A volume integral equation method for periodic scattering problems for anisotropic Maxwell's equations

This paper presents a volume integral equation method for an electromagnetic scattering problem for three-dimensional Maxwell's equations in the presence of a biperiodic, anisotropic, and possibly discontinuous dielectric scatterer. Such scattering problem can be reformulated as a strongly singular volume integral equation (i.e., integral operators that fail to be weakly singular). In this paper, we firstly prove that the strongly singular volume integral equation satisfies a Gårding-type estimate in standard Sobolev spaces. Secondly, we rigorously analyze a spectral Galerkin method for solving the scattering problem. This method relies on the periodization technique of Gennadi Vainikko that allows us to efficiently evaluate the periodized integral operators on trigonometric polynomials using the fast Fourier transform (FFT). The main advantage of the method is its simple implementation that avoids for instance the need to compute quasiperiodic Green's functions. We prove that the numerical solution of the spectral Galerkin method applied to the periodized integral equation converges quasioptimally to the solution of the scattering problem. Some numerical examples are provided for examining the performance of the method.     

The numerical solution of an evolution problem of second order in time on a closed smooth boundary

We consider an initial value problem for the second-order differential equation with a Dirichlet-to-Neumann operator coefficient. For the numerical solution we carry out semi-discretization by the Laguerre transformation with respect to the time variable. Then an infinite system of the stationary operator equations is obtained. By potential theory, the operator equations are reduced to boundary integral equations of the second kind with logarithmic or hypersingular kernels. The full discretization is realized by Nyström's method which is based on the trigonometric quadrature rules. Numerical tests confirm the ability of the method to solve these types of nonstationary problems.     

Integral equation methods for the Yukawa-Beltrami equation on the sphere

An integral equation method for solving the Yukawa-Beltrami equation on a multiply-connected sub-manifold of the unit sphere is presented. A fundamental solution for the Yukawa-Beltrami operator is constructed. This fundamental solution can be represented by conical functions. Using a suitable representation formula, a Fredholm equation of the second kind with a compact integral operator needs to be solved. The discretization of this integral equation leads to a linear system whose condition number is bounded independent of the size of the system. Several numerical examples exploring the properties of this integral equation are presented.     

Collocation discretization for an integral equation in ocean acoustics with depth‐dependent speed of sound

We analyze two collocation schemes for the Helmholtz equation with depth‐dependent sonic wave velocity, modeling time‐harmonic acoustic wave propagation in a three‐dimensional inhomogeneous ocean of finite height. Both discretization schemes are derived from a periodized version of the Lippmann‐Schwinger integral equation that equivalently describes the sound wave. The eigenfunctions of the corresponding periodized integral operator consist of trigonometric polynomials in the horizontal variables and eigenfunctions to some Sturm‐Liouville operator linked to the background profile of the sonic wave velocity in the vertical variable. Applying an interpolation projection onto a space spanned by finitely many of these eigenfunctions to either the unknown periodized wave field or the integral operator yields two different collocation schemes. A convergence estimate of Sloan [J. Approx. Theory, 39:97–117, 1983] on non‐polynomial interpolation allows to show converge of both schemes, together with algebraic convergence rates depending on the smoothness of the inhomogeneity and the source. Copyright © 2016 John Wiley & Sons, Ltd.     

The operator equations of Lippmann–Schwinger type for acoustic and electromagnetic scattering problems in L 2

This article is concerned with the scattering of acoustic and electromagnetic time harmonic plane waves by an inhomogeneous medium. These problems can be translated into volume integral equations of the second kind – the most prominent example is the Lippmann–Schwinger integral equation. In this work, we study a particular class of scattering problems where the integral operator in the corresponding operator equation of Lippmann–Schwinger type fails to be compact. Such integral equations typically arise if the modelling of the inhomogeneous medium necessitates space-dependent coefficients in the highest order terms of the underlying partial differential equation. The two examples treated here are acoustic scattering from a medium with a space-dependent material density and electromagnetic medium scattering where both the electric permittivity and the magnetic permeability vary. In these cases, Riesz theory is not applicable for the solution of the arising integral equations of Lippmann–Schwinger type. Therefore, we show that positivity assumptions on the relative material parameters allow to prove positivity of the arising volume potentials in tailor-made weighted spaces of square integrable functions. This result merely holds for imaginary wavenumber and we exploit a compactness argument to conclude that the arising integral equations are of Fredholm type, even if the integral operators themselves are not compact. Finally, we explain how the solution of the integral equations in L ² affects the notion of a solution of the scattering problem and illustrate why the order of convergence of a Galerkin scheme set up in L ² does not suffer from our L ² setting, compared to schemes in higher order Sobolev spaces.     

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.     

Shape derivative of the volume integral operator in electromagnetic scattering by homogeneous bodies

We study the shape derivative of the strongly singular volume integral operator that describes time‐harmonic electromagnetic scattering from homogeneous medium. We show the existence and a representation of the derivative, and we deduce a characterization of the shape derivative of the solution to the diffraction problem as a solution to a volume integral equation of the second kind.     

Sparse tensor edge elements

We consider the tensorized operator for the Maxwell cavity source problem in frequency domain. Such formulations occur when computing statistical moments of the fields under a stochastic volume excitation. We establish a discrete inf-sup condition for its Ritz-Galerkin discretization on sparse tensor product edge element spaces built on nested sequences of meshes. Our main tool is a generalization of the edge element Fortin projector to a tensor product setting. The techniques extend to the surface boundary edge element discretization of tensorized electric field integral equation operators.     

A spin integral equation for electromagnetic and acoustic scattering

We present a new integral equation for solving the Maxwell scattering problem against a perfect conductor. The very same algorithm also applies to sound-soft as well as sound-hard Helmholtz scattering, and in fact the latter two can be solved in parallel in three dimensions. Our integral equation does not break down at interior spurious resonances, and uses spaces of functions without any algebraic or differential constraints. The operator to invert at the boundary involves a singular integral operator closely related to the three-dimensional Cauchy singular integral, and is bounded on natural function spaces and depend analytically on the wave number. Our operators act on functions with pairs of complex two-by-two matrices as values, using a spin representation of the fields.     

Convergence of high-order deterministic particle methods for the convection-diffusion equation

A proof of high-order convergence of three deterministic particle methods for the convection-diffusion equation in two dimensions is presented. The methods are based on discretizations of an integro-differential equation in which an integral operator approximates the diffusion operator. The methods differ in the discretization of this operator. The conditions for convergence imposed on the kernel that defines the integral operator include moment conditions and a condition on the kernel's Fourier transform. Explicit formulae for kernels that satisfy these conditions to arbitrary order are presented. © 1997 John Wiley & Sons, Inc.     

A discrete collocation method for Symm's integral equation on curves with corners

This paper is devoted to the approximate solution of the classical first-kind boundary integral equation with logarithmic kernel (Symm's equation) on a closed polygonal boundary in ℝ². We propose a fully discrete method with a trial space of trigonometric polynomials, combined with a trapezoidal rule approximation of the integrals. Before discretization the equation is transformed using a nonlinear (mesh grading) parametrization of the boundary curve which has the effect of smoothing out the singularities at the corners and yields fast convergence of the approximate solutions. The convergence results are illustrated with some numerical examples.     

A boundary element method for the Dirichlet eigenvalue problem of the Laplace operator

The solution of eigenvalue problems for partial differential operators by using boundary integral equation methods usually involves some Newton potentials which may be resolved by using a multiple reciprocity approach. Here we propose an alternative approach which is in some sense equivalent to the above. Instead of a linear eigenvalue problem for the partial differential operator we consider a nonlinear eigenvalue problem for an associated boundary integral operator. This nonlinear eigenvalue problem can be solved by using some appropriate iterative scheme, here we will consider a Newton scheme. We will discuss the convergence and the boundary element discretization of this algorithm, and give some numerical results.     

On Volterra partial integral equations in the space of continuous functions of three variables

It is well known that any Volterra integral equation of the second kind with compact operator is uniquely solvable. Partial integral operators are not compact, even in the general case of continuous kernels. Unique solvability conditions for Volterra partial integral equations of the second kind in the space of continuous functions of three variables are considered. Conditions for a Volterra partial integral equation to be equivalent to a three-dimensional Volterra integral equation with compact operator are obtained. Continuum analogues of matrix equations for some problems of scattering theory are reduced to the Volterra partial integral equations under examination. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 38, Suzdal Conference-2004, Part 3, 2006.     

Multi‐Trace Boundary Integral Formulation for Acoustic Scattering by Composite Structures

We study the scattering of an acoustic wave by an object composed of several adjacent parts with different material properties. For this problem we derive a new integral equation formulation of the first kind. This formulation involves two Dirichlet data and two Neumann data at each point of each material interface of the diffracting object. It is immune to spurious resonances, and it enjoys a stability property that ensures quasi‐optimal convergence of conforming Galerkin boundary element discretization. In addition, the operator of this formulation satisfies a relation similar to the standard Calderón identity. © 2012 Wiley Periodicals, Inc.     

Application of the Factorization Method to Recover Cuts with Oblique Derivative Boundary Condition

Direct and inverse problems for the scattering of cracks with mixed oblique derivative boundary conditions from the incident plane wave are considered, which describe the scattering phenomenons such as the scattering of tidal waves by spits or reefs. The solvability of the direct scattering problem is proven by using the boundary integral equation method. In order to show the equivalent boundary integral system is Fredholm of index zero, some relationships concerning the tangential potential operator is used. Due to the mixed oblique derivative boundary conditions, we cannot employ the factorization method in a usual manner to reconstruct the cracks. An alternative technique is used in the theoretical analysis such that the far field operator can be factorized in an appropriate form and fulfills the range identity theorem. Finally, we present some numerical examples to demonstrate the feasibility and effectiveness of the factorization method.     

A remark on the single scattering preconditioner applied to boundary integral equations

This article deals with boundary integral equation preconditioning for the multiple scattering problem. The focus is put on the single scattering preconditioner, corresponding to the diagonal part of the integral operator, for which two results are proved. Indeed, after applying this geometric preconditioner, it appears that, firstly, every direct integral equations become identical to each other, and secondly, that the indirect integral equation of Brakhage–Werner becomes equal to the direct integral equations, up to a change of basis. These properties imply in particular that the convergence rate of a Krylov subspaces solver will be exactly the same for every preconditioned integral equations. To illustrate this, some numerical simulations are provided at the end of the paper.     

Solving Theodorsen's integral equation for conformal maps with the fast fourier transform and various nonlinear iterative methods

Summary We investigate several iterative methods for the numerical solution of Theodorsen's integral equation, the discretization of which is either based on trigonometric polynomials or function families with known attenuation factors. All our methods require simultaneous evaluations of a conjugate periodic function at each step and allow us to apply the fast Fourier transform for this. In particular, we discuss the nonlinear JOR iteration, the nonlinear SOR iteration, a nonlinear second order Euler iteration, the nonlinear Chebyshev semi-iterative method, and its cyclic variant. Under special symmetry conditions for the region to be mapped onto we establish local convergence in the case of discretization by trigonometric interpolation and give simple formulas for the optimal parameters (e.g., the underrelaxation factor) and the asymptotic convergence factor. Weaker related results for the general non-symmetric case are presented too. Practically, our methods extend the range of application of Theodorsen's method and improve its effectiveness strikingly.This work was partially supported by NRC (Canada) grant No. A8240 while, in 1976, the author was at the Dept. of Computer Science, University of British Columbia, Vancouver, B.C., Canada. It is part of a thesis submitted for Habilitation at ETH Zurich     

Integral equation methods for scattering from an impedance crack

For the scattering problem for time-harmonic waves from an impedance crack in two dimensions, we give a uniqueness and existence analysis via a combined single- and double-layer potential approach in a Hölder space setting leading to a system of integral equations that contains a hypersingular operator. For its numerical solution we describe a fully discrete collocation method based on trigonometric interpolation and interpolatory quadrature rules including a convergence analysis and numerical examples.     

Implicit subgrid‐scale modeling by adaptive local deconvolution

A class of implicit Subgrid‐Scale (SGS) models for Large‐Eddy Simulation (LES) is obtained from a new approach for the finite‐volume discretization of hyperbolic conservation laws. The extension of a standard deconvolution operator and the choice of a suitable numerical flux function result in a truncation error which can be forced to have physical significance. As determined by a modified‐differential‐equation analysis, the free parameters of this implicit SGS model can be adjusted to approximate a known explicit SGS model. Computational results for the viscous Burgers equation show that the model with parameters identified by evolutionary optimization gives significantly better predictions than other models. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Rational approximation to trigonometric operators

We consider the approximation of trigonometric operator functions that arise in the numerical solution of wave equations by trigonometric integrators. It is well known that Krylov subspace methods for matrix functions without exponential decay show superlinear convergence behavior if the number of steps is larger than the norm of the operator. Thus, Krylov approximations may fail to converge for unbounded operators. In this paper, we propose and analyze a rational Krylov subspace method which converges not only for finite element or finite difference approximations to differential operators but even for abstract, unbounded operators. In contrast to standard Krylov methods, the convergence will be independent of the norm of the operator and thus of its spatial discretization. We will discuss efficient implementations for finite element discretizations and illustrate our analysis with numerical experiments. AMS subject classification (2000)  65F10, 65L60, 65M60, 65N22