Residual-driven online Generalized Multiscale Finite Element Methods

Abstract: The construction of local reduced-order models via multiscale basis functions has been an area of active research. In this paper, we propose online multiscale basis functions which are constructed using the offline space and the current residual. Online multiscale basis functions are constructed adaptively in some selected regions based on our error indicators. We derive an error estimator which shows that one needs to have an offline space with certain properties to guarantee that additional online multiscale basis function will decrease the error. This error decrease is independent of physical parameters, such as the contrast and multiple scales in the problem. The offline spaces are constructed using Generalized Multiscale Finite Element Methods (GMsFEM). We show that if one chooses a sufficient number of offline basis functions, one can guarantee that additional online multiscale basis functions will reduce the error independent of contrast. We note that the construction of online basis functions is motivated by the fact that the offline space construction does not take into account distant effects. Using the residual information, we can incorporate the distant information provided the offline approximation satisfies certain properties. In the paper, theoretical and numerical results are presented. Our numerical results show that if the offline space is sufficiently large (in terms of the dimension) such that the coarse space contains all multiscale spectral basis functions that correspond to small eigenvalues, then the error reduction by adding online multiscale basis function is independent of the contrast. We discuss various ways computing online multiscale basis functions which include a use of small dimensional offline spaces.