Sparse Generalized Multiscale Finite Element Methods and their applications

In a number of previous papers, local (coarse grid) multiscale model reduction techniques are developed using a Generalized Multiscale Finite Element Method. In these approaches, multiscale basis functions are constructed using local snapshot spaces, where a snapshot space is a large space that represents the solution behavior in a coarse block. In a number of applications (e.g., those discussed in the paper), one may have a sparsity in the snapshot space for an appropriate choice of a snapshot space. More precisely, the solution may only involve a portion of the snapshot space. In this case, one can use sparsity techniques to identify multiscale basis functions. In this paper, we consider two such sparse local multiscale model reduction approaches. In the first approach (which is used for parameter-dependent multiscale PDEs), we use local minimization techniques, such as sparse POD, to identify multiscale basis functions, which are sparse in the snapshot space. These minimization techniques use $l_1$ minimization to find local multiscale basis functions, which are further used for finding the solution. In the second approach (which is used for the Helmholtz equation), we directly apply $l_1$ minimization techniques to solve the underlying PDEs. This approach is more expensive as it involves a large snapshot space; however, in this example, we can not identify a local minimization principle, such as local generalized SVD.