Convergence of a multiscale finite element method for elliptic problems with rapidly oscillating coefficients

We propose a multiscale finite element method for solving second order elliptic equations with rapidly oscillating coefficients. The main purpose is to design a numerical method which is capable of correctly capturing the large scale components of the solution on a coarse grid without accurately resolving all the small scale features in the solution. This is accomplished by incorporating the local microstructures of the differential operator into the finite element base functions. As a consequence, the base functions are adapted to the local properties of the differential operator. In this paper, we provide a detailed convergence analysis of our method under the assumption that the oscillating coefficient is of two scales and is periodic in the fast scale. While such a simplifying assumption is not required by our method, it allows us to use homogenization theory to obtain a useful asymptotic solution structure. The issue of boundary conditions for the base functions will be discussed. Our numerical experiments demonstrate convincingly that our multiscale method indeed converges to the correct solution, independently of the small scale in the homogenization limit. Application of our method to problems with continuous scales is also considered.

     

A Multiscale Multilevel Monte Carlo Method for Multiscale Elliptic PDEs with Random Coefficients

We propose a multiscale multilevel Monte Carlo(MsMLMC) method to solve multiscale elliptic PDEs with random coefficients in the multi-query setting. Our method consists of offline and online stages. In the offline stage,we construct a small number of reduced basis functions within each coarse grid block, which can then be used to approximate the multiscale finite element basis functions. In the online stage, we can obtain the multiscale finite element basis very efficiently on a coarse grid by using the pre-computed multiscale basis.The MsMLMC method can be applied to multiscale RPDE starting with a relatively coarse grid, without requiring the coarsest grid to resolve the smallestscale of the solution. We have performed complexity analysis and shown that the MsMLMC offers considerable savings in solving multiscale elliptic PDEs with random coefficients. Moreover, we provide convergence analysis of the proposed method. Numerical results are presented to demonstrate the accuracy and efficiency of the proposed method for several multiscale stochastic problems without scale separation.     

Multiscale finite element discretizations based on local defect correction for the biharmonic eigenvalue problem of plate buckling

In this paper, we study the multiscale finite element discretizations about the biharmonic eigenvalue problem of plate buckling. On the basis of the work of Dai and Zhou (SIAM J. Numer. Anal. 46[1] [2008] 295‐324), we establish a three‐scale scheme, a multiscale discretization scheme, and the associated parallel version based on local defect correction. We first prove a local priori error estimate of finite element approximations, then give the error estimates of multiscale discretization schemes. Theoretical analysis and numerical experiments indicate that our schemes are suitable and efficient for eigenfunctions with local low smoothness.     

Multiscale failure Modeling of composites using generalized finite element method

In this work multiscale failure modeling of composites is made using generalized finite element method (GFEM). In this method the global approximation are constructed by combining the local basis with partition of unity functions. The enrichment functions for the GFEM approximation are computed using a proper orthogonal decomposition (POD) technique. The approximation is then used in a two scale Galerkin scheme for failure modeling of composites. (© 2012 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Multiscale methods for elliptic homogenization problems

In this article we study two families of multiscale methods for numerically solving elliptic homogenization problems. The recently developed multiscale finite element method [Hou and Wu, J Comp Phys 134 (1997), 169–189] captures the effect of microscales on macroscales through modification of finite element basis functions. Here we reformulate this method that captures the same effect through modification of bilinear forms in the finite element formulation. This new formulation is a general approach that can handle a large variety of differential problems and numerical methods. It can be easily extended to nonlinear problems and mixed finite element methods, for example. The latter extension is carried out in this article. The recently introduced heterogeneous multiscale method [Engquist and Engquist, Comm Math Sci 1 (2003), 87–132] is designed for efficient numerical solution of problems with multiscales and multiphysics. In the second part of this article, we study this method in mixed form (we call it the mixed heterogeneous multiscale method). We present a detailed analysis for stability and convergence of this new method. Estimates are obtained for the error between the homogenized and numerical multiscale solutions. Strategies for retrieving the microstructural information from the numerical solution are provided and analyzed. Relationship between the multiscale finite element and heterogeneous multiscale methods is discussed. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

Weighted quadrature rules for finite element methods

We discuss the numerical integration of polynomials times non-polynomial weighting functions in two dimensions arising from multiscale finite element computations. The proposed quadrature rules are significantly more accurate than standard quadratures and are better suited to existing finite element codes than formulas computed by symbolic integration. We validate this approach by introducing the new quadrature formulas into a multiscale finite element method for the two-dimensional reaction–diffusion equation.     

A parallel finite element variational multiscale method based on fully overlapping domain decomposition for incompressible flows

Based on fully overlapping domain decomposition and a recent variational multiscale method, a parallel finite element variational multiscale method for convection dominated incompressible flows is proposed and analyzed. In this method, each processor computes a local finite element solution in its own subdomain using a global mesh that is locally refined around its own subdomain, where a stabilization term based on two local Gauss integrations is adopted to stabilize the numerical form of the Navier–Stokes equations. Using the technical tool of local a priori estimate for the finite element solution, error bounds of the discrete solution are estimated. Algorithmic parameter scalings are derived. Numerical tests are also given to verify the theoretical predictions and demonstrate the effectiveness of the method. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 856–875, 2015     

Stabilized multiscale finite element method for the stationary Navier-Stokes equations

In the paper, a stabilized multiscale finite element method for the stationary incompressible Navier-Stokes equations is considered. The method is a Petrov-Galerkin approach based on the multiscale enrichment of the standard polynomial space enriched with the unusual bubble functions which no longer vanish on every element boundary for the velocity space. The stability of the P₁-P₀ triangular element (or the Q₁-P₀ quadrilateral element) is established. And the optimal error estimates of the stabilized multiscale finite element method for the stationary Navier-Stokes equations are obtained.     

A priori estimates for two multiscale finite element methods using multiple global fields to wave equations

We consider a scalar wave equation with nonseparable spatial scales. If the solution of the wave equation smoothly depends on some global fields, then we can utilize the global fields to construct multiscale finite element basis functions. We present two finite element approaches using the global fields: partition of unity method and mixed multiscale finite element method. We derive a priori error estimates for the two approaches and theoretically investigate the relation between the smoothness of the global fields and convergence rates of the approximations for the wave equation. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2011     

Extended multiscale FEM for design of beams and frames with complex topology

A numerical method for design of beams and frames with complex topology is proposed. The method is based on extended multi-scale finite element method where beam finite elements are used on coarse scale and continuum elements on fine scale. A procedure for calculation of multi-scale base functions, up-scaling and downscaling techniques is proposed by using a modified version of window method that is used in computational homogenization. Coarse scale finite element is embedded into a frame of a material that is representing surrounding structure in a sense of mechanical properties. Results show that this method can capture displacements, shear deformations and local stress-strain gradients with significantly reduced computational time and memory comparing to full scale continuum model. Moreover, this method includes a special hybrid finite elements for precise modelling of structural joints. Hence, the proposed method has a potential application in large scale 2D and 3D structural analysis of non-standard beams and frames where spatial interaction between structural elements is important.     

Multiscale Petrov-Galerkin FEM for Acoustic Scattering

We present a pollution-free Petrov-Galerkin multiscale finite element method for the Helmholtz problem with large wave number κ. We use standard continuous Q₁ finite elements at a coarse discretization scale H as trial functions. The test functions are the solutions of local problems at a finer scale h. The diameter of the support of the test functions behaves like mH for some oversampling parameter m. Provided m is of the order of log(κ) and h is sufficiently small, the resulting method is stable and quasi-optimal in the regime where H is proportional to κ⁻¹. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Two-level multiscale finite element methods for the steady navier-stokes problem

In this article, on the basis of two-level discretizations and multiscale finite element method, two kinds of finite element algorithms for steady Navier-Stokes problem are presented and discussed. The main technique is first to use a standard finite element discretization on a coarse mesh to approximate low frequencies, then to apply the simple and Newton scheme to linearize discretizations on a fine grid. At this process, multiscale finite element method as a stabilized method deals with the lowest equal-order finite element pairs not satisfying the inf-sup condition. Under the uniqueness condition, error analyses for both algorithms are given. Numerical results are reported to demonstrate the effectiveness of the simple and Newton scheme.     

A dynamic multiscale lifting computation method using Daubechies wavelet

An important property of wavelet multiresolution analysis is the capability to represent functions in a dynamic multiscale manner, so the solution in the wavelet domain enables a hierarchical approximation to the exact solution. The typical problem that arises when using Daubechies wavelets in numerical analysis, especially in finite element analysis, is how to calculate the connection coefficients, an integral of products of wavelet scaling functions or derivative operators associated with these. The method to calculate multiscale connection coefficients for stiffness matrices and load vectors is presented for the first time. And the algorithm of multiscale lifting computation is developed. The numerical examples are given to verify the effectiveness of such a method.     

TWO-LEVEL MULTISCALE FINITE ELEMENT METHODS FOR THE STEADY NAVIER-STOKES PROBLEM

In this article, on the basis of two-level discretizations and multiscale finite element method, two kinds of finite element algorithms for steady Navier-Stokes problem are presented and discussed. The main technique is first to use a standard finite element discretization on a coarse mesh to approximate low frequencies, then to apply the simple and Newton scheme to linearize discretizations on a fine grid. At this process, multiscale finite element method as a stabilized method deals with the lowest equal-order finite element pairs not satisfying the inf-sup condition. Under the uniqueness condition, error analyses for both algorithms are given. Numerical results are reported to demonstrate the effectiveness of the simple and Newton scheme.     

非定常Stokes方程的多级增强Petrov-Galerkin低阶有限元方法

本文对非定常的Stokes方程采用等阶P1/P1元逼近,增强速度有限元空间,应用Petrov-Galerkin途径,根据多级增强空间是否与时间t有关,对时间项采用向后差分,给出了两种全离散的稳定有限元格式.并且证明了这两种格式的稳定性与收敛性.     

Reduced multiscale computation on adapted grid for the convection-diffusion Robin problem

We propose a reduced multiscale finite element method for a convection-diffusion problem with a Robin boundary condition. The small perturbed parameter would cause boundary layer oscillations, so we apply several adapted grids to recover this defect. For a Robin boundary relating to derivatives, special interpolating strategies are presented for effective approximation in the FEM and MsFEM schemes, respectively. In the multiscale computation, the multiscale basis functions can capture the local boundary layer oscillation, and with the help of the reduced mapping matrix we may acquire better accuracy and stability with a less computational cost. Numerical experiments are provided to show the convergence and efficiency.     

解椭圆边值问题的有限元并行算法

本文研究椭圆边值问题有限元方程的求解，在对限元基函数一种特定的“红黑”排序基础上，构造出具有异步并行计算结构的迭代算法，并证明了算法的收敛性。     

不可压缩流动的并行数值方法

不可压缩流动的数值模拟是计算流体力学的重要组成部分. 基于有限元离散方法, 本文设计了不可压缩Navier-Stokes (N-S)方程支配流的若干并行数值算法. 这些并行算法可归为两大类: 一类是基于两重网格离散方法, 首先在粗网格上求解非线性的N-S方程, 然后在细网格的子区域上并行求解线性化的残差方程, 以校正粗网格的解; 另一类是基于新型完全重叠型区域分解技巧, 每台处理器用一局部加密的全局多尺度网格计算所负责子区域的局部有限元解. 这些并行算法实现简单, 通信需求少, 具有良好的并行性能, 能获得与标准有限元方法相同收敛阶的有限元解. 理论分析和数值试验验证了并行算法的高效性     

Discontinuous Galerkin finite element heterogeneous multiscale method for advection–diffusion problems with multiple scales

A discontinuous Galerkin finite element heterogeneous multiscale method is proposed for advection–diffusion problems with highly oscillatory coefficients. The method is based on a coupling of a discontinuous Galerkin discretization for an effective advection–diffusion problem on a macroscopic mesh, whose a priori unknown data are recovered from micro finite element calculations on sampling domains within each macro element. The computational work involved is independent of the high oscillations in the problem at the smallest scale. The stability of our method (depending on both macro and micro mesh sizes) is established for both diffusion dominated and advection dominated regimes without any assumptions about the type of heterogeneities in the data. Fully discrete a priori error bounds are derived for locally periodic data. Numerical experiments confirm the theoretical error estimates.     

一种迭代格式的有限元并行算法*

本文提出了一种求解有限元方程的迭代格式的并行算法.该方法在线性代数方程迭代解法的基础上,引进并行运算步骤;并且运用加权残数方法,通过选择适当的权函数,推导了该并行算法的有限元基本格式.该方法在西安交通大学BLXSI-6400并行计算机上程序实现.计算结果表明它能有效地提高运算速度,减少计算时间,是一种有效的求解大型结构有限元方程的并行算法.