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

Metric based up-scaling

We consider divergence form elliptic operators in dimension $n\geq 2$ with $L^\infty$ coefficients. Although solutions of these operators are only H\"{o}lder continuous, we show that they are differentiable ($C^{1,\alpha}$) with respect to harmonic coordinates. It follows that numerical homogenization can be extended to situations where the medium has no ergodicity at small scales and is characterized by a continuum of scales by transferring a new metric in addition to traditional averaged (homogenized) quantities from subgrid scales into computational scales and error bounds can be given. This numerical homogenization method can also be used as a compression tool for differential operators.Comment: Final version. Accepted for publication in Communications on Pure and Applied Mathematics. Presented at CIMMS (March 2005), Socams 2005 (April), Oberwolfach, MPI Leipzig (May 2005), CIRM (July 2005). Higher resolution figures are available at http://www.acm.caltech.edu/~owhadi

A posteriori modeling error estimates in the optimization of two-scale elastic composite materials

The a posteriori analysis of the discretization error and the modeling error is studied for a compliance cost functional in the context of the optimization of composite elastic materials and a two-scale linearized elasticity model. A mechanically simple, parametrized microscopic supporting structure is chosen and the parameters describing the structure are determined minimizing the compliance objective. An a posteriori error estimate is derived which includes the modeling error caused by the replacement of a nested laminate microstructure by this considerably simpler microstructure. Indeed, nested laminates are known to realize the minimal compliance and provide a benchmark for the quality of the microstructures. To estimate the local difference in the compliance functional the dual weighted residual approach is used. Different numerical experiments show that the resulting adaptive scheme leads to simple parametrized microscopic supporting structures that can compete with the optimal nested laminate construction. The derived a posteriori error indicators allow to verify that the suggested simplified microstructures achieve the optimal value of the compliance up to a few percent. Furthermore, it is shown how discretization error and modeling error can be balanced by choosing an optimal level of grid refinement. Our two scale results with a single scale microstructure can provide guidance towards the design of a producible macroscopic fine scale pattern

A Framework for Modeling Subgrid Effects for Two-Phase Flows in Porous Media

In this paper, we study upscaling for two-phase flows in strongly heterogeneous porous media. Upscaling a hyperbolic convection equation is known to be very difficult due to the presence of nonlocal memory effects. Even for a linear hyperbolic equation with a shear velocity field, the upscaled equation involves a nonlocal history dependent diffusion term, which is not amenable to computation. By performing a systematic multiscale analysis, we derive coupled equations for the average and the fluctuations for the two-phase flow. The homogenized equations for the coupled system are obtained by projecting the fluctuations onto a suitable subspace. This projection corresponds exactly to averaging along streamlines of the flow. Convergence of the multiscale analysis is verified numerically. Moreover, we show how to apply this multiscale analysis to upscale two-phase flows in practical applications