meshless discretization of generalized laplace operator...

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Meshless Modelling in Geoscience Introduction Generalized Laplace Operator For Anisotropic Media Meshless Method For Anisotropic Case Meshless Finite Difference Method Smoothed Particle Hydrodynamics (SPH) Method Smoothed Particle Hydrodynamics (SPH) Method Modified SPH Discretization Modified SPH Discretization Results Monotonicity Issue Take Away Meshless Discretization of Generalized Laplace Operator For Anisotropic Heterogeneous Media Alex Lukyanov ] and Kees Vuik ] Schlumberger-Doll Research, Cambridge, MA 02139, USA ([email protected]). Delft University of Technology, Delft Institute of Applied Mathematics, 2628CN Delft, the Netherlands ([email protected]). July 1, 2015

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Page 1: Meshless Discretization of Generalized Laplace Operator ...ta.twi.tudelft.nl/nw/users/vuik/workshop_meshfree/lukyanov.pdf · Generalized Laplace Operator For Anisotropic Media Meshless

MeshlessModelling inGeoscience

Introduction

GeneralizedLaplace OperatorFor AnisotropicMedia

Meshless MethodFor AnisotropicCase

Meshless FiniteDifference Method

Smoothed ParticleHydrodynamics(SPH) Method

Smoothed ParticleHydrodynamics(SPH) Method

Modified SPHDiscretization

Modified SPHDiscretization

Results

MonotonicityIssue

Take Away

Meshless Discretization of Generalized

Laplace Operator For Anisotropic

Heterogeneous Media

Alex Lukyanov] and Kees Vuik¶

]Schlumberger-Doll Research, Cambridge, MA 02139, USA([email protected]).

¶Delft University of Technology, Delft Institute of Applied Mathematics,2628CN Delft, the Netherlands ([email protected]).

July 1, 2015

Page 2: Meshless Discretization of Generalized Laplace Operator ...ta.twi.tudelft.nl/nw/users/vuik/workshop_meshfree/lukyanov.pdf · Generalized Laplace Operator For Anisotropic Media Meshless

MeshlessModelling inGeoscience

Introduction

GeneralizedLaplace OperatorFor AnisotropicMedia

Meshless MethodFor AnisotropicCase

Meshless FiniteDifference Method

Smoothed ParticleHydrodynamics(SPH) Method

Smoothed ParticleHydrodynamics(SPH) Method

Modified SPHDiscretization

Modified SPHDiscretization

Results

MonotonicityIssue

Take Away

Outline

Introduction

Generalized Laplace Operator For Anisotropic Media

Meshless Method For Anisotropic Case

Results

Monotonicity Issue

Take Away

Page 3: Meshless Discretization of Generalized Laplace Operator ...ta.twi.tudelft.nl/nw/users/vuik/workshop_meshfree/lukyanov.pdf · Generalized Laplace Operator For Anisotropic Media Meshless

MeshlessModelling inGeoscience

Introduction

GeneralizedLaplace OperatorFor AnisotropicMedia

Meshless MethodFor AnisotropicCase

Meshless FiniteDifference Method

Smoothed ParticleHydrodynamics(SPH) Method

Smoothed ParticleHydrodynamics(SPH) Method

Modified SPHDiscretization

Modified SPHDiscretization

Results

MonotonicityIssue

Take Away

Introduction

Page 4: Meshless Discretization of Generalized Laplace Operator ...ta.twi.tudelft.nl/nw/users/vuik/workshop_meshfree/lukyanov.pdf · Generalized Laplace Operator For Anisotropic Media Meshless

MeshlessModelling inGeoscience

Introduction

GeneralizedLaplace OperatorFor AnisotropicMedia

Meshless MethodFor AnisotropicCase

Meshless FiniteDifference Method

Smoothed ParticleHydrodynamics(SPH) Method

Smoothed ParticleHydrodynamics(SPH) Method

Modified SPHDiscretization

Modified SPHDiscretization

Results

MonotonicityIssue

Take Away

Introduction

Literature

I Lucy, L. [1977] A numerical approach to testing thefission hypothesis. The Astronomical Journal, 82, 1013– 1024.

I Gingold, R.A., Monaghan, J.J. [1977]Smoothed particlehydrodynamics: theory and application to non-sphericalstars, Monthly Notices Royal Astronom. Soc., 181,135.

I Liu, M. B., Liu, G. R. [2003] Particle Hydrodynamics:A Meshfree Particle Method. World ScientificPublishing Co. Pte. Ltd. 449 p.

I OTHER:Belytschko, Li, Liu, Atluri, Liszka, Yagawa, Yamada,Nayroles, Johnson, Morris, Williams, Zhu, Fox, Chen,Chaniotis, Duarte, Oden, Brookshaw, Schwaiger

Page 5: Meshless Discretization of Generalized Laplace Operator ...ta.twi.tudelft.nl/nw/users/vuik/workshop_meshfree/lukyanov.pdf · Generalized Laplace Operator For Anisotropic Media Meshless

MeshlessModelling inGeoscience

Introduction

GeneralizedLaplace OperatorFor AnisotropicMedia

Meshless MethodFor AnisotropicCase

Meshless FiniteDifference Method

Smoothed ParticleHydrodynamics(SPH) Method

Smoothed ParticleHydrodynamics(SPH) Method

Modified SPHDiscretization

Modified SPHDiscretization

Results

MonotonicityIssue

Take Away

Introduction

I Fundamental Relations r′, r ∈ R3:

A(r) = 〈A(r′), δ(r − r′)〉 =∫

Ω,r∈Ω

A(r′)δ(r − r′)dr′

〈1, δ(r − r′)〉 =∫

Ω,r∈Ω

δ(r − r′)dr′ = 1(1)

I Set of Kernel Functions W (r − r′, h) ∈ C 0(Ω):

limh→0

W W (r − r′, h) = weakly = δ(r − r′)∫Ω,r∈Ω

W (r − r′, h)dr′ = 1(2)

Page 6: Meshless Discretization of Generalized Laplace Operator ...ta.twi.tudelft.nl/nw/users/vuik/workshop_meshfree/lukyanov.pdf · Generalized Laplace Operator For Anisotropic Media Meshless

MeshlessModelling inGeoscience

Introduction

GeneralizedLaplace OperatorFor AnisotropicMedia

Meshless MethodFor AnisotropicCase

Meshless FiniteDifference Method

Smoothed ParticleHydrodynamics(SPH) Method

Smoothed ParticleHydrodynamics(SPH) Method

Modified SPHDiscretization

Modified SPHDiscretization

Results

MonotonicityIssue

Take Away

Introduction

I Basic Equalities:

A(r) = limh→0

∫Ω,r∈Ω

A(r′)W (r − r′, h)dr′

A(r) =∫

Ω,r∈Ω

A(r′)W (r − r′, h)dr′ + O(h2) =

=∑

J∈Ωr,h

A(rJ)W (r − rJ , h)VJ + O(h2),∀h ∈ Ωh

(3)

Page 7: Meshless Discretization of Generalized Laplace Operator ...ta.twi.tudelft.nl/nw/users/vuik/workshop_meshfree/lukyanov.pdf · Generalized Laplace Operator For Anisotropic Media Meshless

MeshlessModelling inGeoscience

Introduction

GeneralizedLaplace OperatorFor AnisotropicMedia

Meshless MethodFor AnisotropicCase

Meshless FiniteDifference Method

Smoothed ParticleHydrodynamics(SPH) Method

Smoothed ParticleHydrodynamics(SPH) Method

Modified SPHDiscretization

Modified SPHDiscretization

Results

MonotonicityIssue

Take Away

Introduction

Kernel Function

W (z , h) =Ξ

hD

1− 3

2z2 + 3

4z3, 0 ≤ z ≤ 1

14 (2− z)3, 1 ≤ z ≤ 20, z > 2

(4)

where: z = ‖r − r′‖2 /hΞ = 3

2 ,107π ,

1π in 1D, 2D and 3D respectively.

Figure: Neighboring particles of a Kernelsupport.

Page 8: Meshless Discretization of Generalized Laplace Operator ...ta.twi.tudelft.nl/nw/users/vuik/workshop_meshfree/lukyanov.pdf · Generalized Laplace Operator For Anisotropic Media Meshless

MeshlessModelling inGeoscience

Introduction

GeneralizedLaplace OperatorFor AnisotropicMedia

Meshless MethodFor AnisotropicCase

Meshless FiniteDifference Method

Smoothed ParticleHydrodynamics(SPH) Method

Smoothed ParticleHydrodynamics(SPH) Method

Modified SPHDiscretization

Modified SPHDiscretization

Results

MonotonicityIssue

Take Away

Generalized Laplace Operator For

Anisotropic Heterogeneous Media

I Generalized Laplace Operator:

Lu = −∇ (M (r)∇u (r))− g (r) , r ∈ Ω ⊂ R3 (5)

I Anisotropic Heterogeneous Media: Mxx (r) Mxy (r) Mxz (r)Mxy (r) Myy (r) Myz (r)Mxz (r) Myz (r) Mzz (r)

(6)

Page 9: Meshless Discretization of Generalized Laplace Operator ...ta.twi.tudelft.nl/nw/users/vuik/workshop_meshfree/lukyanov.pdf · Generalized Laplace Operator For Anisotropic Media Meshless

MeshlessModelling inGeoscience

Introduction

GeneralizedLaplace OperatorFor AnisotropicMedia

Meshless MethodFor AnisotropicCase

Meshless FiniteDifference Method

Smoothed ParticleHydrodynamics(SPH) Method

Smoothed ParticleHydrodynamics(SPH) Method

Modified SPHDiscretization

Modified SPHDiscretization

Results

MonotonicityIssue

Take Away

Meshless Discretization For Anisotropic

Heterogeneous Media

I Mobility Decomposition:

M (r) = MS (r) + MD (r) ,MS (r) = 1

3tr [M] · I, tr

[MD]

= 0(7)

I Velocity Decomposition:

V (r) = VS (r) + VD (r)VS (r) = −MS (r)∇p(r),VD (r) = −MD (r)∇p(r)

(8)

I Divergence Decomposition:

∇V (r) = ∇VS (r) +∇VD (r) (9)

Page 10: Meshless Discretization of Generalized Laplace Operator ...ta.twi.tudelft.nl/nw/users/vuik/workshop_meshfree/lukyanov.pdf · Generalized Laplace Operator For Anisotropic Media Meshless

MeshlessModelling inGeoscience

Introduction

GeneralizedLaplace OperatorFor AnisotropicMedia

Meshless MethodFor AnisotropicCase

Meshless FiniteDifference Method

Smoothed ParticleHydrodynamics(SPH) Method

Smoothed ParticleHydrodynamics(SPH) Method

Modified SPHDiscretization

Modified SPHDiscretization

Results

MonotonicityIssue

Take Away

Meshless Finite Difference Method

Seibold (2006)

I Construct neighbors (choosemore neighbors thanconstraints)

I Select unique stencil satisfyingadditional requirements

I Solve optimization problem

I Compute monotone stencil

I Not a flexible way givenpre-existing geology

Special Case

Lp = −∇2p (r)− g (r)∑s

TMSI (rS − rI ) = 0

∑s

TMSI (rS − rI ) (rS − rI ) = I

General Case

2∇ (φ(r)∇p(r)) = ∇2 (φ(r)p(r))+φ(r)∇2p(r)−p(r)∇2φ(r)

Page 11: Meshless Discretization of Generalized Laplace Operator ...ta.twi.tudelft.nl/nw/users/vuik/workshop_meshfree/lukyanov.pdf · Generalized Laplace Operator For Anisotropic Media Meshless

MeshlessModelling inGeoscience

Introduction

GeneralizedLaplace OperatorFor AnisotropicMedia

Meshless MethodFor AnisotropicCase

Meshless FiniteDifference Method

Smoothed ParticleHydrodynamics(SPH) Method

Smoothed ParticleHydrodynamics(SPH) Method

Modified SPHDiscretization

Modified SPHDiscretization

Results

MonotonicityIssue

Take Away

SPH Discretization

I Brookshaw (1985):

〈∇ (m (r)∇F (r))〉 =∑Ωr,h

VrJ[F (rJ)− F (rI )]

(rJ − rI ) · (mJ + mI )∇W (rJ − rI , h)

‖r′ − r‖2

Page 12: Meshless Discretization of Generalized Laplace Operator ...ta.twi.tudelft.nl/nw/users/vuik/workshop_meshfree/lukyanov.pdf · Generalized Laplace Operator For Anisotropic Media Meshless

MeshlessModelling inGeoscience

Introduction

GeneralizedLaplace OperatorFor AnisotropicMedia

Meshless MethodFor AnisotropicCase

Meshless FiniteDifference Method

Smoothed ParticleHydrodynamics(SPH) Method

Smoothed ParticleHydrodynamics(SPH) Method

Modified SPHDiscretization

Modified SPHDiscretization

Results

MonotonicityIssue

Take Away

SPH DiscretizationI Schwaiger (2008):

(Γ−1

kk

n

)−1

〈∇ (m (rI )∇F (rI ))〉 =∑Ωr,h

VrJ[F (rJ)− F (rI )]

(rJ − rI ) · (mJ + mI )∇W (rJ − rI , h)

‖r′ − r‖2

−[〈m (rI ) F (rI )〉α − F (rI ) 〈m (rI )〉α + m (rI ) 〈F (rI )〉α] Nα

〈F (rI )〉α =∑Ωr,h

VrJ[F (rJ)− F (rI )]∇αW (rI − rJ)

A =

∑Ωr,h

VrJ[rJ − rI ]∇αW (rI − rJ)

−1

, ∇∗αW = Aαβ∇βW

Page 13: Meshless Discretization of Generalized Laplace Operator ...ta.twi.tudelft.nl/nw/users/vuik/workshop_meshfree/lukyanov.pdf · Generalized Laplace Operator For Anisotropic Media Meshless

MeshlessModelling inGeoscience

Introduction

GeneralizedLaplace OperatorFor AnisotropicMedia

Meshless MethodFor AnisotropicCase

Meshless FiniteDifference Method

Smoothed ParticleHydrodynamics(SPH) Method

Smoothed ParticleHydrodynamics(SPH) Method

Modified SPHDiscretization

Modified SPHDiscretization

Results

MonotonicityIssue

Take Away

Modified SPH Discretization∗

I Spherical Part:

−(

Γ−1kk

n

)−1

〈∇vS (r)〉 =∑Ωr,h

VrJ·Meff · [F (rJ)− F (rI )]

(rαJ − rαI ) · ∇αW (rJ − rI , h)

‖r′ − r‖2 −

∑Ωr,h

VrJ·MS

eff · [F (rJ)− F (rI )]∇αW (rJ − rI , h)

MSeff =

(MS (rJ) ·MS (rI )

MS (rJ) + MS (rI )

)

∗Lukyanov, Vuik, JCP, To be submitted.

Page 14: Meshless Discretization of Generalized Laplace Operator ...ta.twi.tudelft.nl/nw/users/vuik/workshop_meshfree/lukyanov.pdf · Generalized Laplace Operator For Anisotropic Media Meshless

MeshlessModelling inGeoscience

Introduction

GeneralizedLaplace OperatorFor AnisotropicMedia

Meshless MethodFor AnisotropicCase

Meshless FiniteDifference Method

Smoothed ParticleHydrodynamics(SPH) Method

Smoothed ParticleHydrodynamics(SPH) Method

Modified SPHDiscretization

Modified SPHDiscretization

Results

MonotonicityIssue

Take Away

Modified SPH Discretization†

I Deviatoric Part:

Lukyanov(2010), Lukyanov (2012)

〈vDγ (rI )〉 = −MD

γα〈p (rI )〉,α

〈p (rI )〉 =∑Ωr,h

VrJ[〈p (rJ)〉 − 〈p (rI )〉]∇W (rJ − rI , h)

〈∇vDγ (r)〉,γ =

∑Ωr,h

VrJ

[〈vDγ (rJ)〉 − 〈vD

γ (rI )〉]∇γW (rJ − rI , h)

†Lukyanov, Vuik, JCP, To be submitted.

Page 15: Meshless Discretization of Generalized Laplace Operator ...ta.twi.tudelft.nl/nw/users/vuik/workshop_meshfree/lukyanov.pdf · Generalized Laplace Operator For Anisotropic Media Meshless

MeshlessModelling inGeoscience

Introduction

GeneralizedLaplace OperatorFor AnisotropicMedia

Meshless MethodFor AnisotropicCase

Meshless FiniteDifference Method

Smoothed ParticleHydrodynamics(SPH) Method

Smoothed ParticleHydrodynamics(SPH) Method

Modified SPHDiscretization

Modified SPHDiscretization

Results

MonotonicityIssue

Take Away

Results

I For Deviatoric Scheme:

Page 16: Meshless Discretization of Generalized Laplace Operator ...ta.twi.tudelft.nl/nw/users/vuik/workshop_meshfree/lukyanov.pdf · Generalized Laplace Operator For Anisotropic Media Meshless

MeshlessModelling inGeoscience

Introduction

GeneralizedLaplace OperatorFor AnisotropicMedia

Meshless MethodFor AnisotropicCase

Meshless FiniteDifference Method

Smoothed ParticleHydrodynamics(SPH) Method

Smoothed ParticleHydrodynamics(SPH) Method

Modified SPHDiscretization

Modified SPHDiscretization

Results

MonotonicityIssue

Take Away

Results

I For Full Scheme:

Tensor Particle Distribution Cp αp Cu αu

D Uniform 0.348 1.991 0.325 1.891

D Weakly Distorted 0.231 1.923 0.247 1.873

D Highly Distorted 0.257 1.732 0.257 1.638

N Uniform 0.391 1.990 0.301 1.872

N Weakly Distorted 0.272 1.919 0.216 1.803

N Highly Distorted 0.293 1.727 0.225 1.612

Table: Convergence rates for the relatively simpleDirichlet problem ‖p − ph‖ ≤ Cph

αp and‖u − uh‖ ≤ Cuh

αu .

Page 17: Meshless Discretization of Generalized Laplace Operator ...ta.twi.tudelft.nl/nw/users/vuik/workshop_meshfree/lukyanov.pdf · Generalized Laplace Operator For Anisotropic Media Meshless

MeshlessModelling inGeoscience

Introduction

GeneralizedLaplace OperatorFor AnisotropicMedia

Meshless MethodFor AnisotropicCase

Meshless FiniteDifference Method

Smoothed ParticleHydrodynamics(SPH) Method

Smoothed ParticleHydrodynamics(SPH) Method

Modified SPHDiscretization

Modified SPHDiscretization

Results

MonotonicityIssue

Take Away

Monotonicity Issue

Figure: Monotonicity Issue (H. Hajibeygi, 2014).

Page 18: Meshless Discretization of Generalized Laplace Operator ...ta.twi.tudelft.nl/nw/users/vuik/workshop_meshfree/lukyanov.pdf · Generalized Laplace Operator For Anisotropic Media Meshless

MeshlessModelling inGeoscience

Introduction

GeneralizedLaplace OperatorFor AnisotropicMedia

Meshless MethodFor AnisotropicCase

Meshless FiniteDifference Method

Smoothed ParticleHydrodynamics(SPH) Method

Smoothed ParticleHydrodynamics(SPH) Method

Modified SPHDiscretization

Modified SPHDiscretization

Results

MonotonicityIssue

Take Away

Monotonicity Issue: Bouchon (2006)TheoremLet A = [aij ] and A = [aij ] be two real square matricesof dimension n, with the following properties:

I A = [aij ] is an irreducibly diagonal dominantM-matrix

I A · IIf∥∥∥A∥∥∥∞< Cm (A) with C =

1

(η)M ·M · ethen the

matrix A + A is monotone. Moreover(

A + A)−1

>> 0

Where‖A‖∞ = sup

x 6=0

‖Ax‖‖x‖ = max

i=1,...,n

(∑j |aij |

)m (A) = min

i=1,...,n(|aii |) , η (A) = max

i ,j=1,...,n

(|aii ||aij |

)

Page 19: Meshless Discretization of Generalized Laplace Operator ...ta.twi.tudelft.nl/nw/users/vuik/workshop_meshfree/lukyanov.pdf · Generalized Laplace Operator For Anisotropic Media Meshless

MeshlessModelling inGeoscience

Introduction

GeneralizedLaplace OperatorFor AnisotropicMedia

Meshless MethodFor AnisotropicCase

Meshless FiniteDifference Method

Smoothed ParticleHydrodynamics(SPH) Method

Smoothed ParticleHydrodynamics(SPH) Method

Modified SPHDiscretization

Modified SPHDiscretization

Results

MonotonicityIssue

Take Away

Take Away

I It is required to have further numerical analysis ofthe method.

I Due to the meshfree particle nature of the method,it is not always straightforward to directly apply thetechniques that were developed for mesh-basedEulerian or Lagrangian methods.

I The issues related to the stability, accuracy andconvergence are understood for uniformlydistributed particles and some times for onlyone-dimensional cases.

I It is not yet very well clear how the particleirregularity affects the accuracy of the solution.

I Monotonicity issue has to be investigated.