Homogenization of Parabolic Equations with a Continuum of Space and Time Scales

This paper addresses the issue of the homogenization of linear divergence form parabolic operators in situations where no ergodicity and no scale separation in time or space are available. Namely, we consider divergence form linear parabolic operators in $\Omega \subset \mathbb{R}^n$ with $L^\infty(\Omega \times (0,T))$-coefficients. It appears that the inverse operator maps the unit ball of $L^2(\Omega\times (0,T))$ into a space of functions which at small (time and space) scales are close in $H^1$ norm to a functional space of dimension $n$. It follows that once one has solved these equations at least $n$ times it is possible to homogenize them both in space and in time, reducing the number of operation counts necessary to obtain further solutions. In practice we show under a Cordes-type condition that the first order time derivatives and second order space derivatives of the solution of these operators with respect to caloric coordinates are in $L^2$ (instead of $H^{-1}$ with Euclidean coordinates). If the medium is time-independent, then it is sufficient to solve $n$ times the associated elliptic equation in order to homogenize the parabolic equation

Polyharmonic homogenization, rough polyharmonic splines and sparse super-localization

We introduce a new variational method for the numerical homogenization of divergence form elliptic, parabolic and hyperbolic equations with arbitrary rough ($L^\infty$) coefficients. Our method does not rely on concepts of ergodicity or scale-separation but on compactness properties of the solution space and a new variational approach to homogenization. The approximation space is generated by an interpolation basis (over scattered points forming a mesh of resolution $H$) minimizing the $L^2$ norm of the source terms; its (pre-)computation involves minimizing $\mathcal{O}(H^{-d})$ quadratic (cell) problems on (super-)localized sub-domains of size $\mathcal{O}(H \ln (1/ H))$. The resulting localized linear systems remain sparse and banded. The resulting interpolation basis functions are biharmonic for $d\leq 3$, and polyharmonic for $d\geq 4$, for the operator -\diiv(a\nabla \cdot) and can be seen as a generalization of polyharmonic splines to differential operators with arbitrary rough coefficients. The accuracy of the method ($\mathcal{O}(H)$ in energy norm and independent from aspect ratios of the mesh formed by the scattered points) is established via the introduction of a new class of higher-order Poincar\'{e} inequalities. The method bypasses (pre-)computations on the full domain and naturally generalizes to time dependent problems, it also provides a natural solution to the inverse problem of recovering the solution of a divergence form elliptic equation from a finite number of point measurements.Comment: ESAIM: Mathematical Modelling and Numerical Analysis. Special issue (2013

A Multiscale Finite Element Method for an Elliptic Distributed Optimal Control Problem with Rough Coefficients and Control Constraints

We construct and analyze a multiscale finite element method for an elliptic distributed optimal control problem with pointwise control constraints, where the state equation has rough coefficients. We show that the performance of the multiscale finite element method is similar to the performance of standard finite element methods for smooth problems and present corroborating numerical results.Comment: 26 page

Error Estimate of Multiscale Finite Element Method for Periodic Media Revisited

We derive the optimal energy error estimate for multiscale finite element method with oversampling technique applying to elliptic system with rapidly oscillating periodic coefficients under the assumption that the coefficients are bounded and measurable, which may admit rough microstructures. As a by-product of the energy estimate, we derive the rate of convergence in L$^{d/(d-1)}-$norm

Flux norm approach to finite dimensional homogenization approximations with non-separated scales and high contrast

We consider divergence-form scalar elliptic equations and vectorial equations for elasticity with rough ($L^\infty(\Omega)$, $\Omega \subset \R^d$) coefficients $a(x)$ that, in particular, model media with non-separated scales and high contrast in material properties. We define the flux norm as the $L^2$ norm of the potential part of the fluxes of solutions, which is equivalent to the usual $H^1$-norm. We show that in the flux norm, the error associated with approximating, in a properly defined finite-dimensional space, the set of solutions of the aforementioned PDEs with rough coefficients is equal to the error associated with approximating the set of solutions of the same type of PDEs with smooth coefficients in a standard space (e.g., piecewise polynomial). We refer to this property as the {\it transfer property}. A simple application of this property is the construction of finite dimensional approximation spaces with errors independent of the regularity and contrast of the coefficients and with optimal and explicit convergence rates. This transfer property also provides an alternative to the global harmonic change of coordinates for the homogenization of elliptic operators that can be extended to elasticity equations. The proofs of these homogenization results are based on a new class of elliptic inequalities which play the same role in our approach as the div-curl lemma in classical homogenization.Comment: Accepted for publication in Archives for Rational Mechanics and Analysi

A multiscale method for heterogeneous bulk-surface coupling

In this paper, we construct and analyze a multiscale (finite element) method for parabolic problems with heterogeneous dynamic boundary conditions. As origin, we consider a reformulation of the system in order to decouple the discretization of bulk and surface dynamics. This allows us to combine multiscale methods on the boundary with standard Lagrangian schemes in the interior. We prove convergence and quantify explicit rates for low-regularity solutions, independent of the oscillatory behavior of the heterogeneities. As a result, coarse discretization parameters, which do not resolve the fine scales, can be considered. The theoretical findings are justified by a number of numerical experiments including dynamic boundary conditions with random diffusion coefficients

Nonstandard Finite Element Methods

[no abstract available

A two-level enriched finite element method for a mixed problem

The simplest pair of spaces is made inf-sup stable for the mixed form of the Darcy equation. The key ingredient is to enhance the finite element spaces inside a Petrov-Galerkin framework with functions satisfying element-wise local Darcy problems with right hand sides depending on the residuals over elements and edges. The enriched method is symmetric, locally mass conservative and keeps the degrees of freedom of the original interpolation spaces. First, we assume local enrichments exactly computed and we prove uniqueness and optimal error estimates in natural norms. Then, a low cost two-level finite element method is proposed to effectively obtain enhancing basis functions. The approach lays on a two-scale numerical analysis and shows that well-posedness and optimality is kept, despite the second level numerical approximation. Several numerical experiments validate the theoretical results and compares (favourably in some cases) our results with the classical Raviart-Thomas elemen