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Multiscale finite element methods. Theory and applications. (English) Zbl 1163.65080
Surveys and Tutorials in the Applied Mathematical Sciences 4. New York, NY: Springer (ISBN 978-0-387-09495-3/pbk; 978-0-387-09496-0/ebook). xii, 234 p. (2009).
Many scientific and engineering problems involve multiple scales. For instance, problems with composite materials or porous media lead to elliptic equations
$Lp := \div (k(x)\nabla p) = f,$
and the coefficient $$k$$ varies not only on a coarse scale. There is a fine structure due to the variation of $$k$$ in each element of a triangulation for a finite element computation.
The main concept is similar to the upscaling/homogenization method. The basis functions of the finite element are adapted. While linear or bilinear finite elements satisfy $$\Delta\phi=0$$ in the interior of the elements, here the relation $$L\phi=0$$ is required (locally). Those functions are built into the Petrov-Galerkin method, finite volume method, and other discretization procedures. The aim is, of course, the approximative solution of the variational problem by computations on the coarse grid only.
Chapter 1 contains an introduction with challenging examples. Chapter 2 develops the method for linear problems with the intention that the reader feels at home when more involved problems will come. Chapter 3 is concerned with nonlinear equations. Behind the title of Chapter 4 ‘Multiscale finite element methods using limited global information’ there are hidden problems without a scale separation and therefore a simple adaption of local basis functions is not sufficient. Chapter 5 is devoted to applications to transport equations, Richards’ equation, fluid-structure interaction, oil reservoir modeling, and stochastic flows.
Each chapter starts with a description of the proposed method and their significance is demonstrated by numerical examples.
The convergence analysis of the multiscale method for a few representative cases is presented in Chapter 6, such that the theory is no burden for the reader who is mainly interested in applications. The analysis is based on a result by S. Moskow and M. Vogelius on homogenization [Proc. R. Soc. Edinb., Sect. A 127, No. 6, 1263–1299 (1997; Zbl 0888.35011)]. The discretization errors are given in terms of approximation errors with respect to standard Sobolev norms.

##### MSC:
 65N30 Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs 65-02 Research exposition (monographs, survey articles) pertaining to numerical analysis 35J25 Boundary value problems for second-order elliptic equations 35J65 Nonlinear boundary value problems for linear elliptic equations 35B27 Homogenization in context of PDEs; PDEs in media with periodic structure 65N55 Multigrid methods; domain decomposition for boundary value problems involving PDEs 65N12 Stability and convergence of numerical methods for boundary value problems involving PDEs
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