geometric partial differential equations methods in...

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Geometric Partial Differential Equations Methods in Geometric Design and Modeling Reporter: Qin Zhang 1 Collaborator: Guoliang Xu, 2 C. L Bajaj 1 , Dan Liu 2 1 CVC, University of Texas at Austin, TX, USA 2 LSEC, AMSS of CAS, Beijing, China 09/03/2008 Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 1 / 40

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Geometric Partial Differential Equations Methods inGeometric Design and Modeling

Reporter: Qin Zhang1

Collaborator: Guoliang Xu,2 C. L Bajaj1, Dan Liu2

1CVC, University of Texas at Austin, TX, USA

2LSEC, AMSS of CAS, Beijing, China

09/03/2008

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 1 / 40

Outline

1 Intoduction

2 The Construction of GPDE

3 Numerical Solutions of GPDEsGeneralized Finite Difference MethodsMixed Finite Element MethodsLevel-Set Methods

4 Conclusion

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 2 / 40

Outline

1 Intoduction

2 The Construction of GPDE

3 Numerical Solutions of GPDEsGeneralized Finite Difference MethodsMixed Finite Element MethodsLevel-Set Methods

4 Conclusion

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 2 / 40

Outline

1 Intoduction

2 The Construction of GPDE

3 Numerical Solutions of GPDEsGeneralized Finite Difference MethodsMixed Finite Element MethodsLevel-Set Methods

4 Conclusion

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 2 / 40

Outline

1 Intoduction

2 The Construction of GPDE

3 Numerical Solutions of GPDEsGeneralized Finite Difference MethodsMixed Finite Element MethodsLevel-Set Methods

4 Conclusion

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 2 / 40

1. Introduction

What is a GPDE?

A PDE which controls the motion of curves orsurfaces and is merely formulated by the geometricentries is known as Geometric PDE.

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 3 / 40

1. Introduction

What is a GPDE?

A PDE which controls the motion of curves orsurfaces and is merely formulated by the geometricentries is known as Geometric PDE.

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 3 / 40

Examples

1 Mean Curvature Flow (MCF) (1956, Mullins)

∂x∂t

= 2H

2 Willmore Flow (WF) (1923, Thomsen)

∂x∂t

= −[∆sH + 2H(H2 − K )]n

3 Minimal Mean-Curvature-Variation Flow (MMCVF) (2006, Xu &Zhang)

∂x∂t

= (∆2sH + 2(2H2 − K )∆sH + 2〈∇sH,♦H〉 − 2H‖∇sH‖2)n

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 4 / 40

Several Differential Geometric Operators of First Order

Assume

S = x(u, v) ∈ R3 : (u, v) ∈ Ω ⊂ R2,f : S → R

Tangential Gradient Operator of Surface S

∇sf = [xu, xv ][ gαβ ][fu, fv ]T ∈ R3,

The Second Tangential Operator

♦f = [xu, xv ][ K bαβ ][fu, fv ]T ∈ R3.

Tangential Divergence Operator

div(v) =1√

g

[∂

∂u,

∂v

] [√g [ gαβ ] [xu, xv ]T v

].

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 5 / 40

Several Differential Geometric Operators of SecondOrder

Laplace-Beltrami Operator

∆sf = div(∇sf ).

Giaquinta-Hildebrandt Operator

f = div(♦f ).

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 6 / 40

Why GPDE is important?

Theory aspect: Relate intimately togeometric analysismanifold theorytopologycomplex analysisPDEcalculus of variationgeometric measure theorycritical point theory

Application aspect: Relate intimately tophysics,chemistry,biology,computational geometry,computer graphics,image processing

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 7 / 40

Why GPDE is important?

Theory aspect: Relate intimately togeometric analysismanifold theorytopologycomplex analysisPDEcalculus of variationgeometric measure theorycritical point theory

Application aspect: Relate intimately tophysics,chemistry,biology,computational geometry,computer graphics,image processing

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 7 / 40

What can GPDE do in geometric design andmodeling?

Surface ProcessingSurface ReconstructionSurface RestorationSurface BlendingFree-Form DesignBiomolecular DesignImage ProcessingInterface Simulation· · · · · · · · ·

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 8 / 40

What’s about the result of GPDE?

Some optimal property, e.g.,minimize area

∫S dA = min

minimize the sum of square of principal curvatures∫S(κ2

1 + κ22)dA = min

minimize the variation of mean curvature∫S ‖∇sH‖2dA = min

etc.∫S f (H, K )dA = min

The surfaces designed by GPDEsClear geometric sense

Boundary condition with prescribed smoothness

Fairness

Aesthetic demanding

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 9 / 40

What’s about the result of GPDE?

Some optimal property, e.g.,minimize area

∫S dA = min

minimize the sum of square of principal curvatures∫S(κ2

1 + κ22)dA = min

minimize the variation of mean curvature∫S ‖∇sH‖2dA = min

etc.∫S f (H, K )dA = min

The surfaces designed by GPDEsClear geometric sense

Boundary condition with prescribed smoothness

Fairness

Aesthetic demanding

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 9 / 40

Surface Processing

input Mean curvature flow

(From Bajaj, Xu 2004)

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 10 / 40

Surface Reconstruction

scattered data reconstructed surface(Level set method)

(From Bajaj, Xu, Zhang 2006)

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 11 / 40

Surface Blending

initial input MCF (2nd order)

WF (4th order) MMCVF (6th order)

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 12 / 40

Free-Form Surface Design I

input initial surface surface diffusion flow

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 13 / 40

Free-Form Surface Design II

input skeleton PDE surface of 4th order

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 14 / 40

Surface Restoration I

input head without jaws MCF (2nd order)

WF (4th order) MMCVF (6th order)

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 15 / 40

Surface Restoration II

MCF SDF 6th order flow

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 16 / 40

Biomolecular Design

van der Waals surface SES

(from Bajaj, Xu, Zhang 2006)

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 17 / 40

Image Processing

initial input denoising process with MCF

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 18 / 40

Comparison Results Among 2,4,6-th Order Flows

MCF — G0 WF — G1 MMCVF — G2

2nd order flows usually used4th order flows often used6th order flows occasionally used

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 19 / 40

GPDE vs. Classical PDE

The domains of classical PDEs are usually fixed, but GPDE’s arealways changeable.

GPDE is geometrically intrinsic, independent of the parameterrepresentation of surface.

GPDE is highly nonlinear, which makes theoretical analysischallenging.

Classical methods can not be used directly and classical theoriesare not effective.

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 20 / 40

2. The Construction of GPDE

How to construct GPDE?

Manual approach

∂, ∇s, divs, ∆s, , ♦, · · · ,

⇓E(x) = 0, x ∈ S

For example, ∆2sx = 0, ∆2

sH = 0, · · · .

⇓∂x∂t = ±E(x)n, x ∈ S(t),

S(0) = S0.

Energy based variational approach

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 21 / 40

2. The Construction of GPDE

How to construct GPDE?

Manual approach

∂, ∇s, divs, ∆s, , ♦, · · · ,

⇓E(x) = 0, x ∈ S

For example, ∆2sx = 0, ∆2

sH = 0, · · · .

⇓∂x∂t = ±E(x)n, x ∈ S(t),

S(0) = S0.

Energy based variational approach

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 21 / 40

Energy Based Variational Approach to ConstructGPDE

Energy E (S) - Variational CalculusE ′(S)

- Construct Flow∂x∂t = −E ′

Energy∫S

dA - −2Hn - ∂x∂t = 2Hn

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 22 / 40

More Details on the Construction (Example)

Define inner product space:

S = x(u, v) ∈ R3 : (u, v) ∈ Ω is smooth.

f, g ∈ C2(S, R3)

define inner product

(f, g) =

∫S〈f, g〉dA

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 23 / 40

Three Steps to Construct GPDE

1 Define energy functional

E (S) =

∫S

dA

2 Compute first order variation

δ(E (S),Θ) =

∫S〈E ′

c(S),Θ〉dA,

here, E ′c(S) is named as the L2 gradient of E (S).

3 Construct GPDE of weak form and general form.∫S〈∂x∂t

,Θ〉dA = −∫S〈E ′

c(S),Θ〉dA, ∀Θ ∈ C∞0 (S, R3).

This is the starting point of finite element method. Then GPDE is∂x∂t

= −E ′c(S) ∈ R3.

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 24 / 40

Three Steps to Construct GPDE

1 Define energy functional

E (S) =

∫S

dA

2 Compute first order variation

δ(E (S),Θ) =

∫S〈E ′

c(S),Θ〉dA,

here, E ′c(S) is named as the L2 gradient of E (S).

3 Construct GPDE of weak form and general form.∫S〈∂x∂t

,Θ〉dA = −∫S〈E ′

c(S),Θ〉dA, ∀Θ ∈ C∞0 (S, R3).

This is the starting point of finite element method. Then GPDE is∂x∂t

= −E ′c(S) ∈ R3.

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 24 / 40

Three Steps to Construct GPDE

1 Define energy functional

E (S) =

∫S

dA

2 Compute first order variation

δ(E (S),Θ) =

∫S〈E ′

c(S),Θ〉dA,

here, E ′c(S) is named as the L2 gradient of E (S).

3 Construct GPDE of weak form and general form.∫S〈∂x∂t

,Θ〉dA = −∫S〈E ′

c(S),Θ〉dA, ∀Θ ∈ C∞0 (S, R3).

This is the starting point of finite element method. Then GPDE is∂x∂t

= −E ′c(S) ∈ R3.

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 24 / 40

A General Approach

First-order energy (second-order equation):

E1(S) =

∫S

h(x, n)dA

Second-order energy (fourth-order equation):

E2(S) =

∫S

f (H, K)dA

Third-order energy (sixth-order equation):

E3(S) =

∫S‖∇sg(H, K)‖2dA

and their combinations:

E (S) = αE1(S) + βE2(S) + γE3(S)

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 25 / 40

GPDEs of General Functional — 1st Order Energy

For first-order energy

E1(S) =

∫S

h(x, n)dA,

we obtain second-order equation∂x∂t = −∇xh − divs(∇nh)n−∇sn∇nh + divs(h∇sx),S(0) = S0.

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 26 / 40

GPDEs of General Functional — 2nd Order Energy

For the second-order energy

E2(S) =

∫S

f (H, K )dA,

we obtain fourth-order equation∂x∂t = −(fK n)− 1

2∆s(fHn) + divs(fH∇sn) + divs((f − 2KfK )∇sx),S(0) = S0,

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 27 / 40

GPDEs of General Functional — 3rd Order Energy

For the third-order energy

E3(S) =

∫S‖∇sg(H, K )‖2dA,

we obtain sixth-order equation

∂x∂t

=[∆s(gH ∆sgn) + 2(gK ∆sgn)− 2divs[gH ∆sg∇sn

− 2KgK ∆sg∇sx] + 2divs[R∇sg(R∇sg)T ]− divs[‖∇sg‖2∇sx]],

where

R =1√

g[−xv , xu] [xu, xv ]T .

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 28 / 40

Special Examples

1. Mean Curvature Flow [Mullins, 1956], (Minimal surface, Euler,1744).

f (H, K ) = 1

E ′n(S) = −2H

2. Surface Diffusion Flow [Mullins, 1957] .f (H, K ) = 1

E ′n(S) = 2∆sH

—- in the sense (·, ·)H−1 .3. Sixth-order Flow [Xu, Pan and Bajaj, 2006].

f (H, K ) = 1

E ′n(S) = −2∆2

sH

—- in the sense (·, ·)H−2 .

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 29 / 40

Special Examples (Cont.)

4. Weighted Mean Curvature Flow [cf. Zhang and Xu, 2005].h(x, n) = γ(n)

E ′n(S) = ∇sn:(∇2

nnγ)

5. Gaussian Curvature Flow [Firey, 1974].f (H, K ) = H

E ′n(S) = K

6. Willmore Flow. f (H, K ) = H2

E ′n(S) = ∆sH + 2H(H2 − K )

Willmore functional is initially introduced by Thomsen in 1923........

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 30 / 40

3. Numerical Solutions of GPDEs

Explicit solutions of the GPDEs are hard to obtain. Numerical solutionsare necessary and freasible.

Generalized Finite Difference Methods

Finite Element Methods

Level-Set Methods

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 31 / 40

Outline

1 Intoduction

2 The Construction of GPDE

3 Numerical Solutions of GPDEsGeneralized Finite Difference MethodsMixed Finite Element MethodsLevel-Set Methods

4 Conclusion

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 32 / 40

Generalized Finite Difference Methods

Two Scenarios:

Normal motion equation

nT ∂x∂t

= 2H,

All directions motion equation

∂x∂t

= ∆sx,

Two Pivot Problems:

Discretization of differential geometry operatorsBoundary treatment

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 33 / 40

Outline

1 Intoduction

2 The Construction of GPDE

3 Numerical Solutions of GPDEsGeneralized Finite Difference MethodsMixed Finite Element MethodsLevel-Set Methods

4 Conclusion

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 34 / 40

Mixed Finite Element Methods

Two Scenarios:

Total variation form

Normal variation form

Two Pivot Problems:

Construction of the function spaces of finite element

Boundary treatment

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 35 / 40

Outline

1 Intoduction

2 The Construction of GPDE

3 Numerical Solutions of GPDEsGeneralized Finite Difference MethodsMixed Finite Element MethodsLevel-Set Methods

4 Conclusion

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 36 / 40

Level-Set Methods

Key Techniques:

Narrow band technique

Runga-Kutta method with adaptive step size

Fast computation of higher-order level-set function

Fast reinitialization

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 37 / 40

Finite Element Methods vs. Finite Difference Methods

Finite Difference MethodsEasy to implementLow costDepends on the discretization of differential geometric operators

Finite Element MethodsMore stableSolid mathematical foundationDepends on the construction of the space of finite element

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 38 / 40

4. ConclusionInterdisciplinary, GPDEs Methods relate to

differential geometry, manifold, equationsvariational calculusfunction approximationcomputational mathematicscomputer graphics

Challenging, GPDEs deep intogeometry analysis, manifold theorytopologygeometric measure theorycritical theory

Practical, GPDEs closely relate toPhysics and chemistry settings, the motion of interfaces problems,e.g., dissolution, combustion, erosionBiology field, biomembrane vesicle problem, the construction ofprotein surfaceImage processing, edge detection, noise removal, imagerestoration......

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 39 / 40

4. ConclusionInterdisciplinary, GPDEs Methods relate to

differential geometry, manifold, equationsvariational calculusfunction approximationcomputational mathematicscomputer graphics

Challenging, GPDEs deep intogeometry analysis, manifold theorytopologygeometric measure theorycritical theory

Practical, GPDEs closely relate toPhysics and chemistry settings, the motion of interfaces problems,e.g., dissolution, combustion, erosionBiology field, biomembrane vesicle problem, the construction ofprotein surfaceImage processing, edge detection, noise removal, imagerestoration......

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 39 / 40

4. ConclusionInterdisciplinary, GPDEs Methods relate to

differential geometry, manifold, equationsvariational calculusfunction approximationcomputational mathematicscomputer graphics

Challenging, GPDEs deep intogeometry analysis, manifold theorytopologygeometric measure theorycritical theory

Practical, GPDEs closely relate toPhysics and chemistry settings, the motion of interfaces problems,e.g., dissolution, combustion, erosionBiology field, biomembrane vesicle problem, the construction ofprotein surfaceImage processing, edge detection, noise removal, imagerestoration......

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 39 / 40

Thank you!

Email:[email protected], [email protected]

Qin Zhang ( CVC) GPDEs Methods in Geometric Design & Modeling UT 40 / 40