Mesh Refinement Strategies for the Adaptive Isogeometric Method

This thesis introduces four mesh refinement algorithms refine_hb, refine_thb, refine_ts2D and refine_tsnD for the Adaptive Isogeometric Method using multivariate Hierarchical B-splines, multivariate Truncated Hierarchical B-splines, bivariate T-splines, and multivariate T-splines, respectively. We address, for refine hb and refine_thb, boundedness of the overlap of basis functions, boundedness of mesh overlays and linear complexity in the sense of a uniform upper bound on the ratio of generated and marked elements. The existence of an upper bound on the overlap of basis functions implies that the system matrix of the linear equation system to solve is sparse, i.e., it has a uniformly bounded number of non-zero entries in each row and column. The upper bound on the number of elements in the coarsest common refinement (the overlay) of two meshes, as well as linear complexity are crucial ingredients for a later proof of rate-optimality of the method. For refine_ts2D and refine_tsnD, the overlap of basis functions is bounded a priori and did not need further investigation. We investigate the boundedness of mesh overlays, linear independence of the T-splines, nestedness of the T-spline spaces, and linear complexity as above. Nestedness of the spline spaces is crucial in the sense that it implies the so-called Galerkin orthogonality, which characterizes the approximate solution as a best-approximation of the exact solution with respect to a norm that depends on the problem. Altogether, this work paves the way for a proof of rate-optimality for the Adaptive Isogeometric Method with HB-splines, THB-splines, or T-splines in any space dimension. In order to justify the proposed methods and theoretical results in this thesis, numerical experiments underline their practical relevance, showing that they are not outperformed by currently prevalent refinement strategies. As an outlook to future work, we outline an approach for the handling of zero knot intervals and multiple lines in the interior of the domain, which are used in CAD applications for controlling the continuity of the spline functions, and we also sketch basic ideas for the local refinement of two-dimensional meshes that do not have tensor-product structure

Surface modelling for 2D imagery

Vector graphics provides powerful tools for drawing scalable 2D imagery. With the rise of mobile computers, of different types of displays and image resolutions, vector graphics is receiving an increasing amount of attention. However, vector graphics is not the leading framework for creating and manipulating 2D imagery. The reason for this reluctance of employing vector graphical frameworks is that it is difficult to handle complex behaviour of colour across the 2D domain. A challenging problem within vector graphics is to define smooth colour functions across the image. In previous work, two approaches exist. The first approach, known as diffusion curves, diffuses colours from a set of input curves and points. The second approach, known as gradient meshes, defines smooth colour functions from control meshes. These two approaches are incompatible: diffusion curves do not support the local behaviour provided by gradient meshes and gradient meshes do not support freeform curves as input. My research aims to narrow the gap between diffusion curves and gradient meshes. With this aim in mind, I propose solutions to create control meshes from freeform curves. I demonstrate that these control meshes can be used to render a vector primitive similar to diffusion curves using subdivision surfaces. With the use of subdivision surfaces, instead of a diffusion process, colour gradients can be locally controlled using colour-gradient curves associated with the input curves. The advantage of local control is further explored in the setting of vector-centric image processing. I demonstrate that a certain contrast enhancement profile, known as the Cornsweet profile, can be modelled via surfaces in images. This approach does not produce saturation artefacts related with previous filter-based methods. Additionally, I demonstrate various approaches to artistic filtering, where the artist locally models given artistic effects. Gradient meshes are restricted to rectangular topology of the control meshes. I argue that this restriction hinders the applicability of the approach and its potential to be used with control meshes extracted from freeform curves. To this end, I propose a mesh-based vector primitive that supports arbitrary manifold topology of the mesh

Isogeometric Analysis of Acoustic Scattering with Perfectly Matched Layers (IGAPML)

The perfectly matched layer (PML) formulation is a prominent way of handling radiation problems in unbounded domain and has gained interest due to its simple implementation in finite element codes. However, its simplicity can be advanced further using the isogeometric framework. This work presents a spline based PML formulation which avoids additional coordinate transformation as the formulation is based on the same space in which the numerical solution is sought. The procedure can be automated for any convex artificial boundary. This removes restrictions on the domain construction using PML and can therefore reduce computational cost and improve mesh quality. The usage of spline basis functions with higher continuity also improves the accuracy of the numerical solution

Fast Visualization by Shear-Warp using Spline Models for Data Reconstruction

This work concerns oneself with the rendering of huge three-dimensional data sets. The target thereby is the development of fast algorithms by also applying recent and accurate volume reconstruction models to obtain at most artifact-free data visualizations. In part I a comprehensive overview on the state of the art in volume rendering is given. Part II is devoted to the recently developed trivariate (linear,) quadratic and cubic spline models defined on symmetric tetrahedral partitions directly obtained by slicing volumetric partitions of a three-dimensional domain. This spline models define piecewise polynomials of total degree (one,) two and three with respect to a tetrahedron, i.e. the local splines have the lowest possible total degree and are adequate for efficient and accurate volume visualization. The following part III depicts in a step by step manner a fast software-based rendering algorithm, called shear-warp. This algorithm is prominent for its ability to generate projections of volume data at real time. It attains the high rendering speed by using elaborate data structures and extensive pre-computation, but at the expense of data redundancy and visual quality of the finally obtained rendering results. However, to circumvent these disadvantages a further development is specified, where new techniques and sophisticated data structures allow combining the fast shear-warp with the accurate ray-casting approach. This strategy and the new data structures not only grant a unification of the benefits of both methods, they even easily admit for adjustments to trade-off between rendering speed and precision. With this further development also the 3-fold data redundancy known from the original shear-warp approach is removed, allowing the rendering of even larger three-dimensional data sets more quickly. Additionally, real trivariate data reconstruction models, as discussed in part II, are applied together with the new ideas to onward the precision of the new volume rendering method, which also lead to a one order of magnitude faster algorithm compared to traditional approaches using similar reconstruction models. In part IV, a hierarchy-based rendering method is developed which utilizes a wavelet decomposition of the volume data, an octree structure to represent the sparse data set, the splines from part II and a new shear-warp visualization algorithm similar to that presented in part III. This thesis is concluded by the results centralized in part V

A Parametrization-Based Surface Reconstruction System for Triangular Mesh Simplification with Application to Large Scale Scenes

The laser scanner is nowadays widely used to capture the geometry of art, animation maquettes, or large architectural, industrial, and land form models. It thus poses specific problems depending on the model scale. This thesis provides a solution for simplification of triangulated data and for surface reconstruction of large data sets, where feature edges provide an obvious segmentation structure. It also explores a new method for model segmentation, with the goal of applying multiresolution techniques to data sets characterized by curvy areas and the lack of clear demarcation features. The preliminary stage of surface segmentation, which takes as input single or multiple scan data files, generates surface patches which are processed independently. The surface components are mapped onto a two-dimensional domain with boundary constraints, using a novel parametrization weight coefficient. This stage generates valid parameter domain points, which can be fed as arguments to parametric modeling functions or surface approximation schemes. On this domain, our approach explores two types of remeshing. First, we generate points in a regular grid pattern, achieving multiresolution through a flexible grid step, which nevertheless is designed to produce a globally uniform resampling aspect. In this case, for reconstruction, we attempt to solve the open problem of border reconciliation across adjacent domains by retriangulating the border gap between the grid and the fixed irregular border. Alternatively, we straighten the domain borders in the parameter domain and coarsely triangulate the resulting simplified polygons, resampling the base domain triangles in a 1-4 subdivision pattern, achieving multiresolution from the number of subdivision steps. For mesh reconstruction, we use a linear interpolation method based on the original mesh triangles as control points on local planes, using a saved triangle correspondence between the original mesh and the parametric domain. We also use a region-wide approximation method, applied to the parameter grid points, which first generates data-trained control points, and then uses them to obtain the reconstruction values at the resamples. In the grid resampling scheme, due to the border constraints, the reassembly of the segmented, sequentially processed data sets is seamless. In the subdivision scheme, we align adjacent border fragments in the parameter space, and use a region-to-fragment map to achieve the same border reconstruction across two neighboring components. We successfully process data sets up to 1,000,000 points in one pass of our program, and are capable of assembling larger scenes from sequential runs. Our program consists of a single run, without intermediate storage. Where we process large input data files, we fragment the input using a nested application of our segmentation algorithm to reduce the size of the input scenes, and our pipeline reassembles the reconstruction output from multiple data files into a unique view

Efficient Numerical Methods for Pricing American Options under Lévy Models

Two new numerical methods for the valuation of American and Bermudan options are proposed, which admit a large class of asset price models for the underlying. In particular, the methods can be applied with Lévy models that admit jumps in the asset price. These models provide a more realistic description of market prices and lead to better calibration results than the well-known Black-Scholes model. The proposed methods are not based on the indirect approach via partial differential equations, but directly compute option prices as risk-neutral expectation values. The expectation values are approximated by numerical quadrature methods. While this approach is initially limited to European options, the proposed combination with interpolation methods also allows for pricing of Bermudan and American options. Two different interpolation methods are used. These are cubic splines on the one hand and a mesh-free interpolation by radial basis functions on the other hand. The resulting valuation methods allow for an adaptive space discretization and error control. Their numerical properties are analyzed and, finally, the methods are validated and tested against various single-asset and multi-asset options under different market models

Advanced Numerical Modelling of Discontinuities in Coupled Boundary ValueProblems

Industrial development processes as well as research in physics, materials and engineering science rely on computer modelling and simulation techniques today. With increasing computer power, computations are carried out on multiple scales and involve the analysis of coupled problems. In this work, continuum modelling is therefore applied at different scales in order to facilitate a prediction of the effective material or structural behaviour based on the local morphology and the properties of the individual constituents. This provides valueable insight into the structure-property relations which are of interest for any design process. In order to obtain reasonable predictions for the effective behaviour, numerical models which capture the essential fine scale features are required. In this context, the efficient representation of discontinuities as they arise at, e.g. material interfaces or cracks, becomes more important than in purely phenomenological macroscopic approaches. In this work, two different approaches to the modelling of discontinuities are discussed: (i) a sharp interface representation which requires the localisation of interfaces by the mesh topology. Since many interesting macroscopic phenomena are related to the temporal evolution of certain microscopic features, (ii) diffuse interface models which regularise the interface in terms of an additional field variable and therefore avoid topological mesh updates are considered as an alternative. With the two combinations (i) Extended Finite Elemente Method (XFEM) + sharp interface model, and (ii) Isogeometric Analysis (IGA) + diffuse interface model, two fundamentally different approaches to the modelling of discontinuities are investigated in this work. XFEM reduces the continuity of the approximation by introducing suitable enrichment functions according to the discontinuity to be modelled. Instead, diffuse models regularise the interface which in many cases requires even an increased continuity that is provided by the spline-based approximation. To further increase the efficiency of isogeometric discretisations of diffuse interfaces, adaptive mesh refinement and coarsening techniques based on hierarchical splines are presented. The adaptive meshes are found to reduce the number of degrees of freedom required for a certain accuracy of the approximation significantly. Selected discretisation techniques are applied to solve a coupled magneto-mechanical problem for particulate microstructures of Magnetorheological Elastomers (MRE). In combination with a computational homogenisation approach, these microscopic models allow for the prediction of the effective coupled magneto-mechanical response of MRE. Moreover, finite element models of generic MRE microstructures are coupled with a BEM domain that represents the surrounding free space in order to take into account finite sample geometries. The macroscopic behaviour is analysed in terms of actuation stresses, magnetostrictive deformations, and magnetorheological effects. The results obtained for different microstructures and various loadings have been found to be in qualitative agreement with experiments on MRE as well as analytical results.Industrielle Entwicklungsprozesse und die Forschung in Physik, Material- und Ingenieurwissenschaft greifen in einem immer stärkeren Umfang auf rechnergestützte Modellierungs- und Simulationsverfahren zurück. Die ständig steigende Rechenleistung ermöglicht dabei auch die Analyse mehrskaliger und gekoppelter Probleme. In dieser Arbeit kommt daher ein kontinuumsmechanischer Modellierungsansatz auf verschiedenen Skalen zum Einsatz. Das Ziel der Berechnungen ist dabei die Vorhersage des effektiven Material- bzw. Strukturverhaltens auf der Grundlage der lokalen Werkstoffstruktur und der Eigenschafen der konstitutiven Bestandteile. Derartige Simulationen liefern interessante Aussagen zu den Struktur-Eigenschaftsbeziehungen, deren Verständnis entscheidend für das Material- und Strukturdesign ist. Um aussagekräftige Vorhersagen des effektiven Verhaltens zu erhalten, sind numerische Modelle erforderlich, die wesentliche Eigenschaften der lokalen Materialstruktur abbilden. Dabei kommt der effizienten Modellierung von Diskontinuitäten, beispielsweise Materialgrenzen oder Rissen, eine deutlich größere Bedeutung zu als bei einer makroskopischen Betrachtung. In der vorliegenden Arbeit werden zwei unterschiedliche Modellierungsansätze für Unstetigkeiten diskutiert: (i) eine scharfe Abbildung, die üblicherweise konforme Berechnungsnetze erfordert. Da eine Evolution der Mikrostruktur bei einer derartigen Modellierung eine Topologieänderung bzw. eine aufwendige Neuvernetzung nach sich zieht, werden alternativ (ii) diffuse Modelle, die eine zusätzliche Feldvariable zur Regularisierung der Grenzfläche verwenden, betrachtet. Mit der Kombination von (i) Erweiterter Finite-Elemente-Methode (XFEM) + scharfem Grenzflächenmodell sowie (ii) Isogeometrischer Analyse (IGA) + diffuser Grenzflächenmodellierung werden in der vorliegenden Arbeit zwei fundamental verschiedene Zugänge zur Modellierung von Unstetigkeiten betrachtet. Bei der Diskretisierung mit XFEM wird die Kontinuität der Approximation durch eine Anreicherung der Ansatzfunktionen gemäß der abzubildenden Unstetigkeit reduziert. Demgegenüber erfolgt bei einer diffusen Grenzflächenmodellierung eine Regularisierung. Die dazu erforderliche zusätzliche Feldvariable führt oft zu Feldgleichungen mit partiellen Ableitungen höherer Ordnung und weist in ihrem Verlauf starke Gradienten auf. Die daraus resultierenden Anforderungen an den Ansatz werden durch eine Spline-basierte Approximation erfüllt. Um die Effizienz dieser isogeometrischen Diskretisierung weiter zu erhöhen, werden auf der Grundlage hierarchischer Splines adaptive Verfeinerungs- und Vergröberungstechniken entwickelt. Ausgewählte Diskretisierungsverfahren werden zur mehrskaligen Modellierung des gekoppelten magnetomechanischen Verhaltens von Magnetorheologischen Elastomeren (MRE) angewendet. In Kombination mit numerischen Homogenisierungsverfahren, ermöglichen die Mikrostrukturmodelle eine Vorhersage des effektiven magnetomechanischen Verhaltens von MRE. Außerderm wurden Verfahren zur Kopplung von FE-Modellen der MRE-Mikrostruktur mit einem Randelement-Modell der Umgebung vorgestellt. Mit Hilfe der entwickelten Verfahren kann das Verhalten von MRE in Form von Aktuatorspannungen, magnetostriktiven Deformationen und magnetischen Steifigkeitsänderungen vorhergesagt werden. Im Gegensatz zu zahlreichen anderen Modellierungsansätzen, stimmen die mit den hier vorgestellten Methoden für unterschiedliche Mikrostrukturen erzielten Vorhersagen sowohl mit analytischen als auch experimentellen Ergebnissen überein