Surface PDEs Research Articles

A High-Order Fast Direct Solver for Surface PDEs

A High-Order Fast Direct Solver for Surface PDEs

An ALE meshfree method for surface PDEs coupling with forced mean curvature flow

In this paper, we propose an arbitrary Lagrangian Eulerian (ALE) meshfree method that utilizes the radial basis function-finite difference (RBF-FD) method for solving diffusion-reaction equations on evolving surfaces. The surface evolution law is determined by a forced mean curvature flow (FMCF). We develop a parametric RBF-FD method to solving the FMCF, which has not been done previously in the framework of meshfree methods. The advantage of this parametric method is that it utilizes a suitable tangential velocity in the equation to maintain a fairly uniform distribution of nodes during the surface evolution. The tangential velocity also allows us to construct an ALE RBF-FD scheme for the surface PDEs, which performs better than the purely Lagrangian method. Furthermore, we discuss how to deal with the boundary conditions for both the FMCF and the PDEs on surfaces, and present a ghost node approach to efficiently discretize the boundary conditions. Some numerical experiments are shown, which not only demonstrate the effectiveness of the tangential velocity, but also illustrate two applications.

The D-RBF-PU method for solving surface PDEs

In this paper a new direct RBF partition of unity (D-RBF-PU) method is developed for numerical solution of partial differential equations defined on smooth orientable surfaces which are discretized with sets of scattered nodes and with approximations to normal vectors at each of the nodes. The accuracy, stability and efficiency of the new method are studied through some theoretical and experimental results. This method is a localized RBF based technique, results in a perfectly sparse final linear system, uses only scattered nodes on the surface rather than a connected mesh, and is applicable for a large class of PDEs on manifolds. Applications to some biological and chemical reaction-diffusion models are also given. Results show that the new method outperforms other comparable techniques for surface PDEs.

A Time-Continuous Embedding Method for Scalar Hyperbolic Conservation Laws on Manifolds

A time-continuous (tc-)embedding method is first proposed for solving nonlinear scalar hyperbolic conservation laws with discontinuous solutions (shocks and rarefaction waves) on codimension 1, connected, smooth, and closed manifolds (surface PDEs or SPDEs in {mathbb {R}}^2 and {mathbb {R}}^3). The new embedding method improves upon the classical closest point (cp-)embedding method, which requires re-establishments of the constant-along-normal (CAN-)property of the extension function at every time step, in terms of accuracy and efficiency, by incorporating the CAN-property analytically and explicitly in the embedding equation. The tc-embedding SPDEs are solved by the second-order nonlinear central finite volume scheme with a nonlinear minmod slope limiter in space, and the third-order total variation diminished Runge-Kutta scheme in time. An adaptive nonlinear essentially non-oscillatory polynomial interpolation is used to obtain the solution values at the ghost cells. Numerical results in solving the linear wave equation and the Burgers’ equation show that the proposed tc-embedding method has better accuracy, improved resolution, and reduced CPU times than the classical cp-embedding method. The Burgers’ equation, the traffic flow problem, and the Buckley-Leverett equation are solved to demonstrate the robust performance of the tc-embedding method in resolving fine-scale structures efficiently even in the presence of a shock and the essentially non-oscillatory capturing of shocks and rarefaction waves on simple and complex shaped one-dimensional manifolds. Burgers’ equation is also solved on the two-dimensional torus-shaped and spherical-shaped manifolds.

A Convergent Iterated Quasi-interpolation for Periodic Domain and Its Applications to Surface PDEs

A Convergent Iterated Quasi-interpolation for Periodic Domain and Its Applications to Surface PDEs

Maximal regularity of backward difference time discretization for evolving surface PDEs and its application to nonlinear problems

Abstract Maximal parabolic $L^p$-regularity of linear parabolic equations on an evolving surface is shown by pulling back the problem to the initial surface and studying the maximal $L^p$-regularity on a fixed surface. By freezing the coefficients in the parabolic equations at a fixed time and utilizing a perturbation argument around the freezed time, it is shown that backward difference time discretizations of linear parabolic equations on an evolving surface along characteristic trajectories can preserve maximal $L^p$-regularity in the discrete setting. The result is applied to prove the stability and convergence of time discretizations of nonlinear parabolic equations on an evolving surface, with linearly implicit backward differentiation formulae characteristic trajectories of the surface, for general locally Lipschitz nonlinearities. The discrete maximal $L^p$-regularity is used to prove the boundedness and stability of numerical solutions in the $L^\infty (0,T;W^{1,\infty })$ norm, which is used to bound the nonlinear terms in the stability analysis. Optimal-order error estimates of time discretizations in the $L^\infty (0,T;W^{1,\infty })$ norm is obtained by combining the stability analysis with the consistency estimates.

An efficient collocation method for long-time simulation of heat and mass transport on evolving surfaces

This paper presents an efficient collocation method which combines the generalized finite difference method (GFDM) with the Krylov deferred correction (KDC) method for the long-time simulation of heat and mass transport on evolving surfaces. The KDC method utilizes a pseudo-spectral-type temporal collocation formulation to discretize the time-dependent surface heat and mass transport equation in each time marching step, where the time derivatives at the collocation points are introduced as the new unknown variables. A low-order time marching scheme is then applied as an effective preconditioner in the Jacobian-Free Newton-Krylov framework to decouple the spatial surface PDEs at different collocation nodes. Each decoupled surface PDE is then solved by the meshless GFDM, where both the continuous-form evolving surfaces defined by parametric equations and discretized-form evolving surfaces composed of point clouds are considered in the GFDM spatial discretization. Numerical experiments show that the combined GFDM-KDC solver is a promising numerical scheme for long-time evolution simulation of heat and mass transport on intractable evolving surfaces.

On second-order and fourth-order elliptic systems consisting of bulk and surface PDEs: Well-posedness, regularity theory and eigenvalue problems

In this paper, we study second-order and fourth-order elliptic problems which include not only a Poisson equation in the bulk but also an inhomogeneous Laplace–Beltrami equation on the boundary of the domain. The bulk and the surface PDE are coupled by a boundary condition that is either of Dirichlet or Robin type. We point out that both the Dirichlet and the Robin type boundary condition can be handled simultaneously through our formalism without having to change the framework. Moreover, we investigate the eigenvalue problems associated with these second-order and fourth-order elliptic systems.We further discuss the relation between these elliptic problems and certain parabolic problems, especially the Allen–Cahn equation and the Cahn–Hilliard equation with dynamic boundary conditions.

A localized extrinsic collocation method for Turing pattern formations on surfaces

In this paper, we give our first attempt to implement a localized collocation method, namely Generalized Finite Difference Method (GFDM), for the Turing patterns formation problems on smooth, closed, connected surfaces of codimension one embedded in R3. Based on projections from surface differential operators to Euclidean differential operators, the surface PDEs in extrinsic form are given explicitly and could be solved directly by GFDM only using a set of collocation points distributed on surfaces. A sparse system formed from localization scheme makes it efficient for solving long time evolution Turing patterns formation problems. Numerical demonstrations including convergence test, Turing spot and stripe problems are provided to illustrate its potentiality.

Inf-sup stability of the trace $\mathbf {P}_2$–$P_1$ Taylor–Hood elements for surface PDEs

The paper studies a geometrically unfitted finite element method (FEM), known as trace FEM or cut FEM, for the numerical solution of the Stokes system posed on a closed smooth surface. A trace FEM based on standard Taylor-Hood (continuous P2-P1) bulk elements is proposed. A so-called volume normal derivative stabilization, known from the literature on trace FEM, is an essential ingredient of this method. The key result proved in the paper is an inf-sup stability of the trace P2-P1 finite element pair, with the stability constant uniformly bounded with respect to the discretization parameter and the position of the surface in the bulk mesh. Optimal order convergence of a consistent variant of the finite element method follows from this new stability result and interpolation properties of the trace FEM. Properties of the method are illustrated with numerical examples.

The local tangential lifting method for moving interface problems on surfaces with applications

In this paper, a new numerical computational frame is presented for solving moving interface problems modeled by parabolic PDEs on static and evolving surfaces. The surface PDEs can have Dirac delta source distributions and discontinuous coefficients. One application is for thermally driven moving interfaces on surfaces such as Stefan problems and dendritic solidification phenomena on solid surfaces. One novelty of the new method is the local tangential lifting method to construct discrete delta functions on surfaces. The idea of the local tangential lifting method is to transform a local surface problem to a local two dimensional one on the tangent planes of surfaces at some selected surface nodes. Moreover, a surface version of the front tracking method is developed to track moving interfaces on surfaces. Strategies have been developed for computing geodesic curvatures of interfaces on surfaces. Various numerical examples are presented to demonstrate the accuracy of the new methods. It is also interesting to see the comparison of the dendritic solidification processes in two dimensional spaces and on surfaces.

Sixth-Order Accurate Schemes for Reinitialization and Extrapolation in the Level Set Framework

The level set method is a common approach for handling moving boundary problems, which allows a moving, irregular surface to be described implicitly on a Cartesian grid. This approach often requires reinitialization of the level set function and extrapolation of fields defined only on the interface. Because many applications in physics and engineering involve calculation of second derivatives of the interface curvature and fourth order derivatives of surface fields, accurate simulations of these problems require high-order methods for reinitialization and extrapolation. Here we build off WENO schemes for Hamilton–Jacobi equations to develop novel sixth-order accurate methods for reinitialization and extrapolation. We present numerical results in three dimensional spaces demonstrating fourth-order accuracy of the interfacial curvature and sixth-order accuracy for the extrapolated surface fields. We then show that the extrapolation scheme can be integrated into the closest point method for surface PDEs and present an example of computing geodesic curves on surfaces.

Surface, Bulk, and Geometric Partial Differential Equations: Interfacial, stochastic, non-local and discrete structures

Partial differential equations in complex domains with free boundaries and interfaces continue to be flourishing research areas at the interfaces between PDE theory, differential geometry, numerical analysis and applications. Main themes of the workshop have been PDEs on evolving domains, phase field approaches, interactions of bulk and surface PDEs, curvature driven evolution equations. Applications particular from biology, such as cell and cancer modelling and fluid as well solid mechanics have been subjects of the conference.

Конечноэлементный вариант метода проекции ближайшей точки для решения уравнений на поверхностях с краем

Конечноэлементный вариант метода проекции ближайшей точки для решения уравнений на поверхностях с краем

Решения уравнений в частных производных на поверхностях: обзор алгоритмов

Решения уравнений в частных производных на поверхностях: обзор алгоритмов

Isogeometric analysis for surface PDEs with extended Loop subdivision

We investigate the isogeometric analysis for surface PDEs based on the extended Loop subdivision approach. The basis functions consisting of quartic box-splines corresponding to each subdivided control mesh are utilized to represent the geometry exactly, and construct the solution space for dependent variables as well, which is consistent with the concept of isogeometric analysis. The subdivision process is equivalent to the h-refinement of NURBS-based isogeometric analysis. The performance of the proposed method is evaluated by solving various surface PDEs, such as surface Laplace-Beltrami harmonic/biharmonic/triharmonic equations, which are defined on the limit surfaces of extended Loop subdivision for different initial control meshes. Numerical experiments show that the proposed method has desirable performance in terms of the accuracy, convergence and computational cost for solving the above surface PDEs defined on both open and closed surfaces. The proposed approach is proved to be second-order accuracy in the sense of L2-norm with theoretical and/or numerical results, which is also outperformed over the standard linear finite element by several numerical comparisons.

Kernel-Based Meshless Collocation Methods for Solving Coupled Bulk–Surface Partial Differential Equations

A meshless kernel-based method is developed to solve coupled second-order elliptic PDEs in bulk domains and surfaces, subject to Robin boundary conditions. It combines a least-squares kernel collocation method with a surface-type intrinsic approach. Therefore, we can use each pair for discrete point sets, RBF kernels (globally and restrictedly), trial spaces, and some essential assumptions, for the search of least-squares solutions in bulks and on surfaces respectively. We first give error estimates for domain-type Robin-boundary problems. Based on this and existing results for surface PDEs, we discuss the theoretical requirements for the employed Sobolev kernels. Then, we select the orders of smoothness for the kernels in bulks and on surfaces. Lastly, several numerical experiments are demonstrated to test the robustness of the coupled method for accuracy and convergence rates under different settings.

Compatible meshfree discretization of surface PDEs

Meshfree discretization of surface partial differential equations is appealing, due to their ability to naturally adapt to deforming motion of the underlying manifold. In this work, we consider an existing scheme proposed by Liang et al. reinterpreted in the context of generalized moving least squares (GMLS), showing that existing numerical analysis from the GMLS literature applies to their scheme. With this interpretation, their approach may then be unified with recent work developing compatible meshfree discretizations for the div-grad problem in $$\mathbb {R}^d$$. Informally, this is analogous to an extension of collocated finite differences to staggered finite difference methods, but in the manifold setting and with unstructured nodal data. In this way, we obtain a compatible meshfree discretization of elliptic problems on manifolds which is naturally stable for problems with material interfaces, without the need to introduce numerical dissipation or local enrichment near the interface. We provide convergence studies illustrating the high-order convergence and stability of the approach for manufactured solutions and for an adaptation of the classical five-strip benchmark to a cylindrical manifold.

A meshfree generalized finite difference method for surface PDEs

In this paper, we propose a novel meshfree Generalized Finite Difference Method (GFDM) approach to discretize PDEs defined on manifolds. Derivative approximations for the same are done directly on the tangent space, in a manner that mimics the procedure followed in volume-based meshfree GFDMs. As a result, the proposed method not only does not require a mesh, it also does not require an explicit reconstruction of the manifold. In contrast to some existing methods, it avoids the complexities of dealing with a manifold metric, while also avoiding the need to solve a PDE in the embedding space. A major advantage of this method is that all developments in usual volume-based numerical methods can be directly ported over to surfaces using this framework. We propose discretizations of the surface gradient operator, the surface Laplacian and surface Diffusion operators. Possibilities to deal with anisotropic and discontinuous surface properties with large jumps are also introduced, and a few practical applications are presented.

A finite element approach for vector- and tensor-valued surface PDEs

We derive a Cartesian componentwise description of the covariant derivative of tangential tensor fields of any degree on Riemannian manifolds. This allows to reformulate any vector- and tensor-valued surface PDE in a form suitable to be solved by established tools for scalar-valued surface PDEs. We consider piecewise linear Lagrange surface finite elements on triangulated surfaces and validate the approach by a vector- and a tensor-valued surface Helmholtz problem on an ellipsoid. We experimentally show optimal (linear) order of convergence for these problems. The full functionality is demonstrated by solving a surface Landau-de Gennes problem on the Stanford bunny. All tools required to apply this approach to other vector- and tensor-valued surface PDEs are provided.