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Efficient Methods for Homogenization of Random Heterogeneous Materials Yufeng Nie Department of Applied Mathematics Northwestern Polytechnical University Department of Applied Mathematics Northwestern Polytechnical University [email protected] Joint with Yatao Wu, Junzhi Cui Workshop on Modeling and Simulation of Interface-related Problems Institute for Mathematical Sciences :: National University of Singapore

Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

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Page 1: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Efficient Methods for Homogenization of Random Heterogeneous Materials

Yufeng NieDepartment of Applied Mathematics

Northwestern Polytechnical University

Department of Applied MathematicsNorthwestern Polytechnical University

[email protected]

Joint with Yatao Wu, Junzhi Cui

Workshop on Modeling and Simulation of Interface-related ProblemsInstitute for Mathematical Sciences :: National University of Singapore

Page 2: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Background information

Improving convergence rate with Richardson extrapolation

Robin boundary condition for high-contrast materials

Contents

Methods for Homogenization of RHMs

Robin boundary condition for high-contrast materials

Conclusions

2

Page 3: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Background information

Improving convergence rate with Richardson extrapolation

Robin boundary condition for high-contrast materials

Contents

Methods for Homogenization of RHMs

Robin boundary condition for high-contrast materials

Conclusions

3

Page 4: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Multiscale problem

Many practical problems have multiple-scale feature.

Composite materials

Porous media

Methods for Homogenization of RHMs

(a) Macroscopic domain

(b) Composites at the microscale

(c) Porous media at the microscale

4

Page 5: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Multiscale problem

BVP with random rapidly oscillating coefficients

, ,

,

da x u x f x D

u x g x D

in

on

Methods for Homogenization of RHMs 5

Page 6: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Multiscale problem

Methods for Homogenization of RHMs 6

Macroscopic behavior of the heterogeneous material may

be approximated by that of a fictitious homogeneous one.

Page 7: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Multiscale problem

Typical multiscale methods for the BVP

Asymptotic homogenization method (Lions 1978)

Variational multiscale method (Hughes 1995)

Methods for Homogenization of RHMs 7

Multiscale finite element method (Hou & Efendiev 1997)

Heterogeneous multiscale method (E & Engquist 2003)

Page 8: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Multiscale problem

Homogenized BVP

,

da u x f x D

u x g x D

0

0

in

on

Methods for Homogenization of RHMs 8

Page 9: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Homogenization

Methods for Homogenization of RHMs 9

, , 0 0,ind

La y u y Y L

Page 10: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Homogenization

Auxiliary problem in volume element

Dirichlet boundary condition (DBC)

, , 0 La y u y Y in

Methods for Homogenization of RHMs 10

Dirichlet boundary condition (DBC)

Neumann boundary condition (NBC)

, , 1, ,i Lu y y Y i d on

, , , 1, ,i La y u y n n Y i d on

Page 11: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Homogenization

Determine effective coefficients

Create microstructure

Solve boundary value problems

Compute relevant volume averages

Methods for Homogenization of RHMs

Figure: The main procedure of multiscale method for random heterogeneous materials

11

Homogenization

Simulations in the macro-scale

Localization

Determine effective coefficients in microstructures of different

sizesCalculate effective coefficients

Repeat above procedure in different realizations, get ensemble average

Page 12: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Background information

Improving convergence rate with Richardson extrapolation

Robin boundary condition for high-contrast materials

Contents

Methods for Homogenization of RHMs

Robin boundary condition for high-contrast materials

Conclusions

12

Page 13: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Motivation

Methods for Homogenization of RHMs 13

Page 14: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Motivation

Sufficiently large volume elements are always needed,

which is time-consuming and high-demanding for computer

memory.

Methods for Homogenization of RHMs 14

Page 15: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Method

Dirichlet boundary condition

It satisfies

, , 1, ,i Lu y y Y i d on

Methods for Homogenization of RHMs

Approximate effective coefficients are calculated by

15

Page 16: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Method

Neumann boundary condition

It satisfies

, , , 1, ,i La y u y n n Y i d on

Methods for Homogenization of RHMs

Approximate effective coefficients are calculated by

16

Page 17: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Method

Theorem (Wu, Nie, Yang 2014)

Methods for Homogenization of RHMs 17

Page 18: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Method

Assume the first-order convergence rates of DBC and NBC approximations are satisfied, then we have

Since

,

1 1, 1whereBC La a C O

L L

Methods for Homogenization of RHMs

We get Richardson extrapolation sequence

18

Since

,2

1 1

2 2BC La a C O

L L

, ,2 ,

12BC L BC L BC LR a a a a O

L

Page 19: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Method

Determine effective coefficients

Create microstructure

Solve boundary value problems

Compute relevant volume averages

Richardson extrapolation

Methods for Homogenization of RHMs

Figure: The main procedure of multiscale method combined with Richardson extrapolation technique

19

Homogenization

Simulations in the macro-scale

Localization

Determine effective coefficients in microstructures of different

sizesCalculate effective coefficients

Repeat above procedure in different realizations, get ensemble average

Page 20: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Numerics

Microstructure (RMDF) random morphology description function,

proposed by Vel et al. in 2010. Closely resemble actual micrographs manufactured by

techniques including plasma spraying and powder processing.

Methods for Homogenization of RHMs 20

processing.

(a) Microstructures generated by computer with different volume fractions of Al

(b) Actual Al/Al2O3

micrographs

Page 21: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Numerics

ExampleWe predict effective thermal conductivity of actual Al/Al2O3

with different volume fractions of Al.

Methods for Homogenization of RHMs 21

Figure: Microstructures with different sizes

Page 22: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Numerics

Material Al Al2O3

k (W/mK) 233.0 30.0

Table: Properties of constituent materials

Methods for Homogenization of RHMs 22

VAl (%) 10 30 50 70 90

DBC 1.08 0.93 0.95 0.99 1.04

NBC 1.02 0.99 0.82 0.95 0.98

Table: Convergence rates of approximate effective coefficients

Page 23: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Numerics

Methods for Homogenization of RHMs 23

Figure: Comparison of approximate effective coefficients by homogenizationand extrapolation with increasing volume element size

(a) VAl=30 % (b) VAl=70 %

Page 24: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Numerics

Methods for Homogenization of RHMs 24

Figure: Comparison of Homogenization, Extrapolation and Variational bounds(Voigt-Reuss bounds and Hashin-Shtrikman bounds)

Page 25: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Numerics

Methods for Homogenization of RHMs 25

Figure: Comparison of Homogenization, Extrapolation and Variational bounds (Voigt-Reuss bounds and Hashin-Shtrikman bounds)

Page 26: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Numerics

Methods for Homogenization of RHMs 26

Figure: Comparison of Homogenization, Extrapolation and Variational bounds (Voigt-Reuss bounds and Hashin-Shtrikman bounds)

Page 27: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Numerics

Methods for Homogenization of RHMs 27

Figure: Comparison of Homogenization, Extrapolation and Variational bounds(Voigt-Reuss bounds and Hashin-Shtrikman bounds)

Page 28: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Numerics

Methods for Homogenization of RHMs 28

Figure: Comparison of Homogenization, Extrapolation and Variational bounds(Voigt-Reuss bounds and Hashin-Shtrikman bounds)

Page 29: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Numerics

Example

We predict effective mechanical properties of actual Al/Al2O3

with different volume fractions of Al.

The contrast ratio between the elastic modulus of Al2O3 and Al

Methods for Homogenization of RHMs 29

is 5.6.

Table: Properties of constituent materials

Material Al Al2O3

E (GPa) 70 393

0.30 0.22

Page 30: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Numerics

Methods for Homogenization of RHMs 30

Figure: Comparison of Homogenization, Extrapolation and Variational bounds(Voigt-Reuss bounds and Hashin-Shtrikman bounds)

Page 31: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Numerics

Methods for Homogenization of RHMs 31

Figure: Comparison of Homogenization, Extrapolation and Variational bounds (Voigt-Reuss bounds and Hashin-Shtrikman bounds)

Page 32: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Numerics

Example

We predict effective mechanical properties of actual stainless

steel/epoxy with different volume fractions of stainless steel.

The contrast ratio between the elastic modulus of stainless

steel and epoxy is high (more than 100).

Methods for Homogenization of RHMs 32

steel and epoxy is high (more than 100).

Table: Properties of constituent materials

Material Stainless Steel (SS) Resin

E (GPa) 193.8 1.31

0.29 0.40

Page 33: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Numerics

Methods for Homogenization of RHMs 33

Figure: Comparison of Homogenization, Extrapolation and Variational bounds(Voigt-Reuss bounds and Hashin-Shtrikman bounds)

Page 34: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Numerics

Methods for Homogenization of RHMs 34

Figure: Comparison of Homogenization, Extrapolation and Variational bounds (Voigt-Reuss bonds and Hashin-Shtrikman bounds)

Page 35: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Background information

Improving convergence rate with Richardson extrapolation

Robin boundary condition for high-contrast materials

Contents

Methods for Homogenization of RHMs

Robin boundary condition for high-contrast materials

Conclusions

35

Page 36: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Motivation

Many random heterogeneous materials have a high

contrast of constituent properties.

a. Composite materials (e.g., CNT-reinforced polymers)

b. Porous media

Methods for Homogenization of RHMs

b. Porous media

The high contrast leads to very broad Dirichlet-Neumann

upper and lower bounds.

36

Page 37: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Motivation

Mixed Dirichlet-Neumann boundary condition (DNBC)

approximations lie within the Dirichlet-Neumann bounds. (Yue

2007)

1, i Lu y y Y on

Methods for Homogenization of RHMs 37

1

2, , 0i L

La y u y n Y on

Page 38: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Method

Methods for Homogenization of RHMs 38

Continuous properties

Figure: Volume elements with different sizes

Page 39: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Method

Robin boundary condition (RBC)

, , , i i La y u y n u y n y Y on

Methods for Homogenization of RHMs 39

Theorem (Convergence)

Page 40: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Method

Determine effective coefficients

Create microstructure

Solve boundary value problems

Compute relevant volume averages

Robin boundary condition

Methods for Homogenization of RHMs

Figure: The main procedure of multiscale method combined with Robin boundary condition

40

Homogenization

Simulations in the macro-scale

Localization

Determine effective coefficients in microstructures of different

sizesCalculate effective coefficients

Repeat above procedure in different realizations, get ensemble average

Page 41: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Numerics

Example

We consider effective coefficients of random checker-board

microstructures. Each unit cell is occupied by matrix material

or reinforcement material with probability p and 1-p,(0<p<1).

Here we set p=0.5.

Methods for Homogenization of RHMs 41

Here we set p=0.5.

Figure: Random checker-board microstructures with different sizes

(a) L=8 (b) L=16 (c) L=24

Page 42: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Numerics

For two-phase random heterogeneous materials,

has a high contrast, i.e.,

Methods for Homogenization of RHMs

Here, I is the identity matrix.

42

has a high contrast, i.e.,

Page 43: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Numerics

Methods for Homogenization of RHMs 43

(a) r = 10 (b) r = 100

Page 44: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Numerics

Methods for Homogenization of RHMs 44

Figure: Effect of adjusting factor in RBC on the accuracy of approximate effective coefficients

Page 45: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Numerics

Methods for Homogenization of RHMs 45

Figure: Approximate effective coefficients with different adjusting factor in RBC

(a) r = 10 (b) r = 100

Page 46: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

More Discussion

High contrast leads to large condition number of stiffness

matrix, which may reduce the numerical accuracy of

approximate effective coefficients.

We discuss the effect of condition number on the accuracy

Methods for Homogenization of RHMs 46

of approximate effective coefficients.

Auxiliary problem with DBC

, , 0

, , 1, ,

in

on

L

i L

a y u y Y

u y y Y i d

Page 47: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

More Discussion

Methods for Homogenization of RHMs 47

Figure: Effect of contrast ratio and mesh size on the condition number of stiffnessmatrix (constituent with high property in the center)

Page 48: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

More Discussion

Methods for Homogenization of RHMs 48

Figure: Effect of contrast ratio and mesh size on the condition number of stiffness

matrix (constituent with low property in the center)

Page 49: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

More Discussion

CGMICCG

M

244721168

29325

333061590

36629

431062076

44033

CGM218510 474 289075 612 363644 768

Methods for Homogenization of RHMs 49

Largest condition number is no more that 106, while double-precision floating-point system guarantees more than 15 significant digits of freedom.

Condition number has little effect on the accuracy of approximate effective coefficients.

CGMICCG

M

21851010325

47429

28907513517

61233

36364416902

76837

Page 50: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Background information

Improving convergence rate with Richardson extrapolation

Robin boundary condition for high-contrast materials

Contents

Methods for Homogenization of RHMs

Robin boundary condition for high-contrast materials

Conclusions

50

Page 51: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Conclusion

Richardson extrapolation is an effective technique for

predicting effective coefficients of random heterogeneous

materials.

Methods for Homogenization of RHMs

Since smaller volume elements are used, a lot of

computation time and computer memory could be saved.

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Page 52: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Conclusion

Robin boundary condition is proposed for predicting effective

coefficients of random heterogeneous materials.

It provides much better approximate effective coefficients

than other boundary conditions.

Methods for Homogenization of RHMs

than other boundary conditions.

It is more flexible than other boundary conditions because

of the adjusting factor.

It is more suitable for random heterogeneous materials

with high contrast.

52

Page 53: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Reference

1. Y.T. Wu, Y.F. Nie and Z.H. Yang, Prediction of effective properties for random heterogeneous materials with extrapolation, Archive of Applied Mechanics, 2014, 84(2): 247-261.

2. Y.T. Wu, J.Z. Cui, Y.F. Nie, et al., Predicting effective elastic moduli and strength of ternary blends with core-shell structure by second-order two-scale method, CMC-Computers, Materials & Continua, 2014, 42(3): 205-225.

3. Y.T. Wu, Y.F. Nie and Y. Zhang, A new boundary condition for homogenization of high-

Methods for Homogenization of RHMs

3. Y.T. Wu, Y.F. Nie and Y. Zhang, A new boundary condition for homogenization of high-contrast random heterogeneous materials, International Journal of Computer Mathematics,2016,93(12):2012-2027.

4. A. Bensoussan, J.L. Lions, and G. Papanicolaou, Asymptotic Analysis for Periodic Structures, Amsterdam: North-Holland Publishing Company, 1978.

5. T.J.R. Hughes, Multiscale phenomena: Green's functions, the Dirichlet-to-Neumann formulation, subgrid scale modles, bubbles and the origins of stabilized methods, Computer Methods in Applied Mechanics and Engineering, 1995, 127: 387-401.

6. T.Y. Hou and X.H. Wu, A multiscale finite element method for elliptic problems in composite materials and porous media, Journal of Computational Physics, 1997, 134(1): 169-189.

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Page 54: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Reference

7. W.N. E and B. Engquist, The heterogeneous multiscale methods, Communications in Mathematical Sciences, 2003, 1(1): 87-132.

8. A. Bourgeat and A. Piatnitski, Approximations of effective coefficients in stochastic homogenization, Annales De L Institut Henri Poincare-Probabilites Et Statistiques, 2004, 40(2): 153-165.

9. S.S. Vel and A.J. Goupee, Multiscale thermoelastic analysis of random heterogeneous materials i: Microstructure characterization and homogenization of material properties,

Methods for Homogenization of RHMs

materials i: Microstructure characterization and homogenization of material properties, Computational Materials Science, 2010, 48(1): 22-38.

10. R. Ewing, O. Iliev, R. Lazarov, et al., A simplified method for upscaling composite materials with high contrast of the conductivity, Siam Journal on Scientific Computing, 2009, 31(4): 2568-2586.

11. X.Y. Yue and W.N. E, The local microscale problem in the multiscale modeling of strongly heterogeneous media: Effect of boundary conditions and cell size, Journal of Computational Physics, 2007, 222(2): 556-572.

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Page 55: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages
Page 56: Efficient Methods for Homogenization of Random ... · Homogenization Determine effective coefficients Create microstructure Solve boundary value problems Compute relevant volume averages

Thank you for your attention !

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