Multiscale Numerical Methods for Singularly Perturbed Convection-Diffusion Equations


Park PJ, Hou TY. Multiscale Numerical Methods for Singularly Perturbed Convection-Diffusion Equations. International Journal of Computational Methods 2004;1(1):17-65. Copy at


We present an efficient and robust approach in the finite element framework for numerical solutions that exhibit multiscale behavior, with applications to singularly perturbed convection-diffusion problems. The first type of equation we study is the convection-dominated convection-diffusion equation, with periodic or random coefficients; the second type of equation is an elliptic equation with singularities due to discontinuous coefficients and non-smooth boundaries. In both cases, standard methods for purely hyperbolic or elliptic problems perform poorly due to sharp boundary and internal layers in the solution.

We propose a framework in which the finite element basis functions are designed to capture the local small-scale behavior correctly. When the structure of the layers can be determined locally, we apply the multiscale finite element method, in which we solve the corresponding homogeneous equation on each element to capture the small scale features of the differential operator. We demonstrate the effectiveness of this method by computing the enhanced diffusivity scaling for a passive scalar in the cellular flow. We also carry out the asymptotic error analysis for its convergence rate and perform numerical experiments for verification. For a random flow with nonlocal layer structure, we use a variational principle to gain additional information in our attempt to design asymptotic basis functions. We also apply the same framework for elliptic equations with discontinuous coefficients or non-smooth boundaries. In that case, we construct local basis function near singularities using infinite element method in order to resolve extreme singularity. Numerical results on problems with various singularities confirm the efficiency and accuracy of this approach.

See also: Others, Primary
Last updated on 10/23/2015