Multi Scale Methods
Multi Scale problems
Below is a list of useful literature on the subject, along with comments.
Literature
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Tutorials in multi scale problems by Runborg et al. Some tutorials on Multi Scale Simulations (FMM, Wavelet analysis.) The one on Wavelet analysis is interesting (Runborg.)
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Introductory book
Homogenization recap in Appendix B: Typically a problem of the form$ \nabla \cdot (a(x/\epsilon) \nabla u(x)) + a_0(x/\epsilon) u(x) = f(x), \implies L_\epsilon u = f $
where $a$ and $a_0$ are 1-periodic functions. Goal is to study the limit as $\epsilon \to 0$. Homogenisation theory is not what we are interested in. Instead, we want to minimize error of a low resolution approximation, at a nonzero $\epsilon$. Of course we still want convergence to homogenized solution as $\epsilon \to 0$. The 1-d homogenization consists of taking the harmonic average.
The standard assumption seems to be periodic multi scale:
$ u(x) = \tilde{u}(x) + \phi(x/\epsilon), $
where $\tilde{u}$ and $\phi$ are periodic, and $\tilde{u}$ is band limited to some large scale $»1/\epsilon$.