A resourceful splitting technique with applications to deterministic and stochastic multiscale finite element methods

DOI10.1137/110843253MaRDI QIDQ4903661zbMATH OpenOpenAlexFDO

Authors L. Jiang, Michael Presho

Publication date 24 January 2013

Published in Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1208.3406

zbMATH Keywords

computational complexityconvergenceGreen's functionmultiscale finite element methodsnumerical resultsreduction of parameter space dimensionsparse grid collocation methodsstochastic elliptic equations

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Complexity and performance of numerical algorithms (65Y20)

Abstract: In this paper we use a splitting technique to develop new multiscale basis functions for the multiscale finite element method (MsFEM). The multiscale basis functions are iteratively generated using a Green's kernel. The Green's kernel is based on the first differential operator of the splitting. The proposed MsFEM is applied to deterministic elliptic equations and stochastic elliptic equations, and we show that the proposed MsFEM can considerably reduce the dimension of the random parameter space for stochastic problems. By combining the method with sparse grid collocation methods, the need for a prohibitive number of deterministic solves is alleviated. We rigorously analyze the convergence of the proposed method for both the deterministic and stochastic elliptic equations. Computational complexity discussions are also offered to supplement the convergence analysis. A number of numerical results are presented to confirm the theoretical findings.

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(11)

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• A multiscale method with patch for the solution of stochastic partial differential equations with localized uncertainties
• An upscaling method using coefficient splitting and its applications to elliptic {pde}s
• A hybrid HDMR for mixed multiscale finite element methods with application to flows in random porous media
• An adapted Petrov-Galerkin multi-scale finite element method for singularly perturbed reaction-diffusion problems
• Reduced multiscale finite element basis methods for elliptic PDEs with parameterized inputs
• A quasi-Monte Carlo reduction method for eigenvalue problems of semiclassical random Schrödinger operators

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