9 research outputs found
A Multiscale Data-Driven Stochastic Method for Elliptic PDEs with Random Coefficients
In this paper, we propose a multiscale data-driven stochastic method (MsDSM) to study stochastic partial differential equations (SPDEs) in the multiquery setting. This method combines the advantages of the recently developed multiscale model reduction method [M. L. Ci, T. Y. Hou, and Z. Shi, ESAIM Math. Model. Numer. Anal., 48 (2014), pp. 449--474] and the data-driven stochastic method (DSM) [M. L. Cheng et al., SIAM/ASA J. Uncertain. Quantif., 1 (2013), pp. 452--493]. Our method consists of offline and online stages. In the offline stage, we decompose the harmonic coordinate into a smooth part and a highly oscillatory part so that the smooth part is invertible and the highly oscillatory part is small. Based on the Karhunen--Loève (KL) expansion of the smooth parts and oscillatory parts of the harmonic coordinates, we can derive an effective stochastic equation that can be well-resolved on a coarse grid. We then apply the DSM to the effective stochastic equation to construct a data-driven stochastic basis under which the stochastic solutions enjoy a compact representation for a broad range of forcing functions. In the online stage, we expand the SPDE solution using the data-driven stochastic basis and solve a small number of coupled deterministic partial differential equations (PDEs) to obtain the expansion coefficients. The MsDSM reduces both the stochastic and the physical dimensions of the solution. We have performed complexity analysis which shows that the MsDSM offers considerable savings over not only traditional methods but also DSM in solving multiscale SPDEs. Numerical results are presented to demonstrate the accuracy and efficiency of the proposed method for several multiscale stochastic problems without scale separation
Sparse Generalized Multiscale Finite Element Methods and their applications
In a number of previous papers, local (coarse grid) multiscale model
reduction techniques are developed using a Generalized Multiscale Finite
Element Method. In these approaches, multiscale basis functions are constructed
using local snapshot spaces, where a snapshot space is a large space that
represents the solution behavior in a coarse block. In a number of applications
(e.g., those discussed in the paper), one may have a sparsity in the snapshot
space for an appropriate choice of a snapshot space. More precisely, the
solution may only involve a portion of the snapshot space. In this case, one
can use sparsity techniques to identify multiscale basis functions. In this
paper, we consider two such sparse local multiscale model reduction approaches.
In the first approach (which is used for parameter-dependent multiscale
PDEs), we use local minimization techniques, such as sparse POD, to identify
multiscale basis functions, which are sparse in the snapshot space. These
minimization techniques use minimization to find local multiscale basis
functions, which are further used for finding the solution. In the second
approach (which is used for the Helmholtz equation), we directly apply
minimization techniques to solve the underlying PDEs. This approach is more
expensive as it involves a large snapshot space; however, in this example, we
can not identify a local minimization principle, such as local generalized SVD
Adaptive multiscale model reduction with Generalized Multiscale Finite Element Methods
In this paper, we discuss a general multiscale model reduction framework
based on multiscale finite element methods. We give a brief overview of related
multiscale methods. Due to page limitations, the overview focuses on a few
related methods and is not intended to be comprehensive. We present a general
adaptive multiscale model reduction framework, the Generalized Multiscale
Finite Element Method. Besides the method's basic outline, we discuss some
important ingredients needed for the method's success. We also discuss several
applications. The proposed method allows performing local model reduction in
the presence of high contrast and no scale separation
A Model Reduction Method for Multiscale Elliptic Pdes with Random Coefficients Using an Optimization Approach
In this paper, we propose a model reduction method for solving multiscale elliptic PDEs with random coefficients in the multiquery setting using an optimization approach. The optimization approach enables us to construct a set of localized multiscale data-driven stochastic basis functions that give an optimal approximation property of the solution operator. Our method consists of the offline and online stages. In the offline stage, we construct the localized multiscale data-driven stochastic basis functions by solving an optimization problem. In the online stage, using our basis functions, we can efficiently solve multiscale elliptic PDEs with random coefficients with relatively small computational costs. Therefore, our method is very efficient in solving target problems with many different force functions. The convergence analysis of the proposed method is also presented and has been verified by the numerical simulations