Frédéric Legoll

X. Dai, C. Le Bris, F. Legoll et al.

The parareal in time algorithm allows to efficiently use parallel computing for the simulation of time-dependent problems. It is based on a decomposition of the time interval into subintervals, and on a predictor-corrector strategy, where the propagations over each subinterval for the corrector stage are concurrently performed on the processors. In this article, we are concerned with the long time integration of Hamiltonian systems. Geometric, structure-preserving integrators are preferably employed for such systems because they show interesting numerical properties, in particular excellent preservation of the total energy of the system. Using a symmetrization procedure and/or a (possibly also symmetric) projection step, we introduce here several variants of the original plain parareal in time algorithm [Lions, Maday and Turinici 2001, Baffico, Bernard, Maday, Turinici and Zerah 2002, Bal and Maday 2002] that are better adapted to the Hamiltonian context. These variants are compatible with the geometric structure of the exact dynamics, and are easy to implement. Numerical tests on several model systems illustrate the remarkable properties of the proposed parareal integrators over long integration times. Some formal elements of understanding are also provided.

Frederic Legoll, Mitchell Luskin, Richard Moeckel

The numerical integration of the Nose-Hoover dynamics gives a deterministic method that is used to sample the canonical Gibbs measure. The Nose-Hoover dynamics extends the physical Hamiltonian dynamics by the addition of a "thermostat" variable, that is coupled nonlinearly with the physical variables. The accuracy of the method depends on the dynamics being ergodic. Numerical experiments have been published earlier that are consistent with non-ergodicity of the dynamics for some model problems. The authors recently proved the non-ergodicity of the Nose-Hoover dynamics for the one-dimensional harmonic oscillator. In this paper, this result is extended to non-harmonic one-dimensional systems. It is also shown for some multidimensional systems that the averaged dynamics for the limit of infinite thermostat "mass" have many invariants, thus giving theoretical support for either non-ergodicity or slow ergodization. Numerical experiments for a two-dimensional central force problem and the one-dimensional pendulum problem give evidence for non-ergodicity.

Frederic Legoll, Tony Lelievre, Giovanni Samaey

We introduce a micro-macro parareal algorithm for the time-parallel integration of multiscale-in-time systems. The algorithm first computes a cheap, but inaccurate, solution using a coarse propagator (simulating an approximate slow macroscopic model), which is iteratively corrected using a fine-scale propagator (accurately simulating the full microscopic dynamics). This correction is done in parallel over many subintervals, thereby reducing the wall-clock time needed to obtain the solution, compared to the integration of the full microscopic model. We provide a numerical analysis of the algorithm for a prototypical example of a micro-macro model, namely singularly perturbed ordinary differential equations. We show that the computed solution converges to the full microscopic solution (when the parareal iterations proceed) only if special care is taken during the coupling of the microscopic and macroscopic levels of description. The convergence rate depends on the modeling error of the approximate macroscopic model. We illustrate these results with numerical experiments.

C. Le Bris, F. Legoll, F. Thomines

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. We provide a complete analysis of the approach, extending that available for the deterministic setting.

Yalchin Efendiev, Cornelia Kronsbein, Frederic Legoll

In this article, we study the application of Multi-Level Monte Carlo (MLMC) approaches to numerical random homogenization. Our objective is to compute the expectation of some functionals of the homogenized coefficients, or of the homogenized solutions. This is accomplished within MLMC by considering different levels of representative volumes (RVE), and, when it comes to homogenized solutions, different levels of coarse-grid meshes. Many inexpensive computations with the smallest RVE size and the largest coarse mesh are combined with fewer expensive computations performed on larger RVEs and smaller coarse meshes. We show that, by carefully selecting the number of realizations at each level, we can achieve a speed-up in the computations in comparison to a standard Monte Carlo method. Numerical results are presented both for one-dimensional and two-dimensional test-cases.

Claude Le Bris, Frederic Legoll, François Madiot

The purpose of this work is to investigate the behavior of Multiscale Finite Element type methods for advection-diffusion problems in the advection-dominated regime. We present, study and compare various options to address the issue of the simultaneous presence of both heterogeneity of scales and strong advection. Classical MsFEM methods are compared with adjusted MsFEM methods, stabilized versions of the methods, and a splitting method that treats the multiscale diffusion and the strong advection separately.

Claude Le Bris, Frederic Legoll, Francois Madiot

We consider an advection-diffusion equation that is advection-dominated and posed on a perforated domain. On the boundary of the perforations, we set either homogeneous Dirichlet or homogeneous Neumann conditions. The purpose of this work is to investigate the behavior of several variants of Multiscale Finite Element type methods, all of them based upon local functions satisfying weak continuity conditions in the Crouzeix-Raviart sense on the boundary of mesh elements. In the spirit of our previous works [Le Bris, Legoll and Lozinski, CAM 2013 and MMS 2014] introducing such multiscale basis functions, and of [Le Bris, Legoll and Madiot, M2AN 2017] assessing their interest for advection-diffusion problems, we present, study and compare various options in terms of choice of basis elements, adjunction of bubble functions and stabilized formulations.

Eric Cancès, Virginie Ehrlacher, Frederic Legoll et al.

This contribution is the numerically oriented companion article of the work [E. Cancès, V. Ehrlacher, F. Legoll, B. Stamm and S. Xiang, arxiv preprint 1807.05131]. We focus here on the numerical resolution of the embedded corrector problem introduced in [E. Cancès, V. Ehrlacher, F. Legoll and B. Stamm, CRAS 2015; E. Cancès, V. Ehrlacher, F. Legoll, B. Stamm and S. Xiang, arxiv preprint 1807.05131] in the context of homogenization of diffusion equations. Our approach consists in considering a corrector-type problem, posed on the whole space, but with a diffusion matrix which is constant outside some bounded domain. In [E. Cancès, V. Ehrlacher, F. Legoll, B. Stamm and S. Xiang, arxiv preprint 1807.05131], we have shown how to define three approximate homogenized diffusion coefficients on the basis of the embedded corrector problems. We have also proved that these approximations all converge to the exact homogenized coefficients when the size of the bounded domain increases. We show here that, under the assumption that the diffusion matrix is piecewise constant, the corrector problem to solve can be recast as an integral equation. In case of spherical inclusions with isotropic materials, we explain how to efficiently discretize this integral equation using spherical harmonics, and how to use the fast multipole method (FMM) to compute the resulting matrix-vector products at a cost which scales only linearly with respect to the number of inclusions. Numerical tests illustrate the performance of our approach in various settings.

Eric Cancès, Virginie Ehrlacher, Frederic Legoll et al.

This article is the first part of a two-fold study, the objective of which is the theoretical analysis and numerical investigation of new approximate corrector problems in the context of stochastic homogenization. We present here three new alternatives for the approximation of the homogenized matrix for diffusion problems with highly-oscillatory coefficients. These different approximations all rely on the use of an embedded corrector problem (that we previously introduced in [Cancès, Ehrlacher, Legoll and Stamm, C. R. Acad. Sci. Paris, 2015]), where a finite-size domain made of the highly oscillatory material is embedded in a homogeneous infinite medium whose diffusion coefficients have to be appropriately determined. The motivation for considering such embedded corrector problems is made clear in the companion article [Cancès, Ehrlacher, Legoll, Stamm and Xiang, in preparation], where a very efficient algorithm is presented for the resolution of such problems for particular heterogeneous materials. In the present article, we prove that the three different approximations we introduce converge to the homogenized matrix of the medium when the size of the embedded domain goes to infinity.

Matthew Dobson, Claude Le Bris, Frederic Legoll

We follow up on our previous works which presented a possible approach for deriving symplectic schemes for a certain class of highly oscillatory Hamiltonian systems. The approach considers the Hamilton-Jacobi form of the equations of motion, formally homogenizes it and infers an appropriate symplectic integrator for the original system. In our previous work, the case of a system exhibiting a single constant fast frequency was considered. The present work successfully extends the approach to systems that have either one varying fast frequency or several constant frequencies. Some related issues are also examined.

Frederic Legoll, William Minvielle

We consider a variance reduction approach for the stochastic homogenization of divergence form linear elliptic problems. Although the exact homogenized coefficients are deterministic, their practical approximations are random. We introduce a control variate technique to reduce the variance of the computed approximations of the homogenized coefficients. Our approach is based on a surrogate model inspired by a defect-type theory, where a perfect periodic material is perturbed by rare defects. This model has been introduced in [A. Anantharaman and C. Le Bris, CRAS 2010] in the context of weakly random models. In this work, we address the fully random case, and show that the perturbative approaches proposed in [A. Anantharaman and C. Le Bris, CRAS 2010, MMS 2011] can be turned into an efficient control variable. We theoretically demonstrate the efficiency of our approach in simple cases. We next provide illustrating numerical results and compare our approach with other variance reduction strategies. We also show how to use the Reduced Basis approach proposed in [C. Le Bris and F. Thomines, Chinese Ann. Math. 2012] so that the cost of building the surrogate model remains limited.

Frederic Legoll, William Minvielle

We consider a nonlinear convex stochastic homogenization problem, in a stationary setting. In practice, the deterministic homogenized energy density can only be approximated by a random apparent energy density, obtained by solving the corrector problem on a truncated domain. We show that the technique of antithetic variables can be used to reduce the variance of the computed quantities, and thereby decrease the computational cost at equal accuracy. This leads to an efficient approach for approximating expectations of the apparent homogenized energy density and of related quantities. The efficiency of the approach is numerically illustrated on several test cases. Some elements of analysis are also provided.

Claude Le Bris, Frederic Legoll, Francois Madiot

We consider an advection-diffusion equation that is both non-coercive and advection-dominated. We present a possible numerical approach, to our best knowledge new, and based on the invariant measure associated to the original equation. The approach has been summarized in [C. Le Bris, F. Legoll and F. Madiot, C. R. Acad. Sci. Paris, Serie I, vol. 354, 799-803 (2016)]. We show that the approach allows for an unconditionally well-posed finite element approximation. We provide a numerical analysis and a set of comprehensive numerical tests showing that the approach can be stable, as accurate as, and more robust than a classical stabilization approach.

Claude Le Bris, Frederic Legoll

We overview a series of recent works addressing numerical simulations of partial differential equations in the presence of some elements of randomness. The specific equations manipulated are linear elliptic, and arise in the context of multiscale problems, but the purpose is more general. On a set of prototypical situations, we investigate two critical issues present in many settings: variance reduction techniques to obtain sufficiently accurate results at a limited computational cost when solving PDEs with random coefficients, and finite element techniques that are sufficiently flexible to carry over to geometries with random fluctuations. Some elements of theoretical analysis and numerical analysis are briefly mentioned. Numerical experiments, although simple, provide convincing evidence of the efficiency of the approaches.

Jean Ruel, Frédéric Legoll, Arthur Lebée et al.

Effective models for slender structures derived from well-known plate (or shell) theories are justified within the limit of a small thickness, and may therefore prove limited for intermediate slenderness. On the other hand, direct 3D simulation of such structures is sub-optimal because it does not take advantage of the presence of small dimensions in some directions and is sometimes too costly and ill-conditioned. In this context, the Proper Generalized Decomposition (PGD) method, a model order reduction method based on a modal representation of the solution with separation of variables, makes it possible to obtain a 3D solution with 2D resolution complexity. In this work, an analysis of the links between the PGD reduced order model and the solution provided by plate theory is carried out using asymptotic expansion. It is shown that, in the limit of large slenderness, the first mode of the PGD exhibits Kirchhoff-Love type kinematics, but only corresponds to the asymptotic solution in very special cases of loading and boundary conditions. To capture the asymptotic solution, a new PGD strategy is introduced consisting of computing the first two modes simultaneously. We also demonstrate that the PGD is subject to shear locking, and we show how to deal with it. Numerical experiments are provided, demonstrating the interest of this approach and confirming the theoretical analysis.

Ludovic Chamoin, Frederic Legoll

We introduce quantitative and robust tools to control the numerical accuracy in simulations performed using the Multiscale Finite Element Method (MsFEM). First, we propose a guaranteed and fully computable a posteriori error estimate for the global error measured in the energy norm. It is based on dual analysis and the Constitutive Relation Error (CRE) concept, with recovery of equilibrated fluxes from the approximate MsFEM solution. Second, the estimate is split into several indicators, associated to the various MsFEM error sources, in order to drive an adaptive procedure. The overall strategy thus enables to automatically identify an appropriate trade-off between accuracy and computational cost in the MsFEM numerical simulations. Furthermore, the strategy is compatible with the offline/online paradigm of MsFEM. The performances of our approach are demonstrated on several numerical experiments.

Claude Le Bris, Frederic Legoll, William Minvielle

We adapt and study a variance reduction approach for the homogenization of elliptic equations in divergence form. The approach, borrowed from atomistic simulations and solid-state science [von Pezold et al, Physical Review B 2010; Wei et al, Physical Review B 1990; Zunger et al, Physical Review Letters 1990], consists in selecting random realizations that best satisfy some statistical properties (such as the volume fraction of each phase in a composite material) usually only obtained asymptotically. We study the approach theoretically in some simplified settings (one-dimensional setting, perturbative setting in higher dimensions), and numerically demonstrate its efficiency in more general cases.

Eric Cances, Virginie Ehrlacher, Frederic Legoll et al.

We consider a diffusion equation with highly oscillatory coefficients that admits a homogenized limit. As an alternative to standard corrector problems, we introduce here an embedded corrector problem, written as a diffusion equation in the whole space in which the diffusion matrix is uniform outside some ball of radius $R$. Using that problem, we next introduce three approximations of the homogenized coefficients. These approximations, which are variants of the standard approximations obtained using truncated (supercell) corrector problems, are shown to converge when $R \to \infty$. We also discuss efficient numerical methods to solve the embedded corrector problem.

Sebastien Brisard, Frederic Legoll

When homogenizing elliptic partial differential equations, the so-called corrector problem is pivotal to compute the macroscale effective coefficients from the microscale information. To solve this corrector problem in the periodic setting, Moulinec and Suquet introduced in the mid-nineties a numerical strategy based on the reformulation of that problem as an integral equation (known as the Lippmann--Schwinger equation), which is then suitably discretized. This results in an iterative, matrix-free method, which is of particular interest for complex microstructures. Since the seminal work of Moulinec and Suquet, several variants of their scheme have been proposed. The aim of this contribution is twofold. First, we provide an overview of these methods, recast in the language of the applied mathematics community. These methods are presented as asymptotically consistent Galerkin discretizations of the Lippmann--Schwinger equation. The bilinear form arising in the weak form of this integral equation is indeed the sum of a local and a non-local term. We show that most of the variants proposed in the literature correspond to alternative approximations of this non-local term. Second, we propose a mathematical analysis of the discretized problem. In particular, we prove under mild hypotheses the convergence of these numerical schemes with respect to the grid-size. We also provide a priori error estimates on the solution. The article closes on a three-dimensional numerical application within the framework of linear elasticity.

Frédéric Legoll, Mitchell Luskin, Richard Moeckel

The Nose-Hoover thermostat is a deterministic dynamical system designed for computing phase space integrals for the canonical Gibbs distribution. Newton's equations are modified by coupling an additional reservoir variable to the physical variables. The correct sampling of the phase space according to the Gibbs measure is dependent on the Nose-Hoover dynamics being ergodic. Hoover presented numerical experiments that show the Nose-Hoover dynamics to be non-ergodic when applied to the harmonic oscillator. In this article, we prove that the Nose-Hoover thermostat does not give an ergodic dynamics for the one-dimensional harmonic oscillator when the ``mass'' of the reservoir is large. Our proof of non-ergodicity uses KAM theory to demonstrate the existence of invariant tori for the Nose-Hoover dynamical system that separate phase space into invariant regions. We present numerical experiments motivated by our analysis that seem to show that the dynamics is not ergodic even for a moderate thermostat mass. We also give numerical experiments of the Nose-Hoover chain with two thermostats applied to the one-dimensional harmonic oscillator. These experiments seem to support the non-ergodicity of the dynamics if the masses of the reservoirs are large enough and are consistent with ergodicity for more moderate masses.