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DOI 10.1007/s11075-007-9110-6
ORIGINAL PAPER
1 Introduction
2 MLPG1 scheme
For the sake of simplicity, let us consider as a test problem the linear 2-D
Poisson’s equation
∇ 2 u(x) = p(x) on (1)
where p is a given source function and is the domain enclosed by = u ∪
q , with boundary conditions
u=u on u
∂u
≡q=q on q (2)
∂n
Numer Algor (2007) 45:61–74 63
where u and q are the prescribed potential and normal flux, respectively, on the
Dirichlet boundary u and on the Neumann boundary q , and n is the outward
normal direction to .
A LSWF over a local sub-domain (i) s may be written as
∂u ∂v ∂u ∂v
qv d + qv d + qv d − + + pv d = 0
Ls su sq (i)
s
∂x ∂x ∂y ∂y
(3)
with v the test function. The local sub-domain s(i) can have an arbitrary shape,
but it is typically set as the intersection of a circle centered at node xi with fixed
radius r0(i) with [4]. The boundary ∂(i) s generally consists of a portion Ls
located inside the global domain, where no boundary conditions are specified,
and two portions su and sq located on the global domain boundary where
Dirichlet and Neumann boundary conditions are given, respectively. For (i) s
located entirely within , there is no intersection between ∂s(i) and , hence
the integrals over su and sq vanish.
The LSWF is prescribed over any node xi . Generally n randomly distributed
nodes are chosen thus n LSWFs have to be considered over the local sub-
domains (i) s . In MLPG1, the trial function u is defined by the moving least
square (MLS) approximation [7, 8, 15] as u(x) = nj=1 j(x)û j where j are
the MLS shape functions and û j are fictitious nodal values. Moreover, a test
function v vanishing over Ls is selected, thus eliminating the corresponding
integral in (3). Typically v is the same weight function as in the MLS approx-
imation, i.e. Gaussian or quartic spline [7, 8, 16], with compact support over
(i)
s . For more details, see for instance [14].
The final system of equations is
Kû = f (4)
with û the vector of fictitious nodal values and K the stiffness matrix. Setting
v = v(x, xi ), for i, j = 1, . . . , n, the K and f coefficients read:
∂ j ∂v(x, xi ) ∂ j ∂v(x, xi )
Kij = + d
(i)
s ∂ x ∂x ∂y ∂y
∂j ∂j
− nx + n y v(x, xi ) d
su ∂ x ∂y
fi = qv(x, xi ) d − pv(x, xi ) d
sq (i)
s
If xl is a Dirichlet node, the lth equation in (4) is replaced by nj=1 j(xl )û j =
ul , thus exactly enforcing the Dirichlet conditions over u [3].
An accurate and efficient evaluation of the integrals over the sub-domain
(i)
s in Kij and fi is a most crucial issue to obtain a numerical solution of (1).
64 Numer Algor (2007) 45:61–74
The local sub-domains (i) s can be: (a) circles inside for interior nodes
sufficiently far from the boundary, (b) circular sectors for boundary nodes,
(c) sub-domains formed by circular sectors plus one or more triangles for
interior nodes for which (i) s intersects . We focus on numerical integration
rules developed for sub-domains of type (a) and (b) only. Integration over
regions of type (c) is implemented with the same procedure as type (a)
neglecting the quadrature points lying outside (i) s . Such a procedure is chosen
for the sake of its simplicity, recalling that, by the way r0(i) is selected, typically
in a real problem there are very few (i)s regions of type (c).
Let us consider the integral f (x, y) d, where f (x, y) is an integrable
function and the domain is a circular sector with center (x0 , y0 ) and radius r0 ,
bounded by the angles θ1 and θ2 (for θ1 = 0 and θ2 = 2π we obtain a circle). The
simplest idea is to use the Gauss–Legendre product rule with the integration
points chosen along the x- and y-directions. Unfortunately, this rule is not
as accurate as one should expect because it is not able to exactly evaluate
the area of a unit circle, i.e. the integral with f (x, y) = 1. Indeed, a 20 × 20
Gauss–Legendre formula is necessary to achieve an absolute error of about
2 × 10−4 [12].
Polar coordinates are more appropriate for integration on circular domains.
Applying an affine transformation from the unitary square to the circular
sector we obtain the formula:
nρ nθ
f (x, y) d ≈ wi w j G ξi , η j , (5)
i=1 j=1
where nρ and nθ are the number of quadrature points along ξ - and η-axis;
ξi , i = 1, . . . , nρ , and η j, j = 1, . . . , nθ , are the abscissae of the Gauss–
Legendre formula with corresponding weights wi and w j over the inter-
val [−1, 1]; the function G(ξ, η) = F(ρ, θ)ρ [r0 (θ2 − θ1 )] /4, F(ρ, θ ) = f (x0 +
ρ cos (θ), y0 + ρ sin (θ)), and the polar coordinates ρ and θ are related to ξ and
η by the affine transformation
r0 r0
ρ= ξ+
2 2
θ2 − θ1 θ2 + θ1
θ= η+ .
2 2
θ integral, instead of the Gauss–Chebyshev rule [18] that is easy to apply only
for θ2 = 2π , and the “engineering solution” proposed in [11]:
r0 θ2
nρ nθ
f (x, y) d = F(ρ, θ)ρ dρ dθ ≈ ai b j F(ρ j, θi ) (6)
0 θ1 i=1 j=1
where F(ρ, θ) = f (x0 + ρ cos (θ), y0 + ρ sin (θ)), ρi is the square root of the
ith zero of the nρ -degree Legendre polynomial with ai the corresponding
weight, and θ j denotes the midpoint of the jth circular sector with angular size
b j. Since ai = (r02 wi )/4 and θ j
= θ1 + ( j − 1/2)b
j , b j = (θ2 − θ1 )/nθ it follows
straightforwardly that ai b j = wi r02 (θ2 − θ1 ) /(4nθ ) = wi A/(2nθ ) with A the
circular sector area. The quadrature formula (6) will be denoted as Rule 2.
Another formula has proved computationally efficient in the method of
finite spheres [12]. A piecewise midpoint rule is implemented by subdividing
the domain in concentric circular sectors and radial lines, and computing
the integral over each subdomain as the subdomain area multiplied by the
integrand calculated at the centroid [12]. By considering nθ subdivisions of the
sector, nρ subdivisions along each radius, and approximating sin (x/2) with x/2
we obtain the following polar coordinates for the centroid of each subdomain:
j 2 − j + 1/3
ρj = ρ j = 1, . . . , nρ
j − 1/2
θi = (i − 1/2)θ i = 1, . . . , nθ
where ρ = r0 /nρ and θ = (θ2 − θ1 )/nθ . With the above transformations, the
midpoint formula gives the following approximation:
nρ nθ
f (x, y) d ≈ Dij f (ρ j cos (θi ), ρ j sin (θi )) (7)
j=1 i=1
where Dij is the area of the subdomain, i.e. Dij = ( j − 1/2)θ (ρ)2 . We
denote this formula as Rule 3.
Several other integration rules for circles have been suggested in the spe-
cialist literature (e.g. [9, 10] and references therein). Implementation of these
cubature formulae in the MLPG seems to yield some promising advances with
respect to traditional rules and requires more investigation. This is currently
under study and will be discussed in a future work.
4 Numerical tests
We compare the above three numerical integration rules using the absolute
error made in the calculation of known integrals. We assume a circular
integration domain or a circular sector with center in (0, 0).
66 Numer Algor (2007) 45:61–74
Table 1 Absolute error for the integral of cos (x2 + y2 ) on the circle
nρ × nθ r0 = 1 r0 = 4
nρ × nθ r0 = 1, θ1 = 0, θ2 = 2π r0 = 1, θ1 = 0, θ2 = 2.5
the circular sector (Fig. 2), along with the behavior of the integrand function,
helps explain the different behavior of the three Rules.
From these numerical experiments we expect Rule 2 to be more appropriate
and robust for the integral of oscillatory functions, while Rule 1 is perhaps
superior whenever the integrand requires more integration points close to the
circular sector center. Rule 3 seems not to be as accurate in both cases.
1 1
0.5 0.5
0 0
–0.5 –0.5
–1 –1
–1 –0.5 0 0.5 1 –1 –0.5 0 0.5 1
1.0
0.2 0.1
0.5
0.5
0.5 0.6 0.5 .6
0
0.2
0.7
0.4
0.4 0.8
0.1 0.3
0.3 0.7 0.9
0.0
0 0.9
0.8 0.2 0.1
0.9
0.3 0.8
0.5 0.7
0.6
–0.5 0.1 0.6
–0.5 0.5
0.4
0.4
0.3
0.2
–1.0 –1
–1.0 –0.5 0.0 0.5 1.0 –1 –0.5 0 0.5 1
Fig. 1 9 × 9 integration points on the circle by applying Rule 1 (top left), Rule 2 (top right) and
Rule 3 (bottom left), respectively. Bottom right: contour lines of x2 on the circle
1.0 1.0
0.5 0.5
0.0 0.0
–0.5 –0.5
–1.0 –1.0
–1.0 –0.5 0.0 0.5 1.0 –1.0 –0.5 0.0 0.5 1.0
1.0
0.1
0.2 0.1
0.5 0.3
0.4 0.3
0.5
0.5 0.4 0.6
0.1 0.2 0.7
0.5
0.1
0.8
0.3
0.6 0.9
0.4
0.2 0.5 0.7
0.0 0.1
0
–0.5 –0.5
–1.0 –1
–1.0 –0.5 0.0 0.5 1.0 –1 –0.5 0 0.5 1
Fig. 2 9 × 9 integration points on the circular sector (θ1 = 0, θ2 = 2.5) by applying Rule 1
(top left), Rule 2 (top right) and Rule 3 (bottom left), respectively. Bottom right: contour lines
of x2 on the circular sector
1e-04 1e-04
|e|
|e|
7x7 points 7x7 points
9x9 points 9x9 points
10x10 points 10x10 points
1e-05 MLS linear basis exact 1e-05 MLS linear basis exact
1e-04 1e-04
|e|
|e|
1e-05 MLS quadratic basis 1e-05 MLS quadratic basis
0.1 0.1
h h
1e-04
|e|
7x7 points
9x9 points
10x10 points
1e-05 MLS linear basis exact
1e-04
|e|
0.1
h
Fig. 3 Error |e| vs. the node spacing h solving the Laplace equation with MLPG1 and: Rule 1
(top left) ; Rule 2 (top right); Rule 3 (bottom)
quadratic basis for the MLS approximation. In fact, the inaccurate integration
yields the paradoxical result that the global MLPG1 error with a quadratic
basis is larger than that with a linear basis. By contrast, Rule 2 and 3 exhibit
a much better behavior. With a linear basis, the numerical and theoretical
convergence profiles are almost indistinguishable even with 7 × 7 points, while
with a quadratic basis the theoretical convergence is practically obtained using
10 × 10 points. Note that, anyway, even with Rule 2 and 3 the integration
errors are larger for the quadratic basis than for the linear one.
Ferronato et al. [13] have shown that the MLPG1 accuracy can be improved
by properly scaling the radius of the local sub-domains (i)s by a dimensionless
factor β. However, the possible advantage of using β > 1, i.e. a larger local
sub-domain, can be concealed by larger integration errors associated to the
increased number of domains of type (c). This is investigated by setting β = 1.2
in the current Laplace test case. The comparison between the theoretical and
the numerical convergence profiles, obtained using 10 × 10 integration points,
is shown in Fig. 4. The error induced by the approximated integrals is larger
Numer Algor (2007) 45:61–74 71
|e|
10 × 10 integration points
1e-04 Rule 1
Rule 2
Rule 3
MLS linear basis exact
1e-05
|e| 1e-03
1e-04
than with β = 1 (Fig. 3) with the theoretically higher MLPG1 accuracy lost
in practice. In particular, Rule 1 appears to be the most inaccurate technique,
while Rule 2 allows for the best outcome.
The influence of the integration rule on the MLPG1 accuracy is finally
investigated in the same Laplace test case discretized with a random node
pattern. The two patterns shown in Fig. 5, consisting of 81 and 289 nodes,
respectively, are used. This numerical experiment resembles a most typical
practical situation where the node distribution and its possible refinement are
generally non uniform. The global MLPG1 numerical error obtained with Rule
1, 2 and 3 and 10 × 10 points is compared to the theoretical one obtained
2 2
1.8 1.8
1.6 1.6
1.4 1.4
1.2 1.2
1 1
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
Fig. 5 Non uniform node patterns with: 81 nodes (left); 289 nodes (right)
72 Numer Algor (2007) 45:61–74
1e-03 1e-03
|e|
|e|
Rule 1 Rule 1
Rule 2 Rule 2
Rule 3 Rule 3
1e-04 MLS linear basis exact 1e-04 MLS linear basis exact
1e-03 1e-03
|e|
|e|
1e-04 MLS quadratic basis 1e-04 MLS quadratic basis
0.5 1 0.5 1
β β
Fig. 6 Error |e| vs. the scaling factor β solving the Laplace equation with MLPG1 and the node
pattern: (left) in Fig. 5–left; (right) in Fig. 5–right
with an “exact” integration for a variable size of (i) s (Fig. 6). The “exact”
integration profile is practically computed using again 64 × 64 points, with
all Rules giving the same outcome. The integration error and the choice of
the Rule have practically no influence on the MLPG1 accuracy when using
a linear basis for the MLS approximation. By contrast, the role of numerical
integration is quite important when using a quadratic basis. With β = 0.4 every
sub-domain (i)s is a circle inside the global domain and the error introduced by
the numerical integration is negligible. Increasing β, however, the global error
increases too, almost independently of the integration Rule, while theoretically
it should be expected to decrease.
On summary, we can conclude that the integration error turns out to be
more important with a quadratic basis than with a linear basis for the MLS
approximation. Rule 1 is generally the less accurate technique, while Rule 2
and 3 behave similarly with a slight advantage for Rule 2 in most of the test
case considered herein.
5 Conclusions
The choice of the most efficient quadrature rule along with the number of
integration points must be generally a trade-off between the accuracy and the
cost of the global MLPG solution. The results of the present contribution seem
to indicate that Rule 1, which is suggested in classical MLPG formulations,
can often be expensive and inaccurate. Simpler rules, such as Rule 2 and 3,
are slightly cheaper, as a smaller number of operations are required for each
function evaluation, and often allow for a more accurate global MLPG result.
Research is currently underway to implementing in MLPG more advanced
integration rules which may allow for promising results.
Acknowledgement This study has been supported by the Italian MIUR project “Numerical
models for multiphase flow and deformation in porous media.”
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