Mosaic-skeleton method as applied to the numerical solution of three-dimensional Dirichlet problems for the Helmholtz equation in integral form

Interior and exterior three-dimensional Dirichlet problems for the Helmholtz equation are solved numerically. They are formulated as equivalent boundary Fredholm integral equations of the first kind and are approximated by systems of linear algebraic equations, which are then solved numerically by applying an iteration method. The mosaic-skeleton method is used to speed up the solution procedure.     

High-frequency asymptotics for the numerical solution of the Helmholtz equation

It is often noted that the Helmholtz equation is extremely difficult to solve, in particular, for high-frequency solutions for heterogeneous media. Since stability for second-order discretization methods requires one to choose at least 10–12 grid points per wavelength, the discrete problem on the possible coarsest mesh is huge. In a realistic simulation, one is required to choose 20–30 points per wavelength to achieve a reasonable accuracy; this problem is hard to solve. This article is concerned with the high-frequency asymptotic decomposition of the wavefield for an efficient and accurate simulation for the high-frequency numerical solution of the Helmholtz equation. It has been numerically verified that the new method is accurate enough even when one chooses 4–5 grid points per wavelength.     

Existence theorem for the solution of Dirichlet and Neumann problems for the Helmholtz equation in the quasiperiodic case

Leningrad. Translated from Sibirskii Matematicheskii Zhurnal, Vol. 29, No. 2, pp. 3–9, March–April, 1988.     

On constructing the solution to the exterior Dirichlet problem for the Helmholtz equation

In this paper a method is given for constructing the solution to the exterior Dirichlet problem for the Helmholtz equation in three dimensions. This method is modeled after the procedure of Colton and Kleinman (Proc. Roy. Soc. Edin. 86A(1980), 29–42) for solving the corresponding two-dimensional problem. The scattering problem is reformulated as an integral equation and it is shown that its solution can be represented as a convergent Neumann series for small values of the wave number. Comparisons are made between the present method and known results. Examples are given which illustrate the method.     

The exterior Dirichlet problem for the Helmholtz equation

The exterior Dirichlet problem for the reduced wave equation is reformulated as a new integral equation. It is shown that the normal derivative of the total field may be expressed as a Neumann series in terms of the known incident field. The convergence of the infinite series is established for arbitrary smooth surfaces and for small values of the wave number. An example is given that illustrates the method.     

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.     

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.     

A sharp error estimate for the numerical solution of multivariate Dirichlet problems

For the multidimensional Dirichlet problem of the Poisson equation on an arbitrary compact domain, this study examines convergence properties with rates of approximate solutions, obtained by a standard difference scheme over inscribed uniform grids. Sharp quantitative estimates are given by the use of second moduli of continuity of the second single partial derivatives of the exact solution. This is achieved by employing the probabilistic method of simple random walk.     

Preconditioning in the numerical solution to a Dirichlet problem for the biharmonic equation

An iterative algorithm for the numerical solution of the biharmonic equation with boundary conditions of the first kind (a clamped plate) is investigated. At every step of this iterative method, it is necessary to solve two Dirichlet problems for a Poisson equation. Constants of energy equivalence for the optimization of the iterative method are obtained.     

Two canonical wedge problems for the Helmholtz equation

Boundary-transmission problems for two-dimensional Helmholtz equations in a quadrant and its complement, respectively, are considered in a Sobolev space setting. The first problem of a quadrant with Dirichlet condition on one face and transmission condition on the other is solved in closed form for the case where all the quadrants are occupied by the same medium. Unique solvability can also be shown in the case of two different media up to exceptional cases of wave numbers, while the Fredholm property holds in general. In the second problem, transmission conditions are prescribed on both faces. Similar results are obtained in the one-medium case, but the two-media case turns out to be more complicated and the equivalent system of boundary pseudodifferential equations cannot be completely analysed by this reasoning.     

Comparing numerical methods for Helmholtz equation model problem

In this article, we implement a relatively new numerical technique, Adomian’s decomposition method for solving the linear Helmholtz partial differential equations. The method in applied mathematics can be an effective procedure to obtain for the analytic and approximate solutions. A new approach to a linear or nonlinear problems is particularly valuable as a tool for Scientists and Applied Mathematicians, because it provides immediate and visible symbolic terms of analytic solution as well as its numerical approximate solution to both linear and nonlinear problems without linearization [Solving Frontier Problems of Physics: The Decomposition Method, Kluwer Academic Publishers, Boston, 1994; J. Math. Anal. Appl. 35 (1988) 501]. It does also not require discretization and consequently massive computation. In this scheme the solution is performed in the form of a convergent power series with easily computable components. This paper will present a numerical comparison with the Adomian decomposition and a conventional finite-difference method. The numerical results demonstrate that the new method is quite accurate and readily implemented.     

Solution of the Dirichlet and Neumann problems for a modified Helmholtz equation in Besov spaces on an annulus

Here we study Dirichlet and Neumann problems for a special Helmholtz equation on an annulus. Our main aim is to measure smoothness of solutions for the boundary datum in Besov spaces. We shall use operator theory to solve this problem. The most important advantage of this technique is that it enables to consider equations in vector-valued settings. It is interesting to note that optimal regularity of this problem will be a special case of our main result.     

Semiclassical measure for the solution of the dissipative Helmholtz equation

We study the semiclassical measure for the solution of the high-frequency Helmholtz equation in Rn with non-constant absorption index and a source term concentrated on a bounded submanifold of Rn. The potential is not assumed to be non-trapping, but trapped trajectories have to go through the region where the absorption index is positive. In that case, the solution is microlocally written around any point away from the source as a sum (finite or infinite) of lagrangian distributions.     

Quasi-analytical solution of two-dimensional Helmholtz equation

The two-dimensional Helmholtz differential equation governs vibrational problems for a thin membrane and is therefore well studied. Analytical solutions are limited to particular domain shapes, so that in general numerical methods are used when an arbitrary domain is considered. In this paper, a quasi-analytical solution is proposed, suitable to be applied to an arbitrary domain shape. Concretely, the Helmholtz equation is transformed to account for a conformal map between the shape of the physical domain and the unit disk as canonical domain. This way, the transformed Helmholtz equation is solved exploiting well known analytical solutions for a circular domain and the solution in the physical domain is obtained by applying the conformal map. The quasi-analytical approach is compared to analytical solutions for the case of a circular, elliptic and squared domain.     

Saddle points and overdetermined problems for the Helmholtz equation

In a seminal 1971 paper, James Serrin showed that the only open, smoothly bounded domain in ⁿ on which the positive Dirichlet eigenfunction of the Laplacian has constant (nonzero) normal derivative on the boundary, is then-dimensional ball. The positivity of the eigenfunction is crucial to his proof. To date it is an open conjecture that the same result is true for Dirichlet eigenvalues other than the least. We show that for simply connected, plane domains, the absence of saddle points is a condition sufficient to validate this conjecture. This condition is also sufficient to prove Schiffer's conjecture: the only simply connected planar domain, on the boundary of which a nonconstant Neumann eigenfunction of the Laplacian can take constant value, is the disc.     

A fast numerical method for a natural boundary integral equation for the Helmholtz equation

A Neumann boundary value problem of the Helmholtz equation in the exterior circular domain is reduced into an equivalent natural boundary integral equation. Using our trigonometric wavelets and the Galerkin method, the obtained stiffness matrix is symmetrical and circulant, which lead us to a fast numerical method based on fast Fourier transform. Furthermore, we do not need to compute the entries of the stiffness matrix. Especially, our method is also efficient when the wave number k in the Helmholtz equation is very large.