Corrector theory for MsFEM and HMM in random media

We analyze the random fluctuations of several multi-scale algorithms such as the multi-scale finite element method (MsFEM) and the finite element heterogeneous multiscale method (HMM), that have been developed to solve partial differential equations with highly heterogeneous coefficients. Such multi-scale algorithms are often shown to correctly capture the homogenization limit when the highly oscillatory random medium is stationary and ergodic. This paper is concerned with the random fluctuations of the solution about the deterministic homogenization limit. We consider the simplified setting of the one dimensional elliptic equation, where the theory of random fluctuations is well understood. We develop a fluctuation theory for the multi-scale algorithms in the presence of random environments with short-range and long-range correlations. What we find is that the computationally more expensive method MsFEM captures the random fluctuations both for short-range and long-range oscillations in the medium. The less expensive method HMM correctly captures the fluctuations for long-range oscillations and strongly amplifies their size in media with short-range oscillations. We present a modified scheme with an intermediate computational cost that captures the random fluctuations in all cases.Comment: 41 page

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

Interplay of Theory and Numerics for Deterministic and Stochastic Homogenization

The workshop has brought together experts in the broad field of partial differential equations with highly heterogeneous coefficients. Analysts and computational and applied mathematicians have shared results and ideas on a topic of considerable interest both from the theoretical and applied viewpoints. A characteristic feature of the workshop has been to encourage discussions on the theoretical as well as numerical challenges in the field, both from the point of view of deterministic as well as stochastic modeling of the heterogeneities

Corrector Analysis of a Heterogeneous Multi-scale Scheme for Elliptic Equations with Random Potential

This paper analyzes the random fluctuations obtained by a heterogeneous multi-scale first-order finite element method applied to solve elliptic equations with a random potential. We show that the random fluctuations of such solutions are correctly estimated by the heterogeneous multi-scale algorithm when appropriate fine-scale problems are solved on subsets that cover the whole computational domain. However, when the fine-scale problems are solved over patches that do not cover the entire domain, the random fluctuations may or may not be estimated accurately. In the case of random potentials with short-range interactions, the variance of the random fluctuations is amplified as the inverse of the fraction of the medium covered by the patches. In the case of random potentials with long-range interactions, however, such an amplification does not occur and random fluctuations are correctly captured independent of the (macroscopic) size of the patches. These results are consistent with those obtained by the authors for more general equations in the one-dimensional setting and provide indications on the loss in accuracy that results from using coarser, and hence less computationally intensive, algorithms

Corrector Theory in Random Homogenization of Partial Differential Equations

We derive systematically a theory for the correctors in random homogenization of partial differential equations with highly oscillatory coefficients, which arise naturally in many areas of natural sciences and engineering. This corrector theory is of great practical importance in many applications when estimating the random fluctuations in the solution is as important as finding its homogenization limit. This thesis consists of three parts. In the first part, we study some properties of random fields that are useful to control corrector in homogenization of PDE. These random fields mostly have parameters in multi-dimensional Euclidean spaces. In the second part, we derive a corrector theory systematically that works in general for linear partial differential equations, with random coefficients appearing in their zero-order, i.e., non-differential, terms. The derivation is a combination of the studies of random fields and applications of PDE theory. In the third part of this thesis, we derive a framework of analyzing multiscale numerical algorithms that are widely used to approximate homogenization, to test if they succeed in capturing the limiting corrector predicted by the theory

A localized orthogonal decomposition method for semi-linear elliptic problems

In this paper we propose and analyze a new Multiscale Method for solving semi-linear elliptic problems with heterogeneous and highly variable coefficient functions. For this purpose we construct a generalized finite element basis that spans a low dimensional multiscale space. The basis is assembled by performing localized linear fine-scale computations in small patches that have a diameter of order H |log H| where H is the coarse mesh size. Without any assumptions on the type of the oscillations in the coefficients, we give a rigorous proof for a linear convergence of the H1-error with respect to the coarse mesh size. To solve the arising equations, we propose an algorithm that is based on a damped Newton scheme in the multiscale space