151
SS 2009 Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

Embed Size (px)

Citation preview

Page 1: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Numerical Simulation Methods

Prof. Dr.-Ing. Timon Rabczuk

Page 2: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

• Gleichungslöser• Zeitintegrationsverfahren• Eigenwertprobleme und Lösungsstrategien• Netzfreie Methoden

Outline

Page 3: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

• Eigenschaften von Matrizen• Direkte Gleichungslöser

• Iterative Gleichungslöser

Outline

• Cramer’s Regel• Pivoting• Gauss’sche Eliminationsverfahren• Gauss-Jordan Elimination

• Jacobi Iteration• Gauss-Seidel Iteration• Successive-over relaxation• Die Method der konjugierten Gradienten

Page 4: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Outline

Page 5: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Ankündigung

• Am Donnerstag den 5.11.2009 findet von 13:30 bis 15:00 Uhr anstatt der Vorlesung ein Rechnerseminar im Betonpool der Coudraystrasse 13d statt

Page 6: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Pivoting

Einfache Elimination versagt, wenn aii=0

• Full pivoting: Modifizieren der Reihen (Zeilen) und Spalten, so dass der Maximalwert auf die Diagonale verschoben wird.• Beim partial pivoting werden nur die Reihen vertauscht.• Beim scaled pivoting werden die entsprechenden (zu Beginn die erste Spalte) Spalten mit dem groessten Element der zugehoerigen Reihe skaliert -> Verringerung von Rundungsfehlern.

Page 7: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Gauss-Eliminationsverfahren

( , 1, 2,..., )

( 1, 2,..., )

ikij ij kj

ii

iki i k

kk

aa a a i j k k n

aa

b b b i k k na

• Schritt 1: Pivoting• Schritt 2: Gauss-Elimination

• Schritt 3: Lösung nach x mit Rückwärtssubstitution

1 ( 1, 2,...,1)

nn

nn

n

i ij jj i

iii

bx

a

b a xx i n n

a

Page 8: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Gauss-Jordan Elimination

• Gauss-Jordan Elimination is eine Variation der Gauss-Elimination, bei der die Elemente oberhalb und unterhalb der Hauptdiagonalen von der Hauptdiagonalen eliminiert werden. Normaler Weise werden die Diagonalelement skaliert (A -> I), so dass sich die Lösung sofort aus b ergibt.

Page 9: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Matrix-Inversion • Gauss-Jordan Elimination can zur Berechnung der Inverse verwendet werden (durch Augmentierung von I zu A)

1| |A I I A

80 20 20 120 40 20 120 20 130 1

1 0 0 2 /125 1/100 1/ 2500 1 0 1/100 1/ 30 1/1500 0 1 1/ 250 1/150 7 / 750

Gauss-Jordan

Page 10: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Matrix-Inversion • Inverse Matrix Methode

1 1

1

A x b

A A x A b

x A b

Page 11: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Matrix-Determinante • Die Determinante kann durch Gauss-Elimination zu einer oberen und unteren Dreiecksmatrix durch

berechnet werden. Es sei darauf aufmerksam gemacht, dass einige Operationen den Wert der Determinante verändern:• Multiplikation einer Reihe mit einer Konstanten multipliziert die Determinante mit dieser Konstanten• Vertauschen zweier Reihen verändert das Vorzeichen der Determinante

1

detn

iii

A A a

Page 12: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

LU-Faktorisierung

• Die Faktorisierung von A in L und U ist nicht eindeutig. Wenn allerdings L oder U gegeben ist kann Eindeutigkeit der Faktorisierung sichergestellt werden.• Die Faktorisierung, die auf Einheitsdiagonalelemente von L basiert, wird Doolitte Methode (von U Crout Methode) genannt.• L und U werden durch Gauss-Elimination erhalten.

A LU

Page 13: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Frontal Solvers • Frontal solvers are used for solving sparse linear systems• They are based on Gauss elimination avoiding large number of operations involving zero terms• usually build LU or LDU decomposition of a sparse matrix given as assembly of element matrices by assembling the matrix and eliminating the equations only on a subset of elements at a time. This subset is called front.• The entire sparse matrix is never created explicitly. Only the front is in the memory.

Page 14: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Probleme von Eliminationsverf. • Bei Gauss Elimination und Varianten sind Schwierigkeiten durch a) Rundungsfehler und b) schlecht-konditionierte Systeme zu erwarten.• Rundungsfehler treten auf wenn exakte Zahlen (infinite precision) durch ‘finite precision numbers’ approximiert werden.• Bei einem gut-konditionierten Problem treten kleine Aenderungen in der Loesung bei kleinen Änderungen in den Elementen der Systemmatrix auf.• Ein schlecht-konditioniertes Problem ist sensitiv bez. kleiner Änderungen der Elemente

Page 15: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Probleme von Eliminationsverf. • Beim scaled pivoting ist die einzige Abhilfe zur Verbesserung der Genauigkeit eines schlecht-konditionierten Problems die Erhöhung der ‘precision’.• Methoden zur Überprüfung der Konditionierung von A

Konditionszahl: Die Konditionszahl beschreibt die Sensitivitaet des Systems bezüglich kleiner Aenderungen.

Page 16: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Ankündigung

• Am Donnerstag den 12.11.2009 findet von 13:30 bis 15:00 Uhr anstatt der Vorlesung ein Rechnerseminar im Betonpool der Coudraystrasse 13d statt

Page 17: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Iterative Methoden • Jacobi• Gauss-Seidel• Successive-over-Relaxation• Conjugate Gradient

Page 18: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Iterative Methoden • Iterative Loeser konvergieren schneller bei diagonal dominanten Matrizen.• Matrizen koennen durch vertauschen von Reihen verbessert werden.• Die Anzahl der Iterationen hängen ab von:

• Diagonalen Dominanz,• Iterationsmethode,• Startwert,• Konvergenzkriterium

Page 19: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Jacobi Iteration • Wähle Startwert x0

( )( 1) ( )

( ) ( )

1

( 1, 2,... )

( 1,2,... )

kk k i

i iii

nk k

i i ij jj

Rx x i n

a

R b a x i n

• Wenn |Δ x| < tol -> beende Iteration

Page 20: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Genauigkeit und Konvergenz • Iterative Methoden sind weniger anfällig fuer Rundungsfehler weil:

• Das System ist diagonal dominant• Das System ist sparse• Jede Iteration ist unabhängig von den Rundungsfehlern der vorherigen Iteration

• Genauigkeit: relative Fehler = absoluter Fehler / exakte Loesung• Konvergenz/Abbruchkriterien

maxix tol

1

n

ii

x tol

1/ 22

1

n

ii

x tol

maxi

i

xtol

x

1

ni

i i

xtol

x

Page 21: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Gauss Seidel • Erfordert diagonale Dominanz zur Sicherung von Konvergenz• Konvergiert schneller als Jacobi-Iteration

( )( 1) ( )

1( ) ( 1) ( )

1 1

( 1,2,... )

( 1,2,... )

kk k i

i iii

i nk k k

i i ij j ij jj j

Rx x i na

R b a x a x i n

• Anmerkung 1: Es werden nur bereits berechnete Werte von zur Berechnung von benötigt

•Anmerkung 2: Der Speicherplatzbedarf ist niedriger als bei der Jacobi-Iteration

( 1)kjx

( 1)kix

Page 22: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Successive-Over-Relaxation (SOR) • Vorteil: Schnellere Konvergenz

( )( 1) ( )

1( ) ( 1) ( )

1 1

( 1,2,... )

( 1,2,... )

kk k i

i iii

i nk k k

i i ij j ij jj j

Rx x i na

R b a x a x i n

11 ( 2 )1

Gauss Seidelover relaxed method divergesunder relaxed

• Under-relaxation, wenn Gauss-Seidel ‘overshoots” (nicht-lineare Probleme)• Problem: Wahl von ω

Page 23: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Conjugate Gradient (CG) • meist benutzter iterativer Löser für grosse Systeme (sparse matrices)• Voraussetzung: A ist positive definit• Quadratische Form

Page 24: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

CG • Example

Page 25: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

CG • Start:

mit

Page 26: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Nicht-lineare Probleme • Geometrische nicht-linear• physikalisch nicht-linear

Page 27: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Nicht-lineare Probleme • Newton-Raphson

Page 28: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Nicht-lineare Probleme • Newton-Raphson

Page 29: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Nicht-lineare Probleme • Modifiziertes Newton-Raphson

Page 30: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Nicht-lineare Probleme • Verzweigungspunkte (bifurcation points)• Limit points• Turning points

Page 31: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Nicht-lineare Probleme • Verzweigungspunkte (bifurcation points)• Durchschlagspunkte (Limit points)• Umkehrpunkte (Turning points)

Page 32: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Nicht-lineare Probleme •Versagenspunkte (Failure points)

Page 33: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Nicht-lineare Probleme • Verzweigungspunkte (bifurcation points)• Durchschlagspunkte (Limit points)• Umkehrpunkte (Turning points)

Page 34: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Nicht-lineare Probleme • Verzweigungspunkte (bifurcation points)• Durchschlagspunkte (Limit points)• Umkehrpunkte (Turning points)

Page 35: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Nicht-lineare Probleme • Load control

Page 36: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Nicht-lineare Probleme • Displacement control

Page 37: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Nicht-lineare Probleme • Arc-length control (Bogenlängenverfahren)

Page 38: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Nicht-lineare Probleme • Arc-length control (Bogenlängenverfahren)

Page 39: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Ankündigung

• Am Donnerstag den 12.11.2009 findet von 13:30 bis 15:00 Uhr anstatt der Vorlesung ein Rechnerseminar im Betonpool der Coudraystrasse 13d statt

Page 40: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Motivation

Page 41: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Motivation

Page 42: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Motivation

Page 43: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Ankündigung

• Am Dienstag den 17.11.2009 findet von 15:15 bis 16:45 Uhr anstatt der Vorlesung ein Rechnerseminar im Betonpool der Coudraystrasse 13d statt

Page 44: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Motivation

Page 45: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Motivation

Page 46: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Motivation

Page 47: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Time Integration

Forward Euler

Page 48: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Time Integration

Forward Euler

Page 49: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Time Integration

Backward Euler

Page 50: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Time Integration

One-step-theta

Page 51: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Time Integration

Newmark

Page 52: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Time Integration

Newmark

Page 53: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Time Integration

A time integration schemes calculates an orbit of the ODE. The time integration scheme is said to be stable if it evolves like the true solution and converges to an equilibrium. In general, a time integration scheme does not evolve towards the equilibrium for anarbitrary step size. The step size must obey a condition, i.e. it has to be smaller than a certain critical size to tend towards the equilibrium. Such schemes are called conditionally stable.

0mx cx kx 0

0

0

0(0)(0)

tx xx v

Page 54: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Time Integration

0mx cx kx 0

0

0

0(0)(0)

tx xx v

There are schemes which are linearly stable for any step size. If a time integration scheme tends towards the equilibrium in several steps, but each step arbitrarily large, it is called A-stable. If it even tends towards the equilibrium in a single step for any step size, then it is L-stable.

Page 55: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Time Integration

Page 56: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Time Integration

Page 57: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Linear stability analysis

Page 58: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Linear stability analysis

Page 59: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Linear stability analysis

Page 60: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Lecture notes

www.uni-weimar.de/cms/bauing/forschung/institute/ism/lehre/xfem-mfm.html

Page 61: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

• Applications of Meshfree Methods• Partition of Unity• Completeness/consistency, stability, convergence, continuity• Meshfree shape functions and kernel functions and their relation• Specific meshfree methods (SPH, corrected SPH forms, EFG,

RKPM, hp-clouds, PUFEM): methods with intrinsic basis vs. methods with extrinsic basis

• Spatial integration in Meshfree Methods (nodal integration, stress-point integration, Gauss quadrature)

Meshfree Methods

Page 62: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

• Meshfree methods are well suited for curve fitting• Meshfree methods are well suited for problems with large

deformations (high velocity impacts, solids under explosive loading, free surface flow)

• Meshfree methods are well suited for problems with localization (fracture, fragmentation, cracks, shear bands eventually with high curvature)

For what applications are meshfree methods useful?

Page 63: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Motivation

Idelsohn et al. 2004

Wang XS 2005http://web.njit.edu/~xwang

Page 64: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Shuttle crash, 2003 Landslide, Colorado

Taiwan earthquake, 2003 Fragmentation of concrete

Motivation

Page 65: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Concrete under explosive loading

Page 66: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Page 67: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Page 68: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Perforation of concrete under explosive loading

Page 69: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Experimental Results

Ockert 1997

Page 70: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

MotivationFinite elements have difficulties for problems involving weak and strong discontinuities (material interfaces, cracks)

de Borst et al., 2004

Page 71: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

• Advantages:

• No need for mesh generation• Higher order continuity• Often better convergence rate• Can handle easily large

deformations• Incorporation of h-adaptivity is• easy• No mesh alignment sensitivity

Drawbacks:

• Computational expensive• Difficulties in imposing

essential boundary conditions• Instabilities

Idelsohn et al. 2004

Page 72: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

)(XX JSJ

Juu

Central particleNeighbor particle

Domain of influence (support)

Meshfree approximation

Meshfree approximation

FE Meshfree

)()( XuXX JSJ

JJSJ

iJi uu

Page 73: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

1)( SJ

J X

Partition of unity

Partition of unity

Linear FEM

IJIJ )(X

Page 74: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

1)( SJ

J X

Partition of unity

Quadratic FEM

IJIJ )(X

1 23

)1()1()()1(5.0)()1(5.0)(

3

2

1

rrrNrrrNrrrN

Page 75: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Partition of unity

1)( SJ

J X

Partition of unityThe “Kronecker-delta” property is not fulfilledin meshfree methods. This causes difficulties in imposingDirichlet BCs.

IJIJ )(X

Page 76: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Partition of unity

IIh uu )(x

0hu

0hu

Page 77: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Completeness

ZZYYXX JSJ

JJSJ

JJSJ

J

SJJ

SJJ

)()()(

0)(1)( 0

XXX

XX

Completeness is expressed in terms of the order of the polynomial which must be represented exactly. Completeness is often referred to reproducing conditions. An approximation is called complete of order n, if the approximation is able to reproduce a polynomial of order n exactly.

Completeness is important for the convergence of a discretization.

Page 78: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Completeness

1)(0)(

0)(1)(

0)(0)(

,,

,,

,,

JSJ

YJJSJ

XJ

JSJ

YJJSJ

XJ

SJYJ

SJXJ

YY

XX

XX

XX

XX

The derivative reproducing conditions are also important for several meshfree methods. In two dimensions, the derivative reproducing conditions for a linear field are

ijJjSJ

iJSJ

iJ X

)(,0)( ,, XX

Page 79: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Completeness and conservation

An approximation that is of zeroth-order completeness guarantees gallilean invariance.

An approximation that is of zeroth-order completeness guarantees linear momentum. Conservation of linear momentum requires that the rate of change of linear momentum due to internal forces is zero. Thus, in the absence of external forces and body forces, conservation of linear momentum requires that

0

SJ

JJSJ

JJDtD vmvm

wIISI

JJJ )()( XσXvm

Page 80: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Completeness and conservation

0

SJ

JJSJ

JJDtD vmvm

wIISI

JJJ )()( XσXvm

0)()( SJ

IISI

JSJ

JJ wXσXvm

This requires

0)(

ISI

J X 1)(

ISI

J X

Page 81: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Completeness and conservationAn approximation that is linear complete guarantees angular momentum. Conservation of angular momentum requires that any change is exclusively due to external forces. We will show that the change in angular momentum in the absence of external forces vanishes. The time rate of change in angular momentum can be expressed as

0

SJJJJJJ

SJJJJDt

D vvxvmxvm

JkJ

ImjISI

JmijkSJ

JJJ xwσDtD

i

)()()( XXexvm

Page 82: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Completeness and conservation

JkJ

ImjISI

JmijkSJ

JJJ xwσDtD

i

)()()( XXexvm

0)(

)()()(

)()(

)()(

)(

)(

)(

wσwσx

wσx

xwσ

SIImjijm

SImjmjijkImj

JIkI

SIJmijk

ImjJ

IkISI

Jmijk

JkJ

ImjISI

Jmijk

X

JXX

XX

XX

Page 83: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Compl., stability and convergenceA method is convergent if it is consistent and stable, Lax-Richtmeyr. According to Strikwerda (1989), a difference scheme Lu=f (L is the differential operator, Lh the corresponding difference operator) is consistent of order k for any smooth function v if:

kh ChvLLv | |max

In Galerkin methods, completeness takes the role of consistency. Stability ensures that a small defect stays small.

A method is convergent of order k (k>0) if

k

III

Chu)u(x | |max

Page 84: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Continuity

A method is considered to be n-th order continuous (Cn) if their shape functions are n times continuous differentiable.

Page 85: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Meshfree methods

Linear meshfree

Quadratic meshfree

Page 86: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Kernel function

Weighting/kernel/window functions:

|| Ixxr hrz /

10

103861),(

432

zzzzz

hrW

Cuartic B-Spline

Ir xx

Page 87: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Kernel function

h

Page 88: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Kernel function

Requirements usually imposed on the kernel functions:

)(),(lim0

rhrWh

1),(

dhrW

max0),( rrhrW

),(),( hWhW IJJI XXXX

),(),( 00 hWhW IJJI XXXX

max/with)(ofinstead)( rrzrWzW

Page 89: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Kernel functionExtension of the kernel function into higher order dimensions:Rectangular support:

312111)( XWXWXWW DDDX

Circular support:

||XX ||)( 1DWW

20

21)2(4

1075.05.11

)( 3

32

z

zzhC

zzzhC

rW D

D

3/12)7/(1013/2

DDD

C

Page 90: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Kernel function

Page 91: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

The cubic B-Spline

Kernel function

Page 92: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

The cubic B-Spline WJ(X) The derivative of the Cubic B-spline

Kernel function

Page 93: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Kernel function

Page 94: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Kernel function

21 x

Page 95: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Kernel function

Lagrangian and Eulerian kernels:

),(),( 0

hWWhWW

xX

Eulerian kernels are usually applied for large deformations. Eulerian kernels show a so-called tensile instability, meaning methods based on Eulerian kernels become instable when tensile stresses occur. Methods based on Eulerian kernels are generally not well-suited to model crack initiation since such methods are usually not capable of capturing the onset of fracture properly. Therefore, we recommend the use of Lagrangian kernels. When the deformations are too large, then the Lagrangian kernels gets instable when the domain of influence in the current configuration is extremely distorted.

Page 96: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Hyperelastic material lawwith strain softening

Instabilities due to (Belytschko et al. 2003):•Rank deficiency•Tensile instability (Swegle et al. 1993)•Material instability

Lagrangian and Eulerian kernels

Page 97: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

SPH method by Lucy and Monaghan [1977]

YJh du,hWu

)()( YY-XX

Central particleNeighbor particle

Domain of influence

Meshfree Methods

11)(

dY,hWJ Y-X

XdYY,hWJ

)( Y-X

1)(Yu

YYu )(

thatimplies11)(

dY,hWJ Y-X

XdYX,hWJ

)( Y-X

Page 98: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

SPH method by Lucy and Monaghan [1977]Central particleNeighbor particle

Domain of influence

Meshfree Methods

XdYY,hWJ

)( Y-X

XdYX,hWJ

)( Y-X

Subtraction of

gives

0)()(

dYYX,hWJ Y-X

If linear consistency is fulfilled, above is guaranteed by the symmetry of the kernel

Page 99: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

SPH method by Lucy and Monaghan [1977]

)()(, XX JSJ

Jh tutu

)()(, 00 XX JSJ

Jh tutu

00,)( JJJ VhW XXX

Central particleNeighbor particle

Domain of influence

Meshfree Methods

Page 100: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Meshfree Methods

),()()()(, 0hWWWVtutu JJJJSJ

Jh X-XXXX

Page 101: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Meshfree Methods

),()()()(, 0hWWWVtutu JJJJSJ

Jh X-XXXX

Page 102: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Meshfree Methods

),()()()(, 0hWWWVtutu JJJJSJ

Jh X-XXXX

Page 103: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Meshfree Methods

Different ways to discretize a body

Page 104: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

SPH method by Lucy and Monaghan [1977]

)()(, XX JSJ

Jh tutu

)()(, 00 XX JSJ

Jh tutu

00,)( JJJ VhW XXX

Symmetrization

)()(, 00 XX JSJ

JIh uutu

Central particleNeighbor particle

Domain of influence

Meshfree Methods

Page 105: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Shepard functions

SJJ

JSJ W

WW

)()(

)(X

XX

Meshfree methods

)()(, XX S

SJJ

hJ

Wtutu

)()(, 00 XX S

SJJ

hJ

Wtutu

Page 106: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Krongauz-Belytschko correction

)()()(, 00 tuWtuSJ

JS

Jh

XXaX

SJJ

JSJ W

WW

)()(

)(X

XX

JS

ZJJS

YJJS

XJ

JS

ZJJS

YJJS

XJ

JS

ZJJS

YJJS

XJ

ZWZWZWYWYWYWXWXWXW

,,,

,,,

,,,

A

IaA T

Meshfree methods

Page 107: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

• RKPM• EFG (MLS shape functions)• Hp-clouds • PUFEM• GFEM• Intrinsic and Extrinsic Enrichment

Outline

Page 108: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Elementfree Galerkin method (EFG)Conditioning of the A-matrix:

• The number of nodes n within a domain of influence has to be larger than the number M of basis monomials.• For linear complete basis polynomials, two of the three nodes have to point in different spatial directions.

A singularA regular

Page 109: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

)(0 XX JSJ

Juu

Derivatives of the approximation

Elementfree Galerkin (EFG) method

i

T

JJi

T

JJi

T

J

x

Wx

Wx

11

1

10

)()()(

)()()()(

)()()()()(

XBXAXp

X-XXpXAXp

X-XXpXAXpX

)()()()( JT

SJJ W

JX-XXpXpXA

)()()( JSJ

J W X-XXpXB

Page 110: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Elementfree Galerkin (EFG) method

i

TJJ

i

T

JJi

T

J

xW

x

Wx

11

1

10

)()()()()(

)()()()(

BXAXpX-XXpAXp

X-XXpXApX

)()()()( JT

SJJ W

JX-XXpXpXA

)()()( JSJ

J W X-XXpXB

111

)()(

XAAXAA

ii

-

xx

)()()( JSJ

J W X-XXpXB

Page 111: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Elementfree Galerkin (EFG) method

)()()()()( 1JJ

T

SJJ

h Wuu X-XXpXAXpX

Fast computation of the derivatives

)()()()()( 1JJ

TJ W X-XXpXAXpX

)()()()( JJJ W X-XXpXgX T)()()( XpXgXA

T)()()()()( XpXgXAXgXA

)()()()()( 1 XgXAXpXAXg T

Page 112: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Second derivatives

Elementfree Galerkin (EFG) method

iJ

jjJ

i

T

jiJJJ

ji

T

JJJJii

T

JJji

T

ji

J

xW

xxW

x

xxWW

xx

WWxx

Wxxxx

)()()(

)()()()()(

)()()()()()(

)()()()()(

11

21

12

11

122

XpAXpAXp

XpXAX-XXpAXp

X-XXpXAX-XXpAXp2

X-XXpXAXpX

Page 113: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Enrichment in EFG

Page 114: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Examples

22),( yxyxf

Page 115: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Examples

MLS SPH

Page 116: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Examples

Partial derivatives in x-direction

Page 117: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Examples

0.005% 0.2%

MLS SPH

Page 118: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Examples

)sin(),( 22 yxyxf

)sin()0,( 2xxf

Page 119: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Examples

)cos(2),( 22 yxxyxf x

Page 120: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Examples

MLS SPH

Page 121: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Examples

SPH-symm

Page 122: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Examples

Uniform particle distribution

Page 123: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Examples

Page 124: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Examples

Page 125: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Examples

SPH (approximation itself)

Page 126: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Examples

SPH –symm.

Page 127: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Examples

SPH

Page 128: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Examples

Page 129: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Examples

Page 130: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

SJ

L

KJKJJ

h

SJJ

TJJ

h

auu

auu

1

)()(

)()(

XpXX

XpXX

K

Hp-clouds

Method with extrinsic basis

The hp-cloud method is based on a so-called extrinsic enrichment. The second term is called the extrinsic basis and aJ are additional parameters introduced into the variational formulation and are used to increase the order of completeness (as in a p-refinement sense of finite elements).

Page 131: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

SJ

L

KJK

h

SJJ

Th

uu

u

J

J

1

0

0

)()(

)()(

XpXX

uXpXX

K

PUFEM

Partition of Unity Finite Element Method (PUFEM)

The PUFEM method was developed almost simultaneously as the hp-cloud method and uses Shepard functions as shape functions. It was originally applied for the Helmholtz equation in 1D where the analytical solution was introduced in the basis p.

Page 132: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

L

KJK

SJ SJJJJ

h auu1

)()(ˆ)( XpXXX K

GFEMGeneralized Finite Element Method (GFEM)

In the GFEM approximation, different partitions of unity are used (for the usual part and the extrinsic basis. The extrinsic basis is often called “enrichment”.

SJ

L

KJKJJ

h auu1

)()( XpXX K

Hp-clouds

Page 133: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

otherwise0)58.0,42.0(5.0exp5.042)(

1)1(0)0(

)1,0(0)(

2222

,

xxaxaaxb

uu

xxbu xx

PU-MethodsExample

Analytical solution

25.0exp)( xaxxu

)()()( xbuxxu JSJ

Jh

Approximation

25.0exp)( xax

Page 134: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

PU-Methods

Page 135: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

PU-Methods

Page 136: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Spatial integration

00 )()(

0J

SJJ Vfdf

XX

Nodal integration

The quadrature weights are usually associated with the “volume” of the particle

I-1 I+1I

2/110

III xxV

Page 137: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Spatial integration

00 )()(

0J

SJJ Vfdf

XX

Nodal integration

Delauny triangulation Voronoi cell

Page 138: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Spatial integration

Stress point integration

NodeStress point

SPN N

J

SPJ

N

J

NJ VVV

11

)( SPiI

SJJ

NiJ

SPiI Xuu

)( SPiI

SJJ

NiJ

SPiI Xvv

)( SPiI

SJJ

NJ

SPI X

vv

Page 139: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Spatial integration

Stress point integration

NodeStress point

SPSJ

SPJ

SJ

NJ VfVfdf )()()( XXX

)( SPiI

SJJ

NiJ

SPiI Xuu

)( SPiI

SJJ

NiJ

SPiI Xvv

)( SPiI

SJJ

NJ

SPI X

vv

Page 140: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Cell integration

Spatial integration

Page 141: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Cell integration:

),(det),(

),(det),()(1

1

1

100

Jfw

ddJfdf

JJJ

J

X

Spatial integration

In FE Gauss quadrature, 2nq-1 Gauss points are necessary to reproduce a polynomial of n-th order exactlySince meshfree shape functions are often not polynomials- e.g. MLS shape functions- exact integration of the weak form is difficult to impossible. Usually, a higher number of Gauss points are used to decrease integration errors.

Page 142: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Cell integration:

),(det),(

),(det),()(1

1

1

100

Jfw

ddJfdf

JJJ

J

X

Spatial integration

Since meshfree shape functions are often not polynomials- e.g. MLS shape functions- exact integration of the weak form is difficult to impossible. Usually, a higher number of Gauss points are used to decrease integration errors.Estimate for the number of Gauss points per background cell in 2D:

cellpernodesofnumber,2 mmnq

Page 143: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Nodal integration: 0

0 )()(0

JSJ

J Vfdf

XX

Cell integration:

),(det),(

),(det),()(1

1

1

100

Jfw

ddJfdf

JJJ

J

X

Spatial integration

Stress point integration:

SPSJ

SPJJ

SJ

NJJ VfVfdf )()()(

00 XXX

Page 144: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Spatial integrationIntegration over supports

Integration over supports is often used for methods that are based on local weak (the Meshless Petrov Galerkin (MLPG) method is probably the most popular local method).

Page 145: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Meshfree methodsShape functions:• SPH shape functions• SPH corrected derivatives shape functions• Shepard functions (=zero-order complete MLS shape functions)• MLS shape functions• RKPM shape functions (that are very similar to the MLS shape functions)

Integration techniques:• Nodal integration• Stress point integration• Gauss quadrature

Methods:• collocation methods• Bubnov Galerkin methods • Petrov Galerkin methods

)()( iIiiI xxx )()( iIiI xx )()( iIiI xx

Page 146: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Meshfree methodsMethods with intrinsic basis• SPH and corrected SPH versions• RKPM• EFG• MLPG

Integrationstrong form, collocation

weak form, nodal/cell integrationweak form, nodal/SP/cell int.local weak form, integration over support

Methods with extrinsic basis

• PUFEM• hp-clouds• GFEM• XFEM

Page 147: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Examples

4)~2(36~6

22 DyxxL

IEqyux

2

22 )3(

4)~54(~3~6

xxLxDxLyIE

qyu y

strainplanefor)1/(~;stressplanefor~ 2 EEEEstrainplanefor)1/(~

stressplanefor~

2

2

2Lanal

Lanalh

Lerr

u

uu

dL

uuu2

Page 148: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Examples

22

3

3

46/),(

0),(12/

)(),(

yDtD

qyx

yxtD

yxLqyx

xy

yy

xx

energyanal

energyanalh

energyerr

u

uu

2/1

:

d)()(Tenergy

uE:CuEu

Page 149: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Examples

Page 150: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

Examples

Page 151: SS 2009Numerische Simulationsverfahren Prof. Dr.-Ing. Timon Rabczuk Numerical Simulation Methods Prof. Dr.-Ing. Timon Rabczuk

SS 2009 Numerische SimulationsverfahrenProf. Dr.-Ing. Timon Rabczuk

ExamplesHole in the plate-problem

Put in formula!!!!!!