Accurate and efficient simulation of multiphase flow in a heterogeneous reservoir by using error estimate and control in the multiscale finite-volume framework

The multiscale finite-volume (MSFV) method is designed to reduce the computational cost of elliptic and parabolic problems with highly heterogeneous anisotropic coefficients. The reduction is achieved by splitting the original global problem into a set of local problems (with approximate local boundary conditions) coupled by a coarse global problem. It has been shown recently that the numerical errors in MSFV results can be reduced systematically with an iterative procedure that provides a conservative velocity field after any iteration step. The iterative MSFV (i-MSFV) method can be obtained with an improved (smoothed) multiscale solution to enhance the localization conditions, with a Krylov subspace method [e.g., the generalized-minimal-residual (GMRES) algorithm] preconditioned by the MSFV system, or with a combination of both. In a multiphase-flow system, a balance between accuracy and computational efficiency should be achieved by finding a minimum number of i-MSFV iterations (on pressure), which is necessary to achieve the desired accuracy in the saturation solution. In this work, we extend the i-MSFV method to sequential implicit simulation of time-dependent problems. To control the error of the coupled saturation/pressure system, we analyze the transport error caused by an approximate velocity field. We then propose an error-control strategy on the basis of the residual of the pressure equation. At the beginning of simulation, the pressure solution is iterated until a specified accuracy is achieved. To minimize the number of iterations in a multiphase-flow problem, the solution at the previous timestep is used to improve the localization assumption at the current timestep. Additional iterations are used only when the residual becomes larger than a specified threshold value. Numerical results show that only a few iterations on average are necessary to improve the MSFV results significantly, even for very challenging problems. Therefore, the proposed adaptive strategy yields efficient and accurate simulation of multiphase flow in heterogeneous porous media.

Multiscale descriptions of density-driven flow instabilities in porous media

Les instabilités engendrées par des gradients de densité interviennent dans une variété d'écoulements. Un exemple est celui de la séquestration géologique du dioxyde de carbone en milieux poreux. Ce gaz est injecté à haute pression dans des aquifères salines et profondes. La différence de densité entre la saumure saturée en CO2 dissous et la saumure environnante induit des courants favorables qui le transportent vers les couches géologiques profondes. Les gradients de densité peuvent aussi être la cause du transport indésirable de matières toxiques, ce qui peut éventuellement conduire à la pollution des sols et des eaux. La gamme d'échelles intervenant dans ce type de phénomènes est très large. Elle s'étend de l'échelle poreuse où les phénomènes de croissance des instabilités s'opèrent, jusqu'à l'échelle des aquifères à laquelle interviennent les phénomènes à temps long. Une reproduction fiable de la physique par la simulation numérique demeure donc un défi en raison du caractère multi-échelles aussi bien au niveau spatial et temporel de ces phénomènes. Il requiert donc le développement d'algorithmes performants et l'utilisation d'outils de calculs modernes. En conjugaison avec les méthodes de résolution itératives, les méthodes multi-échelles permettent de résoudre les grands systèmes d'équations algébriques de manière efficace. Ces méthodes ont été introduites comme méthodes d'upscaling et de downscaling pour la simulation d'écoulements en milieux poreux afin de traiter de fortes hétérogénéités du champ de perméabilité. Le principe repose sur l'utilisation parallèle de deux maillages, le premier est choisi en fonction de la résolution du champ de perméabilité (grille fine), alors que le second (grille grossière) est utilisé pour approximer le problème fin à moindre coût. La qualité de la solution multi-échelles peut être améliorée de manière itérative pour empêcher des erreurs trop importantes si le champ de perméabilité est complexe. Les méthodes adaptatives qui restreignent les procédures de mise à jour aux régions à forts gradients permettent de limiter les coûts de calculs additionnels. Dans le cas d'instabilités induites par des gradients de densité, l'échelle des phénomènes varie au cours du temps. En conséquence, des méthodes multi-échelles adaptatives sont requises pour tenir compte de cette dynamique. L'objectif de cette thèse est de développer des algorithmes multi-échelles adaptatifs et efficaces pour la simulation des instabilités induites par des gradients de densité. Pour cela, nous nous basons sur la méthode des volumes finis multi-échelles (MsFV) qui offre l'avantage de résoudre les phénomènes de transport tout en conservant la masse de manière exacte. Dans la première partie, nous pouvons démontrer que les approximations de la méthode MsFV engendrent des phénomènes de digitation non-physiques dont la suppression requiert des opérations de correction itératives. Les coûts de calculs additionnels de ces opérations peuvent toutefois être compensés par des méthodes adaptatives. Nous proposons aussi l'utilisation de la méthode MsFV comme méthode de downscaling: la grille grossière étant utilisée dans les zones où l'écoulement est relativement homogène alors que la grille plus fine est utilisée pour résoudre les forts gradients. Dans la seconde partie, la méthode multi-échelle est étendue à un nombre arbitraire de niveaux. Nous prouvons que la méthode généralisée est performante pour la résolution de grands systèmes d'équations algébriques. Dans la dernière partie, nous focalisons notre étude sur les échelles qui déterminent l'évolution des instabilités engendrées par des gradients de densité. L'identification de la structure locale ainsi que globale de l'écoulement permet de procéder à un upscaling des instabilités à temps long alors que les structures à petite échelle sont conservées lors du déclenchement de l'instabilité. Les résultats présentés dans ce travail permettent d'étendre les connaissances des méthodes MsFV et offrent des formulations multi-échelles efficaces pour la simulation des instabilités engendrées par des gradients de densité. - Density-driven instabilities in porous media are of interest for a wide range of applications, for instance, for geological sequestration of CO2, during which CO2 is injected at high pressure into deep saline aquifers. Due to the density difference between the C02-saturated brine and the surrounding brine, a downward migration of CO2 into deeper regions, where the risk of leakage is reduced, takes place. Similarly, undesired spontaneous mobilization of potentially hazardous substances that might endanger groundwater quality can be triggered by density differences. Over the last years, these effects have been investigated with the help of numerical groundwater models. Major challenges in simulating density-driven instabilities arise from the different scales of interest involved, i.e., the scale at which instabilities are triggered and the aquifer scale over which long-term processes take place. An accurate numerical reproduction is possible, only if the finest scale is captured. For large aquifers, this leads to problems with a large number of unknowns. Advanced numerical methods are required to efficiently solve these problems with today's available computational resources. Beside efficient iterative solvers, multiscale methods are available to solve large numerical systems. Originally, multiscale methods have been developed as upscaling-downscaling techniques to resolve strong permeability contrasts. In this case, two static grids are used: one is chosen with respect to the resolution of the permeability field (fine grid); the other (coarse grid) is used to approximate the fine-scale problem at low computational costs. The quality of the multiscale solution can be iteratively improved to avoid large errors in case of complex permeability structures. Adaptive formulations, which restrict the iterative update to domains with large gradients, enable limiting the additional computational costs of the iterations. In case of density-driven instabilities, additional spatial scales appear which change with time. Flexible adaptive methods are required to account for these emerging dynamic scales. The objective of this work is to develop an adaptive multiscale formulation for the efficient and accurate simulation of density-driven instabilities. We consider the Multiscale Finite-Volume (MsFV) method, which is well suited for simulations including the solution of transport problems as it guarantees a conservative velocity field. In the first part of this thesis, we investigate the applicability of the standard MsFV method to density- driven flow problems. We demonstrate that approximations in MsFV may trigger unphysical fingers and iterative corrections are necessary. Adaptive formulations (e.g., limiting a refined solution to domains with large concentration gradients where fingers form) can be used to balance the extra costs. We also propose to use the MsFV method as downscaling technique: the coarse discretization is used in areas without significant change in the flow field whereas the problem is refined in the zones of interest. This enables accounting for the dynamic change in scales of density-driven instabilities. In the second part of the thesis the MsFV algorithm, which originally employs one coarse level, is extended to an arbitrary number of coarse levels. We prove that this keeps the MsFV method efficient for problems with a large number of unknowns. In the last part of this thesis, we focus on the scales that control the evolution of density fingers. The identification of local and global flow patterns allows a coarse description at late times while conserving fine-scale details during onset stage. Results presented in this work advance the understanding of the Multiscale Finite-Volume method and offer efficient dynamic multiscale formulations to simulate density-driven instabilities. - Les nappes phréatiques caractérisées par des structures poreuses et des fractures très perméables représentent un intérêt particulier pour les hydrogéologues et ingénieurs environnementaux. Dans ces milieux, une large variété d'écoulements peut être observée. Les plus communs sont le transport de contaminants par les eaux souterraines, le transport réactif ou l'écoulement simultané de plusieurs phases non miscibles, comme le pétrole et l'eau. L'échelle qui caractérise ces écoulements est définie par l'interaction de l'hétérogénéité géologique et des processus physiques. Un fluide au repos dans l'espace interstitiel d'un milieu poreux peut être déstabilisé par des gradients de densité. Ils peuvent être induits par des changements locaux de température ou par dissolution d'un composé chimique. Les instabilités engendrées par des gradients de densité revêtent un intérêt particulier puisque qu'elles peuvent éventuellement compromettre la qualité des eaux. Un exemple frappant est la salinisation de l'eau douce dans les nappes phréatiques par pénétration d'eau salée plus dense dans les régions profondes. Dans le cas des écoulements gouvernés par les gradients de densité, les échelles caractéristiques de l'écoulement s'étendent de l'échelle poreuse où les phénomènes de croissance des instabilités s'opèrent, jusqu'à l'échelle des aquifères sur laquelle interviennent les phénomènes à temps long. Etant donné que les investigations in-situ sont pratiquement impossibles, les modèles numériques sont utilisés pour prédire et évaluer les risques liés aux instabilités engendrées par les gradients de densité. Une description correcte de ces phénomènes repose sur la description de toutes les échelles de l'écoulement dont la gamme peut s'étendre sur huit à dix ordres de grandeur dans le cas de grands aquifères. Il en résulte des problèmes numériques de grande taille qui sont très couteux à résoudre. Des schémas numériques sophistiqués sont donc nécessaires pour effectuer des simulations précises d'instabilités hydro-dynamiques à grande échelle. Dans ce travail, nous présentons différentes méthodes numériques qui permettent de simuler efficacement et avec précision les instabilités dues aux gradients de densité. Ces nouvelles méthodes sont basées sur les volumes finis multi-échelles. L'idée est de projeter le problème original à une échelle plus grande où il est moins coûteux à résoudre puis de relever la solution grossière vers l'échelle de départ. Cette technique est particulièrement adaptée pour résoudre des problèmes où une large gamme d'échelle intervient et évolue de manière spatio-temporelle. Ceci permet de réduire les coûts de calculs en limitant la description détaillée du problème aux régions qui contiennent un front de concentration mobile. Les aboutissements sont illustrés par la simulation de phénomènes tels que l'intrusion d'eau salée ou la séquestration de dioxyde de carbone.

Flow structures at an idealized bifurcation : a numerical experiment

River bifurcations are key nodes within braided river systems controlling the flow and sediment partitioning and therefore the dynamics of the river braiding process. Recent research has shown that certain geometrical configurations induce instabilities that lead to downstream mid-channel bar formation and the formation of bifurcations. However, we currently have a poor understanding of the flow division process within bifurcations and the flow dynamics in the downstream bifurcates, both of which are needed to understand bifurcation stability. This paper presents results of a numerical sensitivity experiment undertaken using computational fluid dynamics (CFD) with the purpose of understanding the flow dynamics of a series of idealized bifurcations. A geometric sensitivity analysis is undertaken for a range of channel slopes (0.005 to 0.03), bifurcation angles (22 degrees to 42 degrees) and a restricted set of inflow conditions based upon simulating flow through meander bends with different curvature on the flow field dynamics through the bifurcation. The results demonstrate that the overall slope of the bifurcation affects the velocity of flow through the bifurcation and when slope asymmetry is introduced, the flow structures in the bifurcation are modified. In terms of bifurcation evolution the most important observation appears to be that once slope asymmetry is greater than 0.2 the flow within the steep bifurcate shows potential instability and the potential for alternate channel bar formation. Bifurcation angle also defines the flow structures within the bifurcation with an increase in bifurcation angle increasing the flow velocity down both bifurcates. However, redistributive effects of secondary circulation caused by upstream curvature can very easily counter the effects of local bifurcation characteristics. Copyright (C) 2011 John Wiley & Sons, Ltd.

Invaded cluster dynamics for frustrated models

The invaded cluster (IC) dynamics introduced by Machta et al. [Phys. Rev. Lett. 75, 2792 (1995)] is extended to the fully frustrated Ising model on a square lattice. The properties of the dynamics that exhibits numerical evidence of self-organized criticality are studied. The fluctuations in the IC dynamics are shown to be intrinsic of the algorithm and the fluctuation-dissipation theorem is no longer valid. The relaxation time is found to be very short and does not present a critical size dependence.

Class of correlated random networks with hidden variables

We study a class of models of correlated random networks in which vertices are characterized by hidden variables controlling the establishment of edges between pairs of vertices. We find analytical expressions for the main topological properties of these models as a function of the distribution of hidden variables and the probability of connecting vertices. The expressions obtained are checked by means of numerical simulations in a particular example. The general model is extended to describe a practical algorithm to generate random networks with an a priori specified correlation structure. We also present an extension of the class, to map nonequilibrium growing networks to networks with hidden variables that represent the time at which each vertex was introduced in the system.

Density-based hierarchical clustering of pyro-sequences on a large scale--the case of fungal ITS1.

MOTIVATION: Analysis of millions of pyro-sequences is currently playing a crucial role in the advance of environmental microbiology. Taxonomy-independent, i.e. unsupervised, clustering of these sequences is essential for the definition of Operational Taxonomic Units. For this application, reproducibility and robustness should be the most sought after qualities, but have thus far largely been overlooked. RESULTS: More than 1 million hyper-variable internal transcribed spacer 1 (ITS1) sequences of fungal origin have been analyzed. The ITS1 sequences were first properly extracted from 454 reads using generalized profiles. Then, otupipe, cd-hit-454, ESPRIT-Tree and DBC454, a new algorithm presented here, were used to analyze the sequences. A numerical assay was developed to measure the reproducibility and robustness of these algorithms. DBC454 was the most robust, closely followed by ESPRIT-Tree. DBC454 features density-based hierarchical clustering, which complements the other methods by providing insights into the structure of the data. AVAILABILITY: An executable is freely available for non-commercial users at ftp://ftp.vital-it.ch/tools/dbc454. It is designed to run under MPI on a cluster of 64-bit Linux machines running Red Hat 4.x, or on a multi-core OSX system. CONTACT: dbc454@vital-it.ch or nicolas.guex@isb-sib.ch.

Feedback control of unstable cellular solidification fronts

We present a feedback control scheme to stabilize unstable cellular patterns during the directional solidification of a binary alloy. The scheme is based on local heating of cell tips which protrude ahead of the mean position of all tips in the array. The feasibility of this scheme is demonstrated using phase-field simulations and, experimentally, using a real-time image processing algorithm, to track cell tips, coupled with a movable laser spot array device to heat the tips locally. We demonstrate, both numerically and experimentally, that spacings well below the threshold for a period-doubling instability can be stabilized. As predicted by the numerical calculations, cellular arrays become stable with uniform spacing through the feedback control which is maintained with minimal heating.

A multilevel multiscale finite volume method

The Multiscale Finite Volume (MsFV) method has been developed to efficiently solve reservoir-scale problems while conserving fine-scale details. The method employs two grid levels: a fine grid and a coarse grid. The latter is used to calculate a coarse solution to the original problem, which is interpolated to the fine mesh. The coarse system is constructed from the fine-scale problem using restriction and prolongation operators that are obtained by introducing appropriate localization assumptions. Through a successive reconstruction step, the MsFV method is able to provide an approximate, but fully conservative fine-scale velocity field. For very large problems (e.g. one billion cell model), a two-level algorithm can remain computational expensive. Depending on the upscaling factor, the computational expense comes either from the costs associated with the solution of the coarse problem or from the construction of the local interpolators (basis functions). To ensure numerical efficiency in the former case, the MsFV concept can be reapplied to the coarse problem, leading to a new, coarser level of discretization. One challenge in the use of a multilevel MsFV technique is to find an efficient reconstruction step to obtain a conservative fine-scale velocity field. In this work, we introduce a three-level Multiscale Finite Volume method (MlMsFV) and give a detailed description of the reconstruction step. Complexity analyses of the original MsFV method and the new MlMsFV method are discussed, and their performances in terms of accuracy and efficiency are compared.

Development and Demonstration of a Freezing Drizzle Algorithm for Roadway Environmental Sensing Systems, Final Report, October 2012

The primary goal of this project is to demonstrate the accuracy and utility of a freezing drizzle algorithm that can be implemented on roadway environmental sensing systems (ESSs). The types of problems related to the occurrence of freezing precipitation range from simple traffic delays to major accidents that involve fatalities. Freezing drizzle can also lead to economic impacts in communities with lost work hours, vehicular damage, and downed power lines. There are means for transportation agencies to perform preventive and reactive treatments to roadways, but freezing drizzle can be difficult to forecast accurately or even detect as weather radar and surface observation networks poorly observe these conditions. The detection of freezing precipitation is problematic and requires special instrumentation and analysis. The Federal Aviation Administration (FAA) development of aircraft anti-icing and deicing technologies has led to the development of a freezing drizzle algorithm that utilizes air temperature data and a specialized sensor capable of detecting ice accretion. However, at present, roadway ESSs are not capable of reporting freezing drizzle. This study investigates the use of the methods developed for the FAA and the National Weather Service (NWS) within a roadway environment to detect the occurrence of freezing drizzle using a combination of icing detection equipment and available ESS sensors. The work performed in this study incorporated the algorithm developed initially and further modified for work with the FAA for aircraft icing. The freezing drizzle algorithm developed for the FAA was applied using data from standard roadway ESSs. The work performed in this study lays the foundation for addressing the central question of interest to winter maintenance professionals as to whether it is possible to use roadside freezing precipitation detection (e.g., icing detection) sensors to determine the occurrence of pavement icing during freezing precipitation events and the rates at which this occurs.

Prothèses totales de genoux. Analyse clinique et numérique des micromouvements de l'implant tibial [Total knee prosthesis. Clinical and numerical study of micromovements of the tibial implant].

INTRODUCTION: The importance of the micromovements in the mechanism of aseptic loosening is clinically difficult to evaluate. To complete the analysis of a series of total knee arthroplasties (TKA), we used a tridimensional numerical model to study the micromovements of the tibial implant. MATERIAL AND METHODS: Fifty one patients (with 57 cemented Porous Coated Anatomic TKAs) were reviewed (mean follow-up 4.5 year). Radiolucency at the tibial bone-cement interface was sought on the AP radiographs and divided in 7 areas. The distribution of the radiolucency was then correlated with the axis of the lower limb as measured on the orthoradiograms. The tridimensional numerical model is based on the finite element method. It allowed the measurement of the cemented prosthetic tibial implant's displacements and the micromovements generated at bone-ciment interface. A total load (2000 Newton) was applied at first vertically and asymetrically on the tibial plateau, thereby simulating an axial deviation of the lower limbs. The vector's posterior inclination then permitted the addition of a tangential component to the axial load. This type of effort is generated by complex biomechanical phenomena such as knee flexion. RESULTS: 81 per cent of the 57 knees had a radiolucent line of at least 1 mm, at one or more of the tibial cement-epiphysis jonctional areas. The distribution of these lucent lines showed that they came out more frequently at the periphery of the implant. The lucent lines appeared most often under the unloaded margin of the tibial plateau, when axial deviation of lower limbs was present. Numerical simulations showed that asymetrical loading on the tibial plateau induced a subsidence of the loaded margin (0-100 microns) and lifting off at the opposite border (0-70 microns). The postero-anterior tangential component induced an anterior displacement of the tibial implant (160-220 microns), and horizontal micromovements with non homogenous distribution at the bone-ciment interface (28-54 microns). DISCUSSION: Comparison of clinical and numerical results showed a relation between the development of radiolucent lines and the unloading of the tibial implant's margin. The deleterious effect of lower limbs' axial deviation is thereby proven. The irregular distribution of lucent lines under the tibial plateau was similar of the micromovements' repartition at the bone-cement interface when tangential forces were present. A causative relation between the two phenomenaes could not however be established. Numerical simulation is a truly useful method of study; it permits to calculate micromovements which are relative, non homogenous and of very low amplitude. However, comparative clinical studies remain as essential to ensure the credibility of results.

Learning wind fields with multiple kernels

This paper presents multiple kernel learning (MKL) regression as an exploratory spatial data analysis and modelling tool. The MKL approach is introduced as an extension of support vector regression, where MKL uses dedicated kernels to divide a given task into sub-problems and to treat them separately in an effective way. It provides better interpretability to non-linear robust kernel regression at the cost of a more complex numerical optimization. In particular, we investigate the use of MKL as a tool that allows us to avoid using ad-hoc topographic indices as covariables in statistical models in complex terrains. Instead, MKL learns these relationships from the data in a non-parametric fashion. A study on data simulated from real terrain features confirms the ability of MKL to enhance the interpretability of data-driven models and to aid feature selection without degrading predictive performances. Here we examine the stability of the MKL algorithm with respect to the number of training data samples and to the presence of noise. The results of a real case study are also presented, where MKL is able to exploit a large set of terrain features computed at multiple spatial scales, when predicting mean wind speed in an Alpine region.