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 contrast ratios as enlarging oversampling regions. We provide a priori error estimate and show that oversampling layers are the key factor in controlling numerical errors. A series of experiments are conducted, and those results reflect the reliability of our methods even with high contrast ratios.
In this paper we present and analyze a constraint energy minimizing generalized multiscale finite element method for convection diffusion equation. To define the multiscale basis functions, we first build an auxiliary multiscale space by solving local spectral problems motivated by analysis. Then constraint energy minimization performed in oversampling domains is exploited to construct the multiscale space. The resulting multiscale basis functions have a good decay property even for high contrast diffusion and convection coefficients. Furthermore, if the number of oversampling layer is chosen …
In this paper, we develop an iterative scheme to construct multiscale basis functions within the framework of the Constraint Energy Minimizing Generalized Multiscale Finite Element Method (CEM-GMsFEM) for the mixed formulation. The iterative procedure starts with the construction of an energy minimizing snapshot space that can be used for approximating the solution of the model problem. A spectral decomposition is then performed on the snapshot space to form global multiscale space. Under this setting, each global multiscale basis function can be split into a non-decaying and a decaying parts.…
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…
Numerical simulation of flow problems and wave propagation in heterogeneous media has important applications in many engineering areas. However, numerical solutions on the fine grid are often prohibitively expensive, and multiscale model reduction techniques are introduced to efficiently solve for an accurate approximation on the coarse grid. In this paper, we propose an energy minimization based multiscale model reduction approach in the discontinuous Galerkin discretization setting. The main idea of the method is to extract the non-decaying component in the high conductivity regions by ident…
Constraint Energy Minimizing Generalized Multiscale Finite Element Method for dual continuum model
Texas A&M University（德克萨斯农工大学）；The Chinese University of Hong Kong（香港中文大学）；University of Texas at Austin（得克萨斯大学奥斯汀分校）；North-Eastern Federal University（东北联邦大学）
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…
In this paper, we apply the constraint energy minimizing generalized multiscale finite element method (CEM-GMsFEM) to first solving a nonlinear poroelasticity problem. The arising system consists of a nonlinear pressure equation and a nonlinear stress equation in strain-limiting setting, where strains keep bounded while stresses can grow arbitrarily large. After time discretization of the system, to tackle the nonlinearity, we linearize the resulting equations by Picard iteration. To handle the linearized equations, we employ the CEM-GMsFEM and obtain appropriate offline multiscale basis funct…
In fluid flow simulation, the multi-continuum model is a useful strategy. When the heterogeneity and contrast of coefficients are high, the system becomes multiscale, and some kinds of reduced-order methods are demanded. Combining these techniques with nonlinearity, we will consider in this paper a dual-continuum model which is generalized as a multi-continuum model for a coupled system of nonlinear Richards equations as unsaturated flows, in complex heterogeneous fractured porous media; and we will solve it by a novel multiscale approach utilizing the constraint energy minimizing generalized …
In this paper, we develop the constrained energy minimizing generalized multiscale finite element method (CEM-GMsFEM) with mixed boundary conditions (Dirichlet and Neumann) for the elasticity equations in high contrast media. By a special treatment of mixed boundary conditions separately, and combining the construction of the relaxed and constraint version of the CEM-GMsFEM, we discover that the method offers some advantages such as the independence of the target region's contrast from precision, while the sizes of oversampling domains have a significant impact on numerical accuracy. Moreover,…
In this paper, we consider a pressure-velocity formulation of the heterogeneous wave equation and employ the constraint energy minimizing generalized multiscale finite element method (CEM-GMsFEM) to solve this problem. The proposed method provides a flexible framework to construct crucial multiscale basis functions for approximating the pressure and velocity. These basis functions are constructed by solving a class of local auxiliary optimization problems over the eigenspaces that contain local information on the heterogeneity. Techniques of oversampling are adapted to enhance the computationa…
In this paper, we consider the quasi-gas-dynamic (QGD) model in a multiscale environment. The model equations can be regarded as a hyperbolic regularization and are derived from kinetic equations. So far, the research on QGD models has been focused on problems with constant coefficients. In this paper, we investigate the QGD model in multiscale media, which can be used in porous media applications. This multiscale problem is interesting from a multiscale methodology point of view as the model problem has a hyperbolic multiscale term, and designing multiscale methods for hyperbolic equations is…
An algebraic multiscale framework for two-level overlapping Schwarz preconditioners
Delft Institute of Applied Mathematics, Delft University of Technology（代尔夫特应用数学研究所，代尔夫特理工大学）；Department of Geoscience and Engineering, Delft University of Technology（地球科学与工程学院，代尔夫特理工大学）
In this paper, a generalized macromodeling approach is presented to simulate complex electromagnetic (EM) surfaces consisting of unit cells with connected conductors. Macromodels of each unit cell are produced by applying the equivalence principle on fictitious surfaces encapsulating them. Unit cells often consist of multiple dielectric layers and conductor traces, featuring multiscale structures. Challenges arise when a current-carrying conductor trace traverses the fictitious surface. Hence, a new method based on half Rao-Wilton-Glisson basis functions is proposed to accurately ensure the co…
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 …
Multiscale Methods for wave propagation in materials with sign-changing coefficients
The Chinese University of Hong Kong（香港中文大学）；POEMS, CNRS, INRIA, ENSTA Paris, Institut Polytechnique de Paris（巴黎理工学院）；Institute of Applied Physics and Computational Mathematics（应用物理与计算数学研究所）
In this paper, we consider the constrained energy minimizing generalized multiscale finite element method (CEM-GMsFEM) with discontinuous Galerkin (DG) coupling for the linear elasticity equations in highly heterogeneous and high contrast media. We will introduce the construction of a DG version of the CEM-GMsFEM, such as auxiliary basis functions and offline basis functions. The DG version of the method offers some advantages such as flexibility in coarse grid construction and sparsity of resulting discrete systems. Moreover, to our best knowledge, this is the first time where the proof of th…
In this paper, an online multiscale model reduction method is presented for stochastic partial differential equations (SPDEs) with multiplicative noise, where the diffusion coefficient is spatially multiscale and the noise perturbation nonlinearly depends on the diffusion dynamics. It is necessary to efficiently compute all possible trajectories of the stochastic dynamics for quantifying model's uncertainty and statistic moments. The multiscale diffusion and nonlinearity may cause the computation intractable. To overcome the multiscale difficulty, a constraint energy minimizing generalized mul…
CEM-GMsFEM for Poisson equations in heterogeneous perforated domains
National Center for Applied Mathematics in Hunan, Xiangtan University（湖南应用数学中心，湘潭大学）；School of Mathematics and Computational Science, Xiangtan University（湘潭大学数学与计算科学学院）；Department of Mathematics, The Chinese University of Hong Kong（香港中文大学数学系）
Sediment Concentration Estimation via Multiscale Inverse Problem and Stochastic Homogenization
Tsinghua University（清华大学）；Yau Mathematical Sciences Center, Tsinghua University（丘成桐数学科学中心）；Yanqi Lake Beijing Institute of Mathematical Sciences and Applications（北京雁栖湖应用数学研究院）；Ningxia University（宁夏大学）；Xiangtan University（湘潭大学）；City University of Hong Kong（香港城市大学）
In this research, an online basis enrichment strategy for the constraint energy minimizing generalized multiscale finite element method in mixed formulation is proposed. The online approach is based on the technique of oversampling. One makes use of the information of residual and the data in the partial differential equation such as the source function. The analysis presented shows that the proposed online enrichment leads to a fast convergence from multiscale approximation to the fine-scale solution. The error reduction can be made sufficiently large by suitably selecting oversampling region…
We present a wavelet-based adaptive method for computing 3D multiscale flows in complex, time-dependent geometries, implemented on massively parallel computers. While our focus is on simulations of flapping insects, it can be used for other flow problems, including turbulence, as well. The incompressible fluid is modeled with an artificial compressibility approach in order to avoid solving elliptical problems. No-slip and in/outflow boundary conditions are imposed using volume penalization. The governing equations are discretized on a locally uniform Cartesian grid with centered finite differe…
