Bayesian Numerical Homogenization

Numerical homogenization, i.e. the finite-dimensional approximation of solution spaces of PDEs with arbitrary rough coefficients, requires the identification of accurate basis elements. These basis elements are oftentimes found after a laborious process of scientific investigation and plain guesswork. Can this identification problem be facilitated? Is there a general recipe/decision framework for guiding the design of basis elements? We suggest that the answer to the above questions could be positive based on the reformulation of numerical homogenization as a Bayesian Inference problem in which a given PDE with rough coefficients (or multi-scale operator) is excited with noise (random right hand side/source term) and one tries to estimate the value of the solution at a given point based on a finite number of observations. We apply this reformulation to the identification of bases for the numerical homogenization of arbitrary integro-differential equations and show that these bases have optimal recovery properties. In particular we show how Rough Polyharmonic Splines can be re-discovered as the optimal solution of a Gaussian filtering problem.Comment: 22 pages. To appear in SIAM Multiscale Modeling and Simulatio

Localized bases for finite dimensional homogenization approximations with non-separated scales and high-contrast

We construct finite-dimensional approximations of solution spaces of divergence form operators with $L^\infty$-coefficients. Our method does not rely on concepts of ergodicity or scale-separation, but on the property that the solution space of these operators is compactly embedded in $H^1$ if source terms are in the unit ball of $L^2$ instead of the unit ball of $H^{-1}$. Approximation spaces are generated by solving elliptic PDEs on localized sub-domains with source terms corresponding to approximation bases for $H^2$. The $H^1$-error estimates show that $\mathcal{O}(h^{-d})$-dimensional spaces with basis elements localized to sub-domains of diameter $\mathcal{O}(h^\alpha \ln \frac{1}{h})$ (with $\alpha \in [1/2,1)$) result in an $\mathcal{O}(h^{2-2\alpha})$ accuracy for elliptic, parabolic and hyperbolic problems. For high-contrast media, the accuracy of the method is preserved provided that localized sub-domains contain buffer zones of width $\mathcal{O}(h^\alpha \ln \frac{1}{h})$ where the contrast of the medium remains bounded. The proposed method can naturally be generalized to vectorial equations (such as elasto-dynamics).Comment: Accepted for publication in SIAM MM

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

On Multiscale Methods in Petrov-Galerkin formulation

In this work we investigate the advantages of multiscale methods in Petrov-Galerkin (PG) formulation in a general framework. The framework is based on a localized orthogonal decomposition of a high dimensional solution space into a low dimensional multiscale space with good approximation properties and a high dimensional remainder space{, which only contains negligible fine scale information}. The multiscale space can then be used to obtain accurate Galerkin approximations. As a model problem we consider the Poisson equation. We prove that a Petrov-Galerkin formulation does not suffer from a significant loss of accuracy, and still preserve the convergence order of the original multiscale method. We also prove inf-sup stability of a PG Continuous and a Discontinuous Galerkin Finite Element multiscale method. Furthermore, we demonstrate that the Petrov-Galerkin method can decrease the computational complexity significantly, allowing for more efficient solution algorithms. As another application of the framework, we show how the Petrov-Galerkin framework can be used to construct a locally mass conservative solver for two-phase flow simulation that employs the Buckley-Leverett equation. To achieve this, we couple a PG Discontinuous Galerkin Finite Element method with an upwind scheme for a hyperbolic conservation law