Toward seamless multiscale computations

Efficient and robust numerical simulation of multiscale problems encountered in science and engineering is a formidable challenge. Full resolution of multiscale problems using direct numerical simulations requires enormous amounts of computational time and resources. This thesis develops seamless multiscale methods for ordinary and partial differential equations under the framework of the heterogeneous multiscale method (HMM).

The first part of the thesis is devoted to the development of seamless multiscale integrators for ordinary differential equations. The first method, which we call backward-forward HMM (BFHMM), uses splitting and on-the-fly filtering techniques to capture slow variables of highly oscillatory problems without any a priori information. The second method, denoted by variable step size HMM (VSHMM), as the name implies, uses variable mesoscopic step sizes for the unperturbed equation, which gives computational efficiency and higher accuracy. VSHMM can be applied to dissipative problems as well as highly oscillatory problems, while BFHMM has some difficulties when applied to the dissipative case. The effect of variable time stepping is analyzed and the two methods are tested numerically.

Multi-spatial problems and numerical methods are discussed in the second part. Seamless heterogeneous multiscale methods (SHMM) for partial differential equations, especially the parabolic case without scale separation are proposed. SHMM is developed first for the multiscale heat equation with a continuum of scales in the diffusion coefficient. This seamless method uses a hierarchy of local grids to capture effects from each scale and uses filtering in Fourier space to impose an artificial scale gap. SHMM is then applied to advection enhanced diffusion problems under incompressible turbulent velocity fields.