In this paper, we examine the effectiveness of classic multiscale finite element method (MsFEM) (Hou and Wu, 1997; Hou et al., 1999) for mixed Dirichlet-Neumann, Robin and hemivariational inequality boundary problems. Constructing so-called boundary correctors is a common technique in existing methods to prove the convergence rate of MsFEM, while we think not reflects the essence of those problems. Instead, we focus on the first-order expansion structure. Through recently developed estimations in homogenization theory, our convergence rate is provided with milder assumptions and in neat forms.
In this paper, we analyze the convergence of the operator-compressed multiscale finite element method (OC MsFEM) for Schrödinger equations with general multiscale potentials in the semiclassical regime. In the OC MsFEM the multiscale basis functions are constructed by solving a constrained energy minimization. Under a mild assumption on the mesh size $H$, we prove the exponential decay of the multiscale basis functions so that localized multiscale basis functions can be constructed, which achieve the same accuracy as the global ones if the oversampling size $m = O(\log(1/H))$. We prove the fir…
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 …
Analysis of a zeroth-order multiscale sampler: strong convergence, convergence of ergodic averages and weak convergence
Inria Paris（巴黎国家数字研究院）；CERMICS, École nationale des ponts et chaussées（国立路桥学校计算、建模与数值科学中心）；Département de Mathématiques, CentraleSupélec（中央理工-高等电力学院数学系）
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 article we develop the Constraint Energy Minimizing Generalized Multiscale Finite Element Method (CEM-GMsFEM) for elliptic partial differential equations with inhomogeneous Dirichlet, Neumann, and Robin boundary conditions, and the high contrast property emerges from the coefficients of elliptic operators and Robin boundary conditions. By careful construction of multiscale bases of the CEM-GMsFEM, we introduce two operators $\mathcal{D}^m$ and $\mathcal{N}^m$ which are used to handle inhomogeneous Dirichlet and Neumann boundary values and are also proved to converge independently of co…
We propose a Nitsche method for multiscale partial differential equations, which retrieves the macroscopic information and the local microscopic information at one stroke. We prove the convergence of the method for second order elliptic problem with bounded and measurable coefficients. The rate of convergence may be derived for coefficients with further structures such as periodicity and ergodicity. Extensive numerical results confirm the theoretical predictions.
In this paper, we introduce a multiscale framework based on adaptive edge basis functions to solve second-order linear elliptic PDEs with rough coefficients. One of the main results is that we prove the proposed multiscale method achieves nearly exponential convergence in the approximation error with respect to the computational degrees of freedom. Our strategy is to perform an energy orthogonal decomposition of the solution space into a coarse scale component comprising $a$-harmonic functions in each element of the mesh, and a fine scale component named the bubble part that can be computed lo…
Semi-discrete finite difference multiscale scheme for a concrete corrosion model: approximation estimates and convergence
Institute of Mathematics for Industry, Kyushu University（九州大学产业数学研究所）；Faculty of Mathematics and Computer Science, CASA - Center for Analysis, Scientific computing and Applications, Institute for Complex Molecular Systems (ICMS), Technical University of Eindhoven（埃因霍温理工大学数学与计算机科学学院，分析、科学计算与应用中心，复杂分子系统研究所）
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…
Fourier series multiscale method, a concise and efficient analytical approach for multiscale computation, will be developed out of this series of papers. In the seventh paper, the usual structural analysis of beams on an elastic foundation is extended to a thorough multiscale analysis for a fourth order linear differential equation for transverse deflection of the beam, where general boundary conditions and a wide spectrum of model parameters are prescribed. For this purpose, the solution function is expressed as a linear combination of the boundary function and the internal function, to ensur…
Fourier series multiscale method, a concise and efficient analytical approach for multiscale computation, will be developed out of this series of papers. In the fifth paper, the usual structural analysis of plates on an elastic foundation is extended to a thorough multiscale analysis for a system of a fourth order linear differential equation (for transverse displacement of the plate) and a second order linear differential equation (for the stress function), where general boundary conditions and a wide spectrum of model parameters are prescribed. For this purpose, the solution function each is…
In this paper, we develop the constraint energy minimization generalized multiscale finite element method (CEM-GMsFEM) in mixed formulation applied to parabolic equations with heterogeneous diffusion coefficients. The construction of the method is based on two multiscale spaces: pressure multiscale space and velocity multiscale space. The pressure space is constructed via a set of well-designed local spectral problems, which can be solved independently. Based on the computed pressure multiscale space, we will construct the velocity multiscale space by applying constrained energy minimization. …
We present a novel algorithm based on the ensemble Kalman filter to solve inverse problems involving multiscale elliptic partial differential equations. Our method is based on numerical homogenization and finite element discretization and allows to recover a highly oscillatory tensor from measurements of the multiscale solution in a computationally inexpensive manner. The properties of the approximate solution are analysed with respect to the multiscale and discretization parameters, and a convergence result is shown to hold. A reinterpretation of the solution from a Bayesian perspective is pr…
Fourier series multiscale method, a concise and efficient analytical approach for multiscale computation, will be developed out of this series of papers. In the sixth paper, exact analysis of the wave propagation in a beam with rectangular cross section is extended to a thorough multiscale analysis for a system of completely coupled second order linear differential equations for modal functions, where general boundary conditions are prescribed. For this purpose, the modal function each is expressed as a linear combination of the corner function, the two boundary functions and the internal func…
A recent paper [J. A. Evans, D. Kamensky, Y. Bazilevs, "Variational multiscale modeling with discretely divergence-free subscales", Computers & Mathematics with Applications, 80 (2020) 2517-2537] introduced a novel stabilized finite element method for the incompressible Navier-Stokes equations, which combined residual-based stabilization of advection, energetic stability, and satisfaction of a discrete incompressibility condition. However, the convergence analysis and numerical tests of the cited work were subject to the restrictive assumption of a divergence-conforming choice of velocity and …
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 show that in the variational multiscale framework, the weak enforcement of essential boundary conditions via Nitsche's method corresponds directly to a particular choice of projection operator. The consistency, symmetry and penalty terms of Nitsche's method all originate from the fine-scale closure dictated by the corresponding scale decomposition. As a result of this formalism, we are able to determine the exact fine-scale contributions in Nitsche-type formulations. In the context of the advection-diffusion equation, we develop a residual-based model that incorporates the non-vanishing fin…
We establish the equivalence between the Multiscale Hybrid-Mixed (MHM) and the Multiscale Hybrid High-Order (MsHHO) methods for a variable diffusion problem with piecewise polynomial source term. Under the idealized assumption that the local problems defining the multiscale basis functions are exactly solved, we prove that the equivalence holds for general polytopal (coarse) meshes and arbitrary approximation orders. We also leverage the interchange of properties to perform a unified convergence analysis, as well as to improve on both methods.
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.
In this paper, we consider the incompressible Stokes flow problem in a perforated domain and employ the constraint energy minimizing generalized multiscale finite element method (CEM-GMsFEM) to solve this problem. The proposed method provides a flexible and systematical approach to construct crucial divergence-free multiscale basis functions for approximating the displacement field. These basis functions are constructed by solving a class of local energy minimization problems over the eigenspaces that contain local information on the heterogeneities. These multiscale basis functions are shown …
In this research, we propose an online basis enrichment strategy within the framework of a recently developed constraint energy minimizing generalized multiscale discontinuous Galerkin method (CEM-GMsDGM). Combining the technique of oversampling, one makes use of the information of the current residuals to adaptively construct basis functions in the online stage to reduce the error of multiscale approximation. A complete analysis of the method is presented, which shows the proposed online enrichment leads to a fast convergence from multiscale approximation to the fine-scale solution. The error…
In this paper, we propose offline and online adaptive enrichment algorithms for the generalized multiscale approximation of a mixed finite element method with velocity elimination to solve the subsurface flow problem in high-contrast and heterogeneous porous media. We give the theoretical analysis for the convergence of these two adaptive methods, which shows that sufficient initial basis functions (belong to the offline space) leads to a faster convergence rate. A series of numerical examples are provided to highlight the performance of both these two adaptive methods and also validate the th…
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…
This paper proposes a multiscale method for solving the numerical solution of mean field games which accelerates the convergence and addresses the problem of determining the initial guess. Starting from an approximate solution at the coarsest level, the method constructs approximations on successively finer grids via alternating sweeping, which not only allows for the use of classical time marching numerical schemes but also enables applications to both local and nonlocal problems. At each level, numerical relaxation is used to stabilize the iterative process. A second-order discretization sch…
A semi-implicit stochastic multiscale method for radiative heat transfer problem
College of Mathematics and Physics, Shanghai University of Electric Power（上海电力大学数学与物理学院）；School of Mathematical Sciences, Tongji University（同济大学数学科学学院）
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 have studied subgrid multiscale stabilized formulation with dynamic subscales for non-Newtonian Casson fluid flow model tightly coupled with variable coefficients ADR ($VADR$) equation. The Casson viscosity coefficient is taken to be dependent upon solute mass concentration. This paper presents the stability and convergence analyses of the stabilized finite element solution. The proposed expressions of the stabilization parameters helps in obtaining optimal order of convergences. Appropriate numerical experiments have been provided.
A Concurrent Global-local Numerical Method for Multiscale PDEs
Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院）；School of Mathematical Sciences, University of Chinese Academy of Sciences（中国科学院大学数学科学学院）；Duke University（杜克大学）；The State Key Laboratory of Scientific and Engineering Computing（计算数学与应用软件国家重点实验室）
