Uncertainty Quantification for Porous Media Flow Using Multilevel Monte Carlo

DOI10.1007/978-3-319-26520-9_15MaRDI QIDQ3304773zbMATH OpenOpenAlexFDO

Authors Jan Mohring, René Milk, Adrian Ngo, Ole Klein, Oleg P. Iliev, P. Bastian, Mario Ohlberger

Publication date 3 August 2020

Published in Large-Scale Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-26520-9_15

zbMATH Keywords

EXA-DUNE software packagemultilevel Monte Carlo methodmultiscale finite element methodrandom permeability

Mathematics Subject Classification ID

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

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Cites work

• A generic grid interface for parallel and adaptive scientific computing. I: Abstract framework
• A multiscale finite element method for elliptic problems in composite materials and porous media
• An Analytical Framework for Numerical Homogenization. Part II: Windowing and Oversampling
• Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
• scientific article; zbMATH DE number 49187 (Why is no real title available?)
• Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
• Multilevel Monte Carlo methods using ensemble level mixed MsFEM for two-phase flow and transport simulations
• Multilevel Monte Carlo Path Simulation
• Multiscale Finite Element Methods
• Oversampling for the multiscale finite element method
• Removing the cell resonance error in the multiscale finite element method via a Petrov-Galerkin formulation

Cited in

(13)

• A parametric acceleration of multilevel Monte Carlo convergence for nonlinear variably saturated flow
• Intrusive uncertainty quantification for hyperbolic-elliptic systems governing two-phase flow in heterogeneous porous media
• Renormalization based MLMC method for scalar elliptic SPDE
• Parallel Multilevel Monte Carlo Algorithms for Elliptic PDEs with Random Coefficients
• Multivariate Monte Carlo approximation based on scattered data
• A nonparametric belief propagation method for uncertainty quantification with applications to flow in random porous media
• A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow
• Solver-based vs. grid-based multilevel Monte Carlo for two phase flow and transport in random heterogeneous porous media
• Estimating posterior quantity of interest expectations in a multilevel scalable framework
• Sources of uncertainty and error in the simulation of flow in porous media
• Identification of homogeneous-heterogeneous pore-scale reaction rates in porous media
• Uncertainty quantification in the Henry problem using the multilevel Monte Carlo method
• Parallel accelerated cyclic reduction preconditioner for three-dimensional elliptic PDEs with variable coefficients

Describes a project that uses

Uses Software

• DUNE
• Exa-Dune

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