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Multiscale Spectral Generalised Finite Elements: Preconditioning and Model Reduction Beyond SPD
Abstract
Christian Alber will talk about 'Multiscale Spectral Generalised Finite Elements: Preconditioning and Model Reduction Beyond SPD'
Multiscale PDEs with heterogeneous, highly oscillatory coefficients can be challenging for standard numerical methods. This talk presents a framework for the design and analysis of the Multiscale Spectral Generalised Finite Element Method (MS-GFEM), a partition of unity method using optimal local approximation spaces constructed from eigenproblems. These spaces are closely related to GenEO coarse spaces in domain decomposition. Under suitable assumptions, we establish nearly exponential local approximation rates and describe their dependence on problem parameters. We also discuss how the resulting coarse spaces can be used in two-level domain decomposition preconditioners. Applications to Helmholtz and Stokes problems illustrate the approach beyond the symmetric positive definite setting, with numerical experiments complementing the analysis.
Efficient localised model reduction for multiscale PDEs via Grassmannian Interpolation
Abstract
Professor Rob Scheichl will talk about: 'Efficient localised model reduction for multiscale PDEs via Grassmannian Interpolation'
Multiscale Spectral Generalized Finite Element Methods (MS-GFEM) are a powerful new discretisation method for general variational problems that satisfy a Gårding-type inequality, including strongly non-Hermitian problems. The construction of optimal approximation spaces is localised and requires no a priori regularity assumptions. The global approximation error is controlled by the local errors, which are rigorously shown to decay nearly exponentially. The optimality hinges on an SVD of the local restriction operator in a suitable, coefficient-dependent inner product on an oversampled patch. Compactness of this operator in the space of a-harmonic functions guarantees spectral accuracy akin to Weyl asymptotics for the Laplacian. As such, MS-GFEM can be seen as an “hp-version” of Localized Orthogonal Decomposition (LOD). Given the coefficient function the local approximation spaces can be constructed efficiently. In this talk, I will show how we can use Grassmannian interpolation of the resulting local approximation spaces on sparse grids in high dimensions to derive localized model order reduction methods that inherit the nearly exponential spatial and parametric convergence of MS-GFEM and of sparse grids, respectively. I will show some numerical experiments confirming the theoretical results in the context of elliptic problems.