The 12 International Conference of International Association for Computer Methods and Advances in Geomechanics (IACMAG) 1-6 October, 2008

Goa, India

th

2D Non-Orthogonal Spline Wavelets and Schneiders Leveldependent Scheme for 3D Boundary Elements Method
M.Hooshmand
Candidate of PhD, Civil and Structural Department, University Of Tehran-Iran

K.Bargi
Professor, Civil and Structural Department, University of Tehran-Iran

Key Words: matrix compression scheme, wavelet BEM, 2D Non-orthogonal wavelet ABSTRACT: 2D Non-orthogonal spline wavelets are used as basis function in boundary elements method(BEM).This kind of wavelet has compact supports and closed-formed expression that have been proposed by authors. Besides one can choose the vanishing moments of the wavelets Independently of the order of B-splines. The adaptive meshing for boundary elements makes it possible to reduce the degree of freedom (DOF) required for a specified accuracy. Sparse coefficient matrices are obtained by truncating the small elements a priori. The level-dependent schemes enable us to reduce the matrix entries. In the present paper we investigate the matrix truncation using Schneiders level-dependent algorithm. The level-dependent truncation schemes select the truncated entries by comparing the predetermined threshold with the distance between the supports of two basis function. Through numerical examples, the efficiency of compression scheme together with Non-orthogonal surface wavelet is investigated.

1 Introduction
The main advantage of application of Boundary Element Method (BEM) is reduction of computational work. Using BEM , we can decrease the computational space by one dimension,So the amount of computations will be decreased greatly. Aplication of wavelet basis function is very suitable for truncation of the matrix coeficients.Using wavelets as basis function enables us to utilize two important properties of wavelets. These are the local support and vanishing moment. The vanishing moments imply the orthogonality of the wavelet basis to all polynomials of certain degree or less. The wavelet basis is originally developed for image processing, and hence the orthonormal wavelets have an advantage which it can easily perform decomposition and reconstruction of signals or images. The orthogonality of wavelets plays an important role in image processing and signal analysis ,whereas it is not always essential property in boundary element analysis. In application of wavelets to BEM , the local support and vanishing moments of wavelets are essential for reduction of computational cost. By this property the leading order of integrals including wavelets shifts from the 0 -order term to the n -order one where n is the order of wanishing moments. As a result, the integrals have small values if their kernel functions are smooth. Since many coefficients of boundary element equation are given by such integrals, we can obtain a sparse coefficient matrix by truncation of these small entries. The enhancement of wavelet BEM can be accomplished by evolving the wavelet basis. The orthonormal wavelets have been constructed by Haar(1910),Stromberg(1982),Meyer(1986),Lemarie(1988),Battle(1987) ,Daubechies(1988) on real line,and Von Petersdorff et al.(1997) on a surface. In wavelet BEM , the orthonormal wavelets are mainly employed as basis functions for descretization of a Boundary Integral Equation (BIE), in early stage of the research. Streinberg and Leviatan (1993) and Sabetfakhri and Kateki(1994) have attempted to use the Battle-Lemarie wavelets in Galerkin BEM for 2 D scattering problems.Wang(1995,1997) has proposed boundary element analysis using Daubechies orthogonal wavelets. Steinberg et al. and Sabetfakhri et al. have attempted to employ the Battle-lemarie wavelet. Wang(1995,1997) has proposed the boundary element analysis using the Daubechies wavelet. These wavelets are classified in orthonormal wavelets. Although the orthonormal wavelets were employed in many works , they are disadvantages in application to BEM. The orthonormal wavelets have infinite supports and they are not closed-form except Haar wavelet that is a compactly supported wavelet with a closed-form.Goswami et al. have employed a semi-orthogonal wavelet, in
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which bases in the same subspace do not have orthogonality.Kazuhisa Abe et al.(2003-2005) have proposed a compact supported wavelet with arbitary vanishing moments. They developed a non-ortogonal wavelet that is suitable for boundary element analysis. In the present paper we express the non-orthogonal B-spline surface wavelet that was proposed by authors and investigate the matrix compression scheme. The matrix compression for the proposed wavelet BEM enables us to generate a sparse matrix. The matrix truncation scheme is applied using the Schneider level-dependent method together with Non-orthogonal surface wavelet that was proposed by authors.

2 Non-orthogonal surface spline wavelet

The surface wavelet is defined on the plane ( , ) . The projection of the function f ( ,) sholud be calculated on the wavelet space ( , ) . The complete wavelet space is defined using surface scaling and wavelet function. The surface scaling function is defined by the production of two 1' D scaling function in directions , . Also the wavelet function is defined by the production of two 1' D wavelet function in directions ( , ) or a 1' D scaling function and a 1' D wavelet function in directions below :

, . The projection of functtion f ( , ) on wavelet space is as

(1) (2) (3)

f ( , ) = P00 f ( , ) + P0 k ' f ( , ) + Pk 0 f ( , ) + Qk ,k ' f ( , )

P00 f ( , ) = c0 , j , j ' 00, j , j ' ( , )
j =1 j '=1

ns n 's

P0 k ' f ( , ) =
j =1 k '=0

ns

d
l =1

nk '

0 k ' j ,l

, 0 j k 'l ( , )

Pk 0 f ( , ) =
j '=1 k =0

n 's

d
r =1
nk ,nk ' l ,r =0

nk '

k 0 j ', r

0 j ' kr ( , )

(4)

Qkk ' f ( , ) =

k = 0 k '= 0

kk ',r ,l

k ,r k 'l ( , )

(5)

2.1 Surface scaling function

The surface scaling function is defined as below :

m,m ' ( , ) = m ( ) m ' ( )

For the translated scaling function we have :

(6)

kk ', j , j ' ( , ) = k , j ( )k ', j ' ( )

(7)

Where m, m ' are the order of piecewise polynomials. In this paper the value of m and m' is consider the same. The surface scaling and wavelet functions behave as like as a telescope. The values of m, m' control the its magnification and j, j ' control its location.

0,0 ( , ) Figure 1. Example of the surface scaling function. (the number in the square is the value of function)

2.2 Surface Wavelet

Two kinds of wavelets are produced . The first type of them are produced by production of the scaling functions in one direction and the wavelets in another direction,that are defined as below :

k , j k ',l ( , ) = k , j ( ) k ',l ( )
k ', j k ,r ( , ) = k ', j ( ) k ,r ( )
Another kind of surface wavelet is prduced due to production of the 1' D wavelet in each direction.

(8) (9)

kk ',r ,l ( , ) = k ,r ( ) k ',l ( )

(10)

10 10 ( , )

1010 ( , )

10 10 ( , )

Figure 2. Example of Piecewise constant nonorthogonal surface wavelets. ( m = 0 ) (the number in the square is the value of function)

3 Boundary element formulations for 3D laplace problems

The boundary integral equation for 3-D Laplace problems is obtained by the direct approach as below :

c( x)u ( x) + q * ( x, y )u ( y )dy = u * ( x, y ) q ( y ) dy ,

( x, y ),

(11)

Where

u and q
u

are the potential and the flux, respectively. and

u * And q * are the fundamental solutions

corresponding to

q and c is the free term, and is boundary.

u'
and

To derive a boundary element equation from equation (11), we first define the following wavelet series as approximation of u and q :

q'

u ' ( , ) =

nb. ns

j , j '=1

00 , j , j ' 00 , j , j '

( , ) +
mr

nb.ns mr nb. nk ' j =1 k '=0 s =1

nk , nk '

u
kk ', r , s

0 k ', j , s 0 , j

k ',s ( , ) + u k 0, j ',r k ,r0, j ' ( , ) +

j '=1 k =0 r =1

nb. ns mr nb. nk

k , k '= 0 r , s =1

kk ',r ,s ( , )

(12)

q ' ( , ) =

nb . ns

j , j '=1

00 , j , j ' 00 , j , j '

( , ) +

nb . ns mr nb . nk ' j =1 k '= 0 s =1

q
nk , nk '

0 k ', j , s 0 , j

k ',s ( , ) +

nb . ns mr nb . nk j '=1 k = 0 r =1

k 0 , j ', r

k ,r 0, j ' ( , ) +
(13)

k ,k '=0 r , s =1

mr

kk ', r , s

kk ',r ,s ( , )

u 00, j , j ' , q00, j , j ' , u 0 k ', j ,s , q0 k ', j ,s , u k 0, j ',r , qk 0, j ',r , u kk ',r , s , qkk ',r ,s are the expansion coefficients concerning u and q . In the present scheme, the boundary equation solution can be yielded by solving the boundary element equation with respect to their unknown components. In equations (12,13), nb is the number of finite intervals on boundaries. ns and nk are the number of basis and . Substituting equations (12,13) into equation (11), the residual r 0 is obtained as below :
Where

r ( x ) = c ( x )u ' ( x ) + q * ( x , y )u ' ( y ) d y u * ( x , y ) q ' ( y ) d y

(14)

Using the Galerkin conditions we obtain the following equation :

r.w d = 0,
i

(i = 1,2,..., N ),

(15)

Where wi (i = 1,2,...., N ) are the basis functions that include the scaling and wavelet functions and N is the Degree Of Freedom (DOF) which is the number of points that the functions Consequently the boundary element equation is obtained as below :

u and q

are calculated at them.

Az = b,
Where

(16) is the coefficient matrix which entries are

is the known vector and

z is the unknown vector. Matrix A

defined by

g i , j and hi , j as follows :
g ij = wi u * w j d 2 = wi ( , ) u * ( , , r , s ) w j ( r , s ) J j ( r , s ) drdsJ i ( , ) dd ,
i j i j

(17)

hij = 1 / 2 wi w j d + wi q * w j d 2 =
i i j

1 / 2 wi ( , ) w j ( , ) J j ( , ) dd + wi ( , ) q * ( , , r , s ) w j ( r , s ) J j ( r , s ) drdsJ i ( , ) dd ,
i i j

(18)

Where (i, j = 1,2,..., N ) and J i is the jackobian matrix in ( , ) plane and Jj is the jackobian matrix in (r , s ) plane. i , j are the surface elements on the boundary that are the supports of basis functions.
4 Matrix compression algorithm
In wavelet boundary equation analysis, most of coecients and have small values because of the vanishing moment property of the wavelets. This allows us to generate a sparse coecient matrix by truncation of its small entries. The matrix in wavelet boundary element method is usually constructed by application of Galerkin method to the boundary integral equation. This discretization method is adopted in view of computational cost: Galerkin discretization leads to a higher compression rate of the matrix and more rapid convergence of iterative process than those of collocation scheme. To avoid such an increase in computational eort that is fatal to enhancement of the performance, we assemble the sparse matrix by omitting computation of its small entries.To select these small entries without calculation of the integrals, the Schneiders level-dependent.

4.1 Schneiders level-dependent Truncation scheme

Schneiders truncation scheme has the distance based truncation criterion.The truncated entries, which are choosen before calculation of Equations (17,18) are associated with the basis functions satisfying the geometrical condition r > where is the distance between the supports of the two basis functions. Also is the threshold for truncation which is dependent on the degree of basis function polynomial,vanishing moment.

= a . max{ 2 min( ki + kr , kj + ks ) , ( 2 m + 1)
For p +1 = n + r , and

1 ) 2n+r

2 ( 2 m +1 ( ki + kj + kr + ks ) }

(19)

= a. max{ 2 min( ki + kr ,kj + ks ) , ( 2

For p + 1 < n + r , where

( 2 m +1)( 2 p ' r ') ( ki + kj + ks + kr ) 2n+r

(20)

p is the degree of polynomials which form the wavelet, r = 1 for matrix G and r = 0 for matrix H . NN The matrices G , H R have the entreis g i , j , hi , j that are defined in equations (17,18). The parameter p ' satisfies p + 1 < p' < n + r and a > 1 .

5 Numerical results
The numerical tests were undertaken to investigate the the capability of this method for using in Solution of 3'd problems.The present method was applied to 3d Laplace problems with boundary conditions and exact solution as shown in Figure 3. In this example, the boundary was divided into six finite intervals, and the piecewise constant and the piecewise linear non-orthogonal surface wavelets were employed for the bases.The order of vanishing moments of them was set to n =1 or 3 in each direction for piecewise contant wavelets, and n =2 in each direction for piecewise linear wavelets. Figures 4,5 show the show the storage requirement of the compressed coeficient matrix H.

A , equivalent to matrix

The piecewise constant and linear wavelets mentioned above, were used for shape functions. In general, wavelet BEMs show highly compression at a part of the coeficient matrix associated with fine-scale bases. It is obviously understand from Figure 4 and Figure 5 that the number of stored entries is very small relative to all of entreis. So we can cancel the great amount of calculations without any decreasing in accuracy.The performance of this method depends on the degree of basis function polynomial and the value of magnification number m Increasing the value of m and the order of polynomial increase the performance of the truncation scheme.

Figure 3. Test example for 3' D domain (Neumann problem for an external domain. B.C.: q = 0 , U = y )

Figure 4. Memory requirements for the matrix entries.

Figure 5. Memory requirements for the matrix entries.

6 Acknowledgements
We have presented the compactly supported non-orthogonal B-spline surface wavelets with arbitrary order of vanishing moments. Efficiency of the proposed wavelets in boundary element analysis has been discussed. Unlike orthonormal or semi-orthogonal wavelets, any orthogonality is not required to these wavelets explicitly. However, this property does not lead to any disadvantages in BE analysis. Through numerical results, it is found that we can save both memory requirements by using the wavelets with higher order vanishing moments. By increasing the order of vanishing moments, the number of knots of the spline wavelets is increased, and then the computational cost for construction of the coefficient matrix becomes expensive. Hence, it seems to be a drawback in the application of the wavelets with higher-order vanishing moments.

7 References
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