Variational Multiscale Analysis:

The ne-scale Greens function, projection, optimization,

and localization
Amos Otasowie Egonmwan
Supervisor: a.Univ.-Prof. Dipl.-Ing. Dr. Walter Zulehner
14th November 2011
Outline
Motivation
The abstract framework
The advection-diffusion model problem
Projection and localization
Amos Otasowie Egonmwan 2 / 24
Outline
Motivation
The abstract framework
The advection-diffusion model problem
Projection and localization
Amos Otasowie Egonmwan 2 / 24
Outline
Motivation
The abstract framework
The advection-diffusion model problem
Projection and localization
Amos Otasowie Egonmwan 2 / 24
Outline
Motivation
The abstract framework
The advection-diffusion model problem
Projection and localization
Amos Otasowie Egonmwan 2 / 24
Motivation
Introduced as a framework for incorporating missing ne-scale effects into
numerical problems governing coarse-scale behaviour
Provided a rationale for stabilized methods and for development of robust
methods
Direct application of Galerkins methods with standard bases (such as FE) in the
presence of multiscale phenomena leads to wrong solution
Multiscale phenomena is ubiquitous in science and engineering applications
Amos Otasowie Egonmwan 3 / 24
The abstract framework
The abstract problem
Let V Hilbert space, | |
V
norm, (, )
V
scalar product, V

dual of V,
, )
V

V
duality pairing, / : V V

linear isomorphism.
Given f V

, nd u V such that
/u = f (1)
VF: nd u V such that
/u, v)
V

V
= f , v)
V

V
v V (2)
Solution of (1) u = f , : V

V, where := /
1
Amos Otasowie Egonmwan 4 / 24
The variational multiscale formulation
Let

V closed subspace of V, 1 : V

V linear projection
1(1) =

V, dene Ker (1) = V

and let 1 continuous in V

V =

V

(3)
= v V, v =

v + v

where

v

V, v

also, u =

u + u

V space of computable coarse scale, V

space of unresolved ne scale

Aim of VMS: Find

u = 1u
Amos Otasowie Egonmwan 5 / 24
The variational multiscale formulation, contd.
Procedure : VF (2) splits;
/

u,

v)
V

V
+/u

v)
V

V
= f ,

v)
V

V


v

V (4)
/

u, v

)
V

V
+/u

, v

)
V

V
= f , v

)
V

V
v

(5)
Assume (4) and (5) are well posed for

u and u

respectively.
Associate with (5);

: V

V, which yields u

(f /

u)
Having

, eliminate u

from (4) =VMS for

u
/

u,

v)
V

V
/

u,

v)
V

V
= f ,

v)
V

V
/

f ,

v)
V

V


v

V (6)
admits a unique solution

u = 1u
Amos Otasowie Egonmwan 6 / 24
The ne-scale Greens operator
1
T
:

V

adjoint of 1, i.e
1
T
, v)
V

V
= , 1v)
V

V


V

Theorem
Under the assumption of the abstract problem and VMS formulation, we have

= 1
T
(11
T
)
1
1 (7)

1
T
= 0, and 1

= 0 (8)
Amos Otasowie Egonmwan 7 / 24
The ne-scale Greens operator, contd.
If dim(

V) = N, we can nd a set of functionals : V R,

i

i =1, ,N
such that, for all v V

i
, v)
V

V
= 0 i = 1, , N 1v = 0 (9)
In this case, (8) is equivalent to:

i
= 0 i = 1, , N (10)
and

i
,

)
V

V
= 0 V

i = 1, , N (11)
Introduce (V

)
N
,
T
V
N
,

T
=
_
_
_

1
,
1
)
V

V

1
,
N
)
V

V
.
.
.
.
.
.
.
.
.

N
,
1
)
V

V

N
,
N
)
V

V
_

_
R
RR
V

and vector of functionals; i.e : (V

) R
N
, then (7) is equivalent to:

=
T
(
T
)
1
(12)
since
i

i =1, ,N
is a basis for the image of 1
T
Amos Otasowie Egonmwan 8 / 24
Orthogonal projectors and optimization
Given scalar product (, ) dened on V V, the related orthogonal projector
1 is dened by
(1w,

v) = (w,

v) w V,

v

V
In this case, V

and

V are orthogonal complements with respect to (, ), and the
VMS formulation thus provide optimal approximation

u

V of u, with respect
to the | | induced by the scalar product (, )
Amos Otasowie Egonmwan 9 / 24
The advection-diffusion model problem
Model problem:
/u = u + u = f in u[

= 0 (13)
> 0 (scalar diffusivity)
: R
d
, div() = 0
R
d
(d = 1, 2); regular domain
f L
2
()
VF: V = H
1
0
H
1
0
(), V

= H
1
Representation: Greens operator through the Greens function g : R
such that:
u(y) =
_

g(x, y)f (x)dx a.e y

Amos Otasowie Egonmwan 10 / 24
The advection-diffusion model problem, contd.
Similar representation: ne-scale Greens operator

through the ne-scale Greens

function g

: R gives the ne scale component u

of u from
r = f /

u :
u

(y) =
_

(x, y)r (x)dx (14)

where the space V

and function g

depends on the underlying projector 1

Amos Otasowie Egonmwan 11 / 24
The advection-diffusion model problem, contd.
Having
i

i ,N
such that:
_

i
(x)v(x)dx = 0 i , , N 1v = 0
Then, g

is obtained by (12) as:

g

(x, y) = g(x, y)
_ _

g(

x, y)
1
(

x)d

x
_

g(

x, y)
N
(

x)d

x
_

_
_
_
_

g(

x,

y)
1
(

x)
1
(

y)d

xd

y . . .
_

g(

x,

y)
N
(

x)
1
(

y)d

xd

y
.
.
.
.
.
.
.
.
.
_

g(

x,

y)
1
(

x)
N
(

y)d

xd

y . . .
_

g(

x,

y)
N
(

x)
N
(

y)d

xd

y
_

_
1

_
_
_
_

g(x,

y)
1
(

y)d

y
.
.
.
_

g(x,

y)
N
(

y)d

y
_

_
(15)
Amos Otasowie Egonmwan 12 / 24
VMS for advection-diffusion model problem
The property (10) and (11) =for all x, y and for all i = 1, , N
_

x, y)
i
(

x)d

x = 0 and
_

(x,

y)
i
(

y)d

y = 0 (16)
In this context, the VMS formulation (6) reads: Find

u

V such that
_

u(x)

u)

v(x)dx
_

u(x)g

(x, y)/

v(y)dxdy
=
_

f (x)

vdx
_

f (x)g

(x, y)/

v(y)dxdy

v

V
Amos Otasowie Egonmwan 13 / 24
Linear elements and H
1
0
-optimality in 1D
Take: d = 1, = (0, L), and consider: 0 = x
0
< x
1
< < x
el 1
< x
el
= L
Subdivision: (0, L) into n
el
elements (x
i 1
, x
i
), i =, , n
el
For the H
1
0
-projector 1 = 1
H
1
0
the VMS provides a nodally exact approximation

u of
the exact solution u.
In this case,
i
= (x x
i
) and the property (16) in the theorem is equivalent to:
g

(x, x
i
) = g

(x
i
, y) = 0 i = 1, , N, 0 x, y L; (17)
i.e., g

vanishes if one of its two arguments is a node of the grid.

Amos Otasowie Egonmwan 14 / 24
Linear elements and H
1
0
-optimality in 1D, contd.
As a result, the expression (16) for the ne-scale Greens function in this case
becomes:
g

(x, y) = g(x, y)
_
g(x
1
, y) g(x
N
, y)
_

_
_
_
g(x
1
, x
1
) . . . g(x
N
, x
1
)
.
.
.
.
.
.
.
.
.
g(x
1
, x
N
) . . . g(x
N
, x
N
)
_

_
1

_
_
_
g(x, x
1
)
.
.
.
g(x, x
N
)
_

_
Amos Otasowie Egonmwan 15 / 24
Linear elements and H
1
0
-optimality in 1D, contd.
Since g(x, y)

,= 0 only when x and y belong to the same element, (14) can be

localized within each element:
u

(y) =
_
x
i
x
i 1
g

(x, y)r (x)dx y (x

i 1
, x
i
)
V

is the space of bubbles:

V

i =1, ,n
el
H
1
0
(x
i 1
, x
i
),
Amos Otasowie Egonmwan 16 / 24
Linear elements and H
1
0
-optimality in 1D, contd.
If we assume piecewise-constant coefcients , and source term f , the ne-scale
VE:
_
L
0
_
L
0
/

v(y)g

(x, y)r (x)dxdy =

n
el

i =1
_
x
i
x
i 1
_
x
i
x
i 1
/

v(y)g

(x, y)r (x)dxdy

=
n
el

i =1
_
x
i
x
i 1
_
x
i
x
i 1
g

(x, y)dxdy
x
i
x
i 1
_
x
i
x
i 1
r (x)/

v(x)dx,
which is recognized as a classical stabilization term depending on the parameter

1

1,(x
i 1
,x
i
)
=
_
x
i
x
i 1
_
x
i
x
i 1
g

(x, y)dxdy
x
i
x
i 1
=
h
2
_
coth()
1

_
where =
h
2
is the mesh P

eclet number, h = x
i
x
i 1
is the local mesh-size
Amos Otasowie Egonmwan 17 / 24
Higher order elements and H
1
0
-optimality in 1D
Consider higher-order piecewise-polynomial coarse: 0 = x
0
< x
1
< < x
n
el
1
= L
and set

V =

v H
1
0
(0, L) such that

v
|(x
i 1
,x
i
)
P
k
, 1 i n
el

is a strict subset of bubbles:

V

i =1, ,n
el
H
1
0
(x
i 1
, x
i
), (18)
Amos Otasowie Egonmwan 18 / 24
Higher order elements and H
1
0
-optimality in 1D, contd.
Consider: V

i
= V

|(x
i 1
,x
i
)
; as ne-scale of bubbles,

V
i
=

V
|(x
i 1
,x
i
)
H
1
0
(x
i 1
, x
i
) space of bubbles of coarse-scale
V
i
= H
1
0
(x
i 1
, x
i
) =

V
i

i
space of unconstrained bubbles
In this case, the Greens function of the unconstrained bubble is the element Greens
function g
el
. From (12), we get g

in terms of g
el
: on (0, h) (0, h)
g

(x, y) = g
el
(x, y)
_
_
h
0
g
el
(

x, y)d

x
_
h
0

x
k2
g
el
(

x, y)d

x
_

_
_
_
_
_
h
0
_
h
0
g
el
(

x,

y)d

xd

y
_
h
0
_
h
0

x
k2
g
el
(

x,

y)d

xd

y
.
.
.
.
.
.
.
.
.
_
h
0
_
h
0

y
k2
g
el
(

x,

y)d

xd

y . . .
_
h
0
_
h
0

x
k2

y
k2
g
el
(

x,

y)d

xd

y
_

_
1

_
_
_
_
_
h
0
g
el
(x,

y)d

y
.
.
.
_
h
0

y
k2
g
el
(x,

y)d

y
_

_
(19)
Amos Otasowie Egonmwan 19 / 24
Higher order elements and H
1
0
-optimality in 1D, contd.
For k = 2, (21) yields:
g

(x, y) = g
el
(x, y)
_
h
0
g
el
(

x, y)d

x
_
h
0
g
el
(x,

y)d

y
_
h
0
_
h
0
g
el
(

x,

y)d

xd

y
and for k = 3, (21) becomes:
g

(x, y) = g
el
(x, y)
_
_
h
0
g
el
(

x, y)d

x
_
h
0

xg
el
(

x, y)d

x
_

_
_
h
0
_
h
0
g
el
(

x,

y)d

xd

y
_
h
0
_
h
0

xg
el
(

x,

y)d

xd

y
_
h
0
_
h
0

yg
el
(

x,

y)d

xd

y
_
h
0
_
h
0

x

yg
el
(

x,

y)d

xd

y
_
1

_
_
h
0
g
el
(x,

y)d

y
_
h
0

y
k2
g
el
(x,

y)d

y
_
Amos Otasowie Egonmwan 20 / 24
Expression for element Greens function
Element Greens function : g
el
(x, y)
/

g
el
(x, y) = (x y) x
g
el
(x, y) = 0 x
_
e = 1, , n
el
(20)
where /

= u , and solution of (20) [T.J.R. Hughes, et al 1998]

g
el
(x, y) =
_
C
1
(y)(1 e
2x/h
) x y
C
2
(y)(e
2(x/h)
e
2
) x y
where
C
1
=
1 e
2(1(y/h))
(1 e
2
)
, C
2
=
e
2(y/h)
1
(1 e
2
)
where =
h
2
is the mesh P

eclet number, h = x
i
x
i 1
is the local mesh-size
Amos Otasowie Egonmwan 21 / 24
L
2
-optimality in 1D and localization of g

In 1D, 1 = 1
H
1
0
ne-scale Greens function g

is fully localized within each element

=conveniet evaluation of the ne-scale effects in VMS formulation.
This feature is not guaranteed for other projectors, e.g 1 = 1
L
2
Remark:
Selection of the projection is crucial in the development of a multiscale method
Amos Otasowie Egonmwan 22 / 24
Linear element in 2D
In 2D:
There is difculty in getting an analytical expression for g and g

through (18)
Remedy: Numerically compute g and g

on a ne mesh of 524,288 elements

(by standard Galerkin method) which is able to resolve the ne-scale effects
In general (for ner mesh), g

when 1 = 1
H
1
0
is better than 1 = 1
L
2
because its
fully localized = coarse-scale approximation

u for 1
H
1
0
is better than 1
L
2
However, if coarse scales are piecewise-polynomials, then ne-scales are not
localized within each element for any projector (including 1
H
1
0
) = difculty in
evaluating the ne-scale effects in VMS formulation.
Amos Otasowie Egonmwan 23 / 24
Thank You!
Amos Otasowie Egonmwan 24 / 24