An offline-online strategy for multiscale problems with random defects

Axel Målqvist, Barbara Verfürth

In this paper, we propose an offline-online strategy based on the Localized Orthogonal Decomposition (LOD) method for elliptic multiscale problems with randomly perturbed diffusion coefficient. We consider a periodic deterministic coefficient with local defects that occur with probability $p$. The offline phase pre-computes entries to global LOD stiffness matrices on a single reference element (exploiting the periodicity) for a selection of defect configurations. Given a sample of the perturbed diffusion the corresponding LOD stiffness matrix is then computed by taking linear combinations of the pre-computed entries, in the online phase. Our computable error estimates show that this yields a good coarse-scale approximation of the solution for small $p$. Moreover, extensive numerical experiments illustrate that relative errors of a few percent are achieved up to at least $p=0.1$. This makes the proposed technique attractive already for moderate sample sizes in a Monte Carlo simulation.

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