Advances in Computational Mathematics

, Volume 43, Issue 2, pp 411–442 | Cite as

QTT-finite-element approximation for multiscale problems I: model problems in one dimension

  • Vladimir KazeevEmail author
  • Ivan Oseledets
  • Maxim Rakhuba
  • Christoph Schwab


Tensor-compressed numerical solution of elliptic multiscale-diffusion and high frequency scattering problems is considered. For either problem class, solutions exhibit multiple length scales governed by the corresponding scale parameter: the scale of oscillations of the diffusion coefficient or smallest wavelength, respectively. As is well-known, this imposes a scale-resolution requirement on the number of degrees of freedom required to accurately represent the solutions in standard finite-element (FE) discretizations. Low-order FE methods are by now generally perceived unsuitable for high-frequency coefficients in diffusion problems and high wavenumbers in scattering problems. Accordingly, special techniques have been proposed instead (such as numerical homogenization, heterogeneous multiscale method, oversampling, etc.) which require, in some form, a-priori information on the microstructure of the solution. We analyze the approximation properties of tensor-formatted, conforming first-order FE methods for scale resolution in multiscale problems without a-priori information. The FE methods are based on the dynamic extraction of principal components from stiffness matrices, load and solution vectors by the quantized tensor train (QTT) decomposition. For prototypical model problems, we prove that this approach, by means of the QTT reparametrization of the FE space, allows to identify effective degrees of freedom to replace the degrees of freedom of a uniform “virtual” (i.e. never directly accessed) mesh, whose number may be prohibitively large to realize computationally. Precisely, solutions of model elliptic homogenization and high-frequency acoustic scattering problems are proved to admit QTT-structured approximations whose number of effective degrees of freedom required to reach a prescribed approximation error scales polylogarithmically with respect to the reciprocal of the target Sobolev-norm accuracy ε with only a mild dependence on the scale parameter. No a-priori information on the nature of the problems and intrinsic length scales of the solution is required in the numerical realization of the presently proposed QTT-structured approach. Although only univariate model multiscale problems are analyzed in the present paper, QTT structured algorithms are applicable also in several variables. Detailed numerical experiments confirm the theoretical bounds. As a corollary of our analysis, we prove that for the mentioned model problems, the Kolmogorov n-widths of solution sets are exponentially small for analytic data, independently of the problems’ scale parameters. That implies, in particular, the exponential convergence of reduced basis techniques which is scale-robust, i.e., independent of the scale parameter in the problem.


Multiscale problems Helmholtz equation Homogenization Scale resolution Exponential convergence Tensor decompositions Quantized tensor trains 

Mathematics Subject Classification (2010)

15A69 35B27 35J05 65N15 65N30 


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Copyright information

© Springer Science+Business Media New York 2016

Authors and Affiliations

  1. 1.University of GenevaGenevaSwitzerland
  2. 2.Skolkovo Institute of Science and TechnologySkolkovoRussia
  3. 3.Institute of Numerical MathematicsRussian Academy of SciencesMoscowRussia
  4. 4.Seminar for Applied MathematicsETH ZurichZurichSwitzerland

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