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Ghost Point Diffusion Maps for Solving Elliptic PDEs on Manifolds with Classical Boundary Conditions
Communications on Pure and Applied Mathematics ( IF 3 ) Pub Date : 2021-12-22 , DOI: 10.1002/cpa.22035
Shixiao Willing Jiang 1 , John Harlim 2
Affiliation  

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 on 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 a finite-difference scheme for solving PDEs on flat domains. 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 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 submanifolds 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. © 2021 Wiley Periodicals LLC.

中文翻译:

用于求解具有经典边界条件的流形上的椭圆 PDE 的鬼点扩散图

在本文中,我们扩展了核方法的类别,即所谓的扩散映射 (DM) 及其局部核变体,以近似定义在具有椭圆 PDE 模型中自然出现的边界的光滑流形上的二阶微分算子。为了实现这一目标,我们在扩展流形上引入了鬼点扩散图 (GPDM) 估计器,由未知原始流形上的点云集和一组鬼点一起识别,这些鬼点沿着采样处的估计切线方向指定边界上的点。生成的 GPDM 估计器将标准 DM 矩阵限制为一组外推方程,用于估计鬼点处的函数值。这种调整类似于用于求解平坦域上的 PDE 的有限差分方案中的经典鬼点法。与在边界附近发散的经典 DM 不同,所提出的 GPDM 估计器甚至在边界附近也逐点收敛。应用一致的 GPDM 估计器求解具有经典边界条件(Dirichlet、Neumann 和 Robin)的适定椭圆偏微分方程,我们在适当的平滑假设下建立了近似解的收敛性。我们在数值上验证了所提出的无网格 PDE 求解器在欧几里德空间中嵌入的简单子流形以及未知流形上定义的各种问题。在数值上,我们还发现 GPDM 在求解有界光滑流形上的椭圆特征值问题时比 DM 更准确。© 2021 Wiley Periodicals LLC。应用一致的 GPDM 估计器求解具有经典边界条件(Dirichlet、Neumann 和 Robin)的适定椭圆偏微分方程,我们在适当的平滑假设下建立了近似解的收敛性。我们在数值上验证了所提出的无网格 PDE 求解器在欧几里德空间中嵌入的简单子流形以及未知流形上定义的各种问题。在数值上,我们还发现 GPDM 在求解有界光滑流形上的椭圆特征值问题时比 DM 更准确。© 2021 Wiley Periodicals LLC。应用一致的 GPDM 估计器求解具有经典边界条件(Dirichlet、Neumann 和 Robin)的适定椭圆偏微分方程,我们在适当的平滑假设下建立了近似解的收敛性。我们在数值上验证了所提出的无网格 PDE 求解器在欧几里德空间中嵌入的简单子流形以及未知流形上定义的各种问题。在数值上,我们还发现 GPDM 在求解有界光滑流形上的椭圆特征值问题时比 DM 更准确。© 2021 Wiley Periodicals LLC。我们在数值上验证了所提出的无网格 PDE 求解器在欧几里德空间中嵌入的简单子流形以及未知流形上定义的各种问题。在数值上,我们还发现 GPDM 在求解有界光滑流形上的椭圆特征值问题时比 DM 更准确。© 2021 Wiley Periodicals LLC。我们在数值上验证了所提出的无网格 PDE 求解器在欧几里德空间中嵌入的简单子流形以及未知流形上定义的各种问题。在数值上,我们还发现 GPDM 在求解有界光滑流形上的椭圆特征值问题时比 DM 更准确。© 2021 Wiley Periodicals LLC。
更新日期:2021-12-22
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