D. L. Brown, M. Vasilyeva A Generalized Multiscale Finite .

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Wegelerstraße 6 53115 Bonn Germanyphone 49 228 73-3427 fax 49 228 73-7527www.ins.uni-bonn.deD. L. Brown, M. VasilyevaA Generalized Multiscale Finite Element Methodfor Poroelasticity Problems I: Linear ProblemsINS Preprint No. 1516April 2015

A GENERALIZED MULTISCALE FINITE ELEMENT METHODFOR POROELASTICITY PROBLEMS I: LINEAR PROBLEMS DONALD L. BROWN† ANDMARIA VASILYEVA‡Abstract. In this paper, we consider the numerical solution of poroelasticity problems thatare of Biot type and develop a general algorithm for solving coupled systems. We discuss thechallenges associated with mechanics and flow problems in heterogeneous media. The two primaryissues being the multiscale nature of the media and the solutions of the fluid and mechanicsvariables traditionally developed with separate grids and methods. For the numerical solution wedevelop and implement a Generalized Multiscale Finite Element Method (GMsFEM) that solvesproblem on a coarse grid by constructing local multiscale basis functions. The procedure beginswith construction of multiscale bases for both displacement and pressure in each coarse block.Using a snapshot space and local spectral problems, we construct a basis of reduced dimension.Finally, after multiplying by a multiscale partitions of unity, the multiscale basis is constructedin the offline phase and the coarse grid problem then can be solved for arbitrary forcing andboundary conditions. We implement this algorithm on two heterogenous media and computeerror between the multiscale solution with the fine-scale solutions. Randomized oversampling andforcing strategies are also tested.Key words. Generalized multiscale finite element method, poroelasticity problemsAMS subject classifications.1. Introduction. Problems of mechanics and flow in porous media have wideranging applications in many areas of science and engineering. Particularly in geomechanical modeling and its applications to reservoir engineering for enhancedproduction and environmental safety due to overburden subsidence and compaction[16, 17]. One of the key challenges is the multiscale nature of the geomechanicalproblems. Heterogeneity of reservoir properties should be accurately accounted inthe geomechanical model, and this requires a high resolution solve that adds manydegrees of freedom that can be computationally costly. Moroever, there are disparate scales between the often relatively thin reservoir structure and the largeoverburden surrounding the reservoir that adds more complexity to the simulation.Therefore, we propose a multiscale method to attempt overcome some of thesechallenges.The basic mathematical structure of the poroelasticity models are usually coupled equations for pressure and displacements known as Biot type models [21]. Forpressure, or flow equations, we have the parabolic equation Darcy equation witha time dependent coupling to volumetric strain. The stress equation is the quasistatic elasticity equations with a coupling to the pressure gradients as a forcing.Poroelastic models of this type have been explored in the petroleum engineeringliterature in the context of geomechanics for some time [18, 19, 9, 12] to name justa few. There are noted issues that arise. The first being heterogeneities of thereservoir and surrounding media add many complications to the effective simulation due to complexity of scales. Moreover, development of flow and mechanicssimulation were often considered separately. Progress was made on this problemby considering various coupling strategies [19]. However, in the instance that thephysics is not well understood a fully coupled scheme may be desired. This separation of development from flow and mechanics methods adds the complication ofthe computational grids not being the same in each regime. Some effort has been Thiswork was supported by RFBR (project N 15-31-20856)Institute for Numerical Simulation University of Bonn, Wegeler Strasse 6, 53115 Bonn, Germany (donaldbrowdr@gmail.com)‡ Institute of Mathematics and Informatics, North-Eastern Federal University, Yakutsk, Republic of Sakha (Yakutia), Russia, 677980 & Institute for Scientific Computation, Texas A&MUniversity, College Station, TX 77843-3368 (vasilyevadotmdotv@gmail.com)†1

2DONALD L. BROWN AND MARIA VASILYEVAmade in the improvements of gridding techniques between geomechanical and flowcalculations [20] and references therein.As briefly noted before, typically for numerical solution of such coupled systemstime splitting schemes are often used. Various splitting techniques for poroelasticequations have been explored and analyzed in the context of reservoir geomechanicsin [10, 11]. Also, in the context of poroelasticty and thermoelastic equations, varioussplitting techniques have been analyzed and implemented [15]. The primary splitting techniques are the undrained, fixed-stress, and fully implicit. Due to observedbetter errors, we will primarily consider the less computationally costly fixed-stresssplitting and the more robust, yet with a loss in some matrix sparsity, fully implicitcoupled approach.Once the equations have been split in time we wish to resolve in space andwill utilize a multiscale method. There are many very effective multiscale frameworks that have been developed in recent years. There are rigorous approachesbased on homogenization of partial differential equations, where effective equationsare derived based fine-scale equations at the microstructure level [8, 7]. However,these approaches may have limited computational use and more practical multiscale methods are used. Examples include the Heterogeneous Multiscale Method(HMM), where macro-scale equations on coarse-grids are solved while the effectivecoefficients on the fine-scale are resolved at each coarse grid nodes [22, 23]. Anapproach based on the Variational Multiscale Method (see [24]), where coarse-gridquasi-interpolation operators are used to build an orthogonal splitting into a multiscale space and a fine-scale space [25]. Fine-scale space corrections are then localizedto create a computationally efficient scheme. In this paper, we will use the Generalized Multiscale Finite Element Method framework, which is a generalization ofthe multiscale finite element method [2].To efficiently solve these splitting schemes and overcome some of the challengesof heterogenous reservoir properties and gridding issues between mechanics andflow, we will develop a Generalized Multiscale Finite Element Method (GMsFEM)[1]. Our GMsFEM has the advantage of being able to capture small scale featuresfrom the heterogeneities into coarse-grid basis functions and offline spaces, as wellas having a unified computational grids for both mechanics and flow solves. Theoffline multiscale basis construction may proceed in both fluid and mechanics inparallel and both constructions are comparable. We proceed by first generatinga coarse-grid and in each grid block a local static problem with varying boundaryconditions is solved to construct the snapshot spaces. We then perform a dimensionreduction of the snapshot space by solving auxiliary eigenvalue problems. Takingthe corresponding smallest eigenpairs, and multiplying by a multiscale partition ofunity we are able to construct our offline basis. In this greatly reduced dimensionoffline basis, the online solutions may be calculated for pressure and displacementsfor any viable boundary condition or forcing.The work is organized as follows. In Section 2 we provide the mathematicalbackground of the poroelasticity problem. We will introduce the Biot type modeland highlight where the heterogeneities primarily occur. In our formulation, thecomputational domain will be entirely inside of the fluid filled, or reservoir, region.However, coupling to regimes of pure elasticity to model the overburden are of coursepossible. In Section 3, to outline the difficulties in full direct numerical simulationwe introduce the fine-scale discretizations using coupled and splitted schemes. Oncewe split the porooelastic system we will be able to apply our multiscale method.In Section 4, we present our GMsFEM algorithm and outline its construction procedure. We will use the offline multiscale basis functions to calculate accuratelypressure and displacements, at a reduced dimension and computational cost in theonline phase. Finally, numerical implementations are presented in Section 5. Usingthe GMsFEM, we compare the multiscale solution to fine-scale solutions and give

GMSFEM FOR POROELASTICITY PROBLEMS3error estimates. We will present two different examples with varying coefficients.Additionally, we will implement and discuss different strategies with oversamplingand randomized forcings to construct the multiscale spaces.2. Problem formulation. We denote our computational domain Ω Rd tobe a bounded Lipschitz region. We consider linear poroelasticity problem where wewish to find a pressure p and displacements u satisfying div σ(u) α grad(p) 0 in Ω,()1 pk div u divgrad p f in Ω,α tM tν(2.1a)(2.1b)with initial condition for pressure p(x, 0) p0 . We write the boundary of the domaininto four sections Ω Γ1 Γ2 Γ3 Γ4 . We suppose the following boundaryconditions on each portionσn 0,x Γ1 ,u u1 ,x Γ2 ,andk p 0, x Γ3 , p p1 , x Γ4 .ν nHere the primary sources of the heterogeneities in the physical properties arise fromσ, the stress tensor and k, the permeability. We denote M to be the Biot modulus,ν is the fluid viscosity, and α is the Biot-Willis fluid-solid coupling coefficient. Here,f is a source term representing injection or production processes and n is the unitnormal to the boundary. Body forces, such as gravity, are neglected. In the case ofa linear elastic stress-strain constitutive relation we have that the stress tensor andsymmetric strain gradient may be expressed as)1(σ(u) 2µε(u) λ div(u) I, ε(u) grad u grad uT ,2where µ, λ are Lame coefficients, I is the identity tensor. In the case where themedia has heterogeneous material properties the coefficients µ and λ may be highlyvariable.The above poroelasticity problem (2.1a), assuming a linear elastic stress-strainrelation, can be written in operator matrix form: (2.2)Au αGp 0,(2.3)d(S p αDu) Bp f,dtwhere(Av µ 2 v (λ µ) grad div v,Bp divand G and D are gradient and divergence operators and S )kgrad p ,ν1M I.3. Fine-Scale Discretization. We will now present splitting methods forthe above system in the context of solving the fine-scale approximation. This willhighlight the areas where we would like to utilize a multiscale method when solvingin the spatial variables due to the degrees of freedom required in resolving thesystem. For approximating the numerical solution to (2.1) on fine-scale grid we usea standard finite element method. We begin by giving the corresponding variationalform of the continuous problem written as(3.1)(3.2)(da(u, v) g(p, v) 0, for all v V̂ ,()dpdu,q c, q b(p, q) (f, q), for all q Q̂.dtdt)

4DONALD L. BROWN AND MARIA VASILYEVAfor u V , p Q whereV {v [H 1 (Ω)]d : v(x) u1 , x Γ2 },Q {q H 1 (Ω) : q(x) p1 , x Γ4 },and the test spaces with homogeneous boundary conditions are given byV̂ {v [H 1 (Ω)]d : v(x) 0, x Γ2 },Q̂ {q H 1 (Ω) : q(x) 0, x Γ4 }.Here for bilinear and linear forms we have define) (ka(u, v) σ(u) vdx, b(p, q) grad p, grad q dx,νΩΩ c(p, q) Ω1p q dx,Mand α(grad p, v)dx,g(p, v) d(u, q) Ωα div u q dx,(f, q) Ωf q dx.ΩHere (·, ·) under the integrand denotes the standard inner product. In Section 5, wewill discretize the spaces using a fine-scale standard FEM and denote them Vh , Qhand V̂h , Q̂h , h being the fine-grid size. The FEM using these spaces will serve as areference solution for our GMsFEM outlined in Section 4.To solve the above system we first discretize in time. This discretization leads toseveral possible couplings between time-steps and the two equations of prorelasticity.We proceed by giving the coupled and so-called fixed-stress splitting [10, 15]. Thestandard fully implicit finite-difference scheme, or coupled scheme, can be used forthe time-discretization and is given by(3.3a)(3.3b)(d)un 1 un,q cτ(a(un 1 , v) g(pn 1 , v) 0,)pn 1 pn, q b(pn 1 , q) (f, q),τwith un u(x, tn ), pn p(x, tn ), where tn nτ , n 0, 1, ., MT , MT τ T andτ 0. For time discretization we can apply many different splitting techniqueswhich often occur in the literature.Another we shall consider here is the fixed-stress splitting scheme(3.4a)(3.4b)(du uτnn 1)(,q sa(un 1 , v) g(pn 1 , v) 0,) pn, q b(pn 1 , q) l(q),τn 1pwhere the variational form is re-written with)) ( (1α2α2 pn pn 1s(p, q) p q dx, l(q) f q dxMKdrKdrτΩΩand Kdr is the drained modulusKdr E(1 νp ),(1 2νp )(1 νp )where νp is the Poisson ratio and E is the elastic modulus. When we utlize thefixed-stress splitting scheme, first we solve pressure equation for pn 1 given data atthe previous time-steps. Then, passing this new pressure information, we return tothe quasi-static stress equation and calculate displacements at un 1 .

GMSFEM FOR POROELASTICITY PROBLEMS54. GMsFEM for Poroelasticity. In the GMsFEM presented here, we willfocus on the development in the fixed-stress splitting (3.4). We will however givenumerical examples from both coupling strategies. The fixed-stress splitting decouples the flow and mechanics equations. We will first present the offline multiscalebasis construction in the fluid or pressure solve then its construction in the mechanics or displacement calculation step. In this algorithm, due to the heterogeneitiesarising primarily from the permeability k and the stress tensor σ(u), we will solvelocal problems in each of the relevant portions of the variational form to constructthe offline multiscale spaces. We now outline the general procedure of the GMsFEMalgorithm.The overall fine-scale model equations will be solved on a fine-grid using spacesVh , Qh and V̂h , Q̂h , and will act as our reference solutions. Once the fine-grid isestablished we must introduce the concepts of coarse-grids and their relationships.To this end, let T H be a standard conforming partition of the computational domainΩ into finite elements. We refer to this partition as the coarse-grid and assume thateach coarse element is partitioned into a connected union of fine grid blocks. Thefine grid partition will be denoted by T h , and is by definition a refinement of thecoarse grid T H . We use {xi }Ni 1 , where N is the number of coarse nodes, to denotethe vertices of the coarse mesh T H , and define the neighborhood of the node xi by {}ωi Kj T H xi K j .jSee Figure 1 for an illustration of neighborhoods and elements subordinated toFig. 1: Illustration of a coarse neighborhood and coarse elementthe coarse discretization. We emphasize that the use of ωi is to denote a coarseneighborhood, and we use K to denote a coarse element throughout the paper.Boadly speaking, the GMsFEM algorithm consist of several steps: Step 1: Generate the coarse-grid, T H . Step 2: Construct the snapshot space, used to compute an offline space,by solving many local problems on the fine-grid. Step 3: Construct a small dimensional offline space by performing dimension reduction in the space of local snapshots. Step 4:Use small dimensional offline space to find the solution of acoarse-grid problem for any force term and/or boundary condition.As noted previously, because coupled system of equations for poroelasticityproblems can be solved using splitting scheme, we can construct multisclate basis

6DONALD L. BROWN AND MARIA VASILYEVAfunctions for pressure and displacements separately. We begin by considering thepressure solve, then, the displacement solve.4.1. Pressure Solve. Recall, for the numerical solution of pressure equationon coarse grid we consider the continuous Galerkin (CG) formulation (3.4b) givenby( n)pn 1 pnu un 1n 1(4.1) s(, q) b(p, q) l(q) d, q , for all q Qoff ,ττwhere Qoff is used to denote the space spanned by multiscale basis functions ψkωi ,each of which is supported in ωi . The index k represents the numbering of thesemultiscale basis functions. We will now show how to construct the offline multiscalespace Qoff . In turn, the CG solution of the form p(x, t) pik (t)ψkωi (x),i,kwill be sought.ωWe begin by construction of a snapshot space Vsnap. We use harmonic extensions(4.2)b(ψjω,snap , q) 0ψjω,snap in ω,δjh (x)on ω.Here δjh (x) are defined by δjh (x) δj,k , j, k Jh (ωi ), where Jh (ωi ) denotes thefine-grid boundary node on ωi . For simplicity, we will omit the index i when thereis no ambiguity.Let li be the number of functions in the snapshot space in the region ω, anddefinesnapQω:snap span{ψj1 j li },for each coarse subdomain ω. We denote the corresponding matrix of snapshotfunctions to be[]pRsnap ψ1snap , . . . , ψlsnap.iTo construct the offline space Qoff , we perform a dimension reduction of thespace of snapshots by using an auxiliary spectral decomposition. More precisely,we solve the eigenvalue problem in the space of snapshots:(4.3)offoff offB off Ψoffk λk M Ψk ,whereppB off (Rsnap)T BRsnap,ppM off (Rsnap)T M Rsnap,where B and M denote fine scale matrices) (kBij grad ϕi , grad ϕj dx,νΩ Mij Ωkϕi ϕj dx.νHere, ϕi are fine-scale basis functions.ω,pWe then choose the smallest Noffeigenvalues from Eq. (4.3) and form thecorresponding eigenvectors in the space of snapshots by settingψkoff li j 1snapΨoff,kj ψj

7GMSFEM FOR POROELASTICITY PROBLEMSω,pofffor k 1, . . . , Noff, where Ψoffkj are the coordinates of the vector ψk . We denoteωthe span of this reduced space as Qoff .For construction of the offline space, to ensure the functions we construct forman H 1 conforming basis, we define multiscale partition of unity functions χi(4.4)b(χi , q) 0χi giin K,on K,for all K ω. Here gi is a continuous on K and is linear on each edge of K.We could choose gi to also be selected shape function, Neumann conditions, orboundary conditions on larger domains in the context of oversampling.Finally, we multiply the partition of unity functions by the eigenfunctions inithe offline space Qωoff to construct the resulting basis functions(4.5)ψi,k χi ψkωi ,offωi ,pfor 1 i N and 1 k Noff,ωi ,pwhere Noffdenotes the number of offline eigenvectors that are chosen for eachcoarse node i. We note that the construction in Eq. (4.5) yields continuous basisfunctions due to the multiplication of offline eigenvectors with the initial (continuous) partition of unity. Next, we define the continuous Galerkin spectral multiscalespace as(4.6)ωi ,pQoff span{ψi,k : 1 i N and 1 k Noff}.NpcUsing a single index notation, we may write Qoff span{ψi }i 1, where Ncp Nωi ,pidenotes the total number of basis functions in the spaces Qωoff , for i i 1 Noff1, . . . , N .Denote the matrix[]TRp ψ1 , . . . , ψNcp ,where ψi are used to denote the nodal values of each basis function defined on thefine grid. Then, the variational form in (4.1) yields the following linear algebraicsystemQc pn 1 Yc pnc ,c(4.7)whereQc Rp (1 B)(Rp )T ,MτYc R p F p .Here, Fp being the operator corresponding right hand side data from the previoustime step and pc denotes the coarse-scale nodal values of the discrete CG solution.We also note that the operator matrix may be analogously used in order to projectcoarse scale solutions onto the fine gridpn 1 (Rp )T pn 1.c4.2. Displacement Solve. We now suppose that we have solved for the finegrid pressure pn 1 by the GMsFEM pressure solve in the previous section. We mustnow solve the mechanics equations (3.4a). Since the construction of the multiscaleoffline space remains very similar in this setting, we will be a bit more brief on itsconstruction. Recall, for discretization of the displacements equation we rewriteequation as follows(4.8)Aun 1 Fu ,

8DONALD L. BROWN AND MARIA VASILYEVAwhere Fu αGpn 1 . The corresponding continuous Galerkin (CG) formulationfor displacements equa

the multiscale finite element method [2]. To ffitly solve these splitting schemes and overcome some of the challenges of heterogenous reservoir properties and gridding issues between mechanics and flow, we will develop a Generalize

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