Reduced basis finite element heterogeneous multiscale method for high-order discretizations of elliptic homogenization problems

A new finite element method for the efficient discretization of elliptic homogenization problems is proposed. These problems, characterized by data varying over a wide range of scales cannot be easily solved by classical numerical methods that need mesh resolution down to the finest scales and multiscale methods capable of capturing the large scale components of the solution on macroscopic meshes are needed. Recently, the finite element heterogeneous multiscale method (FE-HMM) has been proposed for such problems, based on a macroscopic solver with effective data recovered from the solution of micro problems on sampling domains at quadrature points of a macroscopic mesh. Departing from the approach used in the FE-HMM, we show that interpolation techniques based on the reduced basis methodology (an offline-online strategy) allow one to design an efficient numerical method relying only on a small number of accurately computed micro solutions. This new method, called the reduced basis finite element heterogeneous multiscale method (RB-FE-HMM) is significantly more efficient than the FE-HMM for high order macroscopic discretizations and for three-dimensional problems, when the repeated computation of micro problems over the whole computational domain is expensive. A priori error estimates of the RB-FE-HMM are derived. Numerical computations for two and three dimensional problems illustrate the applicability and efficiency of the numerical method. (C) 2012 Elsevier Inc. All rights reserved.

Fully discrete analysis of the heterogeneous multiscale method for elliptic problems with multiple scales

Assyr Abdulle, Yun Bai

A fully discrete analysis of the finite element heterogeneous multiscale method (FE-HMM) for elliptic problems with N+1 well-separated scales is discussed. The FE-HMM is a numerical homogenization method that relies on a macroscopic scheme (macro FEM) for the approximation of the effective solution corresponding to the multiscale problem. The effective data are recovered from micro scale computation (micro FEM) on sampling domains located at appropriate quadrature points of the macroscopic mesh. At the macroscopic level, the numerical method can be seen as an FEM with numerical quadrature for a modified effective problem, hence variational crimes are made when designing this method. Up to now, the method has been analysed for two scales and the micro FEM was assumed to be conforming. For more than two scales, variational crimes are committed also at the intermediate (meso) scales and the effective data of the macroscopic scheme are obtained from a cascade of FEMs with numerical integration, which require a careful analysis. Numerical experiments for three-scale problems illustrate the theoretical convergence rates.

Oxford Univ Press2015

Adaptive reduced basis finite element heterogeneous multiscale method

Assyr Abdulle, Yun Bai

An adaptive reduced basis finite element heterogeneous multiscale method (RB-FE-HMM) is proposed for elliptic problems with multiple scales. The multiscale method is based on the RB-FE-HMM introduced in [A. Abdulle, Y. Bai, Reduced basis finite element heterogeneous multiscale method for high-order discretizations of elliptic homogenization problems, J. Comput. Phys. 231 (21) (2012) 7014-7036]. It couples a macroscopic solver with effective data recovered from the solution of micro problems solved on sampling domains. Unlike classical numerical homogenization methods, the micro problems are computed in a finite dimensional space spanned by a small number of accurately computed representative micro solutions (the reduced basis) obtained by a greedy algorithm in an offline stage. In this paper we present a residual-based a posteriori error analysis in the energy norm as well as an a posteriori error analysis in quantities of interest. For both type of adaptive strategies, rigorous a posteriori error estimates are derived and corresponding error estimators are proposed. In contrast to the adaptive finite element heterogeneous multiscale method (FE-HMM), there is no need to adapt the micro mesh simultaneously to the macroscopic mesh refinement. Up to an offline preliminary stage, the RB-FE-HMM has the same computational complexity as a standard adaptive FEM for the effective problem. Two and three dimensional numerical experiments confirm the efficiency of the RB-FE-HMM and illustrate the improvements compared to the adaptive FE-HMM. (C) 2013 Elsevier B.V. All rights reserved.

Elsevier2013

Adaptive Finite Element Methods for Multiscale Partial Differential Equations

Achim Nonnenmacher

Engineers rely on efficient simulations that provide them with reliable data in order to make proper engineering design decisions. The purpose of this thesis is to design adaptive numerical methods for multiscale problems in this spirit. We consider elliptic homogenization problems discretized by the finite element heterogeneous multiscale method (FE-HMM). Unlike standard (single-scale) finite element methods, our multiscale discretization scheme relies on coupled macro and micro finite elements. The framework of the HMM allows to design an algorithm that follows the classical finite element structure on the macro level. The fine scales of the multiscale problems are taken into account by replacing the element-wise numerical integration over unknown macroscopic data by a numerical integration over suitably averaged micro solutions. These micro solutions are obtained from micro FE problems on sampling domains within the macro elements. This thesis is divided into two parts. In the first part, we discuss a short and versatile FE implementation of the multiscale algorithm. The implementation is flexible, easy to use and to modify and can handle simplicial or quadrilateral FE and various macro-micro coupling conditions for the constrained micro problems. The implementation of time-dependent problems is also discussed. Numerical examples including three dimensional problems are presented and demonstrate the efficiency and the versatility of the computational strategy. In the second part (the main part of this thesis), we present an a posteriori error analysis for the FE-HMM. The a posteriori analysis enables us to estimate the accuracy of a numerical solution (and therefore its reliability) and further it allows for the design of adaptive numerical methods, which are the most efficient. The crucial component for the design of an adaptive multiscale method is the introduction of appropriate error indicators. As the error indicators depend on macroscopic data (such as the macroscopic diffusion tensor) that are not readily available, we construct error indicators that only depend on the available macro and micro FE solutions, available from previous computations. We provide a posteriori estimates for the upper and lower bound in the energy norm. The corresponding macroscopic mesh refinement strategy is therefore both reliable and efficient. The microscopic mesh is refined simultaneously and – under appropriate assumptions – optimally with the macroscopic mesh. This means that the strategy reduces the macro and micro error at the same rate. In the case of a uniformly oscillating tensor and exact micro computations, the standard a posteriori error estimates for the FEM applied to the homogenized problem are recovered. Numerical experiments confirm the efficiency and reliability of the adaptive multiscale method and demonstrate the optimality of the chosen macro-micro coupling. We extend the adaptive FE-HMM to higher order FE. We further derive a posteriori estimates for the error in quantities of interest that are needed to make certain design decisions; the quantity of interest is represented by a linear functional. We derive and analyze a multiscale counterpart to the classical dual-weighted residual method and design a corresponding goal-oriented adaptive multiscale method. The efficiency of the method is shown in numerical experiments.

EPFL2011

Adaptive Finite Element Methods for Multiscale Partial Differential Equations

Achim Nonnenmacher

EPFL2011