An asymptotically compatible approach for Neumann-type boundary condition on nonlocal problems
ESAIM: Mathematical Modelling and Numerical Analysis , Tome 55 (2021), pp. S811-S851

In this paper we consider 2D nonlocal diffusion models with a finite nonlocal horizon parameter δ characterizing the range of nonlocal interactions, and consider the treatment of Neumann-like boundary conditions that have proven challenging for discretizations of nonlocal models. We propose a new generalization of classical local Neumann conditions by converting the local flux to a correction term in the nonlocal model, which provides an estimate for the nonlocal interactions of each point with points outside the domain. While existing 2D nonlocal flux boundary conditions have been shown to exhibit at most first order convergence to the local counter part as δ → 0, the proposed Neumann-type boundary formulation recovers the local case as O(δ2) in the L(Ω) norm, which is optimal considering the O(δ2) convergence of the nonlocal equation to its local limit away from the boundary. We analyze the application of this new boundary treatment to the nonlocal diffusion problem, and present conditions under which the solution of the nonlocal boundary value problem converges to the solution of the corresponding local Neumann problem as the horizon is reduced. To demonstrate the applicability of this nonlocal flux boundary condition to more complicated scenarios, we extend the approach to less regular domains, numerically verifying that we preserve second-order convergence for non-convex domains with corners. Based on the new formulation for nonlocal boundary condition, we develop an asymptotically compatible meshfree discretization, obtaining a solution to the nonlocal diffusion equation with mixed boundary conditions that converges with O(δ2) convergence.

DOI : 10.1051/m2an/2020058
Classification : 45K05, 76R50, 65R20, 65G99
Keywords: Integro-differential equations, nonlocal diffusion, Neumann-type boundary condition, meshless, asymptotic compatibility
@article{M2AN_2021__55_S1_S811_0,
     author = {You, Huaiqian and Lu, Xin Yang and Trask, Nathaniel and Yu, Yue},
     title = {An asymptotically compatible approach for {Neumann-type} boundary condition on nonlocal problems},
     journal = {ESAIM: Mathematical Modelling and Numerical Analysis },
     pages = {S811--S851},
     year = {2021},
     publisher = {EDP-Sciences},
     volume = {55},
     number = {Suppl\'ement},
     doi = {10.1051/m2an/2020058},
     mrnumber = {4221328},
     language = {en},
     url = {https://www.numdam.org/articles/10.1051/m2an/2020058/}
}
TY  - JOUR
AU  - You, Huaiqian
AU  - Lu, Xin Yang
AU  - Trask, Nathaniel
AU  - Yu, Yue
TI  - An asymptotically compatible approach for Neumann-type boundary condition on nonlocal problems
JO  - ESAIM: Mathematical Modelling and Numerical Analysis 
PY  - 2021
SP  - S811
EP  - S851
VL  - 55
IS  - Supplément
PB  - EDP-Sciences
UR  - https://www.numdam.org/articles/10.1051/m2an/2020058/
DO  - 10.1051/m2an/2020058
LA  - en
ID  - M2AN_2021__55_S1_S811_0
ER  - 
%0 Journal Article
%A You, Huaiqian
%A Lu, Xin Yang
%A Trask, Nathaniel
%A Yu, Yue
%T An asymptotically compatible approach for Neumann-type boundary condition on nonlocal problems
%J ESAIM: Mathematical Modelling and Numerical Analysis 
%D 2021
%P S811-S851
%V 55
%N Supplément
%I EDP-Sciences
%U https://www.numdam.org/articles/10.1051/m2an/2020058/
%R 10.1051/m2an/2020058
%G en
%F M2AN_2021__55_S1_S811_0
You, Huaiqian; Lu, Xin Yang; Trask, Nathaniel; Yu, Yue. An asymptotically compatible approach for Neumann-type boundary condition on nonlocal problems. ESAIM: Mathematical Modelling and Numerical Analysis , Tome 55 (2021), pp. S811-S851. doi: 10.1051/m2an/2020058

[1] B. Aksoylu and T. Mengesha, Results on nonlocal boundary value problems. Numer. Funct. Anal. Optim. 31 (2010) 1301–1317. | MR | Zbl

[2] B. Alali and M. Gunzburger, Peridynamics and material interfaces. J. Elast. 120 (2015) 225–248. | MR

[3] X. Antoine and H. Barucq, Approximation by generalized impedance boundary conditions of a transmission problem in acoustic scattering. ESAIM:M2AN 39 (2005) 1041–1059. | MR | Zbl | Numdam

[4] E. Askari, J. Xu and S. Silling, Peridynamic analysis of damage and failure in composites. In: 44th AIAA Aerospace Sciences Meeting and Exhibit, Reno, Nevada. AIAA, Reston, VA (2006).

[5] M. Astorino, F. Chouly and M. A. Fernández, Robin based semi-implicit coupling in fluid-structure interaction: stability analysis and numerics. SIAM J. Sci. Comput. 31 (2009) 4041–4065. | MR | Zbl

[6] S. Badia, F. Nobile and C. Vergara, Fluid-structure partitioned procedures based on Robin transmission conditions. J. Comput. Phys. 227 (2008) 7027–7051. | MR | Zbl

[7] B. Baeumer, M. Kovács, M. M. Meerschaert and H. Sankaranarayanan, Boundary conditions for fractional diffusion. J. Comput. Appl. Math. 336 (2018) 408–424. | MR

[8] G. Barles, C. Georgelin and E. R. Jakobsen, On Neumann and oblique derivatives boundary conditions for nonlocal elliptic equations. J. Differ. Equ. 256 (2014) 1368–1394. | MR | Zbl

[9] Z. P. Bažant and M. Jirásek, Nonlocal integral formulations of plasticity and damage: survey of progress. J. Eng. Mech. 128 (2002) 1119–1149.

[10] M. A. Bessa, J. T. Foster, T. Belytschko and W. K. Liu, A meshfree unification: reproducing kernel peridynamics. Comput. Mech. 53 (2014) 1251–1264. | MR | Zbl

[11] F. Bobaru and Y. D. Ha, Adaptive refinement and multiscale modeling in 2D peridynamics. Int. J. Multiscale Comput. Eng. 9 (2011).

[12] J. P. Borthagaray, W. Li and R. H. Nochetto, Finite element discretizations of nonlocal minimal graphs: convergence. Preprint: (2019). | arXiv | MR

[13] J. Bourgain, H. Brezis and P. Mironescu, Another look at sobolev spaces. hal-00747692 (2001). | MR | Zbl

[14] S. Brenner and R. Scott, The Mathematical Theory of Finite Element Methods. In Vol. 15. Springer Science & Business Media (2007). | MR | Zbl

[15] C. Bucur and E. Valdinoci, Nonlocal Diffusion and Applications. In Vol. 20. Springer (2016). | MR

[16] N. Burch and R. Lehoucq, Classical, nonlocal, and fractional diffusion equations on bounded domains. Int. J. Multiscale Comput. Eng. 9 (2011).

[17] F. A. Chiarello and P. Goatin, Global entropy weak solutions for general non-local traffic flow models with anisotropic kernel. ESAIM: M2AN 52 (2018) 163–180. | MR | Zbl | Numdam

[18] C. Cortazar, M. Elgueta, J. D. Rossi and N. Wolanski, Boundary fluxes for nonlocal diffusion. J. Differ. Equ. 234 (2007) 360–390. | MR | Zbl

[19] C. Cortazar, M. Elgueta, J. D. Rossi and N. Wolanski, How to approximate the heat equation with Neumann boundary conditions by nonlocal diffusion problems. Arch. Ration. Mech. Anal. 187 (2008) 137–156. | MR | Zbl

[20] K. Dayal and K. Bhattacharya, A real-space non-local phase-field model of ferroelectric domain patterns in complex geometries. Acta Mater. 55 (2007) 1907–1917.

[21] O. Defterli, M. D’Elia, Q. Du, M. Gunzburger, R. Lehoucq and M. M. Meerschaert, Fractional diffusion on bounded domains. Fractional Calculus Appl. Anal. 18 (2015) 342–360. | MR

[22] P. Demmie and S. Silling, An approach to modeling extreme loading of structures using peridynamics. J. Mech. Mater. Struct. 2 (2007) 1921–1945.

[23] S. Dipierro, X. Ros Oton and E. Valdinoci, Nonlocal problems with Neumann boundary conditions. Rev. Matematica Iberoamericana 33 (2017) 377–416. | MR

[24] S. Dipierro, O. Savin and E. Valdinoci, Boundary behavior of nonlocal minimal surfaces. J. Funct. Anal. 272 (2017) 1791–1851. | MR

[25] Q. Du and R. Lipton, Peridynamics, fracture, and nonlocal continuum models. SIAM News 47 (2014) 138178758.

[26] Q. Du and K. Zhou, Mathematical analysis for the peridynamic nonlocal continuum theory. ESAIM: M2AN 45 (2011) 217–234. | MR | Zbl | Numdam

[27] Q. Du, M. Gunzburger, R. B. Lehoucq and K. Zhou, Analysis and approximation of nonlocal diffusion problems with volume constraints. SIAM Rev. 54 (2012) 667–696. | MR | Zbl

[28] Q. Du, M. Gunzburger, R. B. Lehoucq and K. Zhou, A nonlocal vector calculus, nonlocal volume-constrained problems, and nonlocal balance laws. Math. Models Methods Appl. Sci. 23 (2013) 493–540. | MR | Zbl

[29] Q. Du, Z. Huang and R. B. Lehoucq, Nonlocal convection-diffusion volume-constrained problems and jump processes. Discrete Continuous Dyn. Syst.-Ser. B 19 (2014) 373. | MR | Zbl

[30] Q. Du, R. B. Lehoucq and A. M. Tartakovsky, Integral approximations to classical diffusion and smoothed particle hydrodynamics. Comput. Methods Appl. Mech. Engi. 286 (2015) 216–229. | MR

[31] Q. Du, R. Lipton and T. Mengesha, Multiscale analysis of linear evolution equations with applications to nonlocal models for heterogeneous media. ESAIM:M2AN 50 (2016) 1425–1455. | MR | Zbl | Numdam

[32] Q. Du, Y. Tao and X. Tian, A peridynamic model of fracture mechanics with bond-breaking. J. Elast. 132 (2018) 197–218. | MR

[33] E. Emmrich and D. Puhst, Survey of existence results in nonlinear peridynamics in comparison with local elastodynamics. Comput. Methods App. Math. 15 (2015) 483–496. | MR

[34] E. Emmrich and O. Weckner, Analysis and numerical approximation of an integro-differential equation modeling non-local effects in linear elasticity. Math. Mech. Solids 12 (2007) 363–384. | MR | Zbl

[35] E. Emmrich and O. Weckner, On the well-posedness of the linear peridynamic model and its convergence towards the navier equation of linear elasticity. Commun. Math. Sci. 5 (2007) 851–864. | MR | Zbl

[36] H. A. Erbay, S. Erbay and A. Erkip, Convergence of a semi-discrete numerical method for a class of nonlocal nonlinear wave equations. ESAIM:M2AN 52 (2018) 803–826. | MR | Zbl | Numdam

[37] J. T. Foster, Dynamic crack initiation toughness: Experiments and peridynamic modeling. Ph.D. thesis, Purdue University (2009).

[38] W. Gerstle, N. Sau and S. Silling, Peridynamic modeling of concrete structures. Nucl. Eng. Des. 237 (2007) 1250–1258.

[39] G. Grubb, Local and nonlocal boundary conditions for μ -transmission and fractional elliptic pseudodifferential operators. Anal. PDE 7 (2014) 1649–1682. | MR | Zbl

[40] Y. D. Ha and F. Bobaru, Characteristics of dynamic brittle fracture captured with peridynamics. Eng. Fract. Mech. 78 (2011) 1156–1168.

[41] J. F. Kelly, H. Sankaranarayanan and M. M. Meerschaert, Boundary conditions for two-sided fractional diffusion. J. Comput. Phys. 376 (2019) 1089–1107. | MR

[42] A. Lischke, G. Pang, M. Gulian, F. Song, C. Glusa, X. Zheng, Z. Mao, W. Cai, M. M. Meerschaert, M. Ainsworth and G. Em Karniadakis, What is the fractional laplacian? Preprint (2018). | arXiv

[43] D. J. Littlewood, S. A. Silling, J. A. Mitchell, P. D. Seleson, S. D. Bond, M. L. Parks, D. Z. Turner, D. J. Burnett, J. Ostien and M. Gunzburger, Strong Coupling for Integrated Fracture Modeling. Technical report, Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States); Sandia National Laboratories, Livermore, CA (United States) (2015).

[44] R. Lipton, Dynamic brittle fracture as a small horizon limit of peridynamics. J. Elast. 117 (2014) 21–50. | MR | Zbl

[45] E. Madenci and E. Oterkus, Peridynamic Theory and Its Applications. Springer (2016). | Zbl

[46] E. Madenci, M. Dorduncu, A. Barut and N. Phan, Weak form of peridynamics for nonlocal essential and natural boundary conditions. Comput. Methods Appl. Mech. Eng. 337 (2018) 598–631. | MR

[47] R. L. Magin, Fractional Calculus in Bioengineering. Begell House Publishers Inc., Redding, CT (2006).

[48] F. Mainardi, Fractional Calculus and Waves in Linear Viscoelasticity: An Introduction to Mathematical Models. World Scientific (2010). | MR | Zbl

[49] C. Mantegazza and A. C. Mennucci, Hamilton-Jacobi equations and distance functions on riemannian manifolds. Appl. Math. Optim. 47 (2003) 1–25. | MR | Zbl

[50] T. Mengesha and Q. Du, Analysis of a scalar peridynamic model with a sign changing kernel. Disc. Cont. Dyn. Sys. B 18 (2013) 1415–1437. | MR | Zbl

[51] T. Mengesha and Q. Du, Nonlocal constrained value problems for a linear peridynamic navier equation. J. Elast. 116 (2014) 27–51. | MR | Zbl

[52] T. Mengesha and Q. Du, Characterization of function spaces of vector fields and an application in nonlinear peridynamics. Nonlinear Anal. 140 (2016) 82–111. | MR | Zbl

[53] E. Montefusco, B. Pellacci and G. Verzini, Fractional diffusion with Neumann boundary conditions: the logistic equation. Discrete Continuous Dyn. Syst.-Ser. B 18 (2013). | MR | Zbl

[54] M. L. Parks, P. Seleson, S. J. Plimpton, R. B. Lehoucq and S. A. Silling, Peridynamics with Lammps: A User Guide v0.2 Beta. Sandia National Laboraties (2008).

[55] I. Podlubny, Fractional Differential Equations. An Introduction to Fractional Derivatives, Fractional Differential Equations, to Methods of Their Solution and Some of Their Applications. In Vol. 198. Academic Press (1998). | MR | Zbl

[56] A. C. Ponce, An estimate in the spirit of poincaré’s inequality. J. Eur. Math. Soc. 6 (2004) 1–15. | MR | Zbl

[57] J. Ren, Z.-Z. Sun and X. Zhao, Compact difference scheme for the fractional sub-diffusion equation with Neumann boundary conditions. J. Comput. Phys. 232 (2013) 456–467. | MR | Zbl

[58] E. W. Sachs and M. Schu, A priori error estimates for reduced order models in finance. ESAIM:M2AN 47 (2013) 449–469. | MR | Numdam

[59] P. Seleson, M. Gunzburger and M. L. Parks, Interface problems in nonlocal diffusion and sharp transitions between local and nonlocal domains. Comput. Methods Appl. Mech. Eng. 266 (2013) 185–204. | MR | Zbl

[60] S. A. Silling, Reformulation of elasticity theory for discontinuities and long-range forces. J. Mech. Phys. Solids 48 (2000) 175–209. | MR | Zbl

[61] Y. Tao, X. Tian and Q. Du, Nonlocal diffusion and peridynamic models with Neumann type constraints and their numerical approximations. Appl. Math. Comput. 305 (2017) 282–298. | MR | Zbl

[62] M. Taylor and D. J. Steigmann, A two-dimensional peridynamic model for thin plates. Math. Mech. Solids 20 (2015) 998–1010. | MR | Zbl

[63] X. Tian and Q. Du, Asymptotically compatible schemes and applications to robust discretization of nonlocal models. SIAM J. Numer. Anal. 52 (2014) 1641–1665. | MR | Zbl

[64] N. Trask, H. You, Y. Yu and M. L. Parks, An asymptotically compatible meshfree quadrature rule for nonlocal problems with applications to peridynamics. Comput. Methods Appl. Mech. Eng. 343 (2019) 151–165. | MR | Zbl

[65] O. Weckner, A. Askari, J. Xu, H. Razi and S. A. Silling, Damage and failure analysis based on peridynamics – theory and applications. In: 48th AIAA Structures, Structural Dynamics, and Materials Conf (2007).

[66] H. Wendland, Scattered Data Approximation. Cambridge University Press 17 (2004). | MR | Zbl

[67] J. Xu, A. Askari, O. Weckner and S. Silling, Peridynamic analysis of impact damage in composite laminates. J. Aerosp. Eng. 21 (2008) 187–194.

[68] Y. Yu, F. Bargos, H. You, M. L. Parks, M. L. Bittencourt and G. E. Karniadakis, A partitioned coupling framework for peridynamics and classical theory: Analysis and simulations. Comput. Methods Appl. Mech. Eng. 340 (2018) 903–931. | MR | Zbl

[69] K. Zhou and Q. Du, Mathematical and numerical analysis of linear peridynamic models with nonlocal boundary conditions. SIAM J. Numer. Anal. 48 (2010) 1759–1780. | MR | Zbl

[70] M. Zimmermann, A Continuum Theory with Long-range Forces for Solids. Ph.D. thesis, Massachusetts Institute of Technology (2005).

Cité par Sources :