A Second-Order Method for the Electromagnetic Scattering from a Large Cavity

In this paper,we study the electromagnetic scattering from a two dimen- sional large rectangular open cavity embedded in an infinite ground plane,which is modelled by Helmholtz equations.By introducing nonlocal transparent boundary con- ditions,the problem in the open cavity is reduced to a bounded domain problem.A hypersingular integral operator and a weakly singular integral operator are involved in the TM and TE cases,respectively.A new second-order Toeplitz type approximation and a second-order finite difference scheme are proposed for approximating the hyper- singular integral operator on the aperture and the Helmholtz in the cavity,respectively. The existence and uniqueness of the numerical solution in the TE case are established for arbitrary wavenumbers.A fast algorithm for the second-order approximation is pro- posed for solving the cavity model with layered media.Numerical results show the second-order accuracy and efficiency of the fast algorithm.More important is that the algorithm is easy to implement as a preconditioner for cavity models with more general media.     

Preconditioning iterative algorithm for the electromagnetic scattering from a large cavity

A preconditioning iterative algorithm is proposed for solving electromagnetic scattering from an open cavity embedded in an infinite ground plane. In this iterative algorithm, a physical model with a vertically layered medium is employed as a preconditioner of the model of general media. A fast algorithm developed in (SIAM J. Sci. Comput. 2005; 27 :553–574) is applied for solving the model of layered media and classical Krylov subspace methods, restarted GMRES, COCG, and BiCGstab are employed for solving the preconditioned system. Our numerical experiments on cavity models with large numbers of mesh points and large wave numbers show that the algorithm is efficient and the number of iterations is independent of the number of mesh points and dependent upon the wave number. Copyright © 2008 John Wiley & Sons, Ltd.     

A finite-element capacitance matrix method for exterior Helmholtz problems

Summary. We introduce an algorithm for the efficient numerical solution of exterior boundary value problems for the Helmholtz equation. The problem is reformulated as an equivalent one on a bounded domain using an exact non-local boundary condition on a circular artificial boundary. An FFT-based fast Helmholtz solver is then derived for a finite-element discretization on an annular domain. The exterior problem for domains of general shape are treated using an imbedding or capacitance matrix method. The imbedding is achieved in such a way that the resulting capacitance matrix has a favorable spectral distribution leading to mesh independent convergence rates when Krylov subspace methods are used to solve the capacitance matrix equation. Received May 2, 1995     

Numerical analysis of diffraction by periodic structures: TM polarization

Summary. The diffraction of a time harmonic wave in TM polarization by some periodic inhomogeneous material is studied in this paper. The diffraction problem is modeled by a generalized Helmholtz equation with transparent boundary conditions. Existence and uniqueness are proved for the model problem. Uniform error estimates for the finite element approximation of the solution are established. Error estimates are also obtained when the truncation of the nonlocal boundary operators takes place. Received July 24, 1994 / Revised version received August 24, 1995     

Eigenanalysis of some preconditioned Helmholtz problems

Summary. In this work we calculate the eigenvalues obtained by preconditioning the discrete Helmholtz operator with Sommerfeld-like boundary conditions on a rectilinear domain, by a related operator with boundary conditions that permit the use of fast solvers. The main innovation is that the eigenvalues for two and three-dimensional domains can be calculated exactly by solving a set of one-dimensional eigenvalue problems. This permits analysis of quite large problems. For grids fine enough to resolve the solution for a given wave number, preconditioning using Neumann boundary conditions yields eigenvalues that are uniformly bounded, located in the first quadrant, and outside the unit circle. In contrast, Dirichlet boundary conditions yield eigenvalues that approach zero as the product of wave number with the mesh size is decreased. These eigenvalue properties yield the first insight into the behavior of iterative methods such as GMRES applied to these preconditioned problems. Received March 24, 1998 / Revised version received September 28, 1998     

Marching schemes for inverse acoustic scattering problems

Summary For the numerical solution of inverse Helmholtz problems the boundary value problem for a Helmholtz equation with spatially variable wave number has to be solved repeatedly. For large wave numbers this is a challenge. In the paper we reformulate the inverse problem as an initial value problem, and describe a marching scheme for the numerical computation that needs only n² log n operations on an n × n grid. We derive stability and error estimates for the marching scheme. We show that the marching solution is close to the low-pass filtered true solution. We present numerical examples that demonstrate the efficacy of the marching scheme.     

Pole condition: A numerical method for Helmholtz-type scattering problems with inhomogeneous exterior domain

This paper presents a new numerical method for the solution of exterior Helmholtz scattering problems, which is applicable to inhomogeneous exterior domains and a wide class of geometries. The algorithm is based on the pole condition, which is a general radiation condition and allows a treatment of exterior Helmholtz problems without an explicit knowledge of Green's functions or a series representation. Our algorithm is based on a numerical approximation of the singularities of a Laplace transform of the exterior solution. Numerical examples illustrate the performance of the method.     

Comparison between the shifted-Laplacian preconditioning and the controllability methods for computational acoustics

Processes that can be modelled with numerical calculations of acoustic pressure fields include medical and industrial ultrasound, echo sounding, and environmental noise. We present two methods for making these calculations based on Helmholtz equation. The first method is based directly on the complex-valued Helmholtz equation and an algebraic multigrid approximation of the discretized shifted-Laplacian operator; i.e. the damped Helmholtz operator as a preconditioner. The second approach returns to a transient wave equation, and finds the time-periodic solution using a controllability technique. We concentrate on acoustic problems, but our methods can be used for other types of Helmholtz problems as well. Numerical experiments show that the control method takes more CPU time, whereas the shifted-Laplacian method has larger memory requirement.     

On the use of rational iterations and domain decomposition methods for the Helmholtz problem

An iterative algorithm for the numerical solution of the Helmholtz problem is considered. It is difficult to solve the problem numerically, in particular, when the imaginary part of the wave number is zero or small. We develop a parallel iterative algorithm based on a rational iteration and a nonoverlapping domain decomposition method for such a non-Hermitian, non-coercive problem. Algorithm parameters (artificial damping and relaxation) are introduced to accelerate the convergence speed of the iteration. Convergence analysis and effective strategies for finding efficient algorithm parameters are presented. Numerical results carried out on an nCUBE2 are given to show the efficiency of the algorithm. To reduce the boundary reflection, we employ a hybrid absorbing boundary condition (ABC) which combines the first-order ABC and the physical $Q$ ABC. Computational results comparing the hybrid ABC with non-hybrid ones are presented. Received May 19, 1994 / Revised version received March 25, 1997     

Parameterized preconditioning for generalized saddle point problems arising from the Stokes equation

A parameterized preconditioning framework is proposed to improve the conditions of the generalized saddle point problems. Based on the eigenvalue estimates for the generalized saddle point matrices, a strategy to minimize the upper bounds of the spectral condition numbers of the matrices is given, and the explicit expression of the quasi-optimal preconditioning parameter is obtained. In numerical experiment, parameterized preconditioning techniques are applied to the generalized saddle point problems derived from the mixed finite element discretization of the stationary Stokes equation. Numerical results demonstrate that the involved preconditioning procedures are efficient.     

Control of boundary impedance in two-dimensional material-body cloaking by the wave flow method

Control problems are considered for a two-dimensional electromagnetic field model describing electromagnetic wave scattering in a unbounded homogeneous medium containing an anisotropic permeable inclusion with a partially covered (cloaked) boundary. The control is a function involved in the impedance boundary condition on the covered part of the boundary. The solvability of the original mixed transmission problem for the two-dimensional Helmholtz equation and of the control problems is proved. Optimality systems describing necessary extremum conditions are derived. The uniqueness and stability of optimal solutions with respect to certain perturbations of the cost functional and the incident wave are established.     

A survey of multilevel preconditioned iterative methods

We survey multilevel iterative methods applied for solving large sparse systems with matrices, which depend on a level parameter, such as arise by the discretization of boundary value problems for partial differential equations when successive refinements of an initial discretization mesh is used to construct a sequence of nested difference or finite element meshes.We discuss various two-level (two-grid) preconditioning techniques, including some for nonsymmetric problems. The generalization of these techniques to the multilevel case is a nontrivial task. We emphasize several ways this can be done including classical multigrid methods and a recently proposed algebraic multilevel preconditioning method. Conditions for which the methods have an optimal order of computational complexity are presented.On leave from the Institute of Mathematics, and Center for Informatics and Computer Technology, Bulgarian Academy of Sciences, Sofia, Bulgaria. The research of the second author reported here was partly supported by the Stichting Mathematisch Centrum, Amsterdam.     

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.     

On the numerical solution of a logarithmic integral equation of the first kind for the Helmholtz equation

Summary We describe a quadrature method for the numerical solution of the logarithmic integral equation of the first kind arising from the single-layer approach to the Dirichlet problem for the two-dimensional Helmholtz equation in smooth domains. We develop an error analysis in a Sobolev space setting and prove fast convergence rates for smooth boundary data.     

Mixed boundary integral methods for Helmholtz transmission problems

In this paper we propose a hybrid between direct and indirect boundary integral methods to solve a transmission problem for the Helmholtz equation in Lipschitz and smooth domains. We present an exhaustive abstract study of the numerical approximation of the resulting system of boundary integral equations by means of Galerkin methods. Some particular examples of convergent schemes in the smooth case in two dimensions are given. Finally, we extend the results to a thermal scattering problem in a half plane with several obstacles and provide numerical results that illustrate the accuracy of our methods depending on the regularity of the interface.     

Numerical solution for exterior problems

Summary We solve the Helmholtz equation in an exterior domain in the plane. A perfect absorption condition is introduced on a circle which contains the obstacle. This boundary condition is given explicitly by Bessel functions. We use a finite element method in the bounded domain. An explicit formula is used to compute the solution out of the circle. We give an error estimate and we present relevant numerical results.     

一个扩散问题的自然边界元法与有限元法组合

本文讨论由Helmholtz方程描述的扩散问题的自然边界元法与有限元法的组合．取一个圆作为公共边界，用Fourier展开建立边界积分方程，将无界区域上的问题化为有界区域上的非局部边值问题．在变分方程中公共边界上的未知量只包含函数本身而不包含其法向导数，从而减少了未知数的数目，并且边界元剐度矩阵只有极少量不同的元素，有利于数值计算．这种组台方法优越于建立在直接边界元法基础上的组合方法．文中证明了变分解的唯一性，数值解的收敛性和误差估计．最后讨论了数值技术并给出一个算倒．     

The construction of some efficient preconditioners in the boundary element method

The discretization of first kind boundary integral equations leads in general to a dense system of linear equations, whose spectral condition number depends on the discretization used. Here we describe a general preconditioning technique based on a boundary integral operator of opposite order. The corresponding spectral equivalence inequalities are independent of the special discretization used, i.e., independent of the triangulations and of the trial functions. Since the proposed preconditioning form involves a (pseudo)inverse operator, one needs for its discretization only a stability condition for obtaining a spectrally equivalent approximation. This revised version was published online in June 2006 with corrections to the Cover Date.     

High-order numerical solution of the nonlinear Helmholtz equation with axial symmetry

The nonlinear Helmholtz (NLH) equation models the propagation of intense laser beams in a Kerr medium. The NLH takes into account the effects of nonparaxiality and backward scattering that are neglected in the more common nonlinear Schrödinger model. In [G. Fibich, S. Tsynkov, High-order two-way artificial boundary conditions for nonlinear wave propagation with backscattering, J. Comput. Phys., 171 (2001) 632–677] and [G. Fibich, S. Tsynkov, Numerical solution of the nonlinear Helmholtz equation using nonorthogonal expansions, J. Comput. Phys., 210 (2005) 183–224], a novel high-order numerical method for solving the NLH was introduced and implemented in the case of a two-dimensional Cartesian geometry. The NLH was solved iteratively, using the separation of variables and a special nonlocal two-way artificial boundary condition applied to the resulting decoupled linear systems. In the current paper, we propose a major improvement to the previous method. Instead of using LU decomposition after the separation of variables, we employ an efficient summation rule that evaluates convolution with the discrete Green's function. We also extend the method to a three-dimensional setting with cylindrical symmetry, under both Dirichlet and Sommerfeld-type transverse boundary conditions.     

A fast high-order finite difference algorithm for pricing American options

We describe an improvement of Han and Wu’s algorithm [H. Han, X.Wu, A fast numerical method for the Black–Scholes equation of American options, SIAM J. Numer. Anal. 41 (6) (2003) 2081–2095] for American options. A high-order optimal compact scheme is used to discretise the transformed Black–Scholes PDE under a singularity separating framework. A more accurate free boundary location based on the smooth pasting condition and the use of a non-uniform grid with a modified tridiagonal solver lead to an efficient implementation of the free boundary value problem. Extensive numerical experiments show that the new finite difference algorithm converges rapidly and numerical solutions with good accuracy are obtained. Comparisons with some recently proposed methods for the American options problem are carried out to show the advantage of our numerical method.