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Numerical Approximations to Multiscale Solutions in Partial Differential Equations

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Frontiers in Numerical Analysis

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Abstract

Many problems of fundamental and practical importance have multiple scale solutions. The direct numerical solution of multiple scale problems is difficult to obtain even with modern supercomputers. The major difficulty of direct solutions is the scale of computation. The ratio between the largest scale and the smallest scale could be as large as 105 in each space dimension. From an engineering perspective, it is often sufficient to predict the macroscopic properties of the multiple-scale systems, such as the effective conductivity, elastic moduli, permeability, and eddy diffusivity. Therefore, it is desirable to develop a method that captures the small scale effect on the large scales, but does not require resolving all the small scale features. This paper reviews some of the recent advances in developing systematic multiscale methods such as homogenization, numerical samplings, multiscale finite element methods, variational multiscale methods, and wavelets based homogenization. Applications of these multiscale methods to transport through heterogeneous porous media and incompressible flows will be discussed. This paper is not intended to be a detailed survey and the discussion is limited by both the taste and expertise of the author.

Research was in part supported by a grant DMS-0073916 from the National Science Foundation

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Hou, T.Y. (2003). Numerical Approximations to Multiscale Solutions in Partial Differential Equations. In: Blowey, J.F., Craig, A.W., Shardlow, T. (eds) Frontiers in Numerical Analysis. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-55692-0_6

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  • DOI: https://doi.org/10.1007/978-3-642-55692-0_6

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