A Heterogeneous FMM for 2-D Layered Media Helmholtz Equation I: Two & Three Layers Cases
University of Massachusetts Lowell（马萨诸塞大学洛威尔分校）；University of North Carolina at Chapel Hill（北卡罗来纳大学教堂山分校）；Beijing Computational Science Research Center（北京计算科学研究中心）；University of North Carolina at Charlotte（北卡罗来纳大学夏洛特分校）
Min Hyung Cho, Jingfang Huang, Dangxing Chen, Wei Cai
In this paper, we will introduce a new heterogeneous fast multipole method (H-FMM) for 2-D Helmholtz equation in layered media. To illustrate the main algorithm ideas, we focus on the case of two and three layers in this work. The key compression step in the H-FMM is based on a fact that the multipole expansion for the sources of the free-space Green's function can be used also to compress the far field of the sources of the layered-media or domain Green's function, and a similar result exists for the translation operators for the multipole and local expansions. The mathematical error analysis is shown rigorously by an image representation of the Sommerfeld spectral form of the domain Green's function. As a result, in the H-FMM algorithm, both the "multipole-to-multipole" and "local-to-local" translation operators are the same as those in the free-space case, allowing easy adaptation of existing free-space FMM. All the spatially variant information of the domain Green's function are collected into the "multipole-to-local" translations and therefore the FMM becomes "heterogeneous". The compressed representation further reduces the cost of evaluating the domain Green's function when computing the local direct interactions. Preliminary numerical experiments are presented to demonstrate the efficiency and accuracy of the algorithm with much improved performance over some existing methods for inhomogeneous media. Furthermore, we also show that, due to the equivalence between the complex line image representation and Sommerfeld integral representation of layered media Green's function, the new algorithm can be generalized to multi-layered media with minor modification where details for compression formulas, translation operators, and bookkeeping strategies will be addressed in a subsequent paper.
Fast multipole methods (FMM) were originally developed for accelerating $N$-body problems for particle-based methods. FMM is more than an $N$-body solver, however. Recent efforts to view the FMM as an elliptic Partial Differential Equation (PDE) solver have opened the possibility to use it as a preconditioner for a broader range of applications. FMM can solve Helmholtz problems with optimal $\mathcal{O}(N \log N)$ complexity, has compute-bound inner kernels, and highly asynchronous communication patterns. The combination of these features makes FMM an interesting candidate as a preconditioner …
In this paper, a fast multipole method (FMM) is proposed to compute long-range interactions of wave sources embedded in 3-D layered media. The layered media Green's function for the Helmholtz equation, which satisfies the transmission conditions at material interfaces, is decomposed into a free space component and four types of reaction field components arising from wave reflections and transmissions through the layered media. The proposed algorithm is a combination of the classic FMM for the free space component and FMMs specifically designed for the four types reaction components, made possi…
In this paper, a fast multipole method (FMM) is proposed for 3-D Laplace equation in layered media. The potential due to charges embedded in layered media is decomposed into a free space component and four types of reaction field components, and the latter can be associated with the potential of a polarization source defined for each type. New multipole expansions (MEs) and local expansions (LEs), as well as the multipole to local (M2L) translation operators are derived for the reaction components, based on which the FMMs for reaction components are then proposed. The resulting FMM for charge …
In this paper, we propose a fast multipole method (FMM) for 3-D linearized Poisson-Boltzmann (PB) equation in layered media. The main framework of the algorithm is analogous to the FMM for Helmholtz and Laplace equation in layered media [1,2], using an extension of the Funk-Hecke formula for pure imaginary wave number. Moreover, a recurrence formula is provided for the run-time computation of the Sommerfeld-type integrals used in the FMM algorithm. Due to the similarity between Helmholtz and linearized PB equation, the recurrence formula can also be used for the FMM of Helmholtz equation in la…
In this paper, we prove the exponential convergence of the multipole and local expansions, shifting and translation operators used in fast multipole methods (FMMs) for 3-dimensional Laplace equations in layered media. These theoretical results ensure the exponential convergence of the FMM which has been shown by the numerical results recently reported in [9]. As the free space components are calculated by the classic FMM, this paper will focus on the analysis for the reaction components of the Green's function for the Laplace equation in layered media. We first prove that the density functions…
In this paper, a Quadrature by Two Expansions (QB2X) numerical integration technique is developed for the single and double layer potentials of the Helmholtz equation in two dimensions. The QB2X method uses both local complex Taylor expansions and plane wave type expansions to achieve a resulting representation which is numerically accurate for all target points (interior, exterior, or exactly on the boundary) inside a leaf box in the fast multipole method (FMM) hierarchical tree structure. Compared to the original Quadrature by Expansion (QBX) method, the QB2X method explicitly includes the n…
Fast Multipole Methods (FMMs) based on the oscillatory Helmholtz kernel can reduce the cost of solving N-body problems arising from Boundary Integral Equations (BIEs) in acoustic or electromagnetics. However, their cost strongly increases in the high-frequency regime. This paper introduces a new directional FMM for oscillatory kernels (defmm - directional equispaced interpolation-based fmm), whose precomputation and application are FFT-accelerated due to polynomial interpolations on equispaced grids. We demonstrate the consistency of our FFT approach, and show how symmetries can be exploited i…
Taylor expansion based fast Multipole Methods for 3-D Helmholtz equations in Layered Media
Hunan Normal University（湖南师范大学）；Southern Methodist University（南方卫理公会大学）；University of North Carolina at Charlotte（北卡罗来纳大学夏洛特分校）；Indiana University（印第安纳大学）；University of Massachusetts Lowell（马萨诸塞大学洛厄尔分校）
University of Florida（佛罗里达大学）；New York University（纽约大学）；Flatiron Institute（平顿研究所）；University of Chicago（芝加哥大学）；Indian Institute of Technology Bombay（孟买印度理工学院）；Princeton University（普林斯顿大学）
We present a fast spectral Galerkin scheme for the discretization of boundary integral equations arising from two-dimensional Helmholtz transmission problems in multi-layered periodic structures or gratings. Employing suitably parametrized Fourier basis and excluding Rayleigh-Wood anomalies, we rigorously establish the well-posedness of both continuous and discrete problems, and prove super-algebraic error convergence rates for the proposed scheme. Through several numerical examples, we confirm our findings and show performances competitive to those attained via Nyström methods.
We present a fast direct solver for boundary integral equations on complex surfaces in three dimensions using an extension of the recently introduced recursive strong skeletonization scheme. For problems that are not highly oscillatory, our algorithm computes an ${LU}$-like hierarchical factorization of the dense system matrix, permitting application of the inverse in $\mathcal O(n)$ time, where $n$ is the number of unknowns on the surface. The factorization itself also scales linearly with the system size, albeit with a somewhat larger constant. The scheme is built on a level-restricted adapt…
While fast multipole methods (FMMs) are in widespread use for the rapid evaluation of potential fields governed by the Laplace, Helmholtz, Maxwell or Stokes equations, their coupling to high-order quadratures for evaluating layer potentials is still an area of active research. In three dimensions, a number of issues need to be addressed, including the specification of the surface as the union of high-order patches, the incorporation of accurate quadrature rules for integrating singular or weakly singular Green's functions on such patches, and their coupling to the oct-tree data structures on w…
The discretisation of boundary integral equations for the scalar Helmholtz equation leads to large dense linear systems. Efficient boundary element methods (BEM), such as the fast multipole method (FMM) and $\Hmat$ based methods, focus on structured low-rank approximations of subblocks in these systems. It is known that the ranks of these subblocks increase linearly with the wavenumber. We explore a data-sparse representation of BEM-matrices valid for a range of frequencies, based on extracting the known phase of the Green's function. Algebraically, this leads to a Hadamard product of a freque…
A new scheme is presented for imposing periodic boundary conditions on unit cells with arbitrary source distributions. We restrict our attention here to the Poisson, modified Helmholtz, Stokes and modified Stokes equations. The approach extends to the oscillatory equations of mathematical physics, including the Helmholtz and Maxwell equations, but we will address these in a companion paper, since the nature of the problem is somewhat different and includes the consideration of quasiperiodic boundary conditions and resonances. Unlike lattice sum-based methods, the scheme is insensitive to the u…
In anisotropic media, the standard perfectly matched layer (PML) technique suffers irrevocable instability in terminating the unbounded problem domains. It remains an open question whether a stable PML-like absorbing boundary condition exists. For wave scattering in a layered orthotropic medium, this question is affirmatively answered for the first time in this paper. In each orthotropic medium, the permittivity tensor uniquely determines a change of coordinates, that transforms the governing anisotropic Helmholtz equation into an isotropic Helmholtz equation in the new coordinate system. This…
We developed fast direct solver for 3D Helmholtz and Maxwell equations in layered medium. The algorithm is based on the ideas of cyclic reduction for separable matrices. For the grids with major uniform part (within the survey domain in the problems of geophysical prospecting, for example) and small non-uniform part (PML and coarsening to approximate problems in infinite domain) the computational cost of our approach is $O(N_xN_ylog(N_xN_y)N_z)$. For general non-uniform grids the cost is $O(N^{3/2}_xN^{3/2}_yN_z)$. The first asymptotics coincide with the cost of FFT-based methods, which can be…
We present the first fast solver for the high-frequency Helmholtz equation that scales optimally in parallel, for a single right-hand side. The L-sweeps approach achieves this scalability by departing from the usual propagation pattern, in which information flows in a 180 degree cone from interfaces in a layered decomposition. Instead, with L-sweeps, information propagates in 90 degree cones induced by a checkerboard domain decomposition (CDD). We extend the notion of accurate transmission conditions to CDDs and introduce a new sweeping strategy to efficiently track the wave fronts as they pro…
By utilizing the perfectly matched layer (PML) and source transfer techniques, the diagonal sweeping domain decomposition method (DDM) was recently developed for solving the high-frequency Helmholtz equation in $\mathbb{R}^n$, which uses $2^n$ sweeps along respective diagonal directions with checkerboard domain decomposition. Although this diagonal sweeping DDM is essentially multiplicative, it is highly suitable for parallel computing of the Helmholtz problem with multiple right-hand sides when combined with the pipeline processing since the number of sequential steps in each sweep is much sm…
A matrix basis formulation is introduced to represent the 3 x 3 dyadic Green's functions in the frequency domain for the Maxwell's equations and the elastic wave equation in layered media. The formulation can be used to decompose the Maxwell's Green's functions into independent TE and TM components, each satisfying a Helmholtz equation, and decompose the elastic wave Green's function into the S-wave and the P-wave components. In addition, a derived vector basis formulation is applied to the case for acoustic wave sources from a non-viscous fluid layer.
