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 finite element method for elliptic problems with rapidly oscillating coefficients

In this paper, we consider solving second-order elliptic problems with rapidly oscillating coefficients. Under the assumption that the oscillating coefficients are periodic, on the basis of classical homogenization theory, we present a finite element method whose key is to combine a numerical approximation of the 1-order approximate solution of those equations and a numerical approximation of the classical boundary corrector of those equations from different meshes exploiting the need for different levels of resolution. Numerical experiments are included to illustrate the competitive behavior of the proposed finite element method.     

矩阵形式二次修正Maxwell-Dirac系统的多尺度算法

带二次修正项的Dirac方程在拓扑绝缘体、石墨烯、超导等新材料电磁光特性分析中有着十分广泛的应用.本文工作的创新点有：一是首次提出了矩阵形式带有二次修正项的Dirac方程,它是比较一般的数学框架,涵盖了上述材料体系很多重要的物理模型,具体见附录A;二是针对上述材料体系的电磁响应问题,提出了有界区域Weyl规范下具有周期间断系数矩阵形式带二次修正项Maxwell-Dirac系统的多尺度渐近方法,结合Crank-Nicolson有限差分方法和自适应棱单元方法,发展了一类多尺度算法.数值试验结果验证了多尺度渐近方法的正确性和算法的有效性.     

交错排列结构的多尺度渐近分析

针对一类交错排列结构上的具有快速振荡系数的椭圆问题进行了多尺度渐近分析.证明了多尺度渐近展开方法的相关基础定理和多尺度解的误差估计.数值算例验证了所提出的多尺度有限元算法的有效性.进一步地,讨论了不同交错排列方式对材料等效性能的影响.     

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.     

四边形剖分下的组合多尺度有限元方法求解多尺度椭圆问题（英文）

The combined finite element and multiscale finite element method(FEMsFEM) [W. Deng and H. Wu, Multiscale Model. Simul., 12(2014), pp.1424-1457.]has been introduced for the multiscale elliptic problems. This is accomplished by using the standard finite element method on a fine mesh of the problematic part of the domain and using the oversampling MsFEM on a coarse mesh of the other part. The transmission condition across the FE-MsFE interface is treated by the penalty technique. FE-MsFEM can solve the multiscale elliptic problems with fine and long-ranged high contrast channels very efficiently. However, the detailed convergence analysis reveals that the error generated by the mismatch between the triangulation and the period of the coefficient still exists. A direct approach to reduce this error is to utilize the rectangle mesh for the domain. In this paper,we investigate the FE-MsFEM based on the rectangle mesh for the multiscale elliptic problems. Error estimate is given under the assumption that the oscillating coefficient is periodic. Numerical experiments for the rectangle mesh are carried out on the multiscale problems with periodic highly oscillating coefficient and high contrast channels. Their results demonstrate the efficiency of the proposed method.     

A hybrid numerical model for multiphase fluid flow in a deformable porous medium

In this paper, a fully coupled finite volume-finite element model for a deforming porous medium interacting with the flow of two immiscible pore fluids is presented. The basic equations describing the system are derived based on the averaging theory. Applying the standard Galerkin finite element method to solve this system of partial differential equations does not conserve mass locally. A non-conservative method may cause some accuracy and stability problems. The control volume based finite element technique that satisfies local mass conservation of the flow equations can be an appropriate alternative. Full coupling of control volume based finite element and the standard finite element techniques to solve the multiphase flow and geomechanical equilibrium equations is the main goal of this paper. The accuracy and efficiency of the method are verified by studying several examples for which analytical or numerical solutions are available. The effect of mesh orientation is investigated by simulating a benchmark water-flooding problem. A representative example is also presented to demonstrate the capability of the model to simulate the behavior in heterogeneous porous media.     

Construction of locally conservative fluxes for the SUPG method

We consider the construction of locally conservative fluxes by means of a simple postprocessing technique obtained from the finite element solutions of advection diffusion equations. It is known that a naive calculation of fluxes from these solutions yields nonconservative fluxes. We consider two finite element methods: the usual continuous Galerkin finite element method for solving nondominating advection diffusion equations and the streamline upwind/Petrov‐Galerkin method for solving advection dominated problems. We then describe the postprocessing technique for constructing conservative fluxes from the numerical solutions of the general variational formulation. The postprocessing technique requires solving an auxiliary Neumann boundary value problem on each element independently and it produces a locally conservative flux on a vertex centered dual mesh relative to the finite element mesh. We provide a convergence analysis for the postprocessing technique. Performance of the technique and the convergence behavior are demonstrated through numerical examples including a set of test problems for advection diffusion equations, advection dominated equations, and drift‐diffusion equations. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1971–1994, 2015     

Multiscale discontinuous Petrov–Galerkin method for the multiscale elliptic problems

In this article, we present a new multiscale discontinuous Petrov–Galerkin method (MsDPGM) for multiscale elliptic problems. This method utilizes the classical oversampling multiscale basis in the framework of a Petrov–Galerkin version of the discontinuous Galerkin method, allowing us to better cope with multiscale features in the solution. MsDPGM takes advantage of the multiscale Petrov–Galerkin method (MsPGM) and the discontinuous Galerkin method (DGM). It can eliminate the resonance error completely and decrease the computational costs of assembling the stiffness matrix, thus, allowing for more efficient solution algorithms. On the basis of a new H² norm error estimate between the multiscale solution and the homogenized solution with the first‐order corrector, we give a detailed convergence analysis of the MsDPGM under the assumption of periodic oscillating coefficients. We also investigate a multiscale discontinuous Galerkin method (MsDGM) whose bilinear form is the same as that of the DGM but the approximation space is constructed from the classical oversampling multiscale basis functions. This method has not been analyzed theoretically or numerically in the literature yet. Numerical experiments are carried out on the multiscale elliptic problems with periodic and randomly generated log‐normal coefficients. Their results demonstrate the efficiency of the proposed method.     

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     

Multiscale asymptotic expansion and finite element methods for the mixed boundary value problems of second order elliptic equation in perforated domains

In this paper, we will discuss the mixed boundary value problems for the second order elliptic equation with rapidly oscillating coefficients in perforated domains, and will present the higher-order multiscale asymptotic expansion of the solution for the problem, which will play an important role in the numerical computation . The convergence theorems and their rigorous proofs will be given. Finally a multiscale finite element method and some numerical results will be presented. This work is Supported by National Natural Science Foundation of China (grant # 10372108, # 90405016), and Special Funds for Major State Basic Research Projects( grant # TG2000067102)     

Multiscale finite element for problems with highly oscillatory coefficients

Summary. In this paper, we study a multiscale finite element method for solving a class of elliptic problems with finite number of well separated scales. The method is designed to efficiently capture the large scale behavior of the solution without resolving all small scale features. This is accomplished by constructing the multiscale finite element base functions that are adaptive to the local property of the differential operator. The construction of the base functions is fully decoupled from element to element; thus the method is perfectly parallel and is naturally adapted to massively parallel computers. We present the convergence analysis of the method along with the results of our numerical experiments. Some generalizations of the multiscale finite element method are also discussed. Received April 17, 1998 / Revised version received March 25, 2000 / Published online June 7, 2001     

A second-generation wavelet-based finite element method for the solution of partial differential equations

A new second-generation wavelet (SGW)-based finite element method is proposed for solving partial differential equations (PDEs). An important property of SGWs is that they can be custom designed by selecting appropriate lifting coefficients depending on the application. As a typical problem of SGW algorithm, the calculation of the connection coefficients is described, based on the equivalent filters of SGWs. The formulation of SGW-based finite element equations is derived and a multiscale lifting algorithm for the SGW-based finite element method is developed. Numerical examples demonstrate that the proposed method is an accurate and effective tool for the solution of PDEs, especially ones with singularities.     

A multiscale finite element method for the solution of transport equations

A multiscale Galerkin finite element scheme based on the residual free bubble function method is proposed to generate stable and accurate solutions for the transport equations namely diffusion-reaction (DR), convection-diffusion (CD) and convection-diffusion-reaction (CDR) equations. These equations show multiscale behavior in reaction or convection dominated situations. The idea is based on the approximation of the definite integral of the interpolation function within the element, instead of the function approximation. The numerical experiments are performed using the bilinear Lagrangian elements. To validate the approach, the numerical results obtained for a benchmark problem are compared with the analytical solution in a wide range of Peclet and Damköhler numbers. The results show that the developed method is capable of generating stable and accurate solutions.     

Multiscale method based on discontinuous Galerkin methods for homogenization problems

We propose a multiscale method for elliptic problems with highly oscillating coefficients based on a coupling of macro and micro methods in the framework of the heterogeneous multiscale method. The macro method, defined on a macroscopic triangulation, aims at recovering the effective (homogenized) solution of an unknown macro model. The unspecified data of this model are computed by micro methods on sampling domains during the macro assembly process. In this Note, we show how to construct such a coupling with a discontinuous macro finite element space. We show that the flux information needed in this formulation in order to impose weak interelement continuity can be recovered from the known micro calculations on the sampling domains. A fully discrete analysis is presented. To cite this article: A. Abdulle, C. R. Acad. Sci. Paris, Ser. I 346 (2008).     

Numerical Simulation of Two-Phase Flow through Heterogeneous Porous Media

A mixed finite element method is combined to finite volume schemes on structured and unstructured grids for the approximation of the solution of incompressible flow in heterogeneous porous media. A series of numerical examples demonstrates the effectiveness of the methodology for a coupled system which includes an elliptic equation and a nonlinear degenerate diffusion–convection equation arising in modeling of flow and transport in porous media.     

A MULTI-PARAMETER SPLITTING EXTRAPOLATION AND A PARALLEL ALGORITHM FOR ELLIPTIC EIGENVALUE PROBLEM

1.IntroductionTheextrapolationmethodhasbecomeanimportanttechniquetoobtainmoreaccuratenumericalsolutionssinceitwasfirstestablishedbyruchardsonin1926.Theapplicationsofextrapolationmethodinthefinitdifferencecanbefoundin[14].In1983,Q.Lin,T.LhandS.Shen[8]intro…     

New locally conservative finite element methods on a rectangular mesh

A new family of locally conservative, finite element methods for a rectangular mesh is introduced to solve second-order elliptic equations. Our approach is composed of generating PDE-adapted local basis and solving a global matrix system arising from a flux continuity equation. Quadratic and cubic elements are analyzed and optimal order error estimates measured in the energy norm are provided for elliptic equations. Next, this approach is exploited to approximate Stokes equations. Numerical results are presented for various examples including the lid driven-cavity problem.     

Convergence analysis of an upwind finite volume element method with Crouzeix-Raviart element for non-selfadjoint and indefinite problems

In this paper we construct an upwind finite volume element scheme based on the Crouzeix-Raviart nonconforming element for non-selfadjoint elliptic problems. These problems often appear in dealing with flow in porous media. We establish the optimal order H ¹-norm error estimate. We also give the uniform convergence under minimal elliptic regularity assumption      

Multigrid method for coupled semilinear elliptic equation

This paper introduces a kind of multigrid finite element method for the coupled semilinear elliptic equations. Instead of the common way of directly solving the coupled semilinear elliptic problems on some fine spaces, the presented method transforms the solution of the coupled semilinear elliptic problem into a series of solutions of the corresponding decoupled linear boundary value problems on the sequence of multilevel finite element spaces and some coupled semilinear elliptic problems on a very low dimensional space. The decoupled linearized boundary value problems can be solved by some multigrid iterations efficiently. The optimal error estimate and optimal computational work are proved theoretically and demonstrated numerically. Moreover, the requirement of bounded second‐order derivatives of the nonlinear term in the existing multigrid method is reduced to a Lipschitz continuous condition in the proposed method.