In this paper we propose a general framework for the uncertainty quantification of quantities of interest for high-contrast single-phase flow problems. It is based on the generalized multiscale finite element method (GMsFEM) and multilevel Monte Carlo (MLMC) methods. The former provides a hierarchy of approximations of different resolution, whereas the latter gives an efficient way to estimate quantities of interest using samples on different levels. The number of basis functions in the online GMsFEM stage can be varied to determine the solution resolution and the computational cost, and to efficiently generate samples at different levels. In particular, it is cheap to generate samples on coarse grids but with low resolution, and it is expensive to generate samples on fine grids with high accuracy. By suitably choosing the number of samples at different levels, one can leverage the expensive computation in larger fine-grid spaces toward smaller coarse-grid spaces, while retaining the accuracy of the final Monte Carlo estimate. Further, we describe a multilevel Markov chain Monte Carlo method, which sequentially screens the proposal with different levels of approximations and reduces the number of evaluations required on fine grids, while combining the samples at different levels to arrive at an accurate estimate. The framework seamlessly integrates the multiscale features of the GMsFEM with the multilevel feature of the MLMC methods following the work in [26], and our numerical experiments illustrate its efficiency and accuracy in comparison with standard Monte Carlo estimates.

In this paper we use the Generalized Multiscale Finite Element Method (GMsFEM) framework, introduced in [26], in order to solve nonlinear elliptic equations with high-contrast coefficients. The proposed solution method involves linearizing the equation so that coarse-grid quantities of previous solution iterates can be regarded as auxiliary parameters within the problem formulation. With this convention, we systematically construct respective coarse solution spaces that lend themselves to either continuous Galerkin (CG) or discontinuous Galerkin (DG) global formulations. Here, we use Symmetric Interior Penalty Discontinuous Galerkin approach. Both methods yield a predictable error decline that depends on the respective coarse space dimension, and we illustrate the effectiveness of the CG and DG formulations by offering a variety of numerical examples.

In this paper, multiscale finite element methods (MsFEMs) and domain decomposition techniques are developed for a class of nonlinear elliptic problems with high-contrast coefficients. In the process, existing work on linear problems [Y. Efendiev, J. Galvis, R. Lazarov, S. Margenov and J. Ren, Robust two-level domain decomposition preconditioners for high-contrast anisotropic flows in multiscale media. Submitted.; Y. Efendiev, J. Galvis and X. Wu, J. Comput. Phys. 230 (2011) 937–955; J. Galvis and Y. Efendiev, SIAM Multiscale Model. Simul. 8 (2010) 1461–1483.] is extended to treat a class of nonlinear elliptic operators. The proposed method requires the solutions of (small dimension and local) nonlinear eigenvalue problems in order to systematically enrich the coarse solution space. Convergence of the method is shown to relate to the dimension of the coarse space (due to the enrichment procedure) as well as the coarse mesh size. In addition, it is shown that the coarse mesh spaces can be effectively used in two-level domain decomposition preconditioners. A number of numerical results are presented to complement the analysis.