Introduction to Simulation - Lecture 22
Integral Equation Methods
Jacob White
Thanks to Deepak Ramaswamy, Michal Rewienski,
Xin Wang and Karen Veroy
Outline
Integral Equation Methods
Exterior versus interior problems
Start with using point sources
Standard Solution Methods in 2-D
Galerkin Method
Collocation Method
Issues in 3-D
Panel Integration
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Interior Versus Exterior Problems
Interior
Exterior
2T = 0
outside
2T = 0
inside
Temperature
known on surface
Temperature in a Tank
Temperature
known on surface
Ice Cube in a Bath
What is the heat flow?
Heat Flow
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n
surface
Thermal
= conductivity
Exterior Problem in Electrostatics
potential
+
v
-
2 = 0
Outside
is given on Surface
What is the capacitance?
Capacitance
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Dielectric
= Permitivity
n
surface
Drag Force in a Microresonator
Courtesy of Werner Hemmert, Ph.D. Used with permission.
Resonator
Computed Forces
Bottom View
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Discretized Structure
Computed Forces
Top View
What is common about these problems.
Exterior Problems
Drag Force in MEMS device - fluid (air) creates drag.
Coupling in a Package - Fields in exterior create coupling
Capacitance of a Signal Line - Fields in exterior.
Quantities of Interest are on the surface
MEMS device - Just want surface traction force
Package - Just want coupling between conductors
Signal Line - Just want surface charge.
Exterior Problem is linear and space-invariant
MEMS - Exterior Stokes Flow equation (linear).
Package - Maxwells equations in free space (linear).
Signal Line - Laplaces equation in free space (linear).
But problems are geometrically very complex!
Exterior Problems
Surface
Why not use Finite-Difference
or FEM methods
2-D Heat Flow Example
T = 0 at
But, must
truncate the
mesh
T
Only need
on the surface, but T is computed everywhere
n
Must truncate the mesh, T () = 0 becomes T ( R ) = 0
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Greens Function
Laplaces Equation
In 2-D
2
2
( x x0 ) + ( y y0 )
If u = log
2u 2u
then 2 + 2 = 0 for all ( x, y ) ( x0 , y0 )
x
y
In 3-D
If u =
( x x0 ) + ( y y0 ) + ( z z0 )
2
2u 2u 2u
then 2 + 2 + 2 = 0 for all ( x, y, z ) ( x0 , y0 , z0 )
x
y
z
Proof: Just differentiate and see!
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Laplaces Equation
in 2-D
Simple Idea
u is given on surface
Surface
( x0 , y0 )
Let u = log
2u 2u
+ 2 = 0 outside
2
x
y
( x x0 ) + ( y y0 )
2
2u 2u
+ 2 = 0 outside
2
x
y
Problem Solved
Does not match boundary conditions!
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Simple Idea
Laplaces Equation
in 2-D
More Points
u is given on surface
2u 2u
+ 2 = 0 outside
2
x
y
( x2 , y2 )
( x1 , y1 )
n
Let u = i log
i =1
( xn , yn )
( x xi ) + ( y yi )
2
) = G ( x x , y y )
n
i =1
Pick the i ' s to match the boundary conditions!
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Simple Idea
Laplaces Equation
in 2-D
More Points Equations
(x , y )
t1
t1
Source Strengths selected
to give correct potential at
test points.
( x2 , y2 )
( x1 , y1 )
( xn , yn )
G ( xt x1 , yt y1 ) L L G ( xt xn , yt yn ) ( xt , yt )
1
1
1
1
1
1
M
O
M
M
M
M
O
M
M
G x x , y y L L G x x , y y n x , y
1
1
tn
tn
tn
n
tn
n
tn
tn
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Computational results using points approach
Circle with Charges r=9.5
Potentials on the Circle
n=20
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r
R=10
n=40
Laplaces Equation
in 2-D
Integral Formulation
Limiting Argument
Want to smear point charges onto surface
Results in an Integral Equation
( x ) = G ( x, x ) ( x ) dS
surface
How do we solve the integral equation?
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Laplaces Equation
in 2-D
Basis Function Approach
Basic Idea
Represent ( x ) = i i ( x )
{
i =1
Basis Functions
Example Basis
Represent circle with straight lines
Assume is constant along each line
The basis functions are on the surface
Can be used to approximate the density
May also approximate the geometry
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Laplaces Equation
in 2-D
Basis Function Approach
Geometric Approximation is
not new.
Piecewise Straight surface basis
Triangles for 2-D FEM
Functions approximate the circle approximate the circle too!
( x) =
approx
surface
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G ( x, x ) ii ( x ) dS
i =1
Laplaces Equation
in 2-D
x1
xn
ln
l1
x2
l2
( x) =
Basis Function Approach
Piecewise Constant Straight
Sections Example.
1) Pick a set of n Points on the
surface
2) Define a new surface by
connecting points with n lines.
3) Define i ( x ) = 1 if x is on line li
otherwise, i ( x ) = 0
i =1
i =1
G ( x, x ) ii ( x ) dS = i
approx
surface
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G ( x, x ) dS
line l
i
How do we determine the i ' s ?
Basis Function Approach
Laplaces Equation
in 2-D
R ( x) ( x)
Residual Definition and
minimization
n
G ( x, x ) ii ( x ) dS
approx
surface
i =1
We will pick the i ' s to make R ( x ) small.
General Approach: Pick a set of test functions
1 ,K , n , and force R ( x ) to be orthogonal to the set
( x )R ( x ) dS = 0
i
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for all i.
Basis Function Approach
Laplaces Equation
in 2-D
Residual minimization using
test functions
( x ) R ( x ) dS = ( x ) ( x ) dS
i
i ( x ) G ( x, x ) j j ( x ) dS dS = 0
j =1
approx
surface
We will generate different methods by chosing the 1 ,K , n ,
Collocation: i ( x ) = x xti (point-matching)
Galerkin Method: i ( x ) = i ( x ) (basis = test)
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Basis Function Approach
Laplaces Equation
in 2-D
Collocation
Collocation: i ( x ) = ( xi ) (point-matching)
( x x ) R ( x ) dS = R ( x ) = ( x )
ti
ti
( )
xti = j
j =1
G xti , x
ti
approx
surface
) ( x) dS = 0
j =1
G xti , x j ( x ) dS
approx
surface
1444424444
3
Ai , j
A1,1 L L A1,n 1 ( xt1 )
M O
M M
= M
M
O M M M
An ,1 L L An ,n n xtn
( )
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Laplaces Equation
in 2-D
xn l
n
xt1
l1
l2
x2
Basis Function Approach
Centroid Collocation for
Piecewise Constant Bases
( )
xti = j
j =1
G xti , x j ( x ) dS
approx
surface
Collocation point in
line center
A1,1 L L A1,n 1 ( xt1 )
M O
M M
= M
M
O M M M
An ,1 L L An ,n n xtn
( )
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( )
xti = j
j =1
G ( x , x) dS
ti
line j
1442443
Ai , j
Laplaces Equation
in 2-D
( )
xti = j
j =1
Basis Function Approach
Centroid Collocation
Generates a nonsymmetric A
G ( x , x) dS
ti
line j
1442443
Ai , j
xt1
xt2
l1
A1,2 =
l2
G ( x , x) dS G ( x
t1
line 2
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t2
line1
, x ) dS = A2,1
Laplaces Equation
in 2-D
Basis Function Approach
Galerkin
Galerkin: i ( x ) = i ( x ) (test=basis)
( x ) R ( x ) dS = ( x ) ( x ) dS
i
i ( x ) G ( x, x ) j j ( x ) dS dS = 0
i ( x ) ( x ) dS = j
approx
surface
j =1
14442444
3
bi
A1,1 L L
M O
M
O
An ,1 L L
approx
surface
G ( x, x ) i ( x ) j ( x ) dS dS
approx approx
surface surface
1444444
424444444
3
Ai , j
A1,n 1 b1
M M M
=
M M M
An ,n n bn
If G ( x, x) = G ( x, x) then Ai , j =A j ,i
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j =1
A is symmetric
Basis Function Approach
Laplaces Equation
in 2-D
ln
l1 xn
l2
Galerkin for Piecewise
Constant Bases
x2
n
( x ) dS = G ( x, x) dS dS
linei
14243
bi
j =1
linei line j
144424443
Ai , j
A1,1 L L A1,n 1 b1
M O
M
M = M
M
O M M M
An ,1 L L An ,n n bn
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3-D Laplaces
Equation
Basis Function Approach
Piecewise Constant Basis
Integral Equation: ( x ) =
surface
Discretize Surface into
Panels
1
( x ) dS
x x
n
Represent ( x ) i i ( x )
{
i =1
Basis Functions
j ( x ) = 1 if x is on panel j
Panel j ( x ) = 0 otherwise
j
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3-D Laplaces
Equation
Put collocation points at
panel centroids
Basis Function Approach
Centroid Collocation
( )
xci = j
xci Collocation
point
j =1
G(x
panel j
ci
, x dS
14442444
3
Ai , j
A1,1 L L A1,n 1 ( xc1 )
M O
M M
= M
M
O M M M
An ,1 L L An ,n n xcn
( )
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Basis Function Approach
3-D Laplaces
Equation
Calculating Matrix Elements
xci Collocation
point
Ai , j =
panel j
1
dS
xci x
Panel j
One point
quadrature
Approximation
Four point
quadrature
Approximation
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Panel Area
Ai , j
xci xcentroid j
4
0.25* Area
j =1
xci x po int j
Ai , j
Basis Function Approach
3-D Laplaces
Equation
Calculating Self-Term
xci Collocation
point
Ai ,i =
panel i
1
dS
xci x
Panel i
One point
quadrature
Approximation
Ai ,i =
panel i
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Ai ,i
Panel Area
xci xci
1
424
3
0
1
dS is an integrable singularity
xci x
Basis Function Approach
3-D Laplaces
Equation
Calculating Self-Term
Tricks of the trade
xci Collocation
point
Panel i
Ai ,i =
panel i
Disk of radius R
surrounding
collocation point
Integrate in two Ai ,i =
disk
pieces
Disk Integral has
singularity but has
analytic formula
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disk
1
dS
xci x
1
1
dS +
dS
xci x
rest of panel xci x
R 2
1
dS =
xci x
0
1
rdrd = 2 R
r
Basis Function Approach
3-D Laplaces
Equation
Calculating Self-Term
Other Tricks of the trade
xci Collocation
point
Panel i
Ai ,i =
panel i
1
dS
xci x
1
424
3
Integrand is singular
1) If panel is a flat polygon, analytical formulas exist
2) Curve panels can be handled with projection
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Basis Function Approach
3-D Laplaces
Equation
Galerkin (test=basis)
n
( x ) ( x ) dS = ( x ) G ( x, x ) ( x ) dS dS
144
2443
144444244444
3
i
bi
j =1
Ai , j
For piecewise constant Basis
n
1
dS dS
( x ) dS = j
14
panel
i
panel
j
x x
243 j =1
14444244443
bi
Ai , j
A1,1 L L A1,n 1 b1
M O
M
M = M
M
O M M M
An ,1 L L An ,n n bn
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3-D Laplaces
Equation
Basis Function Approach
Problem with dense matrix
Integral Equation Method Generate Huge
Dense Matrices
A1,1 L L A1,n 1 ( xc1 )
M O
M M
= M
M
O M M M
An ,1 L L An ,n n xcn
( )
Gaussian Elimination Much Too Slow!
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Summary
Integral Equation Methods
Exterior versus interior problems
Start with using point sources
Standard Solution Methods
Collocation Method
Galerkin Method
Next Time Fast Solvers
Use a Krylov-Subspace Iterative Method
Compute MV products Approximately
