Extended Finite Element and Meshfree Methods

coordinates

Chapter One

Introduction

Abstract

Chapter 1 gives an overview of partition of unity methods and provides an introduction to computational challenges which occur in problems with moving boundaries such as fracture, fluid mechanics, fluid-structure interaction, inverse problems or optimization. It also presents the level set method and its discretization which is commonly combined with partition-of-unity methods for the problems considered later in the book.

Keywords

Partition of unity method; Moving boundary problem; Moving interfaces; Level set method; Implicit interface; Signed-distance function

1.1 Partition of unity methods

The Finite Element Method (FEM) was developed in the 1950s and 1960s as a convenient way to solve partial differential equations arising from various scientific and engineering applications. Rigorous mathematical analysis of the method started in 1970s and since then thousands of papers have been published on this topic. The finite element method is a Galerkin method that approximates the solution of the partial differential equation (PDE), posed in a variational form. The method involves partitioning the domain into a finite number of elements, and an approximate solution is sought in a finite dimensional space of piecewise polynomials, defined relative to the elements. Naturally, the quality of the approximation depends on the fineness (or coarseness) of the discretization, i.e. on the size of the elements, the degree of the underlying polynomials in the finite element space and on the regularity of the exact solution.

During the 1970s and 1980s, as computational resources became less expensive, the popularity of the finite element method grew rapidly and a large number of both mathematical results and computer programs were developed [25]. Nevertheless, even with increasing computational capabilities, certain problems (e.g. crack propagation problems, multi-scale problems, problems with complex boundaries, etc.) were, and still remain too expensive (due to size or complexity) to be solved satisfactorily by the classical finite elements. Therefore interest grew in taking a more general approach, with essentially two features. These features involve: (a) either not using a mesh at all or using a very simple mesh to discretize the domain, and (b) suitably choosing approximation spaces that are not based on polynomials. The associated methods are broadly denoted as meshless or meshfree methods.

These methods can also be grouped into two classes – the classical particle methods [52,53,55,56] and the methods based on the idea of data fitting techniques [11,18]. The classical particle methods were developed for time dependent problems or conservation laws. They involve a discrete set of points called particles to discretize the underlying domain, and the solutions of a system of time-dependent PDEs for all the particles are sought. On the other hand, the meshless methods based on data-fitting techniques, which were initially developed for stationary problems, also discretize the domain by particles. Here, each particle is associated with a patch (an open set), such that the union of the patches covers the underlying domain. Suitable finite dimensional spaces (which may not be based on polynomials and could be obtained by data-fitting techniques) are defined on each of these patches. Finally, the associated shape functions are used in a Galerkin or collocation method to obtain a matrix equation. The solution of this linear system is then used to obtain the solution of the meshless method.

Several meshless methods, based on the idea of data fitting techniques described above, have been developed primarily by engineers and they differ essentially in the choice of the finite dimensional spaces on the patches. The first of these methods is known as Shepard's method [61]. This idea was further generalized into a method called Smoothed Particle Hydrodynamics (SPH), [27,28,43,49,50,71] and the Method of Clouds [16,17]. Method of Clouds used moving least-squares (MLS) ideas based on polynomials to construct the finite dimensional space. Many methods, with slight variations of these ideas, were also developed; for example the Diffuse Element Method [54] and Method of Spheres [15]. Later, a class of methods were introduced where the finite dimensional spaces were constructed using the ideas of reproducing kernels [38,40–42]. Also, Radial Basis Functions were used to construct meshless methods, and the approach was developed by both the mathematicians and engineers [23,24,35,36,73,74]. We mention that though the methods described above (other than those based on RBFs) were not mathematically investigated in detail, the generic ideas and the associated mathematical analysis were given in 70's in [3,4,64]. For a modern mathematical treatment, we refer to [8].

The Partition of Unity Finite Element Method (PUFEM) could also be viewed as a meshless method in a broad sense. On the other hand, it is not a specific method, but is a general flexible framework. In fact, the classical FEM and many meshless methods, discussed before, could be cast into the PUFEM framework in certain situations.

The idea of PUFEM was partially introduced in [6], where piecewise L-splines [72] instead of piecewise polynomials were used to approximate locally the solution of a boundary value problem with rough coefficients. However, this method could not be directly generalized to higher dimensions. In 1994, Babuška, Caloz and Osborn [7] introduced the so-called Special Finite Element Method where they used certain non-polynomial functions for local approximation on finite element stars (which served as patches). These local approximations were pasted together using the finite element hat functions (which form a partition of unity) to obtain a global approximation. This idea was used to approximate the solution of a PDE, modeling a particular unidimensional composite. It was further refined in [5,44] and a general abstract framework was developed. It was shown that the local approximations (in the finite dimensional spaces defined locally on a patch) could be pasted together using any partition of unity. A basic approximation result was obtained in [44], which indicated that accurate local approximations, pasted together using a partition of unity, yields an accurate global approximation of the unknown solution of the PDE. These ideas were used to approximate solutions of Laplace and Helmholtz equations. The basic approximation result for PUFEM was further elaborated in [9]. The framework presented in [5,44] was successfully implemented [65–67] by Strouboulis et al. on engineering applications involving composites made of fibers and domains involving multiple voids and cracks. The name of Generalized Finite Element Method (GFEM) was first used in these papers. Several issues related to the implementation of GFEM, e.g. hierarchical construction of the patches (open cover), numerical integration, and solving the linear system, were addressed in a series of papers [30–33] by Griebel and Schweitzer. We note however, that the local approximation in these papers were based on polynomials. Ideas similar to GFEM and PUFEM have also been developed, to some extent independently and in parallel, under the name of Extended Finite Element Method (XFEM), [62], [68]. This method is also an extension of the standard FEM, where certain enrichment functions (based on the available information on the solution) are used for approximation, locally in specially chosen finite element stars. These enrichment functions are then pasted together using standard finite element hat functions. XFEM has been successfully implemented for various crack propagation problems [1,22,46–48,62,69,70]. We mention that XFEM could also be cast in the framework of PUFEM, where standard finite elements are used as the partition of unity.

The PUFEM framework can be described by the following discretization steps:

, called patches, could be the interiors of the finite element stars, with respect to a simple finite element mesh that triangulates a region containing Ω. We note that precisely these patches are used in XFEM and were also used by Strouboulis et al. in [65,66] and [67]. They could also be spherical, as used in the Method of Spheres and Method of Clouds.

, the PUFEM uses a partition of unity . Standard finite element hat functions, with respect to a finite element mesh, could serve as the partition of unity, as are used in XFEM and [65,66] and [67]. On the other hand, the reproducing kernel particle (RKP) shape functions [38,40–42], can also be used as a partition of unity.

's, are used for local approximation in PUFEM. These finite dimensional spaces may contain constant functions together with singular functions, harmonic polynomials or other special functions based on the available information could also be constructed using data-fitting ideas, e.g. MLS functions, as it was done in the Method of Clouds.

We finally mention that PUFEM is a Galerkin method, where the trial space is constructed as

, then

will be referred to as shape functions of PUFEM.

yields precisely the trial spaces used in various meshless methods and XFEM. See [8,9].

is equivalent to the finite element method using Lagrange shape functions in certain situations [9].

One of the main advantages of PUFEM is the ability to use a discretization scheme that is easy to construct compared to the meshing step of the standard FEM. While tremendous advances have been made in the area of mesh generation, generating a satisfactory mesh for problems with complicated boundaries or discontinuities, especially in three dimensions, remains a time-consuming process which often requires human interaction. This is particularly inconvenient for problems where the meshing needs to change at each time-step, such as crack propagation or certain fluid flow problems. The difficulties of mesh-generation have led to the development of meshless or mesh-free methods, which were briefly discussed above.

whose functions accurately approximate the singular behavior of the exact solution (as in XFEM, see [9,62,68]).

-continuous or smoother.

have radial supports, then their intersection is a lens-shaped region which is difficult to handle by numerical integration routines. Moreover, PUFEM and XFEM allow the use of approximating functions that may not be piecewise polynomials of low degree, therefore accurate numerical integration will require the use of a large number of quadrature points. In general, numerical integration required in the assembly of the linear system becomes the most time-consuming part of the solution process. On the other hand, this step is more amenable to parallelization and the recent advent of parallel CPU architectures is likely to make computational costs manageable in a majority of cases [33].

Another potential pitfall is that certain choices of partition of unity functions and local approximation spaces can give rise to (almost) linearly dependent PUFEM shape functions. If that is the case, the resulting linear system is consistent but the stiffness matrix will be singular and special algorithms will be needed to deal with these situations. Furthermore, multi-grid solvers and other efficient methods available for the linear systems arising from the standard finite elements may need to be modified for use with PUFEM [32].

, satisfy the essential boundary conditions, which may be very difficult to accomplish. Several different approaches have been proposed to overcome this problem, such as coupling to mesh-based methods close to the boundary [37], penalty or perturbation methods [2,9,39], the Lagrange multiplier method [10,39,51], and a method due to Nitsche [34,59]. Most of these approaches either add an extra layer of complexity to the problem, or lose some of the advantages of PUFEM, or result in a loss of the optimal rate of convergence. The most promising idea in the literature seems to be Nitsche's method which works by modifying the variational formulation of the problem to account for the boundary data. This approach retains the optimal convergence rate and the mesh-free character of the method and was implemented in [59].

1.2 Moving boundary problems

Moving boundary problems are of major importance in engineering and particularly challenging for computational methods. They include multi-phase flow, fluid-structure interaction, biofilm/tumor growth, shape/topology optimization, inverse analysis or image registration, to name some of the applications. Fracture is another challenging moving boundary problem which will be the focus in the next section. There are two subtle differences to the aforementioned problems: (1) A crack is not a closed boundary but an open boundary and (2) boundary does not propagate orthogonal to its interface but from the crack front.

There are two ways to model the boundary: (1) as smeared interface and (2) as sharp interface. The first category commonly simplifies the implementation of computational methods on cost of accuracy and/or computational efficiency. A good example is the 88 line code for topology optimization based on Solid Isotropic Material with Penalization (SIMP). In SIMP, the material properties are interpolated and therefore continuous. Hence, the SIMP method cannot capture jumps in the strain/stress field as they occur at material interfaces. Though SIMP and its improved versions have been successfully applied to numerous challenging problems, it has its limitations. For instance, lack of robustness and mesh dependency has been reported for multi-material and nonlinear optimization problems. Methods based on level sets for instance capture the sharp interface but the implementation effort is higher; the 129 line implementation of the level set method from [14] is probably among the shortest available ‘level set’ codes. Note that also the solution procedure of the forward problem might be more complex. In FEM for instance, the interface can be represented ‘explicitly’ or ‘implicitly’. In other words: When the interface is aligned to the discretization, we call it an ‘explicit representation’; otherwise an ‘implicit’ one. The first scenario requires the generation of new meshes when the topology changes during the iterations which in turn deteriorates computational efficiency when the entire stiffness matrix has to be reassembled. When the interface is to be captured within an element by the level set function, enrichment techniques as described in this book are needed. It is of course possible to avoid enrichment schemes by employing a simple sub-triangulation techniques for integration and the outcome of the topology optimization might not differ much from enrichment schemes in many cases. However, the jump in the stress/strain field cannot be captured and there might be applications where this is important, for instance when interface phenomena needs to be accounted for as in topology optimization of nano-structures. It is imperative to say that without enrichment, the convergence rates will be sub-optimal when material interfaces are inside an element.

Another issue is how to deal with moving interfaces. This apparently depends on the application and method employed. In level set based topology optimization where the interface is represented ‘implicitly’ by the level set, the new interface (i.e. the new level set) is obtained through the solution of the (stabilized) Hamilton-Jacobi equation where commonly shape derivatives are used as velocity normal to the interface. The procedure is quite similar in fluid mechanics problems when level sets are used to implicitly represent the interface between two fluids. However, in this case, the velocity normal to the interface is the velocity of the fluid which is interpolated from the nodes. In problems involving fluid-structure-interaction, one can distinguish between interphase capturing methods and interface tracking methods. The most classical interface capturing method is probably ALE (Arbitrary Lagrangian Eulerian) which adapts the Eulerian (fluid) mesh to the deforming Lagrangian mesh of the solid. Classical interface tracking methods are the marker and cell method, volume of fluid method and the level set method.

1.3 Fracture mechanics

Material failure, or more precisely the nucleation and propagation of cracks, is another challenging moving boundary problem. We devoted a separate section on this topic as it is (1) one of the key applications in this book and (2) different in several ways to above mentioned moving boundary/interface problems. As already mentioned in the previous section, cracks are open surfaces. Furthermore, the crack consists actually of two crack surface (interfaces) which propagate from their crack front. Criteria for crack propagation (and crack nucleation) is another topic itself and will be addressed in Chapter 8 of this book.

Computational methods for fracture can be classified into continuous approaches to fracture and discrete approaches. Popular continuous approaches are gradient models, nonlocal models, viscous models or phase field approaches. They all smear the crack over a certain width and avoid representing the crack topology and crack tracking algorithms. If the global response is of interest, such approaches often work as well as discrete crack approaches. However, the computational cost is commonly higher as a finer discretization is needed in order to resolve the crack width. In certain applications such as fracture in heterogeneous structures, the implementation effort and the computational cost might raise drastically. For instance, the interphase in polymer-matrix-composites is of the order of several nanometers and the length scale parameter of a phase field model should be less than approximately 10% of the characteristic length of the composite; in this case the interphase thickness. It requires at least one element to resolve the characteristic length. On the other hand, similar results can be achieved by discrete crack approaches where it might be sufficient to resolve the interphase with a single element. Also, the application to dynamic fracture is challenging for continuous approaches for fracture. The micro-branch instability problem from [19–21] which could be modeled by discrete fracture approaches [58] is a good example which has never been solved successfully by a continuous crack approach. Fluid-driven fracture problems such as fluid flow through fracturing thin structures is another example where continuous approaches for fracture are prone to fail. Though there are continuous approaches for fluid-driven fracture, they cannot model the fluid flow through the propagating cracks, i.e. through the solution of the Navier-Stokes equation which can be easily done by discrete crack approaches.

The discrete approach for fracture requires two key ingredients:

•  a method to capture the crack kinematics (the discontinuous displacement field) and

•  a fracture criterion for crack propagation/nucleation.

Classical representatives of computational methods for discrete fracture are element deletion, cohesive elements, remeshing techniques, boundary element methods, embedded elements, extended finite element and meshfree methods, cracking particles methods and peridynamics. Cohesive elements, boundary elements and remeshing techniques align the crack to the discretization while embedded elements and extended finite element and meshfree methods allow for arbitrary crack propagation through the discretization by exploiting partition of unity enrichment. Usually, they model the crack as continuous surface which requires (1) a crack surface representation (e.g. by triangles in 3D) and (2) crack tracking algorithms. Note that ensuring a continuous crack surface in 3D is nontrivial. This issue will be discussed in Chapter 8.

Fracture can be categorized as brittle fracture, quasi-brittle fracture and ductile fracturewith respect to the smallest critical dimension D of the structure is important for the choice of the fracture model . The length of the fracture process zone is of the order of the characteristic length [46]:

(1.1)

where E is the Young's modulus, μ denotes the tensile strength of the material. Carpinteri where b is a geometric measure. He tested pre-notched beams under 3-point bending where b denotes the distance between the notch and the upper boundary of the beam. He concluded if the process zone is small compared to b, the failure is brittle and LEFM is applicable. Otherwise, the energy dissipation at postlocalization cannot be neglected and a quasi-brittle approach is needed. A common approach to account for the energy dissipation which is well suited for discrete crack methods are cohesive zone models. When large plastic deformations occur before the material looses stability, the fracture is ductile.

There are three failure modes, see Fig. 1.1. Mode-I failure is related to crack opening, mode-II failure (sliding) is a pure shear failure mode, and mode-III failure (tearing) can be considered as out-of-plane shearing. In many applications, materials will fail due to a mixed mode failure.

Figure 1.1 Different failure modes.

1.4 Level set methods

In the modeling of moving boundaries problems such as crack propagation, phase-changing, topology optimization and inverse analysis, a geometry description of interfaces is necessary. Therefore, a numerical scheme that can be incorporated with the XFEM to track and update the geometry should be devised. The level set method is perhaps one of the most widely used method apart from other method such as parametric description. The level set method (sometimes abbreviated as LSM) is a recently developed numerical method to capture the motion of interfaces and shapes in an implicit way. The name level sets refers to the sets which collect points having the same certain level, i.e. value of signed distance. It provides an implicit way of describing the geometry of a surface by measuring the shortest distance from any point inside the domain to the boundary of the surface. The LSM has proven efficient and powerful in simulating problems such as burning flames, image enhancement, film etching and crystal growth [60]. In the following we will present some basic concepts of the LSM, i.e. implicit interface and signed distance functions.

1.4.1 Implicit interface and signed distance functions

In an explicit interface representation method, a number of points belonging to the interface are sampled and recorded. Alternatively, an implicit interface representation defines the interface as isocontours of a function.

For example, consider an interface shown as a closed solid curve in Fig. 1.2. A domain enclosed by the interface is noted as Ω and its boundary (noted as ∂Ω) is the interface itself. In an implicit method, a set of isocontours, shown as the dashed curve, are used to describe the interface. Contours inside Ω take negative values while those outside are positive. Each isocontour collects all the points having the same distance value to the interface by

(1.2)

where X is the closest point on the interface to Xcalculated by [45]:

(1.3)

where n norm of the vector is calculated by

(1.4)

represents the interface. Normally, a set of data points are used to discretize the implicit functions ϕ. It is usually convenient to generate the points from the grid lines based on Cartesian coordinates, i.e. shown as the square mesh in Fig. 1.2.

Figure 1.2 Signed distance function to describe an implicit surface.

1.4.2 Discretization of the level set

is the shape function associated to the node I. Note that the same finite element shape functions as for the mechanical properties can be used that facilitates implementation though this is not mandatory [57]. The discretized level set is:

(1.5)

is the value of the level set on node I. This discretization becomes usefull when the value of the level set is needed at the element level. It can be evaluated by interpolation. Moreover, the derivative of the level set involves only the well known derivatives of the shape functions:

(1.6)

1.4.3 Capturing motion interface

The advantage of the LSM is that one can perform numerical computations involving curves and surfaces on a fixed Cartesian grid without having to parameterize these objects (this is called the Lagrangian approach [60]). Explicit methods such as the marker particle method, shown in Fig. 1.3 suffer from problems of unstable results and the loss of information as the interface moves. For example, consider an interface which moves along its outer normal direction as shown in Fig. 1.3. The marker particle method arranges scattered points along the interface shown as the black dots in the figure. As the interface grows it can be proved by [60] that by using the LSM the motion of the interface can be tackled satisfying the entropy condition, i.e. the geometric information is not lost as the interface moves. By assuming that the discontinuity moves with a velocity field v, the previous equation can be written