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Multi-level Monte Carlo methods using ensemble level mixed MsFEM for two-phase flow and transport simulations

  • In this paper, we propose multi-level Monte Carlo(MLMC) methods that use ensemble level mixed multiscale methods in the simulations of multi-phase flow and transport. The main idea of ensemble level multiscale methods is to construct local multiscale basis functions that can be used for any member of the ensemble. We consider two types of ensemble level mixed multiscale finite element methods, (1) the no-local-solve-online ensemble level method (NLSO) and (2) the local-solve-online ensemble level method (LSO). Both mixed multiscale methods use a number of snapshots of the permeability media to generate a multiscale basis. As a result, in the offline stage, we construct multiple basis functions for each coarse region where basis functions correspond to different realizations. In the no-local-solve-online ensemble level method one uses the whole set of pre-computed basis functions to approximate the solution for an arbitrary realization. In the local-solve-online ensemble level method one uses the pre-computed functions to construct a multiscale basis for a particular realization. With this basis the solution corresponding to this particular realization is approximated in LSO mixed MsFEM. In both approaches the accuracy of the method is related to the number of snapshots computed based on different realizations that one uses to pre-compute a multiscale basis. We note that LSO approaches share similarities with reduced basis methods [11, 21, 22]. In multi-level Monte Carlo methods ([14, 13]), more accurate (and expensive) forward simulations are run with fewer samples while less accurate(and inexpensive) forward simulations are run with a larger number of samples. Selecting the number of expensive and inexpensive simulations carefully, one can show that MLMC methods can provide better accuracy at the same cost as MC methods. In our simulations, our goal is twofold. First, we would like to compare NLSO and LSO mixed MsFEMs. In particular, we show that NLSO mixed MsFEM is more accurate compared to LSO mixed MsFEM. Further, we use both approaches in the context of MLMC to speed-up MC calculations. We present basic aspects of the algorithm and numerical results for coupled flow and transport in heterogeneous porous media.

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Author:Y. Efendiev, O. Iliev, C. Kronsbein
URN (permanent link):urn:nbn:de:hbz:386-kluedo-33197
Serie (Series number):Berichte des Fraunhofer-Instituts für Techno- und Wirtschaftsmathematik (ITWM Report) (217)
Document Type:Report
Language of publication:English
Publication Date:2012/10/11
Year of Publication:2012
Publishing Institute:Fraunhofer-Institut für Techno- und Wirtschaftsmathematik
Date of the Publication (Server):2012/10/11
Number of page:28
Faculties / Organisational entities:Fraunhofer (ITWM)
DDC-Cassification:5 Naturwissenschaften und Mathematik / 510 Mathematik
Licence (German):Standard gemäß KLUEDO-Leitlinien vom 10.09.2012