Analysis of FDTD to UPML for Maxwell equations in polar coordinates

An FDTD system associated with uniaxial perfectly matched layer(UPML) for an electromagnetic scattering problem in two-dimensional space in polar coordinates is considered.Particularly the FDTD system of an initial-boundary value problems of the transverse magnetic(TM) mode to Maxwell’s equations is obtained by Yee’s algorithm,and the open domain of the scattering problem is truncated by a circle with a UPML.Besides,an artificial boundary condition is imposed on the outer boundary of the UPML.Afterwards,stability of the FDTD system on the truncated domain is established through energy estimates by the Gronwall inequality.Numerical experiments are designed to approve the theoretical analysis.     

UPML formulation for truncating conductive media in curvilinear coordinates

This work presents a formulation based on UPML for truncating conductive media by using a local and non-orthogonal coordinate system to solve Maxwell’s equations by the FDTD method. The detailed procedure for obtaining the UPML equations for this case is shown and the complete equation set is provided.     

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.     

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.     

Weak Galerkin finite element method for valuation of American options

We introduce a weak Galerkin finite element method for the valuation of American options governed by the Black-Scholes equation. In order to implement, we need to solve the optimal exercise boundary and then introduce an artificial boundary to make the computational domain bounded. For the optimal exercise boundary, which satisfies a nonlinear Volterra integral equation, it is resolved by a higher-order collocation method based on graded meshes. With the computed optimal exercise boundary, the front-fixing technique is employed to transform the free boundary problem to a one- dimensional parabolic problem in a half infinite area. For the other spatial domain boundary, a perfectly matched layer is used to truncate the unbounded domain and carry out the computation. Finally, the resulting initial-boundary value problems are solved by weak Galerkin finite element method, and numerical examples are provided to illustrate the efficiency of the method.     

A new integral representation for quasi-periodic scattering problems in two dimensions

Boundary integral equations are an important class of methods for acoustic and electromagnetic scattering from periodic arrays of obstacles. For piecewise homogeneous materials, they discretize the interface alone and can achieve high order accuracy in complicated geometries. They also satisfy the radiation condition for the scattered field, avoiding the need for artificial boundary conditions on a truncated computational domain. By using the quasi-periodic Green’s function, appropriate boundary conditions are automatically satisfied on the boundary of the unit cell. There are two drawbacks to this approach: (i) the quasi-periodic Green’s function diverges for parameter families known as Wood’s anomalies, even though the scattering problem remains well-posed, and (ii) the lattice sum representation of the quasi-periodic Green’s function converges in a disc, becoming unwieldy when obstacles have high aspect ratio.     

Analysis of a finite PML approximation for the three dimensional time-harmonic Maxwell and acoustic scattering problems

We consider the approximation of the frequency domain three-dimensional Maxwell scattering problem using a truncated domain perfectly matched layer (PML). We also treat the time-harmonic PML approximation to the acoustic scattering problem. Following work of Lassas and Somersalo in 1998, a transitional layer based on spherical geometry is defined, which results in a constant coefficient problem outside the transition. A truncated (computational) domain is then defined, which covers the transition region. The truncated domain need only have a minimally smooth outer boundary (e.g., Lipschitz continuous). We consider the truncated PML problem which results when a perfectly conducting boundary condition is imposed on the outer boundary of the truncated domain. The existence and uniqueness of solutions to the truncated PML problem will be shown provided that the truncated domain is sufficiently large, e.g., contains a sphere of radius . We also show exponential (in the parameter ) convergence of the truncated PML solution to the solution of the original scattering problem inside the transition layer.

Our results are important in that they are the first to show that the truncated PML problem can be posed on a domain with nonsmooth outer boundary. This allows the use of approximation based on polygonal meshes. In addition, even though the transition coefficients depend on spherical geometry, they can be made arbitrarily smooth and hence the resulting problems are amenable to numerical quadrature. Approximation schemes based on our analysis are the focus of future research.

     

Finite element error estimates for 3D exterior incompressible flow with nonzero velocity at infinity

We consider a stationary incompressible Navier–Stokes flow in a 3D exterior domain, with nonzero velocity at infinity. In order to approximate this flow, we use the stabilized P1–P1 finite element method proposed by Rebollo (Numer Math 79:283–319, 1998). Following an approach by Guirguis and Gunzburger (Model Math Anal Numer 21:445–464, 1987), we apply this method to the Navier–Stokes system with Oseen term in a truncated exterior domain, under a pointwise boundary condition on the artificial boundary. This leads to a discrete problem whose solution approximates the exterior flow, as is shown by error estimates.     

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.     

Numerical Simulation of Nanopulse Penetration of Biological Matter Using the <Emphasis Type="Italic">z</Emphasis>-Transform

Short duration, fast rise time ultra-wideband (UWB) electromagnetic pulses (nanopulses) are generated by numerous electronic devices in use today. Moreover, many new technologies involving nanopulses are under development and expected to become widely available soon. Study of nanopulse bioeffects is needed to probe their useful range in possible biomedical and biotechnological applications, and to ensure human safety. In this work we develop a computational approach to investigate electromagnetic fields in biological cells exposed to nanopulses. The simulation is based on a z-transformation of the electric displacement and a second-order Taylor approximation of a Cole–Cole expression for the frequency dependence of the dielectric properties of tissues, useful for converting from the frequency domain to the time domain. Maxwells equations are then calculated using the finite difference time domain method (FDTD), coupled with a perfectly matched layer to eliminate reflections from the boundary. Numerical results for a biological cell model are presented and discussed.Mathematics Subject Classifications (2000) 65M06, 92C05.     

A simple and robust boundary treatment for the forced Korteweg–de Vries equation

In this paper, we propose a simple and robust numerical method for the forced Korteweg–de Vries (fKdV) equation which models free surface waves of an incompressible and inviscid fluid flow over a bump. The fKdV equation is defined in an infinite domain. However, to solve the equation numerically we must truncate the infinite domain to a bounded domain by introducing an artificial boundary and imposing boundary conditions there. Due to unsuitable artificial boundary conditions, most wave propagation problems have numerical difficulties (e.g., the truncated computational domain must be large enough or the numerical simulation must be terminated before the wave approaches the artificial boundary for the quality of the numerical solution). To solve this boundary problem, we develop an absorbing non-reflecting boundary treatment which uses outward wave velocity. The basic idea of the proposing algorithm is that we first calculate an outward wave velocity from the solutions at the previous and present time steps and then we obtain a solution at the next time step on the artificial boundary by moving the solution at the present time step with the velocity. And then we update solutions at the next time step inside the domain using the calculated solution on the artificial boundary. Numerical experiments with various initial conditions for the KdV and fKdV equations are presented to illustrate the accuracy and efficiency of our method.     

Analysis of a finite element PML approximation for the three dimensional time-harmonic Maxwell problem

In our paper [Math. Comp. 76, 2007, 597-614] we considered the acoustic and electromagnetic scattering problems in three spatial dimensions. In particular, we studied a perfectly matched layer (PML) approximation to an electromagnetic scattering problem. We demonstrated both the solvability of the continuous PML approximations and the exponential convergence of the resulting solution to the solution of the original acoustic or electromagnetic problem as the layer increased.

In this paper, we consider finite element approximation of the truncated PML electromagnetic scattering problem. Specifically, we consider approximations which result from the use of Nédélec (edge) finite elements. We show that the resulting finite element problem is stable and gives rise to quasi-optimal convergence when the mesh size is sufficiently small.

     

Stability of a finite element method for 3D exterior stationary Navier-Stokes flows

We consider numerical approximations of stationary incompressible Navier-Stokes flows in 3D exterior domains, with nonzero velocity at infinity. It is shown that a P1-P1 stabilized finite element method proposed by C. Rebollo: A term by term stabilization algorithm for finite element solution of incompressible flow problems, Numer. Math. 79 (1998), 283–319, is stable when applied to a Navier-Stokes flow in a truncated exterior domain with a pointwise boundary condition on the artificial boundary.     

An explicit fourth-order staggered finite-difference time-domain method for Maxwell's equations

A new explicit fourth-order accurate staggered finite-difference time-domain (FDTD) scheme is proposed and applied to electromagnetic wave problems. It is fourth-order accurate in both space and time, conditionally stable, and highly efficient (with respect to Yee's scheme) and still retains much of the original simplicity of Yee's scheme. Both extension to perfectly matched layers and modification to deal with dielectric interfaces and perfectly conducting boundaries of the scheme have also been presented. Numerical examples are shown to illustrate the efficiency of the method.     

A non-overlapping domain decomposition for low-frequency time-harmonic Maxwell’s equations in unbounded domains

In this paper, we are concerned with a non-overlapping domain decomposition method for solving the low-frequency time-harmonic Maxwell’s equations in unbounded domains. This method can be viewed as a coupling of finite elements and boundary elements in unbounded domains, which are decomposed into two subdomains with a spherical artificial boundary. We first introduce a discretization for the coupled variational problem by combining Nédélec edge elements of the lowest order and curvilinear elements. Then we design a D-N alternating method for solving the discrete problem. In the method, one needs only to solve the finite element problem (in a bounded domain) and calculate some boundary integrations, instead of solving a boundary integral equation. It will be shown that such iterative algorithm converges with a rate independent of the mesh size. The work of Qiya Hu was supported by Natural Science Foundation of China G10371129.     

Analysis of voltages induced on power outlets due to atmospheric discharges on Radio Base Stations

For the first time, full-wave simulations regarding voltages induced on power outlets installed inside buildings, due to lightning strokes on a Radio Base Station located nearby, are performed. The scenario consists of nine buildings with outlets connected to low-voltage distribution lines, conductive ground, a Radio Base Station and grounding systems. Loads connected to the power outlets are also considered. This scenario was modeled with a computer software developed in this work that can numerically represent/model real-world complex structures with realistic parameters. In order to obtain realistic results, Maxwell’s equations are solved numerically by using the FDTD method, which generates full-wave solutions of the problems. Here, electrical conductors are represented with the aid of a thin-wire technique. The analyzed domain is truncated by using the UPML formulation. In order to deal with large tridimensional numerical models, a Beowulf cluster with 16 CPUs is used to accelerate the calculation process. The induced voltages at the energy sockets inside the buildings have been calculated initially without an electric grounding mesh connected to them. In a second moment, the calculation of these induced voltages has been performed for the same structure with a grounding mesh connected to it. In a third simulation, electric loads with resistive–inductive characteristics have been added to the scenario (connected to the energy sockets), simulating residential equipment.     

使用PML技术求解Helmholtz方程的几种区域分解算法

1引言 在科学与工程计算中,时谐声波和电磁波散射现象的模拟常归结为Helmholtz方程的数值求解,这是一个重要而具有挑战性的问题.     

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.     

Spectral Method for the Black-Scholes Model of American Options Valuation

In this paper, we devote ourselves to the research of numerical methods for American option pricing problems under the Black-Scholes model. The optimal exercise boundary which satisfies a nonlinear Volterra integral equation is resolved by a high-order collocation method based on graded meshes. For the other spatial domain boundary, an artificial boundary condition is applied to the pricing problem for the effective truncation of the semi-infinite domain. Then, the front-fixing and stretching transformations are employed to change the truncated problem in an irregular domain into a one-dimensional parabolic problem in [−1,1]. The Chebyshev spectral method coupled with fourth-order Runge-Kutta method is proposed for the resulting parabolic problem related to the options. The stability of the semi-discrete numerical method is established for the parabolic problem transformed from the original model. Numerical experiments are conducted to verify the performance of the proposed methods and compare them with some existing methods.     

An adaptive anisotropic perfectly matched layer method for 3-D time harmonic electromagnetic scattering problems

We develop an anisotropic perfectly matched layer (PML) method for solving the time harmonic electromagnetic scattering problems in which the PML coordinate stretching is performed only in one direction outside a cuboid domain. The PML parameters such as the thickness of the layer and the absorbing medium property are determined through sharp a posteriori error estimates. Combined with the adaptive finite element method, the proposed adaptive anisotropic PML method provides a complete numerical strategy to solve the scattering problem in the framework of FEM which produces automatically a coarse mesh size away from the fixed domain and thus makes the total computational costs insensitive to the choice of the thickness of the PML layer. Numerical experiments are included to illustrate the competitive behavior of the proposed adaptive method.