Analysis and computation of nonlocal models · Introduction Asymptotically compatible schemes Fast...

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Introduction Asymptotically compatible schemes Fast algorithms Homogenization Summary Analysis and computation of nonlocal models Xiaochuan Tian Department of Mathematics The University of Texas at Austin Young Researchers Workshop: Ki-Net 2012-2019 CSCAMM, University of Maryland, College Park , Oct 21 - 25, 2019. 1 / 38

Transcript of Analysis and computation of nonlocal models · Introduction Asymptotically compatible schemes Fast...

Page 1: Analysis and computation of nonlocal models · Introduction Asymptotically compatible schemes Fast algorithms Homogenization Summary Nonlocalityisubiquitous Frommodeling I Biologicalandsocialmodels:

Introduction Asymptotically compatible schemes Fast algorithms Homogenization Summary

Analysis and computation of nonlocal models

Xiaochuan Tian

Department of MathematicsThe University of Texas at Austin

Young Researchers Workshop: Ki-Net 2012-2019

CSCAMM, University of Maryland, College Park , Oct 21 - 25, 2019.

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Nonlocality is ubiquitous

Flocking Mechanics

Anomalous diffusion Image processing

Computational fluid dynamics2 / 38

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Nonlocality is ubiquitous

From modelingI Biological and social models: Lévy flight, anomalous diffusion, flocking.

I Kinetic models: Boltzmann equation with fractional collision kernels.

I Data analysis: graph Laplacian, manifold learning.

I Continuum mechanics: Eringen model, Peridynamics.

From computationI Computational fluid dynamics: SPH, vortex-blob method.

I From solving elliptic PDEs: wide stencil monotone schemes.

I Nonlocality naturally appears with model reduction or homogenization.

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Motivation“Diffusion is a process where the variable under consideration (a particle density,a temperature, or a population) tends to revert to its surrounding average. ”

— Luis Caffarelli• The heat equation takes the form

ut = ∆u =

n∑i=1

uxixi .

However, this does not help us to understand the diffusion process unlesswe realize that the Laplacian is the limit of an averaging process:

∆u = limr→0

1

rn+2

ˆ|y−x|<r

(u(y)− u(x))dy

• More generally, a diffusion operator 1 can be written as

Lu =

ˆK(x, y)(u(y)− u(x))dy

1More rigorously, one could refer to Levy-Khintchine formula for charactering aLevy process, Beurling-Deny formula for charactering a Dirichlet form.

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Nonlocal diffusion and nonlocal mechanics modelA typical nonlocal elliptic operator is given by

Lδu(x) =

ˆRnKδ(x, y)(u(y)− u(x))dy ,

where Kδ is the kernel of the operator and δ is a modeling parameter.

• u : Rn → R, Kδ(x, y) = cn,δ|y − x|−n−2δ, Lδ = −(−∆)δδ→1−−−→ ∆

• u : Rn → R, Kδ(x, y) = δ−n−2K(|y − x|/δ)χ|y−x|<δ, Lδδ→0−−−→ ∆

• u : Rn → Rn, Kδ(x, y) = δ−n−1 (y − x)⊗ (y − x)

|y − x|3χ|y−x|<δ, Lδ

δ→0−−−→ µ∆ + 2µ∇div

Lδu = f L0u = f

u ∈ Ωu|Rn\Ω = 0

u ∈ Ω

u|∂Ω = 0

δ → δ0

Figure: Consistency of nonlocal models with δ > 0 to classical models with δ = δ0.

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Nonlocal diffusion and nonlocal mechanics modelA typical nonlocal elliptic operator is given by

Lδu(x) =

ˆRnKδ(x, y)(u(y)− u(x))dy ,

where Kδ is the kernel of the operator and δ is a modeling parameter.

• u : Rn → R, Kδ(x, y) = cn,δ|y − x|−n−2δ, Lδ = −(−∆)δδ→1−−−→ ∆

• u : Rn → R, Kδ(x, y) = δ−n−2K(|y − x|/δ)χ|y−x|<δ, Lδδ→0−−−→ ∆

• u : Rn → Rn, Kδ(x, y) = δ−n−1 (y − x)⊗ (y − x)

|y − x|3χ|y−x|<δ, Lδ

δ→0−−−→ µ∆ + 2µ∇div

Lδu = f L0u = f

u ∈ Ωu|Rn\Ω = 0

u ∈ Ω

u|∂Ω = 0

δ → δ0

Figure: Consistency of nonlocal models with δ > 0 to classical models with δ = δ0.

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Nonlocal diffusion and nonlocal mechanics modelA typical nonlocal elliptic operator is given by

Lδu(x) =

ˆRnKδ(x, y)(u(y)− u(x))dy ,

where Kδ is the kernel of the operator and δ is a modeling parameter.

• u : Rn → R, Kδ(x, y) = cn,δ|y − x|−n−2δ, Lδ = −(−∆)δδ→1−−−→ ∆

• u : Rn → R, Kδ(x, y) = δ−n−2K(|y − x|/δ)χ|y−x|<δ, Lδδ→0−−−→ ∆

• u : Rn → Rn, Kδ(x, y) = δ−n−1 (y − x)⊗ (y − x)

|y − x|3χ|y−x|<δ, Lδ

δ→0−−−→ µ∆ + 2µ∇div

Lδu = f L0u = f

u ∈ Ωu|Rn\Ω = 0

u ∈ Ω

u|∂Ω = 0

δ → δ0

Figure: Consistency of nonlocal models with δ > 0 to classical models with δ = δ0.

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Nonlocal diffusion and nonlocal mechanics modelA typical nonlocal elliptic operator is given by

Lδu(x) =

ˆRnKδ(x, y)(u(y)− u(x))dy ,

where Kδ is the kernel of the operator and δ is a modeling parameter.

• u : Rn → R, Kδ(x, y) = cn,δ|y − x|−n−2δ, Lδ = −(−∆)δδ→1−−−→ ∆

• u : Rn → R, Kδ(x, y) = δ−n−2K(|y − x|/δ)χ|y−x|<δ, Lδδ→0−−−→ ∆

• u : Rn → Rn, Kδ(x, y) = δ−n−1 (y − x)⊗ (y − x)

|y − x|3χ|y−x|<δ, Lδ

δ→0−−−→ µ∆ + 2µ∇div

Lδu = f L0u = f

u ∈ Ωu|Rn\Ω = 0

u ∈ Ω

u|∂Ω = 0

δ → δ0

Figure: Consistency of nonlocal models with δ > 0 to classical models with δ = δ0.

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Nonlocal diffusion and nonlocal mechanics modelA typical nonlocal elliptic operator is given by

Lδu(x) =

ˆRnKδ(x, y)(u(y)− u(x))dy ,

where Kδ is the kernel of the operator and δ is a modeling parameter.

• u : Rn → R, Kδ(x, y) = cn,δ|y − x|−n−2δ, Lδ = −(−∆)δδ→1−−−→ ∆

• u : Rn → R, Kδ(x, y) = δ−n−2K(|y − x|/δ)χ|y−x|<δ, Lδδ→0−−−→ ∆

• u : Rn → Rn, Kδ(x, y) = δ−n−1 (y − x)⊗ (y − x)

|y − x|3χ|y−x|<δ, Lδ

δ→0−−−→ µ∆ + 2µ∇div

Lδu = f L0u = f

u ∈ Ωu|Rn\Ω = 0

u ∈ Ω

u|∂Ω = 0

δ → δ0

Figure: Consistency of nonlocal models with δ > 0 to classical models with δ = δ0.

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Peridynamics• Since Silling 2000, peridynamics (PD) has found various applications

• Classical continuum theory derives local PDEs for smooth fields. PD uses anintegro-differential equation to allow more singular solutions

ρ u = ∇ · σ + b ⇔ ρ u =

ˆBδ(x)

f(u(y)− u(x),y − x) dy + b

Classical continuum model Nonlocal peridynamics model

• PD describes a nonlocal force balance law, accounting for interactions in a nonlocalneighborhood characterized by a horizon parameter δ.

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Numerical challenges

• While singularities in solutions (cracks/fractures) may make peridynamics(PD) closer to reality, the added complexities also highlight theimportance of understanding their mathematical properties anddeveloping efficient and robust numerical methods, rigorous and carefulvalidation and verification.

• In fact, the first issue encountered in the community is the consistency ofthe numerical simulations based on the nonlocal PD model with thosebased on the conventional PDE model when the latter is known to bevalid, such as in cases where linear elasticity theory holds.

• Moreover, the discretization of the nonlocal operator in results in a matrixA with high density, for which fast algorithms must be considered in orderto lower the cost of matrix multiplication and inversion.

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Today

• Asymptotically compatible schemes

• Variational methods

• Non-variational methods

• Fast algorithms

• Homogenization and nonlocal effects

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Asymptotically compatible (AC) 2 schemesAC schemes: discrete schemes that are convergent to nonlocal solution with afixed δ as h→ 0, and to the correct local limit δ → 0, h→ 0.

uhδ uh0

uδ u0

DiscreteNonlocal

ContinuumNonlocal h = 0

DiscreteLocal δ = 0

ContinuumPDE δ = h = 0

δ → 0

h→

0

δ → 0

h→

0δ →

0

h→0

sparse

dense

Q: Why AC? robust, useful to VV and multi-scale simulations, efficient for adaptivity.Q: What schemes are AC?

2There are many existing studies on the effective discretization in limiting regimes,such as asymptotic preserving schemes for kinect equations, locking-free finite elementmethods for elasticity models, numerical discretization of radiative transfer in diffusivelimit, etc.

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AC schemes

Note that not all discretizations of linear PD models are AC. In fact, some ofthe most popular schemes are known not to be AC! [T-Du, 2013]

• The scheme using Riemann sum approximations of integrals is not AC.

• Finite element with piecewise constant functions is not AC.

• When δ/h is kept as a constant (to maintain sparsity/banded-structure),the above approximations may converge, but to a wrong local limit! Theytend to over-estimate elastic constants, thus are incompatible to thecorrect local limit δ = 0.

• We will discuss the way to find AC schemes for both variational andnon-variational methods.

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1d example

Lδu(x) =

ˆ δ

−δ(u(x+ s)− u(x))γδ(|s|)ds =

ˆ δ

0

D2u(x, s)γδ(|s|)ds

where D2u(x, s) = u(x+ s) + u(x− s)− 2u(x).

Direct quadrature scheme: Lδ,hu(xi) = hr∑j=1

(ui−j − 2ui + ui+j)γδ(jh)

It is convergent with fixed δ, but not convergent with fixed ratio δ/h.

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1-0.01

0

0.01

0.02

0.03

0.04

0.05

0.06

0.07

δ=2-4

δ=2-5

δ=2-10

u(x)=x2(1-x)

2

Figure: δ = 3h

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Variational methods• Weak formulation needed for −Lδu = f . Choose a test function v, then

−(Lδu, v) = (f, v) .

Through nonlocal integration by parts

−¨

γδ(y − x)(u(y)− u(x))v(x)dydx

Bδ[u, v] :=1

2

¨γδ(y − x)(u(y)− u(x)(v(y)− v(x))dydx

• Find solution in the space Sδ

Sδ = u ∈ L2|¨

γδ(y − x)(u(y)− u(x))2dydx <∞, u|Ωδ = 0

• Galerkin approximation. Find finite dimensional solution uhδ ∈Wδ,h ⊂ Sδs.t.

Bδ[uhδ , v] = (f, v) ∀v ∈Wδ,h

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AC schemes for parameterized variational problems 3

A) About the spaces• Ai) Uniform embedding: C1‖u‖L2 ≤ ‖u‖Sδ ≤ C2‖u‖H1

• Aii) Asymptotically compact embedding: If ‖uδ‖Sδδ<δ0 is uniformlybounded, then uδ is relatively compact in L2 and each limit point is inH1

0 .

B) About the bilinear forms• Bδ(u, v) is uniformly bounded & coercive. (Nonlocal Poincaré inequality)

C) Consistency in a dense subspace• Ci) ∃ dense subspace C∞0 ⊂ H1

0 such that Lδu ∈ L2 , ∀u ∈ C∞0• Cii) ∆ is the limit of Lδ in C∞0 , lim

δ→0‖Lδu−∆u‖L2 = 0 ∀u ∈ C∞0

D) Approximation properties• Di) Given δ > 0, ∀v ∈ Sδ, inf

vh∈Wδ,h‖v − vh‖Sδ → 0 as h→ 0,

• Dii) Wδ,h, δ ∈ (0, δ0), h ∈ (0, h0) is asymptotically dense in H10 ,i.e.,

∀v ∈ H10 , ∃vk ∈Wδk,hk

hk→0δk→0 such that ‖v − vk‖H1 → 0 as k →∞.

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AC schemes for parameterized variational problems 3

A) About the spaces

• Ai) Uniform embedding: C1‖u‖L2 ≤ ‖u‖Sδ ≤ C2‖u‖H1

• Aii) Asymptotically compact embedding: If ‖uδ‖Sδδ<δ0 is uniformlybounded, then uδ is relatively compact in L2 and each limit point is inH1

0 .

B) About the bilinear forms

• Bδ(u, v) is uniformly bounded & coercive. (Nonlocal Poincaré inequality)

C) Consistency in a dense subspace

• Ci) ∃ dense subspace C∞0 ⊂ H10 such that Lδu ∈ L2 , ∀u ∈ C∞0

• Cii) ∆ is the limit of Lδ in C∞0 , limδ→0‖Lδu−∆u‖L2 = 0 ∀u ∈ C∞0

D) Approximation properties

• Di) Given δ > 0, ∀v ∈ Sδ, infvh∈Wδ,h

‖v − vh‖Sδ → 0 as h→ 0,

• Dii) Wδ,h, δ ∈ (0, δ0), h ∈ (0, h0) is asymptotically dense in H10 ,i.e.,

∀v ∈ H10 , ∃vk ∈Wδk,hk

hk→0δk→0 such that ‖v − vk‖H1 → 0 as k →∞.

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Properties Aii) and Dii)

Aii) Asymptotically compact embedding: ([Bourgain-Brezis-Mironescu, 2001]4 )

‖vδ‖Sδ ≤ C =⇒vδ is relatively compact in L2

and each of the limit is in H10

Dii) Let Wδ,h = space of p.w polynomials that contains p.w linear functions,then Wδ,h, δ ∈ (0, δ0), h ∈ (0, h0) is asymptotically dense in H1 since

∀v ∈ H1, ∃vk ∈Wδk,hk such that ‖v − vk‖H1 → 0 as k →∞.

4Several extensions of BBM: [Ponce, 2004],[Mengesha-Du, 2013, 2014], [T-Du,2015],[Du-Mengesha-T, 2018] ...

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AC schemes for parameterized variational problems

• Theorem 1. Any continuous or discontinuous conforming FEM containingall continuous linear elements is AC, thus is good for both nonlocal andlocal regimes.

• Theorem 2. Conforming FEM containing only piecewise constantelements is convergent if h/δ → 0.

• The framework can be applied to PD systems,uniform/unstructured-mesh & any space dimension.

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Non-variational methods1. Finite difference method ([T-Du, 2013], [Du-Tao-T-Yang, 2018.])

• On uniform grid, we have the AC finite difference discretization

Lδ,hu(x) =

ˆIkh

[u(x+ z) + u(x− z)− 2u(x)

Wk(z)

]Wk(z)γδ(z)dz

where k = 0 or k = 1, and W0(z) = |z|2, W1(z) = |z|2/|z|1.

• A key property of the discretization is the quadratic exactness

Lδ,hxα = Lδxα, |α| ≤ 2 .

• The scheme satisfies discrete maximum principle (DMP). We have uniform

convergence rates O(hk+1).

• DMP is lost when going to higher order interpolation (k ≥ 2).

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Non-variational methods2. Meshfree method ([Leng-T-Foster-Trask, 2019])

• Reproducing kernel (RK) approximations ([Liu, 1995]) are meshfree methodsthat construct shape functions from sets of scattered data.

I Function approximation:u(x) ≈ uRK(x) =

∑k

Ψk(x)u(xk),

I Shape function:Ψk(x) = C(x,x− xk)φa(x− xk),

I Reproducing condition: ∑k∈Zd

Ψk(x)xαk = xα, |α| ≤ p,

I LδuRK(xi) =∑k

u(xk)

ˆγδ(|y − xi|)(Ψk(y)−Ψk(xi))dy

• RK collocation method: −rhLδuRK = rhf

(rh restricts the function value to the nodes)

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Non-variational methods

2. Meshfree method ([Leng-T-Foster-Trask, 2019])

• p ≥ 2 preserves quadratic exactness naturally. For p = 1, it turns out we alsohave quadratic exactness because of∑

k∈ZdΨk(x)xαk = xα + c, |α| = 2

• DMP is lost for all cases. However, we can show the stability of method forp = 1 on bounded domains with rectangular grids. Using Fourier analysis, wecould show the equivalence of the RK collocation scheme with a RK Galerkinscheme.

• We have the uniform convergence rates O(h2) for the RK collocation schemewith p = 1.

• It is ongoing work (with Leng-Foster-Trask) to extend the analysis to the PDmodels.

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Fast algorithmsOur next goal is to develop fast algorithm for the nonlocal operator:

Lu =

ˆK(x,y)(u(y)− u(x))dy

or a sum of the formN∑i=1

wi,j(u(xj)− u(xi))

• Direct evaluation of such sums at N target points requires O(N2)operations

• Algorithms which reduce the cost to O(Nα) (1 ≤ α < 2),O(N log(N))· · · are referred to as fast summation methods 5.

• Fast evaluate of the operator is critical in solving time-dependentproblems or iterative methods for solving static problems.

5Classical fast summation methods include FFT (for translation-invariantkernel with uniform discretization), FMM ([Greengard-Rokhlin 1987]),H-matrices ([Hackbusch, 1999])

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The kernel K(x,y)

1 Non-radial symmetric kernels (such as the kernel with variable nonlocalinteraction δ(x))

∗ FFT-based methods are exact, but fail to work if symmetry is broken.

2 Type I singularity: point singularity (x = y).

Example: K(x,y) =1

|y − x|2

∗ The classical FMM and H-matrices techniques are approximate. Theydeal with point singularity.6

∗ The main idea is to take advantage of the smooth far field interaction(off-diagonal blocks of the matrix are low-rank)

3 Type II singularity: co-dimension 1 singularity.

Example: nonlocal model with finite interaction distance.

K(x,y) = χ(|y − x| < 1)

6[Lin-Lu-Ying,2001], [Ho-Ying, 2016], [Zhao-Hu-Cai-Karniadakis,2017]25 / 38

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The peridynamics kernel

∗ The graphs for the typical peridynamics kernels in practice are

-1.5 -1 -0.5 0 0.5 1 1.50

0.5

1

1.5

2

2.5

3

3.5

4

4.5

5

-1.5 -1 -0.5 0 0.5 1 1.50

0.5

1

1.5

2

2.5

3

3.5

4

4.5

5

∗ It contains both Type I singularity and Type II singularity 7.

∗ The existing fast algorithms fail to work ([T-Engquist, 2019]).

7The non-smooth truncation of kernels also appears as the retarded potentialsraised in time domain boundary integral equations, where the potentials arediscontinuous functions defined in space-time.

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The splitting of singularities

In practice, the kernel γ contains both Type I singularity and Type IIsingularity. We thus propose to split the kernel into two and deal with themseparately.

-1.5 -1 -0.5 0 0.5 1 1.50

0.5

1

1.5

2

2.5

3

3.5

4

4.5

5

-1.5 -1 -0.5 0 0.5 1 1.50

0.5

1

1.5

2

2.5

3

3.5

4

4.5

5

-1.5 -1 -0.5 0 0.5 1 1.50

0.5

1

1.5

2

2.5

3

Figure: The kernel γ(s) (left) splits into κ(s) (middle) and p(s)χ(|s| < 1)(right).

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The hierarchical subdivision of Ω

Let L = log2(n), then from level 1 to L, the computation domain Ω = [0, 1]d

is hierarchically subdivided into panels. Each panel in the ith level can be

represented by one of the cubesd∏j=1

[kj2i,kj + 1

2i] , 0 ≤ kj ≤ 2i − 1.

This forms a tree structure. (In 1d, this forms a binary tree, in 2d a quadtree,and in 3d an octree.)

Figure: The hierarchical subdivision of [0, 1]2.

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A fast algorithm for the Type II singularityStep 1. Initialization step. For each xi, decompose the domain of integration|y − xi| < δ(xi) ∩ Ω using the panels.

0 0.2 0.4 0.6 0.8 10

0.2

0.4

0.6

0.8

1

Figure: The hierarchical decomposition of a circular region.

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A fast algorithm for the Type II singularity

Step 2. Compute the the partial sums for each tree node . For a given vectoru(xi)Ni=1, we assign the value u(xi) to a leaf node. Then traverse the treebottom to top, we assign each parent node the value of the sum of all itschildren.

Figure: A 2d example of the process of computing partial sums.

Step 3. For each xi, use (1) and (2) to calculate the summation∑

j∈N (xi)

u(xi).

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Complexity of the algorithm∗ The complexity of the algorithm ([T-Engquist, 2019]) is given as

O(N logN) for d = 1 ;

O(N2−1/d) for d ≥ 2 .

103

104

matrix size (N)

10-2

10-1

100

101

tim

e T

mu

lti(s

ec)

New Algorithm

Original Algorithm

102

103

104

105

matrix size (N)

10-4

10-2

100

102

tim

e T

mu

lti(s

ec)

New Algorithm

Original Algorithm

∗ For further complexity reduction in higher dimensions, it would be natural touse different geometries than boxes, for example, curvelets[Candes-Donoho,2000] in 2d deals efficiently with line discontinuities.

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Introduction Asymptotically compatible schemes Fast algorithms Homogenization Summary

Homogenization and nonlocal effects 8

• The PD community claimed that nonlocal interactions necessarily appear in

a homogenized model of heterogeneous system ([Silling, 2014]), but rigorous

mathematical theory remains largely missing.

• The classical homogenization theory shows that nonlocal effects could be

induced by homogenization, such as [Bensoussan-Lions-Papanicolaou, 1978],

[Tartar, 1989].

• Numerical homogenization also connects to nonlocal effects, such as the

projection-based method [Dorobantu-Engquist,1998], or generalized FEM based

on subspace decomposition [Gallistl-Peterseim,2016].

• Here we the model of wave propagation to illustrative the origin ofnonlocality through homogenization.

8See [Du-Engquist-T, 2019].32 / 38

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Introduction Asymptotically compatible schemes Fast algorithms Homogenization Summary

Homogenization of wave equation• Consider wave propagation through a periodic medium

∂2t u

ε(x, t) = div (A(x/ε)∇uε)

• The classical homogenization theorem give a non-dispersive effective model

∂2t u

0(x, t) = div(A∇u0(x, t)) ,

0 1 2 3 4 5 6 7 8 9 10-0.1

0

0.1

0.2

0.3

0.4

0.5

0.6

0 1 2 3 4 5 6 7 8 9 10-0.1

0

0.1

0.2

0.3

0.4

0.5

0.6

• u0 is an O(ε) approximation of uε only for finite time([Bensoussan-Lions-Papanicolaou, 1978], [Lin-Shen, 2019]).

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Introduction Asymptotically compatible schemes Fast algorithms Homogenization Summary

Dispersive effective model

• [Santosa-Symes, 1991] were the first that gave a dispersive effective model byusing Bloch wave expansion.

• Loosely speaking, their model is of the form ∂2t u = Lεu, with

Lε ≈ ∆ + ε2(∆)2, and the effective model is an O(ε) approximation when timescale t ∼ O(ε−2). The equation is actually ill-posed due to the (∆)2 term,although it can be made well-posed by a classical Boussinesq trick.

• To get an O(ε) approximation for all time t ∈ (0,∞), it is necessary for Lε tobe a nonlocal operator.

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Page 35: Analysis and computation of nonlocal models · Introduction Asymptotically compatible schemes Fast algorithms Homogenization Summary Nonlocalityisubiquitous Frommodeling I Biologicalandsocialmodels:

Introduction Asymptotically compatible schemes Fast algorithms Homogenization Summary

Bloch wave analysis• Consider the eigenvalue problem for −div (A(x)∇):

−div (A(x)∇u(x)) = λu .

For any real vector k ∈ Rd, there exists eigenfunctions

ψm(x, k) = e2πik·xφm(x, k)∞m=0 and eigenvalues λm(k)∞m=0.

• For the ε-problem, ψεm(x, k) := ψm(x/ε, εk), λεm(k) =1

ε2λm(εk).

-0.5 -0.4 -0.3 -0.2 -0.1 0 0.1 0.2 0.3 0.4 0.50

10

20

30

40

50

60

70

80

90

-0.5 -0.4 -0.3 -0.2 -0.1 0 0.1 0.2 0.3 0.4 0.50

1

2

3

4

5

6

7

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Introduction Asymptotically compatible schemes Fast algorithms Homogenization Summary

Bloch wave analysis• The solution uε with initial condition uε(x, 0) = f(x) is written as theexpansion:

uε(x, t) =

∞∑m=0

ˆZ/ε

fm(k)ψεm(x, k)e±it√λεm(k)dk .

• First observation: for smooth initial condition, the higher eigenmodes m ≥ 1could be neglected. By defining

uε0(x, t) =

ˆZ/ε

f0(k)ψε0(x, k)e±it√λε0(k)dk ,

we have ‖uε(·, t)− uε0(·, t)‖ = O(ε) for t ∈ (0,∞).

• Second observation: uε0 can be further simplified by replacing f0(k) and ψε0with the Fourier transform f(k) and the Fourier mode e2πik·x respectively:

uε(x, t) =

ˆZ/ε

f(k)e2πik·xe±it√λε0(k)dk ,

then ‖uε0(·, t)− uε(·, t)‖ = O(ε) for t ∈ (0,∞).

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Introduction Asymptotically compatible schemes Fast algorithms Homogenization Summary

Nonlocal effective equation

• If f(k) ⊂ Z/ε, then

uε(x, t) =

ˆf(k)e2πik·xe±it

√λε0(k)dk ,

• uε satisfies

∂2t u

ε(x, t) = Lεu =

ˆγε(y − x)(u(y)− u(x))dy,

and ˆγε(s)(1− e2πik·s)ds = λε0(k)

• Since λε0(k) =1

ε2λ0(εk), then we have γε(s) =

1

ε3γ(s

ε)

• In general λε0(k) is not a polynomial of k, we have Lε to be a nonlocaloperator. 9

9[Peetre, 1959]37 / 38

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-10 -8 -6 -4 -2 0 2 4 6 8 10-0.5

0

0.5

1

1.5

2

2.5

3

3.5

4

4.5

Nonlocal kernel

0 1 2 3 4 5 6 7 8 9 10-0.1

0

0.1

0.2

0.3

0.4

0.5

0.6

0 1 2 3 4 5 6 7 8 9 10-0.1

0

0.1

0.2

0.3

0.4

0.5

0.6

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Page 39: Analysis and computation of nonlocal models · Introduction Asymptotically compatible schemes Fast algorithms Homogenization Summary Nonlocalityisubiquitous Frommodeling I Biologicalandsocialmodels:

Introduction Asymptotically compatible schemes Fast algorithms Homogenization Summary

Summary• We presented some numerical analysis of a class of nonlocal models such

as those represented by nonlocal diffusion or the peridynamic model ofcontinuum mechanics.

• There is a class of robust discretization of parameterized nonlocal modelscalled the AC schemes (variational and non-variational). We alsodiscussed a new FMM type fast algorithm type method for kernels thatexhibit singularities on codimension 1 sets.

• We used wave propagation to illustrate how nonlocality could beoriginated from homogenization of heterogeneous materials.

• The mathematical framework contains nonlocal calculus of variations andasymptotically compatible schemes that may have broad applications.Indeed, many concepts can be related to fractional calculus (foranomalous diffusion and Levy processes), nonlocal means (for imaginganalysis) graph calculus/diffusion maps, SPH/RKPM (for numericalapproximations), ......

∗ Research supported in part by the U.S. NSF grant DMS-1819233

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Page 40: Analysis and computation of nonlocal models · Introduction Asymptotically compatible schemes Fast algorithms Homogenization Summary Nonlocalityisubiquitous Frommodeling I Biologicalandsocialmodels:

Introduction Asymptotically compatible schemes Fast algorithms Homogenization Summary

Thanks to...Qiang Du, Columbia University; Bjorn Engquist, UT Austin;John Foster, UT Austin; Yu Leng, UT Austin;Nat Trask, Sandia Lab; Jiang Yang, SUSTC · · ·

[1] X. Tian and Q. Du, Analysis and comparison of different approximations to nonlocal diffusion andlinear peridynamic equations, SIAM J. Numer. Anal., 51: 3458-3482, 2013.

[2] X. Tian and Q. Du, Asymptotically compatible schemes and applications to robust discretization ofnonlocal models, SIAM J. Numer. Anal. 52:1641-1665, 2014. (to appear in March 2020 SIGEST sectionof SIAM Review)

[3] Q. Du, Y. Tao, X. Tian and J. Yang. Asymptotically compatible numerical approximations ofmultidimensional nonlocal diffusion models and nonlocal Green’s functions, IMA J. Numer. Anal.,39(2),607-625, 2018.

[4] Y. Leng, X. Tian and J. Foster. Super-convergence of reproducing kernel approximation, Comput.Methods Appl. Mech. Eng., 352(1):488-507, 2019.

[5] Y. Leng, X. Tian, N. Trask and J. Foster, Asymptotically compatible reproducing kernel collocationand meshfree integration for nonlocal diffusion, 2019.

[6] X. Tian and B. Engquist, Fast algorithm for computing nonlocal operators with finite interactiondistance, to appear in Comm. Math. Sci., 2019.

[7] Q. Du, B. Engquist and X. Tian, Multiscale Modeling, Homogenization and Nonlocal Effects:

Mathematical and Computational Issues, to appear in Math. Comput., 2019. (Special issue on

Celebrating 75 Years of Mathematics of Computation). Thank you!40 / 38