We consider three problems for the Helmholtz equation in interior and exterior domains in R^d (d=2,3): the exterior Dirichlet-to-Neumann and Neumann-to-Dirichlet problems for outgoing solutions, and the interior impedance problem. We derive sharp estimates for solutions to these problems that, in combination, give bounds on the inverses of the combined-field boundary integral operators for exterior Helmholtz problems.
We consider the Helmholtz transmission problem with piecewise-constant material coefficients, and the standard associated direct boundary integral equations. For certain coefficients and geometries, the norms of the inverses of the boundary integral operators grow rapidly through an increasing sequence of frequencies, even though this is not the case for the solution operator of the transmission problem; we call this phenomenon that of spurious quasi-resonances. We give a rigorous explanation of why and when spurious quasi-resonances occur, and propose modified boundary integral equations that…
The Helmholtz wave scattering problem by screens in 2D can be recast into first-kind integral equations which lead to ill-conditioned linear systems after discretization. We introduce two new preconditioners, in the form of square-roots of local operators respectively for the corresponding problems with Dirichlet and Neumann conditions on the arc. They generalize the so-called "analytical" preconditioners available for Lipschitz scatterers. We introduce a functional setting adapted to the singularity of the problem and enabling the analysis of those preconditioners. The efficiency of the metho…
We study a commonly-used second-kind boundary-integral equation for solving the Helmholtz exterior Neumann problem at high frequency, where, writing $Γ$ for the boundary of the obstacle, the relevant integral operators map $L^2(Γ)$ to itself. We prove new frequency-explicit bounds on the norms of both the integral operator and its inverse. The bounds on the norm are valid for piecewise-smooth $Γ$ and are sharp up to factors of $\log k$ (where $k$ is the wavenumber), and the bounds on the norm of the inverse are valid for smooth $Γ$ and are observed to be sharp at least when $Γ$ is smooth with …
Numerically solving the 2D Helmholtz equation is widely known to be very difficult largely due to its highly oscillatory solution, which brings about the pollution effect. A very fine mesh size is necessary to deal with a large wavenumber leading to a severely ill-conditioned huge coefficient matrix. To understand and tackle such challenges, it is crucial to analyze how the solution of the 2D Helmholtz equation depends on (perturbed) boundary and source data for large wavenumbers. In fact, this stability analysis is critical in the error analysis and development of effective numerical schemes.…
We consider GMRES applied to discretisations of the high-frequency Helmholtz equation with strong trapping; recall that in this situation the problem is exponentially ill-conditioned through an increasing sequence of frequencies. Under certain assumptions about the distribution of the eigenvalues, we prove upper bounds on how the number of GMRES iterations grows with the frequency. Our main focus is on boundary-integral-equation formulations of the exterior Dirichlet and Neumann obstacle problems in 2- and 3-d; for these problems, we investigate numerically the sharpness (in terms of dependenc…
A method for the analytical evaluation of layer potentials arising in the collocation boundary element method for the Laplace and Helmholtz equation is developed for piecewise flat boundary elements with polynomial shape functions. The method is based on dimension-reduction via the divergence theorem and a Recursive scheme for evaluating the resulting line Integrals for Polynomial Elements (RIPE). It is used to evaluate single layer, double layer, adjoint double layer, and hypersingular potentials, for both the Laplace and the Helmholtz kernels. It naturally supports nearly singular, singular,…
Injectivity of boundary integral operator in direct-indirect mixed Burton-Miller equation for wave scattering problems with transmissive circular inclusion
We consider the numerical solution of time-harmonic acoustic scattering by obstacles with uncertain geometries for Dirichlet, Neumann, impedance and transmission boundary conditions. In particular, we aim to quantify diffracted fields originated by small stochastic perturbations of a given relatively smooth nominal shape. Using first-order shape Taylor expansions, we derive tensor deterministic first kind boundary integral equations for the statistical moments of the scattering problems considered. These are then approximated by sparse tensor Galerkin discretizations via the combination techni…
We couple the mixed variational problem for the generalized Hodge-Helmholtz or Hodge-Laplace equation posed on a bounded three-dimensional Lipschitz domain with the first-kind boundary integral equation arising from the latter when constant coefficients are assumed in the unbounded complement. Recently developed Calderon projectors for the relevant boundary integral operators are used to perform a symmetric coupling. We prove stability of the coupled problem away from resonant frequencies by establishing a generalized Garding inequality (T-coercivity). The resulting system of equations describ…
A crucial role in the theory of uncertainty quantification (UQ) of PDEs is played by the regularity of the solution with respect to the stochastic parameters; indeed, a key property one seeks to establish is that the solution is holomorphic with respect to (the complex extensions of) the parameters. In the context of UQ for the high-frequency Helmholtz equation, a natural question is therefore: how does this parametric holomorphy depend on the wavenumber $k$? The recent paper [Ganesh, Kuo, Sloan 2021] showed for a particular nontrapping variable-coefficient Helmholtz problem with affine depend…
We prove a limiting absorption principle for a generalized Helmholtz equation on an exterior domain with Dirichlet boundary conditions \begin{equation*} (L+λ)v=f, \qquad λ\in \mathbb{R} \end{equation*} under a Sommerfeld radiation condition at infinity. The operator $L$ is a second order elliptic operator with variable coefficients, the principal part is a small, long range perturbation of $-Δ$, while lower order terms can be singular and large. The main tool is a sharp uniform resolvent estimate, which has independent applications to the problem of embedded eigenvalues and to smoothing estima…
The Helmholtz decomposition splits a sufficiently smooth vector field into a gradient field and a divergence-free rotation field. Existing decomposition methods impose constraints on the behavior of vector fields at infinity and require solving convolution integrals over the entire coordinate space. To allow a Helmholtz decomposition in $\mathbb{R}^n$, we replace the vector potential in $\mathbb{R}^3$ by the rotation potential, an n-dimensional, antisymmetric matrix-valued map describing $n(n-1)/2$ rotations within the coordinate planes. We provide three methods to derive the Helmholtz decompo…
The double-layer potential plays an important role in solving boundary value problems for elliptic equations. All the fundamental solutions of the generalized bi-axially symmetric Helmholtz equation were known, and only for the first one was constructed the theory of potential. Here, in this paper, we aim at constructing theory of double-layer potentials corresponding to the next fundamental solution. By using some properties of one of Appell's hypergeometric functions in two variables, we prove limiting theorems and derive integral equations concerning a denseness of double-layer potentials.
We study a stationary scattering problem related to the nonlinear Helmholtz equation $-Δu - k^2 u = f(x,u) \ \ \text{in $\mathbb{R}^N$,}$ where $N \ge 3$ and $k>0$. For a given incident free wave $φ\in L^\infty(\mathbb{R}^N)$, we prove the existence of complex-valued solutions of the form $u=φ+u_{\text{sc}}$, where $u_{\text{sc}}$ satisfies the Sommerfeld outgoing radiation condition. Since neither a variational framework nor maximum principles are available for this problem, we use topological fixed point theory and global bifurcation theory to solve an associated integral equation involving …
The double-layer potential plays an important role in solving boundary value problems for elliptic equations, and in the study of which for a certain equation, the properties of the fundamental solutions of the given equation are used. All the fundamental solutions of the generalized bi-axially symmetric Helmholtz equation were known, and only for the first one was constructed the theory of potential. Here, in this paper, we aim at constructing theory of double-layer potentials corresponding to the third fundamental solution. By using some properties of one of Appell's hypergeometric functions…
In this paper, a new model is proposed for the inverse random source scattering problem of the Helmholtz equation with attenuation. The source is assumed to be driven by a fractional Gaussian field whose covariance is represented by a classical pseudo-differential operator. The work contains three contributions. First, the connection is established between fractional Gaussian fields and rough sources characterized by their principal symbols. Second, the direct source scattering problem is shown to be well-posed in the distribution sense. Third, we demonstrate that the micro-correlation strengt…
We consider the time-harmonic scalar wave scattering problems with Dirichlet, Neumann, impedance and transmission boundary conditions. Under this setting, we analyze how sensitive diffracted fields and Cauchy data are to small perturbations of a given nominal shape. To this end, we follow [K. Eppler, Int.~J.~Appl. Math. Comput. Sci. 10(3) (2000), pp. 487-516], referred to as explicit shape calculus, and which places great emphasis on the characterization of the domain derivatives as boundary value problems. It consists in combining elliptic regularity theorems, shape calculus and functional an…
The purpose of this paper is to characterize all the entire solutions of the homogeneous Helmholtz equation (solutions in $\mathbb{R}^d$) arising from the Fourier extension operator of distributions in Sobolev spaces of the sphere $H^α(\mathbb{S}^{d-1}),$ with $α\in \mathbb{R}$. We present two characterizations. The first one is written in terms of certain $L^2$-weighted norms involving real powers of the spherical Laplacian. The second one is in the spirit of the classical description of the Herglotz wave functions given by P. Hartman and C. Wilcox. For $α>0$ this characterization involves a …
We propose an integral transform, called metamorphism, which allow us to reduce the order of a differential equation. For example, the second order Helmholtz equation is transformed into a first order equation, which can be solved by the method of characteristics.
Our purpose of this paper is to study isolated singular solutions of semilinear Helmholtz equation $$ -Δu-u=Q|u|^{p-1}u \quad{\rm in}\ \ \mathbb{R}^N\setminus\{0\},\ \qquad\lim_{|x|\to0}u(x)=+\infty, $$ where $N\geq 2$, $p>1$ and the potential $Q: \mathbb{R}^N\to (0,+\infty)$ is a Hölder continuous function satisfying extra decaying conditions at infinity. We give the classification of the isolated singularity in the Serrin's subcritical case and then isolated singular solutions is derived with the form $u_k=kΦ+v_k$ via the Schauder fixed point theorem for the integral equation $$v_k=Φ\ast\big…
This paper concerns an inverse elastic scattering problem which is to determine the location and the shape of a rigid obstacle from the phased or phaseless far-field data for a single incident plane wave. By introducing the Helmholtz decomposition, the model problem is reduced to a coupled boundary value problem of the Helmholtz equations. The relation is established between the compressional or shear far-field pattern for the elastic wave equation and the corresponding far-field pattern for the coupled Helmholtz equations. An efficient and accurate Nyström type discretization for the boundary…
A representation of the sharp coefficient in a pointwise estimate for the gradient of the generalized Poisson integral of a function $f$ on ${\mathbb R}^n$ is obtained under the assumption that $f$ belongs to $L^p$. The explicit value of the coefficient is found for the cases $p=1$ and $p=2$.
The theory of Fourier integral operators is surveyed, with an emphasis on local smoothing estimates and their applications. After reviewing the classical background, we describe some recent work of the authors which established sharp local smoothing estimates for a natural class of Fourier integral operators. We also show how local smoothing estimates imply oscillatory integral estimates and obtain a maximal variant of an oscillatory integral estimate of Stein. Together with an oscillatory integral counterexample of Bourgain, this shows that our local smoothing estimates are sharp in odd spati…
