Cluster-based generalized multiscale finite element method for elliptic PDEs with random coefficients
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AbstractWe propose a generalized multiscale finite element method (GMsFEM) based on clustering algorithm to study the elliptic PDEs with random coefficients in the multi-query setting. Our method consists of offline and online stages. In the offline stage, we construct a small number of reduced basis functions within each coarse grid block, which can then be used to approximate the multiscale finite element basis functions. In addition, we coarsen the corresponding random space through a clustering algorithm. In the online stage, we can obtain the multiscale finite element basis very efficiently on a coarse grid by using the precomputed multiscale basis. The new GMsFEM can be applied to multiscale SPDE starting with a relatively coarse grid, without requiring the coarsest grid to resolve the smallest-scale of the solution. The new method offers considerable savings in solving multiscale SPDEs. Numerical results are presented to demonstrate the accuracy and efficiency of the proposed method for several multiscale stochastic problems without scale separation. (C) 2018 Elsevier Inc. All rights reserved.
All Author(s) ListEric T. Chung, Yalchin Efendiev, Wing Tat Leung, Zhiwen Zhang
Journal nameJournal of Computational Physics
Year2018
Month10
Volume Number371
PublisherACADEMIC PRESS INC ELSEVIER SCIENCE
Pages606 - 617
ISSN0021-9991
eISSN1090-2716
LanguagesEnglish-United States

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