Euan A. Spence

Martin Averseng, Jeffrey Galkowski, Euan A. Spence

The $h$-version of the finite-element method ($h$-FEM) applied to the high-frequency Helmholtz equation has been a classic topic in numerical analysis since the 1990s. It is now rigorously understood that (using piecewise polynomials of degree $p$ on a mesh of a maximal width $h$) the conditions "$(hk)^p ρ$ sufficiently small" and "$(hk)^{2p} ρ$ sufficiently small" guarantee, respectively, $k$-uniform quasioptimality (QO) and bounded relative error (BRE), where $ρ$ is the norm of the solution operator with $ρ\sim k$ for non-trapping problems. Empirically, these conditions are observed to be optimal in the context of $h$-FEM with a uniform mesh. This paper demonstrates that QO and BRE can be achieved using certain non-uniform meshes that violate the conditions above on $h$ and involve coarser meshes away from trapping and in the perfectly matched layer (PML). The main theorem details how varying the meshwidth in one region affects errors both in that region and elsewhere. One notable consequence is that, for any scattering problem (trapping or nontrapping), in the PML one only needs $hk$ to be sufficiently small; i.e. there is no pollution in the PML. The motivating idea for the analysis is that the Helmholtz data-to-solution map behaves differently depending on the locations of both the measurement and data, in particular, on the properties of billiards trajectories (i.e. rays) through these sets. Because of this, it is natural that the approximation requirements for finite-element spaces in a subset should depend on the properties of billiard rays through that set. Inserting this behaviour into the latest duality arguments for the FEM applied to the high-frequency Helmholtz equation allows us to retain detailed information about the influence of $\textit{both}$ the mesh structure $\textit{and}$ the behaviour of the true solution on local errors in FEM.

Luyu Cen, Shihua Gong, Euan A. Spence et al.

This paper analyzes the convergence of parallel overlapping domain-decomposition methods with impedance boundary conditions for the time-harmonic Maxwell equations in heterogeneous media. We prove that the parallel iterative method is well-posed in an appropriate function space, and characterize the error propagation operator through impedance-to-impedance maps that describe interactions between neighboring subdomains. For strip domain decompositions, we derive explicit convergence estimates in terms of the norms of the impedance-to-impedance maps. At the discrete level, we develop the finite-element counterpart of these results based on Nédélec-element discretisations. Under the assumption that the discrete impedance-to-impedance maps approximate their continuous counterparts as the mesh is refined, we show that the discrete method inherits the convergence behavior of the continuous method. We illustrate this theory with numerical experiments for strip domain decompositions, and also present numerical experiments for checkerboard domain decompositions that go beyond our theory.

Ivan G. Graham, Euan A. Spence, Eero Vainikko

In this paper we give new results on domain decomposition preconditioners for GMRES when computing piecewise-linear finite-element approximations of the Helmholtz equation $-Δu - (k^2+ {\rm i} \varepsilon)u = f$, with absorption parameter $\varepsilon \in \mathbb{R}$. Multigrid approximations of this equation with $\varepsilon \not= 0$ are commonly used as preconditioners for the pure Helmholtz case ($\varepsilon = 0$). However a rigorous theory for such (so-called "shifted Laplace") preconditioners, either for the pure Helmholtz equation, or even the absorptive equation ($\varepsilon \not=0$), is still missing. We present a new theory for the absorptive equation that provides rates of convergence for (left- or right-) preconditioned GMRES, via estimates of the norm and field of values of the preconditioned matrix. This theory uses a $k$- and $\varepsilon$-explicit coercivity result for the underlying sesquilinear form and shows, for example, that if $|\varepsilon|\sim k^2$, then classical overlapping additive Schwarz will perform optimally for the absorptive problem, provided the subdomain and coarse mesh diameters are carefully chosen. Extensive numerical experiments are given that support the theoretical results. The theory for the absorptive case gives insight into how its domain decomposition approximations perform as preconditioners for the pure Helmholtz case $\varepsilon = 0$. At the end of the paper we propose a (scalable) multilevel preconditioner for the pure Helmholtz problem that has an empirical computation time complexity of about $\mathcal{O}(n^{4/3})$ for solving finite element systems of size $n=\mathcal{O}(k^3)$, where we have chosen the mesh diameter $h \sim k^{-3/2}$ to avoid the pollution effect. Experiments on problems with $h\sim k^{-1}$, i.e. a fixed number of grid points per wavelength, are also given.

Marcella Bonazzoli, Victorita Dolean, Ivan G. Graham et al.

This paper rigorously analyses preconditioners for the time-harmonic Maxwell equations with absorption, where the PDE is discretised using curl-conforming finite-element methods of fixed, arbitrary order and the preconditioner is constructed using Additive Schwarz domain decomposition methods. The theory developed here shows that if the absorption is large enough, and if the subdomain and coarse mesh diameters and overlap are chosen appropriately, then the classical two-level overlapping Additive Schwarz preconditioner (with PEC boundary conditions on the subdomains) performs optimally -- in the sense that GMRES converges in a wavenumber-independent number of iterations -- for the problem with absorption. An important feature of the theory is that it allows the coarse space to be built from low-order elements even if the PDE is discretised using high-order elements. It also shows that additive methods with minimal overlap can be robust. Numerical experiments are given that illustrate the theory and its dependence on various parameters. These experiments motivate some extensions of the preconditioners which have better robustness for problems with less absorption, including the propagative case. At the end of the paper we illustrate the performance of these on two substantial applications; the first (a problem with absorption arising from medical imaging) shows the empirical robustness of the preconditioner against heterogeneity, and the second (scattering by a COBRA cavity) shows good scalability of the preconditioner with up to 3,000 processors.

Jeffrey Galkowski, Eike H. Müller, Euan A. Spence

We consider solving the exterior Dirichlet problem for the Helmholtz equation with the $h$-version of the boundary element method (BEM) using the standard second-kind combined-field integral equations. We prove a new, sharp bound on how the number of GMRES iterations must grow with the wavenumber $k$ to have the error in the iterative solution bounded independently of $k$ as $k\rightarrow \infty$ when the boundary of the obstacle is analytic and has strictly positive curvature. To our knowledge, this result is the first-ever sharp bound on how the number of GMRES iterations depends on the wavenumber for an integral equation used to solve a scattering problem. We also prove new bounds on how $h$ must decrease with $k$ to maintain $k$-independent quasi-optimality of the Galerkin solutions as $k \rightarrow \infty$ when the obstacle is nontrapping.

Jeffrey Galkowski, Euan A. Spence

We consider the numerical solution of high-frequency scattering problems modeled by the Helmholtz equation with a bounded obstacle. Although the analysis of this problem dates back at least 50 years, over the past decade or so, tools and techniques from $\textit{semiclassical analysis}$ have provided a new perspective and been used to settle several long-standing open problems in this area. Semiclassical analysis works in phase space (i.e., position and frequency) and describes rigorously the extent to which solutions of high-frequency PDEs are dictated by the properties of the corresponding geometric-optic rays. The goals of the article are to (i) give a introduction to semiclassical analysis aimed at non-experts and (ii) showcase some of the numerical-analysis results about finite-element methods, boundary-element methods, and domain-decomposition methods obtained using semiclassical techniques.

Jeffrey Galkowski, Manas Rachh, Euan A. Spence

This paper is concerned with solving the Helmholtz exterior Dirichlet and Neumann problems with large wavenumber $k$ and smooth obstacles using the standard second-kind boundary integral equations. We consider Galerkin and collocation methods -- with subspaces consisting of $\textit{either}$ piecewise polynomials (in 2-d for collocation, in any dimension for Galerkin) $\textit{or}$ trigonometric polynomials (in 2-d) -- as well as a fully discrete quadrature (Nyström) method based on trigonometric polynomials (in 2-d). For each of these methods, we prove -- in many cases for the first time -- rigorous results about the fundamental question: how quickly must the number of degrees of freedom (the dimension of the approximation space) grow with $k$ to maintain accuracy of the computed solution? Importantly, we determine which of these methods suffer from $\textit{the pollution effect}$. That is, we address the question: must the number of points per wavelength $\to \infty$ to maintain accuracy as $k\to\infty$?

Ganesh C. Diwan, Andrea Moiola, Euan A. Spence

A new, coercive formulation of the Helmholtz equation was introduced in [Moiola, Spence, SIAM Rev. 2014]. In this paper we investigate $h$-version Galerkin discretisations of this formulation, and the iterative solution of the resulting linear systems. We find that the coercive formulation behaves similarly to the standard formulation in terms of the pollution effect (i.e. to maintain accuracy as $k\to\infty$, $h$ must decrease with $k$ at the same rate as for the standard formulation). We prove $k$-explicit bounds on the number of GMRES iterations required to solve the linear system of the new formulation when it is preconditioned with a prescribed symmetric positive-definite matrix. Even though the number of iterations grows with $k$, these are the first such rigorous bounds on the number of GMRES iterations for a preconditioned formulation of the Helmholtz equation, where the preconditioner is a symmetric positive-definite matrix.