Cluster-based generalized multiscale finite element method for elliptic PDEs with random coefficients

DOI10.1016/J.JCP.2018.05.041zbMATH Open1415.65251arXiv1711.01990OpenAlexW2767757270WikidataQ114163529 ScholiaQ114163529MaRDI QIDQ2425289FDOQ2425289

Zhiwen Zhang, Eric T. Chung, Y. Efendiev, Wing Tat Leung

Publication date: 26 June 2019

Published in: Journal of Computational Physics (Search for Journal in Brave)

Abstract: We propose a generalized multiscale finite element method (GMsFEM) based on clustering algorithm to study the elliptic PDEs with random coefficients in the multi-query setting. Our method consists of offline and online stages. In the offline stage, we construct a small number of reduced basis functions within each coarse grid block, which can then be used to approximate the multiscale finite element basis functions. In addition, we coarsen the corresponding random space through a clustering algorithm. In the online stage, we can obtain the multiscale finite element basis very efficiently on a coarse grid by using the pre-computed multiscale basis. The new GMsFEM can be applied to multiscale SPDE starting with a relatively coarse grid, without requiring the coarsest grid to resolve the smallest-scale of the solution. The new method offers considerable savings in solving multiscale SPDEs. Numerical results are presented to demonstrate the accuracy and efficiency of the proposed method for several multiscale stochastic problems without scale separation.

Full work available at URL: https://arxiv.org/abs/1711.01990

zbMATH Keywords

uncertainty quantification[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Karhunen-Lo%EF%BF%BD%EF%BF%BDve+expansion&go=Go Karhunen-Lo��ve expansion]generalized multiscale finite element methodclustering algorithmstochastic partial differential equations (SPDEs)multiscale basis functions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) PDEs with randomness, stochastic partial differential equations (35R60) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Second-order elliptic equations (35J15)

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Cited In (11)

• A data-driven and model-based accelerated Hamiltonian Monte Carlo method for Bayesian elliptic inverse problems
• Proper orthogonal decomposition method for multiscale elliptic PDEs with random coefficients
• Reduced-order model-based variational inference with normalizing flows for Bayesian elliptic inverse problems
• A Low-Rank Approximated Multiscale Method for Pdes With Random Coefficients
• Analysis of an innovative sampling strategy based on k-means clustering algorithm for POD and POD-DEIM reduced order models of a 2-D reaction-diffusion system
• A local-global multiscale method for highly heterogeneous stochastic groundwater flow problems
• Cluster‐based gradient method for stochastic optimal control problems with elliptic partial differential equation constraint
• Manifold Learning and Nonlinear Homogenization
• A Data-Driven Approach for Multiscale Elliptic PDEs with Random Coefficients Based on Intrinsic Dimension Reduction
• NH-PINN: neural homogenization-based physics-informed neural network for multiscale problems
• Multiscale model reduction for stochastic elasticity problems using ensemble variable-separated method

Uses Software

• AS 136

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