Generalized Multiscale Finite Element Method and Balanced Truncation for Parameter-Dependent Parabolic Problems

Abstract

We propose a generalized multiscale finite element method combined with a balanced truncation to solve a parameter-dependent parabolic problem. As an updated version of the standard multiscale method, the generalized multiscale method contains the necessary eigenvalue computation, in which the enriched multiscale basis functions are picked up from a snapshot space on users’ demand. Based upon the generalized multiscale simulation on the coarse scale, the balanced truncation is applied to solve its Lyapunov equations on the reduced scale for further savings while ensuring high accuracy. A θ-implicit scheme is utilized for the fully discretization process. Finally, numerical results validate the uniform stability and robustness of our proposed method.

Keywords

• generalized multiscale finite element
• balanced truncation
• eigenvalue computation
• fully discretization
• uniform stability