极坐标系下非分裂PML及时域有限元实现

在弹性波传播的数值模拟中,吸收边界被广泛应用于截取有限空间进行无限空间问题的分析.完全匹配层（perfect matched layer, PML）吸收边界较其他吸收边界条件具有更优越的吸收性能,已被成功应用于直角坐标系下的弹性波方程正演模拟.考虑极坐标系下二阶弹性波动方程,通过采用辅助函数的方法,提出了一种非分裂格式的完全匹配层吸收边界条件.并且基于Galerkin近似技术,给出了非对称以及轴对称条件下的时域有限元计算格式.通过数值算例分析了该极坐标系下分裂格式的完全匹配层吸收边界的有效性.     

Front-fixing FEMs for the pricing of American options based on a PML technique

In this paper, efficient numerical methods are developed for the pricing of American options governed by the Black–Scholes equation. The front-fixing technique is first employed to transform the free boundary of optimal exercise prices to some a priori known temporal line for a one-dimensional parabolic problem via the change of variables. The perfectly matched layer (PML) technique is then applied to the pricing problem for the effective truncation of the semi-infinite domain. Finite element methods using the respective continuous and discontinuous Galerkin discretization are proposed for the resulting truncated PML problems related to the options and Greeks. The free boundary is determined by Newton’s method coupled with the discrete truncated PML problem. Stability and nonnegativeness are established for the approximate solution to the truncated PML problem. Under some weak assumptions on the PML medium parameters, it is also proved that the solution of the truncated PML problem converges to that of the unbounded Black–Scholes equation in the computational domain and decays exponentially in the perfectly matched layer. Numerical experiments are conducted to test the performance of the proposed methods and to compare them with some existing methods.     

A Source Transfer Domain Decomposition Method for Helmholtz Equations in Unbounded Domain Part II: Extensions

In this paper we extend the source transfer domain decomposition method (STDDM) introduced by the authors to solve the Helmholtz problems in two-layered media, the Helmholtz scattering problems with bounded scatterer, and Helmholtz problems in 3D unbounded domains. The STDDM is based on the decomposition of the domain into non-overlapping layers and the idea of source transfer which transfers the sources equivalently layer by layer so that the solution in the final layer can be solved using a PML method defined locally outside the last two layers. The details of STDDM is given for each extension. Numerical results are presented to demonstrate the efficiency of STDDM as a preconditioner for solving the discretization problem of the Helmholtz problems considered in the paper.     

Numerical analysis of a PML model for time-dependent Maxwell’s equations

In this paper, we study a perfectly matched layer model for the three-dimensional time-dependent Maxwell’s equations. We develop both semi- and fully-discrete finite element methods for solving the truncated PML problem by Nedelec edge elements. Optimal convergence rates are proved for both semi- and fully-discrete schemes. To our knowledge, this is the first error analysis obtained for time domain finite element method for PML models.     

Discrete singular convolution method with perfectly matched absorbing layers for the wave scattering by periodic structures

A new computational algorithm is introduced for solving scattering problem in periodic structure. The PML technique is used to deal with the difficulty on truncating the unbounded domain while the DSC algorithm is utilized for the spatial discretization. The present study reveals that the method is efficient for solving the problem.     

An overfilled cavity problem for Maxwell's equations

This paper is concerned with the mathematical analysis of the scattering of a time‐harmonic electromagnetic plane wave by an open and overfilled cavity that is embedded in a perfect electrically conducting infinite ground plane, where the electromagnetic wave propagation is governed by the Maxwell equations. Above the flat ground surface and the open aperture of the cavity, the space is assumed to be filled with a homogeneous medium with a constant permittivity and permeability, whereas the interior of the cavity is filled with some inhomogeneous medium with a variable permittivity and permeability. The scattering problem is modeled as a boundary value problem over a bounded domain, with transparent boundary condition proposed on the hemisphere enclosing the inhomogeneity represented by the cavity. The existence and uniqueness of the weak solution for the model problem are established by using a variational approach. The perfectly matched layer (PML) method is investigated to truncate the unbounded electromagnetic cavity scattering problem. It is shown that the truncated PML problem attains a unique solution. An explicit error estimate is given between the solution of the original scattering problem and that of the truncated PML problem. The error estimate implies that the PML solution converges exponentially to the original cavity scattering problem by increasing either the PML medium parameter or the PML layer thickness. The convergence result is expected to be useful for determining the PML medium parameter in the computational electromagnetic scattering problem. Copyright © 2012 John Wiley & Sons, Ltd.     

STABILITY ANALYSIS OF YEE SCHEMES TO PML AND UPML FOR MAXWELL EQUATIONS

We utilize Fourier methods to analyze the stability of the Yee difference schemes for Berenger PML （perfectly matched layer） as well as the UPML （uniaxial perfectly matched layer） systems of two-dimensional Maxwell equations. Using a practical spectrum stability concept, we find that the two schemes are spectrum stable under the same conditions for mesh sizes. Besides, we prove that the UPML schemes with the same damping in both directions are stable. Numerical examples are given to confirm the stability analysis for the PML method.     

A Variational Discretization Concept in Control Constrained Optimization: The Linear-Quadratic Case

A new discretization concept for optimal control problems with control constraints is introduced which utilizes for the discretization of the control variable the relation between adjoint state and control. Its key feature is not to discretize the space of admissible controls but to implicitly utilize the first order optimality conditions and the discretization of the state and adjoint equations for the discretization of the control. For discrete controls obtained in this way an optimal error estimate is proved. The application to control of elliptic equations is discussed. Finally it is shown that the new concept is numerically implementable with only slight increase in program management. A numerical test confirms the theoretical investigations.     

An Adaptive Uniaxial Perfectly Matched Layer Method for Time-Harmonic Scattering Problems

The uniaxial perfectly matched layer (PML) method uses rectangular domain to define the PML problem and thus provides greater flexibility and efficiency in deal- ing with problems involving anisotropic scatterers.In this paper an adaptive uniaxial PML technique for solving the time harmonic Helmholtz scattering problem is devel- oped.The PML parameters such as the thickness of the layer and the fictitious medium property are determined through sharp a posteriori error estimates.The adaptive finite element method based on a posteriori error estimate is proposed to solve the PML equa- tion which produces automatically a coarse mesh size away from the fixed domain and thus makes the total computational costs insensitive to the thickness of the PML absorb- ing layer.Numerical experiments are included to illustrate the competitive behavior of the proposed adaptive method.In particular,it is demonstrated that the PML layer can be chosen as close to one wave-length from the scatterer and still yields good accuracy and efficiency in approximating the far fields.     

The use of generalized finite difference method in perfectly matched layer analysis

This study deals with the use of Generalized Finite Difference Method (GFDM) in Perfectly Matched Layer (PML) analysis. There are two options for performing PML analysis. First option is to express PML equations in terms of real coordinates of the points in actual (real) PML region; the second is to use governing equations (expressed in terms of complex stretching coordinates) as they are in complex PML region. The first option is implemented in this study; the implementation of the second option is under way and will be reported in another study. For the integration of PML equations, the use of GFDM is proposed. Finally, the suggested procedure is assessed computationally by considering the compliance functions of surface and embedded rigid strip foundations. GFDM with PML results are compared to those obtained by using Finite Element Method (FEM) with PML and Boundary Element Method (BEM). Excellent matches in results showed the reliability of the proposed procedure in PML analysis.     

Nyström discretization of parabolic boundary integral equations

A Nyström method for the discretization of thermal layer potentials is proposed and analyzed. The method is based on considering the potentials as generalized Abel integral operators in time, where the kernel is a time dependent surface integral operator. The time discretization is the trapezoidal rule with a corrected weight at the endpoint to compensate for singularities of the integrand. The spatial discretization is a standard quadrature rule for surface integrals of smooth functions. We will discuss stability and convergence results of this discretization scheme for second-kind boundary integral equations of the heat equation. The method is explicit, does not require the computation of influence coefficients, and can be combined easily with recently developed fast heat solvers.     

Numerical solution of nonlinear diffraction problems

An adaptive finite element method is developed for solving Maxwell's equations in a nonlinear periodic structure. The medium or computational domain is truncated by a perfect matched layer (PML) technique. Error estimates are established. Numerical examples are provided, which illustrate the efficiency of the method.     

Efficient numerical algorithm for solving the gravimetry problem of finding a lateral density in a layer: Parallel implementation

The paper is devoted to developing the new time- and memory-efficient algorithm BiCGSTABmem for solving the inverse gravimetry problem of determination of a variable density in a layer using the gravitational data. The problem is in solving the linear Fredholm integral equation of the first kind. After discretization of the domain and approximation of the integral operator, this problem is reduced to solving a large system of linear algebraic equations. It is shown that the matrix of coefficients is the Toeplitz-block-Toeplitz one in the case of the horizontal layer. For calculating and storing the elements of this matrix, we construct an efficient method, which significantly reduces the required memory and time. For the case of the curvilinear layer, we construct a method for approximating the parts of the matrix by a Toeplitz-block-Toeplitz one. This allows us to exploit the same efficient method for storing and processing the coefficient matrix in the case of a curvilinear layer. To solve the system of linear equations, we constructed the parallel algorithm on the basis of the stabilized biconjugated gradient method with using the Toeplitz-block-Toeplitz structure of the matrix. We implemented the BiCGSTAB and BiCGSTABmem algorithms for the Uran cluster supercomputer using the hybrid MPI + OpenMP technology. A model problem with synthetic data was solved for a large grid. It was shown that the new BiCGSTABmem algorithm reduces the computation time in comparison with the BiCGSTAB. Scalability of the parallel algorithm was studied.     

The Minimal Radius of Galerkin Information for the Fredholm Problem of the First Kind

We propose a new scheme of discretization for solving Fredholm integral equations of the first kind and show that for some classes of equations this scheme is order-optimal in the sense of amount of used Galerkin information.     

Entropy-conservative spatial discretization of the multidimensional quasi-gasdynamic system of equations

The multidimensional quasi-gasdynamic system written in the form of mass, momentum, and total energy balance equations for a perfect polytropic gas with allowance for a body force and a heat source is considered. A new conservative symmetric spatial discretization of these equations on a nonuniform rectangular grid is constructed (with the basic unknown functions—density, velocity, and temperature—defined on a common grid and with fluxes and viscous stresses defined on staggered grids). Primary attention is given to the analysis of entropy behavior: the discretization is specially constructed so that the total entropy does not decrease. This is achieved via a substantial revision of the standard discretization and applying numerous original features. A simplification of the constructed discretization serves as a conservative discretization with nondecreasing total entropy for the simpler quasi-hydrodynamic system of equations. In the absence of regularizing terms, the results also hold for the Navier–Stokes equations of a viscous compressible heat-conducting gas.     

Convergence of an Anisotropic Perfectly Matched Layer Method for Helmholtz Scattering Problems

The anisotropic perfectly matched layer (APML) defines a continuous vector field outside a rectangle domain and performs the complex coordinate stretching along the vector field. Inspired by [Z. Chen et al., Inverse Probl. Imag., 7, (2013):663--678] and based on the idea of the shortest distance, we propose a new approach to construct the vector field which still allows us to prove the exponential decay of the stretched Green function without the constraint on the thickness of the PML layer. Moreover, by using the reflection argument, we prove the stability of the PML problem in the PML layer and the convergence of the PML method. Numerical experiments are also included.     

Higher-order quadratures for circulant preconditioned Wiener-Hopf equations

In this paper, we consider solving matrix systems arising from the discretization of Wiener-Hopf equations by preconditioned conjugate gradient (PCG) methods. Circulant integral operators as preconditioners have been proposed and studied. However, the discretization of these preconditioned equations by employing higher-order quadratures leads to matrix systems that cannot be solved efficiently by using fast Fourier transforms (FFTs). The aim of this paper is to propose new preconditioners for Wiener-Hopf equations. The discretization of these preconditioned operator equations by higher-order quadratures leads to matrix systems that involve only Toeplitz, circulant and diagonal matrix-vector multiplications and hence can be computed efficiently by FFTs in each iteration. We show that with the proper choice of kernel functions of Wiener-Hopf equations, the resulting preconditioned operators will have clustered spectra and therefore the PCG method converges very fast. Numerical examples are given to illustrate the fast convergence of the method and the improvement of the accuracy of the computed solutions with using higher-order quadratures.Research supported by the Cooperative Research Centre for Advanced Computational Systems.Research supported in part by Lee Ka Shing scholarship.     

High order robust approximations for singularly perturbed semilinear systems

In this paper, a system of M (?2) singularly perturbed semilinear reaction–diffusion equations is considered. To obtain a high order approximation to the solution of this system, we propose a hybrid numerical method that employs a generalized Shishkin mesh with the Numerov discretization in the boundary layer regions and either a non-equidistant generalization of the Numerov discretization or classical central differences in the outer region. It is proved that the method is almost fourth order convergent in the maximum norm uniformly with respect to the perturbation parameter. Numerical experiments support the theoretical results and demonstrate the effectiveness of the method.     

A PML Method for Electromagnetic Scattering from Two-dimensional Overfilled Cavities

In this paper, we consider electromagnetic scattering problems for two-dimensional overfilled cavities. A half ringy absorbing perfectly matched layer （PML） is introduced to enclose the cavity, and the PML formulations for both TM and TE polarizations are presented. Existence, uniqueness and convergence of the PML solutions are considered. Numerical experiments demonstrate that the PML method is efficient and accurate for solving cavity scattering problems.     

Spatial discretization of the one-dimensional quasi-gasdynamic system of equations and the entropy balance equation

For the quasi-gasdynamic system of equations, there holds the law of nondecreasing entropy. Difference methods based on this system have been successfully used in numerous applications and test gasdynamic computations. In theoretical terms, however, for standard spatial discretizations of this system, the nondecreasing entropy law does not hold exactly even in the one-dimensional case because of the mesh imbalance terms. For the quasi-gasdynamic equations, a new conservative spatial discretization is proposed for which the entropy balance equation has an appropriate form and the entropy production is guaranteed to be nonnegative (which also holds in the presence of body forces and heat sources). An important element of this discretization is that it makes use of nonstandard space-averaging techniques, including a nonlinear ??logarithmic?? averaging of the density and internal energy. The results hold on arbitrary nonuniform meshes.