Axel Målqvist

Christian Engwer, Patrick Henning, Axel Målqvist et al.

In this paper we present algorithms for an efficient implementation of the Localized Orthogonal Decomposition method (LOD). The LOD is a multiscale method for the numerical simulation of partial differential equations with a continuum of inseparable scales. We show how the method can be implemented in a fairly standard Finite Element framework and discuss its realization for different types of problems, such as linear elliptic problems with rough coefficients and linear eigenvalue problems.

Patrick Henning, Axel Målqvist

In this paper we propose a Local Orthogonal Decomposition method (LOD) for elliptic partial differential equations with inhomogeneous Dirichlet- and Neumann boundary conditions. For this purpose, we present new boundary correctors which preserve the common convergence rates of the LOD, even if the boundary condition has a rapidly oscillating fine scale structure. We prove a corresponding a-priori error estimate and present numerical experiments. We also demonstrate numerically that the method is reliable with respect to thin conductivity channels in the diffusion matrix. Accurate results are obtained without resolving these channels by the coarse grid and without using patches that contain the channels.

Daniel Elfverson, Emmanuil H. Georgoulis, Axel Målqvist et al.

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 $L^\infty(Ω,\mathbb{R}^{d\times d}_{sym})$ 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.

Daniel Elfverson, Mats G. Larson, Axel Målqvist

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.

Daniel Elfverson, Fredrik Hellman, Axel Målqvist

We propose and analyze a method for computing failure probabilities of systems modeled as numerical deterministic models (e.g., PDEs) with uncertain input data. A failure occurs when a functional of the solution to the model is below (or above) some critical value. By combining recent results on quantile estimation and the multilevel Monte Carlo method we develop a method which reduces computational cost without loss of accuracy. We show how the computational cost of the method relates to error tolerance of the failure probability. For a wide and common class of problems, the computational cost is asymptotically proportional to solving a single accurate realization of the numerical model, i.e., independent of the number of samples. Significant reductions in computational cost are also observed in numerical experiments.

Fredrik Hellman, Patrick Henning, Axel Målqvist

In this work, we propose a mixed finite element method for solving elliptic multiscale problems based on a localized orthogonal decomposition (LOD) of Raviart-Thomas finite element spaces. It requires to solve local problems in small patches around the elements of a coarse grid. These computations can be perfectly parallelized and are cheap to perform. Using the results of these patch problems, we construct a low dimensional multiscale mixed finite element space with very high approximation properties. This space can be used for solving the original saddle point problem in an efficient way. We prove convergence of our approach, independent of structural assumptions or scale separation. Finally, we demonstrate the applicability of our method by presenting a variety of numerical experiments, including a comparison with an MsFEM approach.

Fredrik Hellman, Axel Målqvist

The accuracy of many multiscale methods based on localized computations suffers from high contrast coefficients since the localization error generally depends on the contrast. We study a class of methods based on the variational multiscale method, where the range and kernel of a quasi-interpolation operator defines the method. We present a novel interpolation operator for two-valued coefficients and prove that it yields contrast independent localization error under physically justified assumptions on the geometry of inclusions and channel structures in the coefficient. The idea developed in the paper can be transferred to more general operators and our numerical experiments show that the contrast independent localization property follows.

Fredrik Hellman, Axel Målqvist

We consider a sequence of elliptic partial differential equations (PDEs) with different but similar rapidly varying coefficients. Such sequences appear, for example, in splitting schemes for time-dependent problems (with one coefficient per time step) and in sample based stochastic integration of outputs from an elliptic PDE (with one coefficient per sample member). We propose a parallelizable algorithm based on Petrov-Galerkin localized orthogonal decomposition (PG-LOD) that adaptively (using computable and theoretically derived error indicators) recomputes the local corrector problems only where it improves accuracy. The method is illustrated in detail by an example of a time-dependent two-pase Darcy flow problem in three dimensions.

Axel Målqvist, Anna Persson, Tony Stillfjord

We consider approximations to the solutions of differential Riccati equations in the context of linear quadratic regulator problems, where the state equation is governed by a multiscale operator. Similarly to elliptic and parabolic problems, standard finite element discretizations perform poorly in this setting unless the grid resolves the fine-scale features of the problem. This results in unfeasible amounts of computation and high memory requirements. In this paper, we demonstrate how the localized orthogonal decomposition method may be used to acquire accurate results also for coarse discretizations, at the low cost of solving a series of small, localized elliptic problems. We prove second-order convergence (except for a logarithmic factor) in the $L^2$ operator norm, and first-order convergence in the corresponding energy norm. These results are both independent of the multiscale variations in the state equation. In addition, we provide a detailed derivation of the fully discrete matrix-valued equations, and show how they can be handled in a low-rank setting for large-scale computations. In connection to this, we also show how to efficiently compute the relevant operator-norm errors. Finally, our theoretical results are validated by several numerical experiments.

Axel Målqvist, Anna Persson

We propose and analyze a generalized finite element method designed for linear quasistatic thermoelastic systems with spatial multiscale coefficients. The method is based on the local orthogonal decomposition technique introduced by Målqvist and Peterseim (Math. Comp., 83(290): 2583--2603, 2014). We prove convergence of optimal order, independent of the derivatives of the coefficients, in the spatial $H^1$-norm. The theoretical results are confirmed by numerical examples.

Axel Målqvist, Tony Stillfjord

We consider a system of equations that model the temperature, electric potential and deformation of a thermoviscoelastic body. A typical application is a thermistor; an electrical component that can be used e.g. as a surge protector, temperature sensor or for very precise positioning. We introduce a full discretization based on standard finite elements in space and a semi-implicit Euler-type method in time. For this method we prove optimal convergence orders, i.e. second-order in space and first-order in time. The theoretical results are verified by several numerical experiments in two and three dimensions.

Max Jensen, Axel Målqvist

We prove strong convergence of conforming finite element approximations to the stationary Joule heating problem with mixed boundary conditions on Lipschitz domains in three spatial dimensions. We show optimal global regularity estimates on creased domains and prove a priori and a posteriori bounds for shape regular meshes.

Patrick Henning, Axel Målqvist

We consider the time-dependent Gross-Pitaevskii equation describing the dynamics of rotating Bose-Einstein condensates and its discretization with the finite element method. We analyze a mass conserving Crank-Nicolson-type discretization and prove corresponding a priori error estimates with respect to the maximum norm in time and the $L^2$- and energy-norm in space. The estimates show that we obtain optimal convergence rates under the assumption of additional regularity for the solution to the Gross-Pitaevskii equation. We demonstrate the performance of the method in numerical experiments.

Max Jensen, Axel Målqvist, Anna Persson

We prove strong convergence for a large class of finite element methods for the time-dependent Joule heating problem in three spatial dimensions with mixed boundary conditions on Lipschitz domains. We consider conforming subspaces for the spatial discretization and the backward Euler scheme for the temporal discretization. Furthermore, we prove uniqueness and higher regularity of the solution on creased domains and additional regularity in the interior of the domain. Due to a variational formulation with a cut-off functional the convergence analysis does not require a discrete maximum principle, permitting approximation spaces suitable for adaptive mesh refinement, responding to the the difference in regularity within the domain.

Gustav Kettil, Axel Målqvist, Andreas Mark et al.

In this paper a numerical multiscale method for discrete networks is presented. The method gives an accurate coarse scale representation of the full network by solving sub-network problems. The method is used to solve problems with highly varying connectivity or random network structure, showing optimal order convergence rates with respect to the mesh size of the coarse representation. Moreover, a network model for paper-based materials is presented. The numerical multiscale method is applied to solve problems governed by the presented network model.

Axel Målqvist, Daniel Peterseim

We consider a large-scale quadratic eigenvalue problem (QEP), formulated using P1 finite elements on a fine scale reference mesh. This model describes damped vibrations in a structural mechanical system. In particular we focus on problems with rapid material data variation, e.g., composite materials. We construct a low dimensional generalized finite element (GFE) space based on the localized orthogonal decomposition (LOD) technique. The construction involves the (parallel) solution of independent localized linear Poisson-type problems. The GFE space is then used to compress the large-scale algebraic QEP to a much smaller one with a similar modeling accuracy. The small scale QEP can then be solved by standard techniques at a significantly reduced computational cost. We prove convergence with rate for the proposed method and numerical experiments confirm our theoretical findings.

Axel Målqvist, Anna Persson

We use the local orthogonal decomposition technique to derive a generalized finite element method for linear and semilinear parabolic equations with spatial multiscale diffusion coefficient. We consider nonsmooth initial data and a backward Euler scheme for the temporal discretization. Optimal order convergence rate, depending only on the contrast, but not on the variations in the diffusion coefficient, is proven in the $L_\infty(L_2)$-norm. We present numerical examples, which confirm our theoretical findings.