1 the numerical methods for helmholtz equation 報告人:陳義麟...

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1 The numerical metho ds for Helmholtz eq uation 報報報 報報報 報報報報報報報報報報報報報報報報 報報報報報報報報報報 報報 2003/10/23

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Page 1: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

1

The numerical methods for Helmholtz equation

報告人:陳義麟國立高雄海洋技術學院造船系副教授

於海洋大學河海工程系

基隆 2003/10/23

Page 2: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

Outline

Helmholtz equation

Engineering applications

Numerical methods

Boundary integral equation method

BEM for interior and exterior problems

The Trefftz method

The MFS method

Concluding remarks

2

Page 3: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

Helmholtz equation

Engineering applications

Numerical methods

Boundary integral equation method

BEM for interior and exterior problems

The Trefftz method

The MFS method

Concluding remarks

3

Page 4: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

Helmholtz equation

Time domain

Wave equation

Dxt

txu

ctxu

,),(1

),(2

2

22

Fourier transformation

Dxxuk ,0)()( 22

Frequency domain

Helmholtz equation

4

Page 5: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

Helmholtz equation

Engineering applications

Numerical methods

Boundary integral equation method

BEM for interior and exterior problems

The Trefftz method

The MFS method

Concluding remarks

5

Page 6: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

Engineering applications

1. Waveguide problem

2. Vibration of membranes

3. Water wave diffraction problem

4. Exterior acoustic problem

5. Elastic wave problem

6

Page 7: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

Two-dimensional Helmholtz problem with a circular domain:

Dxxukxu ,0)()( 22G.E. :

B

D

a

is the angle along the circular domain

a is the radius of the circular domain

)(xu is the potential function

2 denotes the Laplacian operator

7

aD

B

Interior : Exterior :

Problem statement

k is the wave number

Page 8: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

Wave equation

Engineering applications

Numerical methods

Boundary integral equation method

BEM for interior and exterior problems

The Trefftz method

The MFS method

Concluding remarks

8

Page 9: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

Numerical Methods

Finite Element Method

Finite Difference Method

Boundary Element Method

mesh Methods

Meshless Methods

9

Page 10: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

Helmholtz equation

Engineering applications

Numerical methods

Boundary integral equation method

BEM for interior and exterior problems

The Trefftz method

The MFS method

Concluding remarks

10

Page 11: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

11

Dxxuk ,0)()( 22

Original system

Reciprocal work theorem

)(),()( 22 xsxsUk

Auxiliary system

e

BB

BB

Dx

Bx

Dx

Dfor

sdBstxsLsdBsuxsMxt

sdBstxsUsdBsuxsTxu

,0

,

,2

,2

)()(),()()(),()(

)()(),()()(),()(

UT (singular) formulation

LM (hypersingular) formulation

)(2

),( )1(0 krH

ixsU

Kernel function

Boundary integral equation method

Page 12: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

12

Discrete the boundary integral equation (BEM)

}]{[}]{[ tUuT

4

3

2

1

1

23

41

2

1

2

1

)(),(11

B

BsdBxsUa

x2

x1

11

][

a

U

3 2

12a

4

3

13a

4

14a

24232221 aaaa

x3

34333231 aaaa

x4

44434241 aaaa

Influence matrix

Page 13: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

13

Helmholtz equationEngineering applicationsNumerical methodsBoundary integral equation methodBEM for interior and exterior problems The Trefftz method The MFS methodConcluding remarks

Page 14: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

Interior problem (Eigenproblem)

0 .00 1 .00 2 .00 3 .00 4 .00 5 .00

0 .00

0 .00

0 .00

0 .01

0 .10

1 .00

10 .00

100 .00

01J

11J

]det[ eU

k

}0{}]{[}]{[ uTtU

0||det U

For the Dirichlet B.C., u=0

To obtain the nontrivial solution

14

Page 15: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

Field solution

}{2

1)(

)()(),()(2

tUxu

sdBstxsUxuB

Field integral equation

x

s

<U> : Influence row vector

-0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8

-0.8

-0.6

-0.4

-0.2

0

0.2

0.4

0.6

0.8

0J

-0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8

-0.8

-0.6

-0.4

-0.2

0

0.2

0.4

0.6

0.8

-1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1-1

-0.8

-0.6

-0.4

-0.2

0

0.2

0.4

0.6

0.8

1

1J

15

Page 16: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

Exterior problem (radiation or scattering)

}]{[}]{[ tUuT

For the Neumann B.C., tt

}]{[][}{

}]{[}]{[1 tUTu

tUuT

1),( at0),( at

Drruk ),( ,0),()( 22

9

1),( at0),( at

Drruk ),( ,0),()( 22

9

Field solution}{}{)(2 tUuTxu

u(a,0)

-1 .50 -1.00 -0.50 0.00 0.50 1.00 1.50 2.00

-1.50

-1.00

-0.50

0.00

0.50

1.00

1.50

-1.50 -1.00 -0.50 0.00 0.50 1.00 1.50

-1.50

-1.00

-0.50

0.00

0.50

1.00

1.50

16

Page 17: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

Fictitious frequency

0 2 4 6 8

-0.8

-0.4

0 .0

0 .4

0 .8

1 .2UT method

LM method

Burton & Miller method

Analytical solution

ka

1),( at0),( at

Drruk ),( ,0),()( 22

9

1),( at0),( at

Drruk ),( ,0),()( 22

9

For the Neumann B.C., tt

}]{[][}{

}]{[}]{[1 tUTu

tUuT

0||det T , fail at the fictitious frequency

17

Page 18: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

Helmholtz equation

Engineering applications

Numerical methods

Boundary integral equation method

BEM for interior and exterior problems

The Trefftz method

The MFS method

Concluding remarks

18

Page 19: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

Trefftz method

12

1

)()(TN

iii xuzxuField solution :

izwhere is complex type

19

where 12 TN is the number of complete functions

iz is the unknown coefficient

iu is the T-complete function which satisfies

the Helmholtz equation

Page 20: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

T-complete set functions :

20

T-complete set

The superscripts “I” and “E” denote the interior and exterior problems, respectively.

Interior:

Exterior:

)sin()(),cos()(),(0 mkJmkJkJ mm

)sin()(),cos()(),(0 mkHmkHkH mm

N

mmmm

N

mmmm

I

mkJihg

mkJifekJifeu

1

1000

)sin()()(

)cos()()()()(),(

N

mmmm

N

mmmm

E

mkHihg

mkHifekHifeu

1

)1(

1

)1()1(000

)sin()()(

)cos()()()()(),(

Page 21: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

For the Dirichlet B.C. u=0

By matching the boundary condition at a

21

Derivation of unknown coefficients

Field solution:Interior :

N

mmmm

N

mmmm

I

mkJihg

mkJifekJifeu

1

1000

)sin()()(

)cos()()()()(),(

N

mmmm

N

mmmm

mkaJihg

mkaJifekaJife

1

1000

)sin()()(

)cos()()()()(0

}.0{}]{[ zA

Find the eigenvalue and eigenvector

Page 22: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

22

Derivation of unknown coefficients

Field solution:Exterior :

N

mmmm

N

mmmm

E

mkHihg

mkHifekHifeu

1

)1(

1

)1()1(000

)sin()()(

)cos()()()()(),(

N

mmmm

N

mmmmm

mkaHihg

mkaHifekaHifeau

1

)1(

1

)1()1(000

)sin()()(

)cos()()()()(),(

uu For the Dirichlet B.C.

By matching the boundary condition at a

}.{][}{

},{}]{[1 uAz

uzA

12

1

)()(N

ii xuzxu

Page 23: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

Helmholtz equation

Engineering applications

Numerical methods

Boundary integral equation method

BEM for interior and exterior problems

The Trefftz method

The MFS method

Concluding remarks

23

Page 24: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

ej

N

jjj DssxUcxu

M

,),()(1

Field solution :

MN is the number of source points in the MFS

jc is the unknown coefficient

),( jsxU is the fundamental solution

eD is the complementary domain

s is the source point

x is the collocation point

Method of Fundamental Solutions (MFS)

24

B

B’

),( ax ),( Rs

R

a

D

R

B

B’

D

a

),( ax ),( Rs

Interior: Exterior:

)(2

),( )1(0 krH

ixsU

rr

Page 25: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

Symmetry property for kernel :

),(),( xsUsxU jj .,),()(1

ej

N

jjj DsxsUzxu

M

25

Degenerate kernel :

Separable property of kernel function

RnkRJkYkiJRU

RnkJkRYkRiJRUkrH

ixsU

nnn

ne

nnn

ni

)),(cos()()]()([2

),;,(

)),(cos()()]()([2

),;,()(

2),( )1(

0

Page 26: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

26

By matching the boundary condition for interior problem with Dirichlet B. C., u=0.

)()()()(

))(cos()(2

),(1

kRJakRYbikRJbkRYa

mkJru

mjmjmjmj

N

j

m

mm

M

Derivation of unknown coefficients

0

)()()()(

))(cos()(2

),(1

kaJakaYbikaJbkaYa

mkaJu

mjmjmjmj

N

j

m

mm

M

}.0{}]{[ zA Found the igenvalue and eigenvector

Page 27: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

27

By matching the boundary condition for exterior problem with Dirichlet B. C.

)()()()(

))(cos()(2

),(1

kJakYbikJbkYa

mkRJru

mjmjmjmj

N

j

m

mm

M

Derivation of unknown coefficients

u

kJakYbikJbkYa

mkJu

mjmjmjmj

N

j

m

mm

M

)()()()(

))(cos()(2

),(1

}.{][}{

},]{[}{1 uAz

zAu

Failed at det|T|=0.

Page 28: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

Numerical example(interior problem)

B

D

a

0 .00 1 .00 2 .00 3 .00 4 .00 5 .00

0 .00

0 .00

0 .00

0 .01

0 .10

1 .00

10 .00

100 .00

01J

11J

]det[ eU

k

BEM

1 2 3 4 5

k

-24

-20

-16

-12

-8

-4

0

|d e t[U ]|

Tre fftz m e thod fo r in te rio r p rob lem(1 3 POIN TS)

2.405

3.832

Trefftz -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8

-0.8

-0.6

-0.4

-0.2

0

0.2

0.4

0.6

0.8

0J

-0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8

-0.8

-0.6

-0.4

-0.2

0

0.2

0.4

0.6

0.8

-1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1-1

-0.8

-0.6

-0.4

-0.2

0

0.2

0.4

0.6

0.8

1

1J

281 2 3 4 5

k

-36

-34

-32

-30

-28

|d e t[U ]|

M FS fo r in te rio r p ro b le m

2.408 3.838

Page 29: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

Numerical example(exterior problem)

0 2 4 6 8 10

-12

-8

-4

0

4

8

BEM MFS

k

t

Fig.3 The contour plot for the real-part solutions.

Drruk ),(,0),()( 22

4cos),( au

Γ

Radiator

29

?Trefftz

Page 30: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

Multiply domain ?

Degenerate boundary ?Degenerate boundary ?Degenerate scale ?

Further research

30

Page 31: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

Helmholtz equation

Engineering applications

Numerical methods

Boundary integral equation method

BEM for interior and exterior problems

The Trefftz method

The MFS method

Concluding remarks

31

Page 32: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

Concluding Remarks

1. The three numerical methods have been demonstrated.

2. The BEM has the mesh concept, the others are meshless.

3. The BEM and MFS adopted the fundamental solution as a kernel function and basis function, respectively.

4. The Trefftz method adopted the T-complete set as a basis function.

5. The drawbacks of those numerical methods are the objective of research.

32

Page 33: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

The EndThanks for your

attention

33

Page 34: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

Degenerate kernel (step1)

34

Step 1

~~ln)ln(),( xsrxsU

S

x

rx: variable

s: fixed

Page 35: 1 The numerical methods for Helmholtz equation 報告人:陳義麟 國立高雄海洋技術學院造船系副教授 於海洋大學河海工程系 基隆 2003/10/23

Rm

R

mRU

m

me

1)),(cos()(

1)ln(),,,(

Rm

RmRRU

m

mi

1)),(cos()(

1)ln(),,,(

Degenerate kernel (step2, step3)

35

x

s

A

B

Step 2

RA

iUeU

AStep 3

x

B

A

s

RB

iU

eUB