In this paper, we suggest a new Heterogeneous Multiscale Method (HMM) for the Helmholtz equation with high contrast. The method is constructed for a setting as in Bouchitté and Felbacq (C.R. Math. Acad. Sci. Paris 339(5):377--382, 2004), where the high contrast in the parameter leads to unusual effective parameters in the homogenized equation. We revisit existing homogenization approaches for this special setting and analyze the stability of the two-scale solution with respect to the wavenumber and the data. This includes a new stability result for solutions to the Helmholtz equation with discontinuous diffusion matrix. The HMM is defined as direct discretization of the two-scale limit equation.
With this approach we are able to show quasi-optimality and an a priori error estimate under a resolution condition that inherits its dependence on the wavenumber from the stability constant for the analytical problem. Numerical experiments confirm our theoretical convergence results and examine the resolution condition. Moreover, the numerical simulation gives a good insight and explanation of the physical phenomenon of frequency band gaps.
We introduce a new efficient algorithm for Helmholtz problems in perforated domains with the design of the scheme allowing for possibly large wavenumbers. Our method is based upon the Wavelet-based Edge Multiscale Finite Element Method (WEMsFEM) as proposed recently in [14]. For a regular coarse mesh with mesh size H, we establish O(H) convergence of this algorithm under the resolution assumption, and with the level parameter being sufficiently large. The performance of the algorithm is demonstrated by extensive 2-dimensional numerical tests including those motivated by photonic crystals.
In this paper, we present a multiscale framework for solving the Helmholtz equation in heterogeneous media without scale separation and in the high frequency regime where the wavenumber $k$ can be large. The main innovation is that our methods achieve a nearly exponential rate of convergence with respect to the computational degrees of freedom, using a coarse grid of mesh size $O(1/k)$ without suffering from the well-known pollution effect. The key idea is a non-overlapped domain decomposition and its associated coarse-fine scale decomposition of the solution space that adapts to the media pro…
Discrete Edge Multiscale Space based Hybrid Schwarz Preconditioner for High-Frequency Helmholtz Problems
Eastern Institute for Advanced Study, Eastern Institute of Technology（宁波东方理工大学高级研究院）；School of Science and Engineering, The Chinese University of Hong Kong, Shenzhen（香港中文大学（深圳）理工学院）；Department of Mathematics, The University of Hong Kong（香港大学数学系）；Department of Mathematics, Purdue University（普渡大学数学系）
In this paper, a generalized finite element method (GFEM) with optimal local approximation spaces for solving high-frequency heterogeneous Helmholtz problems is systematically studied. The local spaces are built from selected eigenvectors of carefully designed local eigenvalue problems defined on generalized harmonic spaces. At both continuous and discrete levels, $(i)$ wavenumber explicit and nearly exponential decay rates for local and global approximation errors are obtained without any assumption on the size of subdomains; $(ii)$ a quasi-optimal convergence of the method is established by …
We study wave propagation phenomena modelled in the frequency domain by the Helmholtz equation in heterogeneous media with focus on media with discontinuous, highly oscillating wave speed. We restrict to problems with spherical symmetry and will derive explicit representations of the Green's operator and stability estimates which are explicit in the frequency and the wave speed.
Numerical solution of heterogeneous Helmholtz problems presents various computational challenges, with descriptive theory remaining out of reach for many popular approaches. Robustness and scalability are key for practical and reliable solvers in large-scale applications, especially for large wave number problems. In this work we explore the use of a GenEO-type coarse space to build a two-level additive Schwarz method applicable to highly indefinite Helmholtz problems. Through a range of numerical tests on a 2D model problem, discretised by finite elements on pollution-free meshes, we observe …
In this paper we introduce a new method called the Dirac Assisted Tree (DAT) method, which can handle 1D heterogeneous Helmholtz equations with arbitrarily large variable wave numbers. DAT breaks an original global problem into many parallel tree-structured small local problems, which are linked together to form a global solution by solving small linking problems. To solve the local problems in DAT, we propose a compact finite difference method (FDM) with arbitrarily high accuracy order and low numerical dispersion for piecewise smooth coefficients and variable wave numbers. This compact FDM i…
In this work, we apply the finite element heterogeneous multiscale method to a class of dispersive first-order time-dependent Maxwell systems. For this purpose, we use an analytic homogenization result, which shows that the effective system contains additional dispersive effects. We provide a careful study of the (time-dependent) micro problems, including $\mathrm{H}^2$ and micro errors estimates. Eventually, we prove a semi-discrete error estimate for the method.
A homogenization approach is one of effective strategies to solve multiscale elliptic problems approximately. The finite element heterogeneous multiscale method (FEHMM) which is based on the finite element makes possible to simulate such process numerically. In this paper we introduce a FEHMM scheme for multiscale elliptic problems based on nonconforming spaces. In particular we use the noconforming element with the periodic boundary condition introduced in the companion paper. Theoretical analysis derives a priori error estimates in the standard Sobolev norms. Several numerical results which …
In this paper, we present a finite difference heterogeneous multiscale method for the Landau-Lifshitz equation with a highly oscillatory diffusion coefficient. The approach combines a higher order discretization and artificial damping in the so-called micro problem to obtain an efficient implementation. The influence of different parameters on the resulting approximation error is discussed. Numerical examples for both periodic as well as more general coefficients are given to demonstrate the functionality of the approach.
In this paper, we study the generalized multiscale finite element method (GMsFEM) for single phase compressible flow in highly heterogeneous porous media. We follow the major steps of the GMsFEM to construct permeability dependent offline basis for fast coarse-grid simulation. The offline coarse space is efficiently constructed only once based on the initial permeability field with parallel computing. A rigorous convergence analysis is performed for two types of snapshot spaces. The analysis indicates that the convergence rates of the proposed multiscale method depend on the coarse meshsize an…
We present a Heterogeneous Multiscale Method for the Landau-Lifshitz equation with a highly oscillatory diffusion coefficient, a simple model for a ferromagnetic composite. A finite element macro scheme is combined with a finite difference micro model to approximate the effective equation corresponding to the original problem. This makes it possible to obtain effective solutions to problems with rapid material variations on a small scale, described by $\varepsilon \ll 1$, which would be too expensive to resolve in a conventional simulation.
The aim of this work is the numerical homogenization of a parabolic problem with several time and spatial scales using the heterogeneous multiscale method. We replace the actual cell problem with an alternate one, using Dirichlet boundary and initial values instead of periodic boundary and time conditions. Further, we give a detailed a priori error analysis of the fully discretized, i.e., in space and time for both the macroscopic and the cell problem, method. Numerical experiments illustrate the theoretical convergence rates.
We propose in this paper the Wavelet-based Edge Multiscale Parareal (WEMP) Algorithm to efficiently solve parabolic equations with heterogeneous coefficients. This algorithm combines the advantages of multiscale methods that can deal with heterogeneity in the spacial domain effectively, and the strength of parareal algorithms for speeding up time evolution problems when sufficient processors are available. We derive the convergence rate of this algorithm in terms of the mesh size in the spatial domain, the level parameter used in the multiscale method, the coarse-scale time step and the fine-s…
In this paper, we develop a multiscale method for solving the Signorini problem with a heterogeneous field. The Signorini problem is encountered in many applications, such as hydrostatics, thermics, and solid mechanics. It is well-known that numerically solving this problem requires a fine computational mesh, which can lead to a large number of degrees of freedom. The aim of this work is to develop a new hybrid multiscale method based on the framework of the generalized multiscale finite element method (GMsFEM). The construction of multiscale basis functions requires local spectral decompositi…
We propose a multiscale approach for a nonlinear Helmholtz problem with possible oscillations in the Kerr coefficient, the refractive index, and the diffusion coefficient. The method does not rely on structural assumptions on the coefficients and combines the multiscale technique known as Localized Orthogonal Decomposition with an adaptive iterative approximation of the nonlinearity. We rigorously analyze the method in terms of well-posedness and convergence properties based on suitable assumptions on the initial data and the discretization parameters. Numerical examples illustrate the theoret…
In this paper, we construct and analyze a multiscale (finite element) method for parabolic problems with heterogeneous dynamic boundary conditions. As origin, we consider a reformulation of the system in order to decouple the discretization of bulk and surface dynamics. This allows us to combine multiscale methods on the boundary with standard Lagrangian schemes in the interior. We prove convergence and quantify explicit rates for low-regularity solutions, independent of the oscillatory behavior of the heterogeneities. As a result, coarse discretization parameters, which do not resolve the fin…
We develop numerical multiscale methods for viscous boundary layer flow. The goal is to derive effective boundary conditions, or wall laws, through high resolution simulations localized to the boundary coupled to a coarser simulation in the domain interior. The multiscale framework is analyzed in the context of laminar flow over a rough boundary. Asymptotic analysis shows that, up to a small perturbation, the method recovers the slip constant in the wall law derived from periodic homogenization theory. Numerical experiments illustrate the utility of the method for more general roughness patter…
In this paper we propose a multiscale traffic model, based on the family of Generic Second Order Models, which integrates multiple trajectory data into the velocity function. This combination of a second order macroscopic model with microscopic information allows us to reproduce significant variations in speed and acceleration that strongly influence traffic emissions. We obtain accurate approximations even with a few trajectory data. The proposed approach is therefore a computationally efficient and highly accurate tool for calculating macroscopic traffic quantities and estimating emissions.
In this paper, we systemically review and compare two mixed multiscale finite element methods (MMsFEM) for multiphase transport in highly heterogeneous media. In particular, we will consider the mixed multiscale finite element method using limited global information, simply denoted by MMsFEM, and the mixed generalized multiscale finite element method (MGMsFEM) with residual driven online multiscale basis functions. Both methods are under the framework of mixed multiscale finite element methods, where the pressure equation is solved in the coarse grid with carefully constructed multiscale basis…
In this paper, we develop a computational multiscale to solve the parabolic wave approximation with heterogeneous and variable media. Parabolic wave approximation is a technique to approximate the full wave equation. One benefit of the method is that: one wave propagation direction can be taken as an evolution direction, and we then can discretize it using a classical scheme like Backward Euler. Consequently, we obtain a set of quasi-gas-dynamic (QGD) models with different heterogeneous permeability fields. Then, we employ constraint energy minimization generalized multiscale finite element me…
Coupled nonlinear system of reaction-diffusion equations describing multi-component (species) interactions with heterogeneous coefficients is considered. Finite volume method based approximation for the space is used to construct semi-discrete form for the computation of numerical solutions. Two techniques for time approximations, namely, a fully implicit (FI) and a semi-implicit (SI) schemes are examined. The fully implicit scheme is constructed using Newton's method and leads to the coupled system of equations on each nonlinear and time iterations which is computationally rather expensive. I…
In this paper, we consider several possible ways to set up Heterogeneous Multiscale Methods for the Landau-Lifshitz equation with a highly oscillatory diffusion coefficient, which can be seen as a means to modeling rapidly varying ferromagnetic materials. We then prove estimates for the errors introduced when approximating the relevant quantity in each of the models given a periodic problem, using averaging in time and space of the solution to a corresponding micro problem. In our setup, the Landau-Lifshitz equation with highly oscillatory coefficient is chosen as the micro problem for all mod…
Numerical treatment of the problem of two-dimensional viscous fluid flow in and around circular porous inclusions is considered. The mathematical model is described by Navier-Stokes equation in the free flow domain $Ω_f$ and nonlinear convective Darcy-Brinkman-Forchheimer equations in porous subdomains $Ω_p$. It is well-known that numerical solutions of the problems in such heterogeneous domains require a very fine computational mesh that resolve inclusions on the grid level. The size alteration of the relevant system requires model reduction techniques. Here, we present a multiscale model red…
