1,795 research outputs found
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 with -coefficients. It appears that the inverse operator maps the unit ball of into a space of functions which at small (time and space) scales are close in norm to a functional space of dimension . It follows that once one has solved these equations at least 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 (instead of with Euclidean coordinates). If the medium is time-independent, then it is sufficient to solve times the associated elliptic equation in order to homogenize the parabolic equation
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
Adaptive multiscale model reduction with Generalized Multiscale Finite Element Methods
In this paper, we discuss a general multiscale model reduction framework
based on multiscale finite element methods. We give a brief overview of related
multiscale methods. Due to page limitations, the overview focuses on a few
related methods and is not intended to be comprehensive. We present a general
adaptive multiscale model reduction framework, the Generalized Multiscale
Finite Element Method. Besides the method's basic outline, we discuss some
important ingredients needed for the method's success. We also discuss several
applications. The proposed method allows performing local model reduction in
the presence of high contrast and no scale separation
Continuous dependence estimates for the ergodic problem of Bellman equation with an application to the rate of convergence for the homogenization problem
This paper is devoted to establish continuous dependence estimates for the
ergodic problem for Bellman operators (namely, estimates of (v_1-v_2) where v_1
and v_2 solve two equations with different coefficients). We shall obtain an
estimate of ||v_1-v_2||_\infty with an explicit dependence on the
L^\infty-distance between the coefficients and an explicit characterization of
the constants and also, under some regularity conditions, an estimate of
||v_1-v_2||_{C^2(\R^n)}.
Afterwards, the former result will be crucial in the estimate of the rate of
convergence for the homogenization of Bellman equations. In some regular cases,
we shall obtain the same rate of convergence established in the monographs
[11,26] for regular linear problems
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 -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 if source
terms are in the unit ball of instead of the unit ball of .
Approximation spaces are generated by solving elliptic PDEs on localized
sub-domains with source terms corresponding to approximation bases for .
The -error estimates show that -dimensional spaces
with basis elements localized to sub-domains of diameter (with ) result in an
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
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
Nonlinear nonlocal multicontinua upscaling framework and its applications
In this paper, we discuss multiscale methods for nonlinear problems. The main
idea of these approaches is to use local constraints and solve problems in
oversampled regions for constructing macroscopic equations. These techniques
are intended for problems without scale separation and high contrast, which
often occur in applications. For linear problems, the local solutions with
constraints are used as basis functions. This technique is called Constraint
Energy Minimizing Generalized Multiscale Finite Element Method (CEM-GMsFEM).
GMsFEM identifies macroscopic quantities based on rigorous analysis. In
corresponding upscaling methods, the multiscale basis functions are selected
such that the degrees of freedom have physical meanings, such as averages of
the solution on each continuum.
This paper extends the linear concepts to nonlinear problems, where the local
problems are nonlinear. The main concept consists of: (1) identifying
macroscopic quantities; (2) constructing appropriate oversampled local problems
with coarse-grid constraints; (3) formulating macroscopic equations. We
consider two types of approaches. In the first approach, the solutions of local
problems are used as basis functions (in a linear fashion) to solve nonlinear
problems. This approach is simple to implement; however, it lacks the nonlinear
interpolation, which we present in our second approach. In this approach, the
local solutions are used as a nonlinear forward map from local averages
(constraints) of the solution in oversampling region. This local fine-grid
solution is further used to formulate the coarse-grid problem. Both approaches
are discussed on several examples and applied to single-phase and two-phase
flow problems, which are challenging because of convection-dominated nature of
the concentration equation
Metric based up-scaling
We consider divergence form elliptic operators in dimension with
coefficients. Although solutions of these operators are only
H\"{o}lder continuous, we show that they are differentiable ()
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
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