A Multiscale Enrichment Procedure for Nonlinear Monotone Operators

In this paper, multiscale finite element methods (MsFEMs) and domain decomposition techniques are developed for a class of nonlinear elliptic problems with high-contrast coefficients. In the process, existing work on linear problems [Y. Efendiev, J. Galvis, R. Lazarov, S. Margenov and J. Ren, Robust two-level domain decomposition preconditioners for high-contrast anisotropic flows in multiscale media. Submitted.; Y. Efendiev, J. Galvis and X. Wu, J. Comput. Phys. 230 (2011) 937–955; J. Galvis and Y. Efendiev, SIAM Multiscale Model. Simul. 8 (2010) 1461–1483.] is extended to treat a class of nonlinear elliptic operators. The proposed method requires the solutions of (small dimension and local) nonlinear eigenvalue problems in order to systematically enrich the coarse solution space. Convergence of the method is shown to relate to the dimension of the coarse space (due to the enrichment procedure) as well as the coarse mesh size. In addition, it is shown that the coarse mesh spaces can be effectively used in two-level domain decomposition preconditioners. A number of numerical results are presented to complement the analysis

Preconditioning of weighted H(div)-norm and applications to numerical simulation of highly heterogeneous media

In this paper we propose and analyze a preconditioner for a system arising from a finite element approximation of second order elliptic problems describing processes in highly het- erogeneous media. Our approach uses the technique of multilevel methods and the recently proposed preconditioner based on additive Schur complement approximation by J. Kraus (see [8]). The main results are the design and a theoretical and numerical justification of an iterative method for such problems that is robust with respect to the contrast of the media, defined as the ratio between the maximum and minimum values of the coefficient (related to the permeability/conductivity).Comment: 28 page

Mass Conservative Domain Decomposition for Porous Media Flow

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Multiscale Solution Techniques For High-Contrast Anisotropic Problems

Anisotropy occurs in a wide range of applications. Examples include porous media, composite materials, heat transfer, and other fields in science and engineering. Due to the anisotropy, the physical property could vary significantly only in certain directions. As such, the discrete problem will have a very large condition number for traditional numerical methods. In addition, many anisotropic materials contain multiple scales and their physical properties could vary in orders of magnitude. These large variations bring an additional small-scale parameter into the problem. Thus, a proper treatment of the anisotropy not only helps to design robust iterative methods, but also provides accurate approximations of the problem. Various well-developed techniques have been used to address anisotropic problems, such as multigrid methods, adaptive methods, and domain decomposition techniques. More recently, a large class of accurate reduced-order methods have been introduced and applied to many applications. These include multiscale finite element, multiscale finite volume, and mixed multiscale finite element methods. The primary focus of this dissertation is to study a multiscale finite element method for the approximation of heterogeneous problems involving high-anisotropy, high-contrast, parameter dependency. First, we design robust two-level domain decomposition preconditioners using multiscale coarse spaces. Next, a general formulation of heterogeneous problem is investigated using this multiscale finite element method. Then, a multilevel multiscale finite element method is proposed and analyzed to reduce the computational cost. Last, this multiscale finite element method is extended to a convection-diffusion problem

Generalized multiscale finite element methods (GMsFEM)

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

Multiscale Methods for Random Composite Materials

Simulation of material behaviour is not only a vital tool in accelerating product development and increasing design efficiency but also in advancing our fundamental understanding of materials. While homogeneous, isotropic materials are often simple to simulate, advanced, anisotropic materials pose a more sizeable challenge. In simulating entire composite components such as a 25m aircraft wing made by stacking several 0.25mm thick plies, finite element models typically exceed millions or even a billion unknowns. This problem is exacerbated by the inclusion of sub-millimeter manufacturing defects for two reasons. Firstly, a finer resolution is required which makes the problem larger. Secondly, defects introduce randomness. Traditionally, this randomness or uncertainty has been quantified heuristically since commercial codes are largely unsuccessful in solving problems of this size. This thesis develops a rigorous uncertainty quantification (UQ) framework permitted by a state of the art finite element package \texttt{dune-composites}, also developed here, designed for but not limited to composite applications. A key feature of this open-source package is a robust, parallel and scalable preconditioner \texttt{GenEO}, that guarantees constant iteration counts independent of problem size. It boasts near perfect scaling properties in both, a strong and a weak sense on over $15,000$ cores. It is numerically verified by solving industrially motivated problems containing upwards of 200 million unknowns. Equipped with the capability of solving expensive models, a novel stochastic framework is developed to quantify variability in part performance arising from localized out-of-plane defects. Theoretical part strength is determined for independent samples drawn from a distribution inferred from B-scans of wrinkles. Supported by literature, the results indicate a strong dependence between maximum misalignment angle and strength knockdown based on which an engineering model is presented to allow rapid estimation of residual strength bypassing expensive simulations. The engineering model itself is built from a large set of simulations of residual strength, each of which is computed using the following two step approach. First, a novel parametric representation of wrinkles is developed where the spread of parameters defines the wrinkle distribution. Second, expensive forward models are only solved for independent wrinkles using \texttt{dune-composites}. Besides scalability the other key feature of \texttt{dune-composites}, the \texttt{GenEO} coarse space, doubles as an excellent multiscale basis which is exploited to build high quality reduced order models that are orders of magnitude smaller. This is important because it enables multiple coarse solves for the cost of one fine solve. In an MCMC framework, where many solves are wasted in arriving at the next independent sample, this is a sought after quality because it greatly increases effective sample size for a fixed computational budget thus providing a route to high-fidelity UQ. This thesis exploits both, new solvers and multiscale methods developed here to design an efficient Bayesian framework to carry out previously intractable (large scale) simulations calibrated by experimental data. These new capabilities provide the basis for future work on modelling random heterogeneous materials while also offering the scope for building virtual test programs including nonlinear analyses, all of which can be implemented within a probabilistic setting