Random walk on fixed spheres for Laplace and Lamé equations

The Random Walk on Fixed Spheres (RWFS) introduced in our previous paper is presented in details for Laplace and Lam'e equations governing static elasticity problems. The approach is based on the Poisson type integral formulae written for each disc of a domain consisting of a family of overlapping discs. The original differential boundary value problem is equivalently reformulated in the form of a system of integral equations defined on the intersection surfaces (arches, in 2D, and caps, if generalized to 3D spheres). To solve the obtained system of integral equations, a Random Walk procedure is constructed where the random walks are living on the intersecting surfaces. Since the spheres are fixed, it is convenient to construct also discrete random walk methods for solving the system of linear equations approximating the system of integral equations. We develop here two classes of special Monte Carlo iterative methods for solving these systems of linear algebraic equations which are constructed as a kind of randomized versions of the Chebyshev iteration method and Successive Over Relaxation (SOR) method. It is found that in this class of randomized SOR methods, the Gauss-Seidel method has a minimal variance. In our prevoius paper we have concluded that in the case of classical potential theory, the Random Walk on Fixed Spheres considerably improves the convergence rate of the standard Random Walk on Spheres method. More interesting, we succeeded there to extend the algorithm to the system of Lam'e equations which cannot be solved by the conventional Random Walk on Spheres method. We present here a series of numerical experiments for 2D domains consisting of 5, 10, and 17 discs, and analyze the dependence of the variance on the number of discs and elastic constants. Further generalizations to Neumann and Dirichlet-Neumann boundary conditions are also possible

Random walk on fixed spheres method for electro- and elastostatics problems

Stochastic algorithms for solving Dirichlet boundary value problems for the Laplace and Lame equations governing 2D elasticity problems are developed. The approach presented is based on the Poisson integral formula written for each disc of a domain consisting of a family of overlapping discs. The original differential boundary value problem is reformulated in the form of equivalent system of integral equations defined on the intersection surfaces, i.e., arcs in 2D. A Random Walk algorithm can be applied then directly to the obtained system of integral equations where the random walks are living on the intersecting surfaces. We develop also a discrete random walk technique for solving the system of linear equations approximating the system of integral equations. We construct a randomized version of the successive over relaxation (SOR) method. In [6] we have demonstrated that in the case of classical potential theory our method considerably improves the convergence rate of the standard Random Walk on Spheres method. In this paper we extend the algorithm to the system of Lame equations which cannot be solved by the conventional Random Walk on Spheres method. Illustrating computations for 2D Laplace and Lame equations, and comparative analysis of different stochastic algorithms are presented

Stochastic simulation method for a 2D elasticity problem with random loads

We develop a stochastic simulation method for a numerical solution of the Lam\'e equation with random loads. To treat the general case of large intensity of random loads, we use the Random Walk on Fixed Spheres (RWFS) method described in our paper \cite{sab-lev-shal-2006}. The vector random field of loads which stands in the right-hand-side of the system of elasticity equations is simulated by the Randomization Spectral method presented in \cite{sab-1991} and recently revised and generalized in \cite{kurb-sab-2006}. Comparative analysis of RWFS method and an alternative direct evaluation of the correlation tensor of the solution is made. We derive also a closed boundary value problem for the correlation tensor of the solution which is applicable in the case of inhomogeneous random loads. Calculations of the longitudinal and transverse correlations are presented for a domain which is a union of two arbitrarily overlapped discs. We also discuss a possibility to solve an inverse problem of determination of the elastic constants from the known longitudinal and transverse correlations of the loads

Expansion of random boundary excitations for elliptic PDEs

In this paper we deal with elliptic boundary value problems with random boundary conditions. Solutions to these problems are inhomogeneous random fields which can be represented as series expansions involving a complete set of deterministic functions with corresponding random coefficients. We construct the Karhunen-Lo\`eve (K-L) series expansion which is based on the eigen-decomposition of the covariance operator. It can be applied to simulate both homogeneous and inhomogeneous random fields. We study the correlation structure of solutions to some classical elliptic equations in respond to random excitations of functions prescribed on the boundary. We analyze the stochastic solutions for Dirichlet and Neumann boundary conditions to Laplace equation, biharmonic equation, and to the Lam\'e system of elasticity equations. Explicit formulae for the correlation tensors of the generalized solutions are obtained when the boundary function is a white noise, or a homogeneous random field on a circle, a sphere, and a half-space. These exact results may serve as an excellent benchmark for developing numerical methods, e.g., Monte Carlo simulations, stochastic volume and boundary element methods

A Practical Walk-on-Boundary Method for Boundary Value Problems

© Ryusuke Sugimoto, Terry Chen, Yiti Jiang, Christopher Batty & Toshiya Hachisuka | ACM (2023). This is the author's version of the work. It is posted here for your personal use. Not for redistribution. The definitive Version of Record was published in ACM Transactions on Graphics, http://dx.doi.org/10.1145/3592109.We introduce the walk-on-boundary (WoB) method for solving boundary value problems to computer graphics. WoB is a grid-free Monte Carlo solver for certain classes of second order partial differential equations. A similar Monte Carlo solver, the walk-on-spheres (WoS) method, has been recently popularized in computer graphics due to its advantages over traditional spatial discretization-based alternatives. We show that WoB’s intrinsic properties yield further advantages beyond those of WoS. Unlike WoS, WoB naturally supports various boundary conditions (Dirichlet, Neumann, Robin, and mixed) for both interior and exterior domains. WoB builds upon boundary integral formulations, and it is mathematically more similar to light transport simulation in rendering than the random walk formulation of WoS. This similarity between WoB and rendering allows us to implement WoB on top of Monte Carlo ray tracing, and to incorporate advanced rendering techniques (e.g., bidirectional estimators with multiple importance sampling, the virtual point lights method, and Markov chain Monte Carlo) into WoB. WoB does not suffer from the intrinsic bias of WoS near the boundary and can estimate solutions precisely on the boundary. Our numerical results highlight the advantages of WoB over WoS as an attractive alternative to solve boundary value problems based on Monte Carlo

Expansion of random boundary excitations for elliptic PDEs

In this paper we deal with elliptic boundary value problems with random boundary conditions. Solutions to these problems are inhomogeneous random fields which can be represented as series expansions involving a complete set of deterministic functions with corresponding random coefficients. We construct the Karhunen-Loève (K-L) series expansion which is based on the eigen-decomposition of the covariance operator. It can be applied to simulate both homogeneous and inhomogeneous random fields. We study the correlation structure of solutions to some classical elliptic equations in respond to random excitations of functions prescribed on the boundary. We analyze the stochastic solutions for Dirichlet and Neumann boundary conditions to Laplace equation, biharmonic equation, and to the Lamé system of elasticity equations. Explicit formulae for the correlation tensors of the generalized solutions are obtained when the boundary function is a white noise, or a homogeneous random field on a circle, a sphere, and a half-space. These exact results may serve as an excellent benchmark for developing numerical methods, e.g., Monte Carlo simulations, stochastic volume and boundary element methods

Geometry of fractional spaces

We introduce fractional flat space, described by a continuous geometry with constant non-integer Hausdorff and spectral dimensions. This is the analogue of Euclidean space, but with anomalous scaling and diffusion properties. The basic tool is fractional calculus, which is cast in a way convenient for the definition of the differential structure, distances, volumes, and symmetries. By an extensive use of concepts and techniques of fractal geometry, we clarify the relation between fractional calculus and fractals, showing that fractional spaces can be regarded as fractals when the ratio of their Hausdorff and spectral dimension is greater than one. All the results are analytic and constitute the foundation for field theories living on multi-fractal spacetimes, which are presented in a companion paper.Comment: 90 pages, 6 figures, 4 tables. v2: section 5 revised, result unchanged; v3: minor typos correcte

Computational Scattering Models for Elastic and Electromagnetic Waves in Particulate Media

Numerical models were developed to simulate the propagation of elastic and electromagnetic waves in an arbitrary, dense dispersion of spherical particles. The scattering interactions were modeled with vector multipole fields using pure-orbital vector spherical harmonics, and solved using the full vector form of the boundary conditions. Multiple scattering was simulated by translating the scattered wave fields from one particle to another with the use of translational addition theorems, summing the multiple-scattering contributions, and recalculating the scattering in an iterative fashion to a convergent solution. The addition theorems were rederived in this work using an integral method, and were shown to be numerically equivalent to previously published theorems. Both ordered and disordered collections of up to 5,000 spherical particles were used to demonstrate the ability of the scattering models to predict the spatial and frequency distributions of the transmitted waves. The results of the models show they are qualitatively correct for many particle configurations and material properties, displaying predictable phenomena such as refractive focusing, mode conversion, and photonic band gaps. However, the elastic wave models failed to converge for specific frequency regions, possibly due to resonance effects. Additionally, comparison of the multiple-scattering simulations with those using only single-particle scattering showed the multiple-scattering computations are quantitatively inaccurate. The inaccuracies arise from nonconvergence of the translational addition theorems, introducing errors into the translated fields, which minimize the multiple-scattering contributions and bias the field amplitudes towards single-scattering contributions. The addition theorems are shown to converge very slowly, and to exhibit plateaus in convergence behavior that can lead to false indications of convergence. The theory and algorithms developed for the models are broad-based, and can accommodate a variety of structures, compositions, and wave modes. The generality of the approach also lends itself to the modeling of static fields and currents. Suggestions are presented for improving and implementing the models, including extension to nonspherical particles, efficiency improvements for the algorithms, and specific applications in a variety of fields

The effect of thermal fluctuations on elastic instabilities of biopolymers

The influence of temperature on various elastic properties of DNA is analyzed close to elastic instabilities. The buckling transition under compression is interpreted as decreasing. Under torsion a first order phase transition is described ending in an important multi-plectoneme phase that changes to a line of critical points in the infinite chain limit.LEI Universiteit LeidenTheoretical Physic

Analytical and numerical studies of the effect of shape on microswimmer propulsion

Ph.D