THE USE OF THE MESH FREE METHODS (RADIAL BASIS FUNCTIONS) IN THE MODELING OF RADIONUCLIDE MIGRATION AND MOVING BOUNDARY VALUE PROBLEMS LEOPOLD VRANKAR, FRANC RUNOVC and GORAN TURK About the authors Leopold Vrankar Slovenian Nuclear Safety Administration Železna cesta 16, 1001 Ljubljana, Slovenia E-mail: leopold.vrankar@uni-mb.si Franc Runovc University of Ljubljana, Faculty of Natural Sciences and Engineering Aškerčeva cesta 12, 1000 Ljubljana, Slovenia E-mail: franc.runovc@ntf.uni-lj.si Goran Turk University of Ljubljana, Faculty of Civil and Geodetic Engineering Jamova cesta 2, 1000 Ljubljana, Slovenia E-mail: gturk@fgg.uni-lj.si Abstract Recently, the mesh free methods (radial basis functions-RBFs) have emerged as a novel computing method in the scientific and engineering computing community. The numerical solution of partial differential equations (PDEs) has been usually obtained by finite difference methods (FDM), finite element methods (FEM) and boundary elements methods (BEM). These conventional numerical methods still have some drawbacks. For example, the construction of the mesh in two or more dimensions is a nontrivial problem. Solving PDEs using radial basis function (RBF) collocations is an attractive alternative to these traditional methods because no tedious mesh generation is required. We compare the mesh free method, which uses radial basis functions, with the traditional finite difference scheme and analytical solutions. We will present some examples of using RBFs in geosta-tistical analysis of radionuclide migration modeling. The advection-dispersion equation will be used in the Eulerian and Lagrangian forms. Stefan's or moving boundary value problems will also be presented. The position of the moving boundary will be simulated by the moving data centers method and level set method. Keywords mesh free methods, radial basis functions, finite difference methods, finite element methods, boundary elements methods, geostatistics, Eulerian method, Lagrangian method, level set method 1 introduction In recent years, the mesh free methods have emerged as a novel computing method in the scientific and engineering computing community. Traditionally, the most popular methods have been the finite element methods (FEM), the finite difference methods (FDM), and the boundary element method (BEM). In spite of their great success in solving scientific and engineering problems over the past four decades, these conventional numerical methods still have some drawbacks that impair their computational efficiency and even limit their applicability to more practical problems, particularly in a three-dimensional space. The term mesh free method refers to the ability of the method to solve the given differential equations from a set of unstructured nodes, i.e. without any pre-defined connection or relationship among the nodes. Instead of generating a mesh, mesh free methods use scattered nodes, which can be randomly distributed or patterned through the computational domain. During the past decade, increasing attention has been given to the development of mesh free methods using RBFs for the numerical solution of PDEs. There are two major developments in this direction. The first is the method of fundamental solutions (MFS) coupled with the dual reciprocity method (DRM), which evolved from the dual reciprocity boundary element method (DRBEM). More details about MFS can be found in review papers [1] and [2]. RBFs played a key role in the theoretical establishment and applications in the development of the DRM. With the combined features of the MFS and DRM, a mesh free numerical scheme for solving PDEs has been achieved. ACTA GeOTeCHNICfl SLOVENICA, 2007/i 43. L. VRflNKflR & ET AL.: THE USE OF THE MESH FREE METHODS (RADIAL BASIC FUNCTIONSl IN THE MODELING OF RflDIONUCLIDe MIGRATION AND The second mesh free method using RBFs is the Kansa method [3-4], where the RBFs are directly implemented for the approximation of the solution of PDEs introducing the concept of solving PDEs, using radial basic functions for hyperbolic, parabolic and elliptic PDEs. A key feature of the RBF method is that it does not need a grid. In contrast to the MFS-DRM boundary method, the Kansa method is considered to be a domain type method, which has many features similar to the finite element method. In our case, we use the Kansa method which uses radial basis functions. We compare the results with a traditional finite difference scheme and analytical solutions. We will present two examples: some previous work results of using RBFs in geostatistical analysis of transport modeling of the radionuclide migration and moving boundary value problems. 2 radial basis functions method The base of this approach is its employment of highorder interpolating functions to approximate solutions of differential equations. All RBFs possess the property that their values are only determined by distance and have nothing to do with directions. Kansa [4] introduced multiquadric functions to solve hyperbolic, parabolic and elliptic differential equations with collocation methods. This method is an asymmetric collocation set-up in which boundary conditions are treated separately from the interior problem. One of the most powerful RBF methods is based on multiquadric basis functions (MQ), first used by R. L. Hardy [5]. It is important to mention that the MQ was until now efficiently used in transport modeling [6]. A radial basis function is a function <(x) = <(||x — x. ||), which depends only on the distance between x e Rd and a fixed point x. e Rd. Here, q> is continuous and bounded on any bounded sub-domain QCRd. Let r denote the Euclidean distance between any pair of points in the domain O. The commonly used radial basis functions are: linear (<(r) = r), cubic (<(r) = r3), thin-plate spline (<(r) = r2 log r), Gaussian (<(r) = e~ar) and multiquadric (MQ) (<(r) = (r2 + c2))3). Commonly used values for ft are -1/2 and 1/2. The parameter c > 0 is a shape parameter controlling the fitting of a smoothing surface to the data. We usually use MQ or inverse MQ RBFs. To introduce RBF collocation methods, we consider a PDE in the form of Lu(x) = f (x), in He Rd, (1) Bu(x) = g (x), on dH, (2) where u is the concentration, d denotes the dimension, 3O is the boundary of the domain O, L is the differential operator on the interior, and B is the operator that specifies the boundary conditions of the Dirichlet, Neumann or mixed type. Using Kansa's asymmetric multiquadric collocation method, the unknown PDE solution u is approximated by RBFs in the form: N M u » U(x) = £a< (x) + £ Ylp1 (x), (3) j=i 1=1 where q> can be any of above mentioned radial basis function, pi,...,pM e ndm , is a polynomial of degree m or less. Let (x.)N=1 be the N collocation points in H U dH . We assume the collocation points are arranged in such a way that the first N, points are in O, whereas the last Nb points are on 3O. To evaluate N+M unknown coefficients, N+M linearly independent equations are needed. Ensuring that U(x) satisfies (1) and (2) at the collocation points results in a good approximation of the solution u. The first N equations are given by N M £a.L0, (12) dt u(x, t ) = upart, x enpart (t),t > 0, (13) u(x,t) = uso1, x er(t),t > 0, . du (14) (upart - usd)vn(x,t) = D—(x,t), x er(t),t > 0, (15) dn The level set method has gained much popularity for solving moving boundary problems. It was firstly introduced by Osher and Sethian [13]. The level set function captures the interface position as its zero level set, and it is advected by introduction of a hyperbolic equation into the governing set of equations. 4.2.1 The level set formulation In the level set formulation of the moving interface, the interfaces, denoted by r, are represented implicitly through a level set function 0(x, t), where x is a position of the interface, t is a point of time. Usually, the 0 is defined as a signed distance function to the interface. The moving interface is then captured in all times by locating the set of r(t) for which 0 vanishes. The level set function is advected with time by a transport equation which is known as the level set equation: ^ + Vn IWI = 0, dt ¿(x,0) = ¿.(x) (17) du dn (x,t) = 0, xedüäp(t)\r(t),t>0, (16) where x is the coordinate vector of a point in O, D means the diffusivity constant, n is the unit normal vector on the interface pointing outward with respect to Opart(t) and vn is the normal component of the velocity of the interface. The initial concentration u(x, 0) inside the diffusive phase is given. 4.1.3 The Numerical solution Method Our interest is to give an accurate discretization of the moving boundary conditions. Here we present an inter-polative moving data centers method by which the data centers are computed for each time step and the solution is interpolated from the old data centers to the new ones. The equations are solved with the collocation method using RBFs. An outline of the algorithm is: I. Compute the concentrations profiles solving Eqs. (12-14) and (16). II. Predict the position of the boundary s1 at the new time-step: s1 (t + At) using Eq. (15). III. Once the boundary is moved, the concentration u can be computed in the new region using Eq. (12). The solution is interpolated from the old point loca- tion to the new one. where 0o(x) embeds the initial position of the interface and vn is the normal component of the velocity of the interface: v„ = v 'IWI ' (18) where is the unit normal to the surface N. If we take into account a continuous extension of the interface velocity v, the evolution of the level set function can be done by the hyperbolic equation for the level set equation: dt + v = 0, ¿(x,0) = ¿0(x) (19) In our case the continuous extension of the velocity v is taken as the (steady) solution of the following evolution equation [14]: ËVL ±ËVL. n = 0, dr dx (20) where r denotes a fictitious time step not related to the main time step and the sign is determined from the normal direction of the level set function. The RBFs are incorporated into level set methods to construct a more efficient approach. At the initial time, 48. ACTA GEOTECHNICA SLOVENICfl, 2007/l L. VRANKAR & ET AL.: THE USE OF THE MESH FREE METHODS (RADIAL BASIC FUNCTIONS) IN THE MODELING OF RADIONUCLIDE MIGRATION AND all the time dependent variables should be specified over entire domain. The initial value problem (17) can be considered equivalent to an interpolation problem, and hence the starting point of the use of RBFs to solve partial differential equations is the interpolation problem. Further, the spatial portion is approximated by the RBFs and the temporal variations are approximated by the time dependent expansion coefficients. 4.2.2 rbf implicit modeling of the Level set function Interpolation of the level set function In the present implicit modeling, the MQ RBFs is used to interpolate the scalar implicit level set functions 0(x) with N points by using N MQs centered at these points. The resulting RBF interpolant of the implicit function can be written as N M ) = £ a^j (x) + ^ 7l p} (x), (21) j=i 1=1 Because of the introduction of this polynomial, the RBF interpolant of 0(x) in Eq. (21) must be subject to the side constraints (6). If the interpolation data values , fN G^ at the point locations x1,—,xN are given, the RBF interpolant of 0(x) in Eq. (21) can be obtained by solving the system of N+2 linear equations for N+2 unknown generalized expansion coefficients: 4>(xi ) = f, i = I,---, N, N N N ^= 0, ^aixi = 0, ^aiyi = 0, which can be re-written in a matrix form as Ha= f, (23) where (22) H= A P PT 0 G^(n+3)> (N+3) (24) A= ^1(xi) ••• ^N (xi) ^1(x N ) ••• ^N (x N ) G^NxN , (25) P= 1 xi yi 1 xn yN G^Nx3, (26) a = [a • aN po P1 P2 ] G^Nx3,(27) f = ff • fN 0 0 0 f G^NX3, (28) The generalized expansion coefficients a can be obtained by a = H-1f, (29) The resulting RBF interpolant of the implicit function in Eq. (21) can be re-written compactly as 4>(x) = Y T (x) a, (30) where Y(x) = f^>(x) - ^n (x) 1 x y f G^(NX3)X1, (31) Equation of motion Since the Hamilton-Jacobi PDE (17) is time dependent, it is further assumed that all knots are fixed in space and the space and time are separable, and therefore the RBF interpolant of the implicit function in Eq. (30) becomes time dependent as 4>(x ,t ) = Y T (x )a(t), (32) Substituting Eq. (32) in (17) yields Y T - a+ vn |(VY)Ta| = 0, (33) where G,1 = G -t |(VY)r a = [(G»2 +(GT2a)2 j1'2, (34) " 010 g^(n+3)X1, dx dx dy dy (35) T ACTA GEOTECHNICA SLOVENICA, 2007/i 49. L. VRflNKflR & ET AL.: THE USE OF THE MESH FREE METHODS (RADIAL BASIC FUNCTIONSl IN THE MODËLING OF RflDIONUCLIDË MIGRATION AND The initial value problem can be considered equivalent to the interpolation problem since the expansion coefficients at the initial time are found as a solution of the interpolation problem [15]. Therefore the preliminary starting point of the use of RBFs to solve PDEs is the interpolation problem that is equivalent to solving the initial value problem. The original equation (17) is thus converted into a time-dependent interpolation problem for the initial values of expansion coefficients and the propagation of the front is governed by the time dependent equation (33). For time advance the initial values of a in Eq. (33) we used a collocation formulation of the method of lines. The governing equation of motion of the front (33) is extended to the whole domain O and the normal velocities vn at the front are thus replaced by the extension velocities in O. All nodes of domain are taken as fixed nodes of RBF interpolation. We also take into consideration constraints which must be introduced to guarantee that the generalized coefficients a can be solved. Using the present collocation method for N points and above mentioned constraints, a set of resulting ODEs can be compactly written as: H - a + B(a) = 0, (36) dt where vn (x1)|(v^r K))«! = v'n(Xi)|(Wr(Xi))a eKNx3)xi, (37) 0 0 0 b) the exact explicit time integration. The first order homogeneous ODE of the form d a B The set of ODEs can be solved by several ODE solvers such as the first-order forward Euler's method and higher-order Runge-Kutta, Runge-Kutta-Fehlberg, Adams-Bashforth, or Adams-Moulten methods [16]. We used a) the first-order forward Euler's method, an approximate solution to Eq. (36) is the following: dt + Ea = 0, (39) where E = H-1(ViGi + v2G>2), (40) has the solution: a(t + dt) = expm(-Edt)a(t - dt). (41) The expression expm (-Edt) is a MATLAB exponential matrix function represents the series expansion or a rational fraction: expm(-Edt) = I - Edt + (dt2 /2!)E2 - (dt3 /3!)E3 t • • •. (42) E is the coefficient matrix resulting from the application of the Eq. (35). 4.2.3 Numerical example For the simulation we used data from [11]: the concentration inside the part where the material characteristics remain constant upart = 0.53, the concentration on the interface usd = 0 , the initial concentration of the diffusive phase u° = 0.1, the diffusivity constant D = 1, the domain length l = 1 and the initial position of the interface s0 = 0.2. Let N be total number of points, r the number of points that lie inside a constant composition and N - r the number of points that lie inside the diffusive phase. Due to the movement of the interface, the point locations are adapted at each time step. The MQ exponent fi had the values 0.5 and 1.5. In Fig. 8 the movement of the interface positions calculated with a different MQ exponent, fi is presented. In the numerical experiments we compared our numerical solutions with the analytical solutions that exist for the problem presented in Chapter 4. (See [12]). The results are presented in Fig. 8 (see next page). The next example is the rotation of the solid body. Consider the rotation of a circular bubble of the radius r =0.25 centered at (0.5, 0.15) in a vortex flow with the velocity field (v1, v2) = (-y, x). A half cycle of rotation is presented in Fig. 9. a(tn+1) = a(tn ) - dtH-1B(a(tn ), where dt is the time step, and (38) 50. ACTA GEOTECHNICA SLOVENICA, 2007/l L. VRANKAR & ET AL.: THE USE OF THE MESH FREE METHODS (RADIAL BASIC FUNCTIONS) IN THE MODELING OF RADIONUCLIDE MIGRATION AND Movement of the interface 0.45 -r m 0.35 - 0.25 - -analytic — MQ(beta=0.5) O MQ(beta=1.5) LS M 0.4 0.5 Time Figure 8. Interface position vs. time. Figure 9. Zero contour of the level set function at different points and time during the rotation of a circle. 5 discussion and conclusion In the case of the radionuclide migration (see also [6], [9] and [12]), two evaluation steps were performed. In the first step the velocities in principal directions were determined from the pressure of the fluid obtained from the Laplace differential equation. In the second step the advection-dispersion equation was solved to find the concentration of the contaminant. In this case the method of evaluation was verified by comparing results with those obtained from the finite difference method. The traditional finite difference scheme was also used for solving the Laplace and advection-dispersion equation. For the approximation of the first derivative second-order central difference or one-sided difference were used. But for the approximation of the second derivatives we used the second-order central second difference. The time dependent part was implemented with the implicit scheme. The discretization grid has actually 12x12 points. ACTA GEOTECHNICA SLOVENICA, 2007/i 51. L. VRflNKflR & ET AL.: THE USE OF THE MESH FREE METHODS (RADIAL BASIC FUNCTIONSl IN THE MODELING OF RflDIONUCLIDe MIGRATION AND Te results show that differences exist between both numerical schemes (Figs. 4 and 5). Different sets of input data yield differences between the schemes. In the simulation, a very large scatter caused by different given values of hydraulic conductivity was observed. Another reason for differences could result from the kriging method applied in the sequential Gaussian methods. The comparison of concentrations calculated with the Eulerian and Lagrangian methods in partly heterogeneous porous (Figs. 6 and 7) media shows that the Lagrangian methods provide a wider concentration cloud in the area of high conductivity. It seems that it shows the influence of non-smooth change between low and high conductivity. In general, the Eulerian approach is more convenient and more frequently used. But if it is important to study sharp changes (in our case between areas of low and high conductivity) of the solutions where important chemistry and physics take place, it is better to use the Lagrangian RBF scheme. The comparison of the moving boundary positions calculated with the moving data centers method and MQ (0=0.5) and MQ (0=1.5) (Fig. 8) shows that MQ (0=1.5) determines the position of the interfaces much more accurately than MQ (0=0.5). The simulations have also shown that the value of the shape parameter c which was computed by the residual error procedure was in the range between 0.01 and 0.09. This confirms the fact that for a fixed number of centers N, smaller shape parameters produce more accurate approximations. The comparison of the moving boundary positions calculated with the moving data centers method (MQ (0=1.5)) and the level set method (Fig. 8) also shows that the moving data centers method gives better results in this case. To achieve better accuracy, the resultant system of the RBF-PDE problem usually becomes badly conditioned. Several different strategies [17] have been somewhat successful in reducing the ill-conditioning problem when using RBF methods in PDE problems. These strategies include: variable shape parameters, domain decomposition, preconditioning of the interpolation matrix, and optimizing the center locations. From chapter 4.2 we can see that RBFs (MQ) can be easily included in the level set formulation. Fig. 9 shows that we can get logical results using MQ in a 2-dimen-sional example. We can conclude that the Kansa method is a valid alternative to the FDM because of its simple implementation and its easy use in the level set formulations. The only geometric properties that are used in the RBF approximation are the pair-wise distances between points. Figs. 4 and 5 show that the RBF solution has far less diffusion than the finite difference method with the included upwinding. In the future work we will use the Gershgorin circle theorem that could be useful a tool for choosing appropriate RBFs. For each value of the shape parameter, eigenvalues and their distribution can be studied to obtain knowledge concerning properties of an approximation matrix and their role being played in finding a better approximation of computed data to the equation solution. 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