Exponential decay of the resonance error in numerical homogenization via parabolic and elliptic cell problems

This paper presents two new approaches for finding the homogenized coefficients of multiscale elliptic PDEs. Standard approaches for computing the homogenized coefficients suffer from the so-called resonance error, originating from a mismatch between the true and the computational boundary conditions. Our new methods, based on solutions of parabolic and elliptic cell-problems, result in an exponential decay of the resonance error

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

An Equation-Free Approach for Second Order Multiscale Hyperbolic Problems in Non-Divergence Form

The present study concerns the numerical homogenization of second order hyperbolic equations in non-divergence form, where the model problem includes a rapidly oscillating coefficient function. These small scales influence the large scale behavior, hence their effects should be accurately modelled in a numerical simulation. A direct numerical simulation is prohibitively expensive since a minimum of two points per wavelength are needed to resolve the small scales. A multiscale method, under the equation free methodology, is proposed to approximate the coarse scale behaviour of the exact solution at a cost independent of the small scales in the problem. We prove convergence rates for the upscaled quantities in one as well as in multi-dimensional periodic settings. Moreover, numerical results in one and two dimensions are provided to support the theory

On the nature of the boundary resonance error in numerical homogenization and its reduction

Numerical homogenization of multiscale equations typically requires taking an average of the solution to a microscale problem. Both the boundary conditions and domain size of the microscale problem play an important role in the accuracy of the homogenization procedure. In particular, imposing naive boundary conditions leads to a $\mathcal{O}(\epsilon/\eta)$ error in the computation, where $\epsilon$ is the characteristic size of the microscopic fluctuations in the heterogeneous media, and $\eta$ is the size of the microscopic domain. This so-called boundary, or ``cell resonance" error can dominate discretization error and pollute the entire homogenization scheme. There exist several techniques in the literature to reduce the error. Most strategies involve modifying the form of the microscale cell problem. Below we present an alternative procedure based on the observation that the resonance error itself is an oscillatory function of domain size $\eta$. After rigorously characterizing the oscillatory behavior for one dimensional and quasi-one dimensional microscale domains, we present a novel strategy to reduce the resonance error. Rather than modifying the form of the cell problem, the original problem is solved for a sequence of domain sizes, and the results are averaged against kernels satisfying certain moment conditions and regularity properties. Numerical examples in one and two dimensions illustrate the utility of the approach

Recent advances in the evolution of interfaces: thermodynamics, upscaling, and universality

We consider the evolution of interfaces in binary mixtures permeating strongly heterogeneous systems such as porous media. To this end, we first review available thermodynamic formulations for binary mixtures based on \emph{general reversible-irreversible couplings} and the associated mathematical attempts to formulate a \emph{non-equilibrium variational principle} in which these non-equilibrium couplings can be identified as minimizers. Based on this, we investigate two microscopic binary mixture formulations fully resolving heterogeneous/perforated domains: (a) a flux-driven immiscible fluid formulation without fluid flow; (b) a momentum-driven formulation for quasi-static and incompressible velocity fields. In both cases we state two novel, reliably upscaled equations for binary mixtures/multiphase fluids in strongly heterogeneous systems by systematically taking thermodynamic features such as free energies into account as well as the system's heterogeneity defined on the microscale such as geometry and materials (e.g. wetting properties). In the context of (a), we unravel a \emph{universality} with respect to the coarsening rate due to its independence of the system's heterogeneity, i.e. the well-known ${\cal O}(t^{1/3})$-behaviour for homogeneous systems holds also for perforated domains. Finally, the versatility of phase field equations and their \emph{thermodynamic foundation} relying on free energies, make the collected recent developments here highly promising for scientific, engineering and industrial applications for which we provide an example for lithium batteries

Numerical homogenization of elliptic PDEs with similar coefficients

We consider a sequence of elliptic partial differential equations (PDEs) with different but similar rapidly varying coefficients. Such sequences appear, for example, in splitting schemes for time-dependent problems (with one coefficient per time step) and in sample based stochastic integration of outputs from an elliptic PDE (with one coefficient per sample member). We propose a parallelizable algorithm based on Petrov-Galerkin localized orthogonal decomposition (PG-LOD) that adaptively (using computable and theoretically derived error indicators) recomputes the local corrector problems only where it improves accuracy. The method is illustrated in detail by an example of a time-dependent two-pase Darcy flow problem in three dimensions

Multiscale Finite Element Methods for Nonlinear Problems and their Applications

In this paper we propose a generalization of multiscale finite element methods (Ms-FEM) to nonlinear problems. We study the convergence of the proposed method for nonlinear elliptic equations and propose an oversampling technique. Numerical examples demonstrate that the over-sampling technique greatly reduces the error. The application of MsFEM to porous media flows is considered. Finally, we describe further generalizations of MsFEM to nonlinear time-dependent equations and discuss the convergence of the method for various kinds of heterogeneities

Operator estimates for the crushed ice problem

Let $\Delta_{\Omega_\varepsilon}$ be the Dirichlet Laplacian in the domain $\Omega_\varepsilon:=\Omega\setminus\left(\cup_i D_{i \varepsilon}\right)$. Here $\Omega\subset\mathbb{R}^n$ and $\{D_{i \varepsilon}\}_{i}$ is a family of tiny identical holes ("ice pieces") distributed periodically in $\mathbb{R}^n$ with period $\varepsilon$. We denote by $\mathrm{cap}(D_{i \varepsilon})$ the capacity of a single hole. It was known for a long time that $-\Delta_{\Omega_\varepsilon}$ converges to the operator $-\Delta_{\Omega}+q$ in strong resolvent sense provided the limit $q:=\lim_{\varepsilon\to 0} \mathrm{cap}(D_{i\varepsilon}) \varepsilon^{-n}$ exists and is finite. In the current contribution we improve this result deriving estimates for the rate of convergence in terms of operator norms. As an application, we establish the uniform convergence of the corresponding semi-groups and (for bounded $\Omega$) an estimate for the difference of the $k$-th eigenvalue of $-\Delta_{\Omega_\varepsilon}$ and $-\Delta_{\Omega_\varepsilon}+q$. Our proofs relies on an abstract scheme for studying the convergence of operators in varying Hilbert spaces developed previously by the second author.Comment: now 24 pages, 3 figures; some typos fixed and references adde