laplace green's functions for infinite ground planes with

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Laplace Green’s Functions for Infinite Ground Planes with Local Roughness Nail A. Gumerov and Ramani Duraiswami University of Maryland Institute for Advanced Computer Studies, College Park, MD 20742 Abstract The Green’s functions for the Laplace equation respectively satisfying the Dirichlet and Neumann boundary conditions on the upper side of an infinite plane with a circular hole are introduced and constructed. These functions enables solution of the boundary value problems in domains where the hole is closed by any surface. This approach enables accounting for arbitrary positive and negative ground elevations inside the domain of interest, which, generally, is not possible to achieve using the regular method of images. Such problems appear in electrostatics, however, the methods developed apply to other domains where the Laplace or Poisson equations govern. Integral and series representations of the Green’s functions are provided. An efficient computational technique based on the boundary element method with fast multipole acceleration is developed. A numerical study of some benchmark problems is presented. Keywords: Green’s Function, Laplace’s Equation, Electrostatics, infinite ground 2010 MSC: 00-01, 99-00 1. Introduction Many problems of physical interest involve fields satisfying Laplace’s equation with appropriate bound- ary conditions. Often, the boundaries of the domain might include surfaces of infinite extent, which for analytical convenience, are often considered to be infinite planes, so that they can be treated via the method of images. Examples include electrostatics, magnetostatics, conduction (or diffusion) from a surface at a fixed temperature (or concentration), potential flow of an ideal fluid over a body. Motivating the work reported here are the problems of electric and magnetic fields near an infinite ground, where the surface elevation departs from the plane in both the positive and negative directions, e.g., a ground with bumps and troughs. Computation of electrostatic fields in scales where the effects of ground should be taken into account can be an important task for a number of applications, for example, for modeling fields in urban environ- ments [1], fields generated by the transmission power lines [2], [3], and fields generated by lightning over rough ocean surface [4]. Scattering of higher frequency electromagnetic waves from rough surfaces is also of interest [5]. Note that if the wavelength is much larger than the scale of the roughness, electrostatic approximation for characterization of scattering properties of the surface is also valid. Most of numerical methods used for such computations either neglect the presence of objects outside the computational domain or impose some boundary conditions on the domain surface (e.g., see monograph [6] and review [7]). The boundary elements can deliver solutions which provide decay of the electric potential at the infinity, while solving a boundary integral equation for the charge distribution only for the objects located inside the computational domain. It is relatively easy to account the effects of the infinite flat ground in such computations using the method of images [8]. Formally, this can be done by replacing the free space Green’s function in the boundary integral equation by the Green’s function for the semispace. This function takes zero at any point on the ground plane and so any convolution with such a Green’s function produces Preprint submitted to Elsevier November 18, 2020 arXiv:2011.08392v1 [math.NA] 17 Nov 2020

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Page 1: Laplace Green's Functions for Infinite Ground Planes with

Laplace Green’s Functions for Infinite Ground Planes with Local Roughness

Nail A. Gumerov and Ramani DuraiswamiUniversity of Maryland Institute for Advanced Computer Studies, College Park, MD 20742

Abstract

The Green’s functions for the Laplace equation respectively satisfying the Dirichlet and Neumann boundaryconditions on the upper side of an infinite plane with a circular hole are introduced and constructed. Thesefunctions enables solution of the boundary value problems in domains where the hole is closed by anysurface. This approach enables accounting for arbitrary positive and negative ground elevations inside thedomain of interest, which, generally, is not possible to achieve using the regular method of images. Suchproblems appear in electrostatics, however, the methods developed apply to other domains where the Laplaceor Poisson equations govern. Integral and series representations of the Green’s functions are provided. Anefficient computational technique based on the boundary element method with fast multipole acceleration isdeveloped. A numerical study of some benchmark problems is presented.

Keywords: Green’s Function, Laplace’s Equation, Electrostatics, infinite ground2010 MSC: 00-01, 99-00

1. Introduction

Many problems of physical interest involve fields satisfying Laplace’s equation with appropriate bound-ary conditions. Often, the boundaries of the domain might include surfaces of infinite extent, which foranalytical convenience, are often considered to be infinite planes, so that they can be treated via the methodof images. Examples include electrostatics, magnetostatics, conduction (or diffusion) from a surface ata fixed temperature (or concentration), potential flow of an ideal fluid over a body. Motivating the workreported here are the problems of electric and magnetic fields near an infinite ground, where the surfaceelevation departs from the plane in both the positive and negative directions, e.g., a ground with bumps andtroughs.

Computation of electrostatic fields in scales where the effects of ground should be taken into accountcan be an important task for a number of applications, for example, for modeling fields in urban environ-ments [1], fields generated by the transmission power lines [2], [3], and fields generated by lightning overrough ocean surface [4]. Scattering of higher frequency electromagnetic waves from rough surfaces is alsoof interest [5]. Note that if the wavelength is much larger than the scale of the roughness, electrostaticapproximation for characterization of scattering properties of the surface is also valid.

Most of numerical methods used for such computations either neglect the presence of objects outside thecomputational domain or impose some boundary conditions on the domain surface (e.g., see monograph [6]and review [7]). The boundary elements can deliver solutions which provide decay of the electric potentialat the infinity, while solving a boundary integral equation for the charge distribution only for the objectslocated inside the computational domain. It is relatively easy to account the effects of the infinite flat groundin such computations using the method of images [8]. Formally, this can be done by replacing the free spaceGreen’s function in the boundary integral equation by the Green’s function for the semispace. This functiontakes zero at any point on the ground plane and so any convolution with such a Green’s function produces

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Laplace Green’s Functions for Infinite Ground Planes with Local Roughness

a solution satisfying the boundary condition on the ground. Some techniques for construction of Green’sfunctions for the Laplace equation in different 2D domains are developed (e.g., [9]), but they formulated interms of complex variables and conformal mappings, which makes difficult to extend them for 3D.

In practice, the situation frequently appears to be more complicated as the ground has elevations anddips. The term “ground” can also include buildings or other construction, and can be modeled using surfaceboundary element meshes. In any case, such modeling is limited to the area where the solution is neededand detailed representation of the environment can be provided only inside the computational domain. Thequestion then is how to take into account the effect of the environment outside the computational domain?One possibility is to assume periodic boundary conditions. In this case some “periodization” techniques forsolution of the Laplace equation can be used (e.g., see [10]; quasi-periodic Green’s functions can be found in[11]). Another approach can be to model the environment outside some ball B of radius R as a flat ground,while provide a detailed meshing of all objects and the ground inside B (sometimes called “locally roughsurface”). In the present paper we take the latter approach.

A simple solution of the problem can be found if all points on the ground inside B are located aboveor on the level of the flat ground at infinity (which we can denote as zero level). In this case the method ofimages can be applied to any objects in the domain. However, if there exist some dips, or points below thezero level the method of images is not applicable, since it requires placing the image source on the side of theground plane opposite to the side where the actual source is located, which creates a physically unacceptable(singular) solution. In a number of papers treatment of such situation using boundary integrals for theHelmholtz equation was considered (e.g., [12], [13]). In this paper, we take a different approach and derivean analogue of the Green’s function, which accounts for the effect of infinite flat ground plane outside thecomputational domain, and which has no singularities besides the source location inside B. This functionis suitable for solution of problems with arbitrary location of boundaries inside B. We implemented themethod and provide some numerical examples. Note that this method can also be applied to the Helmholtzequation.

The problem described above formally reduces to solution of the Laplace equation with the Dirichletboundary conditions on the ground. In practice, there appear also situations when the zero Neumann bound-ary conditions should be imposed on an infinite surface. For example, if we wish to determine underwaterelectric fields generated by some sources, this can be formulated as the problem with zero Neumann bound-ary conditions on the sea level (since the electric conductivity of the sea water is much larger than that of theair). The ocean surface can be rough, so that can be taken into account for points close to the surface, whilethe ocean surface can be considered as flat in the far field (also, see [14], [15], [16]). Another example ofthe Neumann problem appears in aerodynamics, where the effects of ground should be taken into account todetermine correctly the lift force for objects flying close to the ground [17]. For flat surfaces the Neumannproblem can be also solved using the method of images, which causes the same problems as for the Dirichletproblem described above. The Green’s functions for the Dirichlet and Neumann boundary conditions areclosely related. In this paper we address both problems.

2. Statement of the problem

First, we consider the Dirichlet problem. Consider an infinite ground surface Sg on which the electricpotential φ is zero and let there be some objects on it. Let the surface be S the value V of the potential isgiven (here and below we use dimensionless equations). In the electrostatics approximation, we have thefollowing Dirichlet problem for the Laplace equation,

∇2φ (y) = 0, y ∈ Ω, (1)

φ|y∈Sg= 0, φ|y∈S = V, φ||y|=∞ = 0,

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Laplace Green’s Functions for Infinite Ground Planes with Local Roughness

z

x

R0

Sg∞

W0

W∞

Sg0

S

SS

Sg = Sg0 U Sg∞

W = W0 U W∞

Re

We

S+g∞

S-g∞

Sge

Figure 1: The problem geometry and notation. A solution needs to be obtained in domain Ω0 bounded by the object surface S,ground surface Sg0 and a hemisphere of radius R0. The ground surface is flat outside Ω0. An extended computational domain Ωe,which is a part of Ω located inside a sphere of radius Re can be introduced for efficient computations.

where Ω is an infinite domain in R3 bounded by S and Sg. The solution of this problem can be obtained usingindirect boundary integral method, which represents the potential in the form of the single layer potential

φ (y) =

∫S∪Sg

σ (x)G (y,x) dS (x) , G (y,x) =1

4π |y − x|, (2)

where G (y,x) is the free-space Green’s function for the Laplace equation, and σ (x) is the surface chargedensity, which can be obtained from the solution of the boundary integral equation,∫

S∪Sg

σ (x)G (y,x) dS (x) =

V (y) , y ∈ S,

0, y ∈ Sg.(3)

Assume further that Sg can be modelled by a flat horizontal surface (zero elevation, z = 0), except fora finite part near the source, and in the region in which we wish to compute the solution in details. Theground plane in this region may have arbitrary positive and negative elevations. We assume that this regionis contained inside a ball B0 of radius R0 centered at the origin of the reference frame. It is also assumedthat surface S is located inside the ball. The ball partitions Ω into domains Ω0 and Ω∞ and Sg into Sg0 andSg∞ (see Fig. 1),

Ω0 = y ∈ Ω, |y| < R0 , Ω∞ = y ∈ Ω, |y| > R0 = y, |y| > R0, z > 0 , (4)

Sg0 = y ∈ Sg, |y| < R0 , Sg∞ = y ∈ Sg, |y| > R0 = y, |y| > R0, z = 0 .Note now that Sg∞ is an open surface, for which we have an “upper” side, S+

g∞, faced towards z > 0, and a“lower” side, S−g∞ faced towards z < 0. The boundary conditions need be satisfied on the upper side only.The Green’s function G(D) (y,x) for the zero Dirichlet boundary conditions on S+

g∞ can be introduced asthe solution of the problem

∇2yG

(D) (y,x) = −δ (y − x) , y,x ∈ R3, (5)

G(D) (y,x)∣∣∣y∈S+

g∞,y 6=x= 0, G(D) (y,x)

∣∣∣|y|=∞,y 6=x

= 0.

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The solution of the Dirichlet problem (1) then can be sought in the form

φ (y) =

∫S∪Sg0

σ(D) (x)G(D) (y,x) dS (x) , (6)

where σ(D) (x) satisfies the boundary integral equation∫S∪Sg0

σ(D) (x)G(D) (y,x) dS (x) =

V (y) , y ∈ S,

0, y ∈ Sg0.(7)

We seek to derive analytical expressions for, and methods for computation of, the function G(D) (y,x).Similarly, we can also get the Green’s function G(N) (y,x) for the zero Neumann boundary conditions

on Sg∞, which can be found by solving

∇2yG

(N) (y,x) = −δ (y − x) , y,x ∈ R3, (8)

∂n (y)G(N) (y,x)

∣∣∣∣y∈S+

g∞,y 6=x

= 0, G(N) (y,x)∣∣∣|y|=∞,y 6=x

= 0.

Construction of this function allows one to solve the problem with mixed boundary conditions

∇2φ (y) = 0, y ∈ Ω, (9)∂

∂n (y)φ

∣∣∣∣y∈Sg

= 0, φ|y∈S = V, φ||y|=∞ = 0,

in form (6), where superscript (D) should be changed to (N) and the charge density can be determined fromthe boundary integral equation∫

S∪Sg0

σ(N) (x)G(N) (y,x) dS (x) = V (y) , y ∈ S, (10)

∂n (y)

∫S∪Sg0

σ(N) (x)G(N) (y,x) dS (x) = 0, y ∈ Sg0.

Note that functions G(D) (y,x) and G(N) (y,x) defined above are not unique, since the boundary con-dition is specified only on S+

g∞, while an arbitrary boundary condition can be imposed on S−g∞. Dependingon the type of condition on S−g∞ the functions may or may not satisfy the symmetry typical for Green’sfunctions for Dirichlet problems for closed or two-sided open surfaces with homogeneous boundary condi-tions [18]. Despite this non-uniqueness any solution of problems (5) and (8) delivers the Green’s functionsuitable for representation of solutions in form (6 ), where the charge density is determined from Eqs (7)and (10). Indeed, these relations guarantee that the solution satisfies the Laplace equation and the boundaryconditions, and, so, as G(D) or G(N) are selected the solution is unique.

We also remark that, despiteG(D) (y,x) andG(N) (y,x) can be computed for any location of the source(x) and evaluation (y) points, for boundary integral representation of the solution we only consider the casewhen the source x is located inside the ball B. Moreover, y should be also located in B to solve the boundaryintegral equations (7) and (10). As soon as the charge density is determined from these equations the valuesof Green’s functions at arbitrary y can be used.

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Laplace Green’s Functions for Infinite Ground Planes with Local Roughness

3. Solution

3.1. Single and double layer potentialsSolutions of the Dirichlet and Neumann problems (5) and (8) can be found using single and double layer

potentials,

G(D) (y,x) = G (y,x) +K(D) (y,x) , K(D) (y,x) =

∫Sg∞

µD(x′,x

) ∂G (y,x′)

∂n (x′)dS(x′),(11)

G(N) (y,x) = G (y,x) +K(N) (y,x) , K(N) (y,x) =

∫Sg∞

σN(x′,x

)G(y,x′

)dS(x′).

Here σN (x′,x) and µD (x′,x) are the single and double layer densities, which should be found from theboundary conditions. These conditions show that

K(D) (y,x)∣∣∣y∈S+

g∞= − G (y,x)|y∈Sg∞

, (12)

∂K(N) (y,x)

∂n (y)

∣∣∣∣∣y∈S+

g∞

= − ∂G (y,x)

∂n (y)

∣∣∣∣y∈Sg∞

.

The single and double layer potentials (11) obey the following symmetry property

K(D) (y,x)∣∣∣y∈S−g∞

= − K(D) (y,x)∣∣∣y∈S+

g∞, K(N) (y,x)

∣∣∣y∈S−g∞

= K(N) (y,x)∣∣∣y∈S+

g∞. (13)

Furthermore, we note that the single and double layer densities are related to the jumps of the potentials andtheir normal derivatives on the surface as

µD (y,x) = K(D) (y,x)∣∣∣y∈S+

g∞− K(D) (y,x)

∣∣∣y∈S−g∞

, (14)

σN (y,x) =∂K(N) (y,x)

∂n (y)

∣∣∣∣∣y∈S−g∞

− ∂K(N) (y,x)

∂n (y)

∣∣∣∣∣y∈S+

g∞

.

Symmetry (13) then provides

µD (y,x) = 2 K(D) (y,x)∣∣∣y∈S+

g∞, (15)

σN (y,x) = −2∂K(N) (y,x)

∂n (y)

∣∣∣∣∣y∈S+

g∞

.

Boundary conditions (12) complete the solution, which can be written in the integral form

K(D) (y,x) = −2

∫Sg∞

G(x′,x

) ∂G (y,x′)

∂n (x′)dS(x′), (16)

K(N) (y,x) = 2

∫Sg∞

G(y,x′

) ∂G (x′,x)

∂n (x′)dS(x′).

These equations show that x and y enter the expression in a non-symmetric way. However, due to thesymmetry of the free-space Green’s function, we have

K(N) (y,x) = −K(D) (x,y) , (17)

Therefore, we consider only computation of the function K(D) (y,x).

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3.2. Integral representations

Equations (16) already provide an integral representation of the solution. Since the domain of integrationS∞ is simple, the integrals can be written in a more explicit form. Let us consider the Cartesian, cylindrical,and spherical coordinates of the points,

r = (x, y, z) = (ρ cosϕ, ρ sinϕ, z) = r (sin θ cosϕ, sin θ sinϕ, cos θ) , (18)

and mark the coordinates of x,y, and x′ with subscripts x,y, and the prime, respectively. Note then that forpoints x′ on the surface z′ = 0, so

∂z′1

|x′ − y|

∣∣∣∣z′=0

=zy

|x′ − y|3

∣∣∣∣z′=0

, (19)

∣∣x− x′∣∣∣∣z′=0

=(∣∣x′∣∣2 − 2x′ · x + |x|2

)1/2∣∣∣∣z′=0

=(ρ′2 − 2ρxρ

′ cos(ϕ′ − ϕx

)+ r2

x

)1/2.

Using the expression for the free-space Green’s function (2), we obtain from Eq. (16)

K(D) (y,x) = K(D)(ρy, ϕy, zy; ρx, ϕx, zx

)= − zy

8π2

∫ 2π

0

∫ ∞R0

fdρ′dϕ′, (20)

f =ρ′(

ρ′2 − 2ρyρ′ cos

(ϕ′ − ϕy

)+ r2

y

)3/2(ρ′2 − 2ρxρ

′ cos (ϕ′ − ϕx) + r2x)1/2

.

The integrand has the following asymptotic behavior for large ρ′

f =1

ρ′3+

1

ρ′4(ρx cos

(ϕ′ − ϕx

)+ 3ρy cos

(ϕ′ − ϕy

))+O

(r2x + r2

y

ρ′5

). (21)

This shows that the integral converges. The infinite domain can be truncated and we have

K(D) = K(D)t − zy

8πR2∞

(1 +O

(r2x + r2

y

R2∞

)), K

(D)t = − zy

8π2

∫ 2π

0

∫ R∞

R0

fdρ′dϕ′, (22)

where R∞ is some cutoff radius. The second term of the asymptotic expansion in Eq. (21) does notcontribute to the integral, since being integrated over the angle it produces zero. A closed form for numericalintegration can be obtain by substituting the integration variable ρ′ = R0/η. We have then from Eq. (20)

K(D) (y,x) = −R20zy

8π2

∫ 2π

0

∫ 1

0

ηdηdϕ′

Q(η, ϕ′ − ϕy, ρy, ry, R0

)3Q (η, ϕ′ − ϕx, ρx, rx, R0)

, (23)

Q (η, ϕ, ρ, r, R) =(r2η2 − 2Rρη cosϕ+R2

)1/2.

3.3. Spherical harmonic expansions

While the integral representations of K(D) (y,x) enable computation of this function for arbitrary loca-tions of the source and evaluation points, numerical integration can be relatively expensive and more efficientway to compute the integral can be of practical interest. Equation (7) shows that to solve the boundary in-tegral equations K(D) (y,x) should be evaluated only for the case x, y ∈ Ω0. In this case the integral can

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be computed using spherical harmonic expansion. For a single source located at x ∈ Ω0 and x′ ∈ Ω∞ thefollowing expansion of the free space Green’s function holds [19], [20]:

G(x,x′

)=∞∑n=0

n∑m=−n

1

2n+ 1R−mn (x)Smn

(x′),∣∣x′∣∣> R0 > |x| . (24)

Here Rmn (r) and Smn (r) are the regular and singular (at r = 0) spherical basis functions

Rmn (r) = rnY mn (θ, ϕ) , Smn (r) = r−n−1Y m

n (θ, ϕ) , (25)

where Y mn (θ, ϕ) are the orthonormal spherical harmonics,

Y mn (θ, ϕ) = Nm

n P|m|n (ξ)eimϕ, ξ = cos θ, (26)

Nmn = (−1)m

√2n+ 1

(n− |m|)!(n+ |m|)!

, n = 0, 1, 2, ..., m = −n, ..., n.

where Pmn (ξ) are the associated Legendre functions defined by the Rodrigue’s formula (see [21]),

Pmn (ξ) =(−1)m

(1− ξ2

)m/22nn!

dn+m

dξn+m

(1− ξ2

)n, n > 0, m > 0. (27)

The derivatives of the basis functions can be expressed via the basis functions (e.g., [20])

∂zSmn (r) = − (2n+ 1) amn S

mn+1 (r) , (28)

where

amn = a−mn =

√(n+ 1 +m)(n+ 1−m)

(2n+ 1) (2n+ 3), for n > |m| . (29)

amn = 0, for n < |m| .

Thus, we have

∂G (y,x′)

∂z′= −

∞∑n=0

n∑m=−n

amn R−mn (y)Smn+1

(x′),∣∣x′∣∣> R0 > |y| , z′ = z(x′). (30)

For the computation of the integrals in (16) only the values for z′ = 0, or θ′ = π/2 are needed. Using thevalue for P |m|n (0) [21], we have from (26)

Y mn

(π2, ϕ)

= Lmn eimϕ, (31)

Lmn = Nmn P

|m|n (0) = lmn

(−1)(n+|m|)/2 (n+ |m|)!

2n(n−|m|

2

)!(n+|m|

2

)!Nmn ,

lmn =

0, n+m = 2l + 1, l = 0, 1, ...

1, n+m = 2l, l = 0, 1, ....

Hence,

Smn (r)|r∈S∞ = Lmn ρ−n−1eimϕ,

(ρ|r∈S∞ = r sin θ|r∈S∞ = r|r∈S∞

)(32)

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This shows that∫S∞

Sm′

n′+1 (r)Smn (r) dS (r) = Lm′

n′+1Lmn

∫ ∞R

ρ−n−n′−3ρdρ

∫ 2π

0ei(m+m′)ϕdϕ (33)

= 2πδm′,−mLm

′n′+1L

mn

n+ n′ + 1R−n−n

′−1

where δm′m is the Kronecker delta.Using Eqs (24), (30), (32), and (33) we obtain from Eq. (16)

K(D) (y,x) =∞∑n=0

n∑m=−n

∞∑n′=0

n′∑m′=−n′

2am′

n′

2n+ 1R−mn (x)R−m

n′ (y)

∫S∞

Sm′

n′+1

(x′)Smn(x′)dS(x′)

(34)

=

∞∑n=0

n∑m=−n

∞∑n′=0

Imn′nR−mn (x)Rmn′ (y) =

∞∑m=−∞

∞∑n=|m|+1

∞∑n′=|m|

Imnn′R−mn′ (x)Rmn (y)

where

Imnn′ = Jmnn′R−n−n′−1, Jmnn′ =

4πamn Lmn+1L

mn′

(2n′ + 1) (n+ n′ + 1). (35)

Here we used symmetries amn = a−mn and Lmn = L−mn . Summation in the last sum of Eq (34) can startat n = |m|, but at this value Lmn+1 = 0 (see Eq. (31)). Note that Imnn′ = I−mnn′ , but the coefficients arenon-symmetric with respect to the lower indices, Imnn′ 6= Imn′n. Indeed, we have

Imn′nImnn′ =

(4π)2 amn amn′R−2n−2n′−2

(2n+ 1) (2n′ + 1) (n+ n′ + 1)2Lmn L

mn+1L

mn′L

mn′+1 = 0. (36)

This is due to the fact Lmn Lmn+1 = 0 (see definition (31)). Hence, if at some n′ and n we have Imn′n 6= 0 (and

this is true as not all Imn′n are zeros), then due to Eq. (36) Imnn′ = 0, means Imn′n 6= Imnn′ . Non-symmetry of thecoefficients also shows that K(D) (y,x) is non-symmetric, K(D) (y,x) 6= K(D) (x,y) since the sphericalharmonics form a complete orthogonal basis on a sphere (and Rmn (y) are proportional to them).

4. Numerical methods

4.1. Dimensionless formsSince the Laplace equation does not have intrinsic length scales, we have for arbitrary R (see Eqs (23)

and (34))

K(D) (y,x;R) =1

RK(D)

(yR,x

R

), (37)

K(D) (y,x) = − zy8π2

∫ 2π

0

∫ 1

0

ηdηdϕ′

Q(η, ϕ′ − ϕy, ρy, ry, 1

)3Q (η, ϕ′ − ϕx, ρx, rx, 1)

,

K(D) (y,x) =

∞∑n=0

n∑m=−n

Umn (x)Rmn (y) , Umn (x) =

∞∑n′=|m|

Jmnn′R−mn′ (x) , (|y| < 1, |x| < 1) .

where K(D) is the dimensionless function, which does not depend on parameter R, which is seen from itsintegral representation. We put an extra argumentR to the dimensional functionK(D) to show its parametricdependence on R. The series for K(D) (y,x) and Umn (x)converge for x and y located inside the unit ball.

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4.2. Improvement of convergenceOur numerical experiments show that computation of the kernel function via double integral represen-

tation (37) provides accurate results, but such computations are somehow slow as they require evaluation ofintegrals for every pair x and y. On the other hand, recursive computations of the spherical basis functionsprovide a fast procedure.

For practical use all infinite series should be truncated with some truncation number p (n < p, n′ < p),which should be selected based on the error bounds. The radius of convergence of series (37) is 1 both, withrespect to x and y. This means that for points in Ω0 located closely to the boundary with domain Ω∞ thetruncation number can be large, which may reduce the efficiency of computations.

Several tricks can be proposed to improve the convergence. First, one can simply implement integral andseries representations of the kernel and switch between algorithms based on the values |y| and |x|. Second,we can effectively reduce the size of the domain, where K(D) (y,x) should be computed. This is based onthe observation that for the evaluation points located on plane z = 0 we have from Eqs (25), (26), (31), and(35)

Jmnn′ Rmn (y)|zy=0 =

4πamn Lmn′

(2n′ + 1) (n+ n′ + 1)

(Lmn+1L

mn

)ρnye−imϕy = 0, (38)

due to Lmn+1Lmn = 0. Hence,

K(D) (y,x;R) = 0, zy = 0. (39)

Also, relation (39) follows from the integral representation (20).Consider now an extended computational domain, which can be denoted as Ωe, and which includes Ω0

and the part of Ω∞ located between the concentric spheres of radii R0 and Re > R0. Respectively, Sgedenotes the part of ground surface Sg in domain Ωe (see Fig. 1). All formulae derived hold in case if wereplace Ω0 with Ωe, R0 with Re and Sg0 with Sge. So, instead of Eq. (6) we should have

φ (y) =

∫S∪Sge

σ(D)e (x)

[G (y,x) +K(D) (y,x;Re)

]dS (x) . (40)

The charge density σ(D)e (x) can be determined from the boundary conditions∫

S∪Sge

σ(D)e (x)

[G (y,x) +K(D) (y,x;Re)

]dS (x) =

V (y) , y ∈ S,

0, y ∈ Sg0,, (41)∫

S∪Sge

σ(D)e (x)G (y,x) dS (x) = 0, y ∈ Sge\Sg0.

The latter holds since K(D) (y,x;Re) = 0, for y ∈ Sge\Sg0. Hence, both for the field computations (40)and determination of the charge density only values of K(D) (y,x;Re) for y ∈ Ω0 are needed. On the otherhand, K(D) (y,x;Re) should be computed for x ∈ Ωe with a notice that for x ∈ Sge\Sg0 we have zx = 0.We developed an efficient recursive procedure for such computations described in the next subsection.

4.3. Computations for the ground points on the extended domainSo, the problem for use of the extended domain is to compute function Umn (x) represented in Eq. (37)

by infinite series at zx = 0, at ξ ∈ [R0/Re, 1) ,where ξ = |x|. Integral representation of Umn (x) can beobtained by substituting of Eq. (30) into integral (16). In the dimensionless form we have

K(D) (y,x) =∞∑n=0

n∑m=−n

Umn (x)Rmn (y) =∞∑n=0

n∑m=−n

2amn Rmn (y)

∫ ∞1

∫ 2π

0G(x,x′

)S−mn+1

(x′)dS(x′).

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(42)

So,

Umn (x)|zx=0 =1

2πamn L

mn+1e

−imϕxumn (ξ) , ξ = ρx, (43)

umn (ξ) =

∫ ∞1

ηn+1

∫ 2π

0

eimϕdϕ(η2 − 2ξη cosϕ+ ξ2

)1/2 =1

ξn+1

∫ ξ

0ζnwm (ζ) dζ, (44)

wm (ξ) =

∫ 2π

0

eimϕdϕ(1− 2ξ cosϕ+ ξ2

)1/2 , u−mn (ξ) = umn (ξ) , w−m (ξ) = wm (ξ) .

These functions can be expressed via the complete elliptic integrals of the first and second kinds, K andE (see[21]), and recursive relations (to shorten notation we drop the argument ξ for functions umn (ξ) andwm (ξ))

u0n =

1

n2ξ2

[4E(ξ2)− 4n

(1− ξ2

)K(ξ2)

+ (n− 1)2 u0n−2

], n = 1, 3, 5, ... (45)

u1n+1 =

1

(2n+ 3) ξ

[(n+ 1)u0

n + (n+ 2) ξ2u0n+2 + 4

(1− ξ2

)K(ξ2)− 8E

(ξ2)], n = 1, 3, 5, ...(46)

um+1n+1 =

2

(2n+ 3) ξ

[(n+ 1)umn + (n+ 2) ξ2umn+2 − vm

]− um−1

n+1 , m = 1, 2, ..., n = m+ 1,m+ 3, ...(47)

vm =(1 + ξ2

)wm − ξ (wm+1 + wm−1) , m = 1, 2, ... (48)

wm =1

ξ

(1 + ξ2

) 2m− 2

2m− 1wm−1 −

2m− 3

2m− 1wm−2, m = 2, 3, ..., (49)

w0 = 4K(ξ2), w1 =

4

ξ

[K(ξ2)− E

(ξ2)], (50)

K (µ) =

∫ π/2

0

(1− µ sin2 ϕ

)−1/2dϕ, E (µ) =

∫ π/2

0

(1− µ sin2 ϕ

)1/2dϕ. (51)

Appendix A describes how these relations are obtained. We remark that because Lmn+1 = 0 when n+m isan even number, to obtain Umn in Eq. (43) we need to compute functions umn only at odd values of n + m,which is reflected in the above recurrences. The recurrence for umn works in layers in subscript n. So, first,we obtain u0

n for all n needed, then u1n, and so on until umn at maximum m needed. For truncation number

p, we have max(n) = p− 1, max(m) = p− 2. As recurrence (47) show that the maximum computed n atm = p − 3 should be p, while at m = 0 it should be 2p − 3. It is also remarkable that recurrence (45) canbe used first at n = 1, which provides the value of u0

1, and then applied for other u0n in the sequence.

4.4. Boundary elementsEquation (41) can be solved using the method of moments (MoM) or collocation boundary element

methods (BEM). In the present study we use the BEM. The surface is discretized by triangular elements, theintegrals involving Green’s function are computed analytically assuming that the charge density is constantover the elements (constant panel approximation). The integrals involving kernel K(D) (y,x;Rc) werecomputed using center panel quadrature,∫

∆j

σ (x)K(D) (y,x;Rc) dS (x) ≈ σjwjK(D)(y,xcj ;Rc

), (52)

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where σj is the mean value of the charge density, while wj and xcj are the area and the centroid of triangle∆j . In the standard BEM realization the integrals over the kernels with Green’s functions were computedanalytically.∫

∆j

σ (x)G (y,x) dS (x) ≈ σjLj (y) , (53)

Lj (y) =

∫∆j

G (y,x) dS (x) =3∑q=1

[H (ljq − xjq, hj , zjq)−H (−xjq, hj , zjq)] , (54)

xjq =(y − xjq

)· ijq, hj =

∣∣(y − xj1)· nj∣∣ , zjq =

(y − xjq

)· njq,

ijq =1

ljq

(xj,q(mod 3)+1 − xjq

), ljq =

∣∣xj,q(mod 3)+1 − xjq∣∣ , njq = ijq × nj ,

H (x, y, z) = y(

arctanx

z− arctan

yx

zr

)− z ln |r + x| , r =

√x2 + y2 + z2,

where nj is the normal to triangle ∆j directed into the computational domain.

4.5. Fast multipole method

For large problems the BEM can be accelerated using the fast multipole method (FMM) (e.g., [22]).As shown, the kernel K(D) (y,x;Rc) is either zero or can be factored for any pair of points inside thecomputational domain of radius Rc. This shows that boundary integral equation (41) can be written as∫

S∪Sge

σ(D)e (x)G (y,x) dS (x) + (55)

1

Re

p−1∑n=0

n∑m=−n

Rmn

(y

Re

)∫S∪Sge

σ(D)e (x)Umn

(x

Re

)dS (x) =

V (y) , y ∈ S,

0, y ∈ Sge,

where the infinite sum over n is truncated. The first integral in the left hand side can be computed using theFMM with the free space Green’s function. In our implementation, we used some nearfield radius rnf . So,for pairs of points (y,x) located closer than rnf the integrals over triangles were computed analytically usingEqs (53) and (54), while for larger distances the integrals were computed using center point approximation,similarly to (52).

The most important feature of the global kernel factorization is that the number of operations to computethe matrix-vector product for the kernel isO

(p2N

), notO

(N2), since all integrals over x can be computed

independently from the evaluation points y (N is the number of boundary elements). So, computation of thissum has the asymptotic complexity consistent with the FMM, and the method can be applied for solution oflarge problems, where the overall linear system is solved iteratively.

4.6. Real basis functions

Kernel K(D) is real, but is presented in Eq. (37) via sums of complex valued functions Rmn . A fastprocedure can be developed based on recursive computations of real basis functions (see [23]),

Rmn (r) =(−1)n+m

(n+ |m|)!rnP |m|n (cos θ)

cosmϕ, m > 0,sinmϕ, m < 0,

(56)

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which can be computed recursively as

R00 = 1, R1

1 = −1

2x, R−1

1 =1

2y, (57)

Rmm = − 1

2m

(xRm−1

m−1 + yR−(m−1)m−1

), m = 2, 3, ...,

R−mm =1

2m

(yRm−1

m−1 − xR−(m−1)m−1

), m = 2, 3, ...,

R±mm+1 = −zR±mm , m = 0, 1, ...,

R±mn+1 = −(2n+ 1) zR±mn + r2R±mn−1

(n+ 1)2 −m2, m = 0, 1, ..., n = m+ 1,m+ 2, ....

Equations (37), (25), (26), (29), (31),and (35) show then that

K(D) (y,x) =

∞∑n=0

n∑m=−n

Umn (x)Rmn (y) , Umn (x) = −2− δm,04π

νmn+1

∞∑n′=|m|

νmn′

n′ + n+ 1Rmn′ (x) ,(58)

νmn = lmn (−1)(n+|m|)/2 (n− |m| − 1)!!(n+ |m| − 1)!!.

Also, using Eq. (43) we have for points zx = 0

Umn (x) = −2− δm,08π2

νmn+1umn (ξ)

cos (mϕx) , m > 0,sin (mϕx) , m < 0.

(59)

5. Complexity and optimization

5.1. Kernel computations

Assume there are N sources and M receivers in domain Ω0. Truncation of the series representation ofK(D) (y,x;Re) for y ∈Ω0 with truncation number p produces errors ε ∼ (R0/Re)

p. If there areNe sourcesin the extended domain Ωe then the computational cost for factored K(D) (y,x;Re) can be estimated as

Cfact = O(Mp2

)+O

(Np3

)+O

((Ne −N)p2

), (60)

where the first term is the cost to compute p2 functions Rmn (y/Re), the second term is the cost to computep2 functions Umn (x/Re) for x ∈ Ω0 using series (58), and the third term is the cost to compute p2 functionsUmn (x/Re) for x ∈ Ωe \Ω0 (zx = 0) using Eq. (59) and recursions (45)-(51) for umn (ξ). Assume nowthat the sources are uniformly distributed in domain Ωe\Ω0, with the density ρ points per surface area. Inthis case Ne − N = πρ

(R2e −R2

0

). For prescribed accuracy ε we have Re = R0ε

−1/p, which brings thefollowing expression for the computational cost

Cfact = AMp2 +BNp3 + CπρR20

(ε−2/p − 1

)p2, (61)

where A,B, and C are some asymptotic constants.Considering Cfact as a function of p, we can see that

dCfactdp

= 2AMp+ 3BNp2 + 2CπρR20p

[(ε−2/p − 1

)− ε−2/p 1

pln

1

ε

]. (62)

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The term in the square brackets has a single zero at p = pc (ε) and is positive at

p > pc (ε) =1

αln

1

ε, α = 0.79681213... ≈ 0.8. (63)

So, function Cfact (p) grows monotonically at p > pc (ε) for any values of M,N, and πρR20. The function

can grow or decay at p < pc (ε) depending on M,N, and πρR20. Note now, that p = pc (ε) corresponds to(

ReR0

)c

= ε−1/pc = eα = β ≈ 2.2. (64)

This means, that Cfact being considered as a function of Re decays in the region R0 < Re 6 βR0 andmay continue to decay or start to grow at Re > βR0. It is remarkable, that β does not depend on ε, so forcomputations using the factored kernel the optimal radius of the extended domain should be always largerthan βR0. Also, it can be noted that the values of pc (ε) are rather small. For example, at ε = 10−4 we havepc (ε) ≈ 11.6, which means that p = 12 should be sufficient to achieve the required accuracy at Re = βR0.This also shows that at large enough N and M computational costs in Eq.(61) are much smaller than thatfor kernel computations using the integral representation, which formally is O (NM) with the asymptoticconstant that can be substantially large as the cost of numerical quadrature also depends on the requiredaccuracy.

Figure 2: The distribution of the sources (the small dots) and receivers (the bold dots) for the kernel accuracy and computationalcomplexity tests.

To validate these findings we conducted some numerical experiments. First, we did error estimates ofthe factored solutions using comparisons with the error-controlled integral computations (Matlab integral2function). For this purpose due to the symmetry of the problem, all receivers can be placed on the intersec-tion of a unit hemisphere (“bump”) with plane y = 0. On the other hand, the sources can be distributed overthe hemisphere surface and in the extension of the domain (see Fig. 2). Figure 3 shows the relative L2-normerrors, ε2,

ε2 =‖f − fref‖2‖fref‖2

, (65)

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where f is the computed and fref is the reference solution for all computed source-receiver pairs as thefilled contours in plane [Re/R0, p]. It is seen that the boundaries of the regions agree well with the errorapproximation Re = R0ε

−1/p2 . Figure 4 is computed by finding for each Re/R0 the smallest p at which

the computed ε2 is smaller than the prescribed accuracy and plotting the wall-clock time required for kernelcomputation via factorization. It is seen that dependences computed at different prescribed ε2 have globalminima in the range 2 6 Re/R0 6 3.5 at 10−2 > ε2 > 10−8. This agrees well with the theoreticalestimates provided above. Note that non-monotonous character of the curves shown on this plot is due todiscrete change of parameters Re/R0 and p and thresholding (the curves show the prescribed error curves,not the actual errors, which can be close to or several times smaller than the prescribed errors). Also, thisfigure shows that optimization of the extended domain size can speed up computations several times.

Figure 3: The computed domains (colored) in (Re/R0, p)-plane corresponding to different values of the relative L2-norm error ε2for the factored kernel representation (Eqs (58) and (59)) using truncation number p. The reference solution is obtained using theintegral representation and the Matlab integral2 procedure with the absolute and relative tolerance 10−12. The boundaries of thedomains correlate well with dependences, p = log ε2/ log (R0/Re) shown by the dashed curves. The values of ε2 are shown nearthe curves.

5.2. Optimization of the Boundary Element SolutionThe extension of the domain can substantially impact the complexity and memory requirements of the

BEM and it is preferable not to extend the domain too much. Assume that M = N and Re = R0 (1 + δ),δ 1. In this case, p ∼ δ−1 ln (1/ε), the first term in Eq. (61) can be neglected, and we obtain

Cfact ∼ BN

δ3 ln3 1

ε

(1 +

πR20

A0

2C

B

δ2

ln 1ε

)∼ BN

δ3 ln3 1

ε. (66)

Here we assumed that the density of sampling of the domain extension is the same as the density of samplingof surface S ∪ Sg0 of area A0, means ρ = N/A0. The last term in the parentheses then can be neglected atδ → 0, due to πR2

0 6 A0, ln 1ε > 1, and assumed C ∼ B.

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Figure 4: The minimal wall-clock times (in seconds, Matlab implementation) required to compute the factored kernel representation(Eqs (58) and (59)) to achieve the presciribed error ε2 as a function of Re/R0. The values of truncation numbers for optimumdomain sizes are shown near the minima of the curves.

There are different versions of the BEM including those using iterative methods and the FMM, whichhave different computational costs, e.g., O (Nα), α > 1, for problems of size N. So, the cost of the BEMwith the extended domain kernel computing at δ 1 can be estimated as

CBEM = Cfact +DNαe = Cfact +DNα

(1 +

Ne −NN

)α(67)

∼ Cfact +DNα

(1 + α

πR20

A0

(R2e

R20

− 1

))∼ DNα +B

N

δ3 ln3 1

ε+ 2DNαα

πR20

A0δ.

Here D is some asymptotic constant related to the BEM cost. While it appears that the cost of the last termis much smaller than the cost of the first term, we retained it, as the first term is constant, while the lastterm reflects the main mechanism of increase of the cost at the increasing δ. Indeed, taking derivative of thisexpression we can see that CBEM has a global minimum,

dCBEMdδ

= −3BN

δ4 ln3 1

ε+ 2αD

πR20

A0Nα,

dCBEMdδ

(δopt) = 0, (68)

δopt =3B

2αD

A0

πR20

(1

Nα−1ln3 1

ε

)1/4

= O

(1

N (α−1)/4ln3/4 1

ε

).

This shows that, indeed, at α > 1 and N →∞ and fixed other parameters the optimal size of the extension,δopt, turns to zero. For the regular BEM with exact solvers we have α = 3. However, when N is not veryhigh the cost of the FMM can be limited by the cost of boundary integral computing, in which case α = 2.Also, this can be achieved with iterative solvers. In the case of the FMM acceleration α = 1 or close to 1.In this case, δopt should not depend on N , and the only reason why δopt 1 can be related to large valuesof asymptotic constant D. Usually, this is true for the FMM.

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6. BEM computing

Figure 5: The meshes of “bump” and “dip” and source locations used in computations of Figs 7 and 8. The parts corresponding toSg0 are shaded in the light gray. The darker gray shade shows the parts corresponding to Sge\Sg0.

For illustrations of the kernel can be used with the boundary elements we consider the following bench-mark problems for validation. We assumed that the ground elevation z is the following function of x and y,

Sg :

(x, y, z), z =

±√

1− ρ2, ρ < 1,0, ρ > 1.

, ρ =√x2 + y2

. (69)

Here the sign “+” corresponds to a “bump”, while the sign “-” corresponds to a “dip”. Assume then that theelectric field is generated by a monopole source (charge) of unit intensity located at xs = (0, 0, h), and thedomain Ω0 is bounded by a sphere of radius R0 = h (h > 1) centered at the origin for the “bump” and ,R0 = 1 for the “dip” (|h| < 1). Figure 5 shows the meshes used in computations.

For validation purposes, the solution of the problem for the bump can be found analytically using themethod of images. In this case, the image of the bump is a hemisphere, which together with the “image”bump forms a sphere of radius 1 on which the potential is zero. The image source of negative intensity (sink)is located at x∗s = (0, 0,−h), and we have the following expression for the potential

φ (y) = G (y,xs)−G (y,x∗s)−1

hG(y,x+

r

)+

1

hG(y,x−r

), x±r =

(0, 0,±1

h

), (70)

where x+r and x−r are the images of xs and x∗s with respect to the sphere. We are not aware about analytical

solutions for the case of “dip” for which the method of images cannot be applied.The boundary integral solution of the problem can be represented in the form

φ (y) = G (y,xs) +K(D) (y,xs;Re) +

∫Sge

σ(D) (x)[G (y − x) +K(D) (y,x;Re)

]dS (x) , (71)

where the charge density can be found from∫Sge

σ(D) (x)[G (y,x) +K(D) (y,x;Re)

]dS (x) = −G (y,xs)−K(D) (y,xs;Re) , y ∈ Sge. (72)

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In the case of “bump” we computed and compared four solutions: 1) analytical; 2) regular BEM usingmethod of images (two symmetric sources and a sphere) (“BEMimage”); 3) regular BEM, where the domainground plane was simply truncated and the effect of the infinite plane ignored (“BEM”); 4) BEM with thekernel accounting for the infinite plane as described by Eqs (71) and (72) (“BEMinf”). In case of “dip”only solutions 3) and 4) were computed. In all cases we varied Re. The truncation number p for “BEMinf”method was selected based on the theoretical estimate, p = log ε/ log(R0/Re), where the prescribed error εvaried in range 10−3 − 10−6.

Figure 6: The wall-clock times (in seconds) for solution of the “bump” problem shown in Fig. 5 for different Re/R0, differentprescribed accuracies, and different versions of the BEMinf (with and without the FMM acceleration). The values of pcorresponding to the minima of the dependences are shown near the curves. In the regular BEMinf, the number of faces for surfaceSg0 is N0 = 3594 and varied in the range Ne = 3901 − 8106 for surface Sge. In the BEMinf accelerated with the FMM thenumbers are N0 = 13244 and Ne = 16568− 30717, respectively.

Figure 6 illustrates the effect of the domain extension on the performance for different prescribed accu-racies and the BEM complexities for the “bump” case (h = 2). Note that here the FMM accelerated BEMwas implemented in the way that the boundary integrals were computed within some cutoff radius of theevaluation point using Matlab, while the FMM procedure was executed in the form of a high performancelibrary, so the cost of the FMM BEM is mainly determined by the Matlab integral computations, which isconsistent with the kernel evaluation also implemented in Matlab. Also, in the regular BEM the solutiontime was much smaller than the integral computation time. So, the methods shown can be characterized asO(N2)

for the BEM and O (N) for the BEM/FMM. It is seen that the curves form minima (sometimes afew local minima), at relatively low δ = Re/R0 − 1. According to the theory (see Eq. (68)), increasing theprescribed accuracy results in an increase of the optimal Re, which is seen on the figure. For δ substantiallylarger than δopt the cost of kernel computation becomes negligible in comparison to the BEM costs, and thecurves computed for different ε become close to each other.

Figure 7 shows the analytical solution (70) (the induced part, φind (y) = φ (y) − G (y,xs)), and theabsolute errors in the computational domain obtained using different methods of solution for the “bump”case, h = 2, δ = 0.0935, N0 = 6401, and Ne = 7661, where N0 and Ne are the number of boundary

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Figure 7: The induced electric potential, φind (y) = φ (y)−G (y,xs), according to the analytical solution (70) , and the absoluteerrors in domain Ω0 obtained using different methods of solution for the “bump” case, h = 2, δ = 0.0935, N0 = 6401, andNe = 7661. The mesh is shown in Fig. 5 (on the left).

elements in Ω0 and Ωe, respectively. The numerical solution using image sources is the most accurate andits relative L2-norm error is ε2 = 2.3 · 10−3. The BEMinf shows error ε2 = 4.5 · 10−3 (at the prescribedaccuracy ε = 10−4) while the BEM shows ε2 = 3.7 · 10−2, which is one order of magnitude larger. Thisfigure shows also different error distributions for different methods inside the computational domain.

Figure 8 shows the reference solution (φind (y)) for the “dip” case and the absolute errors in the com-putational domain obtained using BEMinf and the regular BEM, h = 0.5, δ = 0.124, N0 = 1592, andNe = 2017. The reference solution was computed using BEMinf with parameters δ = 0.5, N0 = 6401, andNe = 14038 and prescribed ε = 10−6. The BEMinf shows error ε2 = 4.7 · 10−4 (at the prescribed accuracyε = 10−4) while the BEM shows ε2 = 5.6 · 10−2, which is two orders of magnitude larger. Similarly tothe case of “bump” one can observe different error distributions for the BEMinf and the BEM. Similarly tothe case of “bump” the largest BEMinf errors are observed near the edge of domain Ω0 coinciding with theground plane.

Figure 9 plots ε2 for the “dip” case as a function of parameter Re/R0. It is seen that the error ispractically constant for BEMinf, while it decays inversely proportionally to the volume of the computationaldomain for the regular BEM. It is clear then that the results of BEMinf can be obtained by simple extensionof the computational domain, but for substantially higher computational costs. For example, to achievetwo orders of magnitude in error reduction one should have Re ∼ 5R0, which may require one orderof magnitude increase in the number of boundary elements and increase the computational costs 10-1000times, based on the solution method used (scaled as O (Nα), 1 6 α 6 3).

7. Conclusion

We introduced analogues of Green’s function for an infinite plane with a circular hole. We also proposedand tested efficient methods for computing of these functions, which may have broad applications to model

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Figure 8: The induced electric potential, φind (y) = φ (y) − G (y,xs), for the reference solution computed using BEMinf withparameters Re/R0 = 1.5, N0 = 6401, Ne = 14038, and prescribed ε = 10−6, and the absolute errors in domain Ω0 obtainedusing different methods of solution for the “dip” case, h = 0.5, δ = 0.124, N0 = 1592, and Ne = 2017. The mesh is shown inFig. 5 (on the right).

infinite ground or ocean surfaces in the problems requiring Laplace equation solvers. While such functionscan be expressed in the forms of finite integrals, their computation can be costly. However, a computationallyefficient factorization of these functions can be done, which drastically reduces the computational costs, and,in fact, creates rather small overheads to the problems, which simply ignore the existence of ground outsidethe computational domain. Also, we conducted some optimization study and provided actual boundaryelement computations for some benchmark problems. The study shows that the accuracy of the solutionusing the analogues of Green’s function improves substantially compared to a simple domain truncation,which also can become computationally costly for improved accuracy computations.

8. Acknowledgements

This work is supported by Cooperative Research Agreement (W911NF1420118) between the Universityof Maryland and the Army Research Laboratory, with David Hull, Ross Adelman and Steven Vinci asTechnical monitors.

9. References

References

[1] R. Adelman, Extremely large, wide-area power-line models, Supercomputing 2017,https://sc17.supercomputing.org/SC17%20Archive/tech poster/poster files/post251s2-file3.pdf.

[2] M. D’Amore, M. S. Sarto, Simulation models of a dissipative transmission line above a lossy groundfor a wide-frequency range. I. Single conductor configuration, IEEE Trans. Electromag. Compat. 38(2)(1996) 127-138. https://doi.org/10.1109/15.494615.

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Laplace Green’s Functions for Infinite Ground Planes with Local Roughness

Figure 9: The relative L2-norm error ε2 for the “dip” case as a function of parameter Re/R0 for BEMinf and regular BEM. Thesolid line shows the dependence ε2 = C (Re/R0)−3 with the constant C fiitting the error of regular BEM at Re/R0 = 2.

[3] M. Trlep, A. Hamler, M. Jesenik, B. Stumberger, Electric field distribution under trans-mission lines dependent on ground surface, IEEE Trans. Mag. 45(3) (2009) 1748-1751.https://doi.org/10.1109/TMAG.2009.2012806.

[4] Q. Zhang, J. Yang, D. Li, Z. Wang, Propagation effects of a fractal rough ocean surface onthe vertical electric field generated by lightning return strokes, J. Electrostat. 70(1)(2012) 54-59.https://doi.org/10.1016/j.elstat.2011.10.003.

[5] K. S. Chen, T.-D. Wu, L. Tsang, Q. Li, J. Shi, A.K. Fung, Emission of rough surfaces calculated by theintegral equation method with comparison to three-dimensional moment method simulations, IEEETrans. Geo. Rem. Sensing 41(1) (2003) 90-101. https://doi.org/10.1109/TGRS.2002.807587.

[6] D. Givoli, Numerical Methods for Problems in Infinite Domains, Elsevier, Amsterdam, 1992.

[7] S.V. Tsynkov, Numerical solution of problems on unbounded domains. A review, Appl. Num. Math.27(4) (1998) 465-532. https://doi.org/10.1016/S0168-9274(98)00025-7.

[8] J.D. Jackson, Classical Electrodynamics, third ed., John Wiley and Sons, New York, 1998.

[9] D. Crowdy, J. Marshall, Green’s functions for Laplace’s equation in multiply connected domains, IMAJ. Appl. Math. 72 (2007) 278-301. https://doi.org/10.1093/imamat/hxm007.

[10] N.A. Gumerov and R. Duraiswami, A method to compute periodic sums, J. Comput. Phys. 272 (2014)307-326. https://doi.org/10.1016/j.jcp.2014.04.039.

[11] A. Moroz, Quasi-periodic Green’s functions of the Helmholtz and Laplace equations, J. Phys. A: Math.Gen. 39(36) (2006) 11247. https://doi.org/10.1088%2F0305-4470%2F39%2F36%2F009.

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[12] G. Bao, J. Lin, Near-field imaging of the surface displacement on an infinite ground plane, InverseProblems & Imaging, 7(2) (2013), 377-396. https:/doi.org/10.3934/ipi.2013.7.377.

[13] S. N. Chandler-Wilde, E. Heinemeyer, R. Potthast, Acoustic scattering by mildly roughunbounded surfaces in three dimensions, SIAM J. Appl. Math. 66 (2006) 1002–1026.https://doi.org/10.1137/050635262.

[14] J.J. Holmes, Past, present, and future of underwater sensor arrays to measure the elec-tromagnetic field signatures of naval vessels, Marine Tech. Soc. J. 49(6) (2015) 123-133.https://doi.org/10.4031/MTSJ.49.6.1.

[15] R. Yue, P. Hu, J. Zhang, The influence of the seawater and seabed interface on the underwater lowfrequency electromagnetic field signatures, 2016 IEEE/OES China Ocean Acoustics (COA), Harbin(2016) 1-7. https://doi.org/10.1109/COA.2016.7535694.

[16] X. Wang, Q. Xu, J. Zhang, Simulating underwater electric field signal of ship us-ing the boundary element method, Progress In Electromag. Res. M 76 (2018) 43-54.https:/doi.org/10.2528/PIERM18092706.

[17] K.V. Rozhdestvensky, Aerodynamics of a Lifting System in Extreme Ground Effect, Springer, Berlin-Heidelberg, 2000.

[18] D. G. Duffy, Green’s Functions with Applications, CRC Press, Taylor & Francis Group, FL, 2015.

[19] P.M. Morse, H. Feshbach, Methods of Theoretical Physics, McGraw-Hill, NY, 1953.

[20] N.A. Gumerov, R. Duraiswamin, Comparison of the efficiency of translation operators used inthe fast multipole method for the 3D Laplace equation, UMIACS TR 2005-09, Also issued asComputer Science Technical Report CS-TR-# 4701, University of Maryland, College Park, 2005.https://drum.lib.umd.edu/bitstream/handle/1903/3023/LaplaceTranslation CSTR 4701.pdf.

[21] M. Abramowitz, I.A. Stegun, Handbook of Mathematical Functions, National Bureau of Standards,Washington D.C., 1972.

[22] R. Adelman, N.A Gumerov, and R. Duraiswami, FMM/GPU-accelerated boundary element methodfor computational magnetics and electrostatics, IEEE Trans. Mag. 53(12) (2017), 7002311.https://doi.org/10.1109/TMAG.2017.2725951.

[23] N.A. Gumerov and R. Duraiswami, Fast multipole methods on graphics processors, J. Comput. Phys.227 (2008), 8290-8313. https://doi.org/10.1016/j.jcp.2008.05.023.

Appendix A. Derivation of Recurrence Relations

Recurrence (47) can be derived by comparing two representations of integral

Imn =1

ξn+1

∫ 2π

0eimϕdϕ

∫ ξ

0

(1− 2ζ cosϕ+ ζ2

)1/2ζndζ (A.1)

= umn + ξ2umn+2 − ξ(um−1n+1 + um+1

n+1

),

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Laplace Green’s Functions for Infinite Ground Planes with Local Roughness

which can be checked using definition of umn (ξ) (44), and integration by parts:

Imn =1

(n+ 1) ξn+1

∫ 2π

0eimϕdϕ

∫ ξ

0

(1− 2ζ cosϕ+ ζ2

)1/2dζn+1 (A.2)

=1

n+ 1

[vm − ξ2umn+2 +

1

2ξ(um−1n+1 + um+1

n+1

)], vm =

∫ 2π

0eimϕ

(1− 2ξ cosϕ+ ξ2

)1/2dϕ.

Equation (48) can be checked directly using integral representation of vm and definition of wm (ξ) .To obtain recurrence (49) we note the following transformation

i

∫ 2π

0

ei(m−1)ϕ sinϕdϕ(1− 2ξ cosϕ+ ξ2

)1/2 =i

ξ

∫ 2π

0ei(m−1)ϕd

(1− 2ξ cosϕ+ ξ2

)1/2 (A.3)

= − iξ

∫ 2π

0

(1− 2ξ cosϕ+ ξ2

)1/2dei(m−1)ϕ = (m− 1)

1

ξ

∫ 2π

0

ei(m−1)ϕ(1− 2ξ cosϕ+ ξ2

)(1− 2ξ cosϕ+ ξ2

)1/2 dϕ.

Using this expression, we obtain

wm =

∫ 2π

0

ei(m−1)ϕeiϕdϕ(1− 2ξ cosϕ+ ξ2

)1/2 =

∫ 2π

0

ei(m−1)ϕ (cosϕ+ i sinϕ) dϕ(1− 2ξ cosϕ+ ξ2

)1/2 (A.4)

= (m− 1)1 + ξ2

ξ

∫ 2π

0

ei(m−1)ϕdϕ(1− 2ξ cosϕ+ ξ2

)1/2 − 2m− 3

2

∫ 2π

0

(eiϕ + e−iϕ

)ei(m−1)ϕ(

1− 2ξ cosϕ+ ξ2)1/2dϕ

= (m− 1)1 + ξ2

ξwm−1 −

2m− 3

2(wm + wm−2) .

It is not difficult to see that Eq. (49) follows from this expression.Functions w0 and w1 can be expressed immediately via complete elliptic integrals. Indeed, we have

wm (ξ) =

∫ 3π

π

eimϕdϕ(1− 2ξ cosϕ+ ξ2

)1/2 = (−1)m∫ 2π

0

eimϕdϕ(1 + 2ξ cosϕ+ ξ2

)1/2 (A.5)

= 2 (−1)m∫ π

0

cosmϕdϕ(1 + 2ξ cosϕ+ ξ2

)1/2 =4 (−1)m

1 + ξ

∫ π/2

0

cos (2mψ) dψ(1− µ sin2 ψ

)1/2 , µ =4ξ

(1 + ξ)2 .

So,

w0 (ξ) =4

1 + ξK (µ) , w1 (ξ) =

4

1 + ξ

[(2

µ− 1

)K (µ)− 2

µE (µ)

], (A.6)

where K and E are defined by Eq. (51). The Landen transformation of elliptic functions [21] shows that

K (µ) =2

1 + µ1/21

K (µ2) , µ1 = 1− µ, µ2 =

(1− µ1/2

1

1 + µ1/21

)2

(A.7)

E (µ) =(

1 + µ1/21

)E (µ2)− 2µ

1/21

1 + µ1/21

K (µ2) .

Substituting this into Eq. (A.6) and using the value of µ from Eq. (A.5) we obtain Eq. (50).

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Note now that relation (47) is also valid in case m = 0. In this case we can use symmetry u−1n = u1

n.Since Eq. (48) also holds in this case, we obtain using symmetry w−1 = w1 and Eq. (50),

v0 =(1 + ξ2

)w0 − 2ξw1 = 8E

(ξ2)− 4

(1− ξ2

)K(ξ2), (A.8)

and confirms recurrence (46).So, the last relation to prove is Eq. (45). This relation can be obtained using differentiation relations for

the complete elliptic integral,

K (µ) =d

[µ (1− µ)

dK (µ)

],

dK (µ)

dµ=

E (µ)

2µ (1− µ)− K (µ)

2µ, (A.9)

and integration by parts,

u0n =

4

ξn+1

∫ ξ

0ζnK

(ζ2)dζ =

8

ξn+1

∫ ξ2

0µ(n−1)/2 d

(µ (1− µ)

dK (µ)

)dµ (A.10)

=8

ξn+1

[ξn+1

(1− ξ2

) dK (ξ2)

d(ξ2) − n− 1

2

∫ ξ2

0µ(n−1)/2 (1− µ) dK (µ)

]

=4

ξ2

[E(ξ2)− n

(1− ξ2

)K(ξ2)

+(n− 1)2

4u0n−2

]−(n2 − 1

)u0n.

Equation (45) is just a rearrangement of terms in this relation.

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