On Multiscale Methods in Petrov-Galerkin formulation

In this work we investigate the advantages of multiscale methods in Petrov-Galerkin (PG) formulation in a general framework. The framework is based on a localized orthogonal decomposition of a high dimensional solution space into a low dimensional multiscale space with good approximation properties and a high dimensional remainder space{, which only contains negligible fine scale information}. The multiscale space can then be used to obtain accurate Galerkin approximations. As a model problem we consider the Poisson equation. We prove that a Petrov-Galerkin formulation does not suffer from a significant loss of accuracy, and still preserve the convergence order of the original multiscale method. We also prove inf-sup stability of a PG Continuous and a Discontinuous Galerkin Finite Element multiscale method. Furthermore, we demonstrate that the Petrov-Galerkin method can decrease the computational complexity significantly, allowing for more efficient solution algorithms. As another application of the framework, we show how the Petrov-Galerkin framework can be used to construct a locally mass conservative solver for two-phase flow simulation that employs the Buckley-Leverett equation. To achieve this, we couple a PG Discontinuous Galerkin Finite Element method with an upwind scheme for a hyperbolic conservation law

Convergence of a discontinuous Galerkin multiscale method

A convergence result for a discontinuous Galerkin multiscale method for a second order elliptic problem is presented. We consider a heterogeneous and highly varying diffusion coefficient in $L^\infty(\Omega,\mathbb{R}^{d\times d}_{sym})$ with uniform spectral bounds and without any assumption on scale separation or periodicity. The multiscale method uses a corrected basis that is computed on patches/subdomains. The error, due to truncation of corrected basis, decreases exponentially with the size of the patches. Hence, to achieve an algebraic convergence rate of the multiscale solution on a uniform mesh with mesh size $H$ to a reference solution, it is sufficient to choose the patch sizes as $\mathcal{O}(H|\log(H^{-1})|)$. We also discuss a way to further localize the corrected basis to element-wise support leading to a slight increase of the dimension of the space. Improved convergence rate can be achieved depending on the piecewise regularity of the forcing function. Linear convergence in energy norm and quadratic convergence in $L^2$-norm is obtained independently of the forcing function. A series of numerical experiments confirms the theoretical rates of convergence

Multiscale methods for problems with complex geometry

We propose a multiscale method for elliptic problems on complex domains, e.g. domains with cracks or complicated boundary. For local singularities this paper also offers a discrete alternative to enrichment techniques such as XFEM. We construct corrected coarse test and trail spaces which takes the fine scale features of the computational domain into account. The corrections only need to be computed in regions surrounding fine scale geometric features. We achieve linear convergence rate in energy norm for the multiscale solution. Moreover, the conditioning of the resulting matrices is not affected by the way the domain boundary cuts the coarse elements in the background mesh. The analytical findings are verified in a series of numerical experiments

Hybridized CutFEM for Elliptic Interface Problems

We design and analyze a hybridized cut finite element method for elliptic interface problems. In this method very general meshes can be coupled over internal unfitted interfaces, through a skeletal variable, using a Nitsche type approach. We discuss how optimal error estimates for the method are obtained using the tools of cut finite element methods and prove a condition number estimate for the Schur complement. Finally, we present illustrating numerical examples

A Cut Finite Element Method for the Bernoulli Free Boundary Value Problem

We develop a cut finite element method for the Bernoulli free boundary problem. The free boundary, represented by an approximate signed distance function on a fixed background mesh, is allowed to intersect elements in an arbitrary fashion. This leads to so called cut elements in the vicinity of the boundary. To obtain a stable method, stabilization terms is added in the vicinity of the cut elements penalizing the gradient jumps across element sides. The stabilization also ensures good conditioning of the resulting discrete system. We develop a method for shape optimization based on moving the distance function along a velocity field which is computed as the $H^1$ Riesz representation of the shape derivative. We show that the velocity field is the solution to an interface problem and we prove an a priori error estimate of optimal order, given the limited regularity of the velocity field across the interface, for the the velocity field in the $H^1$ norm. Finally, we present illustrating numerical results

Variational Multiscale Stabilization and the Exponential Decay of Fine-scale Correctors

This paper addresses the variational multiscale stabilization of standard finite element methods for linear partial differential equations that exhibit multiscale features. The stabilization is of Petrov-Galerkin type with a standard finite element trial space and a problem-dependent test space based on pre-computed fine-scale correctors. The exponential decay of these correctors and their localisation to local cell problems is rigorously justified. The stabilization eliminates scale-dependent pre-asymptotic effects as they appear for standard finite element discretizations of highly oscillatory problems, e.g., the poor $L^2$ approximation in homogenization problems or the pollution effect in high-frequency acoustic scattering

A Cut Finite Element Method for the Bernoulli Free Boundary Value Problem

We develop a cut finite element method for the Bernoulli free boundary problem. The free boundary, represented by an approximate signed distance function on a fixed background mesh, is allowed to intersect elements in an arbitrary fashion. This leads to so called cut elements in the vicinity of the boundary. To obtain a stable method, stabilization terms is added in the vicinity of the cut elements penalizing the gradient jumps across element sides. The stabilization also ensures good conditioning of the resulting discrete system. We develop a method for shape optimization based on moving the distance function along a velocity field which is computed as the $H^1$ Riesz representation of the shape derivative. We show that the velocity field is the solution to an interface problem and we prove an a priori error estimate of optimal order, given the limited regularity of the velocity field across the interface, for the the velocity field in the $H^1$ norm. Finally, we present illustrating numerical results

A New Least Squares Stabilized Nitsche Method for Cut Isogeometric Analysis

We derive a new stabilized symmetric Nitsche method for enforcement of Dirichlet boundary conditions for elliptic problems of second order in cut isogeometric analysis (CutIGA). We consider $C^1$ splines and stabilize the standard Nitsche method by adding certain elementwise least squares terms in the vicinity of the Dirichlet boundary and an additional term on the boundary which involves the tangential gradient. We show coercivity with respect to the energy norm for functions in $H^2(\Omega)$ and optimal order a priori error estimates in the energy and $L^2$ norms. To obtain a well posed linear system of equations we combine our formulation with basis function removal which essentially eliminates basis functions with sufficiently small intersection with $\Omega$. The upshot of the formulation is that only elementwise stabilization is added in contrast to standard procedures based on ghost penalty and related techniques and that the stabilization is consistent. In our numerical experiments we see that the method works remarkably well in even extreme cut situations using a Nitsche parameter of moderate size