2020
DOI: 10.1016/j.jcp.2020.109323
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Learning macroscopic parameters in nonlinear multiscale simulations using nonlocal multicontinua upscaling techniques

Abstract: In this work, we present a novel nonlocal nonlinear coarse grid approximation using a machine learning algorithm. We consider unsaturated and two-phase flow problems in heterogeneous and fractured porous media, where mathematical models are formulated as general multicontinuum models. We construct a fine grid approximation using the finite volume method and embedded discrete fracture model. Macroscopic models for these complex nonlinear systems require nonlocal multicontinua approaches, which are developed in … Show more

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Cited by 37 publications
(18 citation statements)
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“…Here E[K](x) is the expected value of K(x, ω) and ξ i are independent and identically distributed Gaussian random variables with mean 0 and variance 1. As mentioned above, a few terms in KL expansion can give a reasonably accurate approximation, which can be explained now as we can just pick the dominant eigenfunctions in (11) and the other eigenvalues will decay rapidly. Therefore, KL expansion is an efficient method to represent the stochastic coefficient and favors the subsequent process.…”
Section: Karhunen-loève Expansionmentioning
confidence: 95%
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“…Here E[K](x) is the expected value of K(x, ω) and ξ i are independent and identically distributed Gaussian random variables with mean 0 and variance 1. As mentioned above, a few terms in KL expansion can give a reasonably accurate approximation, which can be explained now as we can just pick the dominant eigenfunctions in (11) and the other eigenvalues will decay rapidly. Therefore, KL expansion is an efficient method to represent the stochastic coefficient and favors the subsequent process.…”
Section: Karhunen-loève Expansionmentioning
confidence: 95%
“…From the KL expansion expression (11), we know the eigenvalues and eigenfunctions computed from the Fredholm integral equation are related to the covariance function of K(x, ω), which can be treated as the starting point of KL expansion. Throughout the experiments, two specially chosen covariance functions whose eigenvalues and eigenfunctions in the Fredholm integral equation can be computed analytically are considered with different expected values.…”
Section: Choices Of Stochastic Coefficientsmentioning
confidence: 99%
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“…All these methods require a high computational power in realistic simulations and cannot be generalized to similar situations. In the past decades, machine learning technique has been applied on many aspects such as image classification, fluid dynamics and solving differential equations in [4,17,19,31,12,25,27,5,29]. In this paper, instead of directly solving the SPDE by machine learning, we choose a moderate step that involves the advantage of machine learning and also the accuracy from traditional numerical solver.…”
Section: Introductionmentioning
confidence: 99%
“…This fact motivates the use of deep learning. There are in the literature some works on using deep neural networks to learn macroscopic parameters in coarse scale or reduced order models; see for example [9,46,47,48,51]. The main idea is to consider the macroscopic variables as input and the downscaling functions or their average values as output.…”
mentioning
confidence: 99%