Finite difference heterogeneous multi-scale method for homogenization problems

  • Authors:
  • Assyr Abdulle;E. Weinan

  • Affiliations:
  • Computational Laboratory, CoLab, ETH Zürich, Switzerland;Department of Mathematics and PACM, Princeton University, NJ

  • Venue:
  • Journal of Computational Physics
  • Year:
  • 2003

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Abstract

In this paper, we propose a numerical method, the finite difference heterogeneous multi-scale method (FD-HMM), for solving multi-scale parabolic problems. Based on the framework introduced in [Commun. Math. Sci. 1 (1) 87], the numerical method relies on the use of two different schemes for the original equation, at different grid level which allows to give numerical results at a much lower cost than solving the original equations. We describe the strategy for constructing such a method, discuss generalization for cases with time dependency, random correlated coefficients, nonconservative form and implementation issues. Finally, the new method is illustrated with several test examples.