English

An offline-online strategy for multiscale problems with random defects

Numerical Analysis 2021-12-08 v3 Numerical Analysis

Abstract

In this paper, we propose an offline-online strategy based on the Localized Orthogonal Decomposition (LOD) method for elliptic multiscale problems with randomly perturbed diffusion coefficient. We consider a periodic deterministic coefficient with local defects that occur with probability pp. The offline phase pre-computes entries to global LOD stiffness matrices on a single reference element (exploiting the periodicity) for a selection of defect configurations. Given a sample of the perturbed diffusion the corresponding LOD stiffness matrix is then computed by taking linear combinations of the pre-computed entries, in the online phase. Our computable error estimates show that this yields a good coarse-scale approximation of the solution for small pp, which is illustrated by extensive numerical experiments. This makes the proposed technique attractive already for moderate sample sizes in a Monte Carlo simulation.

Keywords

Cite

@article{arxiv.2102.01635,
  title  = {An offline-online strategy for multiscale problems with random defects},
  author = {Axel Målqvist and Barbara Verfürth},
  journal= {arXiv preprint arXiv:2102.01635},
  year   = {2021}
}
R2 v1 2026-06-23T22:46:25.384Z