Multiscale Methods for Stochastic Collocation of Mixed Finite Elements for Flow in Porous Media

This thesis contains methods for uncertainty quantification of flow in porous media through stochastic modeling. New parallel algorithms are described for both deterministic and stochastic model problems, and are shown to be computationally more efficient than existing approaches in many cases.First, we present a method that combines a mixed finite element spatial discretization with collocation in stochastic dimensions on a tensor product grid. The governing equations are based on Darcy's Law with stochastic permeability. A known covariance function is used to approximate the log permeability as a truncated Karhunen-Loeve expansion. A priori error analysis is performed and numerically verified.Second, we present a new implementation of a multiscale mortar mixed finite element method. The original algorithm uses non-overlapping domain decomposition to reformulate a fine scale problem as a coarse scale mortar interface problem. This system is then solved in parallel with an iterative method, requiring the solution to local subdomain problems on every interface iteration. Our modified implementation instead forms a Multiscale Flux Basis consisting of mortar functions that represent individual flux responses for each mortar degree of freedom, on each subdomain independently. We show this approach yields the same solution as the original method, and compare the computational workload with a balancing preconditioner.Third, we extend and combine the previous works as follows. Multiple rock types are modeled as nonstationary media with a sum of Karhunen-Loeve expansions. Very heterogeneous noise is handled via collocation on a sparse grid in high dimensions. Uncertainty quantification is parallelized by coupling a multiscale mortar mixed finite element discretization with stochastic collocation. We give three new algorithms to solve the resulting system. They use the original implementation, a deterministic Multiscale Flux Basis, and a stochastic Multiscale Flux Basis. Multiscale a priori error analysis is performed and numerically verified for single-phase flow. Fourth, we present a concurrent approach that uses the Multiscale Flux Basis as an interface preconditioner. We show the preconditioner significantly reduces the number of interface iterations, and describe how it can be used for stochastic collocation as well as two-phase flow simulations in both fully-implicit and IMPES models

Multiblock modeling of flow in porous media and applications

We investigate modeling flow in porous media in multiblock domain. Mixed finite element methods are used for subdomain discretizations. Physically meaningful boundary conditions are imposed on the non-matching interfaces via mortar finite element spaces. We investigate the pollution effect of nonmatching grids error on the numerical solution away from interfaces. We prove that most of the error in the velocity occurs along the interfaces, and that high accuracy is preserved in the interior of the subdomains. In case of discontinuous coefficients, the pollution from the singularity affects the accuracy in the whole domain. We investigate the upscaling error resulting when fine resolution data is approximated on a very coarse scale. Extending work of Wheeler and Yotov, we incorporate this upscaling error in an a posteriori error estimator for the pressure, velocity and mortar pressure. We employ a non-overlapping domain decomposition method reducing the global system to one that is solved iteratively via a preconditioned conjugate gradient method. This approach is suitable for parallel implementation. The balancing domain decomposition method for mixed finite elements following Cowsar, Mandel, and Wheeler is extended to the case of mortar mixed finite elements on non-matching multiblock grids. The algorithm involves solution of a mortar interface problem with one local Dirichlet solve and one local Neumann solve on each iteration. A coarse solve is used to guarantee consistency and to provide global exchange of information. Quasi-optimal condition number bounds independent of the jump in coefficients are derived. We finally consider multiscale mortar mixed finite element discretizations for single and two phase flows. We show optimal convergence and some superconvergence in the fine scale for the solution and its flux. We also derive efficient and reliable a posteriori error estimators suitable for adaptive mesh refinement. We have incorporated the above methods into a parallel multiblock simulator on unstructured prismatic meshes employing a non-overlapping domain decomposition algorithm and mortar spaces. Numerical experiments are presented confirming all theoretical results

A hybrid isogeometric approach on multi-patches with applications to Kirchhoff plates and eigenvalue problems

We present a systematic study on higher-order penalty techniques for isogeometric mortar methods. In addition to the weak-continuity enforced by a mortar method, normal derivatives across the interface are penalized. The considered applications are fourth order problems as well as eigenvalue problems for second and fourth order equations. The hybrid coupling enables the discretization of fourth order problems in a multi-patch setting as well as a convenient implementation of natural boundary conditions. For second order eigenvalue problems, the pollution of the discrete spectrum - typically referred to as 'outliers' - can be avoided. Numerical results illustrate the good behaviour of the proposed method in simple systematic studies as well as more complex multi-patch mapped geometries for linear elasticity and Kirchhoff plates

Discretizations and Solvers for Coupling Stokes-Darcy Flows With Transport

This thesis studies a mathematical model, in which Stokes-Darcy flow system is coupled with a transport equation. The objective is to develop stable and convergent numerical schemes that could be used in environmental applications. Special attention is given to discretization methods that conserve mass locally. First, we present a global saddle point problem approach, which employs the discontinuous Galerkin method to discretize the Stokes equations and the mimetic finite difference method to discretize the Darcy equation. We show how the numerical scheme can be formulated on general polygonal (polyhedral in three dimensions) meshes if suitable operators mapping from degrees of freedom to functional spaces are constructed. The scheme is analyzed and error estimates are derived. A hybridization technique is used to solve the system effectively. We ran several numerical experiments to verify the theoretical convergence rates and depending on the mesh type we observed superconvergence of the computed solution in the Darcy region.Another approach that we use to deal with the flow equations is based on non-overlapping domain decomposition. Domain decomposition enables us to solve the coupled Stokes-Darcy flow problem in parallel by partitioning the computational domain into subdomains, upon which families of coupled local problems of lower complexity are formulated. The coupling of the subdomain problems is removed through an iterative procedure. We investigate the properties of this method and derive estimates for the condition number of the associated algebraic system. Results from computer tests supporting the convergence analysis of the method are provided. To discretize the transport equation we use the local discontinuous Galerkin (LDG) method, which can be thought as a discontinuous mixed finite element method, since it approximates both the concentration and the diffusive flux. We develop stability and convergence analysis for the concentration and the diffusive flux in the transport equation. The numerical error is a combination of the LDG discretization error and the error from the discretization of the Stokes-Darcy velocity. Several examples verifying the theory and illustrating the capabilities of the method are presented