Implementation of the Multiscale Stochastic Finite Element Method on Elliptic PDE Problems

Abstract

In this study, a multi-scale finite element method was proposed to solve two linear scale-coupling stochastic elliptic PDE problems, a tightly stretched wire and flow through porous media. At microscopic level, the main idea was to form coarse-scale equations with a prescribed analytic form that may differ from the underlying fine-scale equations. The relevant stochastic homogenization theory was proposed to model the effective global material coefficient matrix. At the macroscopic level, the Karhunen–Loeve decomposition was coupled with a Polynomial Chaos expansion in conjunction with a Galerkin projection to achieve an efficient implementation of the randomness into the solution procedure. Various stochastic methods were used to plug the microscopic cell to the global system. Strategy and relevant algorithms were developed to boost computational efficiency and to break the curse of dimension. The results of numerical examples were shown consistent with ones from literature. It indicates that the proposed numerical method can act as a paradigm for general stochastic partial differential equations involving multi-scale stochastic data. After some modification, the proposed numerical method could be extended to diverse scientific disciplines such as geophysics, material science, biological systems, chemical physics, oceanography, and astrophysics, etc.