论文标题

幽灵点扩散图,用于在具有经典边界条件的流形上求解椭圆形PDE

Ghost Point Diffusion Maps for solving elliptic PDE's on Manifolds with Classical Boundary Conditions

论文作者

Jiang, Shixiao W., Harlim, John

论文摘要

在本文中,我们将内核方法的类别,所谓的扩散图(DM)及其局部内核变体扩展到近似二阶差分运算符,这些差速器在平滑歧管上定义了具有自然在椭圆形PDE模型中的边界上的光滑歧管。为了实现这一目标,我们在扩展的歧管上介绍了幽灵点扩散图(GPDM)估计器,该估计值由未知原始歧管上的一组点云以及一组幽灵点确定,沿边界上的采样点上的估计切向方向指定。所得的GPDM估计器将标准DM矩阵限制为一组外推方程,该方程估计了幽灵点处的函数值。此调整类似于在有限差分方案中求解平面域上PDE的经典幽灵点方法。与在边界附近差异的经典DM相反,提议的GPDM估算器甚至在边界附近都会收敛。应用一致的GPDM估计器以使用经典边界条件(Dirichlet,Neumann和Robin)求解良好的椭圆形PDE,我们在适当的平滑度假设下建立了近似解决方案的收敛性。我们在数值上验证了所提出的无网状PDE求解器,这些问题在嵌入欧几里得空间中的简单子序列以及未知歧管上定义的各种问题。从数值上讲,我们还发现,与DM相比,在求解有限的平滑歧管上的椭圆特征值问题时,GPDM比DM更准确。

In this paper, we extend the class of kernel methods, the so-called diffusion maps (DM), and its local kernel variants, to approximate second-order differential operators defined on smooth manifolds with boundaries that naturally arise in elliptic PDE models. To achieve this goal, we introduce the Ghost Point Diffusion Maps (GPDM) estimator on an extended manifold, identified by the set of point clouds on the unknown original manifold together with a set of ghost points, specified along the estimated tangential direction at the sampled points at the boundary. The resulting GPDM estimator restricts the standard DM matrix to a set of extrapolation equations that estimates the function values at the ghost points. This adjustment is analogous to the classical ghost point method in finite-difference scheme for solving PDEs on flat domain. As opposed to the classical DM which diverges near the boundary, the proposed GPDM estimator converges pointwise even near the boundary. Applying the consistent GPDM estimator to solve the well-posed elliptic PDEs with classical boundary conditions (Dirichlet, Neumann, and Robin), we establish the convergence of the approximate solution under appropriate smoothness assumptions. We numerically validate the proposed mesh-free PDE solver on various problems defined on simple sub-manifolds embedded in Euclidean spaces as well as on an unknown manifold. Numerically, we also found that the GPDM is more accurate compared to DM in solving elliptic eigenvalue problems on bounded smooth manifolds.

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