Super-localization of elliptic multiscale problems

Abstract: Numerical homogenization aims to efficiently and accurately approximate the solution space of an elliptic partial differential operator with arbitrarily rough coefficients in a $d$-dimensional domain. The application of the inverse operator to some standard finite element space defines an approximation space with uniform algebraic approximation rates with respect to the mesh size parameter $H$. This holds even for under-resolved rough coefficients. However, the true challenge of numerical homogenization is the localized computation of a localized basis for such an operator-dependent approximate solution space. This paper presents a novel localization technique that enforces the super-exponential decay of the basis relative to $H$. This shows that basis functions with supports of width $\mathcal O(H|\log H|^{(d-1)/d})$ are sufficient to preserve the optimal algebraic rates of convergence in $H$ without pre-asymptotic effects. A sequence of numerical experiments illustrates the significance of the new localization technique when compared to the so far best localization to supports of width $\mathcal O(H|\log H|)$.