It's not clear to me what you're trying to achieve.
You can use an array as argument of val() and this is the result:
> Passing an array of element values allows matching <input
> type="checkbox">, <input type="radio"> and <option>s inside of n
> <select multiple="multiple"> to be selected. In the case of <input
> type="radio">s that are part of a radio group and <select
> multiple="multiple"> the other elements will be deselected.
That means that will affect in your case only a select with muptiple choice enabled (and not a simple dropdown list).
If, on the contrary by 'set to multiple values' means adding options to an existing select, val() is not built to do that (for this you can have a look here)