skip to main content
research-article

Exponential Convergence for Multiscale Linear Elliptic PDEs via Adaptive Edge Basis Functions

Published: 01 January 2021 Publication History

Abstract

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 that 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 locally and efficiently. The coarse scale component depends entirely on function values on edges. Our approximation on each edge is made in the Lions--Magenes space $H_{00}^{1/2}(e)$, which we will demonstrate to be a natural and powerful choice. We construct edge basis functions using local oversampling and singular value decomposition. When local information of the right-hand side is adaptively incorporated into the edge basis functions, we prove a nearly exponential convergence rate of the approximation error. Numerical experiments validate and extend our theoretical analysis; in particular, we observe no obvious degradation in accuracy for high-contrast media problems.

References

[1]
I. Babuška, X. Huang, and R. Lipton, Machine computation using the exponentially convergent multiscale spectral generalized finite element method, ESAIM Math. Model. Numer. Anal., 48 (2014), pp. 493--515.
[2]
I. Babuška and R. Lipton, Optimal local approximation spaces for generalized finite element methods with application to multiscale problems, Multiscale Model. Simul., 9 (2011), pp. 373--406, https://doi.org/10.1137/100791051.
[3]
I. Babuška, R. Lipton, P. Sinz, and M. Stuebner, Multiscale-spectral GFEM and optimal oversampling, Comput. Methods Appl. Mech. Engrg., 364 (2020), 112960.
[4]
I. Babuška and J. Osborn, Can a finite element method perform arbitrarily badly?, Math. Comp, 69 (2000), pp. 443--462.
[5]
I. Babuška and J. E. Osborn, Generalized finite element methods: Their performance and their relation to mixed methods, SIAM J. Numer. Anal., 20 (1983), pp. 510--536, https://doi.org/10.1137/0720034.
[6]
L. Berlyand and H. Owhadi, Flux norm approach to finite dimensional homogenization approximations with non-separated scales and high contrast, Arch. Ration. Mech. Anal., 198 (2010), pp. 677--721.
[7]
F. Brezzi and A. Russo, Choosing bubbles for advection-diffusion problems, Math. Models Methods Appl. Sci., 4 (1994), pp. 571--587.
[8]
A. Buhr and K. Smetana, Randomized local model order reduction, SIAM J. Sci. Comput., 40 (2018), pp. A2120--A2151, https://doi.org/10.1137/17M1138480.
[9]
K. Chen, Q. Li, J. Lu, and S. J. Wright, Randomized sampling for basis function construction in generalized finite element methods, Multiscale Model. Simul., 18 (2020), pp. 1153--1177, https://doi.org/10.1137/18M1166432.
[10]
M. Dorobantu and B. Engquist, Wavelet-based numerical homogenization, SIAM J. Numer. Anal., 35 (1998), pp. 540--559, https://doi.org/10.1137/S0036142996298880.
[11]
Y. Efendiev, J. Galvis, and T. Y. Hou, Generalized multiscale finite element methods (GMsFEM), J. Comput. Phys., 251 (2013), pp. 116--135.
[12]
Y. Efendiev and T. Y. Hou, Multiscale Finite Element Methods: Theory and Applications, Surv. Tutor. Appl. Math. Sci. 4, Springer Science & Business Media, 2009.
[13]
Y. R. Efendiev, T. Y. Hou, and X.-H. Wu, Convergence of a nonconforming multiscale finite element method, SIAM J. Numer. Anal., 37 (2000), pp. 888--910, https://doi.org/10.1137/S0036142997330329.
[14]
B. Engquist and O. Runborg, Wavelet-based numerical homogenization with applications, in Multiscale and Multiresolution Methods, Springer, 2002, pp. 97--148.
[15]
L. P. Franca and C. Farhat, Bubble functions prompt unusual stabilized finite element methods, Comput. Methods Appl. Mech. Engrg., 123 (1995), pp. 299--308.
[16]
L. P. Franca and A. Russo, Deriving upwinding, mass lumping and selective reduced integration by residual-free bubbles, Appl. Math. Lett., 9 (1996), pp. 83--88.
[17]
S. Fu, E. Chung, and G. Li, Edge multiscale methods for elliptic problems with heterogeneous coefficients, J. Comput. Phys., 396 (2019), pp. 228--242.
[18]
D. Gilbarg and N. S. Trudinger, Elliptic Partial Differential Equations of Second Order, Springer, 2015.
[19]
T. Y. Hou and P. Liu, Optimal local multi-scale basis functions for linear elliptic equations with rough coefficient, Discrete Contin. Dynam. Syst., 36 (2016), pp. 4451--4476.
[20]
T. Y. Hou and X.-H. Wu, A multiscale finite element method for elliptic problems in composite materials and porous media, J. Comput. Phys., 134 (1997), pp. 169--189.
[21]
T. Y. Hou, X.-H. Wu, and Z. Cai, Convergence of a multiscale finite element method for elliptic problems with rapidly oscillating coefficients, Math. Comp., 68 (1999), pp. 913--943.
[22]
T. J. Hughes, Multiscale phenomena: Green's functions, the Dirichlet-to-Neumann formulation, subgrid scale models, bubbles and the origins of stabilized methods, Comput. Methods Appl. Mech. Engrg., 127 (1995), pp. 387--401.
[23]
T. J. R. Hughes, G. R. Feijóo, L. Mazzei, and J.-B. Quincy, The variational multiscale method---a paradigm for computational mechanics, Comput. Methods Appl. Mech. Engrg., 166 (1998), pp. 3--24.
[24]
R. Kornhuber, D. Peterseim, and H. Yserentant, An analysis of a class of variational multiscale methods based on subspace decomposition, Math. Comp., 87 (2018), pp. 2765--2774.
[25]
G. Li, On the convergence rates of GMsFEMs for heterogeneous elliptic problems without oversampling techniques, Multiscale Model. Simul., 17 (2019), pp. 593--619, https://doi.org/10.1137/18M1172715.
[26]
A. M\aalqvist and D. Peterseim, Localization of elliptic multiscale problems, Math. Comp., 83 (2014), pp. 2583--2603.
[27]
J. M. Melenk, On $n$-widths for elliptic problems, J. Math. Anal. Appl., 247 (2000), pp. 272--289.
[28]
J. M. Melenk and I. Babuška, The partition of unity finite element method: Basic theory and applications, Comput. Methods Appl. Mech. Engrg., 139 (1996), pp. 289--314.
[29]
H. Owhadi, Multigrid with rough coefficients and multiresolution operator decomposition from hierarchical information games, SIAM Rev., 59 (2017), pp. 99--149, https://doi.org/10.1137/15M1013894.
[30]
H. Owhadi and C. Scovel, Operator-Adapted Wavelets, Fast Solvers, and Numerical Homogenization: From a Game Theoretic Approach to Numerical Approximation and Algorithm Design, Cambridge Monogr. Appl. Comput. Math. 35, Cambridge University Press, 2019.
[31]
H. Owhadi and L. Zhang, Localized bases for finite-dimensional homogenization approximations with nonseparated scales and high contrast, Multiscale Model. Simul., 9 (2011), pp. 1373--1398, https://doi.org/10.1137/100813968.
[32]
H. Owhadi, L. Zhang, and L. Berlyand, Polyharmonic homogenization, rough polyharmonic splines and sparse super-localization, ESAIM Math. Model. Numer. Anal., 48 (2014), pp. 517--552.
[33]
A. Pinkus, $n$-Widths in Approximation Theory, Ergeb. Math. Grenzgeb. (3) 7, Springer Science & Business Media, 2012.
[34]
L. Tartar, An Introduction to Sobolev Spaces and Interpolation Spaces, Lect. Notes Unione Mat. Ital. 3, Springer Science & Business Media, 2007.

Recommendations

Comments

Information & Contributors

Information

Published In

cover image Multiscale Modeling and Simulation
Multiscale Modeling and Simulation  Volume 19, Issue 2
EISSN:1540-3467
DOI:10.1137/mmsubt.19.2
Issue’s Table of Contents

Publisher

Society for Industrial and Applied Mathematics

United States

Publication History

Published: 01 January 2021

Author Tags

  1. multiscale PDEs
  2. energy orthogonal decomposition
  3. edge basis function
  4. adaptive method
  5. oversampling
  6. exponential convergence

Author Tags

  1. 65N30
  2. 35J25
  3. 65N15
  4. 31A35

Qualifiers

  • Research-article

Contributors

Other Metrics

Bibliometrics & Citations

Bibliometrics

Article Metrics

  • 0
    Total Citations
  • 0
    Total Downloads
  • Downloads (Last 12 months)0
  • Downloads (Last 6 weeks)0
Reflects downloads up to 26 Jan 2025

Other Metrics

Citations

View Options

View options

Figures

Tables

Media

Share

Share

Share this Publication link

Share on social media