Multiscale and multilevel methods for porous media flow problems

We consider two problems encountered in simulation of fluid flow through porous media. In macroscopic models based on Darcy's law, the permeability field appears as data. The first problem is that the permeability field generally is not entirely known. We consider forward propagation of uncertainty from the permeability field to a quantity of interest. We focus on computing p-quantiles and failure probabilities of the quantity of interest. We propose and analyze improved standard and multilevel Monte Carlo methods that use computable error bounds for the quantity of interest. We show that substantial reductions in computational costs are possible by the proposed approaches. The second problem is fine scale variations of the permeability field. The permeability often varies on a scale much smaller than that of the computational domain. For standard discretization methods, these fine scale variations need to be resolved by the mesh for the methods to yield accurate solutions. We analyze and prove convergence of a multiscale method based on the Raviart–Thomas finite element. In this approach, a low-dimensional multiscale space based on a coarse mesh is constructed from a set of independent fine scale patch problems. The low-dimensional space can be used to yield accurate solutions without resolving the fine scale