Corrector theory for MsFEM and HMM in random media

Guillaume Bal Department of Applied Physics and Applied Mathematics, Columbia University, New York 10027 Wenjia Jing Département de Mathématiques et Applications, Ecole Normale Supérieure, 45 Rue d’Ulm, 75230 ParisCedex 05, France

Numerical Analysis and Scientific Computing Probability mathscidoc:2206.25009

Multiscale Modeling & Simulation, 9, (4), 1549-1587, 2011.12
We analyze the random fluctuations of several multiscale algorithms, such as the multiscale finite element method (MsFEM) and the finite element heterogeneous multiscale method (HMM), that have been developed to solve partial differential equations with highly heterogeneous coefficients. Such multiscale algorithms are often shown to correctly capture the homogenization limit when the highly oscillatory random medium is stationary and ergodic. This paper is concerned with the random fluctuations of the solution about the deterministic homogenization limit. We consider the simplified setting of the one-dimensional elliptic equation, where the theory of random fluctuations is well understood. We develop a fluctuation theory for the multiscale algorithms in the presence of random environments with short-range and long-range correlations. For a given mesh size h, we show that the fluctuations converge in distribution in the space of continuous paths to Gaussian processes as the correlation length ε→0. We next derive the limit of such Gaussian processes as h→0 and compare this limit with the distribution of the random fluctuations of the continuous model. When such limits agree, we conclude that the multiscale algorithm captures the random fluctuations accurately and passes the corrector test. This property serves as an interesting benchmark to assess the behavior of the multiscale algorithm in practical situations where the assumptions necessary for the theory of homogenization are not met. What we find is that the computationally more expensive methods MsFEM, and HMM with a choice of parameter δ=h, correctly capture the random fluctuations both for short-range and long-range oscillations in the medium. The less expensive method HMM with δ<h correctly captures the fluctuations for long-range oscillations and strongly amplifies their size in media with short-range oscillations. We present a modified scheme with an intermediate computational cost that captures the random fluctuations in all cases.
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@inproceedings{guillaume2011corrector,
  title={Corrector theory for MsFEM and HMM in random media},
  author={Guillaume Bal, and Wenjia Jing},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20220622152919747236445},
  booktitle={Multiscale Modeling & Simulation},
  volume={9},
  number={4},
  pages={1549-1587},
  year={2011},
}
Guillaume Bal, and Wenjia Jing. Corrector theory for MsFEM and HMM in random media. 2011. Vol. 9. In Multiscale Modeling & Simulation. pp.1549-1587. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20220622152919747236445.
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