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Multiscale finite element methods for stochastic porous media flow equations and application to uncertainty quantification. (English) Zbl 1194.76112

Summary: We study multiscale finite element methods for stochastic porous media flow equations as well as applications to uncertainty quantification. We assume that the permeability field (the diffusion coefficient) is stochastic and can be described in a finite dimensional stochastic space. This is common in applications where the coefficients are expanded using chaos approximations. The proposed multiscale method constructs multiscale basis functions corresponding to sparse realizations, and these basis functions are used to approximate the solution on the coarse-grid for any realization. Furthermore, we apply our coarse-scale model to uncertainty quantification problem where the goal is to sample the porous media properties given an integrated response such as production data. Our algorithm employs pre-computed posterior response surface obtained via the proposed coarse-scale model. Using fast analytical computations of the gradients of this posterior, we propose approximate Langevin samples. These samples are further screened through the coarse-scale simulation and, finally, used as a proposal in Metropolis-Hasting Markov chain Monte Carlo method. Numerical results are presented which demonstrate the efficiency of the proposed approach.

MSC:

76M10 Finite element methods applied to problems in fluid mechanics
76S05 Flows in porous media; filtration; seepage
76M35 Stochastic analysis applied to problems in fluid mechanics
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