A finite difference method for the wide‐angle “parabolic” equation in a waveguide with downsloping bottom

We consider the third‐order wide‐angle “parabolic” equation of underwater acoustics in a cylindrically symmetric fluid medium over a bottom of range‐dependent bathymetry. It is known that the initial‐boundary‐value problem for this equation may not be well posed in the case of (smooth) bottom profiles of arbitrary shape, if it is just posed e.g. with a homogeneous Dirichlet bottom boundary condition. In this article, we concentrate on downsloping bottom profiles and propose an additional boundary condition that yields a well‐posed problem, in fact making it L² ‐conservative in the case of appropriate real parameters. We solve the problem numerically by a Crank–Nicolson‐type finite difference scheme, which is proved to be unconditionally stable and second‐order accurate and simulates accurately realistic underwater acoustic problems. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Two-Level preconditioned Krylov subspace methods for the solution of three-dimensional heterogeneous Helmholtz problems in seismics

In this paper we address the solution of three-dimensional heterogeneous Helmholtz problems discretized with compact fourth-order finite difference methods with application to acoustic waveform inversion in geophysics. In this setting, the numerical simulation of wave propagation phenomena requires the approximate solution of possibly very large linear systems of equations. We propose an iterative two-grid method where the coarse grid problem is solved inexactly. A single cycle of this method is used as a variable preconditioner for a flexible Krylov subspace method. Numerical results demonstrate the usefulness of the algorithm on a realistic three-dimensional application. The proposed numerical method allows us to solve wave propagation problems with single or multiple sources even at high frequencies on a reasonable number of cores of a distributed memory cluster.     

Spectral discretization of a mixed Schrödinger boundary-value problem and application

Paraxial approximation to the Helmholtz equation in ocean acoustic leads to solve a mixed Schrödinger boundary-value problem. The numerical analysis is performed combining a spectral method in the depth direction and a leap-frog scheme in the propagation direction. A convergence analysis for the approximation is developed, providing error estimates.     

A note on a WKB application to a duct of varying cross-section

In this paper, the two-dimensional problem of an incident plane sound wave traveling along a rigid duct or a rigid horn is studied. It has been shown that a simple one-dimensional analysis gives accurate predictions of the sound propagation. The impedance of a particular horn is obtained using the Wentzel-Kramers-Brillouin (WKB) approximation to solve the Webster equation. The mouth of the horn is assumed to be terminated in an infinite baffle. Computation of the normalized acoustic impedance using the WKB approach shows less floating point operations when compared with a Runge-Kutta algorithm.     

On the application of the nonstationary form of the Tappert equation as an artificial boundary condition

In this paper, a nonstationary analog of the range refraction parabolic equation is derived. A new approach to the derivation of Tappert’s operator asymptotic formula with the use of noncommutative analysis is presented. The obtained nonstationary equation is proposed as an artificial boundary condition for the wave equation in underwater acoustics. This form of artificial boundary condition has low computational cost and systematically takes into account variations of sound speed. This is confirmed by various numerical experiments, including propagation of normal modes and wave fields produced by point source.     

Modeling concept and numerical simulation of ultrasonic wave propagation in a moving fluid-structure domain based on a monolithic approach

In the present study, we propose a novel multiphysics model that merges two time-dependent problems – the Fluid-Structure Interaction (FSI) and the ultrasonic wave propagation in a fluid-structure domain with a one directional coupling from the FSI problem to the ultrasonic wave propagation problem. This model is referred to as the “eXtended fluid-structure interaction (eXFSI)” problem. This model comprises isothermal, incompressible Navier–Stokes equations with nonlinear elastodynamics using the Saint-Venant Kirchhoff solid model. The ultrasonic wave propagation problem comprises monolithically coupled acoustic and elastic wave equations. To ensure that the fluid and structure domains are conforming, we use the ALE technique. The solution principle for the coupled problem is to first solve the FSI problem and then to solve the wave propagation problem. Accordingly, the boundary conditions for the wave propagation problem are automatically adopted from the FSI problem at each time step. The overall problem is highly nonlinear, which is tackled via a Newton-like method. The model is verified using several alternative domain configurations. To ensure the credibility of the modeling approach, the numerical solution is contrasted against experimental data.     

A meshfree numerical method for acoustic wave propagation problems in planar domains with corners and cracks

The numerical solution of acoustic wave propagation problems in planar domains with corners and cracks is considered. Since the exact solution of such problems is singular in the neighborhood of the geometric singularities the standard meshfree methods, based on global interpolation by analytic functions, show low accuracy. In order to circumvent this issue, a meshfree modification of the method of fundamental solutions is developed, where the approximation basis is enriched by an extra span of corner adapted non-smooth shape functions. The high accuracy of the new method is illustrated by solving several boundary value problems for the Helmholtz equation, modelling physical phenomena from the fields of room acoustics and acoustic resonance.     

Bremmer series that correct parabolic approximations

A Bremmer type series solution of the three dimensional reduced wave equation is obtained. The series is obtained by iterating generalizations of the Bellman-Kalaba integral equations. The lowest order term is the solution of the parabolic approximation to the reduced wave equation. The series thus provides systematic corrections to the parabolic approximation. New derivations of the parabolic approximation are also provided. These are based on the idea of splitting a solution to the reduced wave equation into “upward” and “downward” components.     

Application of the transfer matrix approximation for wave propagation in a metafluid representing an acoustic black hole duct termination

The transfer matrix method has been proposed to analyze the acoustic black hole effect in duct terminations. The latter is achieved by placing a retarding waveguide structure inside the duct, which consists in a set of rings whose inner radii decrease to zero following a power law. The rings are separated by thin air cavities. If the number of ring-cavity ensembles is large enough, wave propagation inside the waveguide can be treated as a continuous problem. A governing differential equation can be derived for the acoustic black hole which intrinsically relies on assumptions from transfer matrix theory. However, no formal demonstration exists showing that the transfer matrix solution is consistent and formally tends to the solution of the continuous problem. Proving such consistency is the main goal of the paper and an original option has been adopted to this purpose. First, we prove the differential equation for the acoustic black hole is identical to the wave equation for a metafluid with a power-law varying density. Transfer matrices are then applied to solve wave propagation in a discretization of the metafluid into layers of constant density. It is shown that when the number of layers tends to infinity and their thicknesses to zero, the transfer matrix solution satisfies the metafluid equation and therefore the acoustic black hole one. The transfer matrices for the metafluid discrete layers take a particularly simple form, which is a great advantage. This work allows one to interpret the retarding waveguide structure as a particular realization of the metafluid.     

Self-adaptive FEM numerical modeling of the mild-slope equation

Based on the linear wave theory, the mild-slope equation (MSE) is a preferred mathematical model to simulate nearshore wave propagation. A numerical model to solve the MSE is developed here on the basis of a self-adaptive finite element model (FEM) combined with an iterative method to determine the wave direction angle to the boundary and thus to improve the treatment of the boundary conditions. The numerical resolution of the waves into ideal domains and multidirectional waves through a breakwater gap shows that the numerical model developed here is effective in representing wave absorption at the absorbing boundaries and can be used to simulate multidirectional wave propagation. Finally, the simulated wave distribution in a real harbor shows that the numerical model can be used for engineering practice.     

Time-dependent propagation speed vs strong damping for degenerate linear hyperbolic equations

We consider a degenerate abstract wave equation with a time-dependent propagation speed. We investigate the influence of a strong dissipation, namely a friction term that depends on a power of the elastic operator.We discover a threshold effect. If the propagation speed is regular enough, then the damping prevails, and therefore the initial value problem is well-posed in Sobolev spaces. Solutions also exhibit a regularizing effect analogous to parabolic problems. As expected, the stronger is the damping, the lower is the required regularity.On the contrary, if the propagation speed is not regular enough, there are examples where the damping is ineffective, and the dissipative equation behaves as the non-dissipative one.     

A spectral-theoretic approach for the solution of Maxwell's equations in stratified media

In the present work, the problem of electromagnetic wave propagation in three-dimensional stratified media is studied. The method of decoupling the electric and magnetic fields is implemented, and the spectral approach is adopted, componentwise, to the vector equation involving the electric field. Operational calculus of self-adjoint, positive operators in suitable Hilbert spaces is used to solve the corresponding initial value problems. The spectral families of these operators for the cases of the whole space and of a finite layer are constructed. A discussion on the applicability of the obtained results to physical problems is also included. © 1998 B.G. Teubner Stuttgart–John Wiley & Sons Ltd.     

Finite‐difference time‐domain simulation of acoustic propagation in heterogeneous dispersive medium

Accurate modeling of pulse propagation and scattering is a problem in many disciplines (i.e., electromagnetics and acoustics). It is even more tenuous when the medium is dispersive. Blackstock [D. T. Blackstock, J Acoust Soc Am 77 (1985) 2050] first proposed a theory that resulted in adding an additional term (the derivative of the convolution between the causal time‐domain propagation factor and the acoustic pressure) that takes into account the dispersive nature of the medium. Thus deriving a modified wave equation applicable to either linear or nonlinear propagation. For the case of an acoustic wave propagating in a two‐dimensional heterogeneous dispersive medium, a finite‐difference time‐domain representation of the modified linear wave equation can been used to solve for the acoustic pressure. The method is applied to the case of scattering from and propagating through a 2‐D infinitely long cylinder with the properties of fat tissue encapsulating a cyst. It is found that ignoring the heterogeneity in the medium can lead to significant error in the propagated/scattered field. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type

Degenerate parabolic equations of Kolmogorov type occur in many areas of analysis and applied mathematics. In their simplest form these equations were introduced by Kolmogorov in 1934 to describe the probability density of the positions and velocities of particles but the equations are also used as prototypes for evolution equations arising in the kinetic theory of gases. More recently equations of Kolmogorov type have also turned out to be relevant in option pricing in the setting of certain models for stochastic volatility and in the pricing of Asian options. The purpose of this paper is to numerically solve the Cauchy problem, for a general class of second order degenerate parabolic differential operators of Kolmogorov type with variable coefficients, using a posteriori error estimates and an algorithm for adaptive weak approximation of stochastic differential equations. Furthermore, we show how to apply these results in the context of mathematical finance and option pricing. The approach outlined in this paper circumvents many of the problems confronted by any deterministic approach based on, for example, a finite-difference discretization of the partial differential equation in itself. These problems are caused by the fact that the natural setting for degenerate parabolic differential operators of Kolmogorov type is that of a Lie group much more involved than the standard Euclidean Lie group of translations, the latter being relevant in the case of uniformly elliptic parabolic operators.     

On a structural acoustic model which incorporates shear and thermal effects in the structural component

In this paper we consider a structural acoustic model which takes account of thermal effects over and above displacement, rotational inertia and shear effects in the flat flexible structural component of the model. Thus the structural medium is a Reissner-Mindlin plate into which an additional degree of freedom, viz. temperature variation in the plate, has been introduced and the constitutive equations for the structural acoustic model couple parabolic dynamics with hyperbolic dynamics. We show unique solvability of the mathematical model and investigate the effect of the presence of thermal effects on the mechanical dissipation devices needed to attain uniform stabilization of the two-dimensional model in which the structural component is a Timoshenko beam. It turns out that, as in linear structural acoustic models which use the Euler-Bernoulli equation or the Kirchoff equation to describe the deflections of the thermo-elastic structural medium, uniform stabilization of the energy associated with the model can be attained without introducing mechanical dissipation at the free edge of the beam. Open problems with regard to the stabilization of the three-dimensional model are outlined.     

On whispering gallery wave propagation in a medium with a vertical separating boundary

The solution of the problem of transmission of a whispering gallery wave through the separating boundary is constructed in the parabolic equation approximation. Formulas for the transformation coefficients of the normal modes are constructed in the case of the Dirichlet and Neumann problems. Computational results are presented.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova, Vol. 179, pp. 147–151, 1989.     

Numerical Modeling of Acoustic Processes in Gradient Media Using the Grid-Characteristic Method

Doklady Mathematics - In this paper, we consider the problem of seismic wave propagation in gradient geological media. Their dynamic behavior is described using the acoustic approximation and the...     

改进的无奇异局部边界积分方程方法

在局部边界积分方程方法中,当源节点位于分析域的整体边界上时,局部边界积分将出现奇异积分问题,这些奇异积分需要做特别的处理．为此,提出了对域内节点采用局部积分方程,而对边界节点直接采用移动最小二乘近似函数引入边界条件来解决奇异积分问题,这同时也解决了对积分边界进行插值引入近似误差的问题．作为应用和数值实验,对Laplace方程和Helmholtz方程问题进行了分析,取得了很好的数值结果．进而,在Helmholtz方程求解中,采用了含波解信息的修正基函数来代替单项式基函数进行近似．数值结果显示,这样处理是简单高效的,在高波数声传播问题的求解中非常具有前景．     

Stability of the trivial solution of a one-dimensional mathematical model of thermoelasticity

Lyapunov stability is established for a one-dimensional physically linear mathematical model of thermoelasticity. For this purpose, the convergent iteration process is constructed; it consists of solving hyperbolic and parabolic problems successively by using new estimates for the solution of a mixed problem for the wave equation.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 45, No. 9, pp. 1239–1252, September, 1993.     

A fourth-order Magnus scheme for Helmholtz equation

For wave propagation in a slowly varying waveguide, it is necessary to solve the Helmholtz equation in a domain that is much larger than the typical wavelength. Standard finite difference and finite element methods must resolve the small oscillatory behavior of the wave field and are prohibitively expensive for practical applications. A popular method is to approximate the waveguide by segments that are uniform in the propagation direction and use separation of variables in each segment. For a slowly varying waveguide, it is possible that the length of such a segment is much larger than the typical wavelength. To reduce memory requirements, it is advantageous to reformulate the boundary value problem of the Helmholtz equation as an initial value problem using a pair of operators. Such an operator-marching scheme can also be solved with the piecewise uniform approximation of the waveguide. This is related to the second-order midpoint exponential method for a system of linear ODEs. In this paper, we develop a fourth-order operator-marching scheme for the Helmholtz equation using a fourth-order Magnus method.