Numerical Solution of Poisson's Equation in an Arbitrary Domain by using Meshless R-Function Method.
Kozulic, Vedrana ; Gotovac, Blaz
Numerical Solution of Poisson's Equation in an Arbitrary Domain by using Meshless R-Function Method.
1. Introduction
Widely used mesh-based numerical methods such as finite element,
finite difference, and finite volume methods, introduce a finite number
of nodes to specify boundary conditions and perform numerical
computations, and use spatial grids to approximate the geometric shape
of a model. However, in modelling problems with complex geometry,
difficulties often appear in creating good spatial grid that conforms to
the shape of the model. To overcome this obstacle, a new class of
numerical methods has been developed called meshfree or meshless
methods. These methods may still use spatial grids to construct the
basis functions and perform numerical computations, but such grids do
not necessarily have to conform to the geometric model. To date, many
different meshfree methods have been developed. Their detailed review
and comparison can be found in many references [1], [2], [3], [4], [5].
Many meshfree methods use radial basis functions to represent solutions
of engineering problems [6]. Using meshfree methods significantly
simplified the meshing process, but, at the same time, it made the
treatment of boundary conditions as demanding task [7].
Here, a numerical method for solving engineering problems that
enables exact treatment of all prescribed boundary conditions at all
boundary points and does not require numerical integration is presented.
It combines meshfree method known as solution structure method, atomic
basis functions (ABFs) and a collocation technique.
In the solution structure method, a solution is sought in the form
of formulae called solution structure. The original idea is due to
Kantorovich [8]. He proposed that the homogeneous Dirichlet conditions
may be satisfied exactly by representing the solution as the product of
two functions: (1) an real-valued function that takes on zero values on
the boundary points; and (2) an unknown function that allows to satisfy
(exactly or approximately) the differential equation of the problem.
Such a solution structure was used by Kantorovich and his students to
solve boundary value problems on geometrically simple domains.
Rvachev [9] suggested using R-functions--the real valued functions
that behave as continuous analogy of logical Boolean functions.
R-functions allow construction of a set of functions vanishing on the
boundary that possess desired differential properties and may be
assembled into a solution structure. Based on the theory of R-functions,
the RFunction Method (RFM), also known as solution structure method, is
developed which can be applied to problems with arbitrarily complex
domains and boundary conditions. Over the last several decades, the
theory of R-functions have been applied to numerous scientific and
engineering problems by Rvachev and his students [10], [11]. The RFM has
been applied to problems of thermo conduction, elasticity, magneto-
hydrodynamics, various problems in inhomogeneous media, and many other
areas [12].
This paper presents the use of atomic basis functions to
approximate unknown differential component of the solution structure.
They are infinitely-differentiable functions with compact support [13],
[14], [15]. Rvachev and Rvachev [13], in their pioneering work, called
these basis functions "atomic" because they span the vector
spaces of all three fundamental functions in mathematics: algebraic,
exponential and trigonometric polynomials. In numerical modelling, we
applied Fup basis functions that belong to the atomic functions of
algebraic type [16], [17], [18]. All derivatives of atomic Fup basis
functions required by differential operators in the solution structure
can be used directly in the numerical procedure. This fact allows to use
procedures based on strong formulation. To determine the coefficients of
linear combination in the solution structure, a collocation technique is
used.
2. Solution Structure Method: Basic principle
The original idea of the solution structure method [8] is to
express the solution of two-dimensional boundary value problem with
homogeneous Dirichlet boundary conditions
u[|.sub.[GAMMA]] = 0 (1)
by formula called solution structure in the form of the product of
two functions:
u = [omega][PHI] (2)
where [omega]: [R.sup.n] [right arrow] R is a known function that
takes on zero values on the boundary of the domain [GAMMA] and is
positive in the interior of the domain [OMEGA], and [PHI] is some
unknown function that allows to satisfy (exactly or approximately) the
differential equation of the problem.
In most practical situations, unknown [PHI] is represented by a
linear combination of basis functions
[PHI] = [n.summation over (i=1)][C.sub.i][F.sub.i] (3)
where [C.sub.i] are scalar coefficients and [F.sub.i] are some
basis functions. The solution structure does not place any constraints
on the choice of basis functions. Numerical values of the coefficients
[C.sub.i] can be obtained by using different numerical methods.
For complex domains, Rvachev [9] set the theory of R-functions
which was the basis for the development of the Rfunction method.
2.1. Theory of R-functions
The question is how to generate functions that will simply describe
the given domain and satisfy different boundary conditions on any part
of the boundary? There is an elegant way by using [omega] functions.
Generating [omega] functions over the complex area is proposed by
the Ukrainian scientist V. L. Rvachev. Rvachev [9] came up with the idea
that logic operations of Boolean algebra are applied to the functions.
In this way he created so called semi-algebra. Basic R-operations are
shown in Fig. 1.
R--conjunction (section) ([f.sub.1] [conjunction] [f.sub.2]):
Boolean function is logical "and" ([conjunction]). It is
defined in the form: [mathematical expression not reproducible]
R--disjunction (union) ([f.sub.1] [disjunction] [f.sub.2]):
Boolean function is logical "or" ([disjunction]). It is
defined in the form: [mathematical expression not reproducible]
R--negation ([logical not]f = -f). The logical negation of the
function is the change of sign of that function: [F.sub.3](f) = [bar.f]
[equivalent to] -f.
Using these operations, we can determine the function [omega] over
the very complex domains. Then such functions are called R-functions.
3. General solution structures
Once we constructed the solution structure u = [omega][PHI] for the
boundary value problems with homogeneous Dirichlet boundary conditions,
it is easy to obtain the solution structure for nonhomogeneous
conditions
u[|.sub.[GAMMA]]= [[phi].sub.0] (4)
Let [phi] be the extension of the [[phi].sub.0] inside the domain
[OMEGA]. Then the solution structure
u = [omega][PHI] + [phi] (5)
satisfies the prescribed boundary conditions exactly. In practice,
the function [[phi].sub.0] may be specified in a piecewise fashion, with
a different value [[phi].sub.i] prescribed on each portion of the
boundary [[GAMMA].sub.i]. Such individual boundary conditions may be
combined into a single global function [phi] [9], [12]:
[mathematical expression not reproducible] (6)
Detailed and systematic derivations of solution structures for more
general boundary conditions can be found for example, in references [9]
and [12]. General solution structure for the second- order boundary
value problem with mixed boundary conditions:
[mathematical expression not reproducible] (7)
can be written in the form that interpolates boundary conditions on
[[GAMMA].sub.1] and [[GAMMA].sub.2] according to [9]:
[mathematical expression not reproducible] (8)
where h is a part of the Robin boundary condition. [[omega].sub.1]
is part of the primary function [omega] that belongs to the part of the
boundary [[GAMMA].sub.1] while [[omega].sub.2] is part of the primary
function [omega] that belongs to the part of the boundary
[[GAMMA].sub.2]. For example, for the domain in Fig. 2 can be written:
[mathematical expression not reproducible].
Differential operator of the first order [mathematical expression
not reproducible] is:
[mathematical expression not reproducible] (9)
Differential operators in the solution structures transmit
information about the dynamic boundary conditions from the boundary to
the domain. To this extension be consistent, the primary function ra
must be normalized function [11]. From the general solution structure,
one can derive solutions for all cases of boundary conditions. For h=0,
Robin boundary condition becomes Neumann boundary condition:
[mathematical expression not reproducible] (10)
For these mixed boundary conditions, the solution structure is:
[mathematical expression not reproducible] (11)
For only Neumann boundary conditions, with substitutions
[[omega].sub.1] = 1, [[omega].sub.2] = [omega], the solution structure
can be written in this form:
u = [PHI] - [omega][D.sup.[omega].sub.1]([PHI]) - [omega][psi] +
[[omega].sup.2][PHI] (12)
where [D.sup.[omega].sub.1]([PHI]) = [nabla][omega] x
[nabla]([PHI]) is a differential operator in the direction of the
internal normal to the boundary [GAMMA]. The resulting function [psi]
interpolates the individual values [[psi].sub.i]:
[mathematical expression not reproducible] (13)
For only Dirichlet boundary conditions u[|.sub.[GAMMA]] =
[[phi].sub.0], with substitutions [[omega].sub.1] = [omega],
[[omega].sub.2] = 0, the solution structure can be written in the
previously mentioned form u = [omega][PHI] + [phi].
4. Combining solution structure method with atomic basis functions
and collocation method
A physical field being modelled is represented by a solution
structure that can be written in a general form:
u = u([omega], [PSI], [PHI]) (14)
The solution component [omega] exactly introduces all information
on the domain geometry. So, [omega] is called the primary function of
the solution. The second component [PSI] accurately introduces all
information about boundary conditions. The third or differential
component [PHI] can be determined as a linear combination of chosen
basis functions in the form [PHI] = [n.summation over
(i=1)][C.sub.i][F.sub.i]. Approximation properties of the solution
structure to a large extent are determined by selection of basis
functions [{[F.sub.1]}.sup.n.sub.i=1]. Here, we propose to use
[Fup.sub.n](x) basis functions because they are well conditioned, they
have compact support and good approximation properties [19]. Index n
denotes the highest degree of the polynomial that can be expressed
exactly in the form of linear combination of [Fup.sub.n](x) basis
functions. The length of the Fup function support is determined
according to expression [-(n + 2) [2.sup.-n-1]; (n + 2) [2.sup.-n-1]].
For the Fup basis functions, a criterion of choice of collocation
points exists [20]. It is optimal to perform collocation in natural
knots of basis functions, i.e. vertices of basis functions situated in a
closed domain as shown in Fig. 3. This selection of collocation points
provides the simplest numerical procedure, banded collocation matrix is
obtained, which is diagonally dominant and thus well conditioned. This
selection also implies uniformly distributed nodes set.
To basis functions set can be complete, we must keep all basis
functions with vertices outside the domain that have values inside the
domain different from zero, and we have to write one conditional
equation for each of them.
In the case of 1D problems, if [Fup.sub.4](x) basis functions are
selected, an unknown component of the solution is:
[mathematical expression not reproducible] (15)
Then the function [PHI](x) is defined on the whole real axis. This
linear combination can accurately represent an arbitrary algebraic
polynomial of the fourth degree [P.sub.4](x). The R-function method
satisfies exactly all boundary conditions using the solution structure,
so it is only necessary to satisfy the differential equation in
collocation points inside the domain [a, b].
For the coefficients of basis functions with vertices outside the
domain (see Fig. 4), the following recursive formulas that represent
connections between external and internal coefficients are used:
[mathematical expression not reproducible] (16)
These recursive formulas are obtained from the condition that the
fifth derivative in the middle of the collocation points is equal zero
([[PHI].sup.V](x) = 0 in x = a + [DELTA]x/2 and x = b - [DELTA]x/2, see
Fig. 4). In this way, an arbitrary solution function outside of the
domain is naturally extended by corresponding polynomial of the fourth
degree [P.sub.4](x).
The basis function for numerical analyses of two-dimensional
problems is obtained from the Cartesian product of two one-dimensional
Fup functions defined for each direction:
[Fup.sub.n](x, y) = [Fup.sub.n](x) x [Fup.sub.n](y) (17)
Calculation of all required derivatives of function
[Fup.sub.n](x,y) can be written in an analogue form [16].
5. Numerical examples
In this section, we will investigate numerical properties of the
proposed approach by solving boundary value problems for Poisson
equation with homogeneous Dirichlet boundary conditions and
nonhomogeneous Neumann boundary conditions and compare the obtained
results with analytic solutions. To perform this comparison, we will
choose a benchmark problem with known analytic (exact) solutions.
5.1. Example of homogeneous Dirichlet problem: torsion problem
We now apply R-function method to the torsion problem for a bar
with the cross section shown in Fig. 5a). The elastic torsion of a bar
is a classical problem in the theory of elasticity [21], [22]. This
problem may be reduced to the boundary value problem with Poisson
equation and homogeneous Dirichlet boundary conditions:
[mathematical expression not reproducible] (18)
where u(x, y) is the stress function, G is the shear modulus, while
v is the angle of twist per unit length of a bar. Shear stress
components are determined according to the following expressions:
[[tau].sub.xz] = [partial derivative]u/[partial derivative]y;
[[tau].sub.yz] = - [partial derivative]u/[partial derivative]x (19)
Exact solution for this domain has been derived by algebraic
polynomials in [23] and will be used here for comparison. An analytic
solution for the stress function and maximum shear stress are expressed
in term of a parameter a:
[mathematical expression not reproducible]. (20)
For G = 1.0, I = 1.0 and a = 12.0 an exact values are [u.sub.A
exact] = 10.666, [[tau].sub.max exact] = 6.0.
We will represent approximate solution in the form (2), with
function ra defined by (21). For the undetermined function [PHI] we
choose a linear combination of [Fup.sub.4](x,y) basis functions on a
uniform 26x29 grid shown in Fig. 5b). Only points within the domain are
collocation points; for points outside of the domain (black dots in Fig.
5b) recursive formulas are written according to (16) while the remaining
points (white dots in Fig. 5b) are not included in the procedure. So,
the number of equations to be solved is less than 26 x29. Numerical
solution obtained with this grid is [u.sub.A] = 10.663, [[tau].sub.max]
= 6.003.
[mathematical expression not reproducible] (21)
Practically good enough numerical solution is obtained on a grid
that has a minimum number of collocation points within the domain that
allows the implementation of the procedure of solution structure method
with the selected basis functions. The minimum number of collocation
points means that within a domain there is a core of 5 x 5 points which
allows writing recursive equations (16). It defines uniform 14 x 15 grid
with 38 collocation points and a total of 176 equations. This grid gives
numerical solution [u.sub.A] = 10.646 which is 98.81% of the exact
solution. Such accuracy is expected because the exact solution (20) is a
cubic polynomial and linear combination of [Fup.sub.4](x,y) basis
functions can expressed exactly an algebraic polynomial of the fourth
degree.
Figures 6a) and 6b) show the computed shearing stresses
[[tau].sub.xz] and [[tau].sub.yz] for geometric domain with a = 12.0.
5.2. Dirichlet and Neumann boundary value problems
Let consider a bar with square cross-section length of sides 2d =
10 cm, G = 1.0 kN/[cm.sup.2], v = 1, Fig. 7a).
For this cross-sectional shape, arbitrarily exact solution can be
found using the development of the stress function into infinite
trigonometric Fourier series. According to the analytical expressions
for maximum value of the stress function and maximum shear stress [21],
the following values are obtained:
[mathematical expression not reproducible] (22)
First, the problem (18) was analyzed by proposed method using
solution structure (2) with a different density of uniform collocation
points which make up a grid that covers the given two- dimensional
domain but does not conform to it. Fig. 7c) presents stress function
over the domain. The number of collocation points is varied from a
minimum required number 25 (Fig. 7b) to maximum number 2401. Numerical
solution converges to the exact solution with the increase in the number
of points N x N for N=5,7,13,25,49 as shown in Fig. 8.
The elastic torsion of a bar can be described also in formulation
of warping function. This problem may be reduced to the boundary value
problem with Laplace equation and nonhomogeneous Neumann boundary
conditions:
[mathematical expression not reproducible] (23)
where w is the warping function, n is the outer normal to the
boundary [GAMMA], [n.sub.1] and [n.sub.2] denote components of the outer
normal in x and y directions, respectively. Shear stress components are
determined according to the following expressions:
[[tau].sub.xz] = Gv([partial derivative]w/[partial derivative]x -
y); [[tau].sub.yz] = GI([partial derivative]w/[partial derivative]y +
x). (24)
Now, the problem (23) is analyzed by proposed method using solution
structure (12). The resulting function [psi] that interpolates the
individual values [[psi].sub.i] according to (13) transmit information
about the dynamic boundary conditions from the boundary to the domain.
Fig. 9 presents warping function obtained by 31x31 grid with 625
collocation points.
Numerical value for maximum shear stress converges to the exact
solution with the increase in the number of points NxN for
N=7,9,13,19,41,49 as shown in Fig. 10. Thus, we can obtain the numerical
solution of the torsion problem in two ways, i.e. by means of the
formulation using the stress function and by means of the formulation
using the warping function. It is very useful that the exact solution is
securely between these two numerical values, as can be seen in Fig. 8b)
and Fig. 10.
5.3. Example of complex cross section
To demonstrate the applicability of the proposed method combined of
solution structure method, atomic basis functions and a collocation
technique, we analyzed practical engineering torsion problem for a rod
with the cross section shown in Fig. 11a). This is a textbook problem
[21] with many good approximations already known. For example, an
approximate analytic expression for torque in terms of parameters r, a,
and b has been derived for the same domain in [24] and will be used here
for comparison.
The primary function of the solution [omega] which exactly
introduces all information on the domain geometry is constructed using
R-operations described in the part 2.1. Figure 11.b) shows the contour
of the function [omega] which represents a surface "inflated"
over the domain. The numerical solution of the Poisson equation (18) was
obtained by using uniform 55x55 grid (1217 collocation points).
By using approximate analytic expression for this cross-sectional
shape [24], we verified our numerical model. For the fixed values r, a
and b (Fig. 11a), the computed maximum value of shear stress component
[[tau].sub.yz] is 11.819 while the value predicted by the closed-form
expression in [24] is 11.956. Figure 12 shows the diagram of the
computed shearing stresses [[tau].sub.yz] along the horizontal axis of
symmetry.
6. Conclusion
This paper presents numerical method created to solve the modelling
of problems with complex geometry in a way that spatial grids, that are
needed to construct the basis functions and perform numerical
computations, do not have to conform to the geometric shape of the model
and at the same time boundary conditions can be well treated.
The basic principle of R-function method is described. We have
combined RFM with atomic basis functions and get a method that connects
the advantages of solution structure method, collocation technique and
good approximation properties of atomic Fup basis functions.
Numerical examples considered here have shown that properly
constructed solution structures are complete in the sense that they
converge to the exact solution of a problem. Proposed method is unique
amongst meshfree methods because RFM solution structures can be
constructed to satisfy all boundary conditions exactly. This property
allows that the solution procedure does not require mapping the geometry
of the domain. Combination of atomic basis functions and solution
structure method gives numerical solutions that have characteristics of
analytical solutions because solution structure method enables exact
treatment of boundary conditions while ABFs ensure numerical solutions
with desired level of accuracy.
RFM has one significant disadvantage when compared to the usual
spatial discretization and other meshfree methods: the solution
structure is constructed, differentiated, and integrated at runtime.
Thus, a fully automatic implementation of RFM requires automatic
construction of implicit functions and structures, given a geometric
model and prescribed boundary conditions, automatic differentiation of
the constructed functions and structures at various points of the
domain, constructing and solving the resulting linear system for values
of the coefficients [C.sub.i] in the undetermined functional component
[PHI]. In our examples, [PHI] is a uniform set of atomic Fup basis
functions, so the resulting sparse banded system can be solved in linear
time using standard techniques. All these tasks are feasible today with
existing technology, so the proposed method is promising numerical
method for solving technical problems.
Our future research will be directed towards the development of
numerical models for analysis 2D heat transfer problems, groundwater
flow modelling in karst aquifers, nonlinear problems, plate bending
problems, and towards automation of the numerical process with
development of adaptive techniques.
DOI: 10.2507/27th.daaam.proceedings.036
7. Acknowledgments
This paper is a result of research in the frame of national project
"Groundwater flow modelling in karst aquifers" funded by
croatian Science Foundation.
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This Publication has to be referred as: Kozulic, V[edrana] &
Gotovac, B[laz] (2016). Numerical Solution of Poisson's Equation in
an Arbitrary Domain by Using Meshless R-Function Method, Proceedings of
the 27th DAAAM International Symposium, pp.0245-0254, B. Katalinic
(Ed.), Published by DAAAM International, ISBN 978-3-902734-08-2, ISSN
1726-9679, Vienna, Austria
Caption: Fig. 1. Basic R-operations
Caption: Fig. 2. Two-dimensional domain of arbitrary shape with
mixed boundary conditions
Caption: Fig. 3. Layout of the Fup basis functions and positions of
collocation points
Caption: Fig. 4. Layout of Fup4 basis functions in relation to the
boundaries of the one-dimensional domain
Caption: Fig. 5. a) Triangular cross section; b) Uniform grid of
points that covers the domain
Caption: Fig. 6. Stresses [[tau].sub.xz] (a) and [[tau].sub.yz] (b)
computed by solution structure method
Caption: Fig. 7. a) Square cross section; b) Uniform grid with the
minimum number of collocation points; c) Stress function computed by 55
x 55 grid
Caption: Fig. 8. Convergence diagram for: a) a value of the stress
function in the point A; b) value of the maximum shear stress
Caption: Fig. 9. Contour and the shape of the warping function w
obtained by RFM
Caption: Fig. 10. Convergence diagram for the value of the maximum
shear stress
Caption: Fig. 11. a) Geometry of the domain; b) Contour of the
function [omega]
Caption: Fig. 12. Computed shearing stresses [[tau].sub.yz] along
the horizontal axis of symmetry
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