Numerical multiscale methods: from homogenization to milestoning

The dissertation focuses on addressing the challenges posed by multiscale problems in applied mathematics, which stem from the intricate interplay between microscales and the computational demands of resolving fine details. To alleviate this burden, numerical homogenization and averaging methods are favored. This study explores three interconnected topics related to numerical techniques for handling multiscale problems in both spatial and temporal domains. In the first part, we establish the equivalence principle between time averaging and space homogenization. This principle facilitates the application of various numerical averaging techniques, such as FLAVORS, Seamless, and HMM, to boundary value problems. Moreover, we introduce the dilation operator as a decomposition-free approach for numerical homogenization in higher dimensions. Additionally, we utilize the Synchrosqueezing transform as a preprocessing step to extract oscillatory components, crucial for the structure-aware dilation method. The second part extends the Deep Ritz method to multiscale problems. We delve into the scale convergence theory to derive the [Gamma]-limit of energy functionals exhibiting oscillatory behavior. The resulting limit object, formulated as a minimization problem, captures spatial oscillations and can be tackled using existing neural network architectures. In the third part, we lay the groundwork for the milestoning algorithm, a successful tool in computational chemistry for molecular dynamics simulations. We adapt this algorithm to a domain-decomposition-based framework for coarse-grained descriptions and establish the well-posedness of primal and dual PDEs. Additionally, we investigate the convergence rate and optimal milestone placements. We illustrate this framework through the understanding of the Forward Flux algorithm as a specific example.Mathematic

Stochastic theta methods for random periodic solution of stochastic differential equations under non-globally Lipschitz conditions

This work focuses on the numerical approximations of random periodic solutions of stochastic differential equations (SDEs). Under non-globally Lipschitz conditions, we prove the existence and uniqueness of random periodic solutions for the considered equations and its numerical approximations generated by the stochastic theta (ST) methods with theta within (1/2,1]. It is shown that the random periodic solution of each ST method converges strongly in the mean square sense to that of SDEs for all step size. More precisely, the mean square convergence order is 1/2 for SDEs with multiplicative noise and 1 for SDEs with additive noise. Numerical results are finally reported to confirm these theoretical findings