Density estimation of two-phase flow with multiscale and randomly perturbed data

In this paper, we describe an efficient approach for quantifying uncertainty in two-phase flow applications due to perturbations of the permeability in a multiscale heterogeneous porous medium. The method is based on the application of the multiscale finite element method within the framework of Monte Carlo simulation and an efficient preprocessing construction of the multiscale basis functions. The quantities of interest for our applications are the Darcy velocity and breakthrough time and we quantify their uncertainty by constructing the respective cumulative distribution functions. For the Darcy velocity we use the multiscale finite element method, but due to lack of conservation, we apply the multiscale finite volume element method as an alternative for use with the two-phase flow problem. We provide a number of numerical examples to illustrate the performance of the method.