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 fine scales, can be considered. The theoretical findings are justified by a number of numerical experiments including dynamic boundary conditions with random diffusion coefficients.
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 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…
In this paper, we propose a local model reduction approach for subsurface flow problems in stochastic and highly heterogeneous media. To guarantee the mass conservation, we consider the mixed formulation of the flow problem and aim to solve the problem in a coarse grid to reduce the complexity of a large-scale system. We decompose the entire problem into a training and a testing stage, namely the offline coarse-grid multiscale basis generation stage and online simulation stage with different parameters. In the training stage, a parameter-independent and small-dimensional multiscale basis funct…
Non-Conforming Multiscale Finite Element Method for Stokes Flows in Heterogeneous Media. Part I: Methodologies and Numerical Experiments
Imperial College London（帝国理工学院）；Université de Toulouse（图卢兹大学）；CNRS（法国国家科学研究中心）；Institut de Mathématiques de Toulouse（图卢兹数学研究所）；Laboratoire de Mathématiques de Besançon（贝桑松数学实验室）；Université de Franche-Comté（弗朗什-孔泰大学）
In this work, we propose a local multiscale model reduction approach for the time-domain scalar wave equation in a heterogenous media. A fine mesh is used to capture the heterogeneities of the coefficient field, and the equation is solved globally on a coarse mesh in the discontinuous Galerkin discretization setting. The main idea of the model reduction approach is to extract dominant modes in local spectral problems for representation of important features, construct multiscale basis functions in coarse oversampled regions by constraint energy minimization problems, and perform a Petrov-Galer…
Generalized Multiscale Finite Element Methods for problems in perforated heterogeneous domains
The Chinese University of Hong Kong（香港中文大学）；Texas A&M University（德克萨斯农工大学）；King Abdullah University of Science and Technology（阿卜杜拉国王科技大学）；North-Eastern Federal University（东北联邦大学）；Institute of Mathematics and Informatics, North-Eastern Federal University（东北联邦大学数学与信息学研究所）
A conservative local multiscale model reduction technique for Stokes flows in heterogeneous perforated domains
The Chinese University of Hong Kong（香港中文大学）；Institute of Mathematics and Informatics, North-Eastern Federal University（北联邦大学数学与计算机科学研究所）；Texas A&M University（德克萨斯农工大学）
In this paper, we propose a local-global multiscale method for highly heterogeneous stochastic groundwater flow problems under the framework of reduced basis method and the generalized multiscale finite element method (GMsFEM). Due to incomplete characterization of the medium properties of the groundwater flow problems, random variables are used to parameterize the uncertainty. As a result, solving the problem repeatedly is required to obtain statistical quantities. Besides, the medium properties are usually highly heterogeneous, which will result in a large linear system that needs to be solv…
Higher-Order Multiscale Computational Method for Multi-Continuum Problems in Highly Heterogeneous Media
School of Mathematics and Statistics, Xidian University（西安电子科技大学数学与统计学院）；School of Mathematics and Computational Science, Xiangtan University（湘潭大学数学与计算科学学院）
In this paper we address three aspects of nonlinear computational homogenization of elastic solids by two-scale finite element methods. First, we present a nonlinear formulation of the finite element heterogeneous multiscale method FE-HMM in a Lagrangean formulation that covers geometrical nonlinearity and, more general, hyperelasticity. Second, a-priori estimates of FE-HMM, which exist so far only for the fully linear elastic case in solid mechanics, are assessed in the regime of nonlinear elasticity. The measured convergence rates agree fairly well with those of the fully linear regime. Thir…
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…
In this paper, we develop a local multiscale model reduction strategy for the elastic wave equation in strongly heterogeneous media, which is achieved by solving the problem in a coarse mesh with multiscale basis functions. We use the interior penalty discontinuous Galerkin (IPDG) to couple the multiscale basis functions that contain important heterogeneous media information. The construction of efficient multiscale basis functions starts with extracting dominant modes of carefully defined spectral problems to represent important media feature, which is followed by solving a constraint energy …
Generalized Multiscale Finite-Element Method (GMsFEM) for elastic wave propagation in heterogeneous, anisotropic media
Texas A&M University（德克萨斯农工大学）；Los Alamos National Laboratory（洛斯阿拉莫斯国家实验室）；Chinese University of Hong Kong（香港中文大学）；King Abdullah University of Science and Technology（阿卜杜拉国王科技大学）
