An iterative method for Helmholtz boundary value problems arising in wave propagation

IF 2.1 2区 数学 Q1 MATHEMATICS, APPLIED
Francisco Bernal , Xingyuan Chen , Gonçalo dos Reis
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引用次数: 0

Abstract

The complex Helmholtz equation (Δ+k2)u=f (where kR,u(),f()) is a mainstay of computational wave simulation. Despite its apparent simplicity, efficient numerical methods are challenging to design and, in some applications, regarded as an open problem. Two sources of difficulty are the large number of degrees of freedom and the indefiniteness of the matrices arising after discretisation. Seeking to meet them within the novel framework of probabilistic domain decomposition, we set out to rewrite the Helmholtz equation into a form amenable to the Feynman–Kac formula for elliptic boundary value problems. We consider two typical scenarios, the scattering of a plane wave and the propagation inside a cavity, and recast them as a sequence of Poisson equations. By means of stochastic arguments, we find a sufficient and simulatable condition for the convergence of the iterations. Upon discretisation a necessary condition for convergence can be derived by adding up the iterates using the harmonic series for the matrix inverse—we illustrate the procedure in the case of finite differences.
From a practical point of view, our results are ultimately of limited scope. Nonetheless, the unexpected—even paradoxical—new direction of attack on the Helmholtz equation proposed by this work offers a fresh perspective on this classical and difficult problem. Our results show that there indeed exists a predictable range k<kmax in which this new ansatz works, with kmax being far below the challenging situation.
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来源期刊
CiteScore
5.40
自引率
4.20%
发文量
437
审稿时长
3.0 months
期刊介绍: The Journal of Computational and Applied Mathematics publishes original papers of high scientific value in all areas of computational and applied mathematics. The main interest of the Journal is in papers that describe and analyze new computational techniques for solving scientific or engineering problems. Also the improved analysis, including the effectiveness and applicability, of existing methods and algorithms is of importance. The computational efficiency (e.g. the convergence, stability, accuracy, ...) should be proved and illustrated by nontrivial numerical examples. Papers describing only variants of existing methods, without adding significant new computational properties are not of interest. The audience consists of: applied mathematicians, numerical analysts, computational scientists and engineers.
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