A Space-Time Meshfree Collocation Method for Coupled

Problems on Irregularly-Shaped Domains

Von der
Fakultt Architektur, Bauingenieurwesen und Umweltwissenschaften
der Technischen Universitt Carolo-Wilhelmina
zu Braunschweig
zur Erlangung des Grades eines
Doktor-Ingenieurs (Dr.-Ing.)
genehmigte
Dissertation
von
Hennadiy Netuzhylov, MSc
geboren am 20.11.1978
aus Lviv, Ukraine
Eingereicht am
Disputation am
Berichterstatter
12. Juni 2008

Prof. Dr.-Ing. Andreas Zilian
Prof. Dr. rer. nato Thomas Sonar
2008
Contents
Kurzfassung
Abstract
Preface
U
lU
lX
1 Introduction 1
1.1 Motivation........................................... 1
1.2 Historical development . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3 Current state of research . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.4 Classification of meshfree methods .. . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.5 Outline of the thesis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2 Basic concepts and Methodology 11
2.1 Deduction of the method. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 11
2.2 (Interpolating) Moving Least Squares . . . . . . . . . . . . . . . . . . . . . . . . .. 12
2.3 Comparison with other Least Squares methods . . . . . . . . . . . . . . . . . .. 15
2.4 Basis functions 16
2.5 Weight functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 17
2.5.1 Approximation case :: MLS . . . . . . . . . . . . . . . . . . . . . . . . . .. 17
2.5.2 Interpolation case :: IMLS . . . . . . . . . . . . . . . . . . . . . . . . . . .. 18
2.6 Singularity-by-Construction................................ 19
CONTENTS
2.7
2.8
2.6.1 Singular Value Decomposition .
2.6.2 Regularization technique .
2.6.3 Derivatives and nodal values of the kerne! functions .
Boundary and initial conditions .. . . . . . . . . . . . . . . . . . . . . . . . .
Numerical properties of IMLS functions .
2.8.1 Patch tests :: A linear elasticity example .
2.8.2 Positivity conditions in meshfree collocations .
20
21
23
28
29
31
34
3 A Space-Time Meshfree Collocation Method 35
3.1 Splitting into space-time slabs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 35
3.2 Discretization of a coupled problem 37
3.3 Strategy for nonlinearities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 38
3.4 Point distribution techniques . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 39
3.4.1 Halton points. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 39
3.4.2 Data management .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 40
3.5 Numerical stability and trade-off principles . . . . . . . . . . . . . . . . . . . . .. 43
3.5.1 Choice of parameters " 43
3.6 Workflow............................................ 46
4 Discretization of Irregularly-Shaped Domains 47
4.1 Scattered data interpolation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 47
4.2 A multilevel surface reconstruction " 48
4.3 Interpolation of point cloud data by implicit surfaces 50
4.3.1 Demonstration of the approach in 2d. . . . . . . . . . . . . . . . . . . .. 54
4.3.2 Examples in 3d " 55
5 Interpolating Functions and Derivatives 63
5.1 Error indicators and convergence 63
5.2 Highly-oscillating functions :: Franke's function on a quadratic domain '" 66
5.3 Highly-oscillating functions :: A "blupp" function on a circular domain ... 69
CONTENTS
6 Numerical Study of STMCM for Differential Equations 73
6.1 Introduction.......................................... 73
6.2 Classification of equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 74
6.2.1 Problem types. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 74
6.2.2 Well-Posedness................................... 75
6.2.3 Equation types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 76
6.3 Linear Ordinary Differential Equations . . . . . . . . . . . . . . . . . . . . . . .. 77
6.3.1 A spring-mass oscillator 77
6.3.2 Foucault pendulum .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 82
6.3.3 Stability and filter properties . . . . . . . . . . . . . . . . . . . . . . . . .. 86
6.4 Nonlinear Ordinary Differential Equations . . . . . . . . . . . . . . . . . . . . .. 89
6.4.1 Lorenz attractors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 90
6.5 Stationary Problems :: Elliptic Partial Differential Equations 92
6.5.1 Theoretical issues 95
6.5.2 Discretization and boundary conditions . . . . . . . . . . . . . . . . . .. 97
6.5.3 Laplace equation on a unit square . . . . . . . . . . . . . . . . . . . . . .. 100
6.5.4 Laplace equation on a circle . . . . . . . . . . . . . . . . . . . . . . . . . .. 100
6.5.5 A boundary layer problem 101
6.5.6 HeImholtz equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 106
6.6 Time-Dependent Partial Differential Equations , 110
6.6.1 Diffusions :: Heat equation . . . . . . . . . . . . . . . . . . . . . . . . . .. 110
6.6.2 Vibrations :: Wave equation , 112
6.6.3 Convection :: Transport equation . . . . . . . . . . . . . . . . . . . . . .. 118
6.6.4 Hamilton-Jacobi equations :: Level-set equation . . . . . . . . . . . . .. 122
6.6.5 Curvature driven evolving interfaces . . . . . . . . . . . . . . . . . . . .. 124
6.7 Nonlinear Partial Differential Equations , 126
6.7.1 Shock waves :: Burgers' equation. . . . . . . . . . . . . . . . . . . . . . .. 126
6.7.2 Metastability :: Allen-Cahn equation . . . . . . . . . . . . . . . . . . . .. 128
6.8 Discussion........................................... 129
CONTENTS
7 Application to Biofilm and Tumour Growth Modelling 131
7.1 Biofilms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 131
7.2 State of research. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 132
7.3 A mathematical model of biofilm growth . . . . . . . . . . . . . . . . . . . . . .. 133
7.3.1 Material description , 134
7.3.2 Nutrient description 135
7.3.3 Interface description. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 135
7.3.4 Nutrient consumption and biomass formation 136
7.3.5 Validation...................................... 137
7.4 Tumours............................................ 143
7.4.1 A mathematical model of tumour growth . . . . . . . . . . . . . . . . .. 145
7.4.2 Validation :: a spherical avascular tumour . . . . . . . . . . . . . . . . .. 146
8 Summary and Outlook 149
8.1 Summary............................................ 149
8.2 Outlook . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 150
A Analytical expressions 151
B Invariance of the Laplacian 155
Bibliography 157
Index 167