Numerical Homogenization of Elliptic Multiscale Problems by Subspace Decomposition

Numerical homogenization tries to approximate solutions of elliptic partial differential equations with strongly oscillating coefficients by the solution of localized problems over small subregions. We develop and analyze a rapidly convergent iterative method for numerical homogenization that shares this feature with existing approaches and is modeled after the Schwarz method. The method is highly parallelizable and of lower computational complexity than comparable methods that as ours do not make explicit or implicit use of a scale separation

Multilevel methods for elliptic problems on domains not resolved by the coarse grid

Elliptic boundary value problems are frequently posed on complicated domains, which cannot be covered by a simple coarse initial grid as is needed for multigrid-like iterative methods. In the present article, this problem is resolved for selfadjoint second order problems and Dirichlet boundary conditions. The idea is to construct appropriate subspace decompositions of the corresponding finite element spaces by way of an embedding of the domain under consideration into a simpler domain like a square or a cube. Then the general theory of subspace correction methods can be applied

Multigrid methods for discrete elliptic problems on triangular surfaces

We construct and analyze multigrid methods for discretized self-adjoint elliptic problems on triangular surfaces in R3. The methods involve the same weights for restriction and prolongation as in the case of planar triangulations and therefore are easy to implement. We prove logarithmic bounds of the convergence rates with constants solely depending on the ellipticity, the smoothers and on the regularity of the triangles forming the triangular surface. Our theoretical results are illustrated by numerical computations

Direct and Iterative Methods for Numerical Homogenization

Elliptic problems with oscillating coefficients can be approximated up to arbitrary accuracy by using sufficiently fine meshes, i.e., by resolving the fine scale. Well-known multiscale finite elements [5, 9] can be regarded as direct numerical homogenization methods in the sense that they provide approximations of the corresponding (unfeasibly) large linear systems by much smaller systems while preserving the fine-grid discretization accuracy (model reduction). As an alternative, we present iterative numerical homogenization methods that provide approximations up to fine-grid discretization accuracy and discuss differences and commonalities

On nonlinear Dirichlet-Neumann Algorithms for jumping nonlinearities. In: Domain Decomposition Methods in Science and Engineering XVI

We consider a quasilinear elliptic transmission problem where the nonlinearity changes discontinuously across two subdomains. By a reformulation of the problem via Kirchhoff transformation we first obtain linear problems on the subdomains together with nonlinear transmission conditions and then a nonlinear Steklov–Poincar´e interface equation. We introduce a Dirichlet–Neumann iteration for this problem and prove convergence to a unique solution in one space dimension. Finally we present numerical results in two space dimensions suggesting that the algorithm can be applied successfully in more general cases

Heterogeneous substructuring methods for coupled surface and subsurface flow

The exchange of ground- and surface water plays a crucial role in a variety of practically relevant processes ranging from flood protection measures to preservation of ecosystem health in natural and human-impacted water resources systems

Fast and robust numerical solution of the Richards equation in homogeneous soil

We derive and analyze a solver-friendly finite element discretization of a time discrete Richards equation based on Kirchhoff transformation. It can be interpreted as a classical finite element discretization in physical variables with nonstandard quadrature points. Our approach allows for nonlinear outflow or seepage boundary conditions of Signorini type. We show convergence of the saturation and, in the nondegenerate case, of the discrete physical pressure. The associated discrete algebraic problems can be formulated as discrete convex minimization problems and, therefore, can be solved efficiently by monotone multigrid methods. In numerical examples for two and three space dimensions we observe $L^2$-convergence rates of order $\mathcal{O}(h^2)$ and $H^1$-convergence rates of order $\mathcal{O}(h)$ as well as robust convergence behavior of the multigrid method with respect to extreme choices of soil parameters

Adaptive multilevel methods for obstacle problems

The authors consider the discretization of obstacle problems for second-order elliptic differential operators by piecewise linear finite elements. Assuming that the discrete problems are reduced to a sequence of linear problems by suitable active set strategies, the linear problems are solved iteratively by preconditioned conjugate gradient iterations. The proposed preconditioners are treated theoretically as abstract additive Schwarz methods and are implemented as truncated hierarchical basis preconditioners. To allow for local mesh refinement semilocal and local a posteriors error estimates are derived, providing lower and upper estimates for the discretization error. The theoretical results are illustrated by numerical computations

Hierarchical decomposition of domains with fractures

We consider the efficient and robust numerical solution of elliptic problems with jumping coefficients occuring on a network of fractures. These thin geometric structures are resolved by anisotropic trapezoidal elements. We present an iterative solution concept based on a hierarchical separation of the fractures and the surrounding rock matrix. Upper estimates for the convergence rates are independent of the the jump of coefficients and of the width of the fractures and depend only polynomially on the number of refinement steps. The theoretical results are illustrated by numerical experiments

Heterogeneous domain decomposition of surface and porous media flow

We present a heterogeneous domain decomposition approach to the Richards equation coupled with surface water flow. Assuming piecewise constant soil parameters in the constitutive equations for saturation and relative permeability, we present a novel domain decomposition approch to the Richards equation involving on fast and robust subdomain solver based on optimization techniques. The coupling of ground and surface water is resolved by a Dirichlet - Neumann-type iteration