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Optimal Transport for Adaptive Mesh Generation

MRes Thesis Project Imperial College London & University of Reading
Author: Joshua Prettyman
Supervisors: Hilary Weller & Phil Browne (Department of Meteorology, University of Reading)


Overview

This project develops numerical methods for adaptive mesh generation using solutions to the Monge-Ampere equation from optimal transport theory. The work is motivated by challenges in computational meteorology, where adaptive meshes can dramatically improve efficiency by concentrating computational resources where they are most needed.

Traditional uniform grids waste computational power in regions with smooth solutions while potentially failing to resolve important small-scale features. This research explores r-adaptive methods (mesh redistribution) that move existing mesh points to achieve better resolution without changing the mesh topology.

Centroidal Voronoi Tessellation

Left: Random points distributed according to a density function. Right: Optimized mesh after applying Lloyd's algorithm, demonstrating the principle of adaptive mesh concentration.

Key Contributions

Novel Alternative Linearisation (AL) Method

The main contribution of this thesis is the development of a new Alternative Linearisation (AL) method for solving the Monge-Ampere equation that:

  • Requires no tuning parameters - Unlike existing Fixed-Point (FP) and Parabolic Monge-Ampere (PMA) methods which require careful selection of a relaxation parameter gamma
  • Provides stable convergence across different monitor functions without adjustment
  • Achieves comparable or better performance than existing methods

Comparative Analysis

The thesis provides a systematic comparison of three numerical approaches:

Method Relaxation Parameter Stability Speed
PMA (Parabolic Monge-Ampere) Required (gamma) Good with tuning Moderate
FP (Fixed-Point) Required (gamma) Sensitive to monitor function Fast when stable
AL (Alternative Linearisation) Not required Robust Consistent

Mathematical Framework

The mesh redistribution problem seeks a map F: Omega_C -> Omega_P that transforms a uniform computational mesh into one that equidistributes a monitor function M(x):

M(x) |I + H(phi)| = c  (constant)

where H(phi) is the Hessian of the mesh potential. This is the Monge-Ampere equation - a fully nonlinear elliptic PDE.

The AL method introduces a novel linearisation:

|I + H(phi)| = |I + H(phi_bar)| + |H(psi)| + div(A * grad(psi))

where A is a matrix dependent on the previous iterate, avoiding the large nonlinear terms that can destabilize other methods.

Project Structure

MRes/
├── Thesis/
│   ├── thesis.tex          # Main LaTeX source
│   ├── thesis.pdf          # Compiled thesis
│   ├── thesis.bib          # Bibliography
│   └── images/             # Figures and visualizations
│       ├── Bell/           # Bell-shaped monitor function results
│       ├── Ring/           # Ring-shaped monitor function results
│       └── *.pdf           # Analysis plots
├── Code/
│   ├── contour.py          # Monitor function visualization
│   ├── residplot.py        # Residual and convergence analysis
│   └── plots/              # Generated figures
│       ├── Final_lot/      # Final experimental results
│       └── python/         # Analysis plots
├── CourseNotes/            # Supporting course materials
│   ├── VectorCalculus/
│   ├── DynamicalSystems/
│   └── AdvancedPDEs/
└── Presentation/           # Project presentation slides

Results

The experiments use two test monitor functions:

  • Ring function: Concentrates mesh points in a ring around the origin
  • Bell function: Concentrates mesh points at the center (more challenging)

CPU Time Comparison

CPU time comparison showing how convergence speed varies with the relaxation parameter (gamma) across different methods. Lower gamma values are faster but risk instability.

Key findings:

  1. The AL method converges in ~50 iterations for both monitor functions without parameter tuning
  2. FP method fails on the bell function without careful gamma selection
  3. PMA method requires different gamma values for different monitor functions
  4. The 1/d power law (where d is dimension) significantly improves stability

Applications

This work has applications in:

  • Numerical Weather Prediction - Resolving weather fronts and convective systems
  • Climate Modeling - Adaptive resolution for multi-scale phenomena
  • Computational Fluid Dynamics - Tracking shocks and boundary layers
  • Astrophysics - Resolving gravitational collapse and accretion

Requirements

The implementation uses:

  • OpenFOAM (finite volume discretization)
  • Python (NumPy, Matplotlib, SciPy) for analysis and visualization

References

Key references from the thesis:

  • Budd, C.J., Cullen, M.J.P., Walsh, E.J. (2013). Monge-Ampere based moving mesh methods for numerical weather prediction
  • Browne, P.A., Budd, C.J., Piccolo, C., Cullen, M. (2014). Fast three dimensional r-adaptive mesh redistribution
  • Weller, H., Browne, P., Budd, C., Cullen, M. (2015). Mesh adaptation on the sphere using optimal transport

License

This thesis and associated code were produced as part of the Mathematics of Planet Earth CDT programme.


Thesis submitted September 2015 as part of the requirements for the MRes in Mathematics of Planet Earth

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