary-condition independent, grid-block per-meability. Some misunderstandings in scale up studies are also clarified in this work.
- ChapterFull-text availableAn overview is presented of variational and multiscale methods used in Large-Eddy Simulations of turbulence. Results for the problem of bypass transition of a boundary layer are presented illustrating the performance of a recently developed method.
- In this paper, we present a high-order expansion for elliptic equations in high-contrast media. The background conductivity is taken to be one and we assume the medium contains high (or low) conductivity inclusions. We derive an asymptotic expansion with respect to the contrast and provide a procedure to compute the terms in the expansion. The computation of the expansion does not depend on the contrast which is important for simulations. The latter allows avoiding increased mesh resolution around high conductivity features. This work is partly motivated by our earlier work in \cite{ge09_1} where we design efficient numerical procedures for solving high-contrast problems. These multiscale approaches require local solutions and our proposed high-order expansion can be used to approximate these local solutions inexpensively. In the case of a large-number of inclusions, the proposed analysis can help to design localization techniques for computing the terms in the expansion. In the paper, we present a rigorous analysis of the proposed high-order expansion and estimate the remainder of it. We consider both high and low conductivity inclusions.
- Article
- Feb 2011
- J COMPUT PHYS

In this paper we study multiscale finite element methods (MsFEMs) using spectral multiscale basis functions that are designed for high-contrast problems. Multiscale basis functions are constructed using eigenvectors of a carefully selected local spectral problem. This local spectral problem strongly depends on the choice of initial partition of unity functions. The resulting space enriches the initial multiscale space using eigenvectors of local spectral problem. The eigenvectors corresponding to small, asymptotically vanishing, eigenvalues detect important features of the solutions that are not captured by initial multiscale basis functions. Multiscale basis functions are constructed such that they span these eigenfunctions that correspond to small, asymptotically vanishing, eigenvalues. We present a convergence study that shows that the convergence rate (in energy norm) is proportional to (H/Λ∗)1/2, where Λ∗ is proportional to the minimum of the eigenvalues that the corresponding eigenvectors are not included in the coarse space. Thus, we would like to reach to a larger eigenvalue with a smaller coarse space. This is accomplished with a careful choice of initial multiscale basis functions and the setup of the eigenvalue problems. Numerical results are presented to back-up our theoretical results and to show higher accuracy of MsFEMs with spectral multiscale basis functions. We also present a hierarchical construction of the eigenvectors that provides CPU savings. - Article
- Feb 2010
- COMPUT METHOD APPL M

In this work, we combine (i) NURBS-based isogeometric analysis, (ii) residual-driven turbulence modeling and iii) weak imposition of no-slip and no-penetration Dirichlet boundary conditions on unstretched meshes to compute wall-bounded turbulent flows. While the first two ingredients were shown to be successful for turbulence computations at medium-to-high Reynolds number [I. Akkerman, Y. Bazilevs, V. M. Calo, T. J. R. Hughes, S. Hulshoff, The role of continuity in residual-based variational multiscale modeling of turbulence, Comput. Mech. 41 (2008) 371–378; Y. Bazilevs, V.M. Calo, J.A. Cottrell, T.J.R. Hughes, A. Reali, G. Scovazzi, Variational multiscale residual-based turbulence modeling for large eddy simulation of incompressible flows, Comput. Methods Appl. Mech. Engrg., 197 (2007) 173–201], it is the weak imposition of no-slip boundary conditions on coarse uniform meshes that maintains the good performance of the proposed methodology at higher Reynolds number [Y. Bazilevs, T.J.R. Hughes. Weak imposition of Dirichlet boundary conditions in fluid mechanics, Comput. Fluids 36 (2007) 12–26; Y. Bazilevs, C. Michler, V.M. Calo, T.J.R. Hughes, Weak Dirichlet boundary conditions for wall-bounded turbulent flows. Comput. Methods Appl. Mech. Engrg. 196 (2007) 4853–4862]. These three ingredients form a basis of a possible practical strategy for computing engineering flows, somewhere between RANS and LES in complexity. We demonstrate this by solving two challenging incompressible turbulent benchmark problems: channel flow at friction-velocity Reynolds number 2003 and flow in a planar asymmetric diffuser. We observe good agreement between our calculations of mean flow quantities and both reference computations and experimental data. This lends some credence to the proposed approach, which we believe may become a viable engineering tool. - Article
- Nov 1998
- COMPUT METHOD APPL M

We present a general treatment of the variational multiscale method in the context of an abstract Dirichlet problem. We show how the exact theory represents a paradigm for subgrid-scale models and a posteriori error estimation. We examine hierarchical p-methods and bubbles in order to understand and, ultimately, approximate the ‘fine-scale Green's function’ which appears in the theory. We review relationships between residual-free bubbles, element Green's functions and stabilized methods. These suggest the applicability of the methodology to physically interesting problems in fluid mechanics, acoustics and electromagnetics. - Article
- Dec 2007
- COMPUT METHOD APPL M

We present an LES-type variational multiscale theory of turbulence. Our approach derives completely from the incompressible Navier–Stokes equations and does not employ any ad hoc devices, such as eddy viscosities. We tested the formulation on forced homogeneous isotropic turbulence and turbulent channel flows. In the calculations, we employed linear, quadratic and cubic NURBS. A dispersion analysis of simple model problems revealed NURBS elements to be superior to classical finite elements in approximating advective and diffusive processes, which play a significant role in turbulence computations. The numerical results are very good and confirm the viability of the theoretical framework. - In this paper we describe several finite element methods for solving the diffusion-convection-reaction equation. None of them is new, although the presentation is non-standard in an effort to emphasize the similarities and differences between them. In particular, it is shown that the classical SUPG method is very similar to an explicit version of the Characteristic-Galerkin method, whereas the Taylor-Galerkin method has a stabilization effect similar to a sub-grid scale model, which is in turn related to the introduction of bubble functions.
- Article
- May 2004
- COMPUT METHOD APPL M

This paper presents a multiscale method that yields a stabilized finite element formulation for the advection–diffusion equation. The multiscale method arises from a decomposition of the scalar field into coarse (resolved) scale and fine (unresolved) scale. The resulting stabilized formulation possesses superior properties like that of the SUPG and the GLS methods. A significant feature of the present method is that the definition of the stabilization term appears naturally, and therefore the formulation is free of any user-designed or user-defined parameters. Another important ingredient is that since the method is residual based, it satisfies consistency ab initio. Based on the proposed formulation, a family of 2-D elements comprising 3 and 6 node triangles and 4 and 9 node quadrilaterals has been developed. Numerical results show the good performance of the method on uniform, skewed as well as composite meshes and confirm convergence at optimal rates. - Article
- Nov 1995
- COMPUT METHOD APPL M

An approach is developed for deriving variational methods capable of representing multiscale phenomena. The ideas are first illustrated on the exterior problem for the Helmholtz equation. This leads to the well-known Dirichlet-to-Neumann formulation. Next, a class of subgrid scale models is developed and the relationships to ‘bubble function’ methods and stabilized methods are established. It is shown that both the latter methods are approximate subgrid scale models. The identification for stabilized methods leads to an analytical formula for τ, the ‘intrinsic time scale’, whose origins have been a mystery heretofore. - Article
- Apr 2011
- J COMPUT PHYS

The phase error, or the pollution effect in the finite element solution of wave propagation problems, is a well known phenomenon that must be confronted when solving problems in the high-frequency range. This paper presents a new method with no phase errors for one-dimensional (1D) time-harmonic wave propagation problems using new ideas that hold promise for the multidimensional case. The method is constructed within the framework of the discontinuous Petrov–Galerkin (DPG) method with optimal test functions. We have previously shown that such methods select solutions that are the best possible approximations in an energy norm dual to any selected test space norm. In this paper, we advance by asking what is the optimal test space norm that achieves error reduction in a given energy norm. This is answered in the specific case of the Helmholtz equation with L2-norm as the energy norm. We obtain uniform stability with respect to the wave number. We illustrate the method with a number of 1D numerical experiments, using discontinuous piecewise polynomial hp spaces for the trial space and its corresponding optimal test functions computed approximately and locally. A 1D theoretical stability analysis is also developed. - The objective of this paper is to show that use of the element-vector-based definition of stabilization parameters, introduced in [T.E. Tezduyar, Computation of moving boundaries and interfaces and stabilization parameters, Int. J. Numer. Methods Fluids 43 (2003) 555–575; T.E. Tezduyar, Y. Osawa, Finite element stabilization parameters computed from element matrices and vectors, Comput. Methods Appl. Mech. Engrg. 190 (2000) 411–430], circumvents the well-known instability associated with conventional stabilized formulations at small time steps. We describe formulations for linear advection–diffusion and incompressible Navier–Stokes equations and test them on three benchmark problems: advection of an L-shaped discontinuity, laminar flow in a square domain at low Reynolds number, and turbulent channel flow at friction-velocity Reynolds number of 395.
- In this paper, we study domain decomposition preconditioners for multiscale ∞ows in high contrast media. Our problems are motivated by porous media applications where low conductivity regions play an important role in determin- ing ∞ow patterns. We consider ∞ow equations governed by elliptic equations in heterogeneous media with large contrast between high and low conductivity regions. This contrast brings an additional small scale (in addition to small spatial scales) into the problem expressed as the ratio between low and high conductivity values. Using weighted coarse interpolation, we show that the condition number of the preconditioned systems using domain decomposition methods is independent of the contrast. For this purpose, Poincare inequalities for weighted norms are proved in the paper. The results are further generalized by employing extension theorems from homogenization theory. Our numerical observations conflrm the theoretical results.