NUMERICAL INTEGRATION of HOMOGENEOUS FUNCTIONS and POLYNOMIALS on - - PowerPoint PPT Presentation

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NUMERICAL INTEGRATION of HOMOGENEOUS FUNCTIONS and POLYNOMIALS on - - PowerPoint PPT Presentation

UC DAVIS Eric B. Chin Jean B. Lasserre LAAS-CNRS N. Sukumar UC DAVIS Atlanta, GA // October 28, 2015 Research support of the NSF is gratefully acknowledged NUMERICAL INTEGRATION of HOMOGENEOUS FUNCTIONS and POLYNOMIALS on POLYTOPES POEMs


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SLIDE 1

NUMERICAL INTEGRATION

  • f HOMOGENEOUS FUNCTIONS

and POLYNOMIALS on

POLYTOPES

POEMs 2015

Eric B. Chin

UC DAVIS

Jean B. Lasserre

LAAS-CNRS

  • N. Sukumar

UC DAVIS

Atlanta, GA // October 28, 2015

Research support of the NSF is gratefully acknowledged

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SLIDE 2

Problem statement

2/33

Determine

P ⊂ I Rd f (x) dx

▶ f (x) is a homogeneous function ▶ P is a convex or nonconvex polytope

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SLIDE 3

Existing methods

3/33

Three methods to integrate functions on polytopes Triangulation Divergence theorem Moment fjtting ∫

V ∇ · F dV =

S F · n dS

V S

x x x x x x x

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SLIDE 4

Contents

4/33

Background

Euler’s homgeneous function theorem and Generalized Stokes’s theorem

Extension of Lasserre’s method

Integration over convex and nonconvex polytopes

Main results Application: Elastic fracture with the X-FEM Conclusions and outlook

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SLIDE 5

Contents

4/33

Background

Euler’s homgeneous function theorem and Generalized Stokes’s theorem

Extension of Lasserre’s method

Integration over convex and nonconvex polytopes

Main results Application: Elastic fracture with the X-FEM Conclusions and outlook

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SLIDE 6

Contents

4/33

Background

Euler’s homgeneous function theorem and Generalized Stokes’s theorem

Extension of Lasserre’s method

Integration over convex and nonconvex polytopes

Main results Application: Elastic fracture with the X-FEM Conclusions and outlook

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SLIDE 7

Contents

4/33

Background

Euler’s homgeneous function theorem and Generalized Stokes’s theorem

Extension of Lasserre’s method

Integration over convex and nonconvex polytopes

Main results Application: Elastic fracture with the X-FEM Conclusions and outlook

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SLIDE 8

Contents

4/33

Background

Euler’s homgeneous function theorem and Generalized Stokes’s theorem

Extension of Lasserre’s method

Integration over convex and nonconvex polytopes

Main results Application: Elastic fracture with the X-FEM Conclusions and outlook

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SLIDE 9

Background 5/33

Background

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SLIDE 10

Euler’s homogeneous func. thm.

Background 6/33

A continuously difgerentiable function f (x) is said to be positive homogeneous of degree q if:

f (λx) = λqf (x) ∀λ > 0,

and then it also satisfjes:

qf (x) = ⟨∇f (x) , x⟩ ∀x ∈ { I Rd if q > 0 I Rd\{0} if q < 0

⟨·, ·⟩: inner product d: dimension

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SLIDE 11

Proof

Background 7/33

By defjnition, a homogeneous function of degree q has the property λqf(x) = f(λx) Defjne x′ := λx and calculate

∂ ∂λ:

qλq−1f(x) = ∂f ∂x′ · ∂x′ ∂λ = ∂f ∂x′ · x Let λ = 1: qf(x) = ∂f ∂x · x = ⟨∇f(x), x⟩

▶ Converse is also readily established

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SLIDE 12

Examples of homogeneous fns.

Background 8/33

q = 0: f (x) = 1 q = 1: f (x) = x + y q = 2: f (x) = 3x2+2xy : , where : , where :

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SLIDE 13

Examples of homogeneous fns.

Background 8/33

q = 0: f (x) = 1 q = 1: f (x) = x + y q = 2: f (x) = 3x2+2xy q = −1

2:

f (x) =

1 √r,

where r = √ x2 + y2 q = 0: f (x) = cos θ, where θ = tan−1 y

x

q = 1

2:

f (x) = √r cos θ

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SLIDE 14

Generalized Stokes’s theorem

Background 9/33

(See: Taylor, PDEs: Basic Theory, 2011) ∫

M

dω = ∫

∂M

ω

M

(∇ · X) f (x) dx + ∫

M

X · ∇f (x) dx = ∫

∂M

(X · n) f (x) dσ

▶ X: vector fjeld ▶ M: region of integration ▶ dσ: Lebesgue measure on ∂M

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SLIDE 15

Extension of Lasserre’s method 10/33

Extensionof Lasserre’smethod

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SLIDE 16

History

Extension of Lasserre’s method 11/33

▶ Method developed by Lasserre (Proc. Am. Math.

Soc., 1998, 1999) for convex regions

▶ First applied to X-FEM by Mousavi and S (Comp.

Mech., 2011)

▶ Extended to nonconvex regions by Chin et al. (Comp.

Mech., 2015, doi 10.1007/s00466-015-1213-7) [PDF]

▶ Method uses properties of homogeneous functions and

generalized Stokes’s theorem

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SLIDE 17

Main results 12/33

Mainresults

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SLIDE 18

Reducing integration to bdry.

Main results 13/33

Apply Stokes’s theorem with X := x and f (x) is q-homogeneous: d ∫

P

f (x) dx + ∫

P

⟨∇f (x) , x⟩dx =

m

i=1

Fi

(x · ni) f (x) dσ P: polygon Fi: boundary facets Apply Euler’s homogeneous fn. theorem, qf (x) = ⟨∇f (x) , x⟩: d ∫

P

f (x) dx + q ∫

P

f (x) dx =

m

i=1

Fi

(x · ni) f (x) dσ ∫

P

f (x) dx = 1 d + q

m

i=1

Fi

(x · ni) f (x) dσ

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SLIDE 19

Integral of f(x)

Main results 14/33

P

f (x) dx = 1 d + q

m

i=1

Fi

(x · ni)f (x) dσ

▶ Fi ⊂ ai · x = bi: equation of a hyperplane ▶ ni = ai ∥ai∥: unit normal to hyperplane ▶ x · ni = x · ai ∥ai∥ = x·ai ∥ai∥ = bi ∥ai∥

∴ ∫

P

f (x) dx = 1 d + q

m

i=1

Fi

bi ∥ai∥f (x) dσ (*)

▶ Using (*), one can reduce integration to the boundary of

the polytope

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SLIDE 20

Sign of ai and bi

Main results 15/33

Question: x = 1 and −x = −1 produce the same line, yet only

  • ne gives the correct answer in (*). Which is correct?

Answer: Given the vertices of the polygon, travel around the polygon in a clockwise direction.

P F1 start 1 2

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SLIDE 21

Sign of ai and bi

Main results 15/33

Question: x = 1 and −x = −1 produce the same line, yet only

  • ne gives the correct answer in (*). Which is correct?

Answer: Given the vertices of the polygon, travel around the polygon in a clockwise direction.

P F1 F2 1 2 3

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SLIDE 22

Sign of ai and bi

Main results 15/33

Question: x = 1 and −x = −1 produce the same line, yet only

  • ne gives the correct answer in (*). Which is correct?

Answer: Given the vertices of the polygon, travel around the polygon in a clockwise direction.

P F1 F2 F3 1 2 3 4

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SLIDE 23

Sign of ai and bi

Main results 15/33

Question: x = 1 and −x = −1 produce the same line, yet only

  • ne gives the correct answer in (*). Which is correct?

Answer: Given the vertices of the polygon, travel around the polygon in a clockwise direction.

P F1 F2 F3 F4 1 2 3 4 5

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SLIDE 24

Sign of ai and bi

Main results 15/33

Question: x = 1 and −x = −1 produce the same line, yet only

  • ne gives the correct answer in (*). Which is correct?

Answer: Given the vertices of the polygon, travel around the polygon in a clockwise direction.

P F1 F2 F3 F4 F5 1 2 3 4 5 6

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SLIDE 25

Sign of ai and bi

Main results 15/33

Question: x = 1 and −x = −1 produce the same line, yet only

  • ne gives the correct answer in (*). Which is correct?

Answer: Given the vertices of the polygon, travel around the polygon in a clockwise direction.

P F1 F2 F3 F4 F5 F6 1 2 3 4 5 6 7

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SLIDE 26

Sign of ai and bi

Main results 15/33

Question: x = 1 and −x = −1 produce the same line, yet only

  • ne gives the correct answer in (*). Which is correct?

Answer: Given the vertices of the polygon, travel around the polygon in a clockwise direction.

P F1 F2 F3 F4 F5 F6 F7 finish 1 2 3 4 5 6 7

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SLIDE 27

Sign of ai and bi

Main results 16/33

F1 Fi (x1, y1) (x2, y2)

det

  • x

y 1 x1 y1 1 x2 y2 1

  • = (y1 − y2)x + (x2 − x1)y + (x1y2 − y1x2)

ai = {y1 − y2, x2 − x1}T bi = −(x1y2 − y1x2)

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SLIDE 28

Further reducing the integration

Main results 17/33

Reapplying Stokes’s theorem

M

(∇ · X) f (x) dx + ∫

M

X · ∇f (x) dx = ∫

∂M

(X · n) f (x) dσ Select:

▶ M as Fi ▶ ∂M as vij (vertices in I

R2 – intersection of Fi and Fj)

▶ X := x − x0 (x0: any point on hyperplane containing Fi) ▶ f (x) is a homogeneous function of degree q

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SLIDE 29

Integral of f(x) on Fi

Main results 18/33

Reapplying Stokes’s theorem

M

(∇ · X) f (x) dx + ∫

M

X · ∇f (x) dx = ∫

∂M

(X · n) f (x) dσ

Fi

f (x) dσ = 1 d + q − 1 [ 2 ∑

j=1

dijf (vij) + ∫

Fi

⟨∇f (x) , x0⟩ dσ ] (**)

▶ dij := ⟨x − x0, nij⟩ – algebraic distance from vij to x0 ▶ ∫ Fi ⟨∇f (x) , x0⟩ dσ can be applied recursively

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SLIDE 30

Results

Main results 19/33

P

f (x) dx = 1 d + q

m

i=1

Fi

bi ∥ai∥f (x) dσ (*) ∫

Fi

f (x) dσ = 1 d + q − 1 [ 2 ∑

j=1

dijf (vij) + ∫

Fi

⟨∇f (x) , x0⟩ dσ ] (**)

▶ These formulas can be used to reduce integration to the

vertices of the polytope

▶ Further, a closed-form cubature rule can be developed ▶ If the partial derivatives of f(x) eventually vanish, this

cubature rule is exact

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SLIDE 31

2D closed-form cubature rule

Main results 20/33

Combine (*) with (**): ∫

P

f(x) dx = ∑m

i=1 bi ∥ai∥

j̸=i dijI(vij)

(q + 2)(q + 1) where I(vij) :=

q

k=0

Qk(vij) (q

k

) and Qk(vij) := ∑

|α|=q−k

D|α|f(vij) α!

2

ℓ=1

(x0ℓ)αℓ

▶ α is an n-tuple of nonnegative integers ▶ D is the difgerential operator in multi-index notation

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SLIDE 32

Curved regions

Main results 21/33

Consider a region V bounded by homogeneous functions hi (x) = bi (i = 1, . . . , m) of degree qi Apply Stokes’s theorem: ∫

V

f (x) dx = 1 d + q

m

i=1

qibi ∫

Ai

∥∇hi∥−1f (x) dσ Polar transformation: ∫

V

f (x) dx = 1 2 + q

m

i=1

∫ βi

αi

H2

i (θ)f (x(θ)) dθ ▶ Region bounded by equations of the form r = Hi (θ)

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SLIDE 33

Numerical examples 22/33

Numericalexamples

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SLIDE 34

Integration over polygons

Numerical examples 23/33

Integrate f(x) = x2 + xy + y2 over convex and nonconvex polygons

−5 5 −4 −3 −2 −1 1 2 3

P f(x) dx ≈ 323.1821

−5 5 −2 −1 1 2 3 4

P f(x) dx ≈ 80.95348 ▶ Results verifjed in LattE (De Loera et al., Comput

Geom, 2013)

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SLIDE 35

Integration over polyhedra

Numerical examples 24/33

Integrate f(x) = x2 + y2 + z2 over nonconvex polyhedra Octahedron 5-compound ∫

P f(x) dx ≈

0.353553 Echidnahedron ∫

P f(x) dx ≈

253.5696 Cube 5-compound ∫

P f(x) dx ≈

1.250000

▶ Shape data from PolyhedronData[] in Mathematica

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SLIDE 36

Integration over curved region

Numerical examples 25/33

A := {r ∈ [0, 1], θ ∈ [π/4, π/2], r ≥ cos θ, r ≤ sin θ, θ ≤ π/2} ∫

A

1 √ x2 + y2 = √ 2 − 1

1 2 3 4 5 6 7 8 10

−16

10

−12

10

−8

10

−4

10 Total number of integration points Relative error of integration

▶ Weakly singular integrand at the origin ▶ Using equation derived for a curved region, domain

integral is transformed to 1D line integrals

▶ With 6 quadrature points, integration error is close to

machine precision

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SLIDE 37

Application: X-FEM (Chin & S, work in progress, 2015) 26/33

Application: X-FEM(Chin& S,workinprogress,2015)

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SLIDE 38

Motivation

Application: X-FEM (Chin & S, work in progress, 2015) 27/33

Numerical integration in elements with discontinuous and weakly singular integrands Current approach

x1 x2 y2 y1 x y

Ωe

+

2 1 4 3

Ωe

  • New approach: without

partitioning!

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SLIDE 39

Discontinuous + singular integs.

Application: X-FEM (Chin & S, work in progress, 2015) 28/33

▶ Use (*) to reduce integration, then apply quadrature ▶ f (x) = sin(θ/2)/√r: discontinuous and weakly singular ▶ Biunit square centered at (0.5, 0.5)

10 20 30 40 50 60 70 10

−10

10

−8

10

−6

10

−4

10

−2

10 Total number of integration points Relative error of integration Polar Cartesian Tensor

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SLIDE 40

Problem formulation

Application: X-FEM (Chin & S, work in progress, 2015) 29/33

Elastic Fracture

Ω Γc Γu t Γt

Strong form ∇ · σ = 0 in Ω u = ¯ u on Γu σ · n = ¯ t on Γt σ · n = 0 on Γc Weak form a(u, δu) = ℓ(δu) ∀δu ∈ U0, a(u, δu) := ∫

σ : δϵ dx, ℓ(δu) := ∫

Γt

¯ t · δu dS

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SLIDE 41

Displacement approximation

Application: X-FEM (Chin & S, work in progress, 2015) 30/33

Standard FEM u(x) = ∑

i∈I

Ni(x)ui Extended FEM [X-FEM] (Moës et al., IJNME, 1999) u(x) = ∑

i∈I

Ni(x)ui+ ∑

j∈J⊆I

Nj(x)φ(x)aj+ ∑

k∈Kt⊆I

Nk(x)

2

t=1 4

α=1

Fαt(x)bkαt ui, aj, bkαt - degrees of freedom (DOFs) φ(x) - discont. enrichment

( usually ϕ(x) := H(x) = { 1 x ∈ Ω+

e

−1 x ∈ Ω−

e

)

Fαt(x) - crack-tip enrichment

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SLIDE 42

Application: Extraction of SIFs

Application: X-FEM (Chin & S, work in progress, 2015) 31/33

Mode I SIF for an inclined, embedded crack

σ1 σ1

2

σ

2

σ β a a x 2w 2w x2

1

β K1 (exact) K1 (GD) K1 (CLS) 0◦ 1.2533 1.2547 1.2549 15◦ 1.3373 1.3379 1.3378 30◦ 1.5666 1.5666 1.5662 45◦ 1.8800 1.8864 1.8861 60◦ 2.1933 2.1936 2.1935 75◦ 2.4227 2.4255 2.4251 90◦ 2.5066 2.5095 2.5088

▶ Integrand in the interaction integral are homogeneous

functions ⇒ can use Lassere’s approach to compute SIFs

▶ For the results shown above, Triangulation is used to

compute the interaction integral in cracked elements

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SLIDE 43

Conclusions and outlook 32/33

Conclusionsandoutlook

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SLIDE 44

Conclusions and outlook

Conclusions and outlook 33/33

▶ Presented a method to integrate homogeneous functions

  • ver convex and nonconvex polygons and polyhedra using

Euler’s homogeneous function theorem and generalized Stokes’s theorem Cubature rules for polynomials on polytopes in Accurate and effjcient integration of weakly singular functions was realized Method was shown to be applicable to curved regions Showcased an application in elastic fracture using the X-FEM New integration scheme is well-suited for adoption in novel discretization techniques such as MFD, VEM, WG, DG, PUFEM, embedded interface methods,

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SLIDE 45

Conclusions and outlook

Conclusions and outlook 33/33

▶ Presented a method to integrate homogeneous functions

  • ver convex and nonconvex polygons and polyhedra using

Euler’s homogeneous function theorem and generalized Stokes’s theorem

▶ Cubature rules for polynomials on polytopes in I

Rd Accurate and effjcient integration of weakly singular functions was realized Method was shown to be applicable to curved regions Showcased an application in elastic fracture using the X-FEM New integration scheme is well-suited for adoption in novel discretization techniques such as MFD, VEM, WG, DG, PUFEM, embedded interface methods,

slide-46
SLIDE 46

Conclusions and outlook

Conclusions and outlook 33/33

▶ Presented a method to integrate homogeneous functions

  • ver convex and nonconvex polygons and polyhedra using

Euler’s homogeneous function theorem and generalized Stokes’s theorem

▶ Cubature rules for polynomials on polytopes in I

Rd

▶ Accurate and effjcient integration of weakly singular

functions was realized Method was shown to be applicable to curved regions Showcased an application in elastic fracture using the X-FEM New integration scheme is well-suited for adoption in novel discretization techniques such as MFD, VEM, WG, DG, PUFEM, embedded interface methods,

slide-47
SLIDE 47

Conclusions and outlook

Conclusions and outlook 33/33

▶ Presented a method to integrate homogeneous functions

  • ver convex and nonconvex polygons and polyhedra using

Euler’s homogeneous function theorem and generalized Stokes’s theorem

▶ Cubature rules for polynomials on polytopes in I

Rd

▶ Accurate and effjcient integration of weakly singular

functions was realized

▶ Method was shown to be applicable to curved regions

Showcased an application in elastic fracture using the X-FEM New integration scheme is well-suited for adoption in novel discretization techniques such as MFD, VEM, WG, DG, PUFEM, embedded interface methods,

slide-48
SLIDE 48

Conclusions and outlook

Conclusions and outlook 33/33

▶ Presented a method to integrate homogeneous functions

  • ver convex and nonconvex polygons and polyhedra using

Euler’s homogeneous function theorem and generalized Stokes’s theorem

▶ Cubature rules for polynomials on polytopes in I

Rd

▶ Accurate and effjcient integration of weakly singular

functions was realized

▶ Method was shown to be applicable to curved regions ▶ Showcased an application in elastic fracture using the

X-FEM New integration scheme is well-suited for adoption in novel discretization techniques such as MFD, VEM, WG, DG, PUFEM, embedded interface methods,

slide-49
SLIDE 49

Conclusions and outlook

Conclusions and outlook 33/33

▶ Presented a method to integrate homogeneous functions

  • ver convex and nonconvex polygons and polyhedra using

Euler’s homogeneous function theorem and generalized Stokes’s theorem

▶ Cubature rules for polynomials on polytopes in I

Rd

▶ Accurate and effjcient integration of weakly singular

functions was realized

▶ Method was shown to be applicable to curved regions ▶ Showcased an application in elastic fracture using the

X-FEM

▶ New integration scheme is well-suited for adoption in

novel discretization techniques such as MFD, VEM, WG, DG, PUFEM, embedded interface methods, . . .