On The Well-Posedness of The Linear Peridynamic Model and Its Convergence Towards The Navier Equation of Linear Elasticity
On The Well-Posedness of The Linear Peridynamic Model and Its Convergence Towards The Navier Equation of Linear Elasticity
Abstract. The non-local peridynamic theory describes the displacement field of a continuous
body by the initial-value problem for an integro-differential equation that does not include any spatial
derivative. The non-locality is determined by the so-called peridynamic horizon δ which is the radius
of interaction between material points taken into account.
Well-posedness and structural properties of the peridynamic equation of motion are established
for the linear case corresponding to small relative displacements. Moreover the limit behavior as
δ → 0 is studied.
Key words. linear elasticity, non-local theory, peridynamic equation, Navier equation
1. Introduction
The peridynamic model has been introduced in Silling [33] as a non-local elasticity
theory in integral form that avoids spatial derivatives. It essentially relies upon differ-
ences of the displacement of material points interacting within a prescribed horizon.
Here also lies the possible advantage as the evolution of discontinuities in the displace-
ment or the gradient of the displacement might be inherently described within the
peridynamic model. Typical applications are the autonomous propagation of cracks
of phase boundaries.
Non-local theories taking into account effects of long-range interactions in elastic
materials, and their application to problems of solid and fracture mechanics have
been studied for a long time, cf. the pioneering work by Kröner [24], Eringen [20]
and the references cited therein, the monographs by Kunin [25] and Rogula [32], and
more recently (without being exhaustive) Altan [1, 2], Bažant & Jirásek [5], Chen
et al. [13, 12], Lei et al. [27], Pisano & Fuschi [29], Polizzotto [30, 31], Wang &
Dhaliwal [40, 41].
Different aspects of the peridynamic model such as its theoretical substantiation,
its numerical approximation, and its application have been studied in Bobaru et al. [9,
10], Dayal & Bhattacharya [14], Emmrich & Weckner [16, 17, 18], Gerstle et al. [22,
23], Silling [34], Silling & Askari [36, 35], Silling & Bobaru [37], Silling et al. [38],
Weckner & Abeyaratne [42], Weckner & Emmrich [43].
Here, we establish new results on well-posedness and dissipativity for the linear
peridynamic model. This might be seen as a first step towards the analysis of the
nonlinear model that allows, in contrast to the linear case, also large displacements
as they occur, e.g. for cracks. Existence and uniqueness follow from interpreting
the equation of motion as an abstract ordinary differential equation with a bounded
operator in a Lebesgue space. The exact solution can be represented by Duhamel’s
principle from which then a priori estimates and stability follow. For deriving a
∗ Received: May 15, 2007; accepted (in revised version): August 29, 2007. Communicated by
Claude Le Bris.
† Technische Universität Berlin, Institut für Mathematik, Straße des 17. Juni 136, 10623 Berlin,
Germany ([email protected]).
‡ The Boeing Company, Mathematics & Engineering Analysis, P.O. Box 3707, MC 7L-21, Seattle,
in Lagrangian coordinates x, where ρ denotes the mass density that shall be bounded
away from zero with 1/ρ ∈ L∞ (V), u the displacement field of the body that occupies
the volume V ⊆ Rd (d ∈ {1,2,3}), f the pairwise force function that describes the in-
ternal forces, and b an inhomogeneity that collects all external forces per unit volume.
By T > 0, the time under consideration is denoted. The volume V is supposed to be
a bounded domain of class C 0,1 . Equ. (2.1) is supplemented by the initial conditions
where δ > 0 is the so-called peridynamic horizon of interaction. Here and in the
sequel, | · | denotes the Euclidean vector or spectral matrix norm. This cut-off in
the reference configuration becomes, however, rather questionable in the presence of
large deformations where it might be necessary to redefine the cut-off in the actual
or present configuration.
If the material is microelastic in the sense of Silling [34] then there exists a pairwise
micropotential w such that f (x, x̂,η) = ∇η w(x, x̂,η). In order to emphasise explicitly
the dependence on the dimension d and the horizon δ, we shall use in the following
the subscript d,δ. One of the simplest nonlinear models that has been suggested is
the proportional microelastic material model with
x̂ + û − x − u |x̂ + û − x − u| − |x̂ − x|
f d,δ (x, x̂, û − u) = cd,δ s , s := , (2.4)
|x̂ + û − x − u| |x̂ − x|
where s denotes the bond stretch that is the relative change of the length of a bond.
The constant of proportionality cd,δ is to be determined in such a way that the defor-
mation energy density of a homogeneous body under isotropic expansion arising from
the peridynamic model coincides with the energy density known from the classical
linear elasticity theory, i.e. η = s(x̂ − x) with some s > 0, and
1
Z
wd,δ (x, x̂,s(x̂ − x))dx̂ ≡ eel,d , (2.5)
2
B(x;δ)
where
9Ks2 12Ks2 9Ks2
eel,1 = , eel,2 = , eel,3 =
10 5 2
is the elastic energy density from the classical linear elasticity theory for the one-,
two-, and three-dimensional cases, respectively. Here, K = E/(3(1 − 2ν)) denotes the
bulk modulus, ν the Poisson ratio, and E the Young modulus. Moreover, we denote
by B(x;δ) ⊂ Rd the open ball of radius δ with respect to | · | and with center x ∈ Rd .
The peridynamic model as considered so far is restricted to the Poisson ratio ν = 1/4.
With ν = 1/4, one easily obtains (cf. Emmrich & Weckner [18])
18K 72K 18K
c1,δ = , c2,δ = , c3,δ = . (2.6)
5δ 2 5πδ 3 πδ 4
We should mention here that the pairwise force function of the proportional micro-
elastic material model fulfills the scaling property
with the stiffness tensor (or micromodulus function) C = C(x, x̂) and f0 denoting
forces in the reference configuration. Without loss of generality, we may assume
f0 ≡ 0, since otherwise f0 can be incorporated into the right-hand side b. In general,
the stiffness tensor C is neither definite nor dependent on the length |x̂ − x| only.
However, C has to be symmetric with respect to its arguments as well as with respect
to its tensor structure such that C(x̂,x) = C(x, x̂) and C(x, x̂)T = C(x, x̂). The cor-
responding micropotential is then given by w(x, x̂,η) = η · C(x, x̂) · η/2. In view of
(2.3), we shall require C(x̂,x) = 0 if |x̂ − x| ≥ δ.
The stiffness tensor can be shown to read as
for a linear microelastic material (cf. also Silling [33]). The measurable function
λd,δ : R+
0 → R with λd,δ (r) = 0 for r ≥ δ determines the specific material model and
depends on d and δ. Note that |C(x, x̂)| = |λd,δ (|x̂ − x|)||x̂ − x|2 .
The linear peridynamic equation of motion (2.1) now reads as
Z
ρ(x)∂t2 u(x,t) = λd,δ (|x̂ − x|)(x̂ − x) ⊗ (x̂ − x) · (u(x̂,t) − u(x,t)) dx̂ + b(x,t)
V∩B(x;δ)
A short calculation shows that Ld,δ v vanishes if v is a vector field such that
for some skew-symmetric matrix A ∈ Rd×d and some vector b ∈ R. For small displace-
ments as in the linear case, such a vector field can be seen as describing rigid body
motions. In the three-dimensional case, we have v(x) = a ∧ x + b for some a,b ∈ R3
(cf. also Temam & Miranville [39, Sect. 1.4] and Oleinik et al. [28]).
For the rest of the paper, let
Zδ Zδ
k+d+1 |·|
ℓk,d,δ := λd,δ (r)r dr , k = 0,1,2,... , ℓd,δ := |λd,δ (r)|rd+1 dr .
0 0
s2
Z
ξ · λd,δ (|ξ|)ξ ⊗ ξ · ξ dξ = eel,d ,
4
B(0;δ)
|·|
Theorem 2.2. If ℓd,δ < ∞ then there exists for every u0 , u̇0 ∈ L∞ (V)d , b ∈
L (0,T ;L (V) ) a unique mild solution u ∈ C 1 ([0,T ];L∞ (V)d ) to the initial-value
1 ∞ d
with
q
|·| |·|
Cd,δ = max(1,T,2T ℓd,δ σd )cosh T 2ℓd,δ σd . (2.13)
the family of operators Ld,δ : L∞ (V)d → L∞ (V)d may not be uniformly bounded as
δ → 0. Reasoning in the same way shows that also the stability constant Cd,δ from
(2.13) behaves badly as δ → 0. Furthermore, we can prove the following results.
|·|
Proposition 2.3. If ℓd,δ < ∞ then the integral operator Ld,δ defined by (2.8) is a
linear mapping in L2 (V)d with
|·|
kLd,δ kL(L2 (V)d ) ≤ 2ℓd,δ σd . (2.16)
856 WELL-POSEDNESS AND CONVERGENCE OF THE PERIDYNAMIC MODEL
where (Ld,δ v,v)L2 (V)d = 0 if and only if v is of type (2.9) or λd,δ vanishes identically.
Proof. We immediately find
Z
|·|
|(Ld,δ v)(x)| ≤ |λd,δ (|x̂ − x|)||x̂ − x|2 |v(x̂)|dx̂ + ℓd,δ σd |v(x)|.
V
Denoting the integral on the right-hand side by I(x), an application of the Cauchy-
Schwarz inequality yields
Z
|·|
|I(x)|2 ≤ ℓd,δ σd |λd,δ (|x̂ − x|)||x̂ − x|2 |v(x̂)|2 dx̂.
V
which symmetry and thus self-adjointness of Ld,δ : L2 (V)d → L2 (V)d implies. In the
case v = w, this also proves dissipativity if λd,δ is nonnegative. Applying [39, Propo-
sition 1.2] shows that (v(x̂) − v(x)) · (x̂ − x) vanishes identically if and only if v is of
type (2.9). This proves the last assertion.
By standard arguments for abstract differential equations with a linear bounded
operator and Duhamel’s principle (cf. e.g. Emmrich [19, Ch. 7]), we can prove the
following theorem.
|·|
Theorem 2.4. If ℓd,δ < ∞ then there exists for every u0 , u̇0 ∈ L2 (V)d , b ∈
L1 (0,T ;L2 (V)d ) a unique mild solution u ∈ C 1 ([0,T ];L2 (V)d ) to the initial-value prob-
lem (2.8), (2.2) that satisfies the a priori estimate (2.12), (2.13) with L∞ (V)d being
replaced by L2 (V)d . If b ∈ C([0,T ];L2 (V)d ) then u ∈ C 2 ([0,T ];L2 (V)d ).
The solution is again given by (2.14), Ld,δ : L2 (V)d → L2 (V)d is the generator of a
strongly continuous cosine function on L2 (V)d , and the operator describing the corre-
sponding one-dimensional system is the generator of a strongly continuous semigroup
on L2 (V)d × L2 (V)d (cf. also Arendt et al. [3, Theorem 3.14.7, Corolarry 3.14.9] and
Fattorini [21]).
E. EMMRICH AND O. WECKNER 857
|v(x̂) − v(x)|2
ZZ
φ(x̂ − x) dx̂dx ≤ C kφkL1 (Rd ) |v|2H 1 (V) ,
|x̂ − x|2
VV
(Ld,δ v,w)L2 (V)d ≤ Cℓ2,d,δ |v|H 1 (V)d |w|H 1 (V)d ∀v,w ∈ H 1 (V)d ,
Because of (2.10), the family of linear bounded operators Ld,δ : H 1 (V)d → (H 1 (V)d )∗
is thus uniformly bounded with respect to δ.
As we can infer from (2.17) and the proof above, Ld,δ might also be considered as a
linear bounded operator from W 1,∞ (V)d in its dual with kLd,δ kL(W 1,∞ (V)d ,(W 1,∞ (V)d )∗ )
being bounded independently of δ.
An immediate consequence of the preceding propositions is the following theorem.
|·|
Theorem 2.6. Let ℓd,δ < ∞ and assume that λd,δ is nonnegative and fulfills (2.10).
The unique solution u ∈ C 2 ([0,T ];L2 (V)d ) to the initial-value problem (2.8), (2.2) with
u0 ∈ H 1 (V)d , u̇0 ∈ L2 (V)d , and b ∈ C([0,T ];L2 (V)d ) then satisfies the a priori estimate
kukC 1 ([0,T ];L2 (V)d ) ≤ C ku0 kH 1 (V)d + ku̇0 kL2 (V)d + kbkL2 (0,T ;L2 (V)d ) (2.18)
858 WELL-POSEDNESS AND CONVERGENCE OF THE PERIDYNAMIC MODEL
1 d
(v(t),v(t))L2 (V)d = (∂t v(t),v(t))L2 (V)d ;
2 dt
an analogous relation holds true for the second time derivative if v ∈ C 2 ([0,T ];L2 (V)d ).
Testing (2.8) by ∂t u then leads (with the symmetry of Ld,δ ) to
ρ d
k∂t u(t)k2L2 (V)d = (Ld,δ u(t),∂t u(t))L2 (V)d + (b(t),∂t u(t))L2 (V)d
2 dt
1 d
≤ (Ld,δ u(t),u(t))L2 (V)d + kb(t)kL2 (V)d k∂t u(t)kL2 (V)d .
2 dt
With Young’s inequality, integration, dissipativity, and Gronwall’s lemma, we come
up with
Zt
k∂t u(t)k2L2 (V)d ≤C − (Ld,δ u0 ,u0 )L2 (V)d + k∂t u0 k2L2 (V)d + kb(s)k2L2 (V)d ds ,
0
where C depends on 1/ρ ∈ L∞ (V) and T only. The assertion follows with Proposi-
tion 2.5 and since
Zt
ku(t)kL2 (V)d ≤ ku0 kL2 (V)d + k∂t u(s)kL2 (V)d ds.
0
A main advantage of (2.18) is the fact that the stability constant now is indepen-
dent of δ and thus furnishes uniform boundedness of a sequence of solutions uδ as
δ → 0.
So far, our existence results were based upon abstract differential equations gov-
erned by a linear bounded operator that maps a Banach space into itself. However,
by virtue of Proposition 2.5 in combination with Proposition 2.3, we may also think
of applying the theory of weak solutions to second-order evolution equations based
upon the Gelfand triple H 1 (V)d ⊂ L2 (V)d ⊂ (H 1 (V)d )∗ (cf. e.g. Wloka [44, Ch. V]).
This would allow to consider the peridynamic equation of motion (2.8) in the same
functional analytic setting as the Navier equation of linear elasticity theory. Unfortu-
nately, the operator −Ld,δ : H 1 (V)d → (H 1 (V)d )∗ has not yet been proven to satisfy a
Gårding inequality.
3. The limit behaviour for vanishing non-locality
In the following, we consider δ ∈ Λ where Λ ⊂ R+ is a null sequence with maxΛ < δ0
for some δ0 > 0. We set
V0 := {z ∈ V : dist(z,∂V) > δ0 }.
|·|
Corollary 3.1. Let ℓd,δ < ∞ and assume that λd,δ is nonnegative and fulfills (2.10).
The sequence {uδ }δ∈Λ of solutions to the initial-value problem (2.8), (2.2) with u0 ∈
E. EMMRICH AND O. WECKNER 859
H 1 (V)d , u̇0 ∈ L2 (V)d , b ∈ C([0,T ];L2 (V)d ) and the sequence of its time derivatives then
possesses a subsequence that converges weakly ∗ in L∞ (0,T ;L2 (V)d ) as δ → 0 (δ ∈ Λ).
Proof. The result is a direct consequence of Theorem 2.6 applying the Banach-
Alaoglu theorem (upon noting that L∞ (0,T ;L2 (V)d ) is the dual of the separable
Banach space L1 (0,T ;L2 (V)d )).
It remains open for future work to study the properties of the weak∗ limit of
{uδ }δ∈Λ . Also the following observations give rise to further study.
The classical Navier equation of linear elasticity reads for (x,t) ∈ V × (0,T ) as
ρ(x)∂t2 u(x,t) = µ∆u(x,t) + (λ + µ) grad divu(x,t) + b(x,t) =: (Lu)(x,t) + b(x,t)
(3.1)
with the Lamé coefficients µ = E/(2(1 + ν)) and λ = νE/((1 − 2ν)(1 + ν)), cf. e.g.
Temam & Miranville [39]. Note that for the Poisson ratio ν = 1/4, we find µ = λ =
2E/5 = 3K/5. The Navier equation is supplemented by initial conditions (2.2) and
appropriate boundary conditions.
|·|
Theorem 3.2. Let ℓd,δ < ∞ for all δ ∈ Λ and assume (2.10). If v ∈ C 2 (V)d and λd,δ
is nonnegative, then
kLd,δ v − LvkL∞ (V0 )d → 0 as δ→0 (δ ∈ Λ). (3.2)
(2n)
holds for all x ∈ V0 and δ ∈ Λ. Here, Ld,δ is a differential operator of or-
der 2n given by (3.3), (3.4), and (3.5), respectively, and the remainder satisfies
|·| |·|
kRm;d,δ (v;x)kL∞ (V0 )d = o(δ m ℓd,δ ) with ℓd,δ ≥ Cδ −2 . If, in addition, λd,δ is nonneg-
ative then
(2n)
kLd,δ vkL∞ (V0 )d ≤ C δ 2(n−1) ℓ2,d,δ kvkC 2n (V0 )d , kRm;d,δ (v;x)kL∞ (V0 )d = o(δ m−2 )
Inserting the Taylor expansion into the definition of Ld,δ (see (2.8)) yields
m
(k)
X
(Ld,δ v)(x) = (Ld,δ v)(x) + Rm;d,δ (v;x),
k=1
860 WELL-POSEDNESS AND CONVERGENCE OF THE PERIDYNAMIC MODEL
where
1
Z
(k) k
(Ld,δ v)(x) := λd,δ (|x̂ − x|)(x̂ − x) ⊗ (x̂ − x) (x̂ − x) · ∇ v(x)dx̂
k!
B(x;δ)
and
Z
Rm;d,δ (v;x) = λd,δ (|x̂ − x|)(x̂ − x) ⊗ (x̂ − x)r m (v;x, x̂)dx̂.
B(x;δ)
(k)
It follows (Ld,δ v)(x) = 0 if k is odd since then the integrand is an odd function in
x̂ − x.
For the one-dimensional case, we immediately find
0 if k is odd,
(
(k)
(L1,δ v)(x) = 2 (k) (3.3)
ℓk,1,δ v (x) if k is even.
k!
(2)
In particular, (2.10) furnishes (L1,δ v)(x) = 9Kv ′′ (x)/5 = (Lv)(x).
Introducing spherical coordinates, we obtain for the two-dimensional case
k Z2π
(k)
X 1 cos2 φ cosφ sinφ
(L2,δ v)(x) = ℓk,2,δ cosk−j φ sinj φ dφ ∂ (k−j,j) v(x)
j!(k − j)! cosφ sinφ sin2 φ
j=0 0
(3.4)
× (cosφ cosψ)j1 (sinφ cosψ)j2 sinj3 ψ cosψ dψdφ ∂ (j1 ,j2 ,j3 ) v(x). (3.5)
as well as
(2)
(L3,δ v)(x)
(200)
3∂ v1 + 2∂ (110) v2 + 2∂ (101) v3 + ∂ (020) v1 + ∂ (002) v1
3K (200)
= ∂ v2 + 2∂ (110) v1 + 3∂ (020) v2 + 2∂ (011) v3 + ∂ (002) v2 (x)
5 ∂ (200)
v3 + 2∂ (101)
v1 + ∂ (020) v3 + 2∂ (011) v2 + 3∂ (002) v3
= (Lv)(x).
E. EMMRICH AND O. WECKNER 861
This, together with v ∈ C m (V)d and (2.15), proves the expansion asserted. Moreover,
for nonnegative λd,δ , we observe that
and
(6) ℓ6,2,δ π 7∂ (60) v1 + 6∂ (51) v2 + 15∂ (42) v1 + 12∂ (33) v2 +
L2,δ v =
9216 ∂ (60) v2 + 6∂ (51) v1 + 9∂ (42) v2 + 12∂ (33) v1 +
+ 9∂ (24) v1 + 6∂ (15) v2 + ∂ (06) v1
,
+ 15∂ (24) v2 + 6∂ (15) v1 + 7∂ (06) v2
Example 3.3. The linearisation of the proportional microelastic material model (2.4)
leads to λd,δ (r) = cd,δ r−3 (r < δ) with cd,δ defined in (2.6). The one-dimensional case
|·|
cannot be treated here as ℓ1,δ = ∞. In the two- and three-dimensional case, the model
|·|
yields a weakly singular integral kernel of convolution type with ℓd,δ = O(δ −2 ). So, all
the results of this and the preceding section apply for the two- and three-dimensional
case.
The coefficients in the expansion of Theorem 3.2 are calculated from
cd,δ
ℓk,d,δ = δ k+d−1 , k = 2,4,..., d ∈ {2,3}.
k+d−1
862 WELL-POSEDNESS AND CONVERGENCE OF THE PERIDYNAMIC MODEL
for the evolution equation of an atomistic system. Here, φ is some function describing
the potential, e.g. φ(r) = (r − 1)2 /2 for a chain of linear springs, and ε is a scaling
parameter. For a further study of crystalline solids, cf. also E & Ming [15].
The very interesting question whether the sequence of solutions to the peridy-
namic equation of motion converges in some sense towards a certain solution to the
Navier equation cannot be answered so far. In order to find an answer, it might be
essential to describe the behavior of the peridynamic solution near the boundary of
the domain as one lacks a criterion for posing appropriate boundary conditions for
the Navier equation. More precisely, let u be a sufficiently smooth solution to the
Navier equation subject to suitable initial and boundary conditions and for a given
right-hand side. Then wδ := uδ − u with uδ ∈ C 2 ([0,T ];L2 (V)d ) being a solution to
the peridyamic equation with the same initial values and the same right-hand side
satisfies for (x,t) ∈ V × (0,T ) the equation
with initial conditions wδ (·,0) = ∂t wδ (·,0) = 0. The uniform stability (2.18) furnishes
with C being independent of δ. With Theorem 3.2, we only have an estimate for
Ld,δ u − Lu in the interior domain V0 at hand. What would be needed is, however, a
characterization of the difference between Ld,δ u and Lu near the boundary ∂V.
Acknowledgement. The authors gratefully acknowledge many discussions with
Henrik Büsing and Stephan Kusche.
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864 WELL-POSEDNESS AND CONVERGENCE OF THE PERIDYNAMIC MODEL