An Adaptive Finite Element PML Method for the Open Cavity Scattering Problems

Consider the electromagnetic scattering of a time-harmonic plane wave by an open cavity which is embedded in a perfectly electrically conducting infinite ground plane. This paper is concerned with the numerical solutions of the transverse electric and magnetic polarizations of the open cavity scattering problems. In each polarization, the scattering problem is reduced equivalently into a boundary value problem of the two-dimensional Helmholtz equation in a bounded domain by using the transparent boundary condition (TBC). An a posteriori estimate based adaptive finite element method with the perfectly matched layer (PML) technique is developed to solve the reduced problem. The estimate takes account ofboththe finite element approximation error and the PML truncation error, where the latter is shown to decay exponentially with respect to the PML medium parameter and the thickness of the PML layer. Numerical experiments are presented and compared with the adaptive finite element TBC method for both polarizations to illustrate the competitive behavior of the proposed method.     

Numerical Solution of Acoustic Scattering by an Adaptive DtN Finite Element Method

Consider the acoustic wave scattering by an impenetrable obstacle in two dimensions, where the wave propagation is governed by the Helmholtz equation. The scattering problem is modeled as a boundary value problem over a bounded domain. Based on the Dirichlet-to-Neumann (DtN) operator, a transparent boundary condition is introduced on an artificial circular boundary enclosing the obstacle. An adaptive finite element based on a posterior error estimate is presented to solve the boundary value problem with a nonlocal DtN boundary condition. Numerical experiments are included to compare with the perfectly matched layer (PML) method to illustrate the competitive behavior of the proposed adaptive method.     

Numerical Solution of Blow-Up Problems for Nonlinear Wave Equations on Unbounded Domains

The numerical solution of blow-up problems for nonlinear wave equations on unbounded spatial domains is considered. Applying the unified approach, which is based on the operator splitting method, we construct the efficient nonlinear local absorbing boundary conditions for the nonlinear wave equation, and reduce the nonlinear problem on the unbounded spatial domain to an initial-boundary-value problem on a bounded domain. Then the finite difference method is used to solve the reduced problem on the bounded computational domain. Finally, a broad range of numerical examples are given to demonstrate the effectiveness and accuracy of our method, and some interesting propagation and behaviors of the blow-up problems for nonlinear wave equations are observed.     

Analysis of High-Order Absorbing Boundary Conditions for the Schrödinger Equation

The paper is concerned with the numerical solution of Schrödinger equations on an unbounded spatial domain. High-order absorbing boundary conditions for one-dimensional domain are derived, and the stability of the reduced initial boundary value problem in the computational interval is proved by energy estimate. Then a second order finite difference scheme is proposed, and the convergence of the scheme is established as well. Finally, numerical examples are reported to confirm our error estimates of the numerical methods.     

Split Local Artificial Boundary Conditions for the Two-Dimensional Sine-Gordon Equation on R2

In this paper the numerical solution of the two-dimensional sine-Gordon equation is studied. Split local artificial boundary conditions are obtained by the operator splitting method. Then the original problem is reduced to an initial boundary value problem on a bounded computational domain, which can be solved by the finite difference method. Several numerical examples are provided to demonstrate the effectiveness and accuracy of the proposed method, and some interesting propagation and collision behaviors of the solitary wave solutions are observed.     

On the Naturally Induced Sources for Obstacle Scattering

We introduce the equivalent sources for the Helmholtz equation and establish their connections to the naturally induced sources for the sound-soft, sound-hard, and impedance obstacles for the inverse scattering problems of the Helmholtz equation. As two applications, we employ the naturally induced sources to improve the boundary integral equation formulations for the obstacle scattering problems, and develop a unified, straightforward approach to establishing boundary conditions governing the domain derivatives of scattered waves for the soft, hard, and impedance obstacles.     

Acoustic Scattering Problems with Convolution Quadrature and the Method of Fundamental Solutions

Time-domain acoustic scattering problems in two dimensions are studied. The numerical scheme relies on the use of the Convolution Quadrature (CQ) method to reduce the time-domain problem to the solution of frequency-domain Helmholtz equations with complex wavenumbers. These equations are solved with the method of fundamental solutions (MFS), which approximates the solution by a linear combination of fundamental solutions defined at source points inside (outside) the scatterer for exterior (interior) problems. Numerical results show that the coupling of both methods works efficiently and accurately for multistep and multistage based CQ.     

Analysis and Numerical Solution of Transient Electromagnetic Scattering from Overfilled Cavities

A hybrid finite element (FEM) and Fourier transform method is implemented to analyze the time domain scattering of a plane wave incident on a 2-D overfilled cavity embedded in the infinite ground plane. The algorithm first removes the time variable by Fourier transform, through which a frequency domain problem is obtained. An artificial boundary condition is then introduced on a hemisphere enclosing the cavity that couples the fields from the infinite exterior domain to those inside. The exterior problem is solved analytically via Fourier series solutions, while the interior region is solved using finite element method. In the end, the image functions in frequency domain are numerically inverted into the time domain. The perfect link over the artificial boundary between the FEM approximation in the interior and analytical solution in the exterior indicates the reliability of the method. A convergence analysis is also performed.     

An Energy Absorbing Far-Field Boundary Condition for the Elastic Wave Equation

We present an energy absorbing non-reflecting boundary condition of Clayton-Engquist type for the elastic wave equation together with a discretization which is stable for any ratio of compressional to shear wave speed. We prove stability for a second-order accurate finite-difference discretization of the elastic wave equation in three space dimensions together with a discretization of the proposed non-reflecting boundary condition. The stability proof is based on a discrete energy estimate and is valid for heterogeneous materials. The proof includes all six boundaries of the computational domain where special discretizations are needed at the edges and corners. The stability proof holds also when a free surface boundary condition is imposed on some sides of the computational domain.     

Radar Cross Section Reduction of a Cavity in the Ground Plane

This paper investigates the reduction of backscatter radar cross section (RCS) for a rectangular cavity embedded in the ground plane. The bottom of the cavity is coated by a thin, multilayered radar absorbing material (RAM) with possibly different permittivities. The objective is to minimize the backscatter RCS by the incidence of a plane wave over a single or a set of incident angles. By formulating the scattering problem as a Helmholtz equation with artificial boundary condition, the gradient with respect to the material permittivities is determined efficiently by the adjoint state method, which is integrated into a nonlinear optimization scheme. Numerical example shows the RCS may be significantly reduced.     

Acoustic Scattering Cross Sections of Smart Obstacles: A Case Study

Acoustic scattering cross sections of smart furtive obstacles are studied and discussed. A smart furtive obstacle is an obstacle that, when hit by an incoming field, avoids detection through the use of a pressure current acting on its boundary. A highly parallelizable algorithm for computing the acoustic scattering cross section of smart obstacles is developed. As a case study, this algorithm is applied to the (acoustic) scattering cross section of a "smart” (furtive) simplified version of the NASA space shuttle when hit by incoming time-harmonic plane waves, the wavelengths of which are small compared to the characteristic dimensions of the shuttle. The solution to this numerically challenging scattering problem requires the solution of systems of linear equations with many unknowns and equations. Due to the sparsity of these systems of equations, they can be stored and solved using affordable computing resources. A cross section analysis of the simplified NASA space shuttle highlights three findings: i) the smart furtive obstacle reduces the magnitude of its cross section compared to the cross section of a corresponding "passive” obstacle; ii) several wave propagation directions fail to satisfactorily respond to the smart strategy of the obstacle; iii) satisfactory furtive effects along all directions may only be obtained by using a pressure current of considerable magnitude. Numerical experiments and virtual reality applications can be found at the website: http://www.ceri.uniroma1.it/ceri/zirilli/w7.     

Parallel indirect solution of optimal control problems

This paper presents an algorithm for the indirect solution of optimal control problems that contain mixed state and control variable inequality constraints. The necessary conditions for optimality lead to an inequality constrained two‐point BVP with index‐1 differential‐algebraic equations (BVP‐DAEs). These BVP‐DAEs are solved using a multiple shooting method where the DAEs are approximated using a single‐step linearly implicit Runge–Kutta (Rosenbrock–Wanner) method. An interior‐point Newton method is used to solve the residual equations associated with the multiple shooting discretization. The elements of the residual equations, and the Jacobian of the residual equations, are constructed in parallel. The search direction for the interior‐point method is computed by solving a sparse bordered almost block diagonal (BABD) linear system. Here, a parallel‐structured orthogonal factorization algorithm is used to solve the BABD system. Examples are presented to illustrate the efficiency of the parallel algorithm. It is shown that an American National Standards Institute C implementation of the parallel algorithm achieves significant speedup with the increase in the number of processors used. Copyright © 2013 John Wiley & Sons, Ltd.     

Shape optimization analysis: First- and second-order necessary conditions

In this paper, first- and second-order necessary conditions for optimality are studied for a domain optimization problem. The optimization problem considered is the minimization of an objective function defined on the domain boundary through the solution of a boundary value problem. In order to derive the first and second variations of the objective function due to boundary variation, the first and second variations of the solution of the boundary value problem are calculated using a perturbation technique. An iterative shape optimization algorithm for potential flow problems in R² with Dirichlet boundary conditions is presented. In the algorithm a boundary element method (BEM) is employed to solve the Laplace equation numerically. The validity and accuracy of the algorithm have been verified on a problem where the final solution is known. Finally, the problem of designing a 90° bend for two-dimensional potential flow is solved.     

Necessary and sufficient conditions of optimality for an optimal control problem with non‐local boundary conditions and quadratic functional

In this paper, the optimal control problem with a quadratic functional for Helmholtz equation with non‐local boundary conditions is considered. Necessary and sufficient conditions of optimality are obtained on the basis of which the existence and uniqueness of a solution to the optimal problem are proved. Copyright © 2013 John Wiley & Sons, Ltd.     

Super-Grid Modeling of the Elastic Wave Equation in Semi-Bounded Domains

We develop a super-grid modeling technique for solving the elastic wave equation in semi-bounded two- and three-dimensional spatial domains. In this method, waves are slowed down and dissipated in sponge layers near the far-field boundaries. Mathematically, this is equivalent to a coordinate mapping that transforms a very large physical domain to a significantly smaller computational domain, where the elastic wave equation is solved numerically on a regular grid. To damp out waves that become poorly resolved because of the coordinate mapping, a high order artificial dissipation operator is added in layers near the boundaries of the computational domain. We prove by energy estimates that the super-grid modeling leads to a stable numerical method with decreasing energy, which is valid for heterogeneous material properties and a free surface boundary condition on one side of the domain. Our spatial discretization is based on a fourth order accurate finite difference method, which satisfies the principle of summation by parts. We show that the discrete energy estimate holds also when a centered finite difference stencil is combined with homogeneous Dirichlet conditions at several ghost points outside of the far-field boundaries. Therefore, the coefficients in the finite difference stencils need only be boundary modified near the free surface. This allows for improved computational efficiency and significant simplifications of the implementation of the proposed method in multi-dimensional domains. Numerical experiments in three space dimensions show that the modeling error from truncating the domain can be made very small by choosing a sufficiently wide super-grid damping layer. The numerical accuracy is first evaluated against analytical solutions of Lamb's problem, where fourth order accuracy is observed with a sixth order artificial dissipation. We then use successive grid refinements to study the numerical accuracy in the more complicated motion due to a point moment tensor source in a regularized layered material.     

A Kernel-Free Boundary Integral Method for Variable Coefficients Elliptic PDEs

This work proposes a generalized boundary integral method for variable coefficients elliptic partial differential equations (PDEs), including both boundary value and interface problems. The method is kernel-free in the sense that there is no need to know analytical expressions for kernels of the boundary and volume integrals in the solution of boundary integral equations. Evaluation of a boundary or volume integral is replaced with interpolation of a Cartesian grid based solution, which satisfies an equivalent discrete interface problem, while the interface problem is solved by a fast solver in the Cartesian grid. The computational work involved with the generalized boundary integral method is essentially linearly proportional to the number of grid nodes in the domain. This paper gives implementation details for a second-order version of the kernel-free boundary integral method in two space dimensions and presents numerical experiments to demonstrate the efficiency and accuracy of the method for both boundary value and interface problems. The interface problems demonstrated include those with piecewise constant and large-ratio coefficients and the heterogeneous interface problem, where the elliptic PDEs on two sides of the interface are of different types.     

Transition Operator Approach to Seismic Full-Waveform Inversion in Arbitrary Anisotropic Elastic Media

We generalize the existing distorted Born iterative T-matrix (DBIT) method to seismic full-waveform inversion (FWI) based on the scalar wave equation, so that it can be used for seismic FWI in arbitrary anisotropic elastic media with variable mass densities and elastic stiffness tensors. The elastodynamic wave equation for an arbitrary anisotropic heterogeneous medium is represented by an integral equation of the Lippmann-Schwinger type, with a 9-dimensional wave state (displacement-strain) vector. We solve this higher-dimensional Lippmann-Schwinger equation using a transition operator formalism used in quantum scattering theory. This allows for domain decomposition and novel variational estimates. The tensorial nonlinear inverse scattering problem is solved iteratively by using an expression for the Fréchet derivatives of the scattered wavefield with respect to elastic stiffness tensor fields in terms of modified Green's functions and wave state vectors that are updated after each iteration. Since the generalized DBIT method is consistent with the Gauss-Newton method, it incorporates approximate Hessian information that is essential for the reduction of multi-parameter cross-talk effects. The DBIT method is implemented efficiently using a variant of the Levenberg-Marquard method, with adaptive selection of the regularization parameter after each iteration. In a series of numerical experiments based on synthetic waveform data for transversely isotropic media with vertical symmetry axes, we obtained a very good match between the true and inverted models when using the traditional Voigt parameterization. This suggests that the effects of cross-talk can be sufficiently reduced by the incorporation of Hessian information and the use of suitable regularization methods. Since the generalized DBIT method for FWI in anisotropic elastic media is naturally target-oriented, it may be particularly suitable for applications to seismic reservoir characterization and monitoring. However, the theory and method presented here is general.     

A Two-Scale Asymptotic Analysis of a Time-Harmonic Scattering Problem with a Multi Layered Thin Periodic Domain

The scope of this paper is to show how a two-scale asymptotic analysis, based on a superposition principle, allows us to derive high order approximate boundary conditions for a scattering problem of a time-harmonic wave by a thin and tangentially periodic multi-layered domain. The periods are assumed of the same order of the thickness. New terms like memory effect and variance-covariance ones are observed contrarily to the laminar case. As a result, optimal error estimates are obtained.     

A Distributed Control Approach for the Boundary Optimal Control of the Steady MHD Equations

A new approach is presented for the boundary optimal control of the MHD equations in which the boundary control problem is transformed into an extended distributed control problem. This can be achieved by considering boundary controls in the form of lifting functions which extend from the boundary into the interior. The optimal solution is then sought by exploring all possible extended functions. This approach gives robustness to the boundary control algorithm which can be solved by standard distributed control techniques over the interior of the domain.     

A Diagonal Sweeping Domain Decomposition Method with Source Transfer for the Helmholtz Equation

In this paper, we propose and test a novel diagonal sweeping domain decomposition method (DDM) with source transfer for solving the high-frequency Helmholtz equation in$\mathbb{R}^n$. In the method the computational domain is partitioned into overlapping checkerboard subdomains for source transfer with the perfectly matched layer (PML) technique, then a set of diagonal sweeps over the subdomains are specially designed to solve the system efficiently. The method improves the additive overlapping DDM [43] and the L-sweeps method [50] by employing a more efficient subdomain solving order. We show that the method achieves the exact solution of the global PML problem with $2^n$ sweeps in the constant medium case. Although the sweeping usually implies sequential subdomain solves, the number of sequential steps required for each sweep in the method is only proportional to the $n$-th root of the number of subdomains when the domain decomposition is quasi-uniform with respect to all directions, thus it is very suitable for parallel computing of the Helmholtz problem with multiple right-hand sides through the pipeline processing. Extensive numerical experiments in two and three dimensions are presented to demonstrate the effectiveness and efficiency of the proposed method.