Wing Tat Leung

Residual-driven online generalized multiscale finite element methods

The construction of local reduced-order models via multiscale basis functions has been an area of active research. In this paper, we propose online multiscale basis functions which are constructed using the offline space and the current residual. Online multiscale basis functions are constructed adaptively in some selected regions based on our error indicators. We derive an error estimator which shows that one needs to have an offline space with certain properties to guarantee that additional online multiscale basis function will decrease the error. This error decrease is independent of physical parameters, such as the contrast and multiple scales in the problem. The offline spaces are constructed using Generalized Multiscale Finite Element Methods (GMsFEM). We show that if one chooses a sufficient number of offline basis functions, one can guarantee that additional online multiscale basis functions will reduce the error independent of contrast. We note that the construction of online basis functions is motivated by the fact that the offline space construction does not take into account distant effects. Using the residual information, we can incorporate the distant information provided the offline approximation satisfies certain properties.In the paper, theoretical and numerical results are presented. Our numerical results show that if the offline space is sufficiently large (in terms of the dimension) such that the coarse space contains all multiscale spectral basis functions that correspond to small eigenvalues, then the error reduction by adding online multiscale basis function is independent of the contrast. We discuss various ways computing online multiscale basis functions which include a use of small dimensional offline spaces.

An Adaptive Generalized Multiscale Discontinuous Galerkin Method for High-Contrast Flow Problems

In this paper, we develop an adaptive generalized multiscale discontinuous Galerkin method (GMsDGM) for a class of high-contrast flow problems and derive a priori and a posteriori error estimates f...

Mixed GMsFEM for second order elliptic problem in perforated domains

We consider a class of second order elliptic problems in perforated domains with homogeneous Neumann boundary condition. It is well-known that numerically solving these problems require a very fine computational mesh, and some model reduction techniques are therefore necessary. We will develop a new model reduction technique based on the generalized multiscale finite element method (GMsFEM). The GMsFEM has been applied successfully to second order elliptic problems in perforated domains with Dirichlet boundary conditions Chung et?al. (2015). However, due to the use of multiscale partition of unity functions, the same method cannot be applied to the case with Neumann boundary conditions. The aim of this paper is to develop a new mixed GMsFEM, based on a piecewise constant approximation for pressure and a multiscale approximation for velocity, giving a mass conservative method. The method can handle the Neumann boundary condition naturally. The multiscale basis functions for velocity are constructed by some carefully chosen local snapshot spaces and local spectral decompositions. The spectral convergence of the method is analyzed. Moreover, by using some local error indicators, the basis functions can be added locally and adaptively. We also consider an online procedure for the construction of new basis functions in the online stage in order to capture the distant effects. We will present some numerical examples to show the performance of the method.

Goal-oriented adaptivity for GMsFEM

In this paper we develop two goal-oriented adaptive strategies for a posteriori error estimation within the generalized multiscale finite element framework. In this methodology, one seeks to determine the number of multiscale basis functions adaptively for each coarse region to efficiently reduce the error in the goal functional. Our first error estimator uses a residual based strategy where local indicators on each coarse neighborhood are the product of local indicators for the primal and dual problems, respectively. In the second approach, viewed as the multiscale extension of the dual weighted residual method (DWR), the error indicators are computed as the pairing of the local H - 1 residual of the primal problem weighed by a projection into the primal space of the H 0 1 dual solution from an enriched space, over each coarse neighborhood. In both of these strategies, the goal-oriented indicators are then used in place of a standard residual-based indicator to mark coarse neighborhoods of the mesh for further enrichment in the form of additional multiscale basis functions. The method is demonstrated on high-contrast problems with heterogeneous multiscale coefficients, and is seen to outperform the standard residual based strategy with respect to efficient reduction of error in the goal function.

Constraint Energy Minimizing Generalized Multiscale Finite Element Method

Abstract In this paper, we propose Constraint Energy Minimizing Generalized Multiscale Finite Element Method (CEM-GMsFEM). The main goal of this paper is to design multiscale basis functions within GMsFEM framework such that the convergence of method is independent of the contrast and linearly decreases with respect to mesh size if oversampling size is appropriately chosen. We would like to show a mesh-dependent convergence with a minimal number of basis functions. Our construction starts with an auxiliary multiscale space by solving local spectral problems. In auxiliary multiscale space, we select the basis functions that correspond to small (contrast-dependent) eigenvalues. These basis functions represent the channels (high-contrast features that connect the boundaries of the coarse block). Using the auxiliary space, we propose a constraint energy minimization to construct multiscale spaces. The minimization is performed in the oversampling domain, which is larger than the target coarse block. The constraints allow handling non-decaying components of the local minimizers. If the auxiliary space is correctly chosen, we show that the convergence rate is independent of the contrast (because the basis representing the channels are included in the auxiliary space) and is proportional to the coarse-mesh size (because the constraints handle non-decaying components of the local minimizers). The oversampling size weakly depends on the contrast as our analysis shows. The convergence theorem requires that channels are not aligned with the coarse edges, which hold in many applications, where the channels are oblique with respect to the coarse-mesh geometry. The numerical results confirm our theoretical results. In particular, we show that if the oversampling domain size is not sufficiently large, the errors are large. To remove the contrast-dependence of the oversampling size, we propose a modified construction for basis functions and present numerical results and the analysis.

Online adaptive local multiscale model reduction for heterogeneous problems in perforated domains

In this paper, we develop and analyze an adaptive multiscale approach for heterogeneous problems in perforated domains. We consider commonly used model problems including the Laplace equation, the elasticity equation, and the Stokes system in perforated regions. In many applications, these problems have a multiscale nature arising because of the perforations, their geometries, the sizes of the perforations, and configurations. Typical modeling approaches extract average properties in each coarse region, that encapsulate many perforations, and formulate a coarse-grid problem. In some applications, the coarse-grid problem can have a different form from the fine-scale problem, e.g. the coarse-grid system corresponding to a Stokes system in perforated domains leads to Darcy equations on a coarse grid. In this paper, we present a general offline/online procedure, which can adequately and adaptively represent the local degrees of freedom and derive appropriate coarse-grid equations. Our approaches start with the offline procedure, which constructs multiscale basis functions in each coarse region and formulates coarse-grid equations. We presented the offline simulations without the analysis and adaptive procedures, which are needed for accurate and efficient simulations. The main contributions of this paper are (1) the rigorous analysis of the offline approach, (2) the development of the online procedures and their analysis, and (3) the development of adaptive strategies. We present an online procedure, which allows adaptively incorporating global information and is important for a fast convergence when combined with the adaptivity. We present online adaptive enrichment algorithms for the three model problems mentioned above. Our methodology allows adding and guides constructing new online multiscale basis functions adaptively in appropriate regions. We present the convergence analysis of the online adaptive enrichment algorithm for the Stokes system. In particular, we show that the online procedure has a rapid convergence with a rate related to the number of offline basis functions, and one can obtain fast convergence by a sufficient number of offline basis functions, which are computed in the offline stage. The convergence theory can also be applied to the Laplace equation and the elasticity equation. To illustrate the performance of our method, we present numerical results with both small and large perforations. We see that only a few (1 or 2) online iterations can significantly improve the offline solution.

Multiscale model reduction for transport and flow problems in perforated domains

Abstract Convection-dominated transport phenomenon is important for many applications. In these applications, the transport velocity is often a solution of heterogeneous flow problems, which results to a coupled flow and transport phenomena. In this paper, we consider a coupled flow (Stokes problem) and transport (unsteady convection–diffusion problem) in perforated domains. Perforated domains (see Fig. 1) represent void space outside hard inclusions as in porous media, filters, and so on. We construct a coarse-scale solver based on Generalized Multiscale Finite Element Method (GMsFEM) for a coupled flow and transport. The main idea of the GMsFEM is to develop a systematic approach for computing multiscale basis functions. We use a mixed formulation and appropriate multiscale basis functions for both flow and transport to guarantee a mass conservation. For the transport problem, we use Petrov–Galerkin mixed formulation, which provides a stability. As a first approach, we use the multiscale flow solution in constructing the basis functions for the transport equation. In the second approach, we construct multiscale basis functions for coupled flow and transport without solving global flow problem. The novelty of this approach is to construct a coupled multiscale basis function. Numerical results are presented for computations using offline basis. We also present an algorithm for adaptively adding online multiscale basis functions, which are computed using the residual information. Numerical examples using online GMsFEM show the speed up of convergence.

Mixed GMsFEM for the simulation of waves in highly heterogeneous media

Numerical simulations of waves in highly heterogeneous media have important applications, but direct computations are prohibitively expensive. In this paper, we develop a new generalized multiscale finite element method with the aim of simulating waves at a much lower cost. Our method is based on a mixed Galerkin type method with carefully designed basis functions that can capture various scales in the solution. The basis functions are constructed based on some local snapshot spaces and local spectral problems defined on them. The spectral problems give a natural ordering of the basis functions in the snapshot space and allow systematically enrichment of basis functions. In addition, by using a staggered coarse mesh, our method is energy conserving and has block diagonal mass matrix, which are desirable properties for wave propagation. We will prove that our method has spectral convergence, and present numerical results to show the performance of the method.

Multiscale stabilization for convection-dominated diffusion in heterogeneous media

Abstract We develop a Petrov–Galerkin stabilization method for multiscale convection–diffusion transport systems. Existing stabilization techniques add a limited number of degrees of freedom in the form of bubble functions or a modified diffusion, which may not be sufficient to stabilize multiscale systems. We seek a local reduced-order model for this kind of multiscale transport problems and thus, develop a systematic approach for finding reduced-order approximations of the solution. We start from a Petrov–Galerkin framework using optimal weighting functions. We introduce an auxiliary variable to a mixed formulation of the problem. The auxiliary variable stands for the optimal weighting function. The problem reduces to finding a test space (a dimensionally reduced space for this auxiliary variable), which guarantees that the error in the primal variable (representing the solution) is close to the projection error of the full solution on the dimensionally reduced space that approximates the solution. To find the test space, we reformulate some recent mixed Generalized Multiscale Finite Element Methods. We introduce snapshots and local spectral problems that appropriately define local weight and trial spaces. In particular, we use energy minimizing snapshots and local spectral decompositions in the natural norm associated with the auxiliary variable. The resulting spectral decomposition adaptively identifies and builds the optimal multiscale space to stabilize the system. We discuss the stability and its relation to the approximation property of the test space. We design online basis functions, which accelerate convergence in the test space, and consequently, improve stability. We present several numerical examples and show that one needs a few test functions to achieve an error similar to the projection error in the primal variable irrespective of the Peclet number.

Fast Online Generalized Multiscale Finite Element Method using Constraint Energy Minimization

Abstract Local multiscale methods often construct multiscale basis functions in the offline stage without taking into account input parameters, such as source terms, boundary conditions, and so on. These basis functions are then used in the online stage with a specific input parameter to solve the global problem at a reduced computational cost. Recently, online approaches have been introduced, where multiscale basis functions are adaptively constructed in some regions to reduce the error significantly. In multiscale methods, it is desired to have only 1–2 iterations to reduce the error to a desired threshold. Using Generalized Multiscale Finite Element Framework [10] , it was shown that by choosing sufficient number of offline basis functions, the error reduction can be made independent of physical parameters, such as scales and contrast. In this paper, our goal is to improve this. Using our recently proposed approach [4] and special online basis construction in oversampled regions, we show that the error reduction can be made sufficiently large by appropriately selecting oversampling regions. Our numerical results show that one can achieve a three order of magnitude error reduction, which is better than our previous methods. We also develop an adaptive algorithm and enrich in selected regions with large residuals. In our adaptive method, we show that the convergence rate can be determined by a user-defined parameter and we confirm this by numerical simulations. The analysis of the method is presented.