Fast Multipole Method For 3-D Helmholtz Equation In Layered Media

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 possible by new multipole expansions (MEs) and local expansions (LEs) as well as the multipole-to-local translation (M2L) operators for the reaction field components. { Moreover, equivalent polarization source can be defined for each reaction component based on the convergence analysis of its ME. The FMMs for the reaction components, implemented with the target particles and equivalent polarization sources, are found to be much more efficient than the classic FMM for the free space component due to the fact that the equivalent polarization sources and the target particles are always separated by a material interface.} As a result, the FMM algorithm developed for layered media has a similar computational cost as that for the free space. Numerical results validate the fast convergence of the MEs and the $O(N)$ complexity of the FMM for interactions of low-frequency wave sources in 3-D layered media

Taylor expansion based fast Multipole Methods for 3-D Helmholtz equations in Layered Media

In this paper, we develop fast multipole methods for 3D Helmholtz kernel in layered media. Two algorithms based on different forms of Taylor expansion of layered media Green's function are developed. A key component of the first algorithm is an efficient algorithm based on discrete complex image approximation and recurrence formula for the calculation of the layered media Green's function and its derivatives, which are given in terms of Sommerfeld integrals. The second algorithm uses symmetric derivatives in the Taylor expansion to reduce the size of precomputed tables for the derivatives of layered media Green's function. Numerical tests in layered media have validated the accuracy and O(N) complexity of the proposed algorithms

Nested domain decomposition with polarized traces for the 2D Helmholtz equation

We present a solver for the 2D high-frequency Helmholtz equation in heterogeneous, constant density, acoustic media, with online parallel complexity that scales empirically as $\mathcal{O}(\frac{N}{P})$, where $N$ is the number of volume unknowns, and $P$ is the number of processors, as long as $P = \mathcal{O}(N^{1/5})$. This sublinear scaling is achieved by domain decomposition, not distributed linear algebra, and improves on the $P =\mathcal{O}(N^{1/8})$ scaling reported earlier in [L. Zepeda-N\'u\~nez and L. Demanet, J. Comput. Phys., 308 (2016), pp. 347-388 ]. The solver relies on a two-level nested domain decomposition: a layered partition on the outer level, and a further decomposition of each layer in cells at the inner level. The Helmholtz equation is reduced to a surface integral equation (SIE) posed at the interfaces between layers, efficiently solved via a nested version of the polarized traces preconditioner [L. Zepeda-N\'u\~nez and L. Demanet, J. Comput. Phys., 308 (2016), pp. 347-388.]. The favorable complexity is achieved via an efficient application of the integral operators involved in the SIE.Comment: 34 pages, 9 figure

A fast solver for multi-particle scattering in a layered medium

In this paper, we consider acoustic or electromagnetic scattering in two dimensions from an infinite three-layer medium with thousands of wavelength-size dielectric particles embedded in the middle layer. Such geometries are typical of microstructured composite materials, and the evaluation of the scattered field requires a suitable fast solver for either a single configuration or for a sequence of configurations as part of a design or optimization process. We have developed an algorithm for problems of this type by combining the Sommerfeld integral representation, high order integral equation discretization, the fast multipole method and classical multiple scattering theory. The efficiency of the solver is illustrated with several numerical experiments

Fast alternating bi-directional preconditioner for the 2D high-frequency Lippmann-Schwinger equation

This paper presents a fast iterative solver for Lippmann-Schwinger equation for high-frequency waves scattered by a smooth medium with a compactly supported inhomogeneity. The solver is based on the sparsifying preconditioner and a domain decomposition approach similar to the method of polarized traces. The iterative solver has two levels, the outer level in which a sparsifying preconditioner for the Lippmann-Schwinger equation is constructed, and the inner level, in which the resulting sparsified system is solved fast using an iterative solver preconditioned with a bi-directional matrix-free variant of the method of polarized traces. The complexity of the construction and application of the preconditioner is $\mathcal{O}(N)$ and $\mathcal{O}(N\log{N})$ respectively, where $N$ is the number of degrees of freedom. Numerical experiments in 2D indicate that the number of iterations in both levels depends weakly on the frequency resulting in method with an overall $\mathcal{O}(N\log{N})$ complexity.Comment: small modification

Fast multipole method for 3-D Laplace equation in layered media

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 interactions in layered media is a combination of using the classic FMM for the free space components and the new FMMs for the reaction field components. With the help of a recurrence formula for the run-time computation of the Sommerfeld-type integrals used in M2L translation operators, pre-computations of a large number of tables are avoided. The new FMMs for the reaction components are found to be much faster than the classic FMM for the free space components due to the separation of equivalent polarization charges and the associated target charges by a material interface. As a result, the FMM for potential in layered media costs almost the same as the classic FMM in the free space case. Numerical results validate the fast convergence of the MEs for the reaction components, and the O(N) complexity of the FMM with a given truncation number p for charge interactions in 3-D layered media.Comment: arXiv admin note: text overlap with arXiv:1902.0513

Spectrally-accurate numerical method for acoustic scattering from doubly-periodic 3D multilayered media

A periodizing scheme and the method of fundamental solutions are used to solve acoustic wave scattering from doubly-periodic three-dimensional multilayered media. A scattered wave in a unit cell is represented by the sum of the near and distant contribution. The near contribution uses the free-space Green's function and its eight immediate neighbors. The contribution from the distant sources is expressed using proxy source points over a sphere surrounding the unit cell and its neighbors. The Rayleigh-Bloch radiation condition is applied to the top and bottom layers. Extra unknowns produced by the periodizing scheme in the linear system are eliminated using a Schur complement. The proposed numerical method avoids using singular quadratures and the quasi-periodic Green's function or complicated lattice sum techniques. Therefore, the proposed scheme is robust at all scattering parameters including Wood anomalies. The algorithm is also applicable to electromagnetic problems by using the dyadic Green's function. Numerical examples with 10-digit accuracy are provided. Finally, reflection and transmission spectra are computed over a wide range of incident angles for device characterization

Sweeping preconditioners for the iterative solution of quasiperiodic Helmholtz transmission problems in layered media

We present a sweeping preconditioner for quasi-optimal Domain Decomposition Methods (DDM) applied to Helmholtz transmission problems in periodic layered media. Quasi-optimal DD (QO DD) for Helmholtz equations rely on transmission operators that are approximations of Dirichlet-to-Neumann (DtN) operators. Employing shape perturbation series, we construct approximations of DtN operators corresponding to periodic domains, which we then use as transmission operators in a non-overlapping DD framework. The Robin-to-Robin (RtR) operators that are the building blocks of DDM are expressed via robust boundary integral equation formulations. We use Nystr\"om discretizations of quasi-periodic boundary integral operators to construct high-order approximations of RtR. Based on the premise that the quasi-optimal transmission operators should act like perfect transparent boundary conditions, we construct an approximate LU factorization of the tridiagonal QO DD matrix associated with periodic layered media, which is then used as a double sweep preconditioner. We present a variety of numerical results that showcase the effectiveness of the sweeping preconditioners applied to QO DD for the iterative solution of Helmholtz transmission problems in periodic layered media

Adapting free-space fast multipole method for layered media Green's function: algorithm and analysis

In this paper, we present a numerical algorithm for the accurate and efficient computation of the convolution of the frequency domain layered media Green's function with a given density function. Instead of compressing the convolution matrix directly as in the classical fast multipole method, fast direct solvers, and fast H-matrix algorithms, the new algorithm considers a translated form of the original matrix so that many existing building blocks from the highly optimized free-space fast multipole method can be easily adapted to the Sommerfeld integral representations of the layered media Green's function. An asymptotic analysis is performed on the Sommerfeld integrals for large orders to provide an estimate of the decay rate in the new "multipole" and "local" expansions. In order to avoid the highly oscillatory integrand in the original Sommerfeld integral representations when the source and target are close to each other, or when they are both close to the interface in the scattered field, mathematically equivalent alternative direction integral representations are introduced. The convergence of the multipole and local expansions and formulas and quadrature rules for the original and alternative direction integral representations are numerically validated.Comment: 27 page

High-performance modeling acoustic and elastic waves using the Parallel Dichotomy Algorithm

A high-performance parallel algorithm is proposed for modeling the propagation of acoustic and elastic waves in inhomogeneous media. An initial boundary-value problem is replaced by a series of boundary-value problems for a constant elliptic operator and different right-hand sides via the integral Laguerre transform. It is proposed to solve difference equations by the conjugate gradient method for acoustic equations and by the GMRES$(k)$ method for modeling elastic waves. A preconditioning operator was the Laplace operator that is inverted using the variable separation method. The novelty of the proposed algorithm is using the Dichotomy Algorithm (Terekhov, 2010), which was designed for solving a series of tridiagonal systems of linear equations, in the context of the preconditioning operator inversion. Via considering analytical solutions, it is shown that modeling wave processes for long instants of time requires high-resolution meshes. The proposed parallel fine-mesh algorithm enabled to solve real application seismic problems in acceptable time and with high accuracy. By solving model problems, it is demonstrated that the considered parallel algorithm possesses high performance and efficiency over a wide range of the number of processors (from 2 to 8192).Comment: The formula (2) has been correcte