Super-localized orthogonal decomposition for convection-dominated diffusion problems

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Abstract: This paper presents a multi-scale method for convection-dominated diffusion problems in the regime of large P'eclet numbers. The application of the solution operator to piecewise constant right-hand sides on some arbitrary coarse mesh defines a finite-dimensional coarse ansatz space with favorable approximation properties. For some relevant error measures, including the L2-norm, the Galerkin projection onto this generalized finite element space even yields varepsilon-independent error bounds, varepsilon being the singular perturbation parameter. By constructing an approximate local basis, the approach becomes a novel multi-scale method in the spirit of the Super-Localized Orthogonal Decomposition (SLOD). The error caused by basis localization can be estimated in an a-posteriori way. In contrast to existing multi-scale methods, numerical experiments indicate varepsilon-independent convergence without preasymptotic effects even in the under-resolved regime of large mesh P'eclet numbers.












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