A unified framework for multiscale spectral generalized FEMs and low-rank approximations to multiscale PDEs (2311.08761v3)

Abstract: This work presents an abstract framework for the design, implementation, and analysis of the multiscale spectral generalized finite element method (MS-GFEM), a particular numerical multiscale method originally proposed in [I. Babuska and R. Lipton, Multiscale Model.\;\,Simul., 9 (2011), pp.~373--406]. MS-GFEM is a partition of unity method employing optimal local approximation spaces constructed from local spectral problems. We establish a general local approximation theory demonstrating exponential convergence with respect to local degrees of freedom under certain assumptions, with explicit dependence on key problem parameters. Our framework applies to a broad class of multiscale PDEs with $L^{\infty}$-coefficients in both continuous and discrete, finite element settings, including highly indefinite problems (convection-dominated diffusion, as well as the high-frequency Helmholtz, Maxwell and elastic wave equations with impedance boundary conditions), and higher-order problems. Notably, we prove a local convergence rate of $O(e^{-cn^{1/d}})$ for MS-GFEM for all these problems, improving upon the $O(e^{-cn^{1/(d+1)}})$ rate shown by Babuska and Lipton. Moreover, based on the abstract local approximation theory for MS-GFEM, we establish a unified framework for showing low-rank approximations to multiscale PDEs. This framework applies to the aforementioned problems, proving that the associated Green's functions admit an $O(|\log\epsilon|^{d})$-term separable approximation on well-separated domains with error $\epsilon>0$. Our analysis improves and generalizes the result in [M. Bebendorf and W. Hackbusch, Numerische Mathematik, 95 (2003), pp.~1-28] where an $O(|\log\epsilon|^{d+1})$-term separable approximation was proved for Poisson-type problems.