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Certified touching-panel and disjoint-panel quadrature for the Laplace P0 matrix

Statement

Assume the Axiom of Choice and Countable Choice, and let T,S be panels of the conforming surface triangulation in Shape-regular surface meshes and conforming P0 densities. For x≠y put G3(x,y)=(4π∣x−y∣)−1 and define ITS=∫T∫SG3(x,y) dSy dSx. The integral is absolutely convergent. If V is the single-layer operator of Calderon boundary operators and trace conventions, then ITS=⟨1T,V1S⟩Γ.

For coincident panels, panels sharing a full edge, and panels sharing a vertex, the exact affine parameter integral for ITS has a finite decomposition into integrals cm∫Rqm(z) dz,R={(x,y):0≤y≤x≤1}, where cm>0, each qm is smooth on a neighborhood of R, and every integral is the Duffy-transformed case with exponent α=0<2. The decomposition includes every singular-face dimension: in each four-simplex of the finite decomposition the zero face may have dimension 0, 1, or 2. If T and S are disjoint, their positive separation instead gives one smooth reference-triangle integral with the same exponent α=0.

The constructions supply explicit lower bounds for every denominator and explicit derivative bounds for every required amplitude. Given exact algebraic panel coordinates and any positive absolute tolerance ε, the finite nested Gaussian procedure described in the proof terminates with an outward-certified value I~TS satisfying ∣ITS−I~TS∣≤ε. For other coordinate representations, the procedure has the same guarantee when certified finite incidence, nondegeneracy, separation, and arithmetic bounds are supplied as input. It makes no termination claim for deciding incidences from an uncertified arbitrary-real oracle.

Facts & Assumptions

Given: The Axiom of Choice and Countable Choice, a conforming finite triangular surface mesh, panels T,S, the normalized Newton kernel, and the weak single-layer matrix entry.

[A1]

Assume Countable Choice (The Axiom of Countable Choice (ACω)). It supplies the choice hypotheses of the analytical and Gaussian-rule suppliers in [F3], [F6] and [F8]; the positive rules themselves come from [F6]. The prescribed precision-refinement procedure is deterministic and uses no additional choice.

[A2]

The Axiom of Choice: the Axiom of Choice is required by the trace/lifting and weak single-layer mapping suppliers used for the weak-pairing identity.

[F1]

Shape-regular surface meshes and conforming P0 densities: each panel is a compact nondegenerate convex triangle; two panels are equal, meet in a common full edge, meet in a common vertex, or are disjoint; and 1T,1S∈H−1/2(Γ).

[F2]

The three-dimensional Laplace Newton kernel: G3(x,y)=(4π∣x−y∣)−1.

[F3]

The three-dimensional single layer is bounded and coercive and Calderon boundary operators and trace conventions: under the Axiom of Choice and Countable Choice, V:H−1/2(Γ)→H1/2(Γ) is bounded, and Vλ is the common weak trace of the single-layer potential; for bounded λ that potential agrees off Γ with the normalized Newton-kernel integral.

[F4]

The H1 trace and lifting theorem on a compact Lipschitz boundary: the trace from local H1 functions into the fixed H1/2(Γ) space is bounded; a continuous H1 representative has its pointwise restriction as its trace.

[F5]

The reference-triangle Duffy map from a vertex and The Duffy map turns a vertex singularity into an integrable radial weight: the reference-triangle Duffy map D(r,s)=(r,rs) sends ∣z∣−αq(z) to r1−αG(r,s), with an absolutely convergent integral for α<2.

[F6]

Weighted product Gauss quadrature after the Duffy transform and The Duffy weighted product rule has an explicit bound using pure coordinate derivatives: for α=0, the positive weighted product rule has the stated derivative error bound for amplitudes with the indicated pure derivatives.

[F7]

A tensor product of two positive Gaussian rules has a derivative error bound: the tensor Gaussian remainder is bounded by its pure derivative constants; taking a constant second-coordinate amplitude yields the one-variable midpoint specialization.

[F9]

For an affine regular panel parametrization t:Δ2→R3, surface integration has constant Gram factor JT=∣∂1t×∂2t∣. Thus panel area and panel integrals pull back by dS=JT du; the panel edges are parameter-boundary null sets. This surface formula, rather than a three-dimensional volume substitution, supplies the two factors in step 1.1. (Surface area and scalar surface integrals on a regular patch)

Proof

1.1A1F1F2F8F9givenconstruct

Parametrize T and S by affine maps t(u) and s(v) from Δ2={(u1,u2):ui≥0, u1+u2≤1}. Their constant surface Jacobians are JT=∣(t1−t0)×(t2−t0)∣ and JS=∣(s1−s0)×(s2−s0)∣. With L(u,v)=t(u)−s(v) on P=Δ2×Δ2, the nonnegative change of variables in [F8] gives ITS=(JTJS/(4π))∫P∣L(z)∣−1dz, initially allowing an infinite value. The zero set Z=P∩L−1(0) is the parameterized diagonal of T∩S and has dimension 2, 1, or 0 for coincident, edge-sharing, or vertex-sharing panels.

2.1F8step 1.1givenalgebra

Cut P by each non-identically-zero coordinate hyperplane Li=0. Enumerate each cell’s finitely many vertices by active boundary-hyperplane sets, discarding infeasible intersections. The at most eight resulting full-dimensional sign cells cover P up to their boundaries; those boundaries are contained in finitely many hyperplanes and have four-dimensional measure zero by Fubini in [F8]. For any z0∈Z and interior point z of a sign cell, L((1−t)z0+tz)=tL(z) for 0<t≤1, so every z0 belongs to that cell's closure. The simultaneous zero set of its signed nonnegative affine coordinates is therefore a nonempty face.

3.1F1F8step 2.1givenconstruct

Triangulate each cell by pulling from a global vertex ordering that lists all vertices in Z first and uses the same induced order on shared faces. The pulling induction is complete: for any point other than the first vertex, extend the segment from that vertex through the point to its last point in the cell; the exit point lies on a facet not containing the first vertex, so cones over those facets cover the cell, and overlaps occur only on their boundaries. Induction triangulates those facets and the common induced ordering makes adjacent cell triangulations agree. Every full-dimensional cell has a vertex in its nonempty face Z, hence its first vertex is in Z; each resulting four-simplex therefore has a zero vertex. In a simplex with signed affine coordinates nonnegative, their common zero set is exactly the convex hull of the zero vertices, so the zero face has dimension j∈{0,1,2}, covering all three contact types including coincident panels.

4.1F8step 3.1givenalgebraconstruct

In a resulting four-simplex Σ=[v0,…,v4], order the vertices so exactly v0,…,vj lie in Z, put d=3−j and D=∣det⁡(v1−v0,…,v4−v0)∣, and define B(b)=∑m=j+14bmL(vm) on the opposite face Δd. That face contains no zero of L, so compactness gives c=min⁡Δd∣B∣>0. The join coordinates z=(1−r)∑i=0jaivi+r∑m=j+14bmvm, with a∈Δj, b∈Δd, and 0≤r≤1, are one-to-one in the interiors and have absolute Jacobian Dr3−j(1−r)j: the j independent a directions scale by 1−r, the d independent b directions by r, and the radial column supplies D. Also L(z)=rB(b).

5.1F8step 1.1step 4.1algebra

The kernel times this Jacobian has radial factor r2−j(1−r)j. For j=0,1,2, ∫01r2−j(1−r)jdr=(2−j)!j!/3! and ∣Δj∣=1/j!, so ∫Σ∣L(z)∣−1dz=D(2−j)!/6∫Δd∣B(b)∣−1db. This is finite because ∣B∣≥c. For d=1, split the unit square into its two triangles and swap coordinates on one to get ∫01g(t)dt=∫R(g(x)+g(y))dxdy with g=∣B∣−1. For d=2, (u,v)=(1−x,y) maps R={0≤y≤x≤1} onto Δ2 with determinant one. For d=3, set u=1−x, v=y, w=(x−y)t on R×[0,1]; the remaining barycentric coordinate is (x−y)(1−t) and the Jacobian is x−y. Thus each case is a finite sum of reference-triangle integrals, including all zero-face dimensions, and each transformed amplitude is smooth near R because its denominator is bounded below by c. The coefficients cm include the positive factor JTJS/(4π) from step 1.1 and the positive simplex determinants and radial factors above.

6.1F8step 4.1step 5.1givenconstructalgebra

The positive bound c is effectively certifiable from the finitely many vectors L(vm). Enumerate every nonempty face of their convex hull and solve the finite affine normal equations for the point nearest zero on its affine span, retaining feasible barycentric coordinates; a global minimizer lies in the relative interior of a smallest face and has zero tangential derivative there, so this enumeration finds the minimum. Row-reduce degenerate systems and include their lower-dimensional faces. Positivity follows from the zero-face characterization in step 4.1. For algebraic panel coordinates, exact algebraic comparisons and interval refinement yield a rational 0<c‾<c. For each polynomial parameterization B(ξ) whose admissible domain lies in a unit cube and whose image lies in the image under L of the opposite face, set h=∣B∣2≥c2 on that admissible domain, P0,0=1, out-of-range Pβ,j=0, and Pβ+ei,j=∂iPβ,j−(j−12)Pβ,j−1∂ih. The product and chain rules inductively give ∂βh−1/2=∑j=0∣β∣Pβ,jh−1/2−j; hence Mβ=∑jcoefabs⁡(Pβ,j)c‾−1−2j bounds each required derivative there, since the absolute coefficient sum bounds a polynomial on the containing unit cube. Compose the triangle coordinates with the Duffy map before using a full square as the admissible domain; no positive denominator bound is asserted on an extension outside that image. Apply the finite Leibniz rule to polynomial prefactors such as x−y and add the bounds for finite amplitude sums before using these estimates for qm. Differentiation under the finite t integral in the d=3 map is justified by these uniform bounds and the fundamental theorem of calculus.

7.1A1F5F6step 5.1step 6.1givenalgebra

For each smooth reference amplitude qm in step 5.1, the Duffy map D(r,s)=(r,rs) from [F5] gives ∫Rqm=∫01∫01rGm(r,s) ds dr, Gm(r,s)=qm(r,rs). With n≥1, the positive product rule in [F6] has error at most K1∥∂r2nGm∥∞+12K0∥∂s2nGm∥∞, since ∫01r dr=1/2. The derivative bounds are computed in step 6.1; add the separately certified node-value, fiber, and outward-arithmetic radii with the coefficients cm.

8.1A1F6F7step 6.1step 7.1givenconstruct

This bound gives effective termination. Fix n=1 and subdivide R into similar triangles of maximum diameter h; after affine pullback the second pure derivatives of qm(A(r,rs)) are bounded by Ch2∥D2qm∥∞, so the positive-rule errors sum to O(h2) after multiplying by the affine Jacobians, whose sum is one. Indeed, D(r,s)=(r,rs) has ∂r2D=∂s2D=0, so the pure second-derivative chain rules contain only the Hessian of qm and two factors from the affine map, each of size O(h). Its nonzero mixed derivative is not part of the Gaussian remainder used here. In the d=3 fiber, composite midpoint quadrature on M equal subintervals has error at most Btt/(24M2) by the one-variable Gaussian remainder [F7]. Choose h,M so these bounds consume less than half the requested tolerance, then refine outward interval enclosures for the remaining half. Exact algebraic input makes incidence, determinant, and strict-positive denominator decisions finite; every refinement terminates because the certified lower bounds are positive. With other coordinate formats, require supplied certified incidence, nondegeneracy, separation, and arithmetic bounds; absent or failed certificates return uncertified.

8.2F1F5F6F8step 1.1step 6.1step 7.1givenalgebra

If T,S are disjoint, d0=dist⁡(T,S)>0. The parameter kernel g(u,v)=∣L(u,v)∣−1 is smooth on Δ2×Δ2 with denominator at least d0. Compose L with the Duffy parameterizations of both triangles; it is polynomial on a product of unit squares and still has norm at least d0, so the recurrence of step 6.1 with a rational lower bound below d0 supplies explicit uniform derivatives. Integrating over v defines q(u)=∫Δ2g(u,v)dv; differentiation under this finite integral is justified by those uniform bounds, and the simplex mass is 1/2. The affine map (u1,u2)=(1−x,y) sends the outer triangle to R. Evaluate each inner v integral by the positive composite α=0 Duffy rule; its error bound is uniform in u. Apply the outer rule of step 7.1 to q. Subdividing both reference triangles and using their computed second-derivative bounds makes the inner errors O(h2) uniformly in u and the outer error O(h2); positivity and bounded total weight let these errors add. Thus the disjoint smooth fallback terminates at every positive tolerance, with its two numerical radii charged separately.

9.1A1A2F1F2F3F4F8step 4.1step 5.1step 8.2givenalgebra∎

To identify the double integral with the weak matrix entry, use barycentric coordinates (u1,u2,1−u1−u2) and cutoffs χn=∏i=13min⁡(1,nui) on each panel. They are bounded by one and converge almost everywhere and in L2 to the panel indicator. By [F1], each cutoff is an L2 density and the fixed H1/2 chart norm controls L2, so these cutoffs converge in H−1/2 by duality; boundedness of V in [F3] gives ⟨χn1T,V(χn1S)⟩→⟨1T,V1S⟩. For the trace identification, a finite union of planar faces satisfies ∣Γ∩B(x,r)∣≤Cr2; dyadic annuli imply ∫Γ∩B(x,δ)∣x−y∣−1dSy≤Cδ. Splitting at distance 2δ and using ∣∇xG3∣=(4π∣x−y∣2)−1 gives continuity modulus Cδ(1+∣log⁡δ∣) for each bounded cutoff potential throughout a bounded neighborhood of Γ: the area and near-integral bounds are uniform for ambient target points, and the same near/far split applies there. By [F3] the off-surface kernel integral represents its weak potential; by [F4] its continuous restriction is its Sobolev trace, and Fubini [F8] identifies the pairing with the cutoff double integral. Absolute integrability from the touching-panel calculation in step 5.1 and the disjoint case in step 8.2 dominates these integrands, so dominated convergence gives ⟨1T,V1S⟩=ITS for coincident, edge-sharing, vertex-sharing, and disjoint panels.

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