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A new strategy based on numerical homogenization and Bayesian techniques for solving multiscale inverse problems is introduced. We consider a class of elliptic problems which vary at a microscopic scale, and we aim at recovering the highly…

Numerical Analysis · Mathematics 2018-07-30 Assyr Abdulle , Andrea Di Blasio

We propose an implementation of a method based on Fourier analysis to obtain the Floquet characteristic exponents for periodic homogeneous linear systems, which shows a high precision. This implementation uses a variational principle to…

Numerical Analysis · Mathematics 2017-05-04 Manuel Gadella , Luis Pedro Lara

We describe a numerical framework that uses random sampling to efficiently capture low-rank local solution spaces of multiscale PDE problems arising in domain decomposition. In contrast to existing techniques, our method does not rely on…

Numerical Analysis · Mathematics 2020-02-06 Ke Chen , Qin Li , Jianfeng Lu , Stephen J. Wright

Partial differential equation is a powerful tool to characterize various physics systems. In practice, measurement errors are often present and probability models are employed to account for such uncertainties. In this paper, we present a…

Probability · Mathematics 2016-05-23 Xiaoou Li , Jingchen Liu

We study the limiting probability distribution of the homogenization error for second order elliptic equations in divergence form with highly oscillatory periodic conductivity coefficients and highly oscillatory stochastic potential. The…

Analysis of PDEs · Mathematics 2016-02-24 Wenjia Jing

This paper develops and analyzes an efficient numerical method for solving elliptic partial differential equations, where the diffusion coefficients are random perturbations of deterministic diffusion coefficients. The method is based upon…

Numerical Analysis · Mathematics 2016-03-30 X. Feng , J. Lin. , C. Lorton

Electrostatic correlations and fluctuations in ionic systems can be described within an extended Poisson-Boltzmann theory using a Gaussian variational form. The resulting equations are challenging to solve because they require the solution…

Computational Physics · Physics 2015-06-17 Zhenli Xu , A. C. Maggs

We propose a stochastic multiscale finite element method (StoMsFEM) to solve random elliptic partial differential equations with a high stochastic dimension. The key idea is to simultaneously upscale the stochastic solutions in the physical…

Numerical Analysis · Mathematics 2016-12-07 Thomas Y. Hou , Qin Li , Pengchuan Zhang

In this paper, a novel parallel hybrid iterative method is proposed for finding a common element of the set of solutions of a system of equilibrium problems, the set of solutions of variational inequalities for inverse strongly monotone…

Optimization and Control · Mathematics 2015-10-28 Dang Van Hieu

In this work, we consider two-stage quadratic optimization problems under ellipsoidal uncertainty. In the first stage, one needs to decide upon the values of a subset of optimization variables (control variables). In the second stage, the…

Optimization and Control · Mathematics 2023-01-05 Olga Kuryatnikova , Bissan Ghaddar , Daniel K. Molzahn

This paper addresses a multi-scale finite element method for second order linear elliptic equations with arbitrarily rough coefficient. We propose a local oversampling method to construct basis functions that have optimal local…

Numerical Analysis · Mathematics 2015-08-04 Thomas Y. Hou , Pengfei Liu

We introduce a new Partition of Unity Method for the numerical homogenization of elliptic partial differential equations with arbitrarily rough coefficients. We do not restrict to a particular ansatz space or the existence of a finite…

Numerical Analysis · Mathematics 2016-05-04 Daniel Peterseim , Patrick Henning , Philipp Morgenstern

In this work, we propose a mixed finite element method for solving elliptic multiscale problems based on a localized orthogonal decomposition (LOD) of Raviart-Thomas finite element spaces. It requires to solve local problems in small…

Numerical Analysis · Mathematics 2016-06-21 Fredrik Hellman , Patrick Henning , Axel Målqvist

We present exponential error estimates and demonstrate an algebraic convergence rate for the homogenization of level-set convex Hamilton-Jacobi equations in i.i.d. random environments, the first quantitative homogenization results for these…

Analysis of PDEs · Mathematics 2013-07-08 Scott N. Armstrong , Pierre Cardaliaguet , Panagiotis E. Souganidis

This work is devoted to the asymptotic behavior of eigenvalues of an elliptic operator with rapidly oscillating random coefficients on a bounded domain with Dirichlet boundary conditions. A sharp convergence rate is obtained for isolated…

Analysis of PDEs · Mathematics 2022-05-18 Mitia Duerinckx

In this work, we investigate the inverse problem of recovering a potential coefficient in an elliptic partial differential equation from the observations at deterministic sampling points in the domain subject to random noise. We employ a…

Numerical Analysis · Mathematics 2025-05-30 Bangti Jin , Qimeng Quan , Wenlong Zhang

We introduce a new concept of sparsity for the stochastic elliptic operator $-{\rm div}\left(a(x,\omega)\nabla(\cdot)\right)$, which reflects the compactness of its inverse operator in the stochastic direction and allows for spatially…

Numerical Analysis · Mathematics 2015-06-22 Thomas Y. Hou , Pengfei Liu

In this paper, we study high order correctors in stochastic homogenization. We consider elliptic equations in divergence form on $\mathbb{Z}^d$, with the random coefficients constructed from i.i.d. random variables. We prove moment bounds…

Analysis of PDEs · Mathematics 2016-10-04 Yu Gu

Simulation of stochastic spatially-extended systems is a challenging problem. The fundamental quantities in these models are individual entities such as molecules, cells, or animals, which move and react in a random manner. In big systems,…

Quantitative Methods · Quantitative Biology 2024-09-24 Tomás Alarcón , Natalia Briñas-Pascual , Juan Calvo , Pilar Guerrero , Daria Stepanova

In the analysis of composite materials with heterogeneous microstructures, full resolution of the heterogeneities using classical numerical approaches can be computationally prohibitive. This paper presents a micromechanics-enhanced finite…

Materials Science · Physics 2011-11-08 J. Novák , Ł. Kaczmarczyk , P. Grassl , J. Zeman , C. J. Pearce