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Numerical homogenization aims to efficiently and accurately approximate the solution space of an elliptic partial differential operator with arbitrarily rough coefficients in a $d$-dimensional domain. The application of the inverse operator…

Numerical Analysis · Mathematics 2022-11-24 Moritz Hauck , Daniel Peterseim

In this work we introduce and analyze a new multiscale method for strongly nonlinear monotone equations in the spirit of the Localized Orthogonal Decomposition. A problem-adapted multiscale space is constructed by solving linear local…

Numerical Analysis · Mathematics 2020-12-16 Barbara Verfürth

We overview a series of recent works devoted to variance reduction techniques for numerical stochastic homogenization. Numerical homogenization requires solving a set of problems at the micro scale, the so-called corrector problems. In a…

Numerical Analysis · Mathematics 2016-04-27 Xavier Blanc , Claude Le Bris , Frederic Legoll

This paper addresses the complexity reduction of stochastic homogenisation of a class of random materials for a stationary diffusion equation. A cost-efficient approximation of the correctors is built using a method designed to exploit…

Numerical Analysis · Mathematics 2022-03-25 Quentin Ayoul-Guilmard , Anthony Nouy , Christophe Binetruy

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

Stochastic collocation methods for approximating the solution of partial differential equations with random input data (e.g., coefficients and forcing terms) suffer from the curse of dimensionality whereby increases in the stochastic…

Numerical Analysis · Mathematics 2014-05-23 Aretha L. Teckentrup , Peter Jantsch , Clayton G. Webster , Max Gunzburger

This paper presents a neural network--enhanced surrogate modeling approach for diffusion problems with spatially varying random field coefficients. The method builds on numerical homogenization, which compresses fine-scale coefficients into…

Numerical Analysis · Mathematics 2025-09-17 Fabian Kröpfl , Daniel Peterseim , Elisabeth Ullmann

This paper provides an a~priori error analysis of a localized orthogonal decomposition method (LOD) for the numerical stochastic homogenization of a model random diffusion problem. If the uniformly elliptic and bounded random coefficient…

Numerical Analysis · Mathematics 2020-12-03 Julian Fischer , Dietmar Gallistl , Daniel Peterseim

In this paper, we propose a high-order extension of the multiscale method introduced by the authors in [SIAM J. Numer. Anal., 63(4) (2025), pp. 1617--1641] for heterogeneous Stokes problems, while also providing several other improvements,…

Numerical Analysis · Mathematics 2025-12-01 Moritz Hauck , Alexei Lozinski

In this paper, we propose and analyze a new stochastic homogenization method for diffusion equations with random and fast oscillatory coefficients. In the proposed method, the homogenized solutions are sought through a two-stage procedure.…

Numerical Analysis · Mathematics 2022-03-14 Zihao Yang , Jizu Huang , Xiaobing Feng , Xiaofei Guan

We propose an efficient probabilistic method to solve a deterministic problem -- we present a randomized optimization approach that drastically reduces the enormous computational cost of optimizing designs under many load cases for both…

Optimization and Control · Mathematics 2017-10-11 Xiaojia Zhang , Eric de Sturler , Glaucio H. Paulino

We present the Super-Localized Orthogonal Decomposition (SLOD) method for the numerical homogenization of linear elasticity problems with multiscale microstructures modeled by a heterogeneous coefficient field without any periodicity or…

Numerical Analysis · Mathematics 2025-01-10 Camilla Belponer , José C. Garay , Peter Munch , Daniel Peterseim

Numerical homogenization methods aim at providing appropriate coarse-scale approximations of solutions to (elliptic) partial differential equations that involve highly oscillatory coefficients. The localized orthogonal decomposition (LOD)…

Numerical Analysis · Mathematics 2026-02-13 Mehdi Elasmi , Felix Krumbiegel , Roland Maier

This article is concerned with numerical methods to approximate effective coefficients in stochastic homogenization of discrete linear elliptic equations, and their numerical analysis --- which has been made possible by recent contributions…

Numerical Analysis · Mathematics 2012-11-09 A. -C. Egloffe , A. Gloria , J. -C. Mourrat , T. N. Nguyen

This paper presents a novel multi-scale method for elliptic partial differential equations with arbitrarily rough coefficients. In the spirit of numerical homogenization, the method constructs problem-adapted ansatz spaces with uniform…

Numerical Analysis · Mathematics 2024-08-05 Philip Freese , Moritz Hauck , Tim Keil , Daniel Peterseim

We present and analyze a methodology for numerical homogenization of spatial networks, modelling e.g. diffusion processes and deformation of mechanical structures. The aim is to construct an accurate coarse model of the network. By solving…

Numerical Analysis · Mathematics 2022-09-14 Fredrik Edelvik , Morgan Görtz , Fredrik Hellman , Gustav Kettil , Axel Målqvist

For uncertainty propagation of highly complex and/or nonlinear problems, one must resort to sample-based non-intrusive approaches [1]. In such cases, minimizing the number of function evaluations required to evaluate the response surface is…

Numerical Analysis · Mathematics 2017-12-04 Anindya Bhaduri , Lori Graham-Brady

We propose a numerical homogenization method for scalar linear partial differential equations with rough coefficients, that integrates classical coarse-scale solvers with quantum subroutines for fine-scale corrections. Inspired by the…

Numerical Analysis · Mathematics 2026-03-31 Loïc Balazi , Matthias Deiml , Daniel Peterseim

We introduce a new variational method for the numerical homogenization of divergence form elliptic, parabolic and hyperbolic equations with arbitrary rough ($L^\infty$) coefficients. Our method does not rely on concepts of ergodicity or…

Numerical Analysis · Mathematics 2019-02-20 Houman Owhadi , Lei Zhang , Leonid Berlyand

We consider the generalized almost periodic homogenization problem for two different types of stochastic conservation laws with oscillatory coefficients and multiplicative noise. In both cases the stochastic perturbations are such that the…

Analysis of PDEs · Mathematics 2022-07-08 Hermano Frid , Kenneth H. Karlsen , Daniel Marroquin
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