This was part of Reduced Order and Surrogate Modeling for Digital Twins

Localized Model Order Reduction via Multiscale Spectral Generalised Finite Elements

Robert Scheichl, Heidelberg University

Tuesday, November 11, 2025



Slides
Abstract: Multiscale Spectral Generalized Finite Element Methods (MS-GFEM) are a powerful new discretisation method for general variational problems that satisfy a Gårding-type inequality, including strongly non-Hermitian problems. The construction of optimal approximation spaces is localised and requires no a priori regularity assumptions. The global approximation error is controlled by the local errors, which are rigorously shown to decay nearly exponentially. The optimality hinges on an SVD of the local restriction operator in a suitable, coefficient-dependent inner product on an oversampled patch. Compactness of this operator in the space of a-harmonic functions guarantees spectral accuracy akin to Weyl asymptotics for the Laplacian. As such, MS-GFEM can be seen as an “hp-version” of Localized Orthogonal Decomposition (LOD). Given the coefficient function the local approximation spaces can be constructed efficiently. In this talk, I will show how we can use Grassmannian interpolation of the resulting local approximation spaces on sparse grids in high dimensions to derive localized model order reduction methods that inherit the nearly exponential spatial convergence of MS-GFEM and parametric convergence of sparse grids. I will show some numerical experiments confirming the theoretical results in the context of elliptic problems.