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.     

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.     

On the coupled BEM and FEM for a nonlinear exterior Dirichlet problem in R2

Summary In this paper we apply the coupling of boundary integral and finite element methods to solve a nonlinear exterior Dirichlet problem in the plane. Specifically, the boundary value problem consists of a nonlinear second order elliptic equation in divergence form in a bounded inner region, and the Laplace equation in the corresponding unbounded exterior region, in addition to appropriate boundary and transmission conditions. The main feature of the coupling method utilized here consists in the reduction of the nonlinear exterior boundary value problem to an equivalent monotone operator equation. We provide sufficient conditions for the coefficients of the nonlinear elliptic equation from which existence, uniqueness and approximation results are established. Then, we consider the case where the corresponding operator is strongly monotone and Lipschitz-continuous, and derive asymptotic error estimates for a boundary-finite element solution. We prove the unique solvability of the discrete operator equations, and based on a Strang type abstract error estimate, we show the strong convergence of the approximated solutions. Moreover, under additional regularity assumptions on the solution of the continous operator equation, the asymptotic rate of convergenceO (h) is obtained.The first author's research was partly supported by the U.S. Army Research Office through the Mathematical Science Institute of Cornell University, by the Universidad de Concepción through the Facultad de Ciencias, Dirección de Investigación and Vicerretoria, and by FONDECYT-Chile through Project 91-386.     

Controllability method for acoustic scattering with spectral elements

We formulate the Helmholtz equation as an exact controllability problem for the time-dependent wave equation. The problem is then discretized in time domain with central finite difference scheme and in space domain with spectral elements. This approach leads to high accuracy in spatial discretization. Moreover, the spectral element method results in diagonal mass matrices, which makes the time integration of the wave equation highly efficient. After discretization, the exact controllability problem is reformulated as a least-squares problem, which is solved by the conjugate gradient method. We illustrate the method with some numerical experiments, which demonstrate the significant improvements in efficiency due to the higher order spectral elements. For a given accuracy, the controllability technique with spectral element method requires fewer computational operations than with conventional finite element method. In addition, by using higher order polynomial basis the influence of the pollution effect is reduced.     

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.     

An ultra-weak method for acoustic fluid–solid interaction

We introduce the ultra-weak variational formulation (UWVF) for fluid–solid vibration problems. In particular, we consider the scattering of time-harmonic acoustic pressure waves from solid, elastic objects. The problem is modeled using a coupled system of the Helmholtz and Navier equations. The transmission conditions on the fluid–solid interface are represented in an impedance-type form after which we can employ the well known ultra-weak formulations for the Helmholtz and Navier equations. The UWVF approximation for both equations is computed using a superposition of propagating plane waves. A condition number based criterion is used to define the plane wave basis dimension for each element. As a model problem we investigate the scattering of sound from an infinite elastic cylinder immersed in a fluid. A comparison of the UWVF approximation with the analytical solution shows that the method provides a means for solving wave problems on relatively coarse meshes. However, particular care is needed when the method is used for problems at frequencies near the resonance frequencies of the fluid–solid system.     

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.     

Wavelet moment method for the Cauchy problem for the Helmholtz equation

The paper is concerned with the problem of reconstruction of acoustic or electromagnetic field from inexact data given on an open part of the boundary of a given domain. A regularization concept is presented for the moment problem that is equivalent to a Cauchy problem for the Helmholtz equation. A method of regularization by projection with application of the Meyer wavelet subspaces is introduced and analyzed. The derived formula, describing the projection level in terms of the error bound of the inexact Cauchy data, allows us to prove the convergence and stability of the method.     

On the coupling of MIXED-FEM and BEM for an exterior Helmholtz problem in the plane

Summary This paper deals with an elliptic boundary value problem posed in the plane, with variable coefficients, but whose restriction to the exterior of a bounded domain reduces to a Helmholtz equation. We consider a mixed variational formulation in a bounded domain that contains the heterogeneous medium, coupled with a boundary integral method applied to the Helmholtz equation in . We utilize suitable auxiliary problems, duality arguments, and Fredholm alternative to show that the resulting formulation of the problem is well posed. Then, we define a corresponding Galerkin scheme by using rotated Raviart-Thomas subspaces and spectral elements (on the interface). We show that the discrete problem is uniquely solvable and convergent and prove optimal error estimates. Finally we illustrate our analysis with some results from computational experiments.     

Numerical solution of the Poisson equation over hypercubes using reduced Chebyshev polynomial bases

We describe how to use new reduced size polynomial approximations for the numerical solution of the Poisson equation over hypercubes. Our method is based on a non-standard Galerkin method which allows test functions which do not verify the boundary conditions. Numerical examples are given in dimensions up to 8 on solutions with different smoothness using the same approximation basis for both situations. A special attention is paid on conditioning problems.     

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.     

Computing numerically the Green’s function of the half-plane Helmholtz operator with impedance boundary conditions

In this article we compute numerically the Green’s function of the half-plane Helmholtz operator with impedance boundary conditions. A compactly perturbed half-plane Helmholtz problem is used to motivate this calculation, by treating it through integral equation techniques. These require the knowledge of the calculated Green’s function, and lead to a boundary element discretization. The Green’s function is computed using the inverse Fourier operator of its spectral transform, applying an inverse FFT for the regular part, and removing the singularities analytically. Finally, some numerical results for the Green’s function and for a benchmark resonance problem are shown.     

Schwarz preconditioners for the spectral element discretization of the steady Stokes and Navier-Stokes equations

Summary. The - spectral element discretization of the Stokes equation gives rise to an ill-conditioned, indefinite, symmetric linear system for the velocity and pressure degrees of freedom. We propose a domain decomposition method which involves the solution of a low-order global, and several local problems, related to the vertices, edges, and interiors of the subdomains. The original system is reduced to a symmetric equation for the velocity, which can be solved with the conjugate gradient method. We prove that the condition number of the iteration operator is bounded from above by , where C is a positive constant independent of the degree N and the number of subdomains, and is the inf-sup condition of the pair -. We also consider the stationary Navier-Stokes equations; in each Newton step, a non-symmetric indefinite problem is solved using a Schwarz preconditioner. By using an especially designed low-order global space, and the solution of local problems analogous to those decribed above for the Stokes equation, we are able to present a complete theory for the method. We prove that the number of iterations of the GMRES method, at each Newton step, is bounded from above by . The constant C does not depend on the number of subdomains or N, and it does not deteriorate as the Newton iteration proceeds. Received March 2, 1998 / Revised version received October 12, 1999 / Published online March 20, 2001     

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     

Approximation of pseudodifferential operators in absorbing boundary conditions for hyperbolic equations

Summary Engquist and Majda [3] proposed a pseudodifferential operator as asymptotically valid absorbing boundary condition for hyperbolic equations. (In the case of the wave equation this boundary condition is valid at all frequencies.) Here, least-squares approximation of the symbol of the pseudodifferential operator is proposed to obtain differential operators as boundary conditions. It is shown that for the wave equation this approach leads to Kreiss well-posed initial boundary value problems and that the expectation of the reflected energy is lower than in the case of Taylor- and Padé-approximations [3, 4]. Numerical examples indicate that this method works even more effectively for hyperbolic systems. The least-squares approach may be used to generate the boundary conditions automatically.     

Optimal error estimation for Petrov-Galerkin methods in two dimensions

Summary We examine the optimality of conforming Petrov-Galerkin approximations for the linear convection-diffusion equation in two dimensions. Our analysis is based on the Riesz representation theorem and it provides an optimal error estimate involving the smallest possible constantC. It also identifies an optimal test space, for any choice of consistent norm, as that whose image under the Riesz representation operator is the trial space. By using the Helmholtz decomposition of the Hilbert space [L ²()]², we produce a construction for the constantC in which the Riesz representation operator is not required explicitly. We apply the technique to the analysis of the Galerkin approximation and of an upwind finite element method.     

The generalized Dirichlet–Neumann map for linear elliptic PDEs and its numerical implementation

A new approach for analyzing boundary value problems for linear and for integrable nonlinear PDEs was introduced in Fokas [A unified transform method for solving linear and certain nonlinear PDEs, Proc. Roy. Soc. London Ser. A 53 (1997) 1411–1443]. For linear elliptic PDEs, an important aspect of this approach is the characterization of a generalized Dirichlet to Neumann map: given the derivative of the solution along a direction of an arbitrary angle to the boundary, the derivative of the solution perpendicularly to this direction is computed without solving on the interior of the domain. This is based on the analysis of the so-called global relation, an equation which couples known and unknown components of the derivative on the boundary and which is valid for all values of a complex parameter k. A collocation-type numerical method for solving the global relation for the Laplace equation in an arbitrary bounded convex polygon was introduced in Fulton et al. [An analytical method for linear elliptic PDEs and its numerical implementation, J. Comput. Appl. Math. 167 (2004) 465–483]. Here, by choosing a different set of the “collocation points” (values for k), we present a significant improvement of the results in Fulton et al. [An analytical method for linear elliptic PDEs and its numerical implementation, J. Comput. Appl. Math. 167 (2004) 465–483]. The new collocation points lead to well-conditioned collocation methods. Their combination with sine basis functions leads to a collocation matrix whose diagonal blocks are point diagonal matrices yielding efficient implementation of iterative methods; numerical experimentation suggests quadratic convergence. The choice of Chebyshev basis functions leads to higher order convergence, which for regular polygons appear to be exponential.     

Numerical implementation of coherence for the example of the “Swiss Cross”

Summary We consider the two-dimensional Helmholtz equation u+u=0 inD with the boundary conditionsu=0 on D. D is the Swiss Cross — a region consisting of five unit squares. A method based on the concept of Coherence is utilized to determine an approximation for the first eigenvalue= ₁ more accurate than calculated by classical difference methods. The numerical result is used to illustrate isoperimetric upper and lower bounds for ₁, and to test some conjectures on its relations with torsional rigidity.Dedicated to the memory of Professor Lathar Collatz     

On the abstract theory of additive and multiplicative Schwarz algorithms

Summary. In recent years, it has been shown that many modern iterative algorithms (multigrid schemes, multilevel preconditioners, domain decomposition methods etc.) for solving problems resulting from the discretization of PDEs can be interpreted as additive (Jacobi-like) or multiplicative (Gauss-Seidel-like) subspace correction methods. The key to their analysis is the study of certain metric properties of the underlying splitting of the discretization space into a sum of subspaces and the splitting of the variational problem on into auxiliary problems on these subspaces. In this paper, we propose a modification of the abstract convergence theory of the additive and multiplicative Schwarz methods, that makes the relation to traditional iteration methods more explicit. The analysis of the additive and multiplicative Schwarz iterations can be carried out in almost the same spirit as in the traditional block-matrix situation, making convergence proofs of multilevel and domain decomposition methods clearer, or, at least, more classical. In addition, we present a new bound for the convergence rate of the appropriately scaled multiplicative Schwarz method directly in terms of the condition number of the corresponding additive Schwarz operator. These results may be viewed as an appendix to the recent surveys [X], [Ys]. Received February 1, 1994 / Revised version received August 1, 1994     

A collocation method for high-frequency scattering by convex polygons

We consider the problem of scattering of a time-harmonic acoustic incident plane wave by a sound soft convex polygon. For standard boundary or finite element methods, with a piecewise polynomial approximation space, the computational cost required to achieve a prescribed level of accuracy grows linearly with respect to the frequency of the incident wave. Recently Chandler–Wilde and Langdon proposed a novel Galerkin boundary element method for this problem for which, by incorporating the products of plane wave basis functions with piecewise polynomials supported on a graded mesh into the approximation space, they were able to demonstrate that the number of degrees of freedom required to achieve a prescribed level of accuracy grows only logarithmically with respect to the frequency. Here we propose a related collocation method, using the same approximation space, for which we demonstrate via numerical experiments a convergence rate identical to that achieved with the Galerkin scheme, but with a substantially reduced computational cost.