A fourth-order Magnus scheme for Helmholtz equation

For wave propagation in a slowly varying waveguide, it is necessary to solve the Helmholtz equation in a domain that is much larger than the typical wavelength. Standard finite difference and finite element methods must resolve the small oscillatory behavior of the wave field and are prohibitively expensive for practical applications. A popular method is to approximate the waveguide by segments that are uniform in the propagation direction and use separation of variables in each segment. For a slowly varying waveguide, it is possible that the length of such a segment is much larger than the typical wavelength. To reduce memory requirements, it is advantageous to reformulate the boundary value problem of the Helmholtz equation as an initial value problem using a pair of operators. Such an operator-marching scheme can also be solved with the piecewise uniform approximation of the waveguide. This is related to the second-order midpoint exponential method for a system of linear ODEs. In this paper, we develop a fourth-order operator-marching scheme for the Helmholtz equation using a fourth-order Magnus method.     

Multimodal admittance method in waveguides and singularity behavior at high frequencies

This work presents a multimodal method for the propagation in a waveguide with varying height and its relation to trapped modes or quasi-trapped modes. The coupled mode equations are obtained by projecting the Helmholtz equation on the local transverse modes. To solve this problem we integrate the Riccati equation governing the admittance matrix (Dirichlet-to-Neumann operator). For many propagating modes, i.e. at high frequencies, the numerical integration of the Riccati equation shows that the rule is that this matrix has quasi-singularities associated to quasi-trapped modes.     

Analysis of the convected Helmholtz equation with a uniform mean flow in a waveguide with complete radiation boundary conditions

In this paper, we propose complete radiation boundary conditions (CRBCs) for solutions of the convected Helmholtz equation with a uniform mean flow in a waveguide. We first study CRBCs for the Helmholtz equation in a waveguide. Noting that the convected Helmholtz equation is associated with the Helmholtz equation via the Prandtl–Glauert transformation, CRBCs for the convected Helmholtz equation is derived from CRBCs for the Helmholtz equation. We analyse well-posedness and convergence of approximate solutions satisfying CRBCs for the convected Helmholtz equation. In addition, simple numerical experiments will be presented to confirm the theoretical results.     

COMPACT FOURTH-ORDER FINITE DIFFERENCE SCHEMES FOR HELMHOLTZ EQUATION WITH HIGH WAVE NUMBERS

In this paper, two fourth-order accurate compact difference schemes are presented for solving the Helmholtz equation in two space dimensions when the corresponding wave numbers are large. The main idea is to derive and to study a fourth-order accurate compact difference scheme whose leading truncation term, namely, the O（h^4） term, is independent of the wave number and the solution of the Helmholtz equation. The convergence property of the compact schemes are analyzed and the implementation of solving the resulting linear algebraic system based on a FFT approach is considered. Numerical results are presented, which support our theoretical predictions.     

A High-Order Kernel-Free Boundary Integral Method for Incompressible Flow Equations in Two Space Dimensions

This paper presents a fourth-order kernel-free boundary integral method for the time-dependent, incompressible Stokes and Navier-Stokes equations defined on irregular bounded domains. By the stream function-vorticity formulation, the incompressible flow equations are interpreted as vorticity evolution equations. Time discretization methods for the evolution equations lead to a modified Helmholtz equation for the vorticity, or alternatively, a modified biharmonic equation for the stream function with two clamped boundary conditions. The resulting fourth-order elliptic boundary value problem is solved by a fourth-order kernel-free boundary integral method, with which integrals in the reformulated boundary integral equation are evaluated by solving corresponding equivalent interface problems, regardless of the exact expression of the involved Green's function. To solve the unsteady Stokes equations, a four-stage composite backward differential formula of the same order accuracy is employed for time integration. For the Navier-Stokes equations, a three-stage third-order semi-implicit Runge-Kutta method is utilized to guarantee the global numerical solution has at least third-order convergence rate. Numerical results for the unsteady Stokes equations and the Navier-Stokes equations are presented to validate efficiency and accuracy of the proposed method.     

The uniqueness and existence of solutions for the 3D Helmholtz equation in a step‐index waveguide with unbounded perturbation

In this paper, we study the 3D Helmholtz equation in a step‐index waveguide with unbounded perturbation, allowing the presence of guided waves. Our assumptions on the perturbed and source terms are too few. On the basis of the Green's function for the 3D homogeneous Helmholtz equation in a step‐index waveguide without perturbation, we introduce a generalized (out‐going) Sommerfeld–Rellich radiation condition, and then we prove the uniqueness and existence of solutions for the studied 3D Helmholtz equation satisfying our radiation condition. Copyright © 2012 John Wiley & Sons, Ltd.     

Dielectric waveguides of arbitrary cross sectional shape

Numerical guided mode solutions of arbitrary cross sectional shaped waveguides are obtained using a finite difference (FD) technique. The standard FD scheme is appropriately modified to capture all discontinuities, due to the change of the refractive index, across the waveguides’ interfaces taking into account the shape of each interface at the same time. The method is applied to the vector Helmholtz equation formulated to describe the electric or magnetic fields in the waveguide (one field is retrieved from the other through Maxwell’s equations). Computational cost is kept to a minimum by exploiting sparse matrix algebra. The waveguides under study have arbitrary cross sectional shape and arbitrary refractive index profile.     

A hybrid technique for computing the power distribution generated in a lossy medium during microwave heating

Over the years researchers in the field of computational electromagnetics (CEM) have investigated and explored a number of different techniques to resolve electromagnetic fields inside waveguide and cavity structures. The equations that govern the fundamental behaviour of electromagnetic wave propagation in such structures are Maxwell's equations. In the literature, a number of different techniques have been employed to solve these equations and out of these methods, the classical finite-difference time-domain (FD-TD) scheme, which uses a staggered time and space discretisation, is the most well-known and widely used. However, this scheme is complicated to implement on an irregular computational domain using unstructured meshes.This research work builds upon previous work undertaken for a waveguide, where a coupled method was introduced for the solution of the governing electromagnetic equations. In that work, the free-space component of the solution was computed in the time-domain, whilst the power distribution in the load was resolved using the frequency dependent electric field Helmholtz equation. This methodology resulted in a time-frequency domain hybrid scheme. In this paper, the hybrid method has been tested further for both waveguide and cavity configurations that are loaded with a lossy dielectric material. Numerical tests highlight both the accuracy and computational efficiency of the proposed hybrid strategy for predicting the power distribution generated during microwave heating processes. The accuracy of the hybrid scheme is gauged by direct comparison with the FD-TD numerical solutions and previously published thermal images.     

A sixth-order dual preserving algorithm for the Camassa-Holm equation

The paper presents a sixth-order numerical algorithm for studying the completely integrable Camassa-Holm (CH) equation. The proposed sixth-order accurate method preserves both the dispersion relation and the Hamiltonians of the CH equation. The CH equation in this study is written as an evolution equation, involving only the first-order spatial derivatives, coupled with the Helmholtz equation. We propose a two-step method that first solves the evolution equation by a sixth-order symplectic Runge-Kutta method and then solves the Helmholtz equation using a three-point sixth-order compact scheme. The first-order derivative terms in the first step are approximated by a sixth-order dispersion-relation-preserving scheme that preserves the physically inherent dispersive nature. The compact Helmholtz solver, on the other hand, allows us to use relatively few nodal points in a stencil, while achieving a higher-order accuracy. The sixth-order symplectic Runge-Kutta time integrator is preferable for an equation that possesses a Hamiltonian structure. We illustrate the ability of the proposed scheme by examining examples involving peakon or peakon-like solutions. We compare the computed solutions with exact solutions or asymptotic predictions. We also demonstrate the ability of the symplectic time integrator to preserve the Hamiltonians. Finally, via a smooth travelling wave problem, we compare the accuracy, elapsed computing time, and rate of convergence among the proposed method, a second-order two-step algorithm, and a completely integrable particle method.     

求解变系数非齐次亥姆霍茨方程的边界单元法

本文利用拉普拉斯方程的基本解作为权函数，给出求解交系数非齐次亥姆霍茨方程的迭代格式，进而得到求解这类方程的边界元迭代法．文中给出了算例．最后，把本文给出的边界元迭代法与作者早些时候提出的边界元耦合法进行了比较．     

Two scale Hardy space infinite elements for scalar waveguide problems

We consider the numerical solution of the Helmholtz equation in domains with one infinite cylindrical waveguide. Such problems exhibit wavenumbers on different scales in the vicinity of cut-off frequencies. This leads to performance issues for non-modal methods like the perfectly matched layer or the Hardy space infinite element method. To improve the latter, we propose a two scale Hardy space infinite element method which can be optimized for wavenumbers on two different scales. It is a tensor product Galerkin method and fits into existing analysis. Up to arbitrary small thresholds it converges exponentially with respect to the number of longitudinal unknowns in the waveguide. Numerical experiments support the theoretical error bounds.     

Scheme for interpretation of approximately computed eigenvalues embedded in a continuous spectrum

It is assumed that a trapped mode (i.e., a function decaying at infinity that leaves small discrepancies of order ? ? 1 in the Helmholtz equation and the Neumann boundary condition) at some frequency κ⁰ is found approximately in an acoustic waveguide Ω⁰. Under certain constraints, it is shows that there exists a regularly perturbed waveguide Ω^? with the eigenfrequency κ^? = κ⁰ + O(?). The corresponding eigenvalue λ^? of the operator belongs to the continuous spectrum and, being naturally unstable, requires “fine tuning” of the parameters of the small perturbation of the waveguide wall. The analysis is based on the concepts of the augmented scattering matrix and the enforced stability of eigenvalues in the continuous spectrum.     

A Fourth-Order Modified Method for the Cauchy Problem of the Modified Helmholtz Equation

This paper is concerned with the Cauchy problem for the modified Helmholtz equation in an infinite strip domain 0 < x≤ 1, y ∈ R. The Cauchy data at x = 0 is given and the solution is then sought for the interval 0 < x ≤1. This problem is highly ill-posed and the solution (if it exists) does not depend continuously on the given data. In this paper, we propose a fourth-order modified method to solve the Cauchy problem. Convergence estimates are presented under the suitable choices of regularization parameters and the a priori assumption on the bounds of the exact solution. Numerical implementation is considered and the numerical examples show that our proposed method is effective and stable.     

Singular boundary method for 3D time-harmonic electromagnetic scattering problems

A frequency domain singular boundary method is presented for solving 3D time-harmonic electromagnetic scattering problem from perfect electric conductors. To avoid solving the coupled partial differential equations with fundamental solutions involving hypersingular terms, we decompose the governing equation into a system of independent Helmholtz equations with mutually coupled boundary conditions. Then the singular boundary method employs the fundamental solutions of the Helmholtz equations to approximate the scattered electric field variables. To desingularize the source singularity in the fundamental solutions, the origin intensity factors are introduced. In the novel formulation, only the origin intensity factors for fundamental solutions of 3D Helmholtz equations and its derivatives need to be considered which have been derived in the paper. Several numerical examples involving various perfectly conducting obstacles are carried out to demonstrate the validity and accuracy of the present method.     

三维Helmholtz方程外问题的自然边界元与有限元耦合法

１．引言 设Γ０是空间闭曲面,Ω是Γ０外部的无界区域,考虑三维Ｈｅｌｍｈｏｌｔｚ 方程外Ｎｅｕｍａｎｎ问题其中 是波数,ｗ是频率,ｃ０为波在均匀介质中的传播速度,ｖ是区域Ω的边界Γ０的外法线方向,即指向由 Γ０包围的内部区域, 　　　　　　　为 Γ０上的已知函数．为了保证问题（１．１）和（１．２）的解的存在唯一性,必须附加上无穷远边界条件,即所谓的 Ｓｏｍｍｅｒｆｅｌｄ辐射条件其中ｉ是虚数单位,　　　　　． 许多数学物理问题,例如时间调和声波对不可穿透的障碍物的散射,海洋水下声波的传播,电磁波的绕射与辐…     

Asymptotic formula for an eigenvalue of the dirichlet problem in a cranked waveguide

The asymptotic behavior of an eigenvalue of the Dirichlet problem for a spectral Helmholtz equation in a two-dimensional cranked acoustic waveguide with yielding walls or in a quantum waveguide is obtained. A waveguide is thought of as a cranked strip, but the boundary value problem is posed in a straight strip of unit width with wedge-shaped notches, with appropriate conjugation conditions on the edges of the notches, which provide for a smooth wave field after the initial form of the waveguide is restored. The bend angles are assumed to be small; i.e., the wedge-shaped notches are supposed to be thin, the asymptotic behavior is built from the corresponding small geometric parameter.     

Open waveguides in a thin Dirichlet ladder: I. Asymptotic structure of the spectrum

The spectra of open angular waveguides obtained by thickening or thinning the links of a thin square lattice of quantum waveguides (the Dirichlet problem for the Helmholtz equation) are investigated. Asymptotics of spectral bands and spectral gaps (i.e., zones of wave transmission and wave stopping, respectively) for waveguides with variously shaped periodicity cells are found. It is shown that there exist eigenfunctions of two types: localized around nodes of a waveguide and on its links. Points of the discrete spectrum of a perturbed lattice with eigenfunctions concentrated about corners of the waveguide are found.     

On the coupling of BEM and FEM for exterior problems for the Helmholtz equation

This paper deals with the coupled procedure of the boundary element method (BEM) and the finite element method (FEM) for the exterior boundary value problems for the Helmholtz equation. A circle is selected as the common boundary on which the integral equation is set up with Fourier expansion. As a result, the exterior problems are transformed into nonlocal boundary value problems in a bounded domain which is treated with FEM, and the normal derivative of the unknown function at the common boundary does not appear. The solvability of the variational equation and the error estimate are also discussed.

     

The use of compact boundary value method for the solution of two-dimensional Schrödinger equation

In this paper, a high-order and accurate method is proposed for solving the unsteady two-dimensional Schrödinger equation. We apply a compact finite difference approximation of fourth-order for discretizing spatial derivatives and a boundary value method of fourth-order for the time integration of the resulting linear system of ordinary differential equations. The proposed method has fourth-order accuracy in both space and time variables. Moreover this method is unconditionally stable due to the favorable stability property of boundary value methods. The results of numerical experiments are compared with analytical solutions and with those provided by other methods in the literature. These results show that the combination of a compact finite difference approximation of fourth-order and a fourth-order boundary value method gives an efficient algorithm for solving the two dimensional Schrödinger equation.     

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.