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Engineering Analysis with Boundary Elements 66 (2016) 168–182

Contents lists available at ScienceDirect

Engineering Analysis with Boundary Elements


journal homepage: www.elsevier.com/locate/enganabound

Acceleration of isogeometric boundary element analysis


through a black-box fast multipole method
R.N. Simpson n, Z. Liu
School of Engineering, University of Glasgow, Glasgow G12 8QQ, UK

art ic l e i nf o a b s t r a c t

Article history: This work outlines the use of a black-box fast multipole method to accelerate the far-field computations
Received 12 August 2015 in an isogeometric boundary element method. The present approach makes use of T-splines to discretise
Received in revised form both the geometry and analysis fields allowing a direct integration of CAD and analysis technologies. A
2 March 2016
black-box fast multipole method of O(N) complexity is adopted that minimises refactoring of existing
Accepted 4 March 2016
Available online 14 March 2016
boundary element codes and facilitates the use of different kernels. This paper outlines an algorithm for
implementing the open-source black-box fast multipole method BBFMM3D1 within an existing isogeo-
Keywords: metric boundary element solver, but the approach is general in nature and can be applied to any
Isogeometric analysis boundary element surface discretisation. The O(N) behaviour of the approach is validated and compared
T-splines
against a standard direct solver. Finally, the ability to model large models of arbitrary geometric com-
Boundary element method
plexity directly from CAD models is demonstrated for potential problems.
Black-box fast multipole method
& 2016 Elsevier Ltd. All rights reserved.

1. Introduction prompted research into alternative CAD discretisations including


subdivision surfaces [13,14], PHT splines [35,50], LR B-splines [29],
In the majority of modern industrial engineering and design T-splines [2] and THCCS [52]. From a commercial perspective, the
workflows Computer Aided Design (CAD) and analysis software two technologies which have made the largest impact include
play a crucial role in reducing the overall design lifecycle. The subdivision surfaces and T-splines. Subdivision surfaces are ubi-
iterative nature of design requires tight integration of CAD and quitous within the computer animation industry but at present,
analysis software, but modern workflows are inhibited by cum- they have yet to penetrate the CAD software market. T-splines offer
bersome fixing and defeaturing algorithms that must be used in a promising route to overcome the tensor product nature of NURBS
the transition from CAD models to analysis models. The disparity while also providing backwards compatibility with existing NURBS
between CAD and analysis is one of the biggest challenges facing technology. From an analysis perspective, T-splines have opened up
engineering design which has inspired research into new dis- interesting routes for integrated design and analysis technologies
cretisation approaches that unify or greatly ease the transition through properties such as water-tight geometries and local
from CAD to analysis and vice versa. refinement algorithms. T-splines were first used in an analysis
One of the most active research areas that aims to address the context in [2] and subsequently analysis-suitable T-splines [32,9]
disparity between CAD and analysis is the field of isogeometric were proposed that satisfy important analysis properties while
analysis (IGA) [28] that uses spline-based discretisations generated retaining flexible geometry and modification algorithms. Further
by CAD software as a basis for analysis thus providing a framework research includes efficient evaluation of T-spline basis functions
that unifies CAD and analysis. Since the seminal paper of [28], the through Bézier extraction [43].
concept has expanded rapidly into several applications including A popular approach in CAD is to represent geometry in terms of
acoustics [47,38], vibrations [15], elasticity [1,42], electromagnetics a surface or Boundary-Representation (B-Rep) through appro-
[49,10] and fluid flow [3,17,26]. Early work on IGA has focussed on priate geometry discretisations such as connected NURBS patches,
the use of Non-Uniform Rational B-Splines (NURBS) [39] due to T-spline or subdivision surfaces. Such surface discretisations are
their popularity within modern commercial CAD software, but insufficient for volumetric analysis methods such as the finite
limitations stemming from their tensor-product nature have element method but provide the necessary data structures for
analysis methods based on surfaces such as shell and boundary
n integral formulations. The limitations of boundary integral
Corresponding author.
E-mail address: robert.simpson.2@glasgow.ac.uk (R.N. Simpson). approaches are well-known, but assuming the use of such an
1
https://github.com/ruoxi-wang/BBFMM3D approach is valid, they are found to be a particularly attractive

http://dx.doi.org/10.1016/j.enganabound.2016.03.004
0955-7997/& 2016 Elsevier Ltd. All rights reserved.
R.N. Simpson, Z. Liu / Engineering Analysis with Boundary Elements 66 (2016) 168–182 169

approach for integrated design and analysis. By adopting a com- 2. Fast multipole methods
mon discretisation for both geometry and analysis, isogeometric
boundary element methods completely circumvent meshing pro- Fast multipole methods were originally developed to overcome
cedures and eliminate geometry error promoting design software the intractable computational complexity of N-body problems
that truly integrates CAD and analysis. The idea has been explored when solved by direct means. Such problems can be expressed as
in the context of several applications including elastostatics
X
Ns
[46,45,51], shape optimisation [7,19,31] acoustics [47,37,38] and f ðxi Þ ¼ Kðxi ; yj Þσ j ; i ¼ 1; 2; …; N f ð1Þ
underground excavations [6]. j¼1
A well-known feature of the BEM approach is the debilitating O
where f ðxi Þ is the desired force or field, Kðx; yÞ is a problem specific
(N2) asymptotic behaviour for matrix assembly and O(N3) beha- Nf
viour of direct solvers that eventually dominates for large pro- kernel, fσ j gN
j ¼ 1 is a set of charges, fx i gi ¼ 1 a set of field points and
s

Ns
blems. For practical engineering problems this manifests itself as fyj gj ¼ 1 a set of source points. In the case N s ¼ Nf ¼ N and (1) is
large runtimes and heavy memory demands that often completely applied directly, the computation time scales as O(N2) which
prohibit the use of direct solvers. Instead, matrix compression necessitates acceleration methods for large problems. Early work
techniques which reduce the overall solver complexity to OðN log on the FMM applied to three-dimensional problems formulated
NÞ or O(N) must be used. At present, the most popular techniques methods that scale as OðN log NÞ with subsequent improvements
include: the Fast Multipole Method (FMM) [21,11,12,36] and in algorithms achieving scaling of O(N). Many variants of the FMM
Hierarchical (H-) matrices [24,22,23] which make use of low-rank exist, but all are based on the same fundamental algorithm:
compression methods such as Adaptive Cross Approximation
(ACA) [5,30]. These techniques are all based on the same funda- 1. Prescribed tolerance: a tolerance ϵ is prescribed to determine the
mental concept of approximating the smooth nature of the kernel number of terms retained in far-field expansions.
for far-field interactions through efficient hierarchical data struc- 2. Subdivision of space: a hierarchical subdivision of space is con-
tures that allow for fast matrix–vector computations within an structed consisting of m levels indexed by k ¼ 0; 1; …; m (see
iterative solver. More recent research has focussed on the devel- Fig. 1 for an illustration of increasing levels of hierarchical
opment of fast direct solvers (e.g. [20,8]) that have shown subdivision). Octree subdivision is commonly used for three-
advantageous properties over iterative techniques and offer a dimensional problems. For each level of the octree, a set of cells
promising direction for future BEM solvers. nk
fY ka ga cell
¼ 1 is defined. Source and field points are assigned to cells
From an implementation standpoint, preference is often given
in every level.
to ACA and H-matrix methods which perform matrix compression
3. Upwards pass: far-field expansions are computed for each cell at
in a purely algebraic manner, in contrast to the majority of FMM
the lowest level m of the tree. Far field expansions for cells in level
implementations which require extensive changes to BEM soft-
m  1 and higher are computed from expansions in lower levels
ware. However, there exist black-box FMM implementations that
through a Moment-to-Moment (M2M) translation operator.
overcome these limitations [53,18,33] opening up efficient O(N)
4. Downwards pass: working down the tree, local expansions are
FMM algorithms to BEM software. The present paper is based on
formed for each cell Y ka . These are calculated through a Moment-
such techniques.
to-Local (M2L) operator for cells in the interaction list2 of Y ka and a
Previous work on accelerating isogeometric BEM computations
Local-to-Local (L2L) operator applied to the parent cell of Y ka .
includes FMM compression for 2D Laplace problems [48], H-
5. Evaluation: working at the lowest level of the tree, the FMM
matrices to accelerate 2D and 3D elasticity applications [34] and
approximation of f ðxi Þ is computed by finding the cell at the lowest
a comparative study of Wavelet, FMM and ACA compression
level of the tree which contains xi . The local expansion of this cell
defined over parametric surfaces [25]. All of these studies have
is used to compute the far-field approximation with the near-field
made use of tensor product parameterisations in the form of
computed directly by summing over all near-neighbours.
NURBS or rational Bézier surfaces.
The present paper outlines an approach for accelerating BEM
2.1. Black-box fast multipole method
computations in the framework of isogeometric analysis by
employing a black-box FMM and adopting T-splines to discretise
In the case of the black-box algorithm of [18], far-field expan-
both the surface geometry and analysis fields. A collocation approach
sions are based on Chebyshev interpolation and M2L operators are
is chosen in the present study, but the techniques are applicable also
constructed through reduced rank operators calculated by Singular
to Galerkin and Nyström methods. Through the use of a black box
Value Decomposition (SVD). A particularly beneficial feature of
FMM algorithm, the changes required to any existing BEM code are
this approach is its ability to handle arbitrary kernels in contrast to
kept to a minimum. The use of T-splines allows direct integration of
computational geometry and analysis technology while overcoming conventional FMM implementations that often require significant
the inherent limitations of tensor product surfaces. The combination code rewrites for alternative kernels. This justifies the use of such
of these technologies offers a significant step forward towards inte- an approach in the present study.
grated design and analysis for industrial applications. To accelerate N-body computations using the black-box code of
The paper is organised as follows: a brief overview of the black- [18], the following specific inputs are required:
box FMM algorithm is given highlighting common FMM termi-
nology and its relation to traditional BEM notation; the boundary 1. Tolerance parameters: consisting of the target precision ϵ used to
element discretisation procedure that allows a system of equations compute SVD cutoff parameters and nch, the number of Che-
to be formed is stated; an overview of T-spline discretisation byshev nodes used to interpolate in each coordinate direction.
technology is described; the algorithm for computing the matrix– 2. Hierarchical subdivision parameters: comprising m, the number
vector product through the black-box FMM for fast BEM solve of levels in the tree hierarchy and L, the side-length of the
times and reduced memory consumption is detailed and finally, smallest cube enclosing the domain.
numerical examples are given to verify the implementation and 3. Kernel, Kðx; yÞ: prescribed either analytically or numerically.
assess its asymptotic behaviour against a standard direct solver for
potential problems. All algorithms and numerical examples in the 2
See [4] for a thorough definition of FMM terms including well-separated,
present work are based on three-dimensional problems. near-neighbours and the interaction list of a cell.
170 R.N. Simpson, Z. Liu / Engineering Analysis with Boundary Elements 66 (2016) 168–182

Fig. 1. Illustration of increasing levels of refinement illustrated through quadtree subdivision. The near-neighbour cells for a field point (denoted by x) located in a cell at
m¼ 2 are shaded in grey.

4. Coordinates: consisting of the set of field points fxi g and source The prescribed data gD, gN can be discretised in an analogous
points fyj g. manner.
5. Source charges: denoted by the set fσ j g. Substituting expressions (5) into (2) and (4) and including the
discretised boundary data, a system of equations is formed as
In the case of a BEM formulation, further machinery is required  " #  " #
1 ϕD 1 gN
before the black-box algorithm can be used to accelerate far-field Iþ KD j VN ¼ VG j I þKG ð6Þ
computations. The following section outlines how a BEM dis- 2 ϕN 2 gD
cretisation can be recast in the context of N-body simulations
where ϕD , ϕN are vectors of unknown nodal Dirichlet and Neu-
making use of T-splines as an ansatz for both the geometry and
mann coefficients, gD , gN are vectors of known nodal coefficients, I
analysis fields. is the identity matrix and the components of KD and VN are given
by
Z
∂GðxI ; yÞ
3. BEM discretisation ½K D IJ ¼ NJ ðyÞ dΓ ðyÞ I ¼ 1; 2; …; nc J ¼ 1; 2; …; nd ð7Þ
ΓN ∂n
Before the formulation for the mixed boundary value problem and
is given, we first state the Dirichlet and Neumann interior Z
boundary value problems that are used in its construction. The ½V N IJ ¼ GðxI ; yÞN^ J ðyÞ dΓ ðyÞ I ¼ 1; 2; …; nc J ¼ 1; 2; …; nn : ð8Þ
reader may wish to consult [41] for definitions of relevant trace ΓD
spaces. We assume that the problem is prescribed over a domain The components of KG and VG are given by similar expressions.
Ω with a Lipschitz boundary Γ ≔∂Ω. The semi-discrete boundary Performing the matrix–vector multiplication on the right-hand
element formulation for the Dirichlet boundary value problem is side of (6) and collecting terms on the left-hand side, the system of
stated as: given boundary data g D A H 1=2 ðΓ Þ and a set of collocation equations can be written as
points fxI gnI c¼ 1 , find uN A H  1=2 ðΓ Þ such that
Kϕ ¼ f ð9Þ
ðVuN ÞðxI Þ ¼ 12 g D ðxI Þ þ ðKg D ÞðxI Þ ð2Þ
which is in a form that can now be solved.
where the operators V and K are defined as
Z Z 3.1. T-spline basis
∂Gðx; yÞ
ðVuÞðxÞ≔ Gðx; yÞuðyÞ dΓ ðyÞ ðKuÞðxÞ≔ uðyÞ dΓ ðyÞ ð3Þ
Γ Γ ∂n
In the present study, a T-spline basis is chosen to discretise
and Gðx; yÞ denotes the relevant Green's function. The factor of 1/2 expressions (5) and to provide a discretisation of the surface
in (2) assumes that all collocation points lie on a smooth portion of geometry. From a practical perspective this provides significant
the boundary. Likewise, the Neumann problem is stated as: given advantages over conventional discretisation or meshing proce-
boundary data g N A H  1=2 ðΓ Þ, find uD A H 1=2 ðΓ Þ such that dures since a T-spline basis can be generated automatically by CAD
software and used directly for analysis. This has important impli-
2 uD ðx I Þ þ ðKuD Þðx I Þ ¼ ðVg N Þðx I Þ: ð4Þ
1
cations for design workflows where the creation of analysis
In the case of a mixed-value problem the boundary is partitioned models is time-consuming and expensive.
into Dirichlet and Neumann boundaries ΓD and ΓN respectively A T-spline discretisation is defined through a T-mesh T (see
such that Γ ¼ Γ D [ Γ N , Γ D \ Γ N ¼ ∅. The problem now becomes: Fig. 2) and a valid knot interval configuration, both of which are
given boundary data g D A H 1=2 ðΓ D Þ, g N A H  1=2 ðΓ N Þ find defined through CAD software. In contrast to NURBS discretisations
uN A H  1=2 ðΓ D Þ, uD A H 1=2 ðΓ N Þ such that (2) holds 8 y A Γ D and (3) which consist of a patchwork of structured grids, T-splines allow for
holds 8 y A Γ N . local refinement and guarantee water-tight models. In the present
To arrive at a fully discrete formulation, the unknown fields uD, study we adopt analysis-suitable T-splines [32] which satisfy
uN are discretised as important analysis properties including linear-independence and
nd
X nn
X partition of unity. In the interests of brevity, we do not wish to delve
uD ðyÞ ¼ ϕDJ N J ðyÞ uN ðyÞ ¼ ϕNJ N^ J ðyÞ ð5Þ into the technical details of how to construct T-spline basis functions
J¼1 J¼1 and instead we give a brief overview.
D nd N nn We assume that the boundary of the domain Γ A R3 is defined by
in which fϕJ gJ ¼ 1 , fϕJ gJ ¼ 1 are sets of unknown Dirichlet and
the geometric mapping provided by an analysis-suitable T-mesh T with
nn
Neumann nodal coefficients respectively and fNJ gnJ d¼ 1 , fN^ J gJ ¼ 1 are
n
4-dimensional control points fPA gAcp¼ 1 , PA ¼ ðxA ; yA ; zA ; wA Þ ¼ ðx1A ; x2A ;
sets of continuous and discontinuous basis functions respectively. xA ; wA Þ where wA denotes a control point weighting. Bézier extraction
3
R.N. Simpson, Z. Liu / Engineering Analysis with Boundary Elements 66 (2016) 168–182 171

(a) T-mesh with extraordinary points (b) A watertight T-spline model with
denoted by circles and T-junctions de- its T-mesh indicated by thin black
noted by squares. lines.
Fig. 2. Unstructured T-meshes.

[43] is performed such that the T-mesh is reduced to a set of Bézier express such operators in a form amenable for computation
e ne
elements fΓ ge ¼ 1 with extraction operators Ce that form a decom- through the black-box FMM. Care must be taken however in the
position of the boundary Γ ¼ [ ne e¼ 1 Γ e with Γ i \ Γ j ¼ ∅, ia j. The computation of singular boundary integrals that precludes the
motivation for Bézier extraction is to reduce the T-spline discretisation straightforward use of the black-box FMM. We also note that in
to a set of elements with a common structure (i.e. equal number of the context of the boundary element method the FMM is used to
non-zero basis functions) that facilitates implementation in analysis compute the matrix–vector operator given by the left-hand side of
codes and allows for faster computations. (9) demanding an iterative solver approach. We therefore rewrite
We let Γ~ ¼ ½  1; 12 denote the local parent domain with (9) as
coordinate ξ~ A Γ~ . Local to global index mappings A ¼ IENða; eÞ and
d eÞ are prescribed such that a continuous and semi-
A ¼ IENða; ½K IJ fϕgJ ¼ ff gI
discontinuous basis can be written as fL½ϕgI ¼ ff gI ð15Þ

RA ðxðξ~ ÞÞj e ¼ RIENða;eÞ ðxðξ~ ÞÞj e ¼ Rea ðξ~ Þ ð10Þ which is now in a form amenable for an iterative solver such as
GMRES [40]. We now specify the construction of the operator
and fL½ϕgI and force vector ff gI for accelerated computations.
R^ A ðxðξ~ ÞÞj e ¼ R^ c ðxðξ~ ÞÞj e ¼ R^ a ðξ~ Þ:
e
ð11Þ
IENða;eÞ
4.1. Integral operators
Further details on the construction of the continuous and semi-
discontinuous T-spline basis can be found in [45]. In matrix form, We first define two boundary integral operators corresponding
the local rational T-spline basis functions are computed as to unknown Dirichlet and Neumann data respectively as
Z
R e ðξ~ Þ ¼ Ce Ne ðξ~ Þ ð12Þ LD ½ϕðxÞ ¼
∂Gðx; yÞ
ϕðyÞ dΓ ðyÞ 8 x A Γ ð16Þ
e ΓN ∂n
where N is a matrix of Bernstein polynomial functions. This
Z
expression is applied to both (10) and (11) with the semi- ∂ϕðyÞ
d eÞ.
discontinuous basis accounted for through the mapping IENða; LN ½ϕðxÞ ¼ Gðx; yÞ dΓ ðyÞ 8xAΓ ð17Þ
ΓD ∂n
The element T-spline geometric map x : Γ~ -Γ is defined as
e
with
X
n
xðξ~ Þ ¼ Pea Rea ðξ~ Þ ð13Þ L½ϕðxÞ ¼ LD ½ϕðxÞ þLN ½ϕðxÞ: ð18Þ
a¼1

where PIENða;eÞ ¼ Pea and n denotes the number of local non-zero


In future notation we drop the term ½ϕ in each of these operators
basis functions defined over element e.
for succinctness. Likewise, we define operators corresponding to
In the present study we adopt T-splines to discretise the geo-
known Dirichlet and Neumann data respectively as
metry through expression (13) and construct continuous and Z
semi-discontinuous bases by substituting expressions (10) and ∂Gðx; yÞ
f D ðxÞ ¼ g D ðyÞ dΓ ðyÞ 8 x A Γ ð19Þ
(11) into (5) giving ΓD ∂n
nd
X nn
X Z
uD ðyÞ ¼ ϕDJ RJ ðyÞ uN ðyÞ ¼ ϕNJ R^ J ðyÞ: ð14Þ f N ðxÞ ¼ Gðx; yÞg N ðyÞ dΓ ðyÞ 8xAΓ ð20Þ
J¼1 J¼1 ΓN

with
4. Fast multipole isogeometric boundary element method
f ðxÞ ¼ f D ðxÞ þ f N ðxÞ: ð21Þ
Our attention now turns to the algorithm used to accelerate far- Each operator defined in (16), (17), (19) and (20) can be decom-
field computations for the operators given in (3). Our task is to posed into a singular and far-field component which, in the case
172 R.N. Simpson, Z. Liu / Engineering Analysis with Boundary Elements 66 (2016) 168–182

Fig. 3. Illustration of field point sets used for far field computations with the black-box fast multipole approach.

Fig. 4. Illustration of the bounding boxes ΩðcÞ, ΩðΓ s Þ and ΩNN ðcÞ including the subset of the boundary Γs. Thin lines on the left-hand figures represent element boundaries.
Two scenarios are illustrated: the top case fails the criteria that the bounding box of Γs is a subset of ΩNN ðcÞ indicating a coarser level of octree subdivision should be used; the
bottom case fulfills the criteria and the octree can be used for BE analysis.

of (16) is defined as We defer a formal definition of the singular region of the boundary
Γs until Section 4.3. Equivalent expressions for the remaining
LD ðxÞ ¼ LsD ðxÞ þ Lfar
D ðxÞ ð22Þ
operators (17), (19), (20) are given in Appendix A.
with the singular component defined by
Z
∂Gðx; yÞ
LsD ðxÞ ¼ ϕðyÞ dΓ ðyÞ 8 x A Γ ð23Þ 4.2. Recasting integral operators into summations of point charge
ΓN \ Γs ∂n
interactions
and the far-field component written as
Z We now see the general approach to evaluate the components
∂Gðx; yÞ
Lfar
D ðxÞ ¼ ϕðyÞ dΓ ðyÞ 8 x A Γ : ð24Þ of (15). Letting ðÞðxÞ denote the operator given by either (16), (17),
Γ N ⧹Γ s ∂n
R.N. Simpson, Z. Liu / Engineering Analysis with Boundary Elements 66 (2016) 168–182 173

(19) or (20) we write its decomposition as The sets defined by (31) to (34) are found to depend on the
s far field point xI due to the definition of the boundary Γs. For ease of
ðÞðxÞ ¼ ðÞ ðxÞ þðÞ ðxÞ ð25Þ
implementation, it is often simpler to apply expressions (35) to
(38) to the boundaries ΓN and ΓD and thereafter subtract terms
s far
where ðÞ ðxÞ and ðÞ ðxÞ are sums of singular terms and far-field
terms respectively. Applying a collocation approach this is dis- related to Γs. This approach is adopted in Section 4.4.
cretised as Remaining singular terms are calculated through an appro-
ðÞðxI Þ ¼ ðÞs ðxI Þ þ ðÞfar ðxI Þ I ¼ 1; 2; …; nc ð26Þ priate singular quadrature scheme such as the polar transforma-
tion technique detailed in [45].
where standard singular quadrature methods are applied to
compute ðÞs ðxI Þ and the black-box FMM is applied to compute
4.3. Decomposition of space: octree initialisation
ðÞfar ðxI Þ by recasting it into the form given by (1).
The first step is to construct the data structures which are
The final task is to outline the parameters that define an octree
required by the black-box FMM. This amounts to sets of source
subdivision of space and allow definitions of singular and far-field
points and charges corresponding to each of the operators defined
by (16), (17), (19) and (20). A set of source points fyJ gN s
is defined domains to be made. A bounding box of the domain is constructed
J¼1
~ ngp through the strong convex hull property of T-spline surfaces by
through a quadrature rule fξ ; w g as j j j¼1

X
n
yJ ¼ yJðe;jÞ ¼ Pea Rea ðξ~ j Þ e ¼ 1; 2; …; nel j ¼ 1; 2; …; ngp ð27Þ
a¼1

where Jðe; jÞ is a mapping from an element and gauss point index


to a global source point index. Similarly, a set of weights fwJ gN s
J¼1
comprised Jacobian determinants and quadrature weights is
defined through

wJ ¼ wJðe;jÞ ¼ j J e ðξ~ j Þj wj e ¼ 1; 2; …; nel j ¼ 1; 2; …; ngp : ð28Þ

To enable the use of the black-box fast multipole algorithm, ker-


nels for double-layer and single-layer potentials are defined as
yx 1
KDL ðx; yÞ ¼ K SL ðx; yÞ ¼ ð29Þ
j x  yj 3 j x  yj
with corresponding charge operators
1 1
σ DL ½y; f ðyÞ ¼  nðyÞf ðyÞ σ SL ½y; f ðyÞ ¼ f ðyÞ ð30Þ
4π 4π
where nðyÞ is the outward pointing normal and f ðyÞ represents a
given boundary function. Using (30) we define the following sets
of field-point and charge pairs
Q K;D ¼ fðyJ ; σ J Þ : yJ A Γ N ⧹Γ s ; σ J ¼ wJ σ DL ½yJ ; ϕðyJ Þg ð31Þ

Q K;N ¼ fðyJ ; σ J Þ : yJ A Γ D ⧹Γ s ; σ J ¼ wJ σ SL ½yJ ; ∂ϕðyJ Þ=∂ng ð32Þ

Q f ;D ¼ fðyJ ; σ J Þ : yJ A Γ D ⧹Γ s ; σ J ¼ wJ σ DL ½yJ ; g D ðyÞg ð33Þ

Q f ;N ¼ fðyJ ; σ J Þ : yJ A Γ N ⧹Γ s ; σ J ¼ wJ σ SL ½yJ ; g N ðyÞg ð34Þ

which allow the required far-field expressions to be written as


X
Lfar
D ðx I Þ  KDL ðxI ; yJ Þσ J ð35Þ
ðyJ ;σ J Þ A Q K;D

X
Lfar
N ðx I Þ  K SL ðxI ; yJ Þσ J ð36Þ
ðyJ ;σ J Þ A Q K;N

X
KDL ðxI ; yJ Þσ J
far
f D ðxI Þ  ð37Þ
ðyJ ;σ J Þ A Q f ;D

X
K SL ðxI ; yJ Þσ J
far
f N ðxI Þ  ð38Þ
ðyJ ;σ J Þ A Q f ;N

I ¼ 1; 2; …; Nf :

A schematic illustration of the sets Q K;N and Q K;D is given in Fig. 3.


We note that the use expressions (35) to (38) retain the benefits of
an isogeometric formulation of exact CAD geometry and high-
order (T-spline) basis functions. Fig. 5. Basic algorithm of the present black-box fast multipole solver.
174 R.N. Simpson, Z. Liu / Engineering Analysis with Boundary Elements 66 (2016) 168–182

first defining defined by the nearest neighbours of the cell that contains xI . This
is illustrated graphically in Fig. 4. Assuming uniform octree sub-
ximin ≔minðxiA Þ ximax ≔maxðxiA Þ ð39Þ
A A division, this is implemented practically as
$ pffiffiffi %
and lnð 3=hmax Þ
m¼ ð41Þ
Δi ¼ j ximax  ximin j si ¼ 12 ðximax þ ximin Þ ð40Þ ln 2

allowing an approximate bounding box to be expressed as with the normalised maximum element length hmax given by
 3i ¼ 1 ½ximin ; ximax  with maximum edge length L ¼ maxðΔ Þ and
i
hmax ¼ maxðdiamðΓ e ÞÞ=L: ð42Þ
centre s ¼ ðs ; s ; s Þ. We define the cube bounding box as ΩD ¼
1 2 3 e
 3i ¼ 1 ½si  L=2; si þ L=2.
We determine the number of octree subdivisions required by
keeping in mind quadrature routines for singular integrals. 4.4. Algorithm
Adopting the notation of Section 2, an octree with m þ1 levels and
uniform refinement is assumed with the set of cells in each level The basic algorithm for the present fast multipole imple-
defined by Y k , k ¼ 0; 1; 2; …; m. A cell at level k is denoted by c A Y k mentation is outlined in Fig. 5. The specific details of how the
with domain ΩðcÞ. The near neighbour list of c is written as NNðcÞ operator LðxÞ is constructed through the black-box FMM are
with domain ΩNN ðcÞ ¼ ⋃a Ω ðca Þ 8 ca A NNðcÞ. detailed in Algorithm 1 with the associated correction of singular
The set of element indices containing a collocation point xI is terms detailed in Algorithm 2. The functions evalDLSingular() and
written as EðxI Þ ¼ fe : xI A Γ e g which define a subset of the evalSLSingular() in Algorithm 2 refer to singular quadrature rou-
boundary Γ s ðxI Þ ¼ ⋃e A EðxI Þ Γ e . In future, we commonly drop the tines that compute integrals of the double-layer and single-layer
function argument xI from Γs and E where it is implied by its potential respectively. Standard transformation techniques such as
context. Defining the bounding box of Γs as ΩðΓ s Þ, the criteria for the Duffy transformation [16] or a polar-coordinate transformation
terminating subdivision can now be stated as: working at the [45] can be used to implement these functions.
lowest octree level m, for every xI A ΩðcÞ where c A Y m , it must be The black-box FMM code used for far-field computations in the
true that ΩðΓ s Þ D ΩNN ðcÞ. That is, the bounding box of all boundary present study can be found at https://bitbucket.org/rns/bbfmm3d/
elements containing the point xI must be a subset of the domain which includes examples of its usage.

Algorithm  1. Fast multipole approximation of operator LðxI Þ from updated solution fϕg.

ΓN, ΓD, ϕ ¼ ½ϕD j ϕN T , fxI gNI ¼ 1 , fPA gnA ¼ 1 , fRJ ðyÞgnJ ¼ 1 , fR^ J ðyÞgJ ¼ 1 fΓ e gne ¼ 1 , fðξ~ j ; wj Þgj ¼ 1
f cp
nn ngp
Input: d el

Output: FMM approximation of LðxI Þ


e’0;
while e onel do

 j’0;

 while jo n do
 gp

 Pn
  yJðe;jÞ ’ a ¼ 1 Pea Rea ðξ~ j Þ


  wJðe;jÞ ’j J e ðξ~ j Þj wj ;


  if Γ e A Γ N then


 // Compute double  layer points and charges

   ϕðy Þ’ Pn a;e e ~
 J a ¼ 1 ϕD Ra ðξ j Þ;

   σ ’w σ DL ½y ; ϕðy Þ;
 J J J J

   Q K;D :insertððy ; σ ÞÞ;
 J J

  else

 // Compute single  layer points and charges


   ∂ϕðy Þ=∂n’ Pn a;e ^ e ~
 J a ¼ 1 ϕN R a ðξ j Þ;

   σ J ’wJ σ SL ½y ; ∂ϕðy Þ=∂n;
 J J
   K;N
   Q :insertððy ; σ J ÞÞ;
 J

  end


  j’j þ 1


 end


 e’e þ 1

 end
P
//Black-box algorithm of [18] LD ðxI Þ’ KDL ðxI ; yJ Þσ J ;
ðyJ ;σ J Þ A Q K;D
P
LN ðxI Þ’ K ðxI ; yJ Þσ J ;
SL

ðyJ ;σ J Þ A Q K;N

LðxI Þ’LD ðxI Þ þ LN ðxI Þ


R.N. Simpson, Z. Liu / Engineering Analysis with Boundary Elements 66 (2016) 168–182 175

Algorithm  2. Correction of singular terms for operator LðxI Þ.


N
Input: Q K;D , Q K;N , ϕ ¼ ½ϕD j ϕN T , fxI gI ¼f 1 , LðxI Þ, fΓ e ge el¼ 1
n

Output: LðxI Þ
I’0;
while I oN f do

 foreach Γ e A Γ s ðxI Þ do


  if Γ e A Γ N then

 P
   LðxI Þ’LðxI Þ 
 KDL ðxI ; yJ Þσ J ;
ðyJ ; J Þ A Q K;D
σ
 Γ yJ A s

 n
   LðxI Þ’LðxI Þ þ evalDLSingularðxI ; Γ e ; fϕa;e
D ga ¼ 1 Þ;


  else
 P

   LðxI Þ’LðxI Þ  K SL ðxI ; yJ Þσ J ;
ðyJ ; J Þ A Q K;N
σ
 Γ yJ A s

 a;e n
   LðxI Þ’LðxI Þ þ evalSLSingularðxI ; Γ e ; fϕN ga ¼ 1 Þ;


 end

 end


(a) Mesh 0: 144 control points and 16 T-spline elements.  I’I þ 1;

5. Numerical examples

5.1. Torus example.

To illustrate the asymptotic behaviour of the present black-box


fast multipole implementation we solve Laplace's equation
imposed over a torus geometry with outer radius ro ¼2 and inner
radius ri ¼1. We evaluate both solution runtimes and memory
consumption through successive levels of uniform h-refinement
(knot insertion) making use of bivariate T-spline basis functions of
degree p ¼ ðp1 ; p2 Þ ¼ ð3; 3Þ to discretise both the geometry and
boundary fields during analysis. We note that the T-spline torus
geometry discretisation is equivalent to a NURBS discretisation.
Singular integrals are evaluated through a polar integral transfor-
mation and a regularisation procedure as outlined in [45]. A ðp1 þ
1Þ  ðp2 þ 1Þ Gauss–Legendre quadrature rule is used to evaluate all
(b) Mesh 5: 18,496 control points and 16,384 T-spline elements numerical integrals. Dirichlet boundary conditions of ϕðxÞ ¼ x are
(control points omitted for clarity). imposed over the entire boundary by performing an L2 projection
onto the T-spline basis. The solution to this problem is given by
Fig. 6. Torus T-spline geometry discretisations.
q ¼ ∂ϕðxÞ=∂n ¼ nx .

Fig. 7. Octree subdivision for mesh 5 with numerical flux solution for black-box solver. (a) Top view. (b) Front view.
176 R.N. Simpson, Z. Liu / Engineering Analysis with Boundary Elements 66 (2016) 168–182

Table 1
T-spline torus problem with cubic basis: solver runtime, memory usage and relative errors.
   
Mesh Dof Runtime (s) Memory (MB) q  qh  q  qh 
  L2   1
q q
L2 1

FMM LU FMM LU FMM LU FMM LU

0 144 9 10 130 150 2.356E 3 7.909E  2 5.890E  3 1.349E  1


1 256 19 25 213 256 1.429E  3 4.637E  2 3.709E 3 1.024E 1
2 576 42 125 442 639 1.785E  3 2.552E  2 5.711E  3 8.999E  2
3 1600 126 1061 1163 1835 1.492E  3 1.492E  2 1.137E  2 7.929E  2
4 5184 420 13,485 3604 6308 2.087E  3 9.528E  3 1.943E  2 8.833E 2
5 18,496 1638 180,533 11,158 23,900 2.928E  3 6.599E  3 4.728E  2 9.102E  2

Fig. 8. Comparison of runtimes for the accelerated black-box approach and a direct
solver applied to a Laplace problem posed over cubic T-spline torus discretisations.

Table 2
Typical farfield and nearfield computation times corresponding to each torus
discretisation.

Mesh Dof Typical farfield (s) Typical nearfield (s) Nearfield/farfield

0 144 4.989E  3 1.687E  1 33.8


1 256 2.429E  2 3.294E  1 13.6
2 576 9.587E  2 6.037E  1 6.3
3 1600 3.821E  1 1.570 4.1
4 5184 1.462 4.866 3.3
5 18,496 7.176 18.110 2.5

kq  qh k1
Fig. 10. Torus study: pointwise error kqk1 obtained using the present black-box
FMM solver.

We compare the accelerated black-box approach against a


direct solver approach in which an LU solver is employed [27].
Both solvers make use of the same quadrature rule as noted above
with far-field terms in the black-box FMM computed with a tol-
erance of ε ¼ 10  5 and Chebyshev interpolation with nch ¼ 5. We
choose these parameters since they strike a compromise between
accuracy and solution runtimes as illustrated in the parameter
study in Appendix B. A GMRES iterative solver was adopted for the
black-box approach with a solver tolerance of 10  5 prescribed. We
note that no adaptive quadrature is used in the direct solver case.
All simulations were performed on a 2.4 GHz quadcore processor
allowing for a maximum of 8 parallel threads due to hyper-
threading. In both solvers the assembly process was parallelised by
Fig. 9. Comparison of memory usage for the accelerated black-box approach and a
direct solver applied to a Laplace problem posed over cubic T-spline torus dividing collocation points into an appropriate number of
discretisation. work units.
R.N. Simpson, Z. Liu / Engineering Analysis with Boundary Elements 66 (2016) 168–182 177

Fig. 12. Closeup images of the T-spline model shown in Fig. 11a.

runtimes for both solvers are plotted in Fig. 8 in which the O ðNÞ
behaviour of the black-box solver is demonstrated and runtimes
are consistently lower than the LU solver for all meshes. An O ðN 2 Þ
asymptotic behaviour is observed for the LU solver indicating
matrix assembly dominates solution runtime. For higher degrees
of freedom this is expected to behave as O ðN 3 Þ when LU factor-
isation dominates runtime. Additionally, representative times for
far-field and near-field computations are given for each of the
torus discretisations in Table 2 where it is observed that near-field
computations dominate in all cases, becoming less dominant for
finer meshes. Speeding up near-field computations is therefore a
prime candidate for future speed improvements to the present
approach.
Fig. 9 plots the memory consumption for each solver where it
can be seen that the direct solver consistently requires more
Fig. 11. T-spline models used to perform integrated design and analysis with the memory, albeit relatively similar in magnitude to the black-box
present black-box FMM solver. solver. Both solvers exhibit OðNÞ behaviour but it is expected that
for very large degrees of freedom, the OðN 2 Þ storage requirements
of the direct solver will dominate. In all the examples considered
Figs. 6a and b illustrate the coarsest and finest meshes in the present study the dominant source of memory usage is the
respectively with the generated octree and boundary solution for use of cache algorithms that store data such as Bernstein basis
the finest discretisation shown in Fig. 7. Results of runtime, rela- function values, normal components and physical coordinates
tive L2 error, maximum pointwise error and memory usage are corresponding to quadrature points. Such algorithms provide
tabulated in Table 1. To illustrate asymptotic behaviour, solution substantial speed benefits, but further work on how to efficiently
178 R.N. Simpson, Z. Liu / Engineering Analysis with Boundary Elements 66 (2016) 168–182

Table 3
Summary of discretisations, solver performance and error magnitudes for probe and molecule models.
   
Model Dof T-spline elements Bézier elements Runtime (s) Memory (MB) q  qh  q  qh 
  L2   1
q q
L2 1

Probe 8126 6576 11,034 2317 10,846 2.993E  03 1.960E  01


Molecule 14,820 14,880 51,600 3782 15,206 5.266E  03 4.552E  02

Fig. 13. Front and top views of probe flux solution with its associated octree
discretisation.

store such data while minimising memory usage is the subject of


future research.
Inspection of the relative L2 error and maximum pointwise
error for each torus discretisation in Table 1 reveals that the black-
box FMM approximation is capable of delivering higher accuracies in
Fig. 14. Closeup views of T-spline molecular model shown in Fig. 11b.
faster runtimes compared to standard quadrature schemes with a
direct solver. It is noted, however, that a slight increase in relative
pointwise error for the coarsest and finest mesh and clearly
errors is seen for the finest discretisations (meshes 4 and 5). This
demonstrates that regions of maximum pointwise error are loca-
can be explained by inspecting Fig. 10 which illustrates the ted at points of C0 continuity (patch boundaries) attributable to
R.N. Simpson, Z. Liu / Engineering Analysis with Boundary Elements 66 (2016) 168–182 179

Fig. 16. Pointwise error of flux solution over molecule T-spline model.

Fig. 15. Molecular T-spline model flux solution and octree discretisation. numerical solution and octree discretisation for this particular
discretisation is illustrated in Figs. 13a and b.
The second example considered is shown in Fig. 11b which is
intended to illustrate the use of the present approach for mole-
quadrature error in nearly singular integrals. Further comments on
cular electrostatic computations that are commonplace in com-
quadrature error will be made in Section 5.2.
putational chemistry (e.g. [54]). As before, the model was gener-
ated in Rhinos using T-splines and decomposed into a set of
5.2. Integration of CAD and accelerated BE analysis 51,600 Bézier elements using the IGA plugin of [44]. A closeup of
the control grid is shown in Fig. 14a with the associated Bézier
One of the fundamental goals of the present study is to mesh shown in Fig. 14b. To mimic boundary conditions commonly
demonstrate acceleration algorithms for analysis of models gen- found in molecular electrostatic applications, Dirichlet boundary
erated directly from CAD software. We demonstrate this through conditions were applied corresponding to a set of point charges at
two T-spline models generated in Rhinos as illustrated in Figs. 11a ncg
coordinates fxi gi ¼ 1 as detailed in Appendix C. APboundary
potential function was then specified as ϕðxÞ ¼ i ¼
and b, both discretised using cubic T-splines and which cannot be ncg 1
1 j x  xi j
solved using a direct LU solver with the present hardware. The applied using an L2 projection. The flux solution to this problem is
Pncg
model in Fig. 11a represents a probe that is used for measuring given by ∂ϕðxÞ=∂n ¼ i ¼ 1 ∇ϕ n with ∇ϕ ¼ ð  x;  y;  zÞ.
acoustic pressure discretised with 6576 T-spline elements (faces) For this particular model the black-box FMM solver generated a
and 8126 control points. Closeup images of the probe are shown in solution in 3782 s (63 min 2 s) with a relative L2 error of
Figs. 12a and b which illustrate T-spline elements and Bézier ele- 5:266  10  3 . The generated flux solution is shown in Fig. 15a with
ments respectively. The model exhibits C0 surfaces that lead to a the associated octree discretisation used for far-field computations
discontinuous flux solution that necessitates a discontinuous dis- shown in Fig. 15b. Inspection of pointwise errors as shown in Fig. 16
cretisation. Identical boundary conditions as prescribed for the reveals that maximum errors are concentrated around extra-
torus problem in Section 5.1 were prescribed. As detailed in ordinary points which is attributable to errors in the present
Table 3, the black-box FMM solver generated a solution in 2317 s numerical quadrature scheme. To address this, the use of a self-
(38 min 37 s) with a relative L2 error of 2:993  10  3 . The adaptive nested quadrature scheme which performs integration to a
180 R.N. Simpson, Z. Liu / Engineering Analysis with Boundary Elements 66 (2016) 168–182

specified tolerance will be the subject of a future publication. But Appendix A. Boundary integral operators
we note that even with the basic quadrature scheme adopted in the
present study the maximum pointwise error is localised around The boundary integral operators defined by (17), (19) and (20)
extraordinary points with other regions exhibiting pointwise errors are decomposed into singular and far field components as follows:
orders of magnitude less than this maximum value. LN ðxÞ ¼ LsN ðxÞ þ Lfar
N ðxÞ ðA:1Þ
Both of these studies have demonstrated that accelerated BE
analysis can be performed directly on CAD data using a black-box s
f D ðxÞ ¼ f D ðxÞ þ f D ðxÞ
far
ðA:2Þ
FMM algorithm using T-splines as a common basis for geometry
and analysis. In this way we make a contribution to the ultimate s
f N ðxÞ ¼ f N ðxÞ þ f N ðxÞ
far
ðA:3Þ
goal of fully-integrated design and analysis software for efficient
engineering workflows. where
Z
∂ϕðyÞ
LsN ðxÞ ¼ Gðx; yÞ dΓ ðyÞ ðA:4Þ
ΓD \ Γs ∂n
Z
6. Conclusion ∂ϕðyÞ
Lfar
N ðxÞ ¼ Gðx; yÞ dΓ ðyÞ ðA:5Þ
Γ D ⧹Γ s ∂n
This paper outlines a method to incorporate a black-box fast
Z
multipole method within an isogeometric boundary element ∂Gðx; yÞ
g D ðyÞ dΓ ðyÞ
s
f D ðxÞ ¼ ðA:6Þ
method for accelerated and reduced memory computations. This is ΓD \ Γs ∂n
achieved by decomposing boundary integral operators into sin- Z
∂Gðx; yÞ
gular and far-field terms in which singular terms are computed g D ðyÞ dΓ ðyÞ
far
f D ðxÞ ¼ ðA:7Þ
through conventional singular quadrature routines and far-field Γ D ⧹Γ s ∂n
terms are approximated through the black-box fast multipole Z
Gðx; yÞg N ðyÞ dΓ ðyÞ
s
method by recasting integral operators as summations of point f N ðxÞ ¼ ðA:8Þ
ΓN \ Γs
charge interactions. We demonstrate the behaviour of the accel-
erated approach for three-dimensional potential problems in Z
Gðx; yÞg N ðyÞ dΓ ðyÞ 8xAΓ
far
f N ðxÞ ¼ ðA:9Þ
which T-splines are used as a basis for geometry and analysis. The Γ N ⧹Γ s
approach exhibits OðNÞ asymptotic behaviour with savings
demonstrated in both solver runtime and memory consumption
over a conventional direct solver. Additionally, the ability to handle
Appendix B. Black box fast multipole method parameter study
geometries of arbitrary complexity is demonstrated.
The present study is focused on potential problems but the
To justify the use of the black-box FMM parameters used in the
method can be easily extended to other kernels that govern
present work a parameter study was conducted to assess the effect
applications such as elasticity, Stokes flow and medium-frequency on the accuracy of the boundary solution. The two pertinent
Helmholtz problems. We believe that the black-box acceleration parameters that were studied include the number of Chebyshev
method introduced in this work is a suitable candidate for nodes nch used for interpolation in the black-box far-field
industrial integrated design and analysis software and provides a approximation and the precision ϵ used to truncate terms during
stepping stone towards industrial isogeometric boundary element Singular Value Decomposition. The study was performed using the
software. torus geometry shown in Section 5.1 with 2048 degrees of

Table B1
Black box parameter study: number of Chebyshev nodes.
   
Solver runtime (s) nch ϵ q qh  q  qh  Typical farfield (s) Typical nearfield (s) Nearfield/ farfield GMRES iterations
  L2   1
q q
L2
1

169 2 1.000E  5 2.543E  1 9.821E  1 0.664 1.611 2.426 11


161 3 1.000E  5 4.493E  2 3.608E  1 0.673 1.626 2.415 9
157 4 1.000E  5 4.562E  3 3.040E  2 0.701 1.631 2.328 7
157 5 1.000E  5 1.209E  3 5.157E  3 0.743 1.615 2.174 6
157 6 1.000E  5 7.629E  4 2.049E  3 0.789 1.626 2.061 6
159 7 1.000E  5 7.558E  4 2.098E  3 0.804 1.620 2.014 6

Table B2
Black box parameter study: SVD precision.
   
Solver runtime (s) nch ϵ q  q 
h
q  q  Typical farfield (s) Typical nearfield (s) Nearfield/farfield GMRES iterations
  L2  h 1
q q
L2 1

175 5 1.000E  1 9.487E  1 3.444 0.694 1.640 2.363 13


163 5 1.000E  2 9.563E  2 2.799E  1 0.723 1.618 2.239 10
158 5 1.000E  3 7.770E 3 3.385E  2 0.696 1.616 2.321 8
158 5 1.000E  4 1.404E  3 6.454E  3 0.710 1.626 2.291 7
157 5 1.000E  5 1.209E  3 5.157E  3 0.743 1.615 2.174 6
156 5 1.000E  6 1.208E  3 5.204E  3 0.780 1.626 2.086 6
160 5 1.000E  7 1.208E  3 5.205E  03 0.835 1.634 1.956 6
R.N. Simpson, Z. Liu / Engineering Analysis with Boundary Elements 66 (2016) 168–182 181

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