Multiscale Elliptic PDE Upscaling and Function Approximation via Subsampled Data
There is an intimate connection between numerical upscaling of multiscale PDEs and scattered data approximation of heterogeneous functions: the coarse variables selected for deriving an upscaled equation (in the former) correspond to the sampled information used for approximation (in the latter). As such, both problems can be thought of as recovering a target function based on some coarse data that are either artificially chosen by an upscaling algorithm or determined by some physical measurement process. The purpose of this paper is then to study, under such a setup and for a specific elliptic problem, how the lengthscale of the coarse data, which we refer to as the subsampled lengthscale, influences the accuracy of recovery, given limited computational budgets. Our analysis and experiments identify that reducing the subsampling lengthscale may improve the accuracy, implying a guiding criterion for coarse-graining or data acquisition in this computationally constrained scenario, especially leading to direct insights for the implementation of the Gamblets method in the numerical homogenization literature. Moreover, reducing the lengthscale to zero may lead to a blow-up of approximation error if the target function does not have enough regularity, suggesting the need for a stronger prior assumption on the target function to be approximated. We introduce a singular weight function to deal with it, both theoretically and numerically. This work sheds light on the interplay of the lengthscale of coarse data, the computational costs, the regularity of the target function, and the accuracy of approximations and numerical simulations.
© 2022, Society for Industrial and Applied Mathematics. Received by the editors October 9, 2020; accepted for publication (in revised form) October 28,2021; published electronically February 24, 2022. This research is in part supported by NSF grants DMS-1912654 and DMS-1907977.The first author is partly supported by the Caltech Kortchak Scholar Program.
Accepted Version - 2010.04199.pdf
Published - 20m1372214.pdf