Engineering Analysis with Boundary Elements 32 (2008) 512516

Enforcement of boundary conditions in meshfree methods using

interpolating moving least squares
Hennadiy Netuzhylov
Technische Universita t Braunschweig, Computational Sciences in Engineering, Beethovenstrasse 51, 38106 Braunschweig, Germany
Received 17 January 2007; accepted 10 October 2007
Available online 26 December 2007
Abstract
A technique for enforcement of boundary conditions in meshfree methods based on interpolating moving least squares (IMLS) via
usage of singular weights for the solution of partial differential equations is presented. Due to the specic singular choice of the weight
functions, which is needed to guarantee the interpolation, there is a problem to nd the inverse of the singular matrix. We extend the
perturbation technique applied to transport equations by Kunle [Entwicklung und Untersuchung von Moving Least Square Verfahren
zur numerischen Simulation hydrodynamischer Gleichungen, Dissertation, Fakulta t fu r Physik, Eberhard-Karls-Universita t zu
Tu bingen] to allow the correct evaluation of all necessary derivatives for the meshfree collocation solution of boundary value problems in
interpolation points at a reasonable cost. The inverse is carried out using the regularized weight function. It turns out that a stable inverse
is obtained when the vanishing regularization parameter is considered. The detailed description of this strategy is presented.
In contrast to standard kernel functions used in EFGM, RKPM, etc., the singular kernel functions lead to truly interpolating functions
which satisfy the Kronecker-delta property and they can therefore be used for enforcement of Dirichlet boundary conditions when
solving boundary value problems.
As a conrmation of the mathematical derivations we give a solution to a model BVP with a known analytical solution, as well as the
experimental convergence study of the method to analytical solutions.
r 2007 Elsevier Ltd. All rights reserved.
Keywords: Truly meshfree collocation method; Interpolating moving least squares; Boundary value problem; Singular weights
1. Introduction
Conventional methods like the nite differences method
(FDM), the nite element method (FEM) or the nite
volume method (FVM) all take use of a mesh, i.e. a set of
nodes with node-to-node connectivity. These methods have
been successfully used to solve engineering problems for
decades. However, some limitations of these kinds of
methods are becoming more and more obvious: mesh
generation is very time consuming (in case of unstructured
grids), and in problems with moving boundaries a drastic
loss of accuracy is observed due to the distortion of the
elements. Therefore there is a need in developing meshfree
(gridfree, meshless) methods which do not suffer from the
problems described above.
Many meshfree methods have been proposed in
recent times. Among them are smooth particle hydro-
dynamics (SPH), element free Galerkin method (EFG),
reproducing kernel particle method (RKPM), meshless
local PetrovGalerkin method (MLPG). Most of the
methods are based on the moving least squares (MLS)
approximation, which has been introduced by Lancaster
and S

alkauskas [1] for scattered data approximation. The

lack of the so-called Kronecker-delta property of such
meshless kernel functions, however, requires a special
treatment in order to enforce the essential boundary
conditions [2]. On the other hand, the accurate solution
of partial differential equations requires strict interpolation
at given data points.
The IMLS technique was originally introduced by
Lancaster and Salkauskas [1] for scattered data interpola-
tion and applied to transport dominated problems by
Kunle [3], where the author compares the interpolation and
ARTICLE IN PRESS
www.elsevier.com/locate/enganabound
0955-7997/$ - see front matter r 2007 Elsevier Ltd. All rights reserved.
doi:10.1016/j.enganabound.2007.10.010
E-mail address: h.netuzhylov@tu-bs.de
URL: http://www.tu-braunschweig.de/cse
approximation techniques and shows that the interpolating
MLS give better results especially for problems with high
gradients. The authors in [4] have applied the IMLS
method for tting potential energy surfaces in one-
dimensional (1d) chemical applications.
We concentrate in this paper on mathematical deriva-
tions of a meshfree collocation method based on IMLS for
a solution of boundary value problems.
The structure of this paper is the following: we start with
an overview of the MLS method and indicate the necessary
conditions for this method to be interpolating. Then we
attack the problem of a singular matrix and use a
perturbation technique to obtain the inverse of this matrix,
as well as derive the formulae for the derivatives of the
kernel functions. We nalize the paper with a numerical
example with a known analytical solution and carry out a
numerical convergence study.
2. IMLS method
Given N data pairs (x
i
; u
i
), i = 1; . . . ; N, the MLS
method is dened by assigning weights w
i
(x):=w([x x
i
[);
i = 1; . . . ; N to each point and then asking for the mini-
mum of the functional
E
x
(a) =

N
i=1
w([x x
i
[)(p(x
i
) u
i
)
2
,
where p(x):=b

a is a polynomial with basis b(x):=

(b
1
(x); . . . ; b
m
(x))

and coefcients a:=(a

1
; . . . ; a
m
)

c R
m
.
This minimization problem results in
a(x) = (BW(x)B

)
1
BW(x)u, (1)
and we can dene the IMLS kernel functions
u(x):=W(x)B(B

W(x)B)
1
b(x), (2)
where
B:=
b
1
(x
1
) b
1
(x
n
)
.
.
.
.
.
.
.
.
.
b
n
(x
1
) b
n
(x
n
)
_
_
_
_
_
_
_
_
,
and
W(x):=diag(w
1
(x); . . . ; w
n
(x)).
MLS functions are sometimes erroneously referred to as
interpolation, whereas these are only approximative. In fact,
the choice of the weights is decisive. In order to get the
interpolation [1] the condition lim
xx
i
w([x x
i
[) = o
must be satised.
The moving least squares (MLS) approximation func-
tion can be written in the form
u(x) =

N
i=1
u
i
j
i
(x)=:u

u(x). (3)
Lancaster and S

alkauskas noted in [1] that, in order to

interpolate given data, weights with the property
lim
xx
i
w
i
(x) = o (4)
are needed.
We use fourth-order splines for regular MLS-weight
functions
w(z):=
1 6z
2
8z
3
3z
4
; zp1;
0; z41;
_
(5)
where f:=|x x
i
|=r and r is the so-called dilatation
parameter. The latter denes the support of the weight
function. In our computations we use r = (2:5 3) h
min
,
where h
min
is the minimal distance between the computa-
tion points, as recommended in [5].
Taking into account property (4), we obtain the IMLS
method using the MLS-weight functions with added
singularity
w
i
(x):=
w
i
(x)
(x x
i
)
a
; a40; even (6)
2.1. Consistency
By a consistency order n we mean the highest order of
polynomials which are represented exactly by the method.
In terms of kernel functions this reads as

N
i=1
x
q
j
i
(x) = x
q
for 0pqpn. (7)
2.2. Partition of unity
For a special case of n = 0 (the 0th consistency order) we
obtain

N
i=1
j
i
(x) = 1, (8)
which means that the kernel functions computed for any
point in the domain build a partition of unity.
The IMLS interpolation is called Shephard interpola-
tion if the basis b(x):=1 is employed. The Shepard
interpolant is not suited [6] to compute a derivative of
any order.
Fig. 1 presents the MLS and IMLS kernel functions in
1d, respectively, with the parameter a of the weight
function (6) equal to 2.
One can clearly see the difference between the approx-
imating and the interpolating case. The IMLS kernel
functions enjoy the Kroneckers delta property
j
i
(x
j
) = d
ij
, (9)
which implies u(x
i
) = u
i
. This is not the case for MLS
kernel functions. In both cases, however, the kernel
functions build a so-called partition of unity, represented
ARTICLE IN PRESS
H. Netuzhylov / Engineering Analysis with Boundary Elements 32 (2008) 512516 513
by black lines within Fig. 1, i.e.

N
i=1
j
i
(x) = 1. (10)
Applying the gradient operator we obtain that the sum of
the gradients of all kernel functions constitute a partition
of nullity:

N
i=1
Vj
i
(x) = 0. (11)
3. Singular matrix
In the approximating case, i.e. when we use the MLS
method, the inversion of the matrix in (2) does not cause
many problems. Since this is a small (mm)-matrix, where
m depends on the order of the basis, the inversion can be
done in many cases via the LU-decomposition with
pivoting with relatively little effort. Nonetheless, if the
matrix is ill-conditioned, the LU-decomposition may lead
to wrong results [3]. One should therefore use QR- or
singular value decomposition (SVD), see [7] or [8] for
details.
We run into much more trouble if we want to use IMLS.
The singularity problem at the point x = x
i
in (6),
and therefore also in (2), which occurs due to the specic
choice of the weight function can be overcome using the
strategy originally presented in [3], where the author
derives the formulae for the rst derivative. We extend
his approach and obtain also the formulae for the second
derivative.
In order to cure the singularity problem we introduce
a regularization by using a small positive number
within the regularized weight function matrix W(x ).
Then, (2) reads as
j(x ) = W(x )B(B

W(x )B)
1
b(x ). (12)
In order to study the case 0 we dene the matrix
M(x ):=B

W(x )B
and split it up into two matrices taking out the singularity
as follows:
M(x
i
) =

M(x
i
) b(x
i
)w()b

(x
i
), (13)
whereby the elements of

M are dened as

M
kl
(x
i
) =

N
s=1
sai
w(x
i
x
s
)b
k
(x
i
)b
l
(x
i
). (14)
Note that the

M is now regular and (in theory) a perfectly
invertible (still ill-conditioned though) matrix, since the
singular weighting factor w() w
i
(x
i
) has been taken out.
However, in order to get an admissible result one has to use
singular value decomposition (SVD) algorithm [9].
Using the ShermanMorrison formula [3], we get the
inverse of the original matrix M in terms of the inverse of
the modied matrix

M
M
1
kl
(x
i
) =

M
1
kl

w()
1 w()s

m
s;t=1

M
1
ks

M
1
lt
b
s
(x
i
)b
t
(x
i
),
(15)
where s =

m
k;l=1

M
1
kl
b
k
(x
i
)b
l
(x
i
).
Substituting w() by w()=
a
, where w() is the non-
singular weight function, leads to
w()s
1 w()s
=
w()s

a
w()s
= 1 O(
a
), (16)
ARTICLE IN PRESS
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
-0.2
0
0.2
0.4
0.6
0.8
1
1.2
-0.2
0
0.2
0.4
0.6
0.8
1
0
1.2
0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
Fig. 1. Kernel functions for the approximating (a) and the interpolating (b) case in 1d.
H. Netuzhylov / Engineering Analysis with Boundary Elements 32 (2008) 512516 514
w()
1 w()s
=
w()

a
w()s
= s
1
O(
a
), (17)
1
1 w()s
=

a

a
w()s
= 0 O(
a
). (18)
Applying the Taylor expansion to the non-singular terms in
(2) we obtain
j
j
(x
i
) = w
j
(x
i
)

m
k=1

m
l=1
M
1
kl
(x
i
)b
k
(x
j
)
_
b
l
(x
i
) Vb
l
(x
i
)

2
2
V
2
b
l
(x
i
)
_
O(
3
)
__
; jai (19)
and
j
i
(x
i
) = w
i
()

m
k=0

m
l=0
M
1
kl
(x
i
)b
k
(x
i
)
_
b
l
(x
i
) Vb
l
(x
i
)

2
2
V
2
b
l
(x
i
)
_
O(
3
)
__
. (20)
Using (15)(18) the kernel functions (19) and (20) read as
j
i
(x
i
) = 1 s
1

m
k;l=1

M
1
kl
b
k
(x
i
)Vb
l
(x
i
)

2
2
s
1

m
k;l=1

M
1
kl
b
k
(x
i
)V
2
b
l
(x
i
) O(
3
), (21)
and
j
j
(x
i
) = w(x
i
x
j
)

m
k;l=1
Y
kl
(x
i
)b
k
(x
j
)Vb
l
(x
i
)

2
2

m
k;l=1
Y
kl
(x
i
)b
k
(x
j
)V
2
b
l
(x
j
) O(
3
), (22)
where
Y
kl
(x
i
) =

M
1
kl
s
1

m
s;t=1

M
1
ks

M
1
lt
b
s
(x
i
)b
t
(x
i
). (23)
Note that the

M is now regular and (in theory) a per-
fectly invertible matrix, since the singular weighting factor
w() w
i
(x
i
) has been taken out.
Hence, for 0 we get from (21) and (22) the
Kronecker-delta property for the kernel functions and also
formulae for its derivatives:
Vj
i
(x
i
) = s
1

m
k;l=1

M
1
kl
b
k
(x
i
)Vb
l
(x
i
), (24)
Vj
j
(x
i
) = w(x
i
x
j
)

m
k;l=1
Y
kl
(x
i
)b
k
(x
j
)Vb
l
(x
i
), (25)
V
2
j
i
(x
i
) = s
1

m
k;l=1

M
1
kl
b
k
(x
i
)V
2
b
l
(x
i
), (26)
V
2
j
j
(x
i
) =

m
k;l=1
Y
kl
(x
i
)b
k
(x
j
)V
2
b
l
(x
j
), (27)
or in a matrix form
D
k
[j
i
(x
i
)] = s
1
b

(x
i
)

M
1
(x
i
)D
k
[b(x
i
)], (28)
D
k
[j
j
(x
i
)] = W(x
i
x
j
) B H(x
i
) D
k
[b(x
i
)], (29)
with
k = 1; 2,
D
k
:=
q
k
qx
k
,
s = b

(x
i
)

M
1
(x
i
)b(x
i
),
H(x
i
) =

M
1
(x
i
) s
1
(

M
1
(x
i
) b(x
i
))
Q(

M
1
(x
i
) b(x
i
))

.
4. Numerical convergence study
To check the efciency of the method a model Dirichlet
boundary value problem with a known analytical solution
has been solved in a strong form using the presented
meshfree collocation approach.
For the detailed description of the meshfree collocation
approach based on IMLS as well as the implementation of
boundary conditions we refer to [7].
We solved the boundary value problem
Du = 0 on 0ox
1
; x
2
o1
with boundary values
u(x
1
; 0) = sin(px
1
),
u(0; x
2
) = sin(px
2
),
u(1; 0) = u(0; 1) = 0.
The exact solution to this problem is given by
u(x
1
; x
2
) =
sinh(p(1 x
1
))
sinh p
sin(px
2
)

sinh(p(1 x
2
))
sinh p
sin(px
1
).
We used a quadratic basis and N uniformly distributed
points in the domain with a meshsize h. We have computed
relative errors
Err:=
u
appx
u
ex
u
ex

o
,
ARTICLE IN PRESS
H. Netuzhylov / Engineering Analysis with Boundary Elements 32 (2008) 512516 515
where u
appx
is the numerical solution, and u
ex
the exact
solution, and the experimental order of convergence
EOC:=
log[Err
h
1
=Err
h
2
]
log[h
1
=h
2
]
.
Fig. 2 shows the relative error of the approximated solution
Err vs. the meshsize h for different parameter a of the
weight function (6). The results are presented in Table 1.
We obtained the third order of convergence.
5. Conclusions
In this paper we presented a technique for enforcement
of boundary conditions in meshfree methods based on
interpolating moving least squares. The usage of singular
weights on one hand has guaranteed the interpolating
properties of the kernel functions used for the solution of
PDEs, but on the other hand we run into a problem of
singular matrix inversion. The inverse is carried out
using the regularized technique, and a stable inverse is
obtained when the regularization parameter vanishing is
considered.
We have solved a model boundary value problem with
Dirichlet boundary conditions, and obtained the expected
third order of convergence. The implementation of the
presented method is straightforward and less computa-
tionally costly in comparison with the weighted-residual
methods, since no integration is required.
References
[1] Lancaster P, S

alkauskas K. Surfaces generated by moving least

squares methods. Math Comput 1981;37(155):14158.
[2] Ferna ndez-Me ndez S, Huerta A. Imposing essential boundary condi-
tions in meshfree methods. Comput Methods Appl Mech Eng
2004;193(1214):125775.
[3] Kunle M. Entwicklung und Untersuchung von Moving Least Square
Verfahren zur numerischen Simulation hydrodynamischer Gleichun-
gen, Dissertation, Fakulta t fu r Physik, Eberhard-Karls-Universita t zu
Tu bingen.
[4] Maisuradze G, Thompson D, Wagner A, Minkoff M. Interpolating
moving least-squares methods for tting potential energy surfaces:
detailed analysis of one-dimensional applications. J Chem Phys
2003;119(19):1000214.
[5] Liu GR, Gu YT. An introduction to meshfree methods and their
programming. Berlin: Springer; 2005.
[6] Sonar T. Difference operators from interpolating moving least squares
and their deviation from optimality. Math Modelling Numer Anal
2005;39:883908.
[7] Netuzhylov H. Meshfree collocation solution of boundary value
problems via interpolating moving least squares. Commun Numer
Meth Eng 2006;22(8):8939.
[8] Netuzhylov H, Ko lke A. Perturbation technique leading to truly
meshfree methods for boundary conditions enforcement. In: Proceed-
ings of WCCM 7, Los Angeles, USA; 2006.
[9] Netuzhylov H, Sonar T, Yomsatieankul W. Finite difference operators
from moving least squares interpolation. Math Modelling Numer Anal
2007;41(5):95974.
ARTICLE IN PRESS
10
-2
10
-1
10
0
10
-4
10
-3
10
-2
10
-1
10
0
h
R
e
l
a
t
i
v
e

e
r
r
o
r
=2
=4
Fig. 2. Relative error of the solution vs. meshsize h.
Table 1
Solution of boundary value problem
N h Err
a=2
EOC
a=2
Err
a=4
EOC
a=4
25 0:2500e 00 1.7725e1 7.7221e02
64 1.4286e01 4.7782e02 2.3425 2.3404e02 2.1332
100 1.1111e01 2.3430e02 2.8356 1.3525e02 2.1820
225 7.1429e02 6.4265e03 2.9278 5.1794e03 2.1724
400 5.2632e02 2.5979e03 2.9659 9.2167e04 5.6528
625 4.1667e02 1.2955e03 2.9784 4.5974e04 2.9772
841 3.5714e02 8.0568e04 3.0812 2.9784e04 2.8161
H. Netuzhylov / Engineering Analysis with Boundary Elements 32 (2008) 512516 516