We address multiscale elliptic problems with random coefficients that are a perturbation of multiscale deterministic problems. Our approach consists in taking benefit of the perturbative context to suitably modify the classical Finite Element basis into a deterministic multiscale Finite Element basis. The latter essentially shares the same approximation properties as a multiscale Finite Element basis directly generated on the random problem. The specific reference method that we use is the Multiscale Finite Element Method. Using numerical experiments, we demonstrate the efficiency of our approach and the computational speed-up with respect to a more standard approach. In the stationary setting, we provide a complete analysis of the approach, extending that available for the deterministic periodic setting.
Mots clés : weakly stochastic homogenization, finite elements, Galerkin methods, highly oscillatory PDE
@article{M2AN_2014__48_3_815_0, author = {Le Bris, Claude and Legoll, Fr\'ed\'eric and Thomines, Florian}, title = {Multiscale {Finite} {Element} approach for {\textquotedblleft}weakly{\textquotedblright} random problems and related issues}, journal = {ESAIM: Mathematical Modelling and Numerical Analysis }, pages = {815--858}, publisher = {EDP-Sciences}, volume = {48}, number = {3}, year = {2014}, doi = {10.1051/m2an/2013122}, mrnumber = {3264336}, zbl = {1300.65007}, language = {en}, url = {http://archive.numdam.org/articles/10.1051/m2an/2013122/} }
TY - JOUR AU - Le Bris, Claude AU - Legoll, Frédéric AU - Thomines, Florian TI - Multiscale Finite Element approach for “weakly” random problems and related issues JO - ESAIM: Mathematical Modelling and Numerical Analysis PY - 2014 SP - 815 EP - 858 VL - 48 IS - 3 PB - EDP-Sciences UR - http://archive.numdam.org/articles/10.1051/m2an/2013122/ DO - 10.1051/m2an/2013122 LA - en ID - M2AN_2014__48_3_815_0 ER -
%0 Journal Article %A Le Bris, Claude %A Legoll, Frédéric %A Thomines, Florian %T Multiscale Finite Element approach for “weakly” random problems and related issues %J ESAIM: Mathematical Modelling and Numerical Analysis %D 2014 %P 815-858 %V 48 %N 3 %I EDP-Sciences %U http://archive.numdam.org/articles/10.1051/m2an/2013122/ %R 10.1051/m2an/2013122 %G en %F M2AN_2014__48_3_815_0
Le Bris, Claude; Legoll, Frédéric; Thomines, Florian. Multiscale Finite Element approach for “weakly” random problems and related issues. ESAIM: Mathematical Modelling and Numerical Analysis , Tome 48 (2014) no. 3, pp. 815-858. doi : 10.1051/m2an/2013122. http://archive.numdam.org/articles/10.1051/m2an/2013122/
[1] Mixed multiscale finite element methods for stochastic porous media flows. SIAM J. Sci. Comput. 30 (2009) 2319-2339. | MR | Zbl
and ,[2] Boundary layer tails in periodic homogenization. ESAIM: COCV 4 (1999) 209-243. | Numdam | MR | Zbl
and ,[3] A multiscale finite element method for numerical homogenization. SIAM Multiscale Model. Simul. 4 (2005) 790-812. | MR | Zbl
and ,[4] Ph.D. thesis, Thèse de l'Université Paris-Est (2011). Available at http://tel.archives-ouvertes.fr/tel-00558618/fr
,[5] Introduction to numerical stochastic homogenization and the related computational challenges: some recent developments, in Multiscale Modeling and Analysis for Materials Simulation, vol. 22 of Lect. Notes Ser., edited by W. Bao and Q. Du. Institute for Mathematical Sciences, National University of Singapore (2011) 197-272. | MR
, , , and ,[6] Homogénéisation d'un matériau périodique faiblement perturbé aléatoirement [Homogenization of a weakly randomly perturbed periodic material]. C.R. Acad. Sci. Sér. I 348 (2010) 529-534. | MR | Zbl
and ,[7] A numerical approach related to defect-type theories for some weakly random problems in homogenization. SIAM Multiscale Model. Simul. 9 (2011) 513-544. | MR | Zbl
and ,[8] Elements of mathematical foundations for a numerical approach for weakly random homogenization problems. Commun. Comput. Phys. 11 (2012) 1103-1143. | MR
and ,[9] Compactness methods in the theory of homogenization. Commun. Pure Appl. Math. 40 (1987) 803-847. | MR | Zbl
and ,[10] Random integrals and correctors in homogenization. Asymptot. Anal. 59 (2008) 1-26. | MR | Zbl
, , and ,[11] Corrector theory for MsFEM and HMM in random media. SIAM Multiscale Model. Simul. 9 (2011) 1549-1587. | MR | Zbl
and ,[12] Asymptotic analysis for periodic structures, vol. 5 of Studies in Mathematics and its Applications. North-Holland Publishing Co., Amsterdam, New York (1978). | MR | Zbl
, and ,[13] Variance reduction in stochastic homogenization using antithetic variables. Markov Processes and Related Fields 18 (2012) 31-66. (preliminary version available at http://cermics.enpc.fr/˜legoll/hdr/FL24.pdf). | MR | Zbl
, , and ,[14] Une variante de la théorie de l'homogénéisation stochastique des opérateurs elliptiques [A variant of stochastic homogenization theory for elliptic operators]. C.R. Acad. Sci. Sér. I 343 (2006) 717-724. | MR | Zbl
, and ,[15] Stochastic homogenization and random lattices. J. Math. Pures Appl. 88 (2007) 34-63. | MR | Zbl
, and ,[16] Estimates in probability of the residual between the random and the homogenized solutions of one-dimensional second-order operator. Asymptot. Anal. 21 (1999) 303-315. | MR | Zbl
and ,[17] Etude d'une méthodologie multiéchelles appliquée à différents problèmes en milieu continu et discret (in french). Thèse de l'Université Toulouse III (2010). Available at http://thesesups.ups-tlse.fr/1170/.
,[18] Multiscale methods for elliptic homogenization problems, Numer. Methods Partial Differ. Eq. 22 (2006) 317-360. | MR | Zbl
,[19] The multiscale finite element method with nonconforming elements for elliptic homogenization problems. SIAM Multiscale Model. Simul. 7 (2008) 517-538. | MR | Zbl
, , and ,[20] A mixed multiscale finite element method for elliptic problems with oscillating coefficients. Math. Comput. 72 (2002) 541-576. | MR | Zbl
and ,[21] Analysis of the multiscale finite element method for nonlinear and random homogenization problems. SIAM J. Numer. Anal. 46 (2008) 260-279. | MR | Zbl
and ,[22] The finite element method for elliptic problems. North-Holland (1978). | MR | Zbl
,[23] An introduction to homogenization. In vol. 17 of Oxford Lect. Ser. Math. Appl. The Clarendon Press, Oxford University Press, New York (1999). | MR | Zbl
and ,[24] Asymptotic expansion of the homogenized matrix in two weakly stochastic homogenization settings. Appl. Math. Res. Express 2012 (2012) 76-104. | MR | Zbl
,[25] Approximation numérique d'une classe de problèmes en homogénéisation stochastique [Numerical approximation of a class of problems in stochastic homogenization]. C.R. Acad. Sci. Série I 348 (2010) 99-103. | MR | Zbl
, and ,[26] Multiscale finite element methods for stochastic porous media flow equations and application to uncertainty quantification. Comput. Methods Appl. Mechanics Engrg. 197 (2008) 3445-3455. | MR | Zbl
, and ,[27] W. E and B. Engquist, The heterogeneous multiscale methods. Commun. Math. Sci. 1 (2003) 87-132. | MR | Zbl
[28] W. E and B. Engquist, The Heterogeneous Multiscale Method for homogenization problems, in Multiscale Methods in Science and Engineering, vol. 44, Lect. Notes Comput. Sci. Engrg. Springer, Berlin (2005) 89-110. | Zbl
[29] W. E, B. Engquist, X. Li, W. Ren and E. Vanden-Eijnden, Heterogeneous multiscale methods: a review. Commun. Comput. Phys. 2 (2007) 367-450. | MR | Zbl
[30] Multiscale finite element methods: theory and applications, Surveys and tutorials in the applied mathematical sciences. Springer, New York (2009). | MR | Zbl
and ,[31] Multiscale finite element methods for nonlinear problems and their applications. Commun. Math. Sci. 2 (2004) 553-589. | MR | Zbl
, and ,[32] Convergence of a nonconforming multiscale finite element method. SIAM J. Numer. Anal. 37 (2000) 888-910. | MR | Zbl
, and ,[33] FreeFEM, http://www.freefem.org
[34] Elliptic partial differential equations of second order, reprint of the 1998 edn., Classics in Mathematics. Springer (2001). | MR | Zbl
and ,[35] A novel method for solving multiscale elliptic problems with randomly perturbed data. SIAM Multiscale Model. Simul. 8 (2010) 977-996. | MR | Zbl
, and ,[36] An analytical framework for numerical homogenization. Part II: Windowing and oversampling. SIAM Multiscale Model. Simul. 7 (2008) 274-293. | MR | Zbl
,[37] A multiscale finite element method for elliptic problems in composite materials and porous media. J. Comput. Phys. 134 (1997) 169-189. | MR | Zbl
and ,[38] Convergence of a multiscale finite element method for elliptic problems with rapidly oscillating coefficients. Math. Comput. 68 (1999) 913-943. | MR | Zbl
, and ,[39] Removing the cell resonance error in the multiscale finite element method via a Petrov-Galerkin formulation. Commun. Math. Sci. 2 (2004) 185-205. | MR | Zbl
, and ,[40] Homogenization of differential operators and integral functionals. Springer-Verlag (1994). | MR | Zbl
, and ,[41] Some numerical approaches for “weakly” random homogenization, Numerical Mathematics and Advanced Applications 2009, in Proc. of ENUMATH 2009. Edited by G. Kreiss et al. Springer Lect. Ser. Notes Comput. Sci. Engrg. (2010) 29-45.
,[42] Rate of convergence of a two-scale expansion for some weakly stochastic homogenization problems. Asymptot. Anal. 80 (2012) 237-267. | MR | Zbl
, and ,[43] On a variant of random homogenization theory: convergence of the residual process and approximation of the homogenized coefficients. ESAIM: M2AN 48 (2014) 347-386. | Numdam | MR
and ,[44] Habilitation à Diriger des Recherches, Université Paul Sabatier, Toulouse (2010). Available at http://www.math.univ-toulouse.fr/.
,[45] Reduced basis method for the rapid and reliable solution of partial differential equations, in vol. III of Intern. Congress of Math., Eur. Math. Soc. Zürich (2006) 1255-1270. | MR | Zbl
,[46] Limiting behavior of maxima in stationary Gaussian sequences. Ann. Probab. 2 (1974) 231-242. | MR | Zbl
,[47] Boundary value problems with rapidly oscillating random coefficients, in vol. 10 of Proc. Colloq. on Random Fields: Rigorous Results in Statistical Mechanics and Quantum Field Theory, 1979. Edited by J. Fritz, J.L. Lebaritz and D. Szasz. Colloquia Mathematica Societ. J. Bolyai, North-Holland (1981) 835-873. | MR | Zbl
and ,[48] Estimations of homogenized coefficients, in Topics in the mathematical modelling of composite materials, vol. 31 of Progr. Nonlinear Differ. Equ. Appl., edited by A. Cherkaev and R. Kohn. Birkhäuser (1987). | Zbl
,Cité par Sources :