Abstract
We present numerical upscaling techniques for a class of linear second-order self-adjoint elliptic partial differential operators (or their high-resolution finite element discretization). As prototypes for the application of our theory we consider benchmark multi-scale eigenvalue problems in reservoir modeling and material science. We compute a low-dimensional generalized (possibly mesh free) finite element space that preserves the lowermost eigenvalues in a superconvergent way. The approximate eigenpairs are then obtained by solving the corresponding low-dimensional algebraic eigenvalue problem. The rigorous error bounds are based on two-scale decompositions of \(\text {H}^1_0(\Omega )\) by means of a certain Clément-type quasi-interpolation operator.
Similar content being viewed by others
References
Banjai, L., Börm, S., Sauter, S.: FEM for elliptic eigenvalue problems: how coarse can the coarsest mesh be chosen? An experimental study. Comput. Vis. Sci. 11(4–6), 363–372 (2008)
Birkhoff, G., de Boor, C., Swartz, B., Wendroff, B.: Rayleigh–Ritz approximation by piecewise cubic polynomials. SIAM J. Numer. Anal. 3, 188–203 (1966)
Bank, R.E., Grubišić, L., Ovall, J.S.: A framework for robust eigenvalue and eigenvector error estimation and Ritz value convergence enhancement. Appl. Numer. Math. 66, 1–29 (2013)
Boffi, D.: Finite element approximation of eigenvalue problems. Acta Numer. 19, 1–120 (2010)
Carstensen, C., Gedicke, J.: An oscillation-free adaptive FEM for symmetric eigenvalue problems. Numer. Math. 118(3), 401–427 (2011)
Carstensen, C., Gedicke, J.: An adaptive finite element eigenvalue solver of asymptotic quasi-optimal computational complexity. SIAM J. Numer. Anal. 50(3), 1029–1057 (2012)
Chu, C.-C., Graham, I.G., Hou, T.-Y.: A new multiscale finite element method for high-contrast elliptic interface problems. Math. Comput. 79(272), 1915–1955 (2010)
Ciarlet, P.G.: The Finite Element Method for Elliptic Problems. North-Holland, Amsterdam (1987)
Carstensen, C., Verfürth, R.: Edge residuals dominate a posteriori error estimates for low order finite element methods. SIAM J. Numer. Anal. 36(5), 1571–1587 (1999). (electronic)
Durán, R.G., Padra, C., Rodríguez, R.: A posteriori error estimates for the finite element approximation of eigenvalue problems. Math. Models Methods Appl. Sci. 13(8), 1219–1229 (2003)
Giani, S., Graham, I.G.: A convergent adaptive method for elliptic eigenvalue problems. SIAM J. Numer. Anal. 47(2), 1067–1091 (2009)
Garau, E.M., Morin, P., Zuppa, C.: Convergence of adaptive finite element methods for eigenvalue problems. Math. Models Methods Appl. Sci. 19(5), 721–747 (2009)
Hackbusch, W.: On the computation of approximate eigenvalues and eigenfunctions of elliptic operators by means of a multi-grid method. SIAM J. Numer. Anal. 16(2), 201–215 (1979)
Henning, P., Målqvist, A.: Localized orthogonal decomposition techniques for boundary value problems. SIAM J. Sci. Comput. 36(4), A1609–A1634 (2014)
Henning, P., Morgenstern, P., Peterseim, D.: Multiscale partition of unity. In: Griebel, M., Schweitzer, M.A. (eds.) Meshfree Methods for Partial Differential Equations VII, Lecture Notes in Computational Science and Engineering, vol. 100. Springer, New York (2014)
Henning, P., Målqvist, A., Peterseim, D.: Two-level discretization techniques for ground state computations of Bose–Einstein condensates. SIAM J. Numer. Anal. 52(4), 1525–1550 (2014)
Henning, P., Målqvist, A., Peterseim, D.: A localized orthogonal decomposition method for semi-linear elliptic problems. ESAIM. Math. Model. Numer. Anal. 48, 1331–1349 (2014). 9
Henning, P., Peterseim, D.: Oversampling for the multiscale finite element method. Multiscale Model. Simul. 11(4), 1149–1175 (2013)
Knyazev, A.V., Neymeyr, K.: Efficient solution of symmetric eigenvalue problems using multigrid preconditioners in the locally optimal block conjugate gradient method. Tenth Copper Mountain Conference on Multigrid Methods (Copper Mountain, CO, 2001). Electron. Trans. Numer. Anal. 15, 38–55 (2003). (electronic)
Knyazev, A.V., Neymeyr, K.: A geometric theory for preconditioned inverse iteration. III. A short and sharp convergence estimate for generalized eigenvalue problems. Special issue on accurate solution of eigenvalue problems (Hagen, 2000). Linear Algebra Appl. 358, 95–114 (2003)
Knyazev, A.V., Osborn, J.E.: New a priori FEM error estimates for eigenvalues. SIAM J. Numer. Anal. 43(6), 2647–2667 (2006). (electronic)
Larson, M.G.: A posteriori and a priori error analysis for finite element approximations of self-adjoint elliptic eigenvalue problems. SIAM J. Numer. Anal. 38(2), 608–625 (2000). (electronic)
Lehoucq, R.B., Sorensen, D.C., Yang, C.: ARPACK users’ guide, volume 6 of Software, Environments, and Tools. Solution of Large-Scale Eigenvalue Problems with Implicitly Restarted Arnoldi Methods. Society for Industrial and Applied Mathematics (SIAM), Philadelphia (1998)
Mehrmann, V., Miedlar, A.: Adaptive computation of smallest eigenvalues of self-adjoint elliptic partial differential equations. Numer. Linear Algebra Appl. 18(3), 387–409 (2011)
Målqvist, A., Peterseim, D.: Localization of elliptic multiscale problems. Math. Comput. 83(290), 2583–2603 (2014)
Neymeyr, K.: A posteriori error estimation for elliptic eigenproblems. Numer. Linear Algebra Appl. 9(4), 263–279 (2002)
Neymeyr, K.: Solving mesh eigenproblems with multigrid efficiency. In: Numerical Methods for Scientific Computing. Variational Problems and Applications. Internat. Center Numer. Methods Eng. (CIMNE), Barcelona, pp. 176–184 (2003)
Peterseim, D., Carstensen, C.: Finite element network approximation of conductivity in particle composites. Numer. Math. 124(1), 73–97 (2013)
Peterseim, D.: Composite finite elements for elliptic interface problems. Math. Comput. 83(290), 2657–2674 (2014)
Poincaré, H.: Sur les Equations aux Derivees Partielles de la Physique Mathematique. Am. J. Math. 12(3), 211–294 (1890)
Peterseim, D., Sauter, S.: Finite elements for elliptic problems with highly varying, nonperiodic diffusion matrix. Multiscale Model. Simul. 10(3), 665–695 (2012)
Sarkis, M.: Partition of unity coarse spaces and Schwarz methods with harmonic overlap. In Recent developments in domain decomposition methods (Zürich, 2001), Lect. Notes Comput. Sci. Eng., vol. 23. Springer, Berlin, pp. pages 77–94 (2002)
Sauter, S.: \(hp\)-finite elements for elliptic eigenvalue problems: error estimates which are explicit with respect to \(\lambda \), \(h\), and \(p\). SIAM J. Numer. Anal. 48(1), 95–108 (2010)
Strang, G., Fix, G. J.: An Analysis of the Finite Element Method, Prentice-Hall Series in Automatic Computation. Prentice-Hall Inc., Englewood Cliffs (1973)
Scheichl, R., Vassilevski, P.S., Zikatanov, L.T.: Weak approximation properties of elliptic projections with functional constraints. Multiscale Model. Simul. 9(4), 1677–1699 (2011)
Toselli, A., Widlund, O.: Domain Decomposition Methods—Algorithms and Theory, Springer Series in Computational Mathematics, vol. 34. Springer, Berlin (2005)
Xu, J., Zhou, A.: A two-grid discretization scheme for eigenvalue problems. Math. Comput. 70(233), 17–25 (2001)
Author information
Authors and Affiliations
Corresponding author
Additional information
A. Målqvist is supported by The Göran Gustafsson Foundation and The Swedish Research Council and D. Peterseim was partially supported by the DFG Research Center Matheon Berlin through project C33.
Rights and permissions
About this article
Cite this article
Målqvist, A., Peterseim, D. Computation of eigenvalues by numerical upscaling. Numer. Math. 130, 337–361 (2015). https://doi.org/10.1007/s00211-014-0665-6
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00211-014-0665-6