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At least 19 records

First-passage time statistics on surfaces of general shape: Surface PDE solvers using Generalized Moving Least Squares (GMLS)

Here, we develop numerical methods for computing statistics of stochastic processes on surfaces of general shape with drift-diffusion dynamics d X t = a (X t ) dt + b(X t ) d W t . We formulate descriptions of Brownian motion and general drift-diffusion processes on surfaces. We consider statistics of the form u (x) = E x [$∫^{τ}_{0}$ g (X t ) dt ] + E x [ f (X τ )] for a domain Ω and the exit stopping time τ = inf t { t >0 | X i Ω}, where f , g are general smooth functions. For computing these statistics, we develop high-order Generalized Moving Least Squares (GMLS) solvers for associated surface PDE boundary-value problems based on Backward- Kolmogorov equations. We focus particularly on the mean First Passage Times (FPTs) given by the case f = 0, g = 1 where u (x) = E x [τ]. We perform studies for a variety of shapes showing our methods converge with high-order accuracy both in capturing the geometry and the surface PDE solutions. We then perform studies showing how statistics are influenced by the surface geometry, drift dynamics, and spatially dependent diffusivities.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Generalized moving least squares vs. radial basis function finite difference methods for approximating surface derivatives

Approximating differential operators defined on two-dimensional surfaces is an important problem that arises in many areas of science and engineering. Over the past ten years, localized meshfree methods based on generalized moving least squares (GMLS) and radial basis function finite differences (RBF-FD) have been shown to be effective for this task as they can give high orders of accuracy at low computational cost, and they can be applied to surfaces defined only by point clouds. However, there have yet to be any studies that perform a direct comparison of these methods for approximating surface differential operators (SDOs). The first purpose of this work is to fill that gap. For this comparison, we focus on an RBF-FD method based on polyharmonic spline kernels and polynomials (PHS+Poly) since they are most closely related to the GMLS method. Additionally, we use a relatively new technique for approximating SDOs with RBF-FD called the tangent plane method since it is simpler than previous techniques and natural to use with PHS+Poly RBF-FD. Further, the second purpose of this work is to relate the tangent plane formulation of SDOs to the local coordinate formulation used in GMLS and to show that they are equivalent when the tangent space to the surface is known exactly. The final purpose is to use ideas from the GMLS SDO formulation to derive a new RBF-FD method for approximating the tangent space for a point cloud surface when it is unknown. For the numerical comparisons of the methods, we examine their convergence rates for approximating the surface gradient, divergence, and Laplacian as the point clouds are refined for various parameter choices. We also compare their efficiency in terms of accuracy per computational cost, both when including and excluding setup costs.

97 MATHEMATICS AND COMPUTING↗

A discontinuous piecewise polynomial generalized moving least squares scheme for robust finite element analysis on arbitrary grids

A variational approach is developed with a meshless discretization to enable accurate and robust numerical simulation of partial differential equations for meshes that are of poor quality. Traditional finite element methods use the mesh to both discretize the geometric domain and to define the finite element shape functions. The latter creates a dependence between the quality of the mesh and the properties of the finite element basis that may adversely affect the accuracy of the discretized problem. Here, we propose a new approach for defining finite element shape functions that breaks this dependence and separates mesh quality from the discretization quality, which we call discontinuous piecewise polynomial generalized moving least squares (DPP-GMLS). At the core of the approach is a meshless definition of the shape functions, which limits the purpose of the mesh to representing the geometric domain and integrating the basis functions without having any role in their approximation quality. The resulting non-conforming space can be utilized within a standard discontinuous Galerkin framework, providing a rigorous foundation for solving partial differential equations on low-quality meshes. We present a collection of numerical experiments demonstrating our approach in a wide range of settings: strongly coercive elliptic problems, linear elasticity in the compressible regime, and the stationary Stokes problem. We demonstrate convergence for all problems and stability for element pairs for problems which usually require inf-sup compatibility for conforming methods, also referring to a minor modification possible through the symmetric interior penalty Galerkin framework for stabilizing element pairs that would otherwise be traditionally unstable. Mesh robustness is particularly critical for elasticity, and we provide an example that our approach provides a greater than 5 x improvement in accuracy and allows for taking an 8 x larger stable timestep for a highly deformed mesh, compared to the continuous Galerkin finite element method.

97 MATHEMATICS AND COMPUTING↗

Meshfree methods on manifolds for hydrodynamic flows on curved surfaces: A Generalized Moving Least-Squares (GMLS) approach

We utilize generalized moving least squares (GMLS) to develop meshfree techniques for discretizing hydrodynamic flow problems on manifolds. We use exterior calculus to formulate incompressible hydrodynamic equations in the Stokesian regime and handle the divergence-free constraints via a generalized vector potential. This provides less coordinate-centric descriptions and enables the development of efficient numerical methods and splitting schemes for the fourth-order governing equations in terms of a system of second-order elliptic operators. Using a Hodge decomposition, we develop methods for manifolds having spherical topology. We show the methods exhibit high-order convergence rates for solving hydrodynamic flows on curved surfaces. The methods also provide general high-order approximations for the metric, curvature, and other geometric quantities of the manifold and associated exterior calculus operators. The approaches also can be utilized to develop high-order solvers for other scalar-valued and vector-valued problems on manifolds.

97 MATHEMATICS AND COMPUTING↗

A conservative, consistent, and scalable meshfree mimetic method

Mimetic methods discretize divergence by restricting the Gauss theorem to mesh cells. Because point clouds lack such geometric entities, construction of a compatible meshfree divergence remains a challenge. In this work, we define an abstract Meshfree Mimetic Divergence (MMD) operator on point clouds by contraction of field and virtual face moments. This MMD satisfies a discrete divergence theorem, provides a discrete local conservation principle, and is first-order accurate. We consider two MMD instantiations. The first one assumes a background mesh and uses generalized moving least squares (GMLS) to obtain the necessary field and face moments. This MMD instance is appropriate for settings where a mesh is available but its quality is insufficient for a robust and accurate mesh-based discretization. The second MMD operator retains the GMLS field moments but defines virtual face moments using computationally efficient weighted graph-Laplacian equations. This MMD instance does not require a background grid and is appropriate for applications where mesh generation creates a computational bottleneck. It allows one to trade an expensive mesh generation problem for a scalable algebraic one, without sacrificing compatibility with the divergence operator. We demonstrate the approach by using the MMD operator to obtain a virtual finite-volume discretization of conservation laws on point clouds. Finally, numerical results in the paper confirm the mimetic properties of the method and show that it behaves similarly to standard finite volume methods.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Asymptotically Compatible Reproducing Kernel Collocation and Meshfree Integration for Nonlocal Diffusion

Reproducing kernel (RK) approximations are meshfree methods that construct shape functions from sets of scattered data. We present an asymptotically compatible (AC) RK collocation method for nonlocal diffusion models with Dirichlet boundary condition. The numerical scheme is shown to be convergent to both nonlocal diffusion and its corresponding local limit as nonlocal interaction vanishes. The analysis is carried out on a special family of rectilinear Cartesian grids for a linear RK method with designed kernel support. The key idea for the stability of the RK collocation scheme is to compare the collocation scheme with the standard Galerkin scheme, which is stable. In addition, assembling the stiffness matrix of the nonlocal problem requires costly computational resources because high-order Gaussian quadrature is necessary to evaluate the integral. We thus provide a remedy to the problem by introducing a quasi-discrete nonlocal diffusion operator for which no numerical quadrature is further needed after applying the RK collocation scheme. The quasi-discrete nonlocal diffusion operator combined with RK collocation is shown to be convergent to the correct local diffusion problem by taking the limits of nonlocal interaction and spatial resolution simultaneously. The theoretical results are then validated with numerical experiments. We additionally illustrate a connection between the proposed technique and an existing optimization based approach based on generalized moving least squares.

97 MATHEMATICS AND COMPUTING↗

Metrics for Intercomparison of Remapping Algorithms (MIRA) protocol applied to Earth system models

Abstract. Strongly coupled nonlinear phenomena such as those described by Earth system models (ESMs) are composed of multiple component models with independent mesh topologies and scalable numerical solvers. A common operation in ESMs is to remap or interpolate component solution fields defined on their computational mesh to another mesh with a different combinatorial structure and decomposition, e.g., from the atmosphere to the ocean, during the temporal integration of the coupled system. Several remapping schemes are currently in use or available for ESMs. However, a unified approach to compare the properties of these different schemes has not been attempted previously. We present a rigorous methodology for the evaluation and intercomparison of remapping methods through an independently implemented suite of metrics that measure the ability of a method to adhere to constraints such as grid independence, monotonicity, global conservation, and local extrema or feature preservation. A comprehensive set of numerical evaluations is conducted based on a progression of scalar fields from idealized and smooth to more general climate data with strong discontinuities and strict bounds. We examine four remapping algorithms with distinct design approaches, namely ESMF Regrid (Hill et al., 2004), TempestRemap (Ullrich and Taylor, 2015), generalized moving least squares (GMLS) (Trask and Kuberry, 2020) with post-processing filters, and WLS-ENOR (Li et al., 2020). By repeated iterative application of the high-order remapping methods to the test fields, we verify the accuracy of each scheme in terms of their observed convergence order for smooth data and determine the bounded error propagation using challenging, realistic field data on both uniform and regionally refined mesh cases. In addition to retaining high-order accuracy under idealized conditions, the methods also demonstrate robust remapping performance when dealing with non-smooth data. There is a failure to maintain monotonicity in the traditional L2-minimization approaches used in ESMF and TempestRemap, in contrast to stable recovery through nonlinear filters used in both meshless GMLS and hybrid mesh-based WLS-ENOR schemes. Local feature preservation analysis indicates that high-order methods perform better than low-order dissipative schemes for all test cases. The behavior of these remappers remains consistent when applied on regionally refined meshes, indicating mesh-invariant implementations. The MIRA intercomparison protocol proposed in this paper and the detailed comparison of the four algorithms demonstrate that the new schemes, namely GMLS and WLS-ENOR, are competitive compared to standard conservative minimization methods requiring computation of mesh intersections. The work presented in this paper provides a foundation that can be extended to include complex field definitions, realistic mesh topologies, and spectral element discretizations, thereby allowing for a more complete analysis of production-ready remapping packages.

58 GEOSCIENCES↗

A Local Coordinate Approach in the MLPG Method for Beam Problems

System matrices for Euler-Bernoulli beam problems for the meshless local Petrov-Galerkin (MLPG) method deteriorate as the number of nodes in the beam models are consistently increased. The reason for this behavior is explained. To overcome this difficulty and improve the accuracy of the solutions, a local coordinate approach for the evaluation of the generalized moving least squares shape functions and their derivatives is proposed. The proposed approach retains the accuracy of the MLPG methods.

Raju, Ivatury S.↗

Meshless Local Petrov-Galerkin Method for Bending Problems

Recent literature shows extensive research work on meshless or element-free methods as alternatives to the versatile Finite Element Method. One such meshless method is the Meshless Local Petrov-Galerkin (MLPG) method. In this report, the method is developed for bending of beams - C1 problems. A generalized moving least squares (GMLS) interpolation is used to construct the trial functions, and spline and power weight functions are used as the test functions. The method is applied to problems for which exact solutions are available to evaluate its effectiveness. The accuracy of the method is demonstrated for problems with load discontinuities and continuous beam problems. A Petrov-Galerkin implementation of the method is shown to greatly reduce computational time and effort and is thus preferable over the previously developed Galerkin approach. The MLPG method for beam problems yields very accurate deflections and slopes and continuous moment and shear forces without the need for elaborate post-processing techniques.

Phillips, Dawn R.↗

Meshless Local Petrov-Galerkin Euler-Bernoulli Beam Problems: A Radial Basis Function Approach

A radial basis function implementation of the meshless local Petrov-Galerkin (MLPG) method is presented to study Euler-Bernoulli beam problems. Radial basis functions, rather than generalized moving least squares (GMLS) interpolations, are used to develop the trial functions. This choice yields a computationally simpler method as fewer matrix inversions and multiplications are required than when GMLS interpolations are used. Test functions are chosen as simple weight functions as in the conventional MLPG method. Compactly and noncompactly supported radial basis functions are considered. The non-compactly supported cubic radial basis function is found to perform very well. Results obtained from the radial basis MLPG method are comparable to those obtained using the conventional MLPG method for mixed boundary value problems and problems with discontinuous loading conditions.

Raju, I. S.↗

A Meshless Method Using Radial Basis Functions for Beam Bending Problems

A meshless local Petrov-Galerkin (MLPG) method that uses radial basis functions (RBFs) as trial functions in the study of Euler-Bernoulli beam problems is presented. RBFs, rather than generalized moving least squares (GMLS) interpolations, are used to develop the trial functions. This choice yields a computationally simpler method as fewer matrix inversions and multiplications are required than when GMLS interpolations are used. Test functions are chosen as simple weight functions as they are in the conventional MLPG method. Compactly and noncompactly supported RBFs are considered. Noncompactly supported cubic RBFs are found to be preferable. Patch tests, mixed boundary value problems, and problems with complex loading conditions are considered. Results obtained from the radial basis MLPG method are either of comparable or better accuracy than those obtained when using the conventional MLPG method.

Raju, I. S.↗

Simple Test Functions in Meshless Local Petrov-Galerkin Methods

Two meshless local Petrov-Galerkin (MLPG) methods based on two different trial functions but that use a simple linear test function were developed for beam and column problems. These methods used generalized moving least squares (GMLS) and radial basis (RB) interpolation functions as trial functions. These two methods were tested on various patch test problems. Both methods passed the patch tests successfully. Then the methods were applied to various beam vibration problems and problems involving Euler and Beck's columns. Both methods yielded accurate solutions for all problems studied. The simple linear test function offers considerable savings in computing efforts as the domain integrals involved in the weak form are avoided. The two methods based on this simple linear test function method produced accurate results for frequencies and buckling loads. Of the two methods studied, the method with radial basis trial functions is very attractive as the method is simple, accurate, and robust.

Raju, Ivatury S.↗

Performance comparison of five frequency domain system identification techniques for helicopter higher harmonic control

This paper presents the results of a computer simulation comparing the performance of five system identification techniques currently proposed for use with helicopter, frequency domain, higher harmonic vibration control algorithms. The system identification techniques studied were: (1) the weighted least squares method in moving block format, (2) the classical Kalman filter, (3) a generalized Kalman filter, (4) the classical least mean square (LMS) filter, and (5) a generalized LMS filter. The generalized Kalman and LMS filters were derived by allowing for multistep operation, rather than the single-step update approach used by their classical versions. Both open-loop and closed-loop (vibration control mode) identification results are presented in the paper. The algorithms are evaluated in terms of their accuracy, stability, convergence properties, computation speeds, and the relative ease with which these techniques may be directly applied to the helicopter vibration control problem.

Jacklin, Stephen A.↗

A quasi-meshfree method for constructing boundary-aware reproducing bases on geometrically complex domains using manifold geodesics

In many applications, physical domains are geometrically complex making it challenging to perform coarse-scale approximation. A defeaturing process is often used to simplify the domain in preparation for approximation and analysis at the coarse scale. In this paper, a methodology is presented for constructing a coarse-scale reproducing basis on geometrically complex domains given an initial fine-scale mesh of the fully featured domain. The initial fine-scale mesh can be of poor quality and extremely refined. The construction of the basis functions begins with a coarse-scale covering of the domain and generation of weighting functions with local support. Manifold geodesics are used to define distances within the local support for general applicability to non-convex domains. Conventional moving least squares is used to construct the coarse-scale reproducing basis. Applications in quasi-interpolation and linear elasticity are presented.

97 MATHEMATICS AND COMPUTING↗

Three-Dimensional Aeroelastic and Aerothermoelastic Behavior in Hypersonic Flow

The aeroelastic and aerothermoelastic behavior of three-dimensional configurations in hypersonic flow regime are studied. The aeroelastic behavior of a low aspect ratio wing, representative of a fin or control surface on a generic hypersonic vehicle, is examined using third order piston theory, Euler and Navier-Stokes aerodynamics. The sensitivity of the aeroelastic behavior generated using Euler and Navier-Stokes aerodynamics to parameters governing temporal accuracy is also examined. Also, a refined aerothermoelastic model, which incorporates the heat transfer between the fluid and structure using CFD generated aerodynamic heating, is used to examine the aerothermoelastic behavior of the low aspect ratio wing in the hypersonic regime. Finally, the hypersonic aeroelastic behavior of a generic hypersonic vehicle with a lifting-body type fuselage and canted fins is studied using piston theory and Euler aerodynamics for the range of 2.5 less than or equal to M less than or equal to 28, at altitudes ranging from 10,000 feet to 80,000 feet. This analysis includes a study on optimal mesh selection for use with Euler aerodynamics. In addition to the aeroelastic and aerothermoelastic results presented, three time domain flutter identification techniques are compared, namely the moving block approach, the least squares curve fitting method, and a system identification technique using an Auto-Regressive model of the aeroelastic system. In general, the three methods agree well. The system identification technique, however, provided quick damping and frequency estimations with minimal response record length, and therefore o ers significant reductions in computational cost. In the present case, the computational cost was reduced by 75%. The aeroelastic and aerothermoelastic results presented illustrate the applicability of the CFL3D code for the hypersonic flight regime.

McNamara, Jack J.↗