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In this paper, we proposed two new types of edge multiscale methods motivated by [14] to solve Partial Differential Equations (PDEs) with high-contrast heterogeneous coefficients: Edge Spectral Multiscale Finite Element Method (ESMsFEM) and Wavelet-based Edge Multiscale Finite Element Method (WEMsFEM). Their convergence rates for elliptic problems with high-contrast heterogeneous coefficients are demonstrated in terms of the coarse mesh size H , the number of spectral basis functions and the level of the wavelet space ℓ , which are verified by extensive numerical tests. • We propose a new multiscale methods for problems with heterogeneous coefficients. • This new approach is very accurate and efficient. • We apply the approximation properties of the wavelets on the edges. • This new approach is very flexible and can be applied to other problems. [ABSTRACT FROM AUTHOR]

Numerous problems involving gradient-driven transport processes—e.g., Fourier's and Darcy's law—in heterogeneous materials concern a physical domain that is much larger than the scale at which the coefficients vary spatially. To overcome the prohibitive computational cost associated with such problems, the well-established Distributed Microstructure Model (DMM) provides a two-scale description of the transport process that produces a computationally cheap approximation to the fine-scale solution. This is achieved via the introduction of sparsely distributed micro-cells that together resolve small patches of the fine-scale structure: a macroscopic equation with an effective coefficient describes the global transport and a microscopic equation governs the local transport within each micro-cell. In this paper, we propose a new formulation, the Extended Distributed Microstructure Model (EDMM), where the macroscopic flux is instead defined as the average of the microscopic fluxes within the micro-cells. This avoids the need for any effective parameters and more accurately accounts for a non-equilibrium field in the micro-cells. Another important contribution of the work is the presentation of a new and improved numerical scheme for performing the two-scale computations using control volume, Krylov subspace and parallel computing techniques. Numerical tests are carried out on two challenging test problems: heat conduction in a composite medium and unsaturated water flow in heterogeneous soils. The results indicate that while DMM is more efficient, EDMM is more accurate and is able to capture additional fine-scale features in the solution. [ABSTRACT FROM AUTHOR]

• A new algorithm incorporates model reduction in the spatial and temporal domains. • We study parabolic problems with heterogeneous coefficients and rough initial data. • We derive convergence analysis that weakly depends on the heterogeneous coefficients. • The convergence is rigorously studied, which greatly improves the current result. • Extensive numerical tests are performed to show the fast convergence of our algorithm. We propose in this paper the Wavelet-based Edge Multiscale Parareal (WEMP) Algorithm to solve parabolic equations with heterogeneous coefficients efficiently. This algorithm combines the advantages of multiscale methods that can deal with heterogeneity in the spatial domain effectively, and the strength of parareal algorithms for speeding up time evolution problems when sufficient processors are available. We derive the convergence rate of this algorithm in terms of the mesh size in the spatial domain, the level parameter used in the multiscale method, the coarse-scale time step and the fine-scale time step. Extensive numerical tests are presented to demonstrate the performance of our algorithm, which verify our theoretical results perfectly. [ABSTRACT FROM AUTHOR]