We introduce a meshless method for solving both continuous and discrete variational formulations of a volume constrained, non-local diffusion problem. We use the discrete solution to approximate the continuous solution. Our method is non-conforming and uses a localized Lagrange basis that is constructed out of radial basis functions. By verifying that certain inf-sup conditions hold, we demonstrate that both the continuous and discrete problems are well-posed, and also present numerical and theoretical results for the convergence behavior of the method. The stiffness matrix is assembled by a special quadrature routine unique to the localized basis. Combining the quadrature method with the localized basis produces a well-conditioned, symmetric matrix. This then is used to find the discretized solution.
Here, this work explores the effect of the ill-posed problem on uncertainty quantification for motion estimation using digital image correlation (DIC) (Sutton et al. 2009). We develop a correction factor for standard uncertainty estimates based on the cosine of the angle between the true motion and the image gradients, in an integral sense over a subregion of the image. This correction factor accounts for variability in the DIC solution previously unaccounted for when considering only image noise, interpolation bias, contrast, and the software settings such as subset size and spacing.
A nonlocal convection-diffusion model is introduced for the master equation of Markov jump processes in bounded domains. With minimal assumptions on the model parameters, the nonlocal steady and unsteady state master equations are shown to be well-posed in a weak sense. Then the nonlocal operator is shown to be the generator of finite-range nonsymmetric jump processes and, when certain conditions on the model parameters hold, the generators of finite and infinite activity Lévy and Lévy-type jump processes are shown to be special instances of the nonlocal operator.
We introduce a meshfree discretization for a nonlocal diffusion problem using a localized basis of radial basis functions. Our method consists of a conforming radial basis of local Lagrange functions for a variational formulation of a volume constrained nonlocal diffusion equation. We also establish an L2 error estimate on the local Lagrange interpolant. The stiffness matrix is assembled by a special quadrature routine unique to the localized basis. Combining the quadrature method with the localized basis produces a well-conditioned, sparse, symmetric positive definite stiffness matrix. We demonstrate that both the continuum and discrete problems are well-posed and present numerical results for the convergence behavior of the radial basis function method. We explore approximating the solution to inhomogeneous differential equations by solving inhomogeneous nonlocal integral equations using the proposed radial basis function method.
It is well known that the derivative-based classical approach to strain is problematic when the displacement field is irregular, noisy, or discontinuous. Difficulties arise wherever the displacements are not differentiable. We present an alternative, nonlocal approach to calculating strain from digital image correlation (DIC) data that is well-defined and robust, even for the pathological cases that undermine the classical strain measure. This integral formulation for strain has no spatial derivatives and when the displacement field is smooth, the nonlocal strain and the classical strain are identical. We submit that this approach to computing strains from displacements will greatly improve the fidelity and efficacy of DIC for new application spaces previously untenable in the classical framework.
The purpose of this report is to investigate a partial differential equation (PDE) constrained optimiza- tion approach for estimating the velocity field given image data for use within digital image correlation (DIC). We first introduce the problem and the standard DIC approach and then demonstrate why the DIC problem is ill-posed and introduce a standard regularization of the problem. We also demonstrate that the functional used is sensitive and robust via a sequence of experiments given by a stochastic model inducing the PDE constraint.
The contribution of the paper is the approximation of a classical diffusion operator by an integral equation with a volume constraint. A particular focus is on classical diffusion problems associated with Neumann boundary conditions. By exploiting this approximation, we can also approximate other quantities such as the flux out of a domain. Our analysis of the model equation on the continuum level is closely related to the recent work on nonlocal diffusion and peridynamic mechanics. In particular, we elucidate the role of a volumetric constraint as an approximation to a classical Neumann boundary condition in the presence of physical boundary. The volume-constrained integral equation then provides the basis for accurate and robust discretization methods. An immediate application is to the understanding and improvement of the Smoothed Particle Hydrodynamics (SPH) method.
The mathematically correct specification of a fractional differential equation on a bounded domain requires specification of appropriate boundary conditions, or their fractional analogue. This paper discusses the application of nonlocal diffusion theory to specify well-posed fractional diffusion equations on bounded domains.
The purpose of this paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous transport exhibiting super-diffusion or nonstandard normal diffusion. We refer to the associated deterministic equation as a volume-constrained nonlocal diffusion equation. The volume constraint is the nonlocal analogue of a boundary condition necessary to demonstrate that the nonlocal diffusion equation is well-posed and is consistent with the jump process. A critical aspect of the analysis is a variational formulation and a recently developed nonlocal vector calculus. This calculus allows us to pose nonlocal backward and forward Kolmogorov equations, the former equation granting the various moments of the exit-time distribution.
The purpose of our paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous transport exhibiting super-diffusion or nonstandard normal diffusion. We refer to the associated deterministic equation as a volume-constrained nonlocal diffusion equation. The volume constraint is the nonlocal analogue of a boundary condition necessary to demonstrate that the nonlocal diffusion equation is well-posed and is consistent with the jump process. A critical aspect of the analysis is a variational formulation and a recently developed nonlocal vector calculus. Furthermore, this calculus allows us to pose nonlocal backward and forward Kolmogorov equations, the former equation granting the various moments of the exit-time distribution.