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Stochastic multiscale modeling of subsurface and surface flows. Part I: Multiscale mortar mixed finite elements for Darcy flow Ivan Yotov Department of Mathematics, University of Pittsburgh KAUST WEP Workshop January 30February 1, 2010


  1. Stochastic multiscale modeling of subsurface and surface flows. Part I: Multiscale mortar mixed finite elements for Darcy flow Ivan Yotov Department of Mathematics, University of Pittsburgh KAUST WEP Workshop January 30–February 1, 2010 Joint work with Todd Arbogast , Gergina Pencheva , Sunil Thomas , and Mary F. Wheeler , The University of Texas at Austin; Benjamin Ganis , University of Pittsburgh Department of Mathematics, University of Pittsburgh 1

  2. Energy and environment • Ground water and surface water contamination • Hydrocarbon energy production Department of Mathematics, University of Pittsburgh 2

  3. Reservoir rock Department of Mathematics, University of Pittsburgh 3

  4. Mathematical and numerical challenges for modeling porous media • Multiscale - space and time • Multiphysics - aquifer, surface water, waterflood, CO 2 , polymer, geomechanics • Multiphase - gas, aqueous, multiple flowing phases • Highly nonlinear coupled PDE systems - advection, reaction, diffusion/dispersion, capillary effects • Complex geology and geometry - faults, fractures, layers • Very large scale computations – millions of unknowns – parallel computing Department of Mathematics, University of Pittsburgh 4

  5. Multiblock approach for multiphysics problems Water flood Well CO 2 flood �✁�✁�✁�✁�✁�✁�✁�✁�✁�✁�✁�✁�✁� ✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂ Fault ✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂ �✁�✁�✁�✁�✁�✁�✁�✁�✁�✁�✁�✁�✁� ✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂ �✁�✁�✁�✁�✁�✁�✁�✁�✁�✁�✁�✁�✁� ☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎ ✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄ ✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂ �✁�✁�✁�✁�✁�✁�✁�✁�✁�✁�✁�✁�✁� ☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎ ✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄ �✁�✁�✁�✁�✁�✁�✁�✁�✁�✁�✁�✁�✁� ✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂ ✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄ ☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎ ✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂ �✁�✁�✁�✁�✁�✁�✁�✁�✁�✁�✁�✁�✁� ✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄ ☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎ �✁�✁�✁�✁�✁�✁�✁�✁�✁�✁�✁�✁�✁� ✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂ ☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎ ✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄ ✝✁✝✁✝✁✝✁✝✁✝✁✝✁✝✁✝✁✝ ✆✁✆✁✆✁✆✁✆✁✆✁✆✁✆✁✆✁✆ ✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂✁✂ �✁�✁�✁�✁�✁�✁�✁�✁�✁�✁�✁�✁�✁� ☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎ ✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄ ✆✁✆✁✆✁✆✁✆✁✆✁✆✁✆✁✆✁✆ ✝✁✝✁✝✁✝✁✝✁✝✁✝✁✝✁✝✁✝ ✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄ ✆✁✆✁✆✁✆✁✆✁✆✁✆✁✆✁✆✁✆ ☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎ ✝✁✝✁✝✁✝✁✝✁✝✁✝✁✝✁✝✁✝ ✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄✁✄ ☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎✁☎ ✆✁✆✁✆✁✆✁✆✁✆✁✆✁✆✁✆✁✆ ✝✁✝✁✝✁✝✁✝✁✝✁✝✁✝✁✝✁✝ ✝✁✝✁✝✁✝✁✝✁✝✁✝✁✝✁✝✁✝ ✆✁✆✁✆✁✆✁✆✁✆✁✆✁✆✁✆✁✆ Time splitting scheme Fully implicit model • multiscale resolution • complex geometry and gridding • parallel algorithms • multinumerics Department of Mathematics, University of Pittsburgh 5

  6. Groundwater flow in a faulted aquifer Numerical grids and low conductivity barriers Z Y X Department of Mathematics, University of Pittsburgh 6

  7. Contaminated groundwater flow DNAPL concentration at 44 days Z Y X Department of Mathematics, University of Pittsburgh 7

  8. Outline • Background and motivation • A multiscale mortar mixed finite element method • A priori error estimates • A domain decomposition algorithm • A posteriori error estimates • Mortar and subdomain adaptivity • A relationship between multiscale mortar MFE methods and subgrid upscaling methods • A multiscale flux basis formulation • Extension to two-phase flow Department of Mathematics, University of Pittsburgh 8

  9. Single phase flow model in Ω ⊂ R d ( d = 2 , 3) u = − K ∇ p (Darcy’s law) ∇ · u = f in Ω (conservation of mass) u · n = 0 on ∂ Ω (no flow BC) Variational mixed formulation H ( div ; Ω) = { v : v ∈ ( L 2 (Ω)) d , ∇ · v ∈ L 2 (Ω) } V = { v ∈ H ( div ; Ω) : v · n = 0 on ∂ Ω } � W = L 2 0 (Ω) = { w ∈ L 2 (Ω) : w dx = 0 } . Ω Find u ∈ V , p ∈ W such that ( K − 1 u , v ) = ( p, ∇ · v ) , v ∈ V , ( ∇ · u , w ) = ( f, w ) , w ∈ W. Department of Mathematics, University of Pittsburgh 9

  10. ✂✄ ✁ ✄ ✂ � �✁ The mixed finite element method T h - finite element partition pressure velocity V h × W h ⊂ V × W - mixed finite element spaces Find u h ∈ V h , p h ∈ W h such that ( K − 1 u h , v ) = ( p h , ∇ · v ) , v ∈ V h , ( ∇ · u h , w ) = ( f, w ) , w ∈ W h . • Simultaneous (accurate) approximation of pressure and velocity • Local mass conservation: for each element E, � � � 1 on E, w = = ⇒ ∇ · u h = q. 0 otherwise E E • Continuity of normal flux across element faces: for each e = ∂E 1 ∩ ∂E 2 , u h | E 1 · n e = u h | E 2 · n e . Department of Mathematics, University of Pittsburgh 10

  11. Error estimates and convergence testing Theorem [Ingram-Wheeler-Xue-Y.]: � u − u h � + �∇ · ( u − u h ) � + � p − p h � ≤ Ch pres errp 2.8 0.007 2.6 0.0065 2.4 0.006 2.2 0.0055 2 0.005 1.8 0.0045 1.6 0.004 1.4 0.0035 1.2 0.003 1 0.0025 0.8 0.002 0.6 0.0015 0.4 0.001 0.2 0.0005 Computed pressure and velocity Pressure and velocity error R h R h R h 1 /h � p − p h � � u − u h � �∇ · ( u − u h ) � p u ∇· u 8 0.120E0 0.164E0 0.188E0 16 0.605E-1 1.0 0.834E-1 1.0 0.941E-1 1.0 32 0.304E-1 1.0 0.417E-1 1.0 0.470E-1 1.0 64 0.152E-1 1.0 0.208E-1 1.0 0.235E-1 1.0 Department of Mathematics, University of Pittsburgh 11

  12. Motivation for multiscale modeling: flow in heterogeneous porous media Heterogeneous permeability varies on a fine scale. Full fine scale grid resolution ⇒ large, highly coupled system of equations ⇒ solution is computationally intractable • Variational Multiscale Method – Hughes et al; Brezzi – Mixed FEM: Arbogast et al • Multiscale Finite Elements – Hou, Wu, Cai, Efendiev et al – Mixed FEM: Chen and Hou; Aarnes et al New approach: based on domain decomposition and mortar finite elements More flexible - easy to improve global accuracy by refining the local mortar grid where needed Department of Mathematics, University of Pittsburgh 12

  13. Multiscale finite element/subgrid upscaling methods L ǫ u = f ⇒ u ∈ V : a ( u, v ) = ( f, v ) ∀ v ∈ V. Multiscale approximation: H - coarse grid, h ≈ ǫ - fine grid (subgrid) h � � � V H,h = V H + V ′ h � � � � � h ( E ) : φ E Basis for V ′ h,i , i = 1 , . . . , N E , � � � � � H a E ( φ E H,i + φ E h,i , v h ) = 0 ∀ v h ∈ V h ( E ) � � � � � � � � Multiscale solution: u H,h ∈ V H,h , a ( u H,h , v H,h ) = ( f, v H,h ) ∀ v H,h ∈ V H,h Department of Mathematics, University of Pittsburgh 13

  14. Multiblock formulation for single phase flow ¯ i =1 ¯ Ω = ∪ n Ω i ; Γ ij = ∂ Ω i ∩ ∂ Ω j On each block Ω i : u = − K ∇ p in Ω i ∇ · u = q in Ω i u · n = 0 on ∂ Ω i ∩ ∂ Ω On each interface Γ ij : p i = p j on Γ ij [ u · n ] ij = 0 on Γ ij where p i = p | ∂ Ω i [ u · n ] ij ≡ u | Ω i · n − u | Ω j · n Department of Mathematics, University of Pittsburgh 14

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