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The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…

Mathematical Software · Computer Science 2023-05-24 Santiago Badia , Jerrad Hampton , Javier Principe

This report summarizes the major progresses to develop the dynamic core for next-generation atmospherical model for both numerical weather prediction and climate simulation. The numerical framework is based on a general formulation,…

Computational Physics · Physics 2020-04-14 Xingliang Li , Chungang Chen , Xueshun Shen , Feng Xiao

In this paper, we propose a rigorous and accurate non-local (in the oversampled region) upscaling framework based on some recently developed multiscale methods [10]. Our proposed method consists of identifying multi-continua parameters via…

Numerical Analysis · Mathematics 2018-08-01 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung , Yating Wang , Maria Vasilyeva

Nonparametric varying coefficient (NVC) models are useful for modeling time-varying effects on responses that are measured repeatedly for the same subjects. When the number of covariates is moderate or large, it is desirable to perform…

Methodology · Statistics 2023-09-19 Ray Bai , Mary R. Boland , Yong Chen

The concept of representative volume element or RVE is invoked to develop an algorithm for numerical homogenization of fluid filled porous solids. RVE based methods decouple analysis of a composite material into analyses at the local and…

Computational Engineering, Finance, and Science · Computer Science 2021-07-29 Saumik Dana , Mary F Wheeler

In this paper we propose simple multiscale basis functions with constraint energy minimization to solve elliptic problems with high contrast medium. Our methodology is based on the recently developed non-local multicontinuum method (NLMC).…

Numerical Analysis · Mathematics 2019-04-26 Lina Zhao , Eric T. Chung

Multilevel Monte Carlo (MLMC) is a recently proposed variation of Monte Carlo (MC) simulation that achieves variance reduction by simulating the governing equations on a series of spatial (or temporal) grids with increasing resolution.…

Computation · Statistics 2017-04-26 Hillary Fairbanks , Alireza Doostan , Christian Ketelsen , Gianluca Iaccarino

In this paper, we investigate neural networks applied to multiscale simulations and discuss a design of a novel deep neural network model reduction approach for multiscale problems. Due to the multiscale nature of the medium, the fine-grid…

Numerical Analysis · Mathematics 2024-12-20 Min Wang , Siu Wun Cheung , Wing Tat Leung , Eric T. Chung , Yalchin Efendiev , Mary Wheeler

This work describes a domain embedding technique between two non-matching meshes used for generating realizations of spatially correlated random fields with applications to large-scale sampling-based uncertainty quantification. The goal is…

Numerical Analysis · Mathematics 2017-12-20 Sarah Osborn , Patrick Zulian , Thomas Benson , Umberto Villa , Rolf Krause , Panayot S. Vassilevski

A representative volume element (RVE) is a reasonably small unit of microstructure that can be simulated to obtain the same effective properties as the entire microstructure sample. Finite element (FE) simulation of RVEs, as opposed to much…

Computational Engineering, Finance, and Science · Computer Science 2024-04-24 Wei Liu , Satyajit Mojumder , Wing Kam Liu , Wei Chen , Daniel W. Apley

We study an element agglomeration coarsening strategy that requires data redistribution at coarse levels when the number of coarse elements becomes smaller than the used computational units (cores). The overall procedure generates coarse…

Numerical Analysis · Mathematics 2025-12-01 Hillary R. Fairbanks , Delyan Z. Kalchev , Chak Shing Lee , Panayot S. Vassilevski

Coupled nonlinear system of reaction-diffusion equations describing multi-component (species) interactions with heterogeneous coefficients is considered. Finite volume method based approximation for the space is used to construct…

Numerical Analysis · Mathematics 2022-09-13 Maria Vasilyeva , Alexey Sadovski , D. Palaniappan

Solving large-scale nonlinear minimization problems is computationally demanding. Nonlinear multilevel minimization (NMM) methods explore the structure of the underlying minimization problem to solve such problems in a computationally…

Numerical Analysis · Mathematics 2022-11-29 Alena Kopaničáková

In order to reduce the computational cost of the simulation of electromagnetic responses in geophysical settings that involve highly heterogeneous media, we develop a multiscale finite volume method with oversampling for the quasi-static…

Computational Physics · Physics 2016-10-10 Luz Angelica Caudillo Mata , Eldad Haber , Christoph Schwarzbach

In this paper, we study a multiscale method for simulating a dual-continuum unsaturated flow problem within complex heterogeneous fractured porous media. Mathematically, each of the dual continua is modeled by a multiscale Richards equation…

Numerical Analysis · Mathematics 2021-06-03 Jun Sur Richard Park , Siu Wun Cheung , Tina Mai

This review discusses progress in efficient solvers which have as their foundation a representation in real space, either through finite-difference or finite-element formulations. The relationship of real-space approaches to linear-scaling…

Materials Science · Physics 2009-10-31 Thomas L. Beck

The computational complexity of naive, sampling-based uncertainty quantification for 3D partial differential equations is extremely high. Multilevel approaches, such as multilevel Monte Carlo (MLMC), can reduce the complexity significantly,…

Computational Engineering, Finance, and Science · Computer Science 2016-07-13 Björn Gmeiner , Daniel Drzisga , Ulrich Ruede , Robert Scheichl , Barbara Wohlmuth

In this paper, we present a multiscale method for simulations of the multicontinua unsaturated flow problems in heterogeneous fractured porous media. The mathematical model is described by the system of Richards equations for each continuum…

Numerical Analysis · Mathematics 2019-08-02 Denis Spiridonov , Maria Vasilyeva , Eric T. Chung

We describe the numerical scheme for the discretization and solution of 2D elliptic equations with strongly varying piecewise constant coefficients arising in the stochastic homogenization of multiscale composite materials. An efficient…

Numerical Analysis · Mathematics 2019-04-01 Venera Khoromskaia , Boris N. Khoromskij , Felix Otto

We develop a framework for constructing mixed multiscale finite volume methods for elliptic equations with multiple scales arising from flows in porous media. Some of the methods developed using the framework are already known…

Numerical Analysis · Mathematics 2012-08-20 Lijian Jiang , Ilya D. Mishev