numerical integration
play

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


  1. 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 2015

  2. 2/33 Determine Problem statement ∫ R d f ( x ) d x P ⊂ I ▶ f ( x ) is a homogeneous function ▶ P is a convex or nonconvex polytope

  3. 3/33 Three methods to integrate functions on polytopes Triangulation Divergence theorem Moment fjtting Existing methods ∫ ∫ V ∇ · F dV = S F · n dS x x x V x x x x S

  4. 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 Contents

  5. 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 Contents

  6. 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 Contents

  7. 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 Contents

  8. 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 Contents

  9. Background 5/33 Background

  10. 6/33 and then it also satisfjes: Background Euler’s homogeneous func. thm. A continuously difgerentiable function f ( x ) is said to be positive homogeneous of degree q if: f ( λ x ) = λ q f ( x ) ∀ λ > 0 , { R d I if q > 0 qf ( x ) = ⟨∇ f ( x ) , x ⟩ ∀ x ∈ R d \{ 0 } I if q < 0 ⟨· , ·⟩ : inner product d : dimension

  11. Background 7/33 Proof By defjnition, a homogeneous function of degree q has the property λ q f ( x ) = f ( λ x ) Defjne x ′ := λ x and calculate ∂ ∂λ : ∂ x ′ · ∂ x ′ qλ q − 1 f ( x ) = ∂f ∂λ = ∂f ∂ x ′ · x Let λ = 1 : qf ( x ) = ∂f ∂ x · x = ⟨∇ f ( x ) , x ⟩ ▶ Converse is also readily established

  12. Background 8/33 : , where : , where : Examples of homogeneous fns. q = 0 : f ( x ) = 1 q = 1 : f ( x ) = x + y q = 2 : f ( x ) = 3 x 2 +2 xy

  13. 8/33 where where Background Examples of homogeneous fns. q = − 1 2 : 1 f ( x ) = √ r , q = 0 : x 2 + y 2 √ f ( x ) = 1 r = q = 1 : q = 0 : f ( x ) = x + y f ( x ) = cos θ , q = 2 : θ = tan − 1 y x f ( x ) = 3 x 2 +2 xy q = 1 f ( x ) = √ r cos θ 2 :

  14. Background 9/33 (See: Taylor, PDEs: Basic Theory , 2011 ) Generalized Stokes’s theorem ∫ ∫ dω = ω M ∂M ⇓ ∫ ∫ ∫ ( ∇ · X ) f ( x ) d x + X · ∇ f ( x ) d x = ( X · n ) f ( x ) dσ M M ∂M ▶ X : vector fjeld ▶ M : region of integration ▶ dσ : Lebesgue measure on ∂M

  15. Extension of Lasserre’s method 10/33 Extensionof Lasserre’smethod

  16. Extension of Lasserre’s method 11/33 Soc., 1998, 1999 ) for convex regions Mech., 2011 ) Mech., 2015, doi 10.1007/s00466-015-1213-7 ) [PDF] generalized Stokes’s theorem History ▶ Method developed by Lasserre ( Proc. Am. Math. ▶ First applied to X-FEM by Mousavi and S ( Comp. ▶ Extended to nonconvex regions by Chin et al. ( Comp. ▶ Method uses properties of homogeneous functions and

  17. Main results 12/33 Mainresults

  18. 13/33 Main results Reducing integration to bdry. Apply Stokes’s theorem with X := x and f ( x ) is q -homogeneous: m ∫ ∫ ∫ ∑ d f ( x ) d x + ⟨∇ f ( x ) , x ⟩ d x = ( x · n i ) f ( x ) dσ P P F i i =1 P : polygon F i : boundary facets Apply Euler’s homogeneous fn. theorem, qf ( x ) = ⟨∇ f ( x ) , x ⟩ : m ∫ ∫ ∫ ∑ d f ( x ) d x + q f ( x ) d x = ( x · n i ) f ( x ) dσ P P F i i =1 m 1 ∫ ∫ ∑ f ( x ) d x = ( x · n i ) f ( x ) dσ d + q P F i i =1

  19. the polytope Main results 14/33 (*) Integral of f ( x ) m ∫ 1 ∫ ∑ f ( x ) d x = ( x · n i ) f ( x ) dσ d + q P F i i =1 ▶ F i ⊂ a i · x = b i : equation of a hyperplane a i ▶ n i = ∥ a i ∥ : unit normal to hyperplane ∥ a i ∥ = x · a i a i b i ▶ x · n i = x · ∥ a i ∥ = ∥ a i ∥ m ∫ 1 ∫ b i ∑ f ( x ) d x = ∥ a i ∥ f ( x ) dσ ∴ d + q P F i i =1 ▶ Using (*), one can reduce integration to the boundary of

  20. Main results 15/33 one gives the correct answer in (*). Which is correct? Answer: Given the vertices of the polygon, travel around the Sign of a i and b i Question: x = 1 and − x = − 1 produce the same line, yet only polygon in a clockwise direction. 2 F 1 P start 1

  21. Main results 15/33 one gives the correct answer in (*). Which is correct? Answer: Given the vertices of the polygon, travel around the Sign of a i and b i Question: x = 1 and − x = − 1 produce the same line, yet only polygon in a clockwise direction. F 2 2 3 F 1 P 1

  22. Main results 15/33 one gives the correct answer in (*). Which is correct? Answer: Given the vertices of the polygon, travel around the Sign of a i and b i Question: x = 1 and − x = − 1 produce the same line, yet only polygon in a clockwise direction. F 2 2 F 3 4 3 F 1 P 1

  23. 15/33 one gives the correct answer in (*). Which is correct? Answer: Given the vertices of the polygon, travel around the Main results Sign of a i and b i Question: x = 1 and − x = − 1 produce the same line, yet only polygon in a clockwise direction. F 2 2 F 3 4 3 F 1 F 4 5 P 1

  24. Main results 15/33 one gives the correct answer in (*). Which is correct? Answer: Given the vertices of the polygon, travel around the Sign of a i and b i Question: x = 1 and − x = − 1 produce the same line, yet only polygon in a clockwise direction. F 2 2 F 3 4 3 F 1 F 4 5 F 5 P 1 6

  25. 15/33 one gives the correct answer in (*). Which is correct? Answer: Given the vertices of the polygon, travel around the Main results Sign of a i and b i Question: x = 1 and − x = − 1 produce the same line, yet only polygon in a clockwise direction. F 2 2 F 3 4 3 F 1 F 4 5 F 5 P 1 6 F 6 7

  26. 15/33 one gives the correct answer in (*). Which is correct? Answer: Given the vertices of the polygon, travel around the Main results Sign of a i and b i Question: x = 1 and − x = − 1 produce the same line, yet only polygon in a clockwise direction. 2 F 2 4 F 3 3 F 1 F 4 5 F 5 P finish 1 6 F 7 F 6 7

  27. 16/33 Main results Sign of a i and b i F i ( x 1 , y 1 ) ( x 2 , y 2 ) F 1 � � x y 1 � � � � � � det = ( y 1 − y 2 ) x + ( x 2 − x 1 ) y + ( x 1 y 2 − y 1 x 2 ) x 1 y 1 1 � � � � � x 2 y 2 1 � � � ⇓ a i = { y 1 − y 2 , x 2 − x 1 } T b i = − ( x 1 y 2 − y 1 x 2 )

  28. Main results 17/33 Reapplying Stokes’s theorem Select: Further reducing the integration ∫ ∫ ∫ ( ∇ · X ) f ( x ) d x + X · ∇ f ( x ) d x = ( X · n ) f ( x ) dσ M M ∂M ▶ M as F i ▶ ∂M as v ij (vertices in I R 2 – intersection of F i and F j ) ▶ X := x − x 0 ( x 0 : any point on hyperplane containing F i ) ▶ f ( x ) is a homogeneous function of degree q

  29. 18/33 Reapplying Stokes’s theorem (**) Main results Integral of f ( x ) on F i ∫ ∫ ∫ ( ∇ · X ) f ( x ) d x + X · ∇ f ( x ) d x = ( X · n ) f ( x ) dσ M M ∂M ⇓ [ 2 ] 1 ∫ ∫ ∑ f ( x ) dσ = d ij f ( v ij ) + ⟨∇ f ( x ) , x 0 ⟩ dσ d + q − 1 F i F i j =1 ▶ d ij := ⟨ x − x 0 , n ij ⟩ – algebraic distance from v ij to x 0 ▶ ∫ F i ⟨∇ f ( x ) , x 0 ⟩ dσ can be applied recursively

  30. cubature rule is exact (*) 19/33 vertices of the polytope (**) Main results Results m 1 b i ∫ ∫ ∑ f ( x ) d x = ∥ a i ∥ f ( x ) dσ d + q P F i i =1 [ 2 ] ∫ 1 ∫ ∑ f ( x ) dσ = d ij f ( v ij ) + ⟨∇ f ( x ) , x 0 ⟩ dσ d + q − 1 F i F i j =1 ▶ These formulas can be used to reduce integration to the ▶ Further, a closed-form cubature rule can be developed ▶ If the partial derivatives of f ( x ) eventually vanish, this

  31. 20/33 Combine (*) with (**): Main results where and 2D closed-form cubature rule ∑ m b i ∑ j ̸ = i d ij I ( v ij ) ∫ i =1 ∥ a i ∥ f ( x ) d x = ( q + 2)( q + 1) P q 2 D | α | f ( v ij ) Q k ( v ij ) ∑ ∑ ∏ ( x 0 ℓ ) α ℓ I ( v ij ) := Q k ( v ij ) := ( q ) α ! k k =0 | α | = q − k ℓ =1 ▶ α is an n -tuple of nonnegative integers ▶ D is the difgerential operator in multi-index notation

  32. Main results Apply Stokes’s theorem: 21/33 Polar transformation: Curved regions Consider a region V bounded by homogeneous functions h i ( x ) = b i ( i = 1 , . . . , m ) of degree q i m ∫ 1 ∫ ∑ ∥∇ h i ∥ − 1 f ( x ) dσ f ( x ) d x = q i b i d + q V A i i =1 ∫ β i m ∫ 1 ∑ H 2 f ( x ) d x = i ( θ ) f ( x ( θ )) dθ 2 + q V α i i =1 ▶ Region bounded by equations of the form r = H i ( θ )

  33. Numerical examples 22/33 Numericalexamples

Recommend


More recommend