Preconditioning Markov chain Monte Carlo method for geomechanical subsidence using multiscale method and machine learning technique

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Publication:2020498

DOI10.1016/J.CAM.2021.113420zbMATH Open1467.74096arXiv2007.00066OpenAlexW3127637752MaRDI QIDQ2020498FDOQ2020498


Authors: Maria Vasilyeva, Aleksei Tyrylgin, Donald L. Brown, Anirban Mondal Edit this on Wikidata


Publication date: 23 April 2021

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Abstract: In this paper, we consider the numerical solution of the poroelasticity problem with stochastic properties. We present a Two-stage Markov Chain Monte Carlo method for geomechanical subsidence. In this work, we study two techniques of preconditioning: (MS) multiscale method for model order reduction and (ML) machine learning technique. The purpose of preconditioning is the fast sampling, where a new proposal is first testes by a cheap multiscale solver or using fast prediction of the neural network and the full fine grid computations will be conducted only if the proposal passes the first step. To construct a reduced order model, we use the Generalized Multiscale Finite Element Method and present construction of the multiscale basis functions for pressure and displacements in stochastic fields. In order to construct a machine learning based preconditioning, we generate a dataset using a multiscale solver and use it to train neural networks. The Karhunen-Loeve expansion is used to represent the realization of the stochastic field. Numerical results are presented for two- and three-dimensional model examples.


Full work available at URL: https://arxiv.org/abs/2007.00066




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