A smoothed particle hydrodynamics-phase field method with radial basis functions and moving least squares for meshfree simulation of dendritic solidification

We present a robust and efficient approach to meshfree phase-field (PF) simulation of dendritic solidification on arbitrary domain geometries using smoothed particle hydrodynamics (SPH). We use radial basis functions (RBFs) and moving least squares (MLS) as alternative approaches for constructing kernel approximation functions exhibiting a higher order of consistency than traditional kernel functions used in SPH. In the proposed smoothed particle hydrodynamics-phase field method (SPH–PFM), proper discretization of the PF order parameter at the diffuse interface region can be easily accomplished independently from the particle spacing resolution used for computing the thermal field distribution. We use an implicit geometry construction approach to automatically generate virtual boundary particles to impose Neumann-type boundary conditions at the domain boundaries. We solve the Allen–Cahn equation locally at particles constructed at a narrow band around the interface region. Additionally, only first-order derivatives of the meshfree approximation functions are needed in our implementation to solve the governing equations. Mathematical formulation and detailed analysis will be presented and discussed where we investigate the effect of the meshfree approximation scheme on the final morphology of the grown dendrite.     

Explicit jump immersed interface method for virtual material design of the effective elastic moduli of composite materials

Virtual material design is the microscopic variation of materials in the computer, followed by the numerical evaluation of the effect of this variation on the material’s macroscopic properties. The goal of this procedure is an in some sense improved material. Here, we give examples regarding the dependence of the effective elastic moduli of a composite material on the geometry of the shape of an inclusion. A new approach on how to solve such interface problems avoids mesh generation and gives second order accurate results even in the vicinity of the interface. The Explicit Jump Immersed Interface Method is a finite difference method for elliptic partial differential equations that works on an equidistant Cartesian grid in spite of non-grid aligned discontinuities in equation parameters and solution. Near discontinuities, the standard finite difference approximations are modified by adding correction terms that involve jumps in the function and its derivatives. This work derives the correction terms for two dimensional linear elasticity with piecewise constant coefficients, i.e. for composite materials. It demonstrates numerically convergence and approximation properties of the method.      

A meshfree numerical method for acoustic wave propagation problems in planar domains with corners and cracks

The numerical solution of acoustic wave propagation problems in planar domains with corners and cracks is considered. Since the exact solution of such problems is singular in the neighborhood of the geometric singularities the standard meshfree methods, based on global interpolation by analytic functions, show low accuracy. In order to circumvent this issue, a meshfree modification of the method of fundamental solutions is developed, where the approximation basis is enriched by an extra span of corner adapted non-smooth shape functions. The high accuracy of the new method is illustrated by solving several boundary value problems for the Helmholtz equation, modelling physical phenomena from the fields of room acoustics and acoustic resonance.     

Moving Kriging Interpolation-based Meshfree Method for Dynamic Analysis of Structures

A novel meshfree model based on the standard element-free Galerkin method incorporated moving Kriging interpolation (MK) is developed for free and forced vibration analysis of 2D structures. Instead of employing moving least square approximation (MLS), shape functions here are constructed by the MK method. Due to the satisfaction of the Kronecker delta function, the essential boundary conditions are thus imposed directly as the finite element method and no special techniques are required. Elastodynamic equations are transformed into a standard weak formulation and then discretized into a meshfree time-dependent equation solved by the standard Newmark time integration method. Some numerical examples of stuctural problems in 2D are attempted, and it is found that the method is adequately accurate and stable for dynamic problems. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

An iterative method based on equation decomposition for the fourth‐order singular perturbation problem

In this article, we propose an iterative method based on the equation decomposition technique ( 1 ) for the numerical solution of a singular perturbation problem of fourth‐order elliptic equation. At each step of the given method, we only need to solve a boundary value problem of second‐order elliptic equation and a second‐order singular perturbation problem. We prove that our approximate solution converges to the exact solution when the domain is a disc. Our numerical examples show the efficiency and accuracy of our method. Our iterative method works very well for singular perturbation problems, that is, the case of 0 < ε ? 1, and the convergence rate is very fast. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Solving the 2-D elliptic Monge-Ampère equation by a Kansa’s method

In this paper, a Kansa’s method is designed to solve numerically the Monge-Ampère equation. The primitive Kansa’s method is a meshfree method which applying the combination of some radial basis functions (such as Hardy’s MQ) to approximate the solution of the linear parabolic, hyperbolic and elliptic problems. But this method is deteriorated when is used to solve nonlinear partial differential equations. We approximate the solution in some local triangular subdomains by using the combination of some cubic polynomials. Then the given problems can be computed in each subdomains independently. We prove the stability and convergence of the new method for the elliptic Monge-Ampère equation. Finally, some numerical experiments are presented to demonstrate the theoretical results.     

OPTIMAL ERROR ESTIMATES OF THE PARTITION OF UNITY METHOD WITH LOCAL POLYNOMIAL APPROXIMATION SPACES

In this paper, we provide a theoretical analysis of the partition of unity finite elementmethod (PUFEM), which belongs to the family of meshfree methods. The usual erroranalysis only shows the order of error estimate to the same as the local approximations[12].Using standard linear finite element base functions as partition of unity and polynomials aslocal approximation space, in 1-d case, we derive optimal order error estimates for PUFEMinterpolants. Our analysis show that the error estimate is of one order higher than thelocal approximations. The interpolation error estimates yield optimal error estimates forPUFEM solutions of elliptic boundary value problems.     

Boundedness of the gradient of a solution and Wiener test of order one for the biharmonic equation

The behavior of solutions to the biharmonic equation is well-understood in smooth domains. In the past two decades substantial progress has also been made for the polyhedral domains and domains with Lipschitz boundaries. However, very little is known about higher order elliptic equations in the general setting. In this paper we introduce new integral identities that allow to investigate the solutions to the biharmonic equation in an arbitrary domain. We establish: (1) boundedness of the gradient of a solution in any three-dimensional domain; (2) pointwise estimates on the derivatives of the biharmonic Green function; (3) Wiener-type necessary and sufficient conditions for continuity of the gradient of a solution. Mathematics Subject Classification (2000)  35J40, 35J30, 35B65     

A local hermitian RBF meshless numerical method for the solution of multi‐zone problems

The local Hermitian interpolation (LHI) method is a strong‐form meshless numerical technique in which the solution domain is covered by a series of small and heavily overlapping radial basis function (RBF) interpolation systems. Aside from its meshless nature and the ability to work on very large scattered datasets, the main strength of the LHI method lies in the formation of local interpolations, which themselves satisfy both boundary and governing PDE operators, leading to an accurate and stable reconstruction of partial derivatives without the need for artificial upwinding or adaptive stencil selection. In this work, an extension is proposed to the LHI formulation which allows the accurate capture of solution profiles across discontinuities in governing equation parameters. Continuity of solution value and mass flux is enforced between otherwise disconnected interpolation systems, at the location of the discontinuity. In contrast to other local meshless methods, due to the robustness of the Hermite RBF formulation, it is possible to impose both matching conditions simultaneously at the interface nodes. The procedure is demonstrated for 1D and 3D convection–diffusion problems, both steady and unsteady, with discontinuities in various PDE properties. The analytical solution profiles for these problems, which experience discontinuities in their first derivatives, are replicated to a high degree of accuracy. The technique has been developed as a tool for solving flow and transport problems around geological layers, as experienced in groundwater flow problems. The accuracy of the captured solution profiles, in scenarios where the local convective velocities exceed those typically encountered in such Darcy flow problems, suggests that the technique is indeed suitable for modeling discontinuities in porous media properties. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1201–1230, 2011     

本征值有限元近似的一个抽象误差估计式

设T：LZ（fi）MLZ（fi）是自共轭全连续算子，SgCLZ（fi）是分片。次有限元空间，几：LZ、St是有限秩自共轭算子，IITh-Tllo、0（h、0）．考虑本征值问题：及其近似用（·，·）和DD·D【。·分别表示h（m中内积和范数·ID·卜F表示w认｝（m中范数，简记D卜队。为D卜卜·因为T自共轭全连续，所以它有可数无穷个本征值h，人，...人，...．其相应的本征函数（2丹构成完全标准直交系，所以VZELZ（m设几的本征值为A。l，汕。，...，汕n，相应的本征函数为如山，卜则。二1·不失一般性，可EitL。设tik一大干二＞，E是到Ah对应的本…     

On Numerical Solution of Shape Inverse Problems

The new method is proposed for the numerical solution of a class of shape inverse problems. The size and the location of a small opening in the domain of integration of an elliptic equation is identified on the basis of an observation. The observation includes the finite number of shape functionals. The approximation of the shape functionals by using the so-called topological derivatives is used to perform the learning process of an artificial neural network. The results of computations for 2D examples show, that the method allows to determine an approximation of the global solution to the inverse problem, sufficiently closed to the exact solution. The proposed method can be extended to the problems with an opening of general shape and to the identification problems of small inclusions. However, the mathematical theory of the proposed approach still requires futher research. In particular, the proof of global convergence of the method is an open problem.     

High Accuracy Solution of Three-Dimensional Biharmonic Equations

In this paper, we consider several finite-difference approximations for the three-dimensional biharmonic equation. A symbolic algebra package is utilized to derive a family of finite-difference approximations for the biharmonic equation on a 27 point compact stencil. The unknown solution and its first derivatives are carried as unknowns at selected grid points. This formulation allows us to incorporate the Dirichlet boundary conditions automatically and there is no need to define special formulas near the boundaries, as is the case with the standard discretizations of biharmonic equations. We exhibit the standard second-order, finite-difference approximation that requires 25 grid points. We also exhibit two compact formulations of the 3D biharmonic equations; these compact formulas are defined on a 27 point cubic grid. The fourth-order approximations are used to solve a set of test problems and produce high accuracy numerical solutions. The system of linear equations is solved using a variety of iterative methods. We employ multigrid and preconditioned Krylov iterative methods to solve the system of equations. Test results from two test problems are reported. In these experiments, the multigrid method gives excellent results. The multigrid preconditioning also gives good results using Krylov methods.     

High order implicit collocation method for the solution of two‐dimensional linear hyperbolic equation

In this article, we introduce a high‐order accurate method for solving the two dimensional linear hyperbolic equation. We apply a compact finite difference approximation of fourth order for discretizing spatial derivatives of linear hyperbolic equation and collocation method for the time component. The resulted method is unconditionally stable and solves the two‐dimensional linear hyperbolic equation with high accuracy. In this technique, the solution is approximated by a polynomial at each grid point that its coefficients are determined by solving a linear system of equations. Numerical results show that the compact finite difference approximation of fourth order and collocation method give a very efficient approach for solving the two dimensional linear hyperbolic equation. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Poisson方程的混合无网格方法(英文)

以Poisson方程的混合变分形式为基础,采用移动最小二乘方法建立插值形函数空间,给出了Poisson方程的混合无网格方法,理论上证明了Poisson方程混合无网格解的存在唯一性,并给出了误差估计.本质边界条件的处理采用Lagrange乘子法.数值算例表明,在应用相同阶次的基函数条件下,利用混合无网格方法求解Poisson方程所得的解的梯度值优于传统的无网格方法及有限元法.     

Optimal uniform error estimates for moving least‐squares collocation with application to option pricing under jump‐diffusion processes

In this study, we derive optimal uniform error bounds for moving least‐squares (MLS) mesh‐free point collocation (also called finite point method) when applied to solve second‐order elliptic partial integro‐differential equations (PIDEs). In the special case of elliptic partial differential equations (PDEs), we show that our estimate improves the results of Cheng and Cheng (Appl. Numer. Math. 58 (2008), no. 6, 884–898) both in terms of the used error norm (here the uniform norm and there the discrete vector norm) and the obtained order of convergence. We then present optimal convergence rate estimates for second‐order elliptic PIDEs. We proceed by some numerical experiments dealing with elliptic PDEs that confirm the obtained theoretical results. The article concludes with numerical approximation of the linear parabolic PIDE arising from European option pricing problem under Merton's and Kou's jump‐diffusion models. The presented computational results (including the computation of option Greeks) and comparisons with other competing approaches suggest that the MLS collocation scheme is an efficient and reliable numerical method to solve elliptic and parabolic PIDEs arising from applied areas such as financial engineering.     

Asymptotic Analysis of Localized Solutions to Some Linear and Nonlinear Biharmonic Eigenvalue Problems

In an arbitrary bounded 2‐D domain, a singular perturbation approach is developed to analyze the asymptotic behavior of several biharmonic linear and nonlinear eigenvalue problems for which the solution exhibits a concentration behavior either due to a hole in the domain, or as a result of a nonlinearity that is nonnegligible only in some localized region in the domain. The specific form for the biharmonic nonlinear eigenvalue problem is motivated by the study of the steady‐state deflection of one of the two surfaces in a Micro‐Electro‐Mechanical System capacitor. The linear eigenvalue problem that is considered is to calculate the spectrum of the biharmonic operator in a domain with an interior hole of asymptotically small radius. One key novel feature in the analysis of our singularly perturbed biharmonic problems, which is absent in related second‐order elliptic problems, is that a point constraint must be imposed on the leading order outer solution to asymptotically match inner and outer representations of the solution. Our asymptotic analysis also relies heavily on the use of logarithmic switchback terms, notorious in the study of Low Reynolds number fluid flow, and on detailed properties of the biharmonic Green’s function and its associated regular part near the singularity. For a few simple domains, full numerical solutions to the biharmonic problems are computed to verify the asymptotic results obtained from the analysis.     

AN EMBEDDED BOUNDARY METHOD FOR ELLIPTIC AND PARABOLIC PROBLEMS WITH INTERFACES AND APPLICATION TO MULTI-MATERIAL SYSTEMS WITH PHASE TRANSITIONS

The embedded boundary method for solving elliptic and parabolic problems in geometrically complex domains using Cartesian meshes by Johansen and Colella （1998, J. Comput. Phys. 147, 60） has been extended for elliptic and parabolic problems with interior boundaries or interfaces of discontinuities of material properties or solutions. Second order accuracy is achieved in space and time for both stationary and moving interface problems. The method is conservative for elliptic and parabolic problems with fixed interfaces. Based on this method, a front tracking algorithm for the Stefan problem has been developed. The accuracy of the method is measured through comparison with exact solution to a two-dimensional Stefan problem. The algorithm has been used for the study of melting and solidification problems.     

A hybrid coupling interface method for elliptic complex interface problems

We propose a coupling interface method (CIM) under Cartesian grid for solving elliptic complex interface problems in arbitrary d dimensions, where the coefficients, the source terms, and the solutions may be discontinuous or singular across the interfaces. It consists of a first-order version (CIM1) and a second-order version (CIM2). In one dimension, this finite difference method at a grid point adjacent to the interface is derived based on piecewise linear (CIM1) or quadratic (CIM2) approximation of the solution and two jump conditions. The method is extended to high dimensions through a dimensionby-dimension approach. To connect information from each dimension, a coupled equation for the principal derivatives is derived through the jump conditions in each coordinate direction. For CIM2, one-side interpolation for cross derivatives is need. This coupling approach reduces number of grid point in the finite difference stencil. The hybrid method uses CIM1 or CIM2 adaptly for complex interface. Numerical tests demonstrate that CIM1 and CIM2 are respectively first order and second order in the maximal norm with less error as compared with other methods. In addition, the hybrid CIM can solve complex interface problems in two and three dimensions. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Application of Cauchy integrals and singular integral equations in scattered data problems

A new approach is suggested for constructing “smooth” surfaces which contain discontinuities in functional values or derivatives at prescribed locations. The approach is based on solving singular integral equations with Cauchy-type kernels. It is applicable in the interpolation or approximation of scattered data. We investigate, in particular, several two-dimensional biharmonic and triharmonic problems which have smooth solutions except on given line segments, across which different types of discontinuities occur. We also discuss some issues concerning the application of the approach in practical problems.     

Discretization of elliptic control problems with time dependent parameters

We consider linear-quadratic problems of optimal control with an elliptic state equation and control constraints. For a discretization of the state equation by the method of Finite Differences and a piecewise approximation of the control we develop error estimates for the solution of the discrete problem and, based on the optimality conditions, we construct a new feasible control for which we derive error estimates of quadratic order.