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Generalized multiscale finite element methods for wave propagation in heterogeneous media

Eric T. Chung, Yalchin Efendiev, Wing Tat Leung

arXiv:1307.0123v1math.NAcs.NA

TL;DR

Fine-grid simulations of waves in heterogeneous media can be prohibitively expensive, creating a need for accurate coarse-grid methods. This paper uses GMsFEM with separate boundary and interior snapshot spaces and local spectral selection; its numerical results report that interior modes can improve wave-equation accuracy.

  • Problem

    Fine-grid discretization for heterogeneous wave propagation can be prohibitively expensive, while coarse models need to retain fine-scale features.

    Source: §1 · pp. 1–2
  • Method

    The method constructs coarse-grid GMsFEM bases from separate boundary and interior snapshot spaces, selecting dominant modes with distinct local spectral problems.

    Source: §1 · p. 2
  • Results

    The numerical results show that interior modes can substantially improve GMsFEM accuracy for wave equations, unlike the authors’ observed flow-equation results [13].

    Source: §1 · p. 3
  • Takeaways & Limitations

    Interior degrees of freedom are important to accurate multiscale wave simulations in the reported examples.

    Source: §1 · p. 3

    The analysis is focused on homogeneous Dirichlet boundary conditions; extension to other boundary conditions is deferred.

    Source: §1 · p. 2

Abstract

from arXiv · show

Numerical modeling of wave propagation in heterogeneous media is important in many applications. Due to the complex nature, direct numerical simulations on the fine grid are prohibitively expensive. It is therefore important to develop efficient and accurate methods that allow the use of coarse grids. In this paper, we present a multiscale finite element method for wave propagation on a coarse grid. The proposed method is based on the Generalized Multiscale Finite Element Method (GMsFEM). To construct multiscale basis functions, we start with two snapshot spaces in each coarse-grid block where one represents the degrees of freedom on the boundary and the other represents the degrees of freedom in the interior. We use local spectral problems to identify important modes in each snapshot space. These local spectral problems are different from each other and their formulations are based on the analysis. To our best knowledge, this is the first time where multiple snapshot spaces and multiple spectral problems are used and necessary for efficient computations. Using the dominant modes from local spectral problems, multiscale basis functions are constructed to represent the solution space locally within each coarse block. These multiscale basis functions are coupled via the symmetric interior penalty discontinuous Galerkin method which provides a block diagonal mass matrix, and, consequently, results in fast computations in an explicit time discretiza- tion. Our methods' stability and spectral convergence are rigorously analyzed. Numerical examples are presented to show our methods' performance. We also test oversampling strategies. In particular, we discuss how the modes from different snapshot spaces can affect the proposed methods' accuracy.

1 Introduction

Fine-grid discretization can limit accurate wave modeling in heterogeneous media, motivating coarse-grid methods that retain fine-scale features. This paper builds such a method with separate boundary and interior snapshot spaces and reports an accuracy benefit from interior modes.

  • Fine-grid discretization limits accuracy in computationally constrained high-frequency and 3-D settings, motivating coarse models that retain fine-scale heterogeneity.Source: §1 · pp. 1–2
  • The method builds coarse-grid basis functions from separate boundary and interior snapshot spaces, selecting dominant modes through distinct local spectral problems.Source: §1 · p. 2
  • IPDG couples discontinuous bases and generally yields a block-diagonal mass matrix, making time stepping efficient.Source: §1 · p. 2
  • The study focuses on two-dimensional problems, defers other boundary conditions, and analyzes stability and spectral convergence.Source: §1 · pp. 2–3
  • Interior-node modes can substantially improve GMsFEM accuracy for wave equations, unlike the observed flow-equation results [13].Source: §1 · p. 3

2 The generalized multiscale finite element method

The method constructs local multiscale bases by reducing distinct boundary and interior snapshot spaces, then couples those bases in a coarse-grid solver. Local spectral problems determine which modes are retained.

2 The generalized multiscale finite element method

  • Coarse blocks are connected unions of fine-grid blocks; rectangular blocks are convenient but not required by the analysis.Source: §2 · p. 3

2.1 Global IPDG solver

  • The global solver applies symmetric IPDG on the coarse mesh to couple locally built bases; other coarse-grid coupling choices are also possible.Source: §2.1 · p. 3

2.2 Multiscale basis functions

  • Each coarse block uses boundary a-harmonic snapshots and zero-Dirichlet interior snapshots, reduced separately by local spectral problems.Source: §2.2 · pp. 4–5
  • Boundary-space eigenfunctions with small eigenvalues are retained until their reciprocal sum reaches a chosen portion of block energy.Source: §2.2 · p. 5
  • A second spectral problem selects interior modes, and numerical results indicate the first few can give reasonable accuracy.Source: §2.2 · p. 5

3 Numerical Results

The Marmousi experiments compare coarse-grid GMsFEM results with fine-scale simulations and assess accuracy and cost as energy thresholds and interior-mode counts vary. Adding V2 eigenfunctions improves accuracy, while the tested oversampling strategy shows no improvement attributed to interior-mode error.

3 Numerical Results

  • The modified Marmousi test compares coarse-grid output with fine-scale simulation at a matched time step, using solution, cell-average, gradient, and jump errors.The fine-grid solution takes 55.06 seconds; both solvers use the same time step for a spatial-upscaling comparison.Source: §3 · pp. 5–6, Figure 1 · p. 6
  • Error decay remains slow largely because interior modes contribute error, while adding several V2 eigenfunctions improves the multiscale solution.The illustrated cases use m=1, 2, 3, and 5.Source: §3 · pp. 7–8, Figure 4 · p. 9
  • At 75% versus 80% energy, online time drops from 32.43 to 18.21 seconds while relative L2 error rises from 3.92% to 4.23%.Basis counts decrease from 33–40 to 24–29 and offline time from 1019.06 to 326.83 seconds; cell-average error rises from 2.74% to 3.12%.Source: §3 · pp. 6–7, Table 1 · p. 7, Table 2 · p. 7
  • Relative error falls from 3.52% (m=2) to 1.93% (m=5), while online time changes from 18.64 to 18.21 seconds as V2 eigenfunctions increase.Two eigenfunctions use less than 3% of total local degrees of freedom.Source: Table 3 · p. 8, Table 4 · p. 8, §3 · p. 8

3.1 The use of oversampling

  • In the tested oversampling case, there was no improvement, attributed to error from modes representing internal nodes; harmonic extension problems were solved on coarse grids extended by H/16 on each side.Source: §3.1 · p. 9

4 Stability and convergence

The analysis establishes consistency and stability properties for the multiscale method, then derives error bounds and spectral convergence for its coarse-space approximation.

4.1 Preliminaries

  • Under the stated regularity condition u ∈ H2(Ω), the consistency inequality has a constant independent of fine mesh size h.The method's bilinear form is also shown to satisfy coercivity and continuity for a suitably chosen penalty parameter.Source: §4.1 · p. 11
  • The semi-discrete error is bounded using projection error and initial errors, with accurate initial values required to estimate the total error.The analysis splits the error into the fine-grid-to-projection difference and the multiscale-to-projection difference.Source: §4.1 · pp. 13–14

4.2 Convergence analysis

  • The spectral error bound decays as O(µ^-(m+1)), and increasing coarse-space dimension decreases error as the eigenvalues increase.The bound is obtained by controlling the approximation through selected dominant eigenmodes.Source: §4.2 · p. 17

5 Fully discretization

The fully discrete analysis establishes convergence of the time-stepping scheme under a stability restriction on the time step.

5 Fully discretization

  • The analysis uses central differences in time to formulate the fully discrete scheme.The proof estimates the scheme's error by combining the semi-discrete estimate with time-discretization bounds.Source: §5 · pp. 18, 23
  • A preliminary bound is derived to provide an upper bound for the time step size ∆t.The fully discrete proof uses this bound along with estimates for the intermediate error terms.Source: §5 · pp. 18, 23
  • The stated stability condition is ∆t² < 4β(h); separately, an error estimate for fully discrete scheme (5) is obtained by combining the estimates of η proved in Section 3 with (32).Source: §5 · pp. 20, 23

6 Conclusions

The paper concludes that its GMsFEM wave solver combines two locally selected snapshot spaces with discontinuous Galerkin coupling, and reports accurate approximations using fewer than 3% of total local degrees of freedom.

6 Conclusions

  • The method uses boundary a-harmonic and interior zero-Dirichlet snapshot spaces, with local spectral problems selecting important modes for basis construction.The authors identify multiple snapshot spaces and spectral problems as a novelty of the work.Source: §6 · p. 23
  • Symmetric interior penalty discontinuous Galerkin coupling gives a block diagonal mass matrix and fast explicit time computations.The method also tests oversampling and examines how modes from different snapshot spaces affect accuracy.Source: §6 · p. 23

7 Appendix

The appendix supplies supporting estimates used in the convergence analysis, including energy bounds for the exact and finite element solutions.

7 Appendix

  • The error estimate argument assumes that the second time derivatives of the exact and finite element solutions are smooth.The appendix also develops finite element estimates used in the consistency-error argument.Source: §7 · pp. 23, 25
  • The appendix establishes energy bounds for the exact and finite element solutions in terms of the source derivative and initial data.The stated bounds control the L2 norm of the second time derivative and the energy norm of the first time derivative over the time interval.Source: §7 · p. 25
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