An adaptive multiscale method for density-driven instabilities

Accurate modeling of flow instabilities requires computational tools able to deal with several interacting scales, from the scale at which fingers are triggered up to the scale at which their effects need to be described. The Multiscale Finite Volume (MsFV) method offers a framework to couple fine-and coarse-scale features by solving a set of localized problems which are used both to define a coarse-scale problem and to reconstruct the fine-scale details of the flow. The MsFV method can be seen as an upscaling-downscaling technique, which is computationally more efficient than standard discretization schemes and more accurate than traditional upscaling techniques. We show that, although the method has proven accurate in modeling density-driven flow under stable conditions, the accuracy of the MsFV method deteriorates in case of unstable flow and an iterative scheme is required to control the localization error. To avoid large computational overhead due to the iterative scheme, we suggest several adaptive strategies both for flow and transport. In particular, the concentration gradient is used to identify a front region where instabilities are triggered and an accurate (iteratively improved) solution is required. Outside the front region the problem is upscaled and both flow and transport are solved only at the coarse scale. This adaptive strategy leads to very accurate solutions at roughly the same computational cost as the non-iterative MsFV method. In many circumstances, however, an accurate description of flow instabilities requires a refinement of the computational grid rather than a coarsening. For these problems, we propose a modified iterative MsFV, which can be used as downscaling method (DMsFV). Compared to other grid refinement techniques the DMsFV clearly separates the computational domain into refined and non-refined regions, which can be treated separately and matched later. This gives great flexibility to employ different physical descriptions in different regions, where different equations could be solved, offering an excellent framework to construct hybrid methods.

Local-global splitting for spatiotemporal-adaptive multiscale methods

We present a novel spatiotemporal-adaptive Multiscale Finite Volume (MsFV) method, which is based on the natural idea that the global coarse-scale problem has longer characteristic time than the local fine-scale problems. As a consequence, the global problem can be solved with larger time steps than the local problems. In contrast to the pressure-transport splitting usually employed in the standard MsFV approach, we propose to start directly with a local-global splitting that allows to locally retain the original degree of coupling. This is crucial for highly non-linear systems or in the presence of physical instabilities. To obtain an accurate and efficient algorithm, we devise new adaptive criteria for global update that are based on changes of coarse-scale quantities rather than on fine-scale quantities, as it is routinely done before in the adaptive MsFV method. By means of a complexity analysis we show that the adaptive approach gives a noticeable speed-up with respect to the standard MsFV algorithm. In particular, it is efficient in case of large upscaling factors, which is important for multiphysics problems. Based on the observation that local time stepping acts as a smoother, we devise a self-correcting algorithm which incorporates the information from previous times to improve the quality of the multiscale approximation. We present results of multiphase flow simulations both for Darcy-scale and multiphysics (hybrid) problems, in which a local pore-scale description is combined with a global Darcy-like description. The novel spatiotemporal-adaptive multiscale method based on the local-global splitting is not limited to porous media flow problems, but it can be extended to any system described by a set of conservation equations.

Hierarchical Reconstruction Method for Solving Ill-posed Linear Inverse Problems

We present a detailed analysis of the application of a multi-scale Hierarchical Reconstruction method for solving a family of ill-posed linear inverse problems. When the observations on the unknown quantity of interest and the observation operators are known, these inverse problems are concerned with the recovery of the unknown from its observations. Although the observation operators we consider are linear, they are inevitably ill-posed in various ways. We recall in this context the classical Tikhonov regularization method with a stabilizing function which targets the specific ill-posedness from the observation operators and preserves desired features of the unknown. Having studied the mechanism of the Tikhonov regularization, we propose a multi-scale generalization to the Tikhonov regularization method, so-called the Hierarchical Reconstruction (HR) method. First introduction of the HR method can be traced back to the Hierarchical Decomposition method in Image Processing. The HR method successively extracts information from the previous hierarchical residual to the current hierarchical term at a finer hierarchical scale. As the sum of all the hierarchical terms, the hierarchical sum from the HR method provides an reasonable approximate solution to the unknown, when the observation matrix satisfies certain conditions with specific stabilizing functions. When compared to the Tikhonov regularization method on solving the same inverse problems, the HR method is shown to be able to decrease the total number of iterations, reduce the approximation error, and offer self control of the approximation distance between the hierarchical sum and the unknown, thanks to using a ladder of finitely many hierarchical scales. We report numerical experiments supporting our claims on these advantages the HR method has over the Tikhonov regularization method.

CFD simulation of complex phenomena containing suspensions and flow throughporous media

There is an increasing reliance on computers to solve complex engineering problems. This is because computers, in addition to supporting the development and implementation of adequate and clear models, can especially minimize the financial support required. The ability of computers to perform complex calculations at high speed has enabled the creation of highly complex systems to model real-world phenomena. The complexity of the fluid dynamics problem makes it difficult or impossible to solve equations of an object in a flow exactly. Approximate solutions can be obtained by construction and measurement of prototypes placed in a flow, or by use of a numerical simulation. Since usage of prototypes can be prohibitively time-consuming and expensive, many have turned to simulations to provide insight during the engineering process. In this case the simulation setup and parameters can be altered much more easily than one could with a real-world experiment. The objective of this research work is to develop numerical models for different suspensions (fiber suspensions, blood flow through microvessels and branching geometries, and magnetic fluids), and also fluid flow through porous media. The models will have merit as a scientific tool and will also have practical application in industries. Most of the numerical simulations were done by the commercial software, Fluent, and user defined functions were added to apply a multiscale method and magnetic field. The results from simulation of fiber suspension can elucidate the physics behind the break up of a fiber floc, opening the possibility for developing a meaningful numerical model of the fiber flow. The simulation of blood movement from an arteriole through a venule via a capillary showed that the model based on VOF can successfully predict the deformation and flow of RBCs in an arteriole. Furthermore, the result corresponds to the experimental observation illustrates that the RBC is deformed during the movement. The concluding remarks presented, provide a correct methodology and a mathematical and numerical framework for the simulation of blood flows in branching. Analysis of ferrofluids simulations indicate that the magnetic Soret effect can be even higher than the conventional one and its strength depends on the strength of magnetic field, confirmed experimentally by Völker and Odenbach. It was also shown that when a magnetic field is perpendicular to the temperature gradient, there will be additional increase in the heat transfer compared to the cases where the magnetic field is parallel to the temperature gradient. In addition, the statistical evaluation (Taguchi technique) on magnetic fluids showed that the temperature and initial concentration of the magnetic phase exert the maximum and minimum contribution to the thermodiffusion, respectively. In the simulation of flow through porous media, dimensionless pressure drop was studied at different Reynolds numbers, based on pore permeability and interstitial fluid velocity. The obtained results agreed well with the correlation of Macdonald et al. (1979) for the range of actual flow Reynolds studied. Furthermore, calculated results for the dispersion coefficients in the cylinder geometry were found to be in agreement with those of Seymour and Callaghan.

Bridging large and small scales of water models using hybrid Molecular Dynamics/Fluctuating Hydrodynamics framework

This thesis presents a two-dimensional water model investigation and development of a multiscale method for the modelling of large systems, such as virus in water or peptide immersed in the solvent. We have implemented a two-dimensional ‘Mercedes Benz’ (MB) or BN2D water model using Molecular Dynamics. We have studied its dynamical and structural properties dependence on the model’s parameters. For the first time we derived formulas to calculate thermodynamic properties of the MB model in the microcanonical (NVE) ensemble. We also derived equations of motion in the isothermal–isobaric (NPT) ensemble. We have analysed the rotational degree of freedom of the model in both ensembles. We have developed and implemented a self-consistent multiscale method, which is able to communicate micro- and macro- scales. This multiscale method assumes, that matter consists of the two phases. One phase is related to micro- and the other to macroscale. We simulate the macro scale using Landau Lifshitz-Fluctuating Hydrodynamics, while we describe the microscale using Molecular Dynamics. We have demonstrated that the communication between the disparate scales is possible without introduction of fictitious interface or approximations which reduce the accuracy of the information exchange between the scales. We have investigated control parameters, which were introduced to control the contribution of each phases to the matter behaviour. We have shown, that microscales inherit dynamical properties of the macroscales and vice versa, depending on the concentration of each phase. We have shown, that Radial Distribution Function is not altered and velocity autocorrelation functions are gradually transformed, from Molecular Dynamics to Fluctuating Hydrodynamics description, when phase balance is changed. In this work we test our multiscale method for the liquid argon, BN2D and SPC/E water models. For the SPC/E water model we investigate microscale fluctuations which are computed using advanced mapping technique of the small scales to the large scales, which was developed by Voulgarakisand et. al.

Hybrid Multiscale Finite Volume method for two-phase flow in porous media

We present a novel hybrid (or multiphysics) algorithm, which couples pore-scale and Darcy descriptions of two-phase flow in porous media. The flow at the pore-scale is described by the Navier?Stokes equations, and the Volume of Fluid (VOF) method is used to model the evolution of the fluid?fluid interface. An extension of the Multiscale Finite Volume (MsFV) method is employed to construct the Darcy-scale problem. First, a set of local interpolators for pressure and velocity is constructed by solving the Navier?Stokes equations; then, a coarse mass-conservation problem is constructed by averaging the pore-scale velocity over the cells of a coarse grid, which act as control volumes; finally, a conservative pore-scale velocity field is reconstructed and used to advect the fluid?fluid interface. The method relies on the localization assumptions used to compute the interpolators (which are quite straightforward extensions of the standard MsFV) and on the postulate that the coarse-scale fluxes are proportional to the coarse-pressure differences. By numerical simulations of two-phase problems, we demonstrate that these assumptions provide hybrid solutions that are in good agreement with reference pore-scale solutions and are able to model the transition from stable to unstable flow regimes. Our hybrid method can naturally take advantage of several adaptive strategies and allows considering pore-scale fluxes only in some regions, while Darcy fluxes are used in the rest of the domain. Moreover, since the method relies on the assumption that the relationship between coarse-scale fluxes and pressure differences is local, it can be used as a numerical tool to investigate the limits of validity of Darcy's law and to understand the link between pore-scale quantities and their corresponding Darcy-scale variables.

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.

An operator formulation of the multiscale finite-volume method with correction function

The multiscale finite-volume (MSFV) method has been derived to efficiently solve large problems with spatially varying coefficients. The fine-scale problem is subdivided into local problems that can be solved separately and are coupled by a global problem. This algorithm, in consequence, shares some characteristics with two-level domain decomposition (DD) methods. However, the MSFV algorithm is different in that it incorporates a flux reconstruction step, which delivers a fine-scale mass conservative flux field without the need for iterating. This is achieved by the use of two overlapping coarse grids. The recently introduced correction function allows for a consistent handling of source terms, which makes the MSFV method a flexible algorithm that is applicable to a wide spectrum of problems. It is demonstrated that the MSFV operator, used to compute an approximate pressure solution, can be equivalently constructed by writing the Schur complement with a tangential approximation of a single-cell overlapping grid and incorporation of appropriate coarse-scale mass-balance equations.

Automatic method to classify images based on multiscale fractal descriptors and paraconsistent logic

In this study is presented an automatic method to classify images from fractal descriptors as decision rules, such as multiscale fractal dimension and lacunarity. The proposed methodology was divided in three steps: quantification of the regions of interest with fractal dimension and lacunarity, techniques under a multiscale approach; definition of reference patterns, which are the limits of each studied group; and, classification of each group, considering the combination of the reference patterns with signals maximization (an approach commonly considered in paraconsistent logic). The proposed method was used to classify histological prostatic images, aiming the diagnostic of prostate cancer. The accuracy levels were important, overcoming those obtained with Support Vector Machine (SVM) and Bestfirst Decicion Tree (BFTree) classifiers. The proposed approach allows recognize and classify patterns, offering the advantage of giving comprehensive results to the specialists.

A novel computer simulation method for simulating the multiscale transduction dynamics of signal proteins

Signal proteins are able to adapt their response to a change in the environment, governing in this way a broad variety of important cellular processes in living systems. While conventional molecular-dynamics (MD) techniques can be used to explore the early signaling pathway of these protein systems at atomistic resolution, the high computational costs limit their usefulness for the elucidation of the multiscale transduction dynamics of most signaling processes, occurring on experimental timescales. To cope with the problem, we present in this paper a novel multiscale-modeling method, based on a combination of the kinetic Monte-Carlo- and MD-technique, and demonstrate its suitability for investigating the signaling behavior of the photoswitch light-oxygen-voltage-2-Jα domain from Avena Sativa (AsLOV2-Jα) and an AsLOV2-Jα-regulated photoactivable Rac1-GTPase (PA-Rac1), recently employed to control the motility of cancer cells through light stimulus. More specifically, we show that their signaling pathways begin with a residual re-arrangement and subsequent H-bond formation of amino acids near to the flavin-mononucleotide chromophore, causing a coupling between β-strands and subsequent detachment of a peripheral α-helix from the AsLOV2-domain. In the case of the PA-Rac1 system we find that this latter process induces the release of the AsLOV2-inhibitor from the switchII-activation site of the GTPase, enabling signal activation through effector-protein binding. These applications demonstrate that our approach reliably reproduces the signaling pathways of complex signal proteins, ranging from nanoseconds up to seconds at affordable computational costs.

Urban image classification with semisupervised multiscale cluster kernels

This paper presents a semisupervised support vector machine (SVM) that integrates the information of both labeled and unlabeled pixels efficiently. Method's performance is illustrated in the relevant problem of very high resolution image classification of urban areas. The SVM is trained with the linear combination of two kernels: a base kernel working only with labeled examples is deformed by a likelihood kernel encoding similarities between labeled and unlabeled examples. Results obtained on very high resolution (VHR) multispectral and hyperspectral images show the relevance of the method in the context of urban image classification. Also, its simplicity and the few parameters involved make the method versatile and workable by unexperienced users.

Analysis of a finite volume element method for the Stokes problem

In this paper we propose a stabilized conforming finite volume element method for the Stokes equations. On stating the convergence of the method, optimal a priori error estimates in different norms are obtained by establishing the adequate connection between the finite volume and stabilized finite element formulations. A superconvergence result is also derived by using a postprocessing projection method. In particular, the stabilization of the continuous lowest equal order pair finite volume element discretization is achieved by enriching the velocity space with local functions that do not necessarily vanish on the element boundaries. Finally, some numerical experiments that confirm the predicted behavior of the method are provided.

Error estimate and control in the MSFV method for multiphase flow in porous media

n this paper the iterative MSFV method is extended to include the sequential implicit simulation of time dependent problems involving the solution of a system of pressure-saturation equations. To control numerical errors in simulation results, an error estimate, based on the residual of the MSFV approximate pressure field, is introduced. In the initial time steps in simulation iterations are employed until a specified accuracy in pressure is achieved. This initial solution is then used to improve the localization assumption at later time steps. Additional iterations in pressure solution are employed only when the pressure residual becomes larger than a specified threshold value. Efficiency of the strategy and the error control criteria are numerically investigated. This paper also shows that it is possible to derive an a-priori estimate and control based on the allowed pressure-equation residual to guarantee the desired accuracy in saturation calculation.

An iterative Multiscale Finite-Volume algorithm converging to the exact solution

The multiscale finite volume (MsFV) method has been developed to efficiently solve large heterogeneous problems (elliptic or parabolic); it is usually employed for pressure equations and delivers conservative flux fields to be used in transport problems. The method essentially relies on the hypothesis that the (fine-scale) problem can be reasonably described by a set of local solutions coupled by a conservative global (coarse-scale) problem. In most cases, the boundary conditions assigned for the local problems are satisfactory and the approximate conservative fluxes provided by the method are accurate. In numerically challenging cases, however, a more accurate localization is required to obtain a good approximation of the fine-scale solution. In this paper we develop a procedure to iteratively improve the boundary conditions of the local problems. The algorithm relies on the data structure of the MsFV method and employs a Krylov-subspace projection method to obtain an unconditionally stable scheme and accelerate convergence. Two variants are considered: in the first, only the MsFV operator is used; in the second, the MsFV operator is combined in a two-step method with an operator derived from the problem solved to construct the conservative flux field. The resulting iterative MsFV algorithms allow arbitrary reduction of the solution error without compromising the construction of a conservative flux field, which is guaranteed at any iteration. Since it converges to the exact solution, the method can be regarded as a linear solver. In this context, the schemes proposed here can be viewed as preconditioned versions of the Generalized Minimal Residual method (GMRES), with a very peculiar characteristic that the residual on the coarse grid is zero at any iteration (thus conservative fluxes can be obtained).