Analysis Of Upwind Method For Piecewise Deterministic Markov Processes

Abstract

AbstractA numerical upscaling approach, NU, for solving multiscale elliptic problems is discussed. The main components of this NU are: i) local solve of aux-iliary problems in grid blocks and formal upscaling of the obtained results to build a coarse scale equation; ii) global solve of the upscaled coarse scale equation; and iii) reconstruction of a fine scale solution by solving local block problems on a dual coarse grid. By its structure NU is similar to other methods for solving multiscale elliptic problems, such as the multiscale finite element method, the multiscale mixed finite element method, the numerical subgrid upscaling method, heterogeneous mul-tiscale method, and the multiscale finite volume method. The difference with those methods is in the way the coarse scale equation is build and solved, and in the way the fine scale solution is reconstructed. Essential components of the presented here NU approach are the formal homogenization in the coarse blocks and the usage of so called multipoint flux approximation method, MPFA. Unlike the usual usage of MPFA as a discretization method for single scale elliptic problems with tensor discontinuous coefficients, we consider its usage as a part of a numerical upscaling approach. An aim of this paper is to compare the performance of NU with the one of MsFEM for ceratin multiscale problems. In particular, it is shown that the resonance effect, which limits the application of the Multiscale FEM, does not appear, or it is significantly relaxed, when the presented here numerical upscaling approach is applied.