Multi-element least square HDMR methods and their applications for stochastic multiscale model reduction

• Multi-element least square HDMR is proposed to treat stochastic models.
• Random domain is adaptively decomposed into some subdomains to obtain adaptive multi-element HDMR.
• Least-square reduced HDMR is proposed to enhance computation efficiency and approximation accuracy in certain conditions.
• Integrating MsFEM and multi-element least square HDMR can significantly reduce computation complexity.

Stochastic multiscale modeling has become a necessary approach to quantify uncertainty and characterize multiscale phenomena for many practical problems such as flows in stochastic porous media. The numerical treatment of the stochastic multiscale models can be very challengeable as the existence of complex uncertainty and multiple physical scales in the models. To efficiently take care of the difficulty, we construct a computational reduced model. To this end, we propose a multi-element least square high-dimensional model representation (HDMR) method, through which the random domain is adaptively decomposed into a few subdomains, and a local least square HDMR is constructed in each subdomain. These local HDMRs are represented by a finite number of orthogonal basis functions defined in low-dimensional random spaces. The coefficients in the local HDMRs are determined using least square methods. We paste all the local HDMR approximations together to form a global HDMR approximation. To further reduce computational cost, we present a multi-element reduced least-square HDMR, which improves both efficiency and approximation accuracy in certain conditions. To effectively treat heterogeneity properties and multiscale features in the models, we integrate multiscale finite element methods with multi-element least-square HDMR for stochastic multiscale model reduction. This approach significantly reduces the original model's complexity in both the resolution of the physical space and the high-dimensional stochastic space. We analyze the proposed approach, and provide a set of numerical experiments to demonstrate the performance of the presented model reduction techniques.