Hybrid Methods for Computational Electromagnetics in Frequency Domain STEFAN HAGDAHL Doctoral Thesis

Hybrid Methods for Computational Electromagnetics in Frequency Domain STEFAN HAGDAHL Doctoral Thesis
Hybrid Methods for Computational
Electromagnetics in Frequency Domain
STEFAN HAGDAHL
Doctoral Thesis
Stockholm, Sweden 2005
TRITA-NA-0441
ISSN 0348-2952
ISRN KTH/NA/R-04/41-SE
ISBN 91-7283-932-5
KTH Numerisk analys och datalogi
SE-100 44 Stockholm
SWEDEN
Akademisk avhandling som med tillstånd av Kungl Tekniska högskolan framlägges
till offentlig granskning för avläggande av filosofie doktorsexamen fredagen den 1
april 2005 klockan 13.00 i Kollegiesalen, Kungl Tekniska högskolan, Vallhallavägen
79 Entrepl, Stockholm.
© Stefan Hagdahl, february 2005
Tryck: Universitetsservice US AB
iii
Abstract
In this thesis we study hybrid numerical methods to be used in computational electromagnetics. The purpose is to address a wide frequency range
relative to a given geometry. We also focus on efficient and robust numerical
algorithms for computing the so called Smooth Surface Diffraction predicted
by Geometrical Theory of Diffraction (GTD). We restrict the presentation to
frequency domain scattering problems.
The hybrid methods consist in combinations of Boundary Element Methods and asymptotic methods. Three hybrids will be presented. One of them
has been developed from a theoretical idea to an industrial code. The two
other hybrids will be presented mainly from a theoretical perspective.
To be able to compute the Smooth Surface Diffracted field we introduce a
numerical method that is to be used with surface curvature sensitive meshing,
complemented with auxiliary data taken from a geometry database. By using
two geometry representations we can show first order convergence and we
then achieve an efficient and robust numerical algorithm. This numerical
algorithm may be an essential part of an GTD implementation which in its
turn is a component in the hybrid methods.
As a background to our new techiniques we will also give short introductions to the Boundary Element Method and the Geometrical Theory of
Diffraction from a theoretical and implementational point of view.
Keywords Maxwell’s equations, Geometrical Theory of Diffraction, Smooth
Surface Diffraction, Boundary Element Method, Hybrid methods, Electromagnetic Scattering
iv
Sammanfattning
Denna avhandling studerar numeriska hybridmetoder för elektromagnetiska beräkningar. Syftet med metoderna är att kunna behandla ett brett frekvensintervall för en given geometri. Avhandlingen tar också upp effektiva och
robusta numeriska algoritmer för att beräkna det asymptotiska spridningsbidraget från glatta ytor. Vi begränsar vår presentation till spridningsproblem
i frekvensdomän.
Hybridmetoderna består av kombinationer av randelementmetoder och
asymptotiska metoder. Tre hybrider kommer att presenteras. En hybrid har
utvecklats från en teoretisk idé till en industriell kod. De två andra hybriderna
kommer i huvudsak att presenteras från ett teoretiskt perspektiv.
För att kunna beräkna spridningen från de krypvågor som asymptotiskt
sett propagerar längs med glatta ytor kommer vi att använda oss av en numerisk metod applicerad på en ytkurvaturkänslig yttriangulering kompletterad med geometrisk data beräknad ur en geometrisk databas. Genom att
använda två geometribeskrivningar är det möjligt att visa första ordningens
konvergens och samtidigt erhålla en effektiv och robust numerisk algoritm.
Algoritmen skulle kunna vara en del i en implementation av asymptotiska
metoder vilken i sig är en komponent i hybrid metoderna.
Som en bakgrund till våra nya tekniker kommer vi också ge en kort introduktion till randelementmetoder och geometrisk diffraktionsteori från ett
teoretiskt perspektiv och från ett implementationsperspektiv.
Nyckelord Maxwells ekvationer, Geometrisk diffraktionsteori, Krypvågor, Randelementmetod, Hybridmetoder, Elektromagnetisk spridning
Contents
Contents
v
1 Introduction
1.1 Boundary Element Method . . . . . . . . . . . . . . .
1.2 Geometrical Theory of Diffraction . . . . . . . . . . .
1.3 Smooth Surface Diffraction, Hybrid Geometries . . . .
1.4 Integral equations and Asymptotics, Hybrid Methods .
1.5 Project Environment . . . . . . . . . . . . . . . . . . .
1.6 Publications . . . . . . . . . . . . . . . . . . . . . . . .
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2 Direct Numerical Approximations, Boundary Element Method
2.1 Time Harmonic Maxwell Equations . . . . . . . . . . . . . . . . . .
2.2 Fundamental Solution . . . . . . . . . . . . . . . . . . . . . . . . .
2.3 Integral Representation . . . . . . . . . . . . . . . . . . . . . . . .
2.4 Boundary Integral Equation . . . . . . . . . . . . . . . . . . . . . .
2.5 Numerical Approximations . . . . . . . . . . . . . . . . . . . . . .
2.6 Image Theory for Boundary Elements . . . . . . . . . . . . . . . .
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3 Asymptotic Method, Geometrical
3.1 Method of Characteristics . . . .
3.2 Eikonal and Transport Equation
3.3 Cauchy Problem . . . . . . . . .
3.4 Boundary Value Problem . . . .
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4 Smooth Surface Diffraction
4.1 A Single Representation of the Geometry . . .
4.2 Introduction to Fronts On a Hybrid Geometry
4.3 Numerical Approximations . . . . . . . . . . .
4.4 Implementation . . . . . . . . . . . . . . . . . .
4.5 Improvements on the Implementation . . . . .
4.6 Numerical Results . . . . . . . . . . . . . . . .
4.7 Discussion . . . . . . . . . . . . . . . . . . . . .
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CONTENTS
vi
5 Hybrid Methods
5.1 Hybrid Method 1, Theory . . . . . . . . . . . . . . .
5.2 Hybrid Method 1, Complexity . . . . . . . . . . . . .
5.3 Hybrid Method 1, Implementation . . . . . . . . . .
5.4 Hybrid Method 1, Numerical Examples and Results
5.5 Hybrid Method 2 and 3, Theory . . . . . . . . . . .
5.6 Discussion . . . . . . . . . . . . . . . . . . . . . . . .
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6 Conclusions
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6.1 Smooth Surface Diffraction . . . . . . . . . . . . . . . . . . . . . . . 159
6.2 Hybrid Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160
Bibliography
163
Acknowledgments
I wish to thank my advisor, Prof. B. Engquist, for his enthusiasm, his remarkable
talent to communicate and for his ability to make complicated problems simple.
Furthermore, I want to mention my assistant supervisors at NADA Prof. J. Oppelstrup and Dr. O. Runborg as two people who has been invaluable for this thesis.
I am indebted to all my colleagues in the NA-group at NADA, who have accepted
me as an equal even though I have an industrial perspective of my research. I
especially want to mention E. Olsson and A. Attle for being so willing and easy to
discuss numerical and mathematical problems with.
The work presented in the thesis has been carried out in a joint academicindustrial project. To make these projects successful, a great amount of information
has to be communicated, both ideas and hard facts. Therefore I want to point out
my collaboration with my friend and former colleague J. Hamberg as a cornerstone
to this work.
Parts of my work in high frequency methods has been done in close collaboration
with S. Sefi and Prof. F. Bergholm and I thank them for a prosperous collaboration.
All the programming would have been very hard, if not even impossible to finish,
without the help from A. Ålund and Dr. U. Andersson. Thank you for your humility
in front of my questions.
Thanks to the successful CEM-projects, GEMS and SMART, I also got in contact with the TDB-group at the Department of Information Technology, Uppsala
University. This helped me getting acquainted with two project colleagues, J. Edlund and Dr. M. Nilsson, which I have had many fruitful discussion with.
I thank my dear colleagues at AeroTechTelub AB. Especially H.-O. Berlin,
Dr. B. Strand and Dr. U. Thibblin who supported me all the time. At the same
time I want to thank my former manager H. Frennberg who initially believed in
this collaboration.
This work was supported by the CEM program at the Parallel and Scientific
Computing Institute (PSCI) through the General ElectroMagnetic Solvers project
(GEMS) and the Signature Modeling And Reduction Tools (SMART) project.
Financial support was provided by the National Aeronautical Research Program
(NFFP), Vinnova, Saab AB and Ericsson Microwave Systems AB.
Finally, I want to thank Anneli, Lovisa, Alice and my parents who have been a
great support for me all the time.
vii
Chapter 1
Introduction
. . . Men solen stod över Liljeholmen och sköt hela kvastar av strålar
mot öster; de gingo genom rökarna från Bergsund, de ilade fram
över Riddarfjärden, klättrade upp till korset på Riddarholmskyrkan,
kastade sig över till Tyskans branta tak, lekte med vimplarna på
skeppsbrobåtarna, illuminerade i fönstren på stora Sjötullen, eklärerade Lidingöskogarna och tonade bort i ett rosenfärgat moln,
långt, långt uti fjärran, där havet ligger. . . .
Röda rummet, August Strindberg
In many engineering disciplines and scientific branches, electromagnetic (EM)
radiation is important to study. Often, the EM-phenomenon represent attractive
possibilities such as storing and carrying energy and information. We see examples
of this in modern cell phones where information is both stored in digital memories
and transmitted via an antenna. It also helps us producing and relocating energy in
fusion/nuclear power plants and hydroelectric power stations. A list can be made
much longer. In other cases the EM-field may carry unwanted effects such as in
electromagnetic incompatibility problems or by its ability to interact with human
tissue.
This thesis is inspired by challenges in electromagnetic engineering where numerical techniques are mature enough to be applicable to real world problems. For
EM-problems with a size of several hundreds times of a wave length, asymptotic
methods are most often fast and sufficiently accurate to be useful. For EM-problems
with a size of less than some hundred times of a wave length the algebraic problems
generated by numerical techniques fits into modern computers of today.
There are a fundamental difference between asymptotic and numerical techniques. While, for numerical techniques with a given discretization, the error is
proportional to some negative power of the wave length the opposite holds for
asymptotic techniques. The errors are here proportional to some positive powers of
the wave length!
1
2
CHAPTER 1. INTRODUCTION
Small
Large
Figure 1.1: A perturbed scattering boundary value problem.
The objective of the thesis is to present numerical methods that can be applied
to problems where large and small scales, or only large scales, are present. We could
think of the problem schematically pictured in Figure 1.1. How should the small
and the large scales, with respect to the wave length, be designed so that it achieve
optimal performance for some of its electrical parameters. We will speak of how the
small and the large features scatter or radiate electromagnetic energy. A small scale
radiation problem, could be to design an antenna so that it maintain or achieve
good coverage performance when installed on a large platform. The small scale
scattering problem could be represented by the electromagnetic signature analysis
done for a military vehicle when an antenna is to be installed. The large scale
scattering problem could be exemplified by some shape optimization of the large
platform to achieve a small electromagnetic signature.
Certainly, these question will not be answered by just solving the electromagnetic problem but technical, tactical and operational aspects have to be taken into
account. We will however only focus on the EM-problem from a numerical point
of view, i.e. develop numerical methods for computational electromagnetics. As an
illustration on how an engineering problem can be condensed to a numerical let us
consider the scattering problem.
A vehicle with an exterior design mainly developed with respect to signature
analysis, i.e. reducing radar detection probability, is sometimes referred to a stealth
vehicle. If radar waves are used to detect the vehicle then the probability of detection may be decreased by reducing the so called Radar Cross Section (RCS). The
RCS is the logarithm of a number in unit square meters, and it is defined for a
vehicle positioned in the origin, with a radar source positioned in r, as
4πr2 |E(r)|2scatt
.
(1.1)
σ(θ, φ) = lim 10 log10
|E|2inc
|r|→∞
Here, (θ, φ) is the Euler angles for the radar position and σ is sometimes generalized
3
to a matrix where each component represent different polarization of the incoming
and scattered field. It tells us how much the vehicle scatter an incoming wave Einc ,
originating from the radar, back to the radar. With E we denote the electric field
strength and it may be shown that for |r| → ∞, Einc will approach a plane wave,
i.e. the equi-phase front is locally flat, the polarization of the magnetic field is
orthogonal to the electric and their relative amplitude is directly proportional to
each other via a physical real constant. It is natural to assume that the source
currents, giving rice to the incoming field, is not dramatically influenced by the
scattered field. In other words can the source currents on the radar, excited by for
example a wave guide, be computed without knowing anything about the scatterer.
To compute σ we therefore regard Einc as given data and then let Escatt become
the unknown of our problem. In the literature these types of problems are referred
to scattering problems.
To solve the EM scattering problem in the frame of computational electromagnetics we emanate from the Maxwell’s equations. The equations containing time
derivatives, the Ampere-Maxwell law and the Faraday lay, state that the electric
E and magnetic H field strength in a piece wise homogeneous and isotropic media
fulfill
∇ × H(x, t) − εEt (x, t)
= σ(x)E(x, t)
(1.2)
∇ × E(x, t) + µHt (x, t)
=
(1.3)
0.
We have here introduced the material parameters electric conductivity σ, the electric permittivity ε and the magnetic permeability µ. The right hand side in equation (1.2) is sometimes called the volume current density J . When the media is
free space we have that ε = ε0 ≈ 8.85 × 10−12 [Farads/meter], µ = µ0 = 4π × 10−7
[Henrys/meter] and σ = 0. Since Maxwell’s equations is a type of wave equation
one can derive a wave speed which tells us how fast information can propagate. The
√
propagation speed in vacuum is c0 = 1/ ε0 µ0 ≈ 3 × 108 [m/s] and more generally
√
c = 1/ εµ.
The second two equations tells us about the divergence of the electric and magnetic field, i.e.
∇ · µH(x, t)
∇ · εE(x, t)
= 0
= ρ(x).
(1.4)
(1.5)
Here we identify ρ as the volume charge density.
If there are discontinuities in the electrical properties we can with mathematical
analysis and equation (1.2-1.5) derive interface conditions at these discontinuities.
Also, these discontinuities imply existence of surface current densities and surface
charge densities.
By linearity of the equations we may suppress the time dependence by setting
E(x, t) = Re(eiwt E(x)) and H(x, t) = Re(eiwt H(x)),
CHAPTER 1. INTRODUCTION
4
and look for time harmonic solutions (E, H). For non-conductive materials with no
free charges it follows that
∇ × H(x) − iωεE(x) = 0
∇ × E(x) + iωµH(x) = 0.
(1.6)
(1.7)
We identify the wave length as λ = 2πc/ω [m]. For simple two dimensional problems
equation (1.7) may be reduced to a scalar Helmholtz equation and an algebraic
equation coupling the magnetic component to the electric.
During the last fifty years analytical, numerical and experimental studies have
been performed to solve the RCS-challenges in the aircraft business. The crucial
parameter which decides whether numerical or asymptotic methods can be used is
the relative scale of the problem. With relative scale we mean the relation between
the wave length and the characteristic length scales in the differential operator
defined by equation (1.2) to (1.5) and in the boundary conditions. Some EMproblems may be defined as problems with a
Small Relative Scale where we can use direct numerical approximations of
Maxwell’s equations or having a
Large Relative Scale where we can use asymptotic approximations of Maxwell’s
equations,
to achieve sufficient accuracy. However, there are classes of problems that do not fit
into any of the two categories, or problems that fit into both. We can also imagine
that bounded parts of the boundary conditions are of small relative scale and other
parts that are of large relative scale.
The reason for that we may want to use asymptotic methods is that the rigorous methods is not attainable because of computers’ limited performance. To
realize this let us consider the time independent scattering problem for a perfectly
conducting sphere with radius r. Assume that we are able to solve a problem
today for a sphere in IRd with a radius of n wave lengths producing O(nd−1 )
unknowns for a boundary element method and O(nd ) unknowns for finite element/difference/volume methods. For the complexity of the volume methods we
assume that we apply a FDTD-scheme to a time harmonic problem during a fixed
time. We then need, with direct methods, O(n3(d−1) ) and O(nd+1 ) number of operations respectively to solve the problem. Let us assume that computers’ performance is improved according to Moore’s law each year y. The law is dependent on the
time-span from which you take data. However, the exact definition of Moore’s law
is not crucial for the discussion. That is, assume that Moore’s law is proportional
to the number of transistors N per integrated circuit and
N (y) ∼ 10
y−1970
+3
6
.
Moore’s law now says that, with complexity number p = 3(d − 1) for boundary
methods and p = d + 1 for other methods, we need to wait p · 6 · log10 2 ≈ 2p years
to expect the computers to be able to solve the problem with r = 2n.
5
Great progress has been achieved in decreasing the complexity for the boundary
elements and volume methods. We will discuss the achievements for the boundary
elements below. Note that we have left out all discussions on the coefficients in the
complexity expressions, memory space demands and for that sake all other pre and
cons for boundary and volume methods respectively.
Without access to powerful computers asymptotic methods where historically
the only useful methods with respect to large scattering and radiation problems.
Furthermore there have been many problems that did not have a unique small or
large relative scale. This fact means that many problems were left to measurements
and other analysis methods.
However during the last five to ten years the so called Fast Multilevel Multipole
(FMM) method, which is a fast numerical boundary element method, has shown
to be powerful enough on modern computers to solve problems only attainable by
asymptotic methods previously. In other words we can say that, for the electromagnetic engineer, the FMM has filled the gap between large and small scales for
certain applications. The complexity number p defined above can, for large n and
a well conditioned problem, be shown to be proportional to 2, where we ignored
the logarithmic factor in the complexity of FMM. Differently stated, with FMM we
need to wait one third of the time compared to boundary element methods, solved
with direct methods, to be able to solve a problem twice as big as the one which
is state of the art today. Hence, even with the impressive Moore’s law and the
relatively low complexity of FMM in mind, we must realize that in the near future
far from all relevant EM-problems can be solved with non-asymptotic methods.
With the discussion above in mind we realize that there are limits on the size of
problems that we can solve with direct methods today. However, although specific
problems are solvable with direct methods on computers of today, we may want to
use other methods that are less expensive in terms of computer resources since then
engineering time in general and depreciation cost will decrease. Hence, asymptotic
techniques may be preferable although direct numerical methods are feasible.
This thesis addresses EM-computations on three types of problems:
1. Problems with boundary conditions given on smooth geometries that are of
a relatively large scale. E.g. Figure 1.1 without the small scales, excited by
a plane wave with a relatively small wave lengths. This type of problem fall
into the category, problems of Large Relative Scale.
2. Problems which is mainly of a relatively large scale but contain parts with
relatively small scales. E.g. Figure 1.1 excited by a plane wave with a relatively small wave lengths. This type of problem does not fall into any of the
two categories.
3. Problems which is mainly of a relatively large scale but has been analyzed
with rigorous methods before being retrofitted with parts of a relatively small
scale. This problem address the fact that we may want to reduce the cost of
computations by only discretizing the small scales. E.g. Figure 1.1 excited
6
CHAPTER 1. INTRODUCTION
by a plane wave with medium large wave lengths. This type of problem fall
into the category, problems of Small Relative Scale.
There are two mayor contributions that will be presented in the thesis. The first one
concerns problems of type 1 and 2. The second contribution concern problems of
type 2 and 3. The first contribution will be summarized in Section 1.3 and presented
more thoroughly in Chapter 4. The second contribution will be summarized in
Section 1.4 and presented more thoroughly in Chapter 5.
The first contribution will address the electromagnetic wave that propagate
tangentially and close to smooth surfaces. These waves are predicted by the Geometrical Theory of Diffraction (GTD). GTD can in general be used to compute
the solution along stationary ray paths. These ray paths are trivial to find in homogeneous materials. However, in inhomogeneous or, as in our case, on smooth
surfaces it is a non-trivial task. The corresponding method that we will present
may be used in problems of type 1 and 2. More specifically we will focus on how the
asymptotic surface wave are computed numerically with high efficiency, generality
and robustness.
Since we have two different scales in the problems of type 2 and 3 we realize that
it is quite natural to have two geometry representations. However, as we will see in
Chapter 4, it is also practical to have a double representation of the geometry when
we solve for the smooth surface diffracted waves. We say that we have a hybrid
geometry.
The second contribution will address the small parts mentioned in 2 and 3. We
will sometime refer to these parts as small perturbations of the original boundary
conditions. Note that there are no a priori knowledge that tells us that small perturbations necessarily make a small impact on the scattered field. On the contrary
we know that wave solutions may exhibit resonant behaviors and therefore may
small perturbations contribute crucially to the scattered field. Also note we may
speak of contributions to the scattered field from different parts as long as we approximate, or take into account, the interaction between the parts properly. Finally
we want to remark that for these mixed problems our methods do not demand that
there is a large scale separation between the large and the small scales.
Referring to problems of type 2 and 3 and with the definition of relative scale
above it becomes natural to investigate the possibility to hybridize a numerical
method with an asymptotic one. The challenge in the hybrid method is then to
be able to design a numerical method which combines asymptotic theory with a
so called boundary element method. The method’s ability to properly take into
account the interaction between the small and the large scales is crucial.
We want to stress that it is by no mean a unique approach to try to combine
asymptotic techniques with numerical ones in computational electromagnetics. We
see for example an asymptotic-numerical hybrid when we analyze perfectly matched
layers or Mur boundary conditions for Finite Differences in Time Domain. Efficient
solvers have also been developed by hybridizing finite element techniques with finite
difference techniques.
1.1. BOUNDARY ELEMENT METHOD
7
We also would like to refer to Heterogeneous Multiscale Methods [1] for a more
systematic treatment of multiscale methods in general. Our method fall into Type
A problems in this reference. I.e. asymptotic techniques holds in the major parts
of the computational domain but a more detailed Maxwell model is needed in small
parts of the domain.
1.1
Boundary Element Method
As a background to our second contribution we will briefly discuss the Boundary
Element Method (BEM).
Maxwell’s differential equations may be rewritten into a Boundary Integral
Equation (BIE) formulation. Assume that the discontinuities in the Maxwell differential operator coincide with a union of closed boundaries
Γi ,
(1.8)
Γ=
i=1...j
where each Γi bounds
an open connected subset
Ωi in IR3 . Similarly we define
3
+
−
− −
Γj }. Also assume that Ωi
Ωk = 0 when i = k. At the
Ωj = IR /{Ωj
discontinuities the so called fundamental unknowns are defined as
Ji (x) = n̂i (x) × H(x) where x ∈ Γi
(1.9)
Mi (x) = n̂i (x) × E(x) where x ∈ Γi .
(1.10)
and
Ω+
i .
n̂i (x) is the normal to boundary Γi pointing into
Here, J is the electric surface
current and M the magnetic surface current. As the word fundamental indicate,
may (E, H) in any point in space be derived from (J, M). If only discontinues in σ
is present then only J is the relevant unknown for closed boundaries. In the thesis
we will address a certain type of discontinuity in σ.
We consider perfect electric conducting infinitely thin sheets at i Γi where
σ → ∞ holds. It can be deduced that we have a Dirichlet boundary condition on
the tangential component of E at these interfaces, i.e.
Γi .
(1.11)
n̂(x) × E(x) = 0 if x ∈
i=1...j
We can then formally write the electric surface currents in IR3 as
J(x) =
j
δΓi n̂ × H,
(1.12)
i=1
where we have smoothly extended n̂ to a tubular neighborhood around Γ which is
sometimes called a lifting of n̂.
CHAPTER 1. INTRODUCTION
8
With H = Hinc + Hscatt we can define J = n̂ × H, Jscatt = n̂ × Hscatt and
Jinc = n̂ × Hinc .
If Hscatt and Escatt fulfill specific radiation conditions [2], there exist two Fredholm integral equations of the first and second kind that, under certain regularity
conditions, has a solution J. Using Einstein’s summation convention: If any index
appears twice in a given term, once as a subscript and once as a superscript, a
summation over the range of the index, i.e. i = 1 . . . 3 is implied. Let
√
α )(x −y α )
ik δ βε (xβ −yβ
ε
ε
∂
∂
1
e
α
,
(1.13)
Eµν (x, y ) = (I + 2 µ ν ) k ∂x ∂x 4π δ βε (x − y α )(x − y α )
β
β
ε
ε
define a tensor valued function (sometimes referred to the dyadic Green’s function)
in Euclidean metric, i.e. g µν = δ µν , where δ µν is Kronecker’s delta symbol.
Also
µ0 /ε0
define the wave
number
k
=
2π/λ
and
the
free
space
wave
impedance
Z
=
and let x ∈ i Γi . The first kind integral equation then reads
β
ikZ− S Eµν (x, y α )J ν (y α )dyα = −Cµξβ nξ Einc
(x),
(1.14)
yα ∈
i
Γi
where the third rank tensor Cµξβ represent the cross product and the bar over
the integral sign indicate that it should be interpreted in a Cauchy principal value
sense. The integral equation of second kind reads
∂
1
ξ
Cµβ
E β (x, y α )J ν (y α )dyα = Jµ (x) − Jµinc (x).
(1.15)
∂xξ yα ∈Si Γi ν
2
Equation (1.14) and (1.15) are sometimes referred to the Electric Field Integral
Equation (EFIE) and the Magnetic Field Integral Equation (MFIE) respectively
and they are based on the so called representation theorem [2].
BIEs have been mathematically analyzed during the last century and it is still
an active subject of research. E.g. the well-posedness of equation (1.14) and (1.15)
in problems where normals to Γ is discontinuous is still an open question. Also,
there are values of k for which (1.14) is not uniquely solvable. Efficient and stable
numerical methods are desirable and therefore are questions in what functional
spaces that the solution should be searched in also very important to answer.
With the pioneering work of R. F. Harrington [3] thirty years ago these equations
were opened up for numerical computations in the electromagnetic engineering
society. The numerical method presented by Harrington is most often referred to
the Method of Moments. However, mainly using point matching and piece wise
constant basis functions one was confronted with numerical instabilities and nonsatisfactory error estimates. With the work by J.-C. Nédélec [2], Rao et al. [4]
and A. Bendali [5, 6] errors could be bounded by the residual error while the
mathematical and numerical analysis were put on a more firm ground with Galerkin
formulations.
1.2. GEOMETRICAL THEORY OF DIFFRACTION
9
The MFIE, since it is of second kind, is from a numerical point of view an
attractive equation since you may straight forwardly use an iterative technique to
solve the equation. You may also approximate the integro-differential operator
and achieve fast asymptotic methods, called Physical Optics (PO) to solve large
problems. However, it has a major drawback since it can not be used for open
problems, i.e. Γi must be closed. This is not the case for the EFIE although the
mathematical foundation for open problems is not as well analyzed as for closed
ones.
The today standard numerical method to solve the EFIE and MFIE uses so
called Rao, Wilton and Glisson [4] or Raviart and
Thomas [7] finite elements. They
are defined on a triangulation of Γ, i.e. Γ ≈ T . Each scalar complex valued
unknown jk in the discretized problem gives us the coefficient in front of the current
basis function Bet corresponding to the triangle t and edge e. The current on each
triangle is therefore decomposed into three vector basis functions each having an
amplitude of one over their corresponding edge.
Having discretized the geometry and J we can apply the Galerkin method in
a finite dimensional functional space. The EM-problem then reduces to a linear
algebra problem where the impedance matrix is full and complex (sometimes also
symmetric if special considerations are taken). Referring to the complexity discussion in the introduction and defining the discretization size ∆ = O(n−2 ) as the
mean size of the triangle edges we know that we can expect a complexity of order
∆−6 arithmetic operations and a demand of order ∆−4 memory positions for direct methods. For properly chosen iterative methods we may achieve faster solvers
and less memory needs. The state of the art iterative methods of today is based
on the so called fast multilevel multipole method. In this method the number of
floating point operations is proportional to N ∆−2 | log ∆| and memory storage to
∆−2 | log ∆|, with N as the number of iterations.
1.2
Geometrical Theory of Diffraction
As a background to our first and second contribution we will briefly discuss Geometrical Theory of Diffraction (GTD).
In the first half of the last century, scientists managed to solve time harmonic
EM boundary value problems for canonical or simple geometries. In some cases,
though important ones, only asymptotic or high frequency solutions were achieved.
At the same time people knew that given a Cauchy problem, i.e. an initial value
problem, for a hyperbolic symmetric system of partial differential equations, a solution may be obtained with the method of characteristics. By combining method of
characteristics and high frequency solutions J. B. Keller developed a theory called
Geometrical Theory of Diffraction (GTD) [8]. First, Maxwell’s time dependent
hyperbolic equation had to be rewritten into its time harmonic form, i.e. vector
Helmholtz equation. Since Helmholtz equation is elliptic the hyperbolicity was
lost and the method of characteristics were not attainable. To remedy this, wave
CHAPTER 1. INTRODUCTION
10
propagation were studied at high frequencies and a new equation was achieved,
the Eikonal equation, which was hyperbolic in its nature. We will call the class of
solutions that GTD concerns Ray-field solutions or just Ray-fields. In a systematic manner J. B. Keller then solved initial value and boundary value problems for
the Ray-fields. By combining solutions to initial value problems and solutions to
boundary value problems a class of new problems were possible to solve analytically
in the asymptotic regime.
Part from that analytical solutions where tractable numerical schemes are now,
by using high frequency asymptotics, applicable to problems which previously were
not reachable because of their large complexity. That is, with new types of numerical methods we will show that the complexity may be reduced substantially.
For time harmonic EM-problems and axi-symmetric problems it holds that Maxwell’s equation may be rewritten into the reduced wave equation, which in its turn
may be rewritten into scalar Helmholtz equation. We will therefore state that
conclusions and results from a asymptotic analysis of Helmholtz equation is also
applicable to Maxwell’s equations.
Combining equation (1.6) and (1.7), while using standard vector identities, we
can achieve
∇ × ∇ × E − iωεE = 0
(1.16)
and
∇ × ∇ × H − iωµH = 0.
(1.17)
Note that these equations are coupled via possible boundary conditions. However
if µ and ε are axisymmetric, e.g. the x3 -axis, then it may be shown that we only
need to solve a scalar equation, e.g.
∆E3 (x) +
ω2
E3 (x) = 0 where x ∈ IR3 ,
c
(1.18)
in problems with no free charges and currents. Let us denote E3 = u to the end
of this section. For perfect electric conducting boundaries Γi we have a Dirichlet
boundary condition on u(x) and we may solve (1.18) as a boundary value problem.
With no boundary condition, but a forcing f , it would be attractive to solve the
problem as a Cauchy problem and apply method of characteristics. This problem
is not well posed though. Let us assume that the transverse electric field fulfill the
asymptotic expansion
u(x) ∼ eikφ(x)
∞
(ik)−m um (x).
(1.19)
m=0
Note that this assumption is only adequate for some simple wave problems where
no boundary conditions are present and the wave speed profile c(x) is of such a
nature that φ(x) may be uniquely defined in any point. If we keep only the first
term we get the so called Geometrical Optics approximation, c.f. equation (1.20)
and (1.21) below.
1.2. GEOMETRICAL THEORY OF DIFFRACTION
11
If we plug this sum into (1.18) and collect terms of the same order of k we get
the following infinite sequence of equations
|∇φ(x)| = η(x) O(k 2 )-equation
(1.20)
2∇φ(x) · ∇u0 + u0 ∆φ(x) = 0
...
(1.21)
O(k)-equation
2∇s · ∇um + um ∆s = −∆um−1
...,
O(k −m )-equation
2
where η = ωc . Time t or position x can be used to parameterize the characteristic
lines for time dependent hyperbolic problems. For time harmonic problems, in
asymptotic form, the most natural parameter to use is the dependent phase variable
φ, in (1.19). The Eikonal equation (1.20) tells us how this function φ depends on
x. The amplitudes uj is achieved by solving the sequence of so called transport
equations in (1.21), . . . . Since the Eikonal equation is non-linear we potentially
may encounter problems with non-unique solutions and in some cases we may even
encounter infinitely many solutions. The manifolds where non-unique solutions
exist is sometimes referred to caustics. There exist a uniqueness and existence
theorem for a so called viscosity solution, developed by M. G. Crandall and P.-L.
Lions in 1983 [9]. Since this solution is unique it does not have problems with
multiple valued solutions. It is an active area of research to achieve numerical and
analytic methods to treat these problems.
For certain problems the most efficient way to solve (1.20) is to rewrite it into
a Lagrangian formulation. We then achieve a set of OEDs sometimes called the
Ray-equations.
We call the curves of constant phase φ = φ0 equi-phase fronts. Orthogonal to
these wave fronts, rays can be defined and EM-energy propagates along the rays.
In so called caustics either parts of the wave fronts collapses to a sub-manifold or
the wave front normals build an envelope of rays.
As mentioned previously, GTD treats certain canonical initial value problems.
Let us assume that we have initial values on a sub-manifold Γ in IR2 or IR3 (point,
curve, surface). To be able to treat these problems correctly we need to be able to
express the solution on a Ray-field format. E.g. an infinitely thin conductor with
harmonic current I along the x3 -axis radiate according to
u(|x|) = −
(2)
kI (2)
H (k|x|),
4cε 0
(1.22)
where H0 is the first order Hankel function of second type. This is not a Ray-field.
However if the
conductor, positioned in the origin, is in the center of a disc with
radius r = x21 + x22 >> λ of constant material then asymptotically the field at
|x| ≥ r look like
ik e−ikr
√ .
(1.23)
u(x) = −ZI
8π
r
12
CHAPTER 1. INTRODUCTION
√
Remark that um = 0 for m > 0 in (1.19) and that u0 is direct proportional to k
for this initial value problem. Since u(x) solve (1.20) and (1.21), i.e. it is a Rayfield, we may use it as given data to a boundary value problem and in a second step
solve the boundary value problem asymptotically. It also means that we may solve
compound initial-boundary value problems as long as the boundary conditions is
outside r. A question that is naturally raised and addressed in this thesis is: How
to proceed if the initial value can not be written as a Ray field in the proximity of
boundary condition? That is, how can we apply GTD to a general electric current
close to a perfect electric conducting boundary? The research reported in [10] give
new interesting ideas to solve such a problem.
We emphasis that the GTD, although only asymptotically accurate, is a very attractive solution method thanks to its complexity in terms of arithmetic operations.
The scattering problems mentioned in the introduction typically contains the order
of S=1000 NURBS elements. For the computation of some GTD-phenomenons,
such as reflection and diffraction, one may achieve a complexity of the order of S or
S 2 . That is, to find all relevant rays, the complexity is independent of the frequency
and the problem is much more of a logical nature than of a numerical one.
For smooth surface diffraction, that we will introduce in Section 1.3, we will see
that it is a non-trivial numerical problem to find all relevant rays and it may be
necessary to make the complexity wave length dependent.
1.3
Smooth Surface Diffraction, Hybrid Geometries
The work on hybrid geometries for GTD and the so called Smooth Surface Diffraction is inspired by challenges in electromagnetic engineering where numerical and
asymptotic techniques are mature enough to be applicable to industrial and relatively complex problems. We have focused on the scattering problems induced by
electromagnetic signature analysis and more specifically on plane wave back scattering problems, e.g. radar cross section computations mentioned previously, where
only the scattered field propagating in the opposite direction of the exciting wave
is studied. We will emphasize though that our numerical method is not restricted
to the so called mono-static scattering problems but they may for example be used
for bi-static scattering and radiation problems.
Geometrical Theory of Diffraction is today a well established theory used for
analyzing wave phenomenons asymptotically, i.e. when the wave length is short
compared to the characteristic sizes of the scales in the boundary conditions. The
error in the asymptotic theory, as mentioned in the introduction, decreases as we
decrease the wave length. In terms of errors there is a fundamental difference
between the GTD and numerical methods. The errors in numerical methods used
on the wave equation are typically proportional to some negative powers of the
wave length. This fact is important to take into account when numerical methods
are developed to solve the numerical problems induced by GTD. Our numerical
method and the corresponding implementation have addressed both of the two
1.3. SMOOTH SURFACE DIFFRACTION, HYBRID GEOMETRIES
13
error contributions. Differently stated, we have developed a method that keep, if
we perform the proper mesh refinement, the wave length proportionality of the
error and we have therefore achieved a numerical method with a complexity that
grows relatively slow with the frequency.
We have developed a numerical method for the so called smooth surface diffracted contributions predicted by GTD. Except for retaining the attractive feature
with the direct asymptotic proportionality between wave length and error we have
had two other major objectives when we have designed our numerical algorithm.
The method should be efficient in predicting the scattered field in so called caustic
regions and the algorithm should be able to predict smooth surface diffracted waves
excited by edges in complex geometries. Putting all demands together we have implemented an algorithm that finds the smooth surface diffracted wave front solution
in any point on a smooth surface by interpolation. The method is sometimes referred to a wave front construction technique [11] where the wave front is actually
represented in phase space. Having access to the entire wave front in phase space,
makes it possible to integrate the total field along the so called shadow line boundaries and therefore be able to evaluate the field in points/directions where infinitely
many GTD-rays contribute (caustic points). C.f. [12] [13] and [14] for other approaches.
To be able to detect and treat non-smooth surfaces, e.g. edges, a meshed representation of the scatterer is not enough, but we need to be able to interpolate from
exact geometry data. We say that we have a hybrid geometry and we consider the
well established formats based on Non-Uniform Rational B-Splines (NURBS) as an
exact representation of the geometry [15]. NURBS can be seen as a parametrical
representation of the geometry. We could in principle formulate our wave front
propagation algorithm in the surface parametrical space but since the NURBS representation is not optimized for numerical computations we have chosen to use a
triangular mesh for the propagation. To make the numerical algorithm as efficient
as possible we assume that the mesh has been produced by limiting the distance
between the mesh and the exact geometry. If this distance is bounded
by the wave
√
length λ, one can show that the elements are of size order 1/ λ and that number
of elements in the mesh therefor is of order 1/λ.
Our solver has been developed from a Boundary Element solver presented in [16]
and a GTD-solver presented in [17]. To be able to represent the geometry and the
wave fronts efficiently we found it necessary to implement the algorithm in an
object oriented fashion. To run our code on high performance computers we found
it practical to write the code in Fortran 90.
If boundary conditions are present in the EM-problem we must use an expansion
that distinguish from (1.19). In fact we can not assume that φ may be uniquely
defined in all points and we must therefore assign several expansion corresponding
to different waves. It may be shown that, if the scatterer is smooth, one of the
waves in the expansion describe the so called smooth surface diffracted field. The
phase of the asymptotic solution then also solves a type of Eikonal equation. J.
B. Keller, c.f. [18], found the first amplitude function for the special case of a
CHAPTER 1. INTRODUCTION
14
Q1
E
t
1m
P
Q2
Figure 1.2: Plane wave scattering by a sphere.
sphere and indicated a solution method for a general convex smooth scatterer. For
pedagogical reasons let us consider a simple example when discussing the Smooth
Surface Diffracted solution. We refer to figure 1.2. The so called soft (S) and hard
(H) components of the smooth surface diffracted electric field in P is according
to [18]
S,H
Escatt
(P )
=
·
with
and
∂η(Q1 )
∂η(Q2 )
ρ
(1.24)
r(ρ + r)
N
2π Q2
S,H
S,H Dp (Q1 ) exp −i
1 + σp (t ) dt DpS,H (Q2 ),
λ
Q
1
p=1
S,H
Einc
(Q1 )
σpS,H = λ2/3 ρ−2/3
cS,H,p
g
1
S,H,p
DpS,H = λ1/12 ρ1/6
.
g c2
are given constants, ρg the radius of curvature of a geodesic line, ρ the
Here cS,H,p
j
radius of curvature of the so called geodesic wave front, r = |P − Q2 | and t the arc
length parameter of the geodesic line. The square root of ∂η(Q1 )/∂η(Q2 ) describes
the geometrical spreading of the wave as it propagates along the surface. The soft
component is the scattered electrical field that are parallel to the surface normal n̂
at Q1 /Q2 and the hard component is the scattered electrical field that are parallel
to p̂×n̂ where p̂ is Poynting’s vector of the wave at Q1 /Q2 . We see in (1.24) that, for
propagation distances of O(λ1/3 ), the smooth surface diffracted field is proportional
to λ1/6 . Hence this contribution may be significant for some scattering problems
(c.f. edge diffraction [8] which is of O(λ)). To be able to evaluate (1.24) numerically
in a point P we need the geodesic line(s), i.e. the curves that are stationary with
respect arclength, that ends in Q2 and have a tangent, in the point P , that is
parallel to P − Q2 . These lines, which are also characteristic curves to the so called
surface Eikonal equation, can be found by solving a system of three ODEs. Let us
1.3. SMOOTH SURFACE DIFFRACTION, HYBRID GEOMETRIES
15
parameterize the geodesics with arc length in surface parametrical space (p, q), i.e.
let ṗ = cos α and q̇ = sin α. By differentiating α(s) = arctan ṗ/q̇ we get

 

ṗ
cos α(s)
 = f (y).
sin α(s)
ẏ =  q̇  = 
(1.25)
α̇
p̈(y(s)) sin α(y(s)) − q̈(s) cos α(s)
The symbols p̈(y) and q̈(y) assign functions that can be found from the so called
geodesic equations and will depend on local derivatives of the surface. This system
has a unique solution under certain regularity conditions on the surface, and we
may therefore interpolate between solutions that have initial conditions that are
close in (p, q, α)-space. By solving (1.25) for a family of ODE-systems,
ẏ (1) = f (y (1) ) with y (1) (0) = ỹ(τ (1) )
..
.
ẏ (n) = f (y (n) ) with y (n) (0) = ỹ(τ (n) ),
(1.26)
where the initial conditions ỹ(τ (j) ) are parameterized with arclength and ordered
along a smooth curve in (p, q, α)-space called
ỹ(τ ) = (p̃(τ ), q̃(τ ), α̃(τ ); s = 0) with τ1 ≤ τ ≤ τn ,
we may achieve the solution, by interpolation, in any point in (τ, s)-space. We
call this approach a wave front construction method. Note that the name wave
front indicates that the front is an equi-phase front, but the method itself does not
insist on that, but just that the geodesic lines, corresponding to different initial
conditions, are ordered such that neighboring initial conditions are close and that
the geodesic lines are non-parallel to the front. To emphasize this, we call the fronts
that we compute for generalized wave fronts. Also note that not only the solution
to (1.25) may be interpolated along a generalized wave front but also the value
of (1.24) may be achieved by interpolation if it is known on neighboring geodesics.
We have developed and implemented an algorithm that solve (1.25) on surface
curvature sensitive triangular meshes. These meshes are characterized by a given
boundedness, 2, on the distance between the mesh and the NURBS-geometry. More
specifically for such a mesh, we have that the flat triangle nodes will coincide with
the curved embedding geometry it is representing. The main idea with our algorithm rests on that we consider each triangle j, of size less than h, as a parametrical space (pj , qj ) for a subset of the entire NURBS geometry. Each subset can be
thought of a curved triangular patch given as a function fj (pj , qj ) with an origin
oj that for example coincide with one of the triangle nodes.
In Chapter 4 we will explain how geodesics can be found on a hybrid geometry
so that the smooth surface diffraction contribution can be estimated with sufficient
accuracy and in an efficient manner. In our numerical algorithms we let straight
line segments in the triangles approximate the geodesic curves in the true geometry.
CHAPTER 1. INTRODUCTION
16
By mathematical analysis we will then show how the small straight segments should
be oriented, to build an open non-regular polygon in IR3 , so that the length of the
polygon is an O(h) approximation of the true geodesic curve.
S,H
(P ) will of course depend on the error in Q1 , Q2 , P , which
The error in Escatt
will in its turn affect the geometrical spreading and DpS,H . However, in the analysis
we have focused on the error in the exponential factor which in its turn depends
on the error in the numerical solution of (1.25). In fact we can expect that, as
we decrease the wave length, it is the error in the first term in the exponent of
expression (1.24) that are the dominant one since the corresponding integrand is
proportional to λ0 . Consider Figure 1.2. Assume that the local radius of curvature
can be computed exactly (It is in fact interpolated with an O(h2 ) scheme in our
implementation). If we mesh the sphere with triangles of size h then the geodesic
line, indicated in the figure, will pass O(1/h) triangles. If we have a local error of
the arc length of O(hγ ) then the exponential factor can, since we have constant
radius of curvature, be shown to be
(1+αS,H
(λ2/3 ))(+O(hγ−1 ))
p
exp i2π
=
λ
ei2π
S,H
(1+αp
)
λ
1 + λ−1 O(hγ−1 ) 1 + O(λ−1/3 )O(hγ−1 ) .
If we choose h ∼ O(λδ ) we get that the integral will be numerically estimated to
ei2π
S,H
(1+αp
)
λ
(1 + O(λδ(γ−1)−1 )).
(1.27)
That is the dominant error will decrease as we increase the frequency if we pick
δ and γ properly. For example, if we manage to construct a scheme with a local
error of order γ = 3 then we need to pick δ ≥ 1/2 to have a non-increasing error
with increasing frequency. If we, for a surface curvature sensitive mesh, bound the
maximum distance between the mesh and the scatterer by a distance of O(λ) then
one can show that δ = 1/2.
We have tested the major part of the algorithm on different geometries and
achieved satisfactory results. We refer to Figure 1.3 for a quite complex geometry
where we have tested the larger part of the algorithm. That is, finding the initial
generalized wave front, propagating the front and applying the proper stopping
criteria.
The main innovative features with our numerical method is that we have applied
the wave front construction technique to Smooth Surface Diffraction by using a
hybrid geometry. In this way we have achieved high accuracy and robustness.
1.4
Integral equations and Asymptotics, Hybrid Methods
We will present three hybrid methods in Chapter 5. To summarize them here we
define an asymptotic boundary as a boundary where asymptotic techniques approximate the boundary conditions well. The over all focus of the hybrids are their
1.4. INTEGRAL EQUATIONS AND ASYMPTOTICS, HYBRID METHODS 17
Figure 1.3: Example of wave fronts on a low signature vehicle meshed with a surface
curvature sensitive mesh which is perceptible in the figure. The stars indicates
where we interrupt the front propagation. I.e at edges or when corresponding
markers have moved a specific length.
18
CHAPTER 1. INTRODUCTION
ability to represent currents on boundary elements independently of their distance
to asymptotic boundaries and independently of the regularity of the asymptotic
boundary in contrast to existing methods which mainly are designed for problems
where the boundary element currents are far from asymptotic boundaries or close
from smooth asymptotic boundaries. The first method is applicable to problems
with a smooth asymptotic boundary, close or far from the boundary elements currents, which are smooth. The other two methods tries to remove this regularity
condition on the asymptotic boundary.
The most basic hybrid technique that, in fact has been widely used in frequency
domain, is the technique of separating the small scales from the large scales totally.
This can be done for example by doing measurements with only the small scales
present and then in a second step use this as given data in an asymptotic solver.
Such methods and techniques were further investigated and improved in the seventies and eighties but they were not widely used by the electromagnetic society, until
the last decade because of their loss of generality. Also, an obstacle to make them
more popular in the electromagnetic society is that you need to have an experience
and understanding both in numerical and asymptotic methods. Our numerical
method aims at broadening the domain of applicability and therefore obtain a numerical solver which can form a part of general electromagnetic solvers designed
for industrial use. Since the standard type of boundary elements used by industrial
codes are triangles the hybrid method has to be able to represent these type of
elements. The boundary conditions in the asymptotic domain needs to be defined
by CAD data which today means Non-Uniform Rational B-Splines (NURBS). The
kernel of such a hybrid solver then constitutes of algorithms that approximately
compute currents on triangles close to boundary conditions defined on NURBS. We
will restrict the discussion and the results to perfect electric conducting materials
and just note that generalizations are most often straight forward.
The over all picture of our method can be seen for a scattering problem in
Figure 1.4. The key feature of our algorithm is how we treat the scattered field
originating from the excitation and the currents in the BEM-domain. In some cases
it is a good approximation to assume that the field behaves as a Ray-field, i.e. J.
B. Keller’s GTD is applicable, in other cases we have to apply RBI (defined below),
and finally we sometimes need to apply a linear combination of the methods. Let
us analyze the methodology indicated in Figure 1.4 by generalizing the most simple
scattering problem in a few steps.
Plane wave on a infinite (flat/non-flat) ground. Given an excitation,
e.g. a plane wave Eexc = E0 eik·x , impinging on an infinite perfectly conducting
plane, let us say the x1 x2 -plane with normal n̂ = (0, 0, 1), the so called image theory
provide us with an exact analytic solution for the total field. The theory says that
for {x ∈ IR3 : x3 ≥ 0} the electric field is
E(x) = E0 eik·x + (2n̂ · E0 n̂ − E0 )ei(k+2n̂·kn̂)·x
(1.28)
1.4. INTEGRAL EQUATIONS AND ASYMPTOTICS, HYBRID METHODS 19
Excitation
Scattering
Interaction
Ray-field
Non Ray-field
Ray-field
Non Ray-field
Ray-field
Ray-field
Figure 1.4: Each triangle contains a smooth union of infinitely small dipoles building
a boundary element. When a triangle is too close to the sphere then the interaction
can not be taken into account with GTD since then there is no Ray-field at the
reflection/interaction point but RBI has to be used instead. If the triangles are too
far then RBI is unappropriate and GTD has to be used instead.
and magnetic field is
H(x) = H0 eik·x + (H0 − 2n̂ · H0 n̂)ei(k+2n̂·kn̂)·x .
(1.29)
This solution fulfill the Dirichlet type of boundary condition n̂ × E = 0 in the
x1 x2 -plane and the surface current in the ground plane is J = n̂ × H = 2n̂ × Hexc .
Since a plane wave is a Ray-field GTD also provide us with a method to compute
the solution E and H in the upper half space when the ground plane is non-flat.
An infinitely small dipole above an infinite (flat/non-flat) ground.
Similar formulas/rules, as for plane waves, holds for infinitely small electric dipoles, i.e. D(x) = δ(x − x0 )J, above a perfectly conducting flat ground plane.
However, unlike the plane wave, is the field from a infinitely small electric dipole
only asymptotically a Ray-field as |x − x0 | → ∞. Hence when the dipole is close
to the ground plane GTD is not applicable to compute E and H.
An infinite union of infinitely small dipole above an infinite (flat/nonflat) ground.
We once more refer to Figure 1.4. An infinite smooth union of
dipoles i=1...∞ Di , e.g. defining a surface current density JT on a triangle T ,
converges to a Ray-field, in general slower, as |x − x0 | → ∞, compared to a single
dipole. The image theory is however applicable for the smooth union above a flat
ground plane but if we modify the flat ground, e.g. so that it becomes a perfect
electric conducting sphere with radius R that fulfill λR >> 1, then the image theory
will not, in principle, be applicable any more. However we may, as we will motivate
CHAPTER 1. INTRODUCTION
20
in Chapter 5, apply the so called Ray Based Image method (RBI-method), which
is a kind of modified image method.
It is hard to inspect the errors for the RBI-method. It is done by numerical
experiments in this thesis and we have not tried to develop formal error estimates.
However we can compare with other numerical and asymptotic methods to get a
qualitative apprehension of the errors we do when using the RBI-method. The
most simple and relevant test case that capture the physical quantities, distance
between source and scatterer, polarization, wavelength and radius of curvature for
the scatterer is a dipole above a sphere and it will be investigated in Section 5.4.1.
What we at least intuitively may expect is that RBI fails when the source and/or
the receiver is far away from the non-flat ground plane since then we know that
GTD is the proper approximate method to be used.
In the simple test case mentioned above, we only consider the problem with an
impressed source, i.e. the dipole is not influenced by the currents in the ground
plane. To test the method for a more relevant problem we inspect the method
by applying it to a perfect electric conducting strip above a finite ground plane
illuminated by a plane wave. The final test case is done with a small conducting
semi-sphere electrically attached to a large conducting sphere.
Let us return to the more simple test case of a conducting strip above a ground
plane. The interaction between the ground plane and the strip can either be done
iteratively or by directly modifying the kernel in the integral equation. For pedagogical reasons we choose to consider only the iterative approach in the introduction
and save the discussion on the direct approach to later.
Assume that we have discretized the entire geometry with boundary elements
and that a boundary element either belongs to the large scale geometry or the small
scale geometry. By using the proper numbering of the unknowns we get a matrix
problem, introduced in Section 1.1, that can be written as
exc J1
E1
A11 A12
=
.
(1.30)
A21 A22
J2
Eexc
2
Let elements in A11 represent the mutual coupling between the elements in the
large scale geometry and A22 the mutual coupling between elements in the small
scale geometry. The cross term represent the action and reaction between the large
and the small scale. The vector J1 contains the complex numbers representing the
currents in the large scale and J2 the currents in the small scale. Similar, does Eexc
1
represent the excitation falling onto the boundary elements in the large scale and
the excitation falling onto the small scale. We can write (1.30) on an iterative
Eexc
2
form
exc
A22 J2 = Eexc
− A21 A−1
+ A21 A−1
(1.31)
2
11 E1
11 A12 J2 ,
which sometimes may be solved with an iterative scheme as
(n+1)
A22 J2
(n)
exc
= Eexc
− A21 A−1
+ A21 A−1
2
11 E1
11 A12 J2 .
(1.32)
1.5. PROJECT ENVIRONMENT
21
The second and third term in the right hand side contains large matrices and we
would therefore like to avoid filling and inverting them. Both of the terms can
be interpreted as impressed source terms that excite the currents, J2 , in the small
scale. By looking at the problem from a physical point of view, we realize that the
impressed sources can be represented by a linear combination between RBI and
GTD. We write schematically
(n+1)
A22 J2
D
= Eexc
+ EGT
(αij ) + ERBI
(βij ),
2
2
2
(1.33)
The αij and βij represent weighting factors with αij + βij = 1, ∀ (i, j). For the
we may apply GTD directly since it is a Ray-field
impressed plane wave Eexc
2
everywhere.
How is αij s and the βij s going to be decided. As we mentioned earlier, if the
currents in the small scale is far from the large scale geometry then RBI produce
too large errors to be usable. We therefore apply GTD for these currents. More
generally we apply a linear combination between GTD and RBI. The matrices
represented by the αij s and βij s are not necessarily symmetric. By intuition the
elements should be dependent on the distance between the basis, image basis and
test function to the large scatterer. We will not try to derive the optimal expression for these dependencies but just note that it is probably dependent on specific
properties of the geometry in both the small and the large scales.
We note that when (1.33) has converged we can with the help of the representation theorem, and a linear combination between GTD and RBI, compute the
scattered field.
The method compactly described by equation (1.33) is applicable to problems
where the small scales is introduced by
• adding boundary conditions far from large scale geometries which are represented by smooth and/or non-smooth boundaries.
• adding boundary conditions close to large scale geometries which are represented by smooth boundaries.
In Figure 1.4 we have attached two metal strips to a smooth boundary. If we want
to introduce small scales by actually perturbing the large scales or adding small
scales close to non-smooth boundaries the RBI-method is not applicable anymore.
To solve these types of problems we suggest two types of methods. Either global
basis and test functions are combined with functions with local support in the
variational formulation or GTD edge diffraction is used to represent the currents
in large scales.
1.5
Project Environment
The work reported in this thesis has been performed within research projects driven
by industrial applications and motivated by academic research and industrial development. The industry mainly provided the project with user requirements, relevant
22
CHAPTER 1. INTRODUCTION
test cases and developed graphical user interfaces while academia and research institutes developed the algorithms and the core solvers. The funding were provided
by the government and the industry.
The goal of the projects was to develop a state of the art software suite in
computational electromagnetics and the generic term for the projects is The General
ElectroMagnetic Solver project (GEMS).
The projects spans over the years 1998 to 2005. The industry are represented
by Ericsson Microwave AB, Saab Ericsson Space AB and AerotechTelub AB. The
research and the code developing were done by The Fraunhofer-Chalmers Research
Center for Industrial Mathematics, The Swedish Defense Research Agency, Uppsala
University (Department of Information Technology), The Royal Institute of Technology (Numerical Analysis and Computer Science) and The Chalmers University
of Technology (Department of Electromagnetics). The aim of the projects where
more specifically to provide the Swedish industry and academia with state of the
art hybrid solvers in time and frequency domain which were able to solve industrial problems specified in the user requirements and to adapt the solvers to more
specific engineering problems.
To follow the time schedule in the project specification, two solvers in the frequency domain where brought from other research establishments. A Boundary
Integrals Equations (BIE) solver came from a research team lead by Prof. A. Bendali at CERFACS in Toulouse and a Geometrical Theory of Diffraction (GTD) solver
came from a research team lead by Prof. M. F. Catedra then at Universidad de Cantabria. These two solvers where substantially modified so that they fulfilled the
high project demands on portability and maintainability. Many new functionalities
where also added.
Some of the test cases in the project where very large in terms of numerical
unknowns and therefore asymptotic methods where implied. There where also
rather restrict accuracy demands on these large problems. This fact where the main
reason for developing hybrid methods in frequency domain. Both a Physical Optics
(PO) - BIE hybrid and GTD-BIE hybrid where developed. These methods where
expected to complement each other. The most straight forward way to rigorously
couple PO with BIE is to use the same type of discretization elements in the two
method domains. It makes the PO solver less powerful since unknown currents
needs to be resolved with about ten elements per wavelength. That is the nice
O(1/λ)-complexity for PO has been destroyed. This motivated a BIE-GTD hybrid
solver development which achieve an O(1)-complexity in the asymptotic domain.
The chosen type of GTD-implementation presented in [19] had problems around
caustic points which motivated the BIE-PO-hybrid.
The aim of the projects following the initial one was mainly to further develop
the frequency domain solvers for RCS applications and to optimize the time domain solvers for antenna applications. Some optimization tools were also developed
during the later part of GEMS-project.
This thesis report on the research done while the GTD- and the GTD-BIE-solver
were developed.
1.6. PUBLICATIONS
23
To develop a GTD-BIE hybrid solver and the improved GTD solver for industrial
use, you necessarily need the main constituents, i.e. the GTD-solver and the BIEsolver, to be well written, stable and well adjusted to pre and post processing.
Therefore the initial work in the hybridization was to adapt the main constituents
for these needs. To be able to start the hybrid development at an early stage
as possible the data flow between the solvers were done out-of-core and later on
done by subroutine calls. The initial work on the GTD-solver where mainly done
by F. Bergholm, L. Hellström, S. Hagdahl, U. Oreborn, S. Sefi. The work on
the BIE-solver where mainly done by J. Edlund, A. Nilsson, B. Strand, M. Nilsson,
L. Hellström, L. Lovius and A. Lei. Most of the work where supervised by B. Strand
and A. Ålund.
All hybrid solvers are written in Fortran 90 with high demands on portability
both to serial and parallel platforms. The GEMS-code, including both time and
frequency domain solvers, contain today approximately 600 000 lines.
1.6
Publications
The results on hybrid methods are partly based on [20], [21], [22], and [23]. The
results on Smooth Surface Diffraction are partly based on [17], [24], [23] and [25].
For convenience, we list all our publications below.
A) U. Andersson, F. Edelvik, J. Edlund, L. Eriksson, S. Hagdahl, G. Ledfelt and B. Strand, GEMS - A Swedish Electromagnetic Suite of Hybrid
Solvers-Technical Aspects. In AP2000 Millennium Conference on Antennas
& Propagation, 2000.
B) J. Edlund, S. Hagdahl and B. Strand, An Investigation of Hybrid Techniques
for Scattering Problems on Disjunct Geometries. In AP2000 Millennium Conference on Antennas & Propagation, 2000.
C) F. Bergholm, S. Hagdahl and S. Sefi, A Modular Approach to GTD in the
Context of Solving Large Hybrid Problems. In AP2000 Millennium Conference on Antennas & Propagation, 2000.
D) S. Hagdahl, Tracking Wavefronts with Lagrangian Markers. Royal Institute
of Technology, Department of Numerical Analysis and Computer Science,
TRITA-NA-0122. 2001.
E) B. Engquist and S. Hagdahl, Numerical Techniques for Mixed High-Low Frequency EM-Problems. In Proceedings RVK02, 2002.
F) S. Hagdahl and O. Runborg, Optimization of Flight Trajectories with Respect
to Radar Signature. Poster at GO++ Winter School, INRIA, Rocquencourt,
France, 2002.
24
CHAPTER 1. INTRODUCTION
G) S. Hagdahl, Hybrid methods for computational electromagnetics in the frequency domain. Royal Institute of Technology, Department of Numerical
Analysis and Computer Science, Licentiate thesis No. 2003-018. 2003.
H) B. Engquist and S. Hagdahl, Computation of Smooth Surface Diffraction for
Industrial Application, In Proceedings EMB04, 2004.
Chapter 2
Direct Numerical Approximations,
Boundary Element Method
To be able to explain the hybrid methods in Chapter 5 we open our main presentation with a short introduction to the boundary element method continued with a
more deep investigation of some specific details in the method.
The physics of the electromagnetic field is governed by Maxwell’s equations
which were stated in differential form by James Clerk Maxwell in 1864. To solve
the equations numerically, in modern computers of today, two major techniques are
used. Either discrete approximate differential or integral operators are deduced and
used in finite volume, finite difference or finite element settings. Let us call them
volume methods. The number of unknowns is proportional to the wave number
powered by the number of independent variables. Alternatively we can solve the
equations by first finding the fundamental solution to the problem and then by
Green’s theorem formulate the problem on a boundary integral equation form.
After this is done integro- and differential-operators is defined in discrete form
and solutions may be found in well chosen functional spaces. In this case the
number of unknowns is proportional to the wave number powered by the number
of independent variables.
There is a possibility to define a volume integral equation with the fundamental
solution but this method is not computationally popular.
Notice that we gain at least one space dimensions by using the fundamental
solution. However there is a price to be paid in doing this. Both methods end
in systems of linear equations. For the boundary integral method we get a dense
matrix in contrast to the volume methods which have sparse matrices. Problem to
be solved often decide which method that is preferable.
Both methods mentioned above show up in time dependent and time harmonic
form. We will however only focus on the boundary element method in the time
harmonic form and we will mainly borrow results from a book written by J.C.
Nédélec [2]. Rather briefly, we discuss how to transform Maxwell’s time dependent
25
CHAPTER 2. DIRECT NUMERICAL APPROXIMATIONS, BOUNDARY
ELEMENT METHOD
26
equations to a boundary integral equation in spectral domain. While introducing
numerical approximations of the integro- and differential-operators, we also present
the boundary element solver used in later chapters for numerical experiments.
2.1
Time Harmonic Maxwell Equations
We state Maxwell’s equations in M.K.S. units as
∇ × H(x, t) − ε(x)Et (x, t) = σE
∇ × E(x, t) + µ(x)Ht (x, t) = 0
∇ · (µH(x, t)) = 0
∇ · (εE(x, t)) = ρ(x, t).
(2.1)
The electric E and magnetic H field is dependent on time t and the space variable x.
The dielectric constant ε and the magnetic permeability µ is assumed to be piecewise constant. ρ is the electric charge density and σ is the conductivity. Maxwell’s
equations are equations describing a wave phenomena. It is therefore natural to
define a wave speed c and we can show that information travels with the speed
√
c = 1/ εµ. If σ(x) = 0 and, at t = 0, ∇ · (εE(x, t)) = 0 it may be shown that the
solution to
∇ × H(x, t) − εEt (x, t) = 0
(2.2)
∇ × E(x, t) + µHt (x, t) = 0,
coincide with the solution to (2.1). Restricting solutions to time harmonic fields
E(x, t) = Re(E(x)e−iωt )
H(x, t) = Re(H(x)e−iωt ),
(2.3)
in source free points of zero conductivity, the complex field (E, H) fulfill the following two equations,
∇ × E = iωH
(2.4)
∇ × H = −iωE.
(2.5)
We will later indicate how we can rewrite these two PDE:s on a boundary integral
equation form. Depending on which engineering problem that is to be solved,
sources or data, can be given on different forms for boundary integral equations.
They can for example consist of
• data on the integration boundary with surface normal n̂ in the form of impressed electric surface currents Jimp ≡ n̂ × H or magnetic currents Mimp ≡
n̂ × E,
• data in the form of J = σE defined far away from the integration boundary
giving rise to impinging approximate plane waves,
2.2. FUNDAMENTAL SOLUTION
27
• data in the form of J at a finite distance from the integration boundary giving
rise to more general impinging waves and
• data in the form of impressed E and/or H on the integration boundary,
where we assumed that E and H fulfills Maxwell’s equations.
These types of data are more or less artificial since electromagnetic energy interact over finite distances. However, the errors can quite often be made sufficiently
small in engineering problems. The important thing is that we, by rewriting the
data, can specify it on the integration boundary where the unknowns will be defined.
This also imply that the lack of free sources assumption in equation (2.4) and (2.5)
is not a severe restriction since the excitation of the problem is done with the help
of the boundary conditions. For a so called perfect electric conducting boundary,
the tangential component of the E-field should be zero which corresponds to a Dirichlet type of boundary condition. There are also materials that calls for boundary
conditions that resembles Neumann boundary conditions. Since we assumed that
the material properties, ε and µ, were piece-wise constant we may also indicate
interfaces between materials, i.e. data in the differential operator, with unknown
electric and magnetic surface currents at these interfaces. To proceed, let us search
the fundamental solution to the time harmonic Maxwell’s equations.
2.2
Fundamental Solution
To be able to formulate the fundamental solution to (2.4) and (2.5) we introduce the
tensor notation. While the distinction between covariant and contravariant indices
must be made for general tensors, the two are equivalent for tensors in threedimensional Euclidean space. Therefore we make no distinction between lower and
upper indices. For the reason of symmetry between E and H in (2.4) and (2.5), we
confine ourself to search for solutions to
iωε0 E µν (xε ) + ∂µ H ν (xε ) = δ(xε )δνµ
−iωµ0 H µν (xε ) + ∂µ E ν (xε ) = 0,
(2.6)
(2.7)
where the Greek letters admit the values 1, 2 and 3. This would correspond to
an infinitesimal electric current in xε with polarization δνµ , i.e. δνµ is Kronecker’s
delta symbol. Let us introduce the fundamental solution to Helmholtz equation,
satisfying outgoing radiation condition, i.e. the Green function , as
µ
G(xµ ) =
1 eikµ x
√
,
4π xα xα
(2.8)
where kµ is the wave vector. That is, if have exp(ikr)/r as the outgoing fundamental solution then we used exp(−iωt) to achieve the harmonic equation. Then
by defining the scalar potential V ν and the vector potential Aµν as
E µν = ∂µ V ν + Aµν
0 = ∂β Aβν − kγ k γ V ν ,
(2.9)
28
CHAPTER 2. DIRECT NUMERICAL APPROXIMATIONS, BOUNDARY
ELEMENT METHOD
we can show that a fundamental solution to our problem is
E µν (xε ) = iωG(xε )δµν +
i
∂µ ∂ν G(xε )
ωε0
(2.10)
and
H µν (xε ) = C αβµ ∂α δβν G(xε ),
(2.11)
αβµ
where the third rank tensor C
represent the cross product. Furthermore, it may
be shown that (E µν , H µν ) is a unique fundamental solution if we demand that the
solution fulfill an extra radiation condition named by Silver-Müller, i.e.
√
√
| ε0 E µ − µ0 C αβµ Hα rβ /r| ≤ const
r2
√
√
(2.12)
αβµ
| ε0 C
Hα rβ /r + µ0 H µ | ≤ const
r2 ,
for sufficiently large r. Note that some of the components in E µν and H µν are
non-integrable functions.
More specifically, will the E µ -field in xε from an electric dipole positioned in xβ0
in free space with strength I ν = I α
δαν be E µ = I ν Eµν . It can be shown that with
√ α
α
α
α
k = k kα , r = x − x0 and r = (xα − xα
0 )(xα − x0,α ),
E µ (xε ) =
ikα rα
0e
rµ δβα I α rβ iωµ4πr
2
I
µe
ikα rα
r
(1 +
i
kr
−
(−1 −
3i
kr
+
3
(kr)2 )+
(2.13)
1
(kr)2 )
and
H µ (xε ) = C αβµ ∂α G(xε )Iβ ,
(2.14)
holds. For large r the dominating term is of order r−1 and after expressing the
E µ -field in a curve linear coordinate system we get, with standard spherical vector
notation (êr , êθ , êφ ),
i120|k||I| eik·r
E ∼ êθ
sin θ
(2.15)
4
|r|
and
r×E
,
(2.16)
H∼
r
for I µ = (0, 0, 1). In Chapter 1 we introduced something called Ray-field which is
relevant for the GTD. It can be shown that the field from an infinitesimal dipole
approaches a Ray-field as r → ∞. One can also show that the asymptotic solution
fulfill the Silver Müller radiation condition.
For later reference we will shortly discuss a continuous union of electric dipoles,
i.e. a current in a domain Ω of IR3 . One can actually expand the radiated field into
so called Vector Spherical Harmonics, where each term has an amplitude variation
of 1/rn , c.f. [26]. If we evaluate the expansion in the far field, or far away from the
dipoles, then it is the 1/r term that is the dominant one. In fact the êr -component
has no 1/r-term and therefore it is only the êθ - and êφ -terms that are dominating.
That is, for finite but large r and small, relative to the wave length, Ω the field
behaves similar to a dipole but with different dependence on θ and φ.
2.3. INTEGRAL REPRESENTATION
29
E inc
D+
D−
S
Figure 2.1: An unperturbed scattering boundary value problem.
2.3
Integral Representation
In previous sections we have discussed the scattered field in an unprecise way. Let us
define it more sharp. The homogeneous Maxwell’s equations admit some different
type of solutions. For example a plane wave in a homogeneous dielectric material
and the fundamental solutions defined above. Let us call such known analytic
solutions (Eexc , Hexc ). Call a solution to a certain boundary value problem (E, H).
Now since Maxwell’s equations are linear we may subtract any (Eexc , Hexc ) from
(E, H) and achieve a new solution. Let us call this solution (Es , Hs ) or the scattered
solution.
Consider Figure 2.1, where S represent a smooth boundary, bounding a closed
simply connected region D− , with a certain boundary condition. Define the surface
normal n̂µ to S as the vector pointing into D+ . Let us also define the surface electric
and magnetic current densities as the tangent field to the surface S, i.e.
α
j µ = C αβµ Hsα n̂β + C αβµ Hexc
n̂β
and
α
mµ = C αβµ Esα n̂β + C αβµ Eexc
n̂β .
Before discussing the boundary integral equation and its well posedness some integral representations of the solution will be presented. It is relatively straight
forward to show that the solution to Maxwell’s equations admits an integral representation for E µ and H µ . One can show with tools from differential geometry
that it is possible to uniquely and in a consistent manner define the divergence of
a vector or gradient of a scalar surface field. The definitions rest on the fact that,
with certain restriction on the surface, we can define surface fields u or uµ and a
surface normal nµ in a tubular region in the neighborhood of a surface and then
apply differential operators to these lifted fields ũ, ũµ or ñµ . Let us indicate the
30
CHAPTER 2. DIRECT NUMERICAL APPROXIMATIONS, BOUNDARY
ELEMENT METHOD
surfacic derivative as ∂˜µ . For the scattered electric and magnetic fields we have
µ
Escatt
(y ε ) = iωµ0 S G(xε − y ε )j µ (xε ) ds(xε )
+ ωεi 0 ∂µ SG(xε − y ε )∂˜α j α (xε ) ds(xε )
(2.17)
+ C αβµ ∂α S G(xε − y ε )mβ ds(xε ),
and
µ
Hscatt
(y ε )
= iωε0 SG(xε − y ε )mµ (xε ) ds(xε )
+ ωµi 0 ∂µ S G(xε − y ε )∂˜α mα (xε ) ds(xε )
+ C αβµ ∂α S G(xε − y ε )jβ ds(xε ),
(2.18)
when y ε ∈ S. The fundamental solution G is defined as in previous sections. More
specifically for the vector field C αβµ n̂α E β letting y ε ∈ D+ → S we have
(C αβµ n̂α Eβscatt )(y ε ) =
µ
ε
(y)
− m 2(y ) + S n̂α ∂α G(xε − y ε )mµ ds(xε )
(y)
− S ∂µ G(xε − y ε )mα (xε )(nα (y ε ) − nα (xε )) ds(xε )
+iωµ0 S G(xε − y ε )C αβµ jα n̂β (y ε ) ds(xε )
(y)
+ ωεi 0 S C αβµ ∂α G(xε − y ε )(nβ (y ε ) − nβ (xε ))∂˜α j α (xε ) ds(xε )
i
+ ωε0 S G(xε − y ε )C βξµ ∂˜β ∂˜α j α (xε )n̂ξ (xε ) ds(xε ).
(2.19)
(x)
The superscript (x) in the operator ∂µ indicate that we operate the derivative on
the xε -variable.
By using the boundary condition on S we have now obtained the searched
integral equations. However, uniqueness and existence is not straightforward to
show. I.e. functional spaces has to be defined and analysis has to be performed to
see whether the integral operator is uniquely invertible.
2.4
Boundary Integral Equation
Let us consider the scattering problem for the Dirichlet type of boundary condition
applied to Figure 2.1. That is, we search a Boundary Integral Equation (BIE) for
the currents excited on a perfectly conducting sphere, n × E = 0, by a plane wave
illumination. Equation (2.19), by keeping only the three last terms in the right
hand side, now reduces to
(C αβµ n̂α Eβexc )(y ε ) =
+iωµ0 S G(xε − y ε )C αβµ jα n̂β (y ε ) ds(xε )
(y)
+ ωεi 0 S C αβµ ∂α G(xε − y ε )(nβ (y ε ) − nβ (xε ))∂˜α j α (xε ) ds(xε )
+ ωεi 0 S G(xε − y ε )C βξµ ∂˜β ∂˜α j α (xε )n̂ξ (xε ) ds(xε ),
(2.20)
since (C αβµ n̂α Eβ )(y ε ) = 0. By singular integral operator analysis one can show
that the kernel is integrable. However, there are second order derivatives of the
unknown j µ , which make the integrand very singular. By introducing a variational
2.4. BOUNDARY INTEGRAL EQUATION
31
formulation of (2.20) we can achieve a formulation, by using the so called Rumsey
reaction, with only first order derivatives of the unknown. Introducing the test
function jtµ one achieve, by using the Stokes formula on the surface,
µ
ε t
ε
ε
)
− S Eexc
(y
)jµ (yε ) ds(y
ε α ε
= iωµ0 S S G(x − y )j (x )jt,α (y ε ) ds(xε ) ds(y ε )
(2.21)
(x)
(y)
− ωεi 0 S S G(xε − y ε )∂˜α j α (xε )∂˜β jtβ (y ε ) ds(xε ) ds(y ε ),
for any jµt in the proper functional space.
Up until now we have mainly focused on scattering problems, i.e. we search the
field exterior to the scatterer. However, though equal to zero for a perfect electric
conductor, it is useful to consider the interior problem also. In conformity with
elliptic theory, i.e. the Laplace operator have Eigenvalue solution for boundary
value problems, may the interior Maxwell problem contain spurious solutions for
certain wave lengths λ (eigenvalues). This would have been surmountable if it did
not corrupt the exterior solution, but it can be shown, that the spurious interior
solutions will also corrupt the exterior problem and therefore make this problem ill
posed for specific wave lengths.
We have the following fundamental result, taken from [2], which mainly rests
on uniqueness of the solution and Fredholm’s alternative. Let us decompose j µ as
j µ = g µ + C αβµ ∂˜α(x) p(xε )n̂β ,
then we have:
Proposition 2.1. If (2π/λ)2 is not an eigenvalue of the interior problem and if
−1/2
C αβµ na Eβexc ∈ Hcurl (S) then equation (2.21) has a unique solution and
−1/2
j µ ∈ Hdiv (S).
If also C εγµ ∂˜ε C αβγ nα Eβexc ∈ Hcurl (S) then,
−1/2
j µ ∈ T H 1/2 (S).
−1/2
If also ∂˜β Eβexc ∈ Hcurl (S) then,
∂˜µ j µ ∈ H 1/2 (S).
1/2
Finally, if also C αβµ na Eβexc ∈ Hcurl (S) then,
1/2
j µ ∈ Hdiv (S).
32
CHAPTER 2. DIRECT NUMERICAL APPROXIMATIONS, BOUNDARY
ELEMENT METHOD
T indicate that the function spaces concerns the vector components in the tan···
gential plane to the scatterer and H···
are Sobolev spaces putting regularity conditions on the functions. We will not further define the Sobolev spaces used in
µ
, but just refer to [2]
the theorem, and analyze there implications on S and Eexc
and [5]. Equation (2.20) is sometimes referred to the Electric Field Integral Equation (EFIE), because it originates from the integral representation of the electric
field. Since the unknown currents only are present in the integrand it can be classified as a Fredholm integral equation of the first kind. There is also an integral
equation called MFIE, which is of the second kind, that rest on an integral representation of the magnetic field. The MFIE for a smooth perfect conducting body
can schematically be written as
jα = 2C αβµ nβ Hµexc + L(jα ),
(2.22)
where L is a linear integral operator, containing double integrals, representing the
mutual coupling between the currents on the scatterer. The unknown currents are
here also present outside the integral which suggest that an iterative solver can be
used to solve the discrete problem. The MFIE, when numerically implemented,
normally produce more well conditioned problems than the EFIE. However, the
MFIE is only applicable to problems where S is closed.
Sometimes the MFIE and the EFIE is linearly combined into a so called Combined Field Integral Equation (CFIE). Numerical experience shows that the CFIE
restrain the spurious solutions in the exterior domain and improve the condition
number compared to EFIE.
Later we will numerically compare the so called RBI-method with some different
approximate methods. One of these reference methods are based on an approximate
version of equation (2.22). It is called the Physical Optics approximation and by
referring to Figure 2.1 and using classical vector notation it can be written as
J(x) = I [2 (n̂(x) × Hexc (x))] for x ∈ S,
(2.23)
where I = 1 if x is illuminated by the wave Hexc or I = 0 otherwise. That
is, if the exciting wave is not occluded, from an optical point of view, by S the
approximation consists of neglecting the mutual interaction term. If the excitation
wave is occluded then both terms on the right hand side of (2.22) is neglected.
2.5
Numerical Approximations
To be able to solve (2.21) we need to approximate the integral operator numerically
and specify the finite dimensional spaces for j µ and jtµ approximating the spaces
given in Theorem (2.1).
2.5.1
Local Boundary Elements
Using finite elements [7, 4] as boundary elements for both basis and testing functions
of the unknown current on a triangulated boundary we get a Galerkin type of
2.5. NUMERICAL APPROXIMATIONS
33
pε1,T1
T1
x3
e
x
T2
x2
pε1,T2
x1
Figure 2.2: Two triangles sharing on edge with an associated basis function
p
µ
method and it may be shown that japprox
will approximate Hdiv
(·) properly. A
mathematical work analyzing numerical errors for this choice of elements is given
in [5] and [6].
Let us present the numerical approximation of (2.21) in a very concise outline. For a more thorough description of the numerical implementation used in
the numerical experiments presented below we refer to [16] and [27]. Using the
notation introduced in Figure 2.2 let the boundary S be discretized with a number
of triangles, each mathematically described by three nodes pεj,T (j = (1 . . . 3) and
T = (1 . . . Ntri )). Let the triangle nodes coincide with S. The current in a point xε
is given by a linear combination between three basis functions where each function
is defined with a triangle edge and its two opposite nodes pε1,T1 and pε2,T2 . Let us
consider the simplest case where a triangle edge e is shared by two triangles T1 and
T2 . Consider Figure 2.2. Call the area of T1 A1 and the area of T2 A2 , we then
have for the basis function matching edge e,
jeµ (xε ) =
l(xε −pε1,T1 )
2A1
jeµ (xε ) =
l(−xε +pε1,T2 )
2A2
if xε ∈ T1
if xε ∈ T2
(2.24)
jeµ (xε ) = 0 if xε ∈ T1 or T2 ,
where l is the length of edge e. The current jTµ (xε ) on triangle T can now be
written, not summing over T , as
µ
(xε ),
jTµ (xε ) = JTe jT,e
(2.25)
where e = 1 . . . 3 and JTe , T = 1 . . . Ntri , is to be decided by numerically solving
equation (2.21). It can be shown that the total surface charge, by using the continuity equation ∂˜α jeα = −ikρ, is equal to zero which was assumed in (2.3). That
is, by our choice of elements, we conserve surface charges to zero.
34
CHAPTER 2. DIRECT NUMERICAL APPROXIMATIONS, BOUNDARY
ELEMENT METHOD
P3
e2
A2
P2
ξ
A3
A1
e3
e1
P1
Figure 2.3: Simplex coordinates for one triangle. Ai is the are of each sub triangle
of triangle T.
Let us now explicitly write down the discrete version of (2.21) by using Galerkin’s
method. Expand j µ and jtµ in Nedge basis and test functions and let J e be the
complex scalar unknowns for the Nedge linear equations. We use the notation T (e)
for the 2 triangles sharing edge e and basis function e,
E j µ,t ds(xε ) =
T (e) µ e
t
iωµ0 J e T (e ) T (e) G(xε − y ε )jeµ (xε )jµ,e
(y ε ) ds(xε ) ds(y ε )−
(2.26)
(x)
(y)
i
e
G(xε − y ε )∂˜α jeα (xε )∂˜β jeβ,t (y ε ) ds(xε ) ds(y ε ),
ωε0 J
T (e ) T (e)
where e = 1 . . . Nedge . From a data-logical point of view it easier/faster to numerically evaluate the integrals, i.e. during the assembly of the matrix, by passing
through the boundary Sapprox triangle-wise. In a numerical implementation we
therefore have integrals over single triangles and not triangle pairs as T (e) indicate.
By defining simplex coordinates, using notation introduced in Figure 2.3, as
ξα =
Aα
,
AT
α = 1...2
(2.27)
with xε = ξ α Pαε , ε = 1 . . . 3, most of the double integrals can be computed by
numerical integration over ξ1 = [0, 1] and ξ2 = [0, 1]. Some quadruple integrals
are too singular for direct numerical integration and they therefore demand some
analytical integration. We will not go into that here but just refer to [28]. Let us
indicate the integration variables ξ κ and ζ κ , where κ is 1 or 2. In our specific case
(EFIE for perfect conducting boundary) the integrals are
1 1
E(ξ κ )jet (ξ κ )dξ 1 dξ 2 ,
(2.28)
0
0
2.6. IMAGE THEORY FOR BOUNDARY ELEMENTS
0
and
1
1
0
0
1
0
1
0
1
0
1
0
G(ξ κ − ζ κ )je (ξ κ )jet (ζ κ )dξ 1 dξ 2 dξ 1 dξ 2 dζ 1 dζ 2 ,
1
0
1
G(ξ κ − ζ κ )
∂je κ ∂jet κ 1 2 1 2
(ξ )
(ζ )dξ dξ dζ dζ ,
∂ξ
∂ζ
35
(2.29)
(2.30)
where the tilde on the derivatives have been removed since the geometry is now
locally flat. In our implementation Gaussian quadrature have been used to evaluate (2.28), (2.29) and (2.30).
When all integrals are evaluated, we have a linear system of equations to be
solved, in short notation we have
AJ = Eexc .
(2.31)
In the numerical examples presented below we solve for J by LU factorization using
3
) complexity in terms
the LAPACK routine zgetrf. This algorithm has an O(Nedge
2
of arithmetic operations and O(Nedge ) in terms of memory positions.
To compute the scattered field in a point z ε , when we have solved the linear
system, we use a numerical approximation of (2.17) and (2.18). To compute the
scattered field in a direction, i.e. limx→∞ Eθ (xε ) using polar coordinates, we use the
numerical approximation of (2.17) by first taking the integral to the limit x → ∞
while multiplying it by x.
2.5.2
Non-Local Boundary Elements
For some problems that we will consider later it may be more favorable to approximate the integral operator and the unknowns numerically by using basis functions
with non-local support, or spectral elements. The theory for such basis functions in
the context of BIE is not as well developed as for basis functions with local support.
2.6
Image Theory for Boundary Elements
In Chapter 5, when we are going to present the hybrid method, we need the solution
to equation (2.6) and (2.7) for a very special type of boundary value problem.
Namely n̂(xε ) × E(xε ) = 0 where xε is in an infinite plane chosen for simplicity
to coincide with the x̂1 x̂2 -plane. Can we modify the right hand side in (2.6) with
a function having support only for x3 < 0 so that n̂ × Eν (xε ) = 0 for all xε with
x3 = 0?
First let us generalize the right hand side to δ(xε − xεs )δαν with xs,3 > 0, i.e.
move the Dirac mass to xεs in the upper half space. By inspection it can be shown
that the change
δ(xε − xεs )δαν → δ(xε − xεs )δαν − δ(xε − xεs + 2n̂ε (n̂ξ xξs )) δγν − 2n̂ν n̂γ δαγ (2.32)
36
CHAPTER 2. DIRECT NUMERICAL APPROXIMATIONS, BOUNDARY
ELEMENT METHOD
do the job. The second rank tensor inside the brackets can be seen as a π radians
rotation around n̂ε . With the new right hand side we no longer have any boundary
values to fulfill but the solution is, by linearity, the sum of two fundamental solution.
For the electric field we use expression (2.7) and get
Ē αν (xε )
i
∂α ∂ν G(xε − xεs )
ωε0
− iωG(xε − xεs + 2n̂ε (n̂ξ xξs ))(δγν − 2n̂ν n̂γ )δαγ
i
+
∂α ∂ν G(xε − xεs + 2n̂ε (n̂ξ xξs )).
ωε0
= iωG(xε − xεs )δαν +
(2.33)
Note that Ē µα (xε ) is only valid for x3 ≥ 0. The solution given in (2.33) is sometimes
referred to the image solution.
What we need in the next section is the solution to the boundary values problem
described above but for three infinite union of infinitesimal dipoles over a triangular
surface approximating the surface current j µ in (2.24). That is, we search the image
solution for one boundary element supporting at the most three basis functions
described in Section 2.5.1 according to
µ
j∆
(xε ) = J e jeµ (xε ).
(2.34)
As we know jeµ is linear in xε so by applying image theory to each infinitesimal
¯ on opposite side of the
current in triangle ∆ we retrieve a triangular patch ∆
boundary condition according to
j µ (xε ) + j µ¯ (xε ) = J e j µ + J¯e j̄ µ .
(2.35)
∆
∆
e
e
Naturally we can define an image basis function, with support on the image triangle.
Can we use this image basis function or the expression corresponding to (2.24) to
µ
represent j∆
¯ ? Yes, since the basis function is linear in the geometry coordinates,
we realize by inspection that J e = −J¯e .
To compute the scattered field in ȳ ε from an image triangle becomes even simpler
from an implementation point of view. We may use the true triangle in (2.17), but
the field should be evaluated in an Image Field Point (IFP), rotated according to
(δγα − 2n̂α n̂γ ) and with a shift of sign. Let us define the IFP.
Definition 2.2. We search the field in ȳ ε from the current on an image triangle
positioned in x̄γ0 . The true triangle is positioned in xε0 then the IFP y ε is defined
as follows
y ε = xε0 − (δγε − 2n̂ε n̂γ )(ȳ γ − x̄γ0 ).
Note that the minus sign in front of the parenthesis is crucial to get the proper
field. We realize that the field in the IFP is actually the same as in ȳ ε after
transformation by noting that the ȳ γ − x̄γ0 -vector should be transformed exactly as
the basis function is transformed since they are directly linked by (2.17). Finally
we note that the conclusions in this section entirely rests on the fact that the
basis function is linearly represented by xε . There are generally no unique IFP for
non-linear basis functions.
Chapter 3
Asymptotic Method, Geometrical
Theory of Diffraction
A well known technique to solve or learn about solutions to differential equations is
to consider the equations’ differential operator or boundary condition under certain
restricted conditions. For the wave equation, or its time harmonic counter part, it
is quite natural to put restrictions on the wave length. Either it can be restricted
to very long wave lengths or very short. In any cases, it is often possible to simplify
the mathematical analysis so that an asymptotic numerical solution method may
be achieved. We will consider Maxwell’s equations in the short wave length limit
or the so called high frequency regime. It is achieved by applying an asymptotic
ansatz on the solution to the harmonic Maxwell’s equations. We will by way of
introduction assume that the total E-field fulfill
E(x) ∼ eikφ(x)
∞
(ik)−m Em (x),
(3.1)
m=0
where k = ω/v is the wave number, ω the pulsation of the wave and v the wave
speed in the medium. The H-field is assumed to fulfill a similar expansion. A
theoretical systematic pioneering work was done by J. B. Keller to solve boundary
value problems in the high frequency regime during the 1950s to 1960s. The theory
he developed is called Geometrical Theory of Diffraction (GTD) and can be seen
as a theory for solving initial boundary value problems asymptotically.
We want to point out, already at this stage, that it is very hard to say anything
about the convergence of the infinite sum in (3.1) for finite values of k. We can
only be sure that if all Em ’s are bounded then (ik)−m Em → 0 as k → ∞.
Remark that an asymptotic study can be done for the time dependent Maxwell’s equations also. We will only briefly mention the time dependent problem for
pedagogical reasons though. The reason for suppressing the time is that we aim at
using analytically computed time independent solutions, so called diffraction and
reflection coefficients, to time harmonic boundary value problems. Note though,
37
CHAPTER 3. ASYMPTOTIC METHOD, GEOMETRICAL THEORY OF
DIFFRACTION
38
that we may in principle apply the inverse Fourier transform to these coefficients
and apply them to time dependent solutions. To read more about time dependent
asymptotics for the wave equation we refer to [29], [30] and [31].
The asymptotic study of Maxwell’s equations will end up in non-linear equations. The most straight forward way to solve and analyze such equations is by the
method of characteristics. We will therefore initially in section 3.1 demonstrate the
main ideas in the method of characteristics, by analyzing a quasi linear and a non
linear equation. To define the main constituents and understand the main ideas
with the asymptotic method the scalar problem will be analyzed in Section 3.2.1.
In Section 3.2.2 the Maxwell case will be mentioned. Section 3.3 and 3.4 treats the
initial value problem and the boundary value problem correspondingly.
The presentation in this chapter is mainly based on [32], [33] and [34].
3.1
Method of Characteristics
We start with a definition.
Definition 3.1. Let
u1 (x), . . . un (x)
with x ∈ IR be the scalar family of solutions to a first order partial differential
equation then we define the solution uγ to a Cauchy problem as the following.
Given a curve Γ(s) ∈ IRn+1 find the solution uγ whose graph contains Γ.
n
Consider the Cauchy problem for the following first order quasi-linear equation
a(x, y, u)ux + b(x, y, u)uy = c(x, y, u),
(3.2)
where a, b and c depend continuously on x, y and u. For a function u = u(x, y) we
have, by using vector products, that (ux , uy , −1) is normal to the surface u(x, y).
By equation (3.2) we then see that the vector (a, b, c) is tangent to u. In other
words, does the vector (a, b, c) lie in the tangential plane to the graph u(x, y). u is
therefore sometimes referred to the integral surface to the vector field (a, b, c). Let
us parameterize the curve Γ(s) as
[f (s), g(s), h(s)] := {s ∈ IR : g(s) = 0}.
Let us interpret y as time and the Cauchy problem as an initial value problem,
i.e. the initial curve or front, (f (s), h(s)), at y = 0 will propagate into positive
time space. Alternatively, as we will see later on for the time harmonic Maxwell
problem, we can interpret the independent variable as the phase. In the latter case
it will be quite natural to talk about an initial equi-phase front.
Similarly, we say that the curve starting in a point r0 = (x0 , y0 , u0 ) at a curve
r(t) = [x(t), y(t), u(t)],
3.1. METHOD OF CHARACTERISTICS
39
with the tangent (a(r0 ), b(r0 ), c(r0 )) is an integral curve to the vector field. Parameterizing the integral curve with t, it will solve
dx
dt
dy
dt
du
dt
= a
(3.3)
= b
(3.4)
= c.
(3.5)
The solution r(t) is sometimes referred to a characteristic curve and its projections
to the xy-plane are referred to characteristic base curves. By the existence and
uniqueness theorem of ODEs, we can speak of a solution surface given by the two
parameter surface u(x, y) containing the curve Γ(s) as long as Γ is compatible with
the PDE. That is, if Γ is parallel to the vector field in the integral surface we must
make sure that h(s) is compatible with the PDE. Differently stated, if we want
to allow for arbitrary h(s) then we have to have a Γ that is non-tangential to the
vector field in the integral surface. We say that Γ is non-characteristic if it fulfills
the criteria. This criteria is fundamental for the Cauchy problem for high frequency
wave propagation.
We see above that the uniqueness of (3.2) is based on well posedness of ODEs.
What about the case when the PDE is not quasi-linear but non-linear, i.e. there
are non-linear terms in the highest order derivative?
As we will see later, can Helmholtz equation in two dimensions, in the high
frequency regime, be rewritten as an infinite sequence of first order non-linear PDEs.
The lowest order equation tells us how the phase function φ depends on the spatial
coordinate (x, y). That equation reads
φ2x + φ2y = η 2 .
(3.6)
Because of the non-linearity we can not apply the same techniques as above to
analyze existence and uniqueness.
Instead we do a trick by increasing the number of independent variables for φ.
Note that the tangent to the characteristic curves are (φx , φy , η 2 ) and the tangent to
the characteristic base curves are (φx , φy ) in (3.6). We know that Helmholtz equation describes a time harmonic wave phenomena and, as we will see, equation (3.6)
describes these waves in the high frequency regime. It is therefore quite natural
to speak about equi-phase fronts φ(s, t) → φconst (t). If these fronts are smooth
enough we may uniquely define normals to them in (x, y, φ)- or (x, y)-space, and
they will be parallel to the tangent of the characteristic curves or the characteristic
base curves respectively.
Let us define an angle α(t) and a parameterization such that
[cos α, sin α] η = ∇φ,
(3.7)
CHAPTER 3. ASYMPTOTIC METHOD, GEOMETRICAL THEORY OF
DIFFRACTION
40
where the brackets indicate a vector. Assume that there exist a unique function
φ̃(x, y, α) ∈ Ω1 for each φ(x, y) ∈ Ω2 , where Ω1 and Ω2 are properly chosen functional spaces. Note that we do not demand vice versa. Are there functions f and
g such that we can write
η cos αφ̃x + η sin αφ̃y + f (x, y, α)φ̃α = g(x, y, α, φ)?
(3.8)
With the parameterization given in expression (3.7) we have
[ẋ, ẏ] = ∇φ.
(3.9)
Differentiating once more we, by using the Eikonal equation, can prove that
[ẍ, ÿ] = η∇η.
(3.10)
Let us compute ∂α by noting that with the geometrical interpretation of a cross
product in IR3 , we have
êφ · [(cos(α(t)), sin α(t), 0) × (cos(α(t + δt)), sin α(t + δt), 0)]
δα
≈
.
δt
δt
(3.11)
Hence, after some computations using
[cos α, sin α] = [ẋ, ẏ]/η
, the Eikonal equation and equation (3.10) we get by letting δt → 0,
α̇ = ηy cos α − ηx sin α.
(3.12)
I.e. we define the characteristic base curves in (x, y, α, φ̃)-space as the curves solving
the following ODE:
With
ẋ = η cos α
ẏ = η sin α
α̇ = f (x, y, α) = ηy cos α − ηx sin α.
(3.13)
g(x, y, α) = ẋ2 + ẏ 2 + α̇2 = η 2 + (ηx sin α − ηy cos α)2 ,
(3.14)
we have found the unknowns in the quasi-linear Equation (3.8) and we may apply
the method of characteristics as was done before. That is, equation (3.8) has
a unique solution provided that Γ(x, y, α) are non-characteristic, or if not, φ̃ is
chosen properly. We refer to Figure 3.1 where projected characteristic base curves
are drawn for problem (3.6) and (3.8) for a special type of Cauchy problem, i.e. Γ
coincide with êα -axis. The method of characteristics has now been introduced in a
setting as general as possible. Let us proceed to the wave equation and Maxwell’s
equations.
3.2. EIKONAL AND TRANSPORT EQUATION
y
41
α
2π
x
y
x
Γ(x, y, α)
Figure 3.1: Characteristic base
curves, projected down to xyspace, for equation (3.6). The
curves starts in a so called caustic
in x, y-space and the solution is
non-unique in (x, y) = (0, 0).
3.2
Figure 3.2: Characteristic base
curves for equation (3.8). The
curves starts along a line Γ in
x, y, α-space and the solution is
unique along Γ.
Eikonal and Transport Equation
Below we will present both the Eikonal and the Transport equation but we will
focus on the Eikonal equation when we discuss the solutions. We refer to [33]
and [31] when it comes to solving the Transport equations.
3.2.1
Scalar Case
The electromagnetic (EM) field is governed by Maxwell’s equations. They decouple
into scalar wave equations when boundary conditions and the differential operators
are constant along one dimension. We can treat the magnetic and electric field
strength individually if physical attributes are constant along the z-axis. Let us
call the z-component of the electric field strength U (x, t). One can then show that
U (x, t) must satisfy
(3.15)
Utt (x, t) − v 2 (x)∆U (x, t) = 0,
where v(x) is the wave speed. If we assume a time harmonic solution, U (x, t) =
u(x)eiωt where ω = 2πv(x)
λ(x) , (3.15) will transform to Helmholtz equation
∆u(x) +
2π
λ(x)
2
u(x) = 0,
(3.16)
2π
where λ(x)
is the wave number k at point x. For later purpose we can define an
c
index of refraction by η(x) = v(x)
where c is the speed of an EM-wave in vacuum.
For short wavelengths, it can be shown that the solution under certain conditions,
asymptotically behave as
u(x) = z(x, k) · eikφ(x) ,
(3.17)
42
CHAPTER 3. ASYMPTOTIC METHOD, GEOMETRICAL THEORY OF
DIFFRACTION
while the amplitude function z reads
z(x, k) ∼
∞
zm (x)(ik)−m + o(k −m ).
(3.18)
m=0
Notice that we have not included k in the argument of zm or φ. This is not
inconsistent with the result for the line source in the introduction. It just means
that we should use another expansion for the line source problem to exclude the
linear k-dependence in z0 . However, if the wave length of the Fourier components
of the zm :s would depend on k then the scale reduction would be lost. If this is not
the case only the scales in the boundary conditions and the spatial variations of the
wave speed have to be resolved in a numerical method applied to the corresponding
PDEs. Differently stated it means that if we, with a numerical method, search the
solution to our problem, i.e.
(φ(x), z1 (x), z2 (x), . . .),
we are not obliged to resolve the wavelength.
If expansion (3.18) is put into (3.15) and we collect, into partial sums, terms of
equal power of k we can achieve a sequence of homogeneous equations by equalize
each partial sum to zero. That is,
|∇φ(x)| = η(x)
2∇φ(x) · ∇z0 + z0 ∆φ(x) = 0
2∇φ · ∇zm + zm ∆φ = −∆zm−1
O(k 2 )-equation
O(k)-equation
(3.19)
(3.20)
O(k (−m) )-equation.
(3.21)
The non linear equation (3.19) is called the Eikonal equation. Equations (3.20)
and (3.21) are called the Transport equations and may be solved sequentially when
φ(x) is known.
Let us try to interpret the Eikonal equation by comparing with the corresponding time dependent problem! If we, instead of (3.16), start out with (3.15) and
assume
(3.22)
u(x, t) = z(x, t)eiωφ(x,t) ,
we get, by recognizing the highest order φ(x, t)-terms,
φt (x) = v(x)|∇φ(x)|.
(3.23)
Equation (3.23) is a Hamilton-Jacobi type equation and it is analyzed for example
in [35] and numerical schemes can for example be found in [36], [37] and [38].
Equation (3.23) can also be deduced from the definition of a Level-Set function [39]. Let the zero Level-Set contour Γ(t) define the propagating wave front
at time t. Identify a marker on the contour and let it draw a line or a Ray along
its path, x(t), with t as its curve parameter. Its speed will be ẋ = v(x). If we
3.2. EIKONAL AND TRANSPORT EQUATION
43
differentiate the Level-Set function at the zero contour, φ(x(t), t) = 0, with respect
to t, we get
φt (x, t) − v(x) · ∇φ(x, t) = 0,
(3.24)
which becomes (3.23) if we notice that v · ∇φ(x) = v|∇φ(x)| for a propagating
EM-wave.
In conclusion, we can say that (3.19) is an equation which describe the phase
function φ(x) in the harmonic solution (3.18). φ(x) = C defines constant phase
contours, i.e. wave fronts and if we want to look at these as time evolves we have
to solve (3.23) and consider the zero contour.
The Eikonal equation is a first order non-linear partial differential equation.
Hence it can, as we saw in section 3.1, be solved by applying the general theory of
characteristics. Let us do it more carefully by doing the following observations.
A wave front is defined as φ(x) = const. Let us also define rays, or characteristics, as the orthogonal curves, x(s), to the wave fronts. Choosing the parameterization of x(s) accordingly we have,
dx
= ∇φ.
ds
(3.25)
If we differentiate with respect to s we get
d dx
1
= ∇|∇φ(x)|2 ,
ds ds
2
(3.26)
and by using (3.19) we end up with
d dx
1
= ∇η 2 (x).
ds ds
2
(3.27)
In addition, if we use (3.25) in (3.19), we get
|
dx 2
| = η 2 (x).
ds
(3.28)
Equations (3.27) and (3.28) are sometimes called the Ray equations. To solve the
Eikonal equation for φ(x) we note that by using (3.25), (3.19) and differentiating
φ(x) along a Ray give us
dx
dφ(x(s))
=∇·
= (∇φ(x))2 = η 2 (x).
ds
ds
(3.29)
Integrating (3.29) we get
φ(x(s)) = φ(x(s0 )) +
s
η 2 (x(s ))ds .
(3.30)
0
The validity of the asymptotic assumptions in (3.18) and (3.22) have been discussed and investigated in [33] and [29]. We will call a solution that fulfill (3.18) a
Ray-field.
44
CHAPTER 3. ASYMPTOTIC METHOD, GEOMETRICAL THEORY OF
DIFFRACTION
In (3.30) we have an explicit formula for the phase function along the rays
defined by the ODEs in (3.27) and (3.28). If η(x) = const one can see in (3.27)
that the rays are straight, which means that it is straight forward to fill the computational domain with rays and then achieve arbitrary accuracy on φ by interpolation. We recognize the method as a shooting method, or method of characteristics.
However with non-homogeneous η(x), this may demand some extra effort since the
number of rays in certain domains may deplete which will make it hard to attain
sufficient accuracy.
As we saw in section 3.1, may the solution to (3.8) be multi-valued in x-space.
Let us write ODE (3.27) as a first order system. Define ẋ = p then
ẋ
ṗ
|ṗ|
= p
2
= ∇η
2
= η,
(3.31)
which sometimes are referred to the Lagrangian equations. Comparing with equation (3.8) we see that, by defining a p, we have the same number of dependent
variables. Namely three for the case x ∈ IR2 . That is, if we want to find the phase
function φ with method of characteristics, then we automatically find the unique


p
y
.
φ̃(x, y, α) = φ̃ x, y, arcsin p2x + p2y
Since the rays are unique in (x, p)-space we may solve (3.31) for many initial conditions simultaneously starting along an initial curve Γ(t) with
φ̃0 (t) = φ̃(Γ(t)),
(3.32)
c.f. last section, and thereby facilitate interpolation when depletion in (x, p)-space
occurs. In principle, we may obtain arbitrary accuracy on φ̃ using this solution
method. Later on, we will refer to each particle moving along a trajectory as a
marker on an equi-phase front parameterized with t according to y(t) = (x(t), p(t)).
p and x is sometimes referred to Lagrangian coordinates and therefore, occasionally,
solving a PDE with method of characteristics is referred to a Lagrangian method.
Their advantage is that they are easy to implement as soon as the Lagrangian equations are known but the efficiency, especially when the solution is searched in many
points, may in some cases be very low. In such cases, an Eulerian method may be
more favorable. E.g. if we apply a finite difference scheme directly to (3.23), we
achieve an Eulerian scheme. One drawback of the Eulerian approaches is that we
will not straightforwardly catch the multi-valuedness in φ. In some cases the viscosity solution [9], or first arrival solution, will be achieved. This may be remedied by
proper modifications [30]. Remark that it is not surprising that only one solution
can be retrieved, since we assumed that only one exists in (3.22). If this is not the
3.3. CAUCHY PROBLEM
45
case, a unique solution seize to exist in the classical sense. A nice overview of Lagrangian and Eulerian methods for computational high frequency wave propagation
can be found in [31].
To conclude, we note that if φ gets multi-valued we can solve a system of transport equations for each φ. In some cases there will be infinite many solutions and
it will be even more tricky to get the total amplitude since the sum of amplitudes
will approach an integral. Sometimes this phenomena is referred to focusing or
caustic formation. For future reasons we therefore present a qualitative definition
of a geometrical object that may form in ray methods: A caustic is a manifold that
is formed by an envelope of Rays. Furthermore will a more rigorous analysis of
the solution to the transport equation show that the phase of the amplitude along
a ray change with ±π/2 when it goes trough a caustic. The sign depends on the
sign convention in the Fourier transform when making the time dependent problem
time harmonic.
3.2.2
Maxwell Case
Up to this point we have only treated the scalar Helmholtz equation. To be able
to present the hybrid methods in next chapter we need the asymptotic solutions to
the time harmonic Maxwell system. It is quite easy to show that the phase function
φ in (3.1) solves the same Eikonal equation as for the scalar case. To achieve the
Transport equations, describing how E and H changes along the characteristic base
curves, we would need some further definitions and some more evolved analysis. The
important thing we need to bring with us in the future presentation is that there
are transport equations, explicit expressions exist for simple cases and they apply
to the E- and H-components that lies in the orthogonal plane to ∇φ. To see how
this and other results can be deduced we refer to [33].
3.3
Cauchy Problem
For the Eikonal equation in IR3 there are three non-exotic manifolds from which
we can specify Cauchy data. A point, a curve and a surface. In IR2 we can choose
between a point and a curve. In Figure 3.1 we see an example of a point manifold
in IR2 .
To be able to specify φ̃0 in (3.32) arbitrarily we have to put restrictions on
Γ := {x(t) : [x(t), y(t), α(t)] ∈ IR3 }.
(3.33)
As we said previously, Γ is called non-characteristic if we are allowed to choose φ̃0
arbitrarily (we assume that φ̃0 (t) is continuous in t). I.e. if Γ where parallel to
êα , as in Figure 3.1, then φ̃0 (t) need to be compatible with (3.8). The same holds
for Cauchy data along lines in IR2 (surface in (x, y, α)-space), points in IR3 (a 2
parameter sub-manifold in (x, y, z, α, β)-space), lines in IR3 (a 2 parameter submanifold in (x, y, z, α, β)-space) and surfaces in IR3 (a 3 parameter sub-manifold
46
CHAPTER 3. ASYMPTOTIC METHOD, GEOMETRICAL THEORY OF
DIFFRACTION
in (x, y, z, α, β)-space). Although these manifolds sounds very “mathematical” they
are directly applicable to problems already mentioned in Chapter 2. The phase
of the asymptotic fundamental solution to Maxwell’s equations, expression (2.15)
in Chapter 2, solves the Eikonal equation for the point manifold case. Some wave
length away from the point, E and H solves the Maxwell version of the Transport
equations approximately. A plane wave that has been scattered/reflected by a
large smooth surface has a phase-function that solves the Eikonal equation for the
case of a 3 parameter sub-manifold in (x, y, z, α, β)-space. If the smooth surface is
convex then the sub-manifold is behind the scatterer (Reflection) and if the vector
∇φplw is tangential to the surface then parts of the sub-manifold coincide with
the surface (Smooth Surface Diffraction defined below). For the case of a surface
that contain an edge we will have a 2 parameter sub-manifold in (x, y, z, α, β)-space
(Edge Diffraction) and for the grazing incidence case will the projection of the 2
parameter sub-manifold into (x, y, z)-space coincide with the edge.
In reference [33] the solution to the Eikonal and the Transport equation for a
point XP , a line XL (t) and surface XS (u, v) in free space is thoroughly investigated.
3.4
Boundary Value Problem
The solution to boundary value problems for the Eikonal and the Transport equations is, as already indicated in the end of section 3.3, deeply linked to the Cauchy
problem. The key idea is to exploit the locality principle. That is, the Transport
equation give us the solution along rays. There are no interaction between the solutions on different rays and energy only propagate in the ∇φ-direction. When a ray
cross a boundary condition the local features, such as the shape of the geometry, is
used to compute Cauchy data for the scattered ray. To explicitly compute the so
µν
called scattering coefficients, that is to compute Ccoef
f in
µ
µν
ν
Escatt
= Ccoef
f Einc ,
(3.34)
canonical problems needs to be solved and then taken to the asymptotic limit.
In [40] the solution to a number of problems is presented and the coefficients are
given explicitly for example in [34].
Below we focus on a specific type boundary value problem.
3.4.1
Smooth Surface Diffraction
The canonical boundary value problem for the so called Smooth Surface Diffraction
was initially investigated by B. R. Levy and J. B. Keller in [18].
As a background to our presentation on smooth surface diffraction we, as a
comparison, can think of that we split up numerical methods, used for solving the
full wave Maxwell’s equations, into two families. Those
3.4. BOUNDARY VALUE PROBLEM
47
1. where we try to solve the full wave problem in (x, y, z) = x ∈ IR3 with
(E, H)(x, t) as unknowns. Here, time t is sometimes suppressed. We call
(E, H) for the electric and magnetic field strength.
2. where we solve the equations by first rewriting them as integral equations
with the unknowns on the boundaries and then solve the problem with finite
elements. For the IR3 case we have (p, q) = y ∈ IR2 , with (J, M)(y, t) as
unknowns.
In section 3.2.1 we saw that for high frequencies we may solve the Eikonal equation instead of the full wave problem to get one part of the asymptotic solution.
Such solution can be compared and combined with solutions computed with numerical method 1. To get the asymptotic method that corresponds to numerical
method 2 we need an Eikonal type of equation that have (p, q) as independent variables. In other words, what are the asymptotic solutions for (J(y(t)), M(x(t))) for
short wavelengths. In [33] a surface Eikonal equation is deduced for the fields in
the neighborhood of the surface and we will follow parts of that outline.
Below we focus on the surface Eikonal equation, i.e. the geometrical problem,
since this is the equation that one must analyze before we can solve the Transport
equation (3.20).
Let X = X(p, q) describe a surface in IR3 . We introduce the surface tangent
vectors by using standard notation from differential geometry.
X1 = Xp
(3.35)
X2 = Xq .
(3.36)
and
The metric, used for defining a distance on the surface, is
gij = Xi Xj , for i = 1|2 and j = 1|2.
(3.37)
We can interpret the inverse of the metric by considering g ki gij = δkj where, as in
Chapter 2, δkj is Kronecker’s symbol. Let us keep the notation φ for the wave front,
although its gradient is only assumed to lie in the tangential plane to a surface and
not in a flat plane as previously. We can define the surface gradient of the wave
front as
˜ = g ki φi Xk .
∇φ
(3.38)
To see that this is the proper definition, we set dX = Xν dτν and introduce p = τ1
and q = τ2 . Now we observe that
˜ · dX = g ki φi Xk · Xν dτν = φi g ki gkν τν = φi δiν τν = φν τν = dφ,
∇φ
(3.39)
which tells us that definition (3.38) is well chosen since (3.39) reminds us of the
˜ 2 = g ij φi φj . As usual we call the index of
Euclidean case. It follows that (∇φ)
refraction η(τ1 , τ2 ). We can write the surface Eikonal equation as
˜ 2 = η 2 (τ1 , τ2 ).
(∇φ)
(3.40)
48
CHAPTER 3. ASYMPTOTIC METHOD, GEOMETRICAL THEORY OF
DIFFRACTION
or
H(φ1 , φ2 , τ1 , τ2 ) ≡ g ij (τ1 , τ2 )φ1 φ2 − n2 (τ1 , τ2 ) = 0.
(3.41)
We have deliberately named the function in (3.41) H(·) because we want to interpret
it as a Hamiltonian. I.e. think of the characteristic lines as paths for particles
(photons). The particles follows stationary (with respect to propagation time)
paths (τ1 (s), τ2 (s)) and they should therefore fulfill Hamilton’s equations
τ̇i =
λ
Hφ = λg ij φj
2 i
(3.42)
and
λ
λ
(3.43)
φ̇i = − Hτi = − ((g kj )i φk φj − (η 2 )i ).
2
2
We choose λ = 1/η instead of λ = 1 as in (3.25). We name the characteristic
curves surface rays and one can show, as in the free wave front case, that they are
orthogonal to the wave fronts φ on the surface.
With a Dirichlet boundary condition for u on the entire surface we have for
η = const that (3.42) and (3.43) becomes
τ̇i =
1 ij
g φj
η
(3.44)
and
1 kν
(g )j φk φν .
(3.45)
2η
This is a system of four first order ordinary differential equations and they correspond to (3.25) and (3.29) in the free wave front case. For practical reasons we do
not want to have φi as unknowns. We therefore transform Hamilton’s equations to
system of two second order equations. This is done in the following way. Note that
φ̇j = −
τ̈r =
1 rj
1
1
1
g φ̇j + (g rj )m φj τ̇m = − 2 g rj (g kν )j φk φν + 2 (g rν )m g mk φk φν (3.46)
n
n
2n
n
and
1 ik
g φk g jν φν .
n2
(3.47)
1 rm
g ((gjm )i + (gim )j + (gji )m ).
2
(3.48)
τ̇i τ̇j =
Define the Christoffel symbol as
Γij
r =
Then (3.47) and (3.48) give us
Γij
r τ̇i τ̇j =
1 ik jν rm
g g g ((gjm )i + (gim )j + (gji )m )φk φν .
2n2
(3.49)
By differentiating equation (3.37)
(g ki )ν gij = −g ki (gij )ν ,
(3.50)
3.4. BOUNDARY VALUE PROBLEM
49
we can simplify (3.49) to
Γij
r τ̇i τ̇j
=
=
1
ik rm
gjm (g jν )i + g jν g rm gim (g ik )j − g rm g ik gji (g jν )m )φk φν
2n2 (g g
1
ik rν
jν rk
rm kν
(g )m )φk φν .
2n2 (g (g )i + g (g )j − g
(3.51)
From (3.46) and (3.51) we get the differential equations for a surface geodesic
τ̈r + Γij
r τ̇i τ̇j = 0.
(3.52)
To get a feeling for what kind of curves that solves (3.52) let t(s) = xs be the
tangent to a curve x(s) confined to a surface. Then we can define a curvature vector
n as
(3.53)
ts = κn = c,
where κ is the curvature of the curve and c is perpendicular to t. The curvature
vector are only tangent to the surface if the surface is locally flat. Otherwise we
can decompose it into one part that is tangent and one part which is normal to the
surface. κ splits up correspondingly and we can define
c = cn + cg ,
(3.54)
where cn is the normal curvature vector and cg is the geodesic curvature vector.
One can show that equation (3.52) finds the curve on the surface which has zero
geodesic curvature. For a flat surface the normal curvature is naturally zero and
zero geodesic curvature means straight curves.
We need to comment the scientific method used to deduce that the surface confined wave front given by (3.52) has anything to do with the searched asymptotic
solution on a surface. Above we have not even tried to do this but just showed
that we may define a surface Eikonal equation and that if we define characteristic
curves on the surface we can find them by solving the surface geodesic equations.
Whether these curves has anything to do with Maxwell’s equations or can be used
in a similar manner as for the free wave front case is an open question in our
exposition. However, during the years of 1950-1970, analysis were performed by
applying characteristic curves to different canonical geometries. At the same time
explicit asymptotic expressions were at hand for the (E, H)-fields. Using them on
problems where Maxwell’s equations had explicit solutions one saw that one could
compute asymptotically correct solutions with GTD. Also, modern mathematical
analysis shows that, on specific classes of problems where explicit solutions are unknown, the ray solutions are the proper asymptotic solutions. From a mathematical
point of view it is of course not consistent to apply the formulas to other types of
geometries than the ones they are deduced on. However, from a practical and an
engineering point of view, especially since numerical solutions is tractable today
and can confirm the validity of the formulas on an abundance of geometries, they
are used with good results on smooth convex surfaces.
In the beginning of section 3.2.1 we said that Maxwell’s equations decouple for
certain 2D-problems into a scalar wave equation. E.g. it suffice that we consider
50
CHAPTER 3. ASYMPTOTIC METHOD, GEOMETRICAL THEORY OF
DIFFRACTION
one component of the E-field. For the confined wave front case this is not the case.
Without further comment we here state that we need to take care of two components, one that is tangential to the surface and orthogonal to the characteristic line
and one component that is normal to the surface.
As we mentioned in section 3.2.1, we could regard the solution u as a solution
to a Cauchy or an initial value problem. I.e. if we specify u on a initial manifold S,
{S ⊂ IR3 } (S can be a point, line or a surface for the IR3 -case), we may propagate
the solution along the computed rays. In the free wave front case, an initial manifold
is a subset of the space where we search the solution. For the confined wave front
case we have two possibilities. Either we have an initial manifold on the surface
(point or a line) or an initial manifold that is off the surface. We can for example
think of a problem where the initial manifold is in IR3 and that we propagate the
wave front to the smooth surface and then use coefficients from the literature to
quantify how the energy or solution behaves along the manifold defined by the
surface. With the data on the manifold or surface we can think of a new initial
value problem to be solved on the surface. With similar reasoning we may also
detach the solution from the surface and propagate it out into IR3 again. We can
think of the entire problem as an initial-boundary value problem where boundary
conditions are specified on the smooth surface.
As a conclusion, we said in the beginning of this section, that we searched
asymptotic solutions corresponding to (3.20) and (3.21) for (J, M). Without writing
out the explicit formulas we state that (J, M) can be computed when (E(y), H(y))
are known for perfectly conducting surfaces.
Chapter 4
Smooth Surface Diffraction
In this chapter we will present the first new contribution to the thesis. We will
develop and analyze a numerical method to be used for the computation of the
Smooth Surface Diffraction as predicted by the GTD. The core of the method
consist in approximating the smooth surface geodesic curves on a surface Σ with a
train of piece wise linear segments with support on a facetized approximation of Σ.
By properly representing a family of such approximations along a wave front, we will
show how to integrate the total smooth surface diffracted field in the mono-static
direction achieving a certain order of accuracy.
Our Fortran 90 implementation of the numerical algorithm will also be presented
and used to produce numerical results.
4.1
4.1.1
A Single Representation of the Geometry
An Example: The Sphere
As an introduction to this chapter we illustrate how the theory developed in the
Chapter 3 can be used to numerically compute the smooth surface diffracted rays
on a unit sphere parameterized with the Euler angles x = x(θ, φ). That is, the
entire scatterer is represented by one parameterization. Consider, as was done in
chapter (1), the scattering example in Figure 4.1. Let us parameterize the surface
rays with the arc length in the surface parameter space. I.e. let τ̇1 = ṗ = cos α and
τ̇2 = q̇ = sin α corresponding to λ = 1/η in (3.42) and (3.43). By differentiating
α(s) = arctan q̇/ṗ, we get




ṗ
cos α(s)
 q̇  = G(p, q, α) = 
.
sin α(s)
α̇
q̈(s) cos α(s) − p̈(s) sin α(s)
51
(4.1)
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
52
Q1
E
t
1m
P
Q2
Figure 4.1: A plane wave E = E0 e
ikx
scattered by a sphere.
More specifically for the sphere one can show, letting τ1 = p = θ and τ2 = q = φ
in (4.1) and (3.52),


cos α
.
sin α
Gsphere (θ, φ, α) = 
(4.2)
sin 2θ sin3 α
sin 2α cos α
−
−
2
tan θ
For each vector in the family of initial conditions
(θ̃j , φ̃j , αplw ) for j = 1, . . . n,
(4.3)
one can solve the three ODE:s with ODE45 in Matlab® . In Figure 4.3 we have
plotted the (θ, φ)-projected vector field, i.e. the ray-tangents in the parameter
space.
When computing the mono-static scattered field one is interested in the boundary value problem






θ(s1 ) = θ̃(t1 )
θ(0) = θ̃(t0 )
θ̇
 φ̇  = Gsphere (θ, φ, α) with  φ(0) = φ̃(t0 )  and  φ(s1 ) = φ̃(t1 )  ,
α̇
φ(0) = αplw
α(s1 ) = αplw
(4.4)
for some (s1 , t1 ). That is, the scalars (t0 , αplw ) and the curve (θ̃(t), φ̃(t)) is known,
and the scalars (s1 , t1 ) is considered to be unknown. When this boundary value
problem has a unique solution standard iterative methods, developed from a linear
theory, can be applied. Such a numerical method is sometimes referred to a shooting
method and it can be quite efficient if the rays do not deplete too much and the
linear assumption is reasonable. If this does not hold the convergence rate may be
so slow, or the method may even diverge, that the method becomes inefficient or
non-applicable.
4.1. A SINGLE REPRESENTATION OF THE GEOMETRY
53
250
240
150
220
200
100
Phi, deg
phi, deg
260
200
50
180
160
0
140
120
−50
100
50
60
70
80
90
theta, deg
100
110
120
130
140
0
Figure 4.2: Shadow line for
a sphere in (θ, φ)-space excited
by √a plane√ wave with k̂ =
(1/ 2, 0, 1/ 2).
4.1.2
20
40
60
80
100
Theta, deg
120
140
160
180
Figure 4.3: Plot of sampled
points for one half of the wave
front built up by a plane wave
with k̂ = (0, 1, 0).
Shadow lines
Let us generalize the concept of wave front in configuration space. In electromagnetics and in Chapter 3 a wave front assigns most often an equi-phase front. When
GTD is applicable, we can also speak of rays and these are then orthogonal to the
wave fronts. This definition is somewhat too restrictive for our purposes. Instead we
will call any non-characteristic curve in configuration space a wave front. Below, in
expression (4.5), we will mathematically define, a specific type of generalized wave
front, called a shadow line. In words, is the shadow line a curve, represented in
the parameter space, phase space or in configuration space, given by the boundary
between light and shadow produced by some type of illumination. Hence, a shadow
line can be used to define (θ̃(t), φ̃(t)) in (4.4) and sample points on the shadow line
can be used to define the family of initial conditions in (4.3). We can also say that
surface rays, defined as solutions to (4.1), are initiated at shadow lines.
To prepare for future analysis we will discuss the existence of unique shadow lines
for smooth surfaces. Let us deduce a system of equations or ODEs that prescribe
these lines. If there is a unique solution to the system, there is a unique shadow line
in that point. Call the solution to the system of ODE:s, i.e. the shadow line, the
initial wave front. For simplicity let us only consider monotone parameterizations
of the shadow line and call the arc length parameter t. The normal n(p, q), to a
sufficiently smooth parameterized surface X(p, q), can be computed with
n(p, q) = ±Xp × Xq .
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
54
More explicitly we have for the normal
∂x2 ∂x3
n=
∂p ∂q −
∂x3
∂p
∂x1
∂p
∂x1
∂q
∂x2
∂q
−
−
∂x3 ∂x2
∂p ∂q ,
∂x1 ∂x3
∂p ∂q ,
∂x2 ∂x1
.
∂p ∂q
For a point in parameter space ξ(t) = (p(t), q(t)) to be on a shadow line Γ, ξ must
lie on
(4.5)
Γ := {ξ ∈ IR2 : N ≡ n(ξ) · k = 0},
where we take k as Poynting’s vector for a plane wave. Later, for general geometries, we will also demand that a point X(ξ(t)) on a shadow line should not, from an
optical point of view (c.f. Physical Optics in Section 2.4), be occluded by the geometry. As we move along the shadow line, with a sufficiently smooth neighborhood,
N must stay equal to zero, i.e.
∂N
= 0.
(4.6)
∂t
Depending on the orientation of the curve parameterization we have two solutions
which fulfill
Ẋ (1) = −Ẋ (2) .
We have
N
∂ k1 x2 , k2 x3 , k3 x1 ·
∂p
∂ k1 x3 , k2 x1 , k3 x2 ·
−
∂p
≡ Yp · Zq − Yq · Zp ,
=
∂ k1 x3 , k2 x1 , k3 x2
∂q
∂ k1 x2 , k2 x3 , k3 x1
∂q
(4.7)
where Y and Z are defined accordingly. By the chain rule we also have for any
vector X(p(t), q(t))
(4.8)
Xt = ṗXp + q̇Xq .
By equation (4.8) and by interchanging the order of t-derivatives and p/q-derivatives
in (4.6) we also have
∂N
∂t
=
(ṗYp + q̇Yq )p Zq + Yp (ṗZp + q̇Zq )p
− (ṗYp + q̇Yq )q Zp − Yq (ṗZp + q̇Zq )p .
(4.9)
Finally, by rearranging the terms in (4.9) we get
Aṗ + B q̇ = 0,
where we defined
A = Zq Ypp + Yp Zqp − Zp Ypq − Yq Zpp ,
(4.10)
4.1. A SINGLE REPRESENTATION OF THE GEOMETRY
55
B = Zq Yqp + Yp Zqq − Zp Yqq − Yq Zqp .
If we, as before, let β(t) = arctan q̇(t)/ṗ(t) and use equation (4.10) we get
A
β = arctan −
± π,
B
(4.11)
where the sign should be picked so that ξ˙ is continuous as we move along the curve.
Alternatively, to get a first order ODE, we can differentiate (4.11)
β̇ = Q1 ṗ + Q2 q̇,
where we defined
Q1 ≡
ABp − Ap B
B 2 + A2
Q2 ≡
ABq − Aq B
,
B 2 + A2
and
with
Ap
= Zqp Ypp + Zq Yppp + Zqp Ypp + Zqpp Yp
−Zpp Ypq − Zp Ypqp − Zpp Yqp − Zppp Yq ,
Aq
= Zqq Ypp + Zq Yppq + Zqp Ypq + Zqpq Yp
−Zpq Ypq − Zp Ypqq − Zpp Yqp − Zppq Yq ,
Bp
= Zqp Yqp + Zq Yqpp + Zqq Ypp + Zqpq Yp
−Zpp Yqq − Zp Yqqp − Zqp Yqp − Zqpp Yq ,
Bq
= Zqq Yqp + Zq Yqpq + Zqq Ypq + Zqqq Yp
−Zpq Yqq − Zp Yqqq − Zqp Yqq − Zqpq Yq .
and
We now have a system of first order equations

 
ṗ
cos β
 = F (p, q, β),
 q̇  = 
sin β
Q1 cos β + Q2 sin β
β̇

(4.12)
where (4.11) can be used to set the initial condition for β with (p(0), q(0)) given.
Here p(0) and q(0) needs to be given by other algorithms, c.f. [19] or discussion in
Section 4.4.2.1. In Figure 4.2 we see a numerical solution to the algebraic equation (4.11) when applied to the unit sphere. To make a link to the boundary value
problem discussed in Section 4.1.1 let us call the solution to (4.12) in parametrical
space (p̃, q̃)(t).
56
4.1.3
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
Shadow Lines and Wave Fronts
If F in (4.12), and similarly G in (4.1), fulfill a Lipschitz condition in a domain
ΩG (p, q, α) and ΩF (p, q, β) respectively, then we know that there exist a unique
solution to the systems in ΩF |G . Likewise since α(0) is a function of (k̂, p̃(t), q̃(t)),
i.e.
α(0, t) = f (k̂, p̃(t), q̃(t)),
we have that the two coupled ODE:s have a unique solution. Differently stated we
can say that no rays will cross in (p, q, α)-space although they can of course cross
in (p, q)-space.
If G fulfills a Lipschitz condition then we can represent the shadow line numerically by a discrete number of sample points, or markers, [p̃(tj ), q̃(tj ), α(tj )] and we
may order the markers with non-decreasing t by choosing a monotone parameterization of the shadow line. By propagating the initial shadow line as a generalized
wave front we can, when depletion of markers occurs, interpolate new markers by
using data from neighboring markers. Note that we can have depletion not only in
parameter (p, q) space but also in phase space (p, q, α). I.e. to maintain sufficient
accuracy of the propagating wave front we need to maintain the marker density
in all dependent variables in (4.1). Since no rays cross we may even create, for a
specific plane wave illumination k̂ defining a unique p̃(t), q̃(t), a one to one map,
(p, q, α; k̂) ↔ (s, t; k̂),
(4.13)
where (p, q, α; k̂) is on a sub-manifold that the propagating wave front traces out
in IR5 . With the new independent variables (s, t) we may interpolate any function
y(s, t; k̂).
The technique described above is sometimes referred to a wave front construction
technique [11] and the solution is represented along a front. C.f. [12] and [13] for
other types of ray methods. For electromagnetic linear wave problems, which is of
our interest, will the wave front construction technique capture an essential property
of the waves. I.e. different parts of a wave front, or rays, do not interact. For other
type of moving front problems this quality may not be crucial or even not true.
C.f. [41] for a fast method to find the solution to the Eikonal equation and [42] for
fast method to find geodesics on a meshed geometry. Other fast techniques that
capture multiple phases can be found in [14] and [43].
Later in the numerical examples we will see examples of how GTD-predicted
smooth surface diffraction wave fronts may be initiated. It is not only shadow lines
in smooth surfaces that excite surface rays but also edges, corners and discontinuities in the surface curvature. E.g. from a corner a fan of surface rays will build a
surface wave front. The markers, in the initial wave front, will only be distinguishable in phase space and not in (p, q)-space. This is another reason to obtain high
density in phase space for the shadow line and to retain sufficiently high density in
the generalized moving wave fronts.
4.2. INTRODUCTION TO FRONTS ON A HYBRID GEOMETRY
57
The numerical method implied by the discussion above is quite simple to implement if the entire geometry can be given with one parameterization. We also realize
that since the independent variables is defined in parameter space the interpolation
can be done efficiently since an interpolated marker in parameter space will stay
on the manifold, i.e. on the surface. In addition we may integrate the solution
to the transport equation with arbitrary accuracy since geometrical data is can be
computed with the surface parameterization.
However, when it comes to industrial applications, there are three major drawbacks with the method mentioned above.
• The first drawback concerns solving equation (4.12). For a sphere there is
only one shadow line and to find it, it is enough to get one pair of (p(0), q(0)),
or one seed, along the shadow line. If the parameterized surface contain
several shadow lines we need one seed from each shadow line. It may be hard
to design an algorithm that discriminate two seeds if they come from two
different shadow lines and to be sure that we find a seed from all shadow
lines.
• The second drawback concerns solving equation (4.1). A general scatterer is
commonly not given by one parameterization but several. These parameterizations or patches are glued together in a quite elaborate manner. Moving
a marker from one patch to another, and to keep track of when the move
should be done, can be very complicated. For similar reasons it is hard to
interpolate between markers that belong to different patches.
• The third drawback is that when interpolation is done in surface parameter
space the specific parameterization of the surface, that the designer has produced, will affect the accuracy of the interpolation.
In the next section we will show how the advantages with a parameterized geometry may be exploited when the geometry is used in conjunction with a triangular
mesh.
4.2
Introduction to Fronts On a Hybrid Geometry
In this section we will discuss some of the implications of having access to a piecewise
parameterization of the scattering geometry and a triangular mesh. When we have
this double representation of the geometry we say that we have a hybrid geometry.
We will show that a triangular mesh, with maximum edge length h, may be used to
solve equation (4.12) and (4.1) numerically with fast and robust algorithms. If the
triangle representation is completed by the underlying surfaces in parameterized
form, then the front propagation may be done more efficiently and higher order
GTD-effects may be included in the analysis.
58
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
In the introduction to this chapter the wave front had its representation in
(p, q, α)-space. Of course we can easily compute its position in the five or sixdimensional space
[p, q, α] → [x1 , x2 , x3 , sin θ cos φ, sin θ sin φ, cos θ] → [x1 , x2 , x3 , θ, φ)]
by using the surface parameterization and the definition of the Euler angles.
We want solve the ODE:s that corresponds to (4.1) and (4.12) in the sixdimensional space. This can be done by solving differential algebraic equations.
However we propose that we search the rays on a triangularized approximation
of the geometry with triangle nodes coinciding with the associated surface. The
markers, and hence the surface rays or facet rays that the markers traces out, is
always forced to be on the triangle facets by using algebraic expressions. We will
see later that, to show sufficient accuracy for our type of meshes and applications,
the rays given by (4.1) must be found by not only using data from the triangles
(first order elements) but we also need to use geometrical data from the surface
parameterization in the triangle nodes. More specifically, it concerns the surface
normal. To be able to compute the electromagnetic field, the principal directions
and the principal curvatures also have to be provided.
To be more precise we will show that, by completing the triangle node positions with the surface normals and computing the facet rays more accurate we
can achieve, with h as the maximum size of largest triangle edge in the mesh, an
O(h)-approximation of the final position of the true geodesic line.
We have also developed an algorithm to solve (4.12) with an O(h) accuracy. To
achieve a sufficiently high order representation of the shadow line, i.e. the initial
conditions to equation (4.1), we project the front to the surface parameter space
and run a Conjugate Gradient algorithm, c.f. [19]. However, we will only present
the algorithm to find the shadow lines and not analyze the order of accuracy for it.
We note that, by introducing a hybrid geometry we have retained the advantages
with surface parameterized geometry, and
• we have solved the problem with finding all shadow lines for a general scatterer. It will not be shown from a mathematical point of view but just indicated, during the presentation of the computer implementation, that the
shadow line algorithm on facets is relatively robust and efficient.
• we have removed the second drawback mentioned in the introduction since
we reduced the marker moving, from one surface patch to another, to more
trivial moves from one triangle patch to another.
• we will not be dependent on the specific type of parameterization of the
surface since we will use an interpolation algorithm defined on the triangles.
• finally the advantage with having a hybrid geometry concerns the integration
of expression (4.14) defined below. As we will see in 4.3.4.1, it is not straight
forward to evaluate the GTD-expression with only the facetized geometry at
hand, but we actually need both for non-smooth geometries.
4.3. NUMERICAL APPROXIMATIONS
4.3
59
Numerical Approximations
Our goal is to compute the so called soft (S) and hard (H) components of the
smooth surface diffracted electric field in P
S,H
S,H
ρ
1)
Escatt
(P ) = Einc
(Q1 ) ∂η(Q
∂η(Q2 )
r(ρ+r) ·
(4.14)
N
2π Q2
S,H
S,H S,H
D
D
(Q
)
exp
−i
1
+
σ
(t
)
dt
(Q
)
1
2
p
p
p
p=1
λ Q1
This section concerns the numerical approximations we do when we integrate and
evaluate the smooth surface diffraction given in (4.14) where
σpS,H = λ2/3 ρ−2/3
C1S,H,p
g
and
(4.15)
S,H,p
DpS,H = λ1/12 ρ1/6
,
g C2
where CjS,H,p are given constants. ρg is the radius of curvature of a geodesic line
and t the arc length parameter of the geodesic line. Referring to Figure 4.1, the
soft component of the scattered electrical field is parallel to the surface normal n̂ at
Q1 /Q2 . The hard component is the scattered electrical field that are approximately
parallel to p̂ × n̂ where p̂ is Poynting’s vector of the wave at Q1 /Q2 . ρ is the radius
of curvature of the geodesic wave front and r = |P − Q2 |.
Since expression (4.14) only applies to convex surfaces we have developed our
theory only for such surfaces. However, we believe that it is straight forward to
justify our contribution to concave surfaces also.
The investigation in this section will focus on three factors in expression (4.14)
and an integration. Namely
2π Q2
(4.16)
1 dt ,
F1 = exp −i
λ Q1
which has to do with the fact that the phase of the wave front must solve the surface
Eikonal equation. It is mainly dependent on the arc length of the geodesic curve
and it is investigated in Section 4.3.3.1. The second factor concerns intuitively the
transport equation and, since iσpS,H contains a real part, it will represent a so called
exponential spreading of the energy. We define it as
2π Q2 S,H σ
(t ) dt ,
(4.17)
F2 = exp −i
λ Q1 p
and it is investigated in Section 4.3.4.1. In Section 4.3.4.2, we will investigate the
geometrical spreading represented in
∂η(Q1 )
,
(4.18)
F3 =
∂η(Q2 )
60
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
where ∂η(Q1 ) is the arc length of an infinitesimal segment of the wave front at Q1
and ∂η(Q2 ) the arc length of this segment as it arrives at Q2 .
There is a final fourth factor that we evaluate numerically. Namely
ρ
.
(4.19)
r(ρ + r)
However, the approximation of it is based on some asymptotic assumptions which
we have not addressed in our presentation. We will therefor avoid the corresponding
analysis in the numerical approximation section.
Finally, if there are several t0 s or even a continuum of these that solve the
boundary value problem in (4.4), we want to sum or integrate the contribution
from all these smooth surface diffracted rays.
To be able to investigate the three factors and the integration we need an introductory discussion to surface curvature sensitive meshing in Section 4.3.1 and a
short discussion on maps in Section 4.3.2.
4.3.1
Surface Curvature Sensitive Meshing
To achieve an efficient algorithm we have adapted our algorithm to surface curvature
sensitive triangular meshes. They are characterized by a given bound, 2, on the
distance between the mesh and the NURBS geometry Σ, c.f. [44]. More specifically
for such a mesh ΣT , we have that the triangle nodes will coincide with the curved
embedding geometry it is representing. For a given meshed geometry we would like
(j)
to associate a curved triangular patch TΣ to each triangle T (j) . This partition of
Σ can be done in several ways. To investigate surface curvature sensitive meshing
we find the following definition practical, which is unique as long as we choose the
triangle edges small enough. We have
Σ=
N
Σ
(j)
TΣ
j=1
and
NΣT
ΣT =
T (j) .
j=1
The union of all triangle edges in ΣT forms a triangular web. We would like to map
this web WT to a web WΣ in Σ such that NΣ = NΣT = N . Given a point XΣ ∈ Σ
we can, by using the point Xclose which solves
min |XΣ − X| ,
X∈ΣT
(4.20)
let XΣ ∈ WΣ if Xclose ∈ WT . That is, we have, as long as (4.20) has unique
solutions, defined a unique WT . With WΣ and WT given, we can easily associate
4.3. NUMERICAL APPROXIMATIONS
61
(j)
each triangle T (j) to a curved triangular patch TΣ . For each pair j we can define
the following distance
DTj = max
min |XT − XΣ | .
(j)
XT ∈T (j)
XΣ ∈TΣ
We then define a surface curvature mesh as a mesh where
max DTj = DT ≤ 2.
(4.21)
j=1...N
That is, the threshold 2 controls the distance DT between the geometry Σ and
the meshed geometry ΣT . Consequently, 2 also controls the size of a triangle if its
associated curved triangle is non-flat.
Call the triangle nodes for a specific triangle j
(j)
(j)
(j)
(x1 , x2 , x3 ),
(j)
and define a local coordinate system (ξˆ1 , ξˆ2 , ξˆ3 ), centered in x1 , as
(j)
ê1 =
(j)
ê3 =
(j)
ê2 =
(j)
(j)
(j)
(j)
x2 −x1
|x2 −x1 |
(j)
(j)
(j)
ê1 ×(x3 −x1 )
(j)
(j)
(4.22)
(j)
|ê1 ×(x3 −x1 )|
(j)
(j)
ê3 × ê1 .
If, once again, 2 is chosen small enough we may represent the curved triangular
(j)
patch TΣ with a function f (j) in the jth coordinate system according to
(j)
(j) (j)
(j) (j)
(j)
(j)
(j)
(j)
TΣ = ê1 ξ1 + ê2 ξ2 + ê3 f (j) (ξ1 , ξ2 ) + x1 .
(j)
(4.23)
Call the domain of definition of f (j) ΩT . ΩT is exemplified in figure 4.4. For later
(j)
reference we also define Ω̂T as the domain bounded by the triangle edges. Let ΩT
fit into a circle with diameter hT . Call the maximum diameter, over all the patches
in the geometry, h.
We assume that there is a coordinate system such that Σ can be written as
function. If this does not exist we can always split up according to Σ = ∪M
k=1 Σk
and perform the analysis for each patch Σk . I.e. for any point XΣ on Σ we have
that
XΣ = [ξ1 , ξ2 , FΣ (ξ1 , ξ2 )] .
Let us call the domain of definition of fΣ ΩΣ . Similarly we have

XT =
ξ1 , ξ2 ,
N
j=1

Fj (ξ1 , ξ2 ) ,
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
62
True
Approximate
ξ2
∂ΩT
∂ Ω̂T
h3
ξ(s)
ξ(s)
h2
ξ1
Figure 4.4: The local error of the marker position in (ξ1 , ξ2 )-space for an O(h)triangle. The dashed curve bounds the domain of definition, i.e. ΩT , for the curved
patch. Boldface indicate exact solution.
where Fj is a is a linear function on a linear Lagrange triangle j with a size bounded
N
by h. Let us call the domain of definition of j=1 Fj (ξ1 , ξ2 ) ΩT . From approximation theory, c.f. [45], we have that
2
0 (Ω ) ≤ Ch ||FΣ ||W 4 (Ω )
2̃ = max ||FΣ − Fj ||W∞
T
1
Σ
j=1...N
∀ FΣ ∈ W14 (ΩΣ ),
(4.24)
where Wpk (Ω ) is a Sobolev space defined according to


1/p





p
k
1
β


Wp (Ω ) := f ∈ Lloc (Ω ) :
||D f ||Lp (Ω )
≤∞ ,




|β|≤k
and ||·||Wpk (Ω ) correspondingly. Here Dβ is the βth weak derivative, L1loc (Ω ) indicate
that fΣ should be locally integrable, the infinity norms will give the maximum value,
p indicate that the Lp norm should be used and |β| ≤ k means that the sum should
be taken over all (including mixed) derivatives up to the kth order. More specifically
one can show, c.f. [46], that if we only consider the jth triangle with size h(j) , i.e.
instead of considering the entire geometry and ΩT as domain of definition we only
(j)
consider a curved patch with Ω̂T as domain of definition, then
2
2(j) = ||f (j) ||L∞ (Ω̂(j) ) ≤ 2 h(j) max ||Dβ f (j) ||L∞ (Ω̂(j) ) ,
T
|β|=2
T
(4.25)
is the element wise error estimate. Let us call the norm on the right hand side
(j)
(j)
D(2) (Ω̂T ). It is a measure of the surface curvature for the specific patch TΣ .
4.3. NUMERICAL APPROXIMATIONS
63
As said previously we will assume that the meshing algorithm is governed by a
maximum distance, 2, between the mesh and the geometry. Hence, we assume that
the meshing algorithm choose an h(j) for each triangle such that
2
(j)
2 ≈ 2 h(j) D(2) (Ω̂T ),
then the largest triangle in the mesh with size h will fulfill
%
&
h = C1 &
'
2
(j)
min D(2) (Ω̂T )
.
j=1...N
Referring to the discussion concerning expression (1.27) in the introduction we can
pick 2 = O(λ), i.e δ = 1/2, for an O(h3 )-scheme to achieve
%
&
h = C2 &
'
λ
(j)
min D(2) (Ω̂T )
.
(4.26)
j=1...N
We want to make three remarks before we proceed.
• Equation (4.24) and (4.25) only holds for meshes were the triangle angles does
not approach zero as 2 → 0. When a surface, with zero curvature in some
direction, is meshed this condition will not be fulfilled. However, then the
mathematical and numerical problem presented later can be considered to be
one dimensional and the one dimensional counterparts to (4.24) and (4.25)
can be used.
• For a surface with zero curvature, h = ∞ in (4.26). This will not be a problem
in the analysis below since our numerical algorithm will then represent the
geodesics exactly. A geodesic line on a surface with zero curvature is a straight
line.
• We note that since (4.21) holds and, as we will see later, (4.35) also holds we
realize that the small surface stripes that are not covered by estimation (4.25)
will not cause a problem in the analysis later.
By dropping the index j in (4.23) and Taylor expanding f (ξ1 , ξ2 ) around any
(0)
point (ξ1 , ξ2 (0) ) ∈ ΩT we get
(0)
(0)
f (ξ1 + hξ1 , ξ2 (0) + hξ2 ) = f (ξ1 , ξ2 (0) ) +
+
∂f
∂f
∂2f
h ξ1 +
h ξ2 + 2
hξ hξ
∂ξ1
∂ξ2
∂ξ1 ∂ξ2 1 2
∂2f 2
∂2f 2
hξ +
hξ + O(h3 ),
2
∂ξ1
∂ξ2 2 2
(4.27)
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
64
where (hξ1 , hξ2 ) must be chosen so that (ξ1 (0) + hξ1 , ξ2 (0) + hξ2 ) is inside ΩT .
Since, according to (4.25), the maximum should be of O(h2 ) and we can choose
(0) (0)
f (ξ1 , ξ2 ) = 0, then both
∂f
= O(h)
(4.28)
∂ξ1
and
∂f
= O(h)
∂ξ2
(4.29)
must hold.
4.3.2
Mapping Facets ↔ NURBS
To be able to derive the level of accuracy of our scheme we need to discuss the
mapping between the triangles and the curved embedding geometry. The mapping
can be chosen in several ways and each of them have pros and cons when it comes
to proving the level of accuracy. However, as we will see later, will the selection
not affect global error of convergence of the numerical scheme. We sketch three
procedures that produce three different mappings. Let x be a point in a curved
surface patch TΣ in IR3 and (ξ1 , ξ2 ) ∈ Ω̂T the independent variables in the local
coordinate system.
Bijection A one-to-one mapping that is onto. We need to define the general map
[ξ1 , ξ2 ] ↔ x = x(1) (ξ1 , ξ2 ), x(2) (ξ1 , ξ2 ), x(3) (ξ1 , ξ2 ) ,
where Ω̂T ↔ xT . The curved surfaces patches introduced in Section 4.3.1 can
be used to define a bijective map if we, for each triangle j, provide a map
(j)
(j)
mapping points in Ω̂T to TΣ .
Injection A one-to-one mapping that is not onto. Define a vector V going through
(ξ1 , ξ2 ) and that is parallel to ξˆ1 × ξˆ2 . Then
[ξ1 , ξ2 ] → intersection(V, TΣ ).
We have that Ω̂T → x, though not all point in TΣ is covered.
Surjection An onto mapping that is not one-to-one. Map all point x in TΣ to the
closest point in Ω̂T . We have a unique Ω̂T ← x but not a unique Ω̂T → x.
Note that for the surjection example a point may not, at least not in general, always
be uniquely associated to only one triangle.
4.3. NUMERICAL APPROXIMATIONS
65
Update rule
ê−
3
t̂
t̂−
ê+
3
+
υ
ŵ
Figure 4.5: Figure defining variables used to update the approximate geodesic
tangent.
4.3.3
Solution to Surface Eikonal Equation
In the convergence analysis that follows we will always assume a generic case as
depicted in Figure 4.5. That is we will assume that the angle υ is strictly bounded
away from 0 and π and that the geodesic ray is located away from the corners of
the triangle by a distance larger than ch for some c > 0. Even if the analysis is
restricted to this generic situation our extensive numerical test indicate convergence
in general. The analysis covers the generic case and it gives an understanding of
the size of the different components in the local truncation error.
4.3.3.1
Arc Length
We will now present a numerical scheme to compute geodesics and we will investigate the local order of accuracy of the scheme. That is, for a triangle of size h, how
depends the error of some computed variable on h. In the end we want to make
sure that the error of a computed variable decreases with O(λµ ), with µ > 0, as
long as h depends on λ according to some polynomial rule.
C.f. Figure 4.5. In short will our numerical scheme of moving markers along
straight lines on the triangular elements, jumping to neighboring triangles and
updating the arclength correspondingly.
The order of accuracy discussion we did in Section 1.3 concerned the approximate solution to the surface Eikonal equation, i.e. the phase. As already mentioned
we find its solution by applying the method of characteristics and solve a set of
ODEs approximately. In this section we will analyze the error of the numerically
computed geodesics’ final position, derivative and length.
As an introduction to the quite technical proofs on the order of accuracy done
later, we will discuss geodesics on a cylinder, i.e a simply curved geometry. Consider
a cylindrical patch and the corresponding unfolded patch, including the surface
curvature sensitive mesh, in Figure 4.6. If the short edges on the triangles are of
66
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
Geodesic Curve
L̄
R
D̄
t
α0
L̄
Figure 4.6: Schematic picture of a cylinder and the unfolded mesh.
size O(h) then one can easily show, using the notation in the figure and assuming
α0 is given exactly, that D̄ = 2πR − O(h2 ). This means that the length of the
straight line on the unfolded geometry, i.e. the approximate unfolded geodesic, is an
O(h2 ) approximation of the true geodesic length. Above suggest that a numerical
scheme defined for a general surface curvature sensitive mesh, approximating a
“doubly curved” surfaces, should produce straight lines when triangles are pairwise
unfolded.
If we call the numerically computed geodesic tangent on triangle T −|+ t̂−|+ and
−
let ŵ be a properly signed common edge vector, i.e. (ê+
z , t̂ , ŵ) should form a right
handed system, for triangle + and −, then one can show that the following update
rule, with notation as in Figure 4.5,
−
ê+
−
3 +ê3
ê+
3 × t̂ ×
2
−
(
=
(
ŵ
·
t̂
)
ŵ
+
1 − (ŵ · t̂− )2 (ŵ × ê+
(4.30)
t̂+ = (
−
3 ),
(
( +
ê+
3 +ê3
−
(
(ê3 × t̂ × 2
+|−
will produce the straight line pictured in Figure 4.6. Here ê3 are triangle normals.
The second equality can )be shown
* with some algebra and calculus. We also realize
that if we let υ = arccos ŵ · t̂− , c.f. Figure 4.5, then
t̂+ = cos(υ)ŵ + sin(υ)(ŵ × ê+
3 ).
However, since update (4.30) is hard to analyze mathematically, and it is less
evident that we get O(h2 ) convergence experimentally, we will investigate a scheme
based on a different but related update rule. It will however assume that we have
access to information from the geometry which the mesh approximate.
Once more let us redefine our dependent variables in parameter space. Let
p → ξ1 and q → ξ2 in (4.1). That is, we locally let the triangles and their coordinate
systems, define the parameter space. Since ξ and α is coupled by the right hand
side in (4.1) we realize that any local numerical error we do when we update ξ or α
will affect the global error in both ξ and α. By moving the marker along straight
lines we will introduce a local error in both ξ and α. By jumping from one triangle
4.3. NUMERICAL APPROXIMATIONS
67
f (ξ1 , ξ2 )
ξ2
True
ξ(j + 1)
ξ(j)
ξ(j)
ξ(j + 1)
ξ1
Approximate
Figure 4.7: Schematic picture of a triangle and the associated curved patch. Boldface indicate exact solution.
to another we will also introduce errors, with a size depending on which mapping
we use, in both ξ and α. That is, our scheme introduce four errors and all of them
needs to be bounded by O(hγ ). Let us enumerate and quantify the numerical local
truncation errors, which will be justified later, that are introduced in the numerical
scheme. If we consider the local numerical error triangle wise (the tangent update
is not included) we introduce the following errors:
Error 1 Since the marker is moved along straight lines in each triangle we introduce an O(h3 ) error in ξ.
Error 2 Since the marker is moved along straight lines in each triangle we introduce an O(h2 ) error in α.
However if we consider the local error edge wise (both tangent and position update
included) we achieve
Error 3 an O(h3 ) error in ξ and
Error 4 an O(h3 ) error in α at a specific position after the jump.
Because of the reduction of the fourth local error, we believe that global error of
the geodesic in IR3 is actually the local error times the number of passed edges, i.e.
O(h−1 )O(h3 ) = O(h2 ).
Numerical evidence will also support this statement. Let us first define two updating
procedures applied to our set of equations in (4.1). We apply the first one to
the position variables (ξ1 , ξ2 ) in parameter space and the second we apply to the
direction variable α, also defined in the parameter space. Consider Figure 4.7
and 4.4. We define the triangle wise update,
ξ(j) ∈ Ω̂T → ξ(j + 1) ∈ Ω̂T
α(j) ∈ [0, 2π] → α(j + 1) ∈ [0, 2π] ,
68
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
as
Update 4.1. Given a direction α(j) and a position ξ(j) = (ξ1 (j), ξ2 (j)) in parameter space in the triangle T − , update the position according to
ξ(j + 1) = ξ(j) + ∆sj (cos(α), sin(α))
(4.31)
where ∆sj = |ξ(j + 1) − ξ(j)| is the Euclidean distance found by solving
intersection ξ(j) + ∆sj (cos(α), sin(α)) , ∂ Ω̂−
T
for ξ(j + 1). The angle is unaltered in a triangle, i.e.
α(j + 1) = α(j).
(4.32)
We now have a numerical approximation of ξ and α in the points j = 1 . . . n. We
will not call these mesh points since they do not correspond to a fixed mesh but they
are dependent on the numerical solution that we compute.
Call the numerically computed geodesic tangent t̂−|+ (α(T − |T + )) ∈ IR3 , then
we define a direction update, different from expression (4.30), when moving from
one triangle T − to a neighboring triangle T + ,
α(T − ) → α(T + ),
where
−|+
α(T −|+ ) = arccos (t̂−|+ · ê1
as
t̂+ =
−
ê+
z × (t̂ × N̂s )
−
|ê+
z × (t̂ × N̂s )|
.
),
(4.33)
N̂s (ξ) is the surface normal, interpolated to some order in the solver, at the point
where we do the jump. The surface normal is considered to be known exactly in
the triangle nodes, we can therefore use standard linear interpolation, c.f. (4.25), to
achieve a second order approximation of N̂s . Note that we have with update (4.30)
and (4.33) forced the approximate tangent to be orthogonal to the triangle normals.
Hence, by Update 4.1 and update (4.30) or Update 4.1 and update (4.33) the
approximate geodesic will stay on the facetized geometry as we integrate it. Also
note that t̂− and t̂+ are the approximate geodesic tangent at the same approximate
arc length or edge. That is, the numerical geodesic tangents is not well defined at
the jumping points.
The numerical method where we use expression (4.30) minimizes the approximate arclength locally on two neighboring triangles and the final total approximate
curve will therefore be an exact geodesic for the meshed geometry. Hence, since
the approximate curve is a geodesic, will the scheme based on update (4.30), as we
4.3. NUMERICAL APPROXIMATIONS
69
refine the mesh and use exact initial conditions, intuitively be consistent with the
ODE that we want to solve.
That this also holds for (4.33) is not as easy to realize. By noting that update (4.30) use an arithmetic mean of a piece wise constant approximations of the
surface normals while update (4.33) use a piece wise linear approximation of the
normal we once more get from approximation theory [46] that
ê+
z
(4.30) → (4.33)
−
+
,.
êz + ê+
z
−
+
+ O(h) − ê−
−→
2Ns − êz = 2
z = êz + O(h).
2
That is, the local difference between update (4.30) and update (4.33) is of O(h), i.e.
the global difference seems to be of O(1). We will see that this incomplete analysis
does not imply that the scheme based on update (4.33) is inconsistent. Note that
the use of an O(h) approximation of the surface normal in update (4.30) suggest
the inconsiderate conclusion that the global error is of O(1).
We also note that update (4.33) takes explicitly into account the change in
surface normal as we perturb the jumping point along the edge while for the simply
curved surface in Figure 4.6 update (4.30) and (4.33) produce the same approximate
geodesic line.
To further characterize update rule (4.33) we need a parameterization of two
neighboring triangles as defined in Figure 4.8 and the union of their corresponding
embedded geometry. By choosing such a parameterization we manage, if we let
χ ∈ Ω̂T P , to design a bijective map while considering a triangle pair and their
common edge. The normal projection, of the true geodesic lines, onto the χ̂1 χ̂2 plane will therefore have a continuous tangent. Hence, both the projection of the
approximate (defined in ξ-space) and the true tangent may be parameterized with
χ1 . As mentioned in the last chapter can the geodesic curve be defined as a curve
that have zero geodesic curvature. That is
cg (t) = ẍ(t) · (N̂s (x(t)) × ẋ(t)) = 0 ∀ t,
(4.34)
where x(t) ∈ XΣ is the true geodesic curve and t the geodesic arc length. The
approximate geodesic has up until now only been defined on the triangles. However
by using orthogonal projections from the χ1 χ2 -plane we can also define an approximate geodesic on Σ as long as (χ1 , χ2 ) ∈ Ω̂T P . Since, by Update 4.1, α is constant
in each triangle we know that, at least in general, the approximate geodesic will
violate (4.34). However, one realizes by inspection, that if we update α according
to update (4.33), then the approximate cg (χ1 ) will be continuous when passing the
edge.
Let us once more consider Figure 4.4 and 4.7. Schematically we have pictured
a triangle with its associated curved patch. Indicate the exact geodesic curve in
parametrical space with boldface. To be able to estimate |ξ(ξ 1 ) − ξ(ξ1 )| we need an
estimation of the maximum distance between the projected surface patch boundary
and the triangle. Below we therefore state and prove a lemma that tell us about
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
70
Contact Point With Surface
χ2
True Geodesic
Approximate Geodesic
(1)
χ1
n2
(0)
γ = O(h2 )
χ = O(h3 )
χ1
χ1
γ0
n1
n4 ∂ Ω̂
TP
∂ΩT P
n3
f
O(h)
χ1
O(h2 )
c
a
b
e
Figure 4.8: Parameter space for the surface associated to two neighboring triangles.
Note that we have forced the interpolated surface normal N̂s at the jumping-point,
chosen to coincide with the origin, to be parallel to the (χ̂1 × χ̂2 )-axis. Also note
that the true surface and the triangles, indicated by their boundary projected onto
the χ̂1 χ̂2 -plane, are not necessary in this plane. In fact we assume that the normal
has been chosen so that surface and the triangles are below the χ̂1 χ̂2 -plane.
the maximum distance between ∂ Ω̂T and ∂ΩT for a given triangle T . However, to
formulate and prove the lemma we need to define three curved segments.
Consider edge j. Use expression (4.20) when defining the curved segment
∂ΩjΣ ∈ Σ associated to ∂ΩT . Also define the curved segments that corresponds
j+
j−
to orthogonal projection of ∂ Ω̂j−
T onto χ-space and ∂ Ω̂T and call them ∂ Ω̂Σ and
j+
∂ Ω̂Σ
By inspection for sufficiently small h we realize that any point χ ∈ ∂ΩjΣ is in
the closed domain
j+
∂ Ω̂j−
Σ ∪ ∂ Ω̂Σ .
Lemma 4.2. Referring to Figure 4.4 and 4.9. Let r̄ be a point on the boundary
∂ Ω̂T and r be a point on the boundary ∂ΩT then
∆1 = max ( min |r̄ − r|) = O(h3 ).
r∈∂ΩT r̄∈∂ Ω̂T
4.3. NUMERICAL APPROXIMATIONS
71
−|+
Proof. As before call the triangle normals ê3 and consider Figure 4.9. As before
+
call the triangle normals ê−
3 and ê3 then we want to show that
+
β = arccos (ê−
3 · ê3 ) = O(h).
(4.35)
Call the four triangle nodes in Figure 4.8 n1 , n2 , n3 and n3 . Then we evaluate
(
(
( (n4 − n3 ) × (n2 − n3 )
(n2 − n3 ) × (n1 − n3 ) ((
(
.
×
sin β = (
|(n4 − n3 ) × (n2 − n3 )| |(n2 − n3 ) × (n1 − n3 )| (
By (4.27) we can choose a coordinate system such that n3 = 0 and
n1 = O(h), O(h), O(h2 )
n2 = [O(h), O(h), 0]
n4 = O(h), O(h), O(h2 ) .
(4.36)
We have
O(h4 ) sin β = |(n4 × n2 ) × (n2 × n1 )| .
By using a standard vector product rule we get
O(h4 ) sin β = n2 {(n4 × n2 ) · n1 } − n1 {(n4 × n2 ) · n2 },
where the second term is zero since (n4 × n2 ) ⊥ n2 . Finally, using (4.36) and the
vector product definition, we get
4
O(h
( ) sin β =
(
(1) (2) (3)
(2) (3)
(n2 n1 (n4 n2 − n2 n4 )+
(2)
(3) (1)
(1) (3)
n1 (n4 n2 − n2 n4 )+
(
(3) (1) (2)
(2) (1) (
n1 (n4 n2 − n2 n4 ) ( =
( )
*(
(n2 O(h)O(h3 ) + O(h)O(h3 ) + O(h2 )(O(h2 ) + O(h2 )) (
(
(
= ( O(h5 ), O(h5 ), 0 ( ,
which render in β = O(h). By referring to Figure 4.9 and expression (4.25), we
have
∆2 = O(h2 )O(h) = O(h3 ),
then we also realize by inspection that ∆1 ∼ ∆2 = O(h3 ).
Corollary 4.3. By Lemma 4.2 we know that using combinations of the injection
and surjection exemplified in Section 4.3.2 will only introduce an O(h3 )-error in
the position and direction.
Consider the bottom of Figure 4.8 then we have for later reference:
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
72
η̂3 = N̂s (0)
ê−
3
β = O(h)
ê+
3
η̂1 = ŵ × N̂s (0)
T+
T−
Σ
∆1 = O(h3 )
∆2 = O(h )
3
0, 0, O(h2 )
Figure 4.9: η-system showing how the maximum error of |∂ΩT − ∂ Ω̂T | can be
bounded by O(h3 ). By inspection we see that ∆1 in Lemma 4.2 is proportional to
the O(h3 )-distance indicated in the figure. Note that η̂2 has been chosen such that
it is parallel to the common edge.
Corollary 4.4. By Lemma 4.2 we know that β = O(h) then, by the assumption in
the introduction to Section 4.3.3, both a ≥ O(h) and c ≥ O(h) hence b = O(h2 ).
We then have since both a > 0 and c > 0
(c − a)(c + a) = b2 = O(h4 ),
and that c − a = O(h3 ).
Let us consider the local error for a move in one triangle if the error in initial
data in phase space is zero. Rotate the coordinate system defined in (4.22) to be
in accordance with Figure 4.4 and let [p, q] → ξ in (4.1). We then define y as
y(s) = [ξ1 (s), ξ2 (s), α(s)] ,
for the marker position in phase space, and
x(s) = [x1 (ξ), x2 (ξ), x3 (ξ)] (s) ∈ Σ,
for the marker position on the sub-manifold Σ of IR3 . Since we only consider the
local error in one triangle, c.f. figure 4.4, we assume that h has been chosen small
enough so that locally
x(s) = x1 + ξ1 (s)ê1 + ξ2 (s)ê2 + f (ξ(s))ê3 ,
4.3. NUMERICAL APPROXIMATIONS
73
where we have dropped j in definition (4.22). Then
∂y
= Gs (y)
∂s
and

cos α(s)
,
sin α(s)
Gs (ξ1 , ξ2 , α) = 
−Γ1ij ξ˙i ξ˙j sin α(s) + Γ2ij ξ˙i ξ˙j cos α(s)

(4.37)
where s is the arc length parameterization in (ξ1 , ξ2 )-space, ξ˙1 = cos α and ξ˙2 =
sin α. Formally we may now write for X(s) = [x(s), ẋ(s)]
Ẋ = H(X),
(4.38)
where we will assume that H is Lipschitz continuous for all arguments with
N
Σ
∂Σ ∂Σ
(j)
Λ := {X = [x, ẋ] : x ∈
TΣ ,
,
, −1 · ẋ = 0},
∂ξ1 ∂ξ2
j=1
where x(s) is geodesic.
Once again if we choose our coordinate system properly and consider (4.37) for
sufficiently small s then we can choose ξ1 as a parameter for the geodesic. Then we
have


1


tan α(ξ1 )
Gξ (ξ1 , ξ2 , α) =  22 3
 . (4.39)
12
22
2
11
12
2
Γ1 tan (α)+(2Γ1 −Γ2 ) tan (α)+(Γ1 −2Γ2 ) tan (α)−Γ11
1+tan2 (α)
The Christoffel symbol are functions of ξ and α and may be written explicitly as
Γ111
=
Γ112
=
Γ122
Γ211
Γ212
Γ222
=
=
=
=
CA,1 −2BB,1 +BA,2
2(AC−B 2 )
CA,2 −BC,1
1
Γ21 = 2(AC−B
2)
2CB,2 −CC,1 −BC,2
2(AC−B 2 )
2AB,1 −AA,2 −BA,1
2(AC−B 2 )
AC,1 −BA,2
Γ221 = 2(AC−B
2)
AC,2 −2BB,2 +BC,1
,
2(AC−B 2 )
(4.40)
where A = x,1 · x,1 , B = x,1 · x,2 , C = x,2 · x,2 and we used Einstein notation
∂f
→ f,j .
∂ξj
In the order of accuracy proofs below we will refer to a well known convergence
theorem in numerical analysis for ODEs. To be able to state this fundamental
theorem we define a discrete evolution operator Ψ and an increment function ψ as
follows.
74
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
Definition 4.5. Let the continuous interval [t0 , T ] be divided by the n + 1 discrete
one dimensional points
t0 < t1 < . . . < tn = T.
These points form a mesh ∆ = t0 , t1 , . . . , tn on [t0 , T ] with τp = tp+1 − tp . Call the
state variable X, then the discrete evolution operator Ψ is defined by
X∆ (tp+1 ) = Ψtp+1 ,tp X∆ (tp )
and the increment function ψ(·) as
Ψtp+1 ,tp X∆ (tp ) = X + τ ψ(t, X, τ ).
We here state as a proposition a version of a fundamental convergence theorem
for ODEs given in [47].
Proposition 4.6. Let Ψ be a given discrete evolution for which the increment
function ψ is locally Lipschitz continuous with respect to the state variables. Assume
further that along some trajectory X ∈ C 1 ([t0 , T ] , IRn ) the consistency error of the
numerical scheme satisfies
X(t + τ ) − Ψt+τ X(t) = O(τ k+1 ).
Then for any mesh with sufficiently small τ , the discrete evolution Ψ defines a numerical approximation Xk defined in tp with p = 1, . . . , n and with initial value
X0 (t0 ) = X(t0 ). This numerical approximation converges with order k to the trajectory X.
Remark that X is a vector. That is, if we have a local error of O(τ 2 ) for element
X then we must assume that the global error in all elements in X is of O(τ ).
As stated previously will the update given in expression (4.30) not be analyzed
here but we will just show some numerical results in the end of the chapter. Instead
we will analyze the method implied by Update 4.1 and update (4.33). We therefore
define the two numerical methods according to below.
(j)
Method 4.7. Let X0 = (x0 , ẋ0 ) be initial condition for (4.38). Map X0 → y0 to the
facetized geometry by using the surjective map given in Section 4.3.2. Update ξ and
α according to Update 4.1 and update (4.30) consecutively with y0 as initial data.
Stop when stopping criteria has been fulfilled. Referring to Update 4.1 estimate the
arclength with
n
∆sj .
(4.41)
t≈
j=1
Method 4.8. As in Method 4.8 but Update (4.30) replaced by (4.33).
4.3. NUMERICAL APPROXIMATIONS
75
Remark that we can in principle map y n → Xn according to the injection given
in Section 4.3.2. However we will not assume this in the analysis below.
To be able to estimate the global convergence error, we will first analyze, mainly
for pedagogical reasons, the local truncation error for the position and direction in
one triangle, i.e. Update 4.1. In a second step we will analyze the error over two
triangles to take into account angle updates, i.e. the compound update given by
Update 4.1 and update (4.33). Finally we multiply this error with the number
of edges that the geodesic cross, i.e. O(h−1 ), to get the convergence error of the
numerical method given in Method 4.8.
Proposition 4.9. Update ξ and α according to Update 4.1 and choose ξ1 such that
(ξ1 , ξ2 (ξ1 )) ∈ ΩT .
Then the local truncation error of ξ2 and α are of O(h3 ) and O(h2 ) correspondingly.
Proof. According to expression (4.28) and (4.29), and by inspection of Γkij , we have
that
(4.42)
Γkij ≤ O(h).
By rotating the coordinate system defined in (4.22) to be in accordance with Figure 4.4 we have α(0) = 0 and since all terms in Gs but the Γ211 -term contain at least
one sin-factor we realize that the Γ211 -term is the dominant one for the α̇-equation.
For the ξ1 -parameterization we get more explicitly for sufficiently small h that
α̇ = −Γ211 cos2 α + O(h2 )
(4.43)
f,1,1 f,2
2
2 Taylor
2
2
2 + f 2 cos α + O(h ) = −f,1,1 f,2 cos α + O(h ).
1 + f,1
,2
(4.44)
or
α̇ = −
With initial condition α(0) = 0 we can solve (4.44) and get α(ξ1 ) = − arctan (f,1,1 f,2 ξ1 ).
By Taylor expansion we therefore have
α(ξ1 ) = O(h2 ),
(4.45)
since ξ1 is bounded by h and f,2 = O(h). For ξ2 we have
Taylor
ξ˙2 = tan α(ξ1 ) = O(h2 )
and therefore
ξ2 ≤ ξ1 O(h2 ) = O(h3 ).
To make use of the properties of coordinate system introduced for a pair of
triangles we will show the following lemma.
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
76
(0)
(0)
Lemma 4.10. The derivatives f,1 and f,2 in the origin of the coordinate system
defined in figure 4.8 is bounded by O(h2 ).
Proof. The interpolated surface normal is by construction
Ns (χ) = (0, 0, 1),
in the χ-system. Since we assume that the normal is computed by an O(h2 ) interpolation of
∂
(χ1 , χ2 , f (χ1 , χ2 )) ×
( ∂χ1
( ∂
( ∂χ1 (χ1 , χ2 , f (χ1 , χ2 )) ×
∂
∂χ2 (χ1 , χ2 , f (χ1 , χ2 ))
(−f , −f,2 , 1)
( = ,1
,
(
∂
2 + f2 + 1
f,1
,2
∂χ2 (χ1 , χ2 , f (χ1 , χ2 ))(
(0)
(4.46)
(0)
we realize by Taylor expansion that f,1 = O(h2 ) and f,2 = O(h2 ) in the origin.
We now want to prove that in the very specific coordinate system defined in
figure 4.8 the angle γ will be unaffected by update (4.33).
Lemma 4.11. Let
−|+
γ −|+ = arccos N P (cos α(T −|+ ), sin α(T −|+ )) · χ̂1
and N P [·] the projection and normalization of the approximate tangent onto the
χ̂1 χ̂2 -plane. If α is updated according to update (4.33) and if (χ1 , χ2 (χ1 )) ∈ Ω̂T P
then
γ(χ1 ) ≡ 0,
as we move the marker along the approximate trajectory from T − to T + .
Proof. We want to show that
arccos N P t̂− · N P
1
−
ê+
z × (t̂ × N̂s )
−
|ê+
z × (t̂ × N̂s )|
2
=0
By construction we know that
N̂s = [0, 0, 1]
and from Lemma 4.2 (β = O(h)) we see, using trigonometry, that
[1, 0, O(h)]
t̂− = .
1 + O(h2 )
Then
√ [0,1,0] 2
ê+
z ×
[−ê+ (3), 0, ê+
1+O(h )
z (1)]
( = ( z+
( .
t̂ = ((
+
(
(
(
−ê
(3),
0,
ê
[0,1,0]
z
z (1)
(ê+
(
( z × √1+O(h2 ) (
+
(4.47)
4.3. NUMERICAL APPROXIMATIONS
and
NP
[−ê+ (3), 0, ê+
z (1)]
( z+
(
(
( −êz (3), 0, ê+
z (1)
=N
77
[−ê+ (3), 0]
( + z
(
(
( −êz (3), 0, ê+
z (1)
= [1, 0] .
We have now shown (4.47) since N P [t̂− ] = χ̂1 = (1, 0) by construction.
We can now prove the following proposition in the χ-coordinate system.
Proposition 4.12. Update ξ and α according to Update 4.1 and update (4.33),
then the leading order error term for γ over a pair of triangles is
3
4
1 (o) (o) (0) 2
(0)
γ(χ1 ) − γ(χ1 ) = f,1,2 f,1,1 χ1
− χ21 ,
(4.48)
2
(0)
(o)
where χ1 is defined according to figure 4.8 and f,i,j are second order derivatives
of the surface in the origin. The error is of O(h2 ).
Proof. Let us drop the boldface for the exact solution and Taylor expand, c.f.
Proposition 4.9, the dominating term on the right hand side of
γ̇ = −Γ211 cos2 γ + O(h2 ),
(4.49)
around the origin. We then get
(o)
(o)
(o)
γ̇ = − cos2 γ f,1,1 + χ1 f,1,1,1 + χ2 f,1,1,2
(o)
(o)
(o)
(o)
(o)
(o)
·
2f,2 + 2χ1 f,1,2 + 2f,2,2 χ2 + χ21 f,1,1,2 2χ1 χ2 f,1,2,2 + χ22 f,2,2,2
+ O(h2 ).
(4.50)
(o)
(o)
The leading order term is −2f,1,1 χ1 f,1,2 since
f,j = O(h) ⇒ χ2 = O(h3 ),
because of Proposition 4.9 and
(o)
f,j = O(h2 ),
(4.51)
according to Lemma 4.10. That is, we have that
(o)
(o)
γ̇ = −2f,1,1 χ1 f,1,2 cos2 γ + O(h2 ),
(4.52)
which can be solved and
2 (o) (o) 2
(o) (o)
(0)
γ(χ1 ) = − arctan f,1,1 f,1,2 χ1 − f,1,1 f,1,2 χ1
+ O(h3 ).
Taylor expanding once more and using Lemma 4.11 we get (4.48).
(4.53)
78
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
Solving for χ2 in χ̇2 = tan γ(χ1 ) we get
2
1 (o) (o)
2 (o) (o) (0) 3
(0)
(o) (o)
χ2 (χ1 ) = − f,1,1 f,1,2 χ31 + χ1
f,1,1 f,1,2 χ1 − f,1,1 f,1,2 χ1
+ O(h4 ). (4.54)
3
3
We have tried to illustrate the polynomial behavior of χ2 (χ1 ) in Figure 4.8 and
by inspection of (4.48) we directly realize
(0)
Corollary 4.13. The local error in γ is of O(h3 ) at |χ1 | = χ1 .
The surface curvature sensitive mesh, for a specific geometry, is not uniquely
defined from the discussion in Section 4.3.1. By inspection of the corresponding
curvature sensitive mesh of a one dimensional function and the coordinate system
illustrated in Figure 4.8 one realize that the following demands on the mesh elements
is not unrealistic.
1. The meshing algorithm should try to make the elements as big as possible
without violating a given mesh error parameter.
2. The triangles size relative to their neighbors, is not allowed to differ too much
in terms of element size.
A curvature sensitive mesh of a one dimensional function will then be unique if
either demand 1 or a combination of demand 1 and 2 are chosen while a surface
curvature sensitive mesh needs to be further defined to become unique. With these
reflections in mind we state the following.
Consider the bottom of Figure 4.8. If the triangles has been produced with a
mesh algorithm that bound the difference in size according to
a2 − e2 = (a − e)(a + e) ≤ O(h)(c1 h − (c1 h + c1 hO(h))) = O(h3 ),
(4.55)
3
then the local error in γ is of O(h ).
A proof of that the error in γ is of O(h3 ) would consist in showing that if (4.55)
holds, it will render in, that the same holds for χ in mean. That is, we know that
the length of the segments does not directly depend on the size of the triangles and
it is therefore not straight forward to achieve
2
(0)
− χ21 = O(h3 ).
|ξ(j) − ξ(j − 1)|2 − |ξ(j + 1) − ξ(j)|2 ≈ χ1
However, if we manage to show this we get O(h2 )-convergence globally.
Remark that it would probably be more complicated to show a proposition
similar to Proposition 4.12 for update (4.30). We need to show that Σ in the corresponding coordinate system χ , which would produce a γ = 0 for update (4.30),
have derivatives in the origin that fulfills Lemma 4.10. The coordinate system we
would search, i.e. (χ̂1 , χ̂2 , χ̂3 ) solves the nonlinear problem
−
)
* )
*

P
× Pχ̂3 t̂+ =* t̂− − χ̂3 (χ̂3 · t̂− ) × t̂+ − χ̂3 (χ̂3 · t̂+ ) = 0

χ̂3 t̂

)
 −|+
− χ̂3 (χ̂3 · t̂−|+ ) · χ2 = 0
t̂
(4.56)
χ̂ × χ̂3 = χ̂1


 2
2
N̂Σ (0, 0) × χ̂3 ≤ O(h ),
4.3. NUMERICAL APPROXIMATIONS
79
where t̂+ is found with update (4.30), Pχ̂3 is the projection down to the χ̂1 χ̂2 -plane
and NΣ (0, 0) is the surface normal of Σ in the origin of the χ -system. That is, we
would need to show that (4.56) has a solution for sufficiently smooth surfaces.
To be able to show global order of convergence we need some further definitions
and lemmas.
We will later compute the difference between the exact geodesic and the so
called interpolant of the numerical solution. In contrast to the numerical solution,
which is only defined in mesh points, is the interpolant a curve on Σ. We let the
interpolant be a union of curve segments, where each curve segment is given by
an orthogonal projection, along χ̂3 , of the numerical solution [χ1 , χ2 ] onto Σ. We
realize that the union of curve segments implied by Figure 4.8 and 4.10 are not
connected. However, one see by inspection, that it is possible fill out the gaps with
even smaller curve segments, of O(h3 ) length, such that the final interpolant has
a continuous derivative. The important information that we will bring with us to
the global convergence proof though, is that their length is only of O(h3 ).
Instead of using the points ξ(j) for j = 1, . . . , n, implied by Update 4.1, we will
investigate convergence rate at the following mesh points.
Let X(t) = (x(t), ẋ(t)) ∈ Λ be the exact solution, where t is the arc length
parameterization. Let X(t) = (x(t), ẋ(t)) ∈ Λ be the interpolant of the numerical
solution computed by applying Method 4.8 and projection according to Figure 4.8.
Referring to Figure 4.10 pick a δ so that the maps
(δξ(j) + (1 − δ)ξ(j + 1)) ↔ χ(j + δ) ↔ x(j + δ)
can be done orthogonally along χ̂1 × χ̂2 without introducing an error, i.e. we avoid
the domain close to the triangle edges where orthogonal projection is not a bijection.
For notational simplicity j +δ will indicate an index somewhere between j and j +1
though it will be considered as an integer index. In a second step find the exact δ,
for a well chosen t(j + δ), by solving
min |x(j + δ) − x(t(j + δ))| .
δ
The interpolant of the numerical solution
X(j + δ) = [x(j + δ), ẋ(j + δ)] ,
then approximate the exact solution in the mesh points
{t(δ), t(1 + δ), . . . , t(n − δ)}.
(4.57)
Lemma 4.14. Compute the approximate arc length in the ξ- and the χ-system as
(j+1)
tξ
and
(j)
= tξ + |ξ(j + 1) − ξ(j)|
= tj+δ
+ |χ(j + 1 + δ) − χ(j + δ)|.
t(j+1+δ)
χ
χ
The local error in arc length in the mesh points is then bounded by O(h3 ).
(4.58)
(4.59)
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
80
χ̂3
χ(j + δ)
χ-space
χ̂1
Λ [x(j + δ), ẋ(j + δ)]
χ(j + 1 + δ)
ξ(j + 1)
ξ-space
Σ
ξ(j + δ)
ξ(j)
Figure 4.10: Mapping between three different spaces where ξ(j), j = 1, . . . , n is
computed with the numerical scheme given in Method 4.8. Note that the mapping
is done along the χ3 -axis.
Proof. The arc length t of x(t) can be given as a function of χ1 by
t(χ(δ + 1)) =
χ1 (δ+1)
χ1 (δ)
|ẋ| dχ1 =
χ1 (δ+1)
χ1 (δ)
2
1 + tan2 γ + (f,1 + f,2 tan γ) dχ1
where we used (4.39) applied in the χ-system. By Lemma 4.10 and Proposition 4.12
we have that
χ1 (δ+1) t(χ(δ + 1)) =
1 + O(h2 ) dχ1 = (χ1 (δ + 1) − χ1 (δ)) + O(h3 ).
χ1 (δ)
For similar reasons and Lemma 4.2 we also have that
ξ1 (1) t(ξ(1)) =
1 + O(h2 ) dξ 1 = (ξ 1 (1) − ξ 1 (0)) + O(h3 ),
ξ1 (0)
which also can be applied to the point ξ(δ).
Proposition 4.15. Assume that H in expression (4.38) fulfill a Lipschitz condition
and let T assign the triangular mesh and G the surface geometry. We formally
define the increment function ψχ as a function to be used in the following iterative
scheme,
X(t(j +δ +1)) = X(t(j +δ))+|t(j + δ + 1) − t(j + δ)| ψχ (T , G, X(t(j +δ)), t(j +δ))
to achieve the approximate values in the mesh points defined in (4.57). The increment function is Lipschitz continuous in the state variables X and t.
4.3. NUMERICAL APPROXIMATIONS
81
We do not state a formal proof here but just note the following. The tangential plane in Figure 4.8 is based on surface normals achieved from a second
order interpolation scheme and the surface is assumed to be sufficiently smooth.
The interpolated normal is therefore Lipschitz continuous and by inspection we see
that the operations we do in update (4.1), which we investigated in Lemma 4.11,
are Lipschitz in the state variables X and t. The increment function is therefore
Lipschitz continuous.
We believe that it is a little more complicated, if possible, to investigate the
scheme based on update (4.30).
We have now reached the point where we are able to show the global convergence rate. The proof will be partly based on Proposition 4.15 which imply, c.f.
Proposition 4.6, that it is sufficient to consider the local error when we search the
global error.
Theorem 4.16. Solve the ODE in (4.38) numerically up to a point t(n) by initializing and updating ξ and α according to Method 4.8. Let o(j − δ) be the origin
j−δ
for the coordinate system (χ̂j−δ
1 , χ̂2 ) defined in Figure 4.8. Let o(j) be the origin
j
j
for the ξˆ1 ξˆ2 -system. Then
(
(
(x(t(n − δ)) − χ̂n−δ χ1 (n − δ) − χ̂n−δ χ2 (n − δ) − o(n − δ)( ≤ O(h),
(4.60)
1
2
(
(
(ẋ(t(n − δ)) − χ̂n−δ ( ≤ O(h).
(4.61)
(
(
(
(
(x(t(n)) − ξ1 (n)ξˆ1n − ξ2 (n)ξˆ2n − o(n)( ≤ O(h),
(4.62)
(
(
(
(
(ẋ(t(n)) − ξˆ1n ( ≤ O(h)
(4.63)
1
We also have
and
(
(
(
(
n
(
(
(t(n) −
|ξ(j + 1) − ξ(j)|(( ≤ O(h).
(
(
(
j=0
(4.64)
Proof. We do the proof in three steps. We analyze the initial error when projecting
down from Σ to χ-space, in a second step the local truncation error as we propagate
the interpolant and finally the final error when we project once more the interpolant
from Σ- to χ- and ξ-space.
By using a surjection for the initial condition the error in the initial condition
for x(0) will be bounded by O(h3 ) because of Corollary 4.3. The error in ẋ(0)
is zero if we compute the tangent by an orthogonal projection down to ξ-space.
Hence, we have an initial condition for the numerical scheme.
The bound on the global error of position x and direction ẋ is by Proposition 4.6
and 4.15 given by the largest local error times the number of iteration steps. Hence
we need to find the local error in position and direction. By Proposition 4.12,
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
82
Lemma 4.14 and some trigonometry the local error in position of the interpolant,
in a mesh point defined according to (4.57), is bounded according to
Pythagoras
∆x(t(δ)) = |x(t(δ + 1)) − x(t(δ + 1))|
=
2
2
3
(O(h )) + (f (χ1 (δ), χ2 (χ1 (δ))) − f (χ1 (δ), χ2 (χ1 (δ))))
Taylor
=
O(h3 ),
(4.65)
where the first square corresponds to the error in χ-space and the second square
correspond to error in height and finally the last equality can be shown by Taylor
expanding f at (χ1 , χ2 ) and once more using Proposition 4.12 and Lemma 4.14.
To be able to compute the direction of the geodesic in mesh points, we need
the surface tangent along the parameter space direction χ̇ = (cos γ, sin γ). The
normalized surface tangent is
∂
[χ , χ , f (χ1 , χ2 )]
ˆ γ) = ( ∂χ1 1 2
(.
ẋ(χ,
( ∂
(
( ∂χ1 [χ1 , χ2 , f (χ1 , χ2 )](
Now we search
ˆ
ˆ
ˆ
∆ẋ(t(δ
+ 1)) = |ẋ(t(δ
+ 1)) − ẋ(t(δ
+ 1))|.
ˆ 1 ) and ẋ(χ
ˆ 1 ) around o(δ) and make use of ProposiWe can Taylor expand ẋ(χ
tion 4.12, Lemma 4.14 and Lemma 4.10 to get
1, O(h2 ), f,1 |o + f,1,1 |o χ1 + 12 f,1,1,1 |o χ21 + O(h3 )
ˆ 1) =
ẋ(χ
.
(4.66)
1 + (f,1 |o + f,1,1 |o χ1 )2 + O(h3 )
and
1, 0, f,1 |o + f,1,1 |o χ1 + 12 f,1,1,1 |o χ21 + O(h3 )
ˆ 1) =
ẋ(χ
.
1 + (f,1 |o + f,1,1 |o χ1 )2 + O(h3 )
ˆ and we get, by Lemma 4.14, that the local
Most of the terms will cancel in ∆ẋ
error in the direction variable is
ˆ = " O(h3 ), O(h2 ), O(h3 ) " = O(h2 ).
(4.67)
∆ẋ
Hence, the local maximum error, as suspected from Proposition 4.9 and 4.12 spring
from the numerical approximation of the direction updates in Method 4.8.
By Proposition 4.6 we get that the global order of convergence is
χ1 (n − δ) − χ̂n−δ
χ2 (n − δ) − o(n − δ)+
"X n−δ (1 : 3) − χ̂n−δ
1
2
n−δ 2
X n−δ (4 : 6) − χ̂1 "
1
≤ O(h3 ) + +,-.
0
+ O( ) max(O(h2 ), O(h3 )) = O(h)
+ ,- .
+ h
,.
Init. Pos.
Init. Dir.
Local Error
We must add the error at the final step (c.f. (4.60)) when we let
χ1 (n − δ) + χ̂n−δ
χ2 (n − δ) + o(n − δ),
x(n − δ) ≈ χ̂n−δ
1
2
(4.68)
4.3. NUMERICAL APPROXIMATIONS
83
and (c.f. (4.61))
ẋ(n − δ) ≈ χ̂n−δ
.
1
By Taylor expansion and Lemma 4.10 the orthogonal projection of x down to χspace is bounded by O(h2 ). Then by Pythagoras’ theorem and (4.68) we get that
2
2
n−δ
χ
(n−δ)+
χ̂
χ
(n−δ)+o(n−δ)"
=
(O(h)) + (O(h2 )) ≤ O(h),
"x(n−δ)−χ̂n−δ
1
2
1
2
and (4.60) follows. With similar motivation as in (4.66) and Pythagoras’ theorem
we get that
" = O(h),
"ẋ(n − δ) − χ̂n−δ
1
and (4.61) follows.
(4.62) and (4.63) follows easily because of Proposition 4.9 and that naturally
arccos (ξˆ3n · χ̂n−δ
) = O(h),
3
since expression (4.35) holds
The arc length can be found by solving
2
ṫ = 1 + tan2 γ + (f,1 + f,2 tan γ) ,
between two mesh points in the associated coordinate system. Solving from
(0)
χ(0) = χ1 , 0 ,
with t(0) = 0 we get since, tan γ = O(h2 ) and f,1 + f,2 tan γ = O(h), that
(0)
t = |χ1 − χ1 | + O(h3 ).
By Corollary 4.3 and 4.4 we also get
x(1)
∆t(0) =
|ẋ| dξ1 = |ξ(1) − ξ(0)| + O(h3 ).
(4.69)
x(0)
Hence, the global error of the arc length computation is given by Proposition 4.12
because of Proposition 4.6 and the subsequent remark. Therefore bound (4.62) will
follow.
Referring to the discussion concerning expression (1.27) in the introduction we
get that the numerical error contribution to (4.14), that stems from the approximation of expression (4.16), will be of
O(hγ−1 ) = O(h2−1 ) = O(h1 ).
(4.70)
84
4.3.4
4.3.4.1
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
Solution to Transport Equation
Exponential Attenuation
Let us discuss the numerical approximation in factor (4.17). We are tempted to
compute this factor by just applying the existing GTD formulas for the edge diffraction in the facetized geometry. This would correspond to the attempt in expression (4.30) which make the approximate geodesic an exact geodesic on the facetized
geometry. However we will dismiss this idea by the following illustrations.
In Keller’s edge diffraction coefficients for hard/soft components and oblique
S,H
is
incidence, c.f. [8], Escatt


e−iπ/4 sin 1+π β
1
1
S,H
,
√ π 
∓
−Einc φ+φ
π
cos 1+π β − cos φ−φ
cos
−
cos
β
β
β
1 + πβ
2πk
( π)
(1+ π )
(1+ π )
(1+ π )
(4.71)
where φ and φ is defined in Figure 4.11. In the figure we also see that
ds
.
β = 2 arcsin
2ρg
We want to check if it is possible to approximate (4.17), with a product of factors
similar to (4.71). For the special case when φ = 0, φ = π + β and the problem of
a diffracted wave along a half circle according to Figure 4.11, we have for m = πβ
edges,


m
sin 1+π β
 2e−iπ/4 π 

 √
π
2πk 1 + β
cos
+
1
β
π
1+
(4.72)
π
for the hard component. By inspection we see that this expression is non-uniform
in the point β → 0. In [48], [49] and [50] more generally applicable coefficients has
been developed. However, with our knowledge, uniform coefficients, as β → 0, for
edges built up by flat faces has not yet been developed. Disregarding the lack of
a complete GTD-description of edge diffraction we want to compare (4.72) with
smooth surface diffraction. That is we want to compare (4.72) with
1/3 m
kρ
g
,
(4.73)
exp C1H,1 β
2
−2/3
1/3
where we used expression (4.15) and dt ρg
= βρg . We would like to show that
at least asymptotically, as β → 0,


π
1/3 sin
−iπ/4
β
kρg
1+ π

 2e
H,1
 − exp C1 β
∼ O(β 2 ),
 √
π
2
2πk 1 + β
cos
+
1
π
1+ β
π
(4.74)
4.3. NUMERICAL APPROXIMATIONS
85
Edge
β
ρg
ds
E inc
E inc
φ
φ
γ
E dif f r
Figure 4.11: Smooth surface diffraction approximated by edge diffraction for a two
dimensional circular geometry. That is, no geometrical spreading.
to get a second order scheme. Clearly there is no hope for this since the second
term depends on the radius of curvature, ρg , in the ray direction and almost by
definition there are no radius of curvature in the facetized geometry.
When we consider the two dimensional problem in Figure 4.11 we are also tempted, to be able to compute the radius of curvature approximately, to generalize the
following theorem to three dimensions. Let xi be the mesh points on a two dimensional curve x(t), then we state, which is straight forward to prove, the following
proposition:
Proposition 4.17. An approximation of the radius of curvature ρi in a mesh point
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
86
xi can be computed with
Intersectionρi xi+ 12 + ρi n̂i+ 12 , xi− 12 − ρi n̂i− 12
where xi± 12 =
xi±1 +xi
,
2
t̂i± 12 =
xi −xi±1
|xi −xi±1 |
and n̂i± 12 = t̂i± 12 (2), t̂i± 12 (1) .
However, we search an approximate formula for ρg on a meshed geometry along
the geodesic. In Proposition 4.17 we have assumed that mesh points coincide with
x(t) which does not hold, along the geodesic, in the three dimensional case. C.f.
Figure 4.10 for example. One can of course construct better schemes using more
triangle nodes, c.f. [12], to compensate for this but it will make the approximation
non-local which will be fatal for non-smooth surfaces. I.e. if there are true edges or
corners close to the triangle edge e, we will get an O(1) error in the approximate
scheme if there are no a priori knowledge about the discontinuities in the surface
derivative in the neighborhood of e.
As can be seen above, it is hard to design a numerical method with a flat
triangular mesh. One would need higher order triangular elements or, as in our
case, access to some additional information in the triangle nodes. We will therefore
analyze the numerical error, i.e. what order of convergence, that can be achieved
by using a second order interpolation scheme of the radius of curvatures given in
the triangle nodes.
We want to estimate the numerical error we do when we approximate the integral
in factor (4.17), that is
I(t) =
0
t
λ2/3 c2/3 (t )C1S,H,p dt ,
(4.75)
where 1/ρg = c. Let us approximate (4.75) with an integral over a straight segment
by using the interpolated curvature at the middle of two triangle jumps. As before
call the state vector [x, ẋ] (t) X(t). Let
m(X) = λ2/3 c2/3 (X)C1S,H,p ,
then by change of variables t → ξ1 , c.f. Figure 4.4, we can study (4.75) locally
I(ξ1 ) =
ξ1
ξ0 ;α0
λ2/3 c2/3 (ξ1 , ξ2 (ξ1 ), α(ξ1 ))C1S,H,p
∂t
dξ + O(h3 ),
∂ξ1 1
where (ξ2 (ξ1 ), α(ξ1 )) is given by the ODE with right hand side according to (4.39).
The interchanging of integration limits from X to y-space and Corollary 4.3 motivates the O(h3 )-term. As before we will study the numerical error as we integrate
an ODE instead, i.e.
∂t
= λ2/3 c2/3 (ξ1 , ξ2 (ξ1 ), α(ξ1 ))C1S,H,p ∂ξ
+ O(h3 ) =
1
2
m(ξ1 , ξ2 (ξ1 ), α(ξ1 )) + O(h ),
∂
∂ξ1 I
(4.76)
4.3. NUMERICAL APPROXIMATIONS
87
where we have used Lemma 4.14 to approximate ∂ξ1 t by 1 locally. Since we will try
to show local truncation error of O(h3 ) for I the O(h2 )-term will not bother us. If
we can estimate I − I, where boldface assign the exact solution, the global error
estimate will follow by applying Proposition 4.6.
We will first give some formulas from differential geometry that relate the surface
curvature to first and second order surface derivatives. Note that we have assumed
that second order surface derivatives are of O(1) in the ξ-system.
According to Euler’s theorem [51] we have, with arc length parameterization t,
that
(4.77)
c(ξ, α) = c1 (ξ) cos2 (β(ξ, α)) + c2 (ξ) sin2 (β(ξ, α))
where
β(ξ, α) = arccos(ẋ(t) · p̂)
(4.78)
and p̂ is the first principal direction defined below. Expression (4.77) can be simplified to
c = (ẋ · p̂)2 (c1 − c2 ) + c2 .
(4.79)
Let Nj (ξ) be the surface normal in a point ξ then we can define, with Einstein’s
summation convention,
à = xj,ξ1 ,ξ1 Nj = xj,1,1 Nj ,
B̃ = xj,ξ1 ,ξ2 Nj = xj,1,2 Nj
and
C̃ = xj,ξ2 ,ξ2 Nj = xj,2,2 Nj .
According to differential geometry [51]
Ã−c1 A
1A
1, cÃ−c
,
f
+
f
1
2
c1 B−B̃
1 B−B̃
p̂ = 2 2
Ã−c1 A
1A
1 + cÃ−c
+
f
+
f
1
2
B−B̃
c B−B̃
1
(4.80)
1
where (A, B, C) is defined in (4.40) and cj are the principal curvatures solving
c2j − 2
ÃC̃ − B̃
AC̃ − 2B B̃ + C Ã
cj +
= 0.
2
2(AC − B )
(AC − B 2 )
Hence we have for the two principal curvatures
%
2
&
ÃC̃ − B̃
AC̃ − 2B B̃ + C Ã
AC̃ − 2B B̃ + C Ã &
'
cj =
±
.
−
2(AC − B 2 )
2(AC − B 2 )
(AC − B 2 )
(4.81)
By inspection of c2 in (4.79) we see that c, and hence m, is not bounded by h. For
example, we know that
2
= 1 + O(h2 ),
A = 1 + f,1
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
88
B = f,1 f,2 = O(h2 ),
and
2
= 1 + O(h2 ),
C = 1 + f,2
then the first term in c2 will be
AC̃
1 + O(h2 )
f
= ,2,2 + O(h2 ),
= 2
2
2(AC − B )
2
2 )(1 + f 2 ) − (f f )
2 (1 + f,1
,1 ,2
,2
since
C̃ = [0, 0, f,2,2 ] ·
∂
∂
[ξ1 , ξ2 , f (ξ1 , ξ2 )] ×
[ξ1 , ξ2 , f (ξ1 , ξ2 )]
∂ξ1
∂ξ2
= f,2,2 .
Hence, (4.79) and therefore also the right hand side of (4.76), is as we suspected of
O(1).
Now we are prepared for the proposition concerning local truncation error for
the numerical approximation of equation (4.76).
Proposition 4.18. Let c(ξ, α) = c(y) be the O(h2 ) interpolated surface curvature
in y and
m(y) = λ2/3 c2/3 (y)C1S,H,p .
Choose a coordinate system such that the point ξ (0) = [0, 0] coincide with an edge
and such that α(0) = 0. Then we have I(ξ (0) ) = I (0) = O(h3 ) according to Corollary 4.3. Assume that we use Method 4.8 to compute ξ (1) which coincide with the
following edge which the approximate geodesic cross. At ξ1 = O(h) we have that
the modified midpoint rule
(1)
ξ1
(1/2)
(1)
(0)
, 0, 0 = O(h2 ) + ξ1 m ξ1
, 0, 0 ,
(4.82)
I = I + ξ1 m
2
introduce an O(h3 ) local truncation error when used on
∂
I = m(ξ 1 , ξ 2 (ξ 1 ), α(ξ 1 )),
∂ξ 1
(4.83)
where
y = [ξ 1 , ξ 2 (ξ 1 ), α(ξ 1 )] ,
is the exact solution.
(1)
Proof. Taylor expand I(ξ 1 ) around the origin. We then get by Corollary 4.3
(1)
(1)
I(ξ 1 ) − I(0) + O(h3 ) = ξ 1
2
(1)
(
(
ξ
(
1
∂ 2 I ((
∂I (
+
+ O(h3 ).
∂ξ 1 (ξ1 =0
2
∂ξ 21 (ξ1 =0
(4.84)
4.3. NUMERICAL APPROXIMATIONS
89
(1)
Similarly we can Taylor expand ξ 1 m(ξ 1 /2, 0, 0) around the origin and get, by
using (4.83),
(1)
ξ1 m
(1)
ξ1
2
, 0, 0
(1)
= ξ1
2
(1)
(
(
ξ
(
1
∂ 2 I ((
∂I (
+
+ O(h3 ),
∂ξ 1 (y=0
2
∂ξ 21 (y=0
(4.85)
(1)
where we assumed that m(ξ1 /2, 0, 0) has been found by an O(h2 )-scheme. By
computing the difference between (4.84) and (4.85) we get that the truncation
error of (4.82) is of O(h3 ).
Since the dominating error comes from the α update in the coupled ODE-system
 ˙ 
ξ1
 ξ˙2 


 α̇  = H(ξ, α, t)
(4.86)


 ṫ 
I˙
we have the following Corollary for the global error.
Corollary 4.19. The numerical error when estimating factor (4.17) with the modified mid point rule is of O(hν )λ−1/3 , where ν is shown to be equal to 1 in Section 4.3.3.1.
Proof. X in Proposition 4.6 is in our case
T
X = [ξ1 , ξ2 , α, t, I] .
Because of the remark after Proposition 4.6 and Proposition 4.9 the error follows
by Taylor expansion of the exponential function in factor (4.17).
4.3.4.2
Geometrical Spreading
The geometrical spreading is contained in factor (4.18), c.f. Figure 4.12. In words it
tells us how the distance between two neighboring rays on a generalized wave front,
has changed as they pass from one shadow line part to another (c.f. Q1 → Q2 in
Figure 4.1. We are going to simplify the analysis by
Assumption 4.20. We assume that we can compute the arc length distance between
two exact neighboring rays, along a common wave front, with an O(h2 )-scheme.
Without this assumption we would need to analyze the algorithm we use to
compute the distance between markers, generally not on the same triangle but
on the same wave front, which is out of the scope in this analysis. Similarly for
simplicity, we are going to assume that the final projected point Q2 for the exact
solution will be on the same triangle as the approximate point Q2 . The assumption
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
90
δt
Dipoles
Receiver In Far Field
∆η(j, j + 1)
1
x(j)
Shadow Line
Ejinc
inc
Ēj,j+2
∆η(j + 1, j + 2)
Surface Diffracted Ray
x(j + 1)
Interpolation x(j + 2)
∆η(j, j + 2)
inc
Ej+2
inc
Ej+4
Plane Wave
Shadow Line
Figure 4.12: Schematic picture to illustrate variables or data used to interpolate
and finally integrate the field in the monostatic direction.
above seems not to be consistent with Theorem 4.16. However, as we will see in
the numerical experiments, Corollary 4.13 and/or expression (4.55) seems to induce
second order convergence which will justify the assumption.
Call the exact arc length between two neighboring rays, xk and xk+1 , along the
initial wave front, ∆η k (Q1 |Q2 ). We need to know the error when we approximate (4.18) as
∆η k (Q1 )
≡ S(∆η k (Q1 ), ∆η k (Q2 )) = S(d1 , d2 (d1 )),
∆η k (Q2 )
(4.87)
where we introduced S as a short hand notation for the square root and d1 and
d2 for the finite distances. We assume that S(d1 , d2 (d1 )) may be Taylor expanded
lim
∂η(Q1 )→0
∂η(Q1 )
≈
∂η(Q2 )
4.3. NUMERICAL APPROXIMATIONS
91
around d1 to get
S(0, 0) = S(d1 , d2 (d1 )) − d1
(
∂S
∂S ∂d2 ((
+
+ O(d21 ).
∂d1
∂d2 ∂d1 (d1 =0
The use of approximation (4.87) will introduce an error that is proportional to
d1 = ∆η k (Q1 ),
i.e. inversely proportional to the density of the rays along the initial wave front.
We realize, having assumption 4.20 in mind, that the error in the numerical
estimation of factor (4.18) is of the same order as the error in approximation (4.87).
The numerical error when estimating factor (4.18) with the help of an algorithm
defined later in Section 4.4.2.2, using a ray density that is proportional to 1/h where
h is the characteristic element size, is then
∂η(Q1 )
+ O(h).
(4.88)
lim
S(d1 , d2 (d1 )) =
∂η(Q2 )
∂η(Q1 )→0
As mentioned in the introduction to this chapter, are the ODEs for the geodesics
not unique in ξ-space. Hence, the rays may cross and the geometrical spreading
factor can become infinite and the wave front will collapse. The analysis of the
field in such points is beyond the scope of this presentation. However, engineering
rules say that the field make a phase shift as it passes through such crossing point.
We refer to [31] and [34] on this subject. However, we note that since we use wave
front construction techniques we are able detect points where the wave front will
collapse, since neighboring rays will change position on the wave front. With this
knowledge we can apply the proper phase shift to the field.
4.3.5
Integration
The method that we are going to use to compute the scattered field is sometimes
referred to the Equivalent Current Methods (ECM). We refer to [52], [53] and [54]
and we do not claim that there is any mathematical rigour in our presentation
below.
By inspection one see, with notation as in expression (4.15), that with j > 1,
S|H,j
−Re(C1H,1 ) > −Re(C1S,1 ) > −Re(C1
),
hence for relatively large propagation distances it suffices to study the contribution
from the first hard term in expression (4.14). Let us therefor drop the superscript
H below.
To be able to write down the total smooth surface diffracted field into a specific
direction, specified by the two Euler angles (θ, φ) we need to define the unit vectors
in the spherical polar coordinate system and know how they are transformed under
92
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
rotation. Let (ê1 , ê2 , ê3 ) be the Cartesian unit vectors. The polar unit vectors are
then
r̂(θ, φ) = ê1 sin θ cos φ + ê2 sin θ sin φ + ê3 cos θ
θ̂(θ, φ) = ê1 cos θ cos φ + ê2 cos θ sin φ − ê3 sin θ
(4.89)
φ̂(θ, φ) = −ê1 sin φ + ê2 cos φ.
Under the unitary rotation [ê1 , ê2 , ê3 ] → [ê1 , ê2 , ê3 ], where the Cartesian coordinates
transforms as


  
ê1 ê1 ê1 ê2 ê1 ê3
x1
x1
(4.90)
x =  x2  =  ê2 ê1 ê2 ê2 ê2 ê3   x2  = Rx x,
x3
ê3 ê1 ê3 ê2 ê3 ê3
x3
the polar polar coordinates E = (Er , Eθ , Eφ ) transforms as
 



r̂Rx r̂ r̂Rx θ̂ r̂Rx φ̂
Er Er
E =  Eθ  =  θ̂Rx r̂ θ̂Rx θ̂ θ̂Rx φ̂   Eθ  = RE (θ, φ)E.
Eφ
Eφ
φ̂Rx r̂ φ̂Rx θ̂ φ̂Rx φ̂
4.3.5.1
(4.91)
The Infinitesimal Magnetic Current and Its Radiation
The electric far field from an infinitesimal magnetic dipole directed along the
Cartesian ê3 -axis, c.f. [26], is in polar coordinates
4
4
3
3
−iδM sin θ
−ikIm δt sin θ
f ar
, 0 = lim 0,
,0 ,
(4.92)
Ezdip (θ) = lim 0,
r→∞
r→∞
2rλ
4πr
where δM = Im δt is the magnetic dipole moment, Im the current in the dipole
and δt the length of the dipole. By setting either polar coordinates or Cartesian
coordinates in the argument we indicate whether the vector is given as a polar- or
Cartesian vector. We see that asymptotically there are only a θ̂-directed component
and this also holds if the dipole is moved a finite distance from the origin. It can
be shown that the electric field propagating in the direction
P̂ = [sin θ cos φ, sin θ sin φ, cos θ] ,
from a magnetic dipole, oriented along m̂ and positioned in x0 , is
ar
ar
Efdip
(θ, φ) = RE (θ, φ)Efzdip
(arccos P̂ · m̂ )eikx0 ·P̂
−iδM sin arccos P̂ · m̂
= eikx0 ·P̂ RE [0, 1, 0] lim
r→∞
2rλ ikx0 ·P̂
f ar
r̂Rx φ̂, θ̂Rx φ̂, φ̂Rx φ̂ E∞ P̂ , m̂
= e
f ar
P̂ , m̂
= eikx0 ·P̂ 0, θ̂Rx φ̂, φ̂Rx φ̂ E∞
f ar E
P̂ , m̂ ,
= eikx0 ·P̂ 0, pE
θ , pφ E∞
(4.93)
4.3. NUMERICAL APPROXIMATIONS
93
where RE is defined according to (4.91) with
[ê1 , ê2 , ê3 ] = m̂⊥ , m̂ × m̂⊥ , m̂ ,
and m̂⊥ is any unit vector orthogonal to m̂. Above we have used the exp (−iωt)convention. The exponential factor therefore give us the proper phase shift when
the dipole is not positioned in the origin but in x0 .
The electro-magnetic field far from a dipole behaves locally as a plane wave, e.g.
the electric and magnetic field components are orthogonal. By using Z, the intrinsic
wave impedance defined in Chapter 1, and by transforming the polarization of the
H-field,
E
θ̂
+
p
φ̂
× P̂ ,
p̂H = pE
θ
φ
into polar coordinates we get
f ar
f ar
P̂ , m̂ P̂ , m̂ E∞
E∞
ar
H
0, p̂H θ̂, p̂H φ̂ = eikx0 ·P̂
0, pH
(θ, φ) = eikx0 ·P̂
Hfdip
θ , pφ ,
Z
Z
(4.94)
as the magnetic far field.
As mentioned previously, we are only going to present this analysis for the
hard component, or hard surface ray mode, of the smooth surface diffracted field.
Referring to [54], this ray mode propagate an electric field orthogonal to the so
called binormal
ẋ × ẍ
,
b̂ =
|ẋ × ẍ|
of the geodesic curve x(t), and a magnetic field that is parallel to the binormal.
We are going assume that the torsion is neglectable, i.e. the binormal can be
approximated with b̂ = n̂ × x̂, where we assumed that the surface is uniquely convex
and that the surface normal n̂ is pointing in the convex direction. The reason
for calling the mode hard is that the magnetic field asymptotically fulfills a hard
boundary condition, c.f. acoustic boundary conditions, ∂n b̂H = 0 at the surface.
We are going to make the following assumption.
Assumption 4.21. Assume that, when the far field is computed, the hard component propagated along the geodesics may be replaced by a magnetic current, or
infinitely many infinitesimal magnetic dipoles, directed along the shadow line. The
amplitude of the current in the dipoles are set so that they radiate, c.f. expression (4.92), with the same strength and phase as the smooth surface diffraction
formula predicts in the ray direction. I.e. the currents are calibrated so that the
radiation is consistent with GTD in one radiation direction. However, when we
integrate the currents, c.f. expression (2.17), the currents will of course scatter in
all directions.
For some problems the assumption above is totally consistent with GTD. If we
for example consider the problem in Figure 4.1 for the mono-static case. All rays
94
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
along the shadow line, i.e. infinitely many, will contribute to the scattered field. The
tot
smooth surface diffraction contribution Essd
can asymptotically be computed by
subtracting the reflected (Geometrical Optics) field from the total, asymptotically
computed, scattered field. Equivalent currents can now be set along the shadow
tot
in the far field. A
line so that they will radiate with the same strength as Essd
similar method can be applied to an infinitely long cylinder. However, the currents
are calibrated on canonical problems, so to apply them to general scatterers and
non-ray directions needs to be justified by numerical experiments, measurements
or mathematical analysis. Numerical justifications can be found in for example [52]
and [53] and measurements in [55]. Parts of the mathematical analysis in the
literature concerns a stationary phase evaluation of (2.17) for a problem where
only one GTD-ray contribute. It is then shown that the integral asymptotically
reproduce the GTD-solution.
The magnetic far field from a smooth surface diffracted ray, originating from
the first hard surface ray mode, leaving the smooth surface at x0 , can the be shown
to be
Q2
2π
f ar
h
(Q1 )D1H (Q1 ) exp −i
1 + σ1H (t ) dt
Hssd (θ, φ) = lim b̂Einc
r→∞
λ Q1
exp (ikx0 ·P̂ )
∂η(Q1 ) H
ρ
· r(ρ+r)
0,
b̂
θ̂,
b̂
φ̂
(4.95)
D
(Q
)
2
∂η(Q2 ) 1
Z
ρ
∂η(Q1 ) T (λ) exp ikx0 · P̂ ≡ lim
0, b̂θ̂, b̂φ̂ ,
r→∞
r(ρ + r) ∂η(Q2 )
Z
where the phase factor compensate for moving Q2 to the origin and where φ̂ and θ̂
are computed in the (θ, φ)-direction.
The field from a magnetic line source aligned with the ê3 -axis can be shown to
radiate according to
3
π 4
Im ei 4
f ar
(4.96)
Hssd (θ, φ) = lim 0, 0, √
exp ikx0 · P̂ .
r→∞
Z λr
If we apply (4.95) to the mono-static problem of the scattering by an infinite cylinder, where the plane wave propagate orthogonally to the cylinder axis, we realize
that the wave front curvature of the smooth surface diffracted field will be zero. I.e.
if we let the radius of curvature tend to infinity before we let the distance r → ∞
the attenuation factor becomes
ρ
1
= lim
.
(4.97)
lim lim
r→∞ ρ→∞
r→∞
r(ρ + r)
r
The order which we take the limits is not set by anything that we have presented
up until now so from a mathematical point of view the order is arbitrary. However,
if we want that the smooth surface diffracted field should behave as a magnetic line
4.3. NUMERICAL APPROXIMATIONS
95
source according to (4.96) the order chosen in (4.97) is the proper one. Then if we
equalize (4.96) to (4.95) for the cylindrical case and φ-polarization we can solve for
Im and get
√
π
∂η(Q1 )
.
(4.98)
Im = λT (λ)e−i 4
∂η(Q2 )
By combining (4.98), (4.92) and (4.94), a fraction δt of the smooth surface diffracted
wave front, will radiate according to
arccos P̂ · b̂
∂η(Q1 ) ar
√
∂Hfdip/ssd
0, b̂θ̂, b̂φ̂ ,
(θ, φ) = δte
∂η(Q2 )
2Z λ
(4.99)
where we suppressed the 1/r dependence. In the next section we will show how to
sum up the contribution from all infinitesimal magnetic dipoles along the shadow
line. Remark that by transforming the ray representation of the Smooth Surface
Diffracted field to a current representation in (4.98) we see that a λ−1/2 has shown
up in the scattered field. That is, in caustics, where the entire wave front may
contribute to the scattered field, the scattered field does not drop of with frequency
as fast as in non-caustic cases.
” T (λ) sin
“
2πx0 ·P̂
i
− 3π
λ
4
4.3.5.2
The Integration of the Field
We will now show how to integrate over the dipoles exemplified in Figure 4.12. The
a priori assumption will be that the arc length computation along the shadow line,
already mentioned in assumption 4.20, will fulfill our needs of accuracy so that we
achieve second order accuracy when using the Trapezoid Rule in the arc length
space. To distinguish between the arc length parameterization of the shadow line,
along which we will integrate, and the arc length parameterization of a geodesic
ray, let us call the geodesic ray for x(s) = xs and the shadow line x(t) = xt .
Let δt be an infinitesimal distance along the shadow line and let Hj (θ, φ) be
the scattered field from the ray xsj into direction (θ, φ). Assume that we have
a O(h−1 ) density (c.f. expression (4.88)) of the rays. By linear interpolation,
between rays in t-space, we introduce an O(h2 ) error as we compute the dipole
currents Im over small elements, let us say of length O(λ/10), centered in the
points xsj,k , k = 1, . . . nj . Each element (j, k) radiate a magnetic field according
to (4.99). Call the distance between two neighboring points xtj,k and xtj,k+1 δtj,k
and assume that N rays arrives at the shadow line. The total radiated magnetic
field, assuming a closed wave front, into the direction (θ, φ) is then
Htot (θ, φ) =
T
∂H(θ, φ, t) =
0
nj
N j=1 k=1
Hj,k (θ, φ)
δtj,k−1 + δtj,k
2
.
(4.100)
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
96
For later reference we just mention that it is straight forward to extract the
wave length dependent parts from (4.100) by taking
(θ)
(θ)
(θ)
(θ)
log Hj,k (θ, φ, λ) = Aj,k (θ, φ, λ) + aj,k (θ, φ, λ)Bj,k (θ, φ)
(φ)
(φ)
(φ)
(φ)
log Hj,k (θ, φ, λ) = Aj,k (θ, φ, λ) + aj,k (θ, φ, λ)Bj,k (θ, φ),
(4.101)
θ|φ
where Bj,k contain the major computational complexity. I.e. we need to compute
the shadow line and the geodesic curve to be able to evaluate them. This enables
us to make a more efficient algorithm when it comes to implementation and looping
over frequencies.
4.3.6
Total Error
Disregarding the numerical error in expression (4.19), each term in the double sum
contain three numerically computed factors. According to expressions (4.70), (4.88)
and Corollary 4.19 we can write each term in the double sum in (4.100) as
δtj,k−1 +δtj,k
·
∂Hj,k (θ, φ)
2
(4.102)
(j,k)
(j,k)
(j,k)
µ
F1 (λ) (1 + O1 (h , λ)) F2 (λ) (1 + O2 (hµ , λ)) F3
+ O3 (h) ,
where ∂Hj,k has been defined correspondingly and we indexed the notation for the
attenuation factors introduced in expression (4.16) to (4.18). At first sight it seems
that the third error factor, for µ > 1, dominate the error as we decrease λ and h
correspondingly. However, by inspecting the λ dependence in F1 and F2 , letting
δt = O(λ), h = O(λδ ) and use expression (1.27) we can build the following error
table for sufficiently small λ:
F1
F2
F3
max(F1 , F2 , F3 )
Integral
υ=2
O(λδ−1 )
1
O(λδ− 3 )
O(λδ )
O(λδ−1 )
O(λδ−1 )
υ=3
O(λ2δ−1 )
1
O(λ2δ− 3 )
O(λδ )
O(λ2δ−1 )
O(λ2δ−1 )
(4.103)
Where we have chosen υ as the local error in the ODE-solver given in Method 4.8
and Integral assigns the total numerical error in (4.100).
More generally for a local error of γ we realize that if we want to integrate over
O(1/λ) infinitesimal dipoles according to expression (4.100), we are only allowed
to have a mesh which fulfill
δ(γ − 1) − 1 ≥ 0,
i.e. the element size should fulfill
1
h ∼ O(λ γ−1 ),
4.4. IMPLEMENTATION
97
to get a non-increasing error as we increase the frequency. If we choose to fulfill the
equality sign we must assure by numerical test that the error for a moderate wave
length is sufficiently small.
4.4
Implementation
In this section we are going to present the key constituents of our implementation. Some components of the implementation have support in the analysis done in
Section 4.3 other components are just inventions that seems to work satisfactory.
We have developed and implemented the wave front solver in Fortran 90. Imagine that we have a mathematically exact representation of the geometry. Let us
call this representation the true geometry. The true geometry is represented both
with triangle data structure and a NURBS (Non-Uniform Rational B-Splines) data
structure. We use the same data structure for the triangles as in [16] and we build
the hybrid geometry by picking data from the NURBS data structure present in a
GTD-solver called MIRA, c.f. [17] and [19]. Since we use routines from MIRA to
check for occlusion we refer the reader to [19] for presentation of these algorithms.
As discussed in Section 4.3.1 we will assume that the geometry, or the scatterer,
is meshed with a surface curvature sensitive meshing.
Our wave front solver can only treat bodies which, when they are meshed, only
have edges that is shared by exactly two triangles.
The surface patches of the scatter is provided via a well defined file-format.
The file is built from a geometrical data base defined in a software product called
CADfix® designed to translate and repair engineering product data [56]. In MIRA
a surface is defined by its shape given by NURBS parameterized with (u, v) ∈ Ω,
where
Ω := {(u, v) : 0 ≤ u ≤ 1, 0 ≤ v ≤ 1}.
The surface, or the material, does not always exist though in the entire Ω but
only inside of closed, so called, trim curves defined in Ω. Inside is defined with
the help of the orientation of the trim curve. If there are no other trim curves
in the exterior to a trim curve then we will assume that its representation in IR3
coincide with another trim curve’s, defined in another surface patch, representation
in IR3 . The word coincide should though be interpreted as close within a tolerance
since the two trim curves have two different representations and are not the same
curves mathematically speaking. In the wave front solver we have access to curve
pointers and surface pointers making it possible to compute geometrical quantities
in any point. We may for example compute how smooth the transition between
two surfaces are. Below we will speak of G0, G1 and G2-points which the surface
rays passes trough. That is, the classification of a point in a surface depends not
only on which point it is but also in which direction the ray go through the point.
Differently stated it is the point in the phase space, introduced in the introduction,
that we classify according to below:
G0 The ray through a G0-point is continuous.
98
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
G1 The tangent ẋ(s) to a ray going through a G1-point is continuous. A G1 point
is also G0.
G2 The curvature c(s) = ẋ(s)×ẍ(s)
to a ray, going through a G2-point, is continu|ẋ(s)|3
ous. A G2 point is also G1.
Remark that ẋ(s) is not uniquely defined in a G0-point. C.f. an edge, built by
two faces, where the surface derivative at the edge depends on which face we use
to define it with. We assume that all points in phase space with (u, v) off the trim
curves are G2. A trim curve that describe a boundary between two surfaces with
all its phase space points, where the directions are non-tangential to the trim curve,
in G0 but not in G1 is referred to a true surface edge.
In the presentation of the implementation below we will mention the most relevant and crucial parts of the wave front solver. Especially we will focus on the
algorithms that achieve the proper level of accuracy and produce unique solutions
(robust algorithms).
Below we will speak of smooth shadow lines, having its representation in both
parameter space and in IR3 , and polygonal shadow lines only having a representation on the facet geometry. Given a plane wave illumination with a Poynting’s vector k̂ the smooth shadow lines divide the illuminated parts from the non-illuminated
ones.
In the present implementation we have focused on finding four types of smooth
surface diffracted rays. Initially the rays belongs to an initial wave front that are
1. Edge excited: The initial wave front coincide with a true surface edge.
2. Shadow line excited: All points in the initial wave front are G1.
For the edge excited wave fronts either one or both of the surfaces defining the edge
can be illuminated.
The field associated to a marker or a ray will contribute to the scattered field if
it reaches an illuminated edge, or a shadow line which is not occluded. Hence there
are four categories of wave fronts.
1. Shadow line → Shadow line
2. Shadow line → Illuminated true surface edge
3. Illuminated true surface edge → Illuminated true surface edge
4. Illuminated true surface edge → Shadow line.
GTD predict of course other asymptotic phenomenons but from an asymptotic
point of view these are the strongest ones. For specific applications and scatterers
it is hard to say a priori which ones that contribute the most to the scattered field.
According to the discussion in the introduction, the wave front propagation
problem is well posed if F and G is Lipschitz continuous in ΩF and ΩG . Since we
4.4. IMPLEMENTATION
99
search shadow lines and propagating wave fronts on a facet approximation of the
true geometry we should analyze the well posedness of this problem also. However,
to avoid this quite complicated problem we will justify our method by noting that
as long as the problem with the true geometry or true problem is well posed then
it is correct to design a numerical method that predict unique solutions. When the
true problem contain edges or corners, i.e. G is not Lipschitz continuous, then we
must adjust our numerical method on faceted geometry so that it mimic the rules
for the true problem predicted by GTD. We will exemplify this in Section 4.6.
4.4.1
Data Structure
When we search initial wave fronts, on shadow lines and true surface edges, and
propagate markers on the faceted geometry we need surface normals, surface curvatures and principal directions (geometrical quantities) to get the proper order of
accuracy as seen previous sections. To be able to compute these, we need geometrical information for the triangle edges and triangle nodes. The data structures
storing the geometry information are exemplified in Figure 4.13. When the data
structure for the geometry is set, we are able to compute geometrical quantities and
link these to the triangles. Remark that these links are not trivial to build since we
do not demand that the scatterer is smooth. When the geometrical quantities for
each node in a triangle are stored we can do second order interpolation in a linear
Lagrange triangle of the geometrical quantities.
To be able to design efficient and well traceable algorithms for the wave front
propagation we need to store the fronts in a dynamic and well organized data
structure. For each plane wave excitation we dynamically allocate a list of so called
wave sheets. The structure of a wave sheet is presented in Figure 4.14.
4.4.2
Algorithms
The main objectives we had when we designed the solver was to separate three
building blocks. Namely
1. Data structure for geometry.
2. Computations of wave fronts.
3. Computation and integration of scattered fields.
Since these blocks are well separated, block 1 can be called outside the loop over
excitations and block 2 can be called outside the loop over frequencies. In figure 4.15
we present an overview of the algorithm.
4.4.2.1
Creation of Initial Wave Fronts
An initial wave front either coincide with a true surface edge or a shadow line and
they are constructed in GetShadowlines referred in Figure 4.15.
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
100
•
···
&
Triangle Node
Triangle Edge
Triangle Index
Node Index
Surface Name
Surface Pointers
Curve Pointers S2
5
S1
36
Triangle
Geometry
Surface Pointer
For each node:
4
Surface Normal
Principal Curvatures
Principal Directions
Node Geometry Pointers
Surface Pointers
Continuity number
6
Node Geometry
Position in IR3
2
S3 Position in IR
Position in IR
Principal directions
Principal curvatures
Surface normals
Edge curvatures
Edge tangents
Figure 4.13: Above we see an illustration of the geometrical data structure stored
for, in this example, a cube. Initially, in the solver, we build the node geometry
telling us where the triangle nodes are positioned: At the end points of a trim
curve, on a trim curve but off the endpoints or finally on a surface but off the set of
trim curves. In the node geometry we store pointers to the trim curves and surfaces
associated to the node. Node 6 in the illustration, is on the end point of a trim curve
and for this type of corner 3 curve pointers and 3 surface pointers are stored. After
the node geometry is built we build the node geometry. It contains node position in
IR3 , in parameter surface space IR2 and in parameter trim curve space IR. Principal
directions and curvatures together with surface normals, edge curvatures and edge
tangents are also stored in the node geometry. When the node geometry is built we
can complement the node geometry with a matrix telling us the level of smoothness
between surfaces associated to the trim curve end point, trim curve or interior node.
For node 6 it is a 3 by 3 matrix. Finally we obtain the main data structure for
triangles enabling us to do linear interpolation of principal directions and curvatures
and surface normals. The nodes associated to triangle 36 have one surface common,
S1, and hence the normals and principal directions/curvatures for this surface S1
(at the node points) are stored in the data structure for triangle 36.
4.4. IMPLEMENTATION
List of wave sheets:
101
WaveSheet 1
WaveSheet 2
WaveSheet 3
Interpolation:
WaveFront
Data 1
WaveSheet 1
Data 2
Data
Data
Nil
Marker
Data
Data
Data
Data
Data
Data
Data
Data
Data
Data
Data
Data
Data
Data
Data
Data
Data
Nil
Nil
Data
Data
Nil
Nil
Data
Data
Figure 4.14: The dynamically allocated data structure for one exciting wave. In this
example (WaveSheet 1) four wave fronts are stored. When a wave front is moved
the previous front is stored in a linked list called a wave sheet. Each wave front
consist of a linked list where each element represent a marker on the wave front
containing a set of data. Above we see that wave front 1, for example, contain 3
markers and wave front 2 contain 4 markers. The data stored at the marker level is
the Incoming Electric field E at the initial front, how much it is attenuated D, the
position x, the direction the marker is moving p, the distance it has moved along
the ray s1 , the distance to one of its neighbors s2 and which on which triangle it is
positioned on. Finally it contain information if it has reached a shadow line and if
it is a direct off spring from a marker in the initial wave front (i.e. not introduced
by interpolation). Note that not all data has to be applicable for all markers. The
list of wave sheets is an allocatable and it is deallocated for each new excitation.
102
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
call ReadProblem()
call AllocateNURBSGeometry(MyScene)
call AllocateTriangleGeometry(Triangles)
call BuildGeometry(Geometry)
EXCITATIONLOOP: do jj=1,NumberOfExcitation
call GetShadowlines(Shadowlines)
call AllocateListOfWaveSheets(Shadowlines,LOWS)
DISTRIBUTELOOP: do ll=1,NrOfShadowLines
nullify(WaveFrontSheet)
call GetFront(ShadowLines,ll,WaveFront)
call AddFront(WaveFrontSheet,WaveFront)
LOWS(ll)%Sheet=>WaveFrontSheet
call ImproveDiscreteShadowLine(WaveFront,ll)
end do DISTRIBUTELOOP
FRONTLOOP: do jj=1,NrOfShadowLines
WaveFrontSheet=>LOWS(jj)%Sheet
call GetFront(WaveFrontSheet,WaveFront)
MOOVELOOP: do while (.not.ReachedSadowLine)
call MoveFront(WaveFront,ReachedSadowLine)
call Interpolate(WaveFront)
call AddFront(WaveFrontSheet,WaveFront)
end do MOOVELOOP
end do FRONTLOOP
call ComputeDivFactor(WaveFrontSheet)
INTEGRATIONLOOP: do ll=1,NrOfShadowLines
WaveFrontSheet=>LOWS(jj)%WFL
FREQUENCYLOOP: jj=1,NumberOfFrequencies
call ComputeScatteredField(WaveFrontSheet)
call PrintField(WaveFrontSheet)
end do FREQUENCYLOOP
end do INTEGRATIONLOOP
call Deallocate(LOWS)
end do EXCITATIONLOOP
call Deallocate(MyScene,Triangles,Geometry)
Figure 4.15: Algorithm for the front solver.
4.4. IMPLEMENTATION
103
Let us introduce some simple definitions to investigate the success and robustness of the algorithm presented below. A Shadow Line Triangle Edge (STE) candidate is an edge where exactly one of its associated triangles are illuminated, i.e.
the scalar product between the triangle normal and the Poynting’s vector is negative, and the other triangle is non-illuminated, i.e. the scalar product between the
triangle normal and the Poynting’s vector is positive. A Shadow Line Surface Edge
(SSE) candidate is an edge which coincide with a true surface edge. Note that no
occlusion is taken into account in these definitions.
Call the nodes, to shadow line triangle edge candidates and shadow line surface
edge candidates, that build simply connected graphs, Initial Wave Front (IWF)
candidates. With a Simply Connected Graph (SCG) we mean that exactly two
edges share a node accept for graphs which are open where the end point nodes are
allowed to be connected to only one edge.
The success of the method that we will use to approximate (4.12) depends on the
well posedness of the true shadow line problem and the stability of the approximate
problem. Our numerical experience say that there are meshes that will produce
graphs that are not simply connected. However we have removed these anomalies
by changing the scalar product sign for triangles with neighbors that have a different
product sign. E.g. if triangle T is illuminated, and therefore have scalar product
less than zero, and all its three neighbors has a scalar product larger than zero
then we flip the sign for triangle T and consider it as non-illuminated. We have no
rigorous proof that all anomalies will be removed with these logical tests but we
have yet not seen it fail. This empirical conclusion needs of course to be investigated
further in future work.
For initial wave front candidates that are built up by SSE-candidates we can
make sure that the graphs are simply connected if we see to that all nodes in a
SSE-IWF candidate points to the same trim curve.
The routine GetShadowlines is built up by a number of algorithms. Initially
we store, in a linked list L, the triangle edges that are candidates to coincide
with the shadow line or coincide with true surface edges. Only the true surface
edge candidates that are non-occluded by the NURBS-geometry are stored. The
occlusion test for the shadow line candidates is postponed to later.
As we saw in the introduction to this chapter, we have at least for a sufficiently
smooth scatterer (all derivatives in F exist), existence of a unique shadow line if a
Lipschitz condition is fulfilled.
Having the assumption above in mind we generate an ordered number of markers
along the shadow line with the following algorithm.
1. Pick one edge E1 from the list L, remove this element from L and add the
element to a list l.
2. Search in the triangle data base, in a clock wise sense, with one of the nodes
of E1 in the center (c.f. Figure 4.16), after next shadow line candidate E2
that are of the same type as in 1 (STE/SSE).
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
104
3. Find E2 in L and repeat 1.
4. Repeat until no neighbors found. Then save l as either a STE-IWF or SSEIWF in a WaveSheet (c.f. Figure 4.15 and 4.14).
Edge 3
4
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Edge 2
000000000000000000000
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• Rotation Triangle
000000000000000000000
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2
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00
11
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00Shadow
11
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00
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00
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Edge
1
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Non-Shadow
000000000000000000000
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Nodes
1
Figure 4.16: Algorithm to generate a discrete number of ordered markers along a
shadow line. By searching in clock wise sense after STEs at each node we get a
demarcation polygon between shadow and non-shadow.
After all the graphs of Initial Wave Front candidates are stored we increase the
accuracy of the STE-IWF’s by running a Conjugate Gradient algorithm [19] in
parameter space minimizing (4.5). As initial conditions for the CG-solver we use
the position of the edge nodes in parameter space stored in the geometry data
structure (c.f. 4.13). Since the edge nodes coincide with the curved embedding
geometry no projection is needed and therefore no error is introduced in this step.
After a stationary point is found in the CG-solver we check for occlusion of the
refined STE-IWF candidates and split the STE-IWF and SSE-IWF candidates if
they are partly occluded. Finally we project the STE-IWF markers back to the
faceted geometry.
4.4.2.2
Interpolation
In the subroutine Interpolate we add new markers so that a satisfactory density
is reached. Since the markers are in IR5 ((x, n̂)-space) we have two interpolation
conditions. If the distance in |xj − xj+1 | is larger than a threshold or if n1 · n2 is
smaller than another threshold. The position of the new marker is found with the
following algorithm.
Let marker xj belong to triangle T (j,0) propagating in direction nj and similarly
let xj+1 belong to triangle T (j+1) propagating in direction nj+1 . Now we want to
find a point xj,j+1 on the meshed geometry that is, in some sense, in the middle of
xj and xj+1 .
4.4. IMPLEMENTATION
105
Our algorithm rests on the assumption that the interpolated marker should be
positioned on a geodesic line between marker xj and xj+1 . Since we believe that
it would be to expensive to find the geodesic line, with for example the algorithm
presented in section Front Propagation below, we have invented an algorithm that
produce an approximate geodesic line. Differently stated, when we form the polygonal line between xj and xj+1 we try to make cg (at least point wise, c.f. discussion
on page 69) as small as possible.
Let p(0) = xj+1 − xj,0 and nsj,0 be the first order interpolated surface normal
in xj,0 . Define a plane P (j,0) with the same normal as the triangle T (j,0) has and
another plane Pj,j+1,0 with the normal nsj,0 × p(0) . Also define a direction t̂0 as
the vector parallel to line that the intersection between the two planes P (j,0) and
Pj,j+1,0 build. The interpolation algorithm now reads as follows.
1. Project the point xj,0 to the triangle edge of T (j,0) along t̂0 . Call this point
xj,1 .
2. Jump to neighboring triangle T (j,1) and build p(1) , nsj,1 and t̂1 correspondingly.
(middle)
3. Go to 1 until there is a point xj,j+1
along the approximate geodesic line
that fulfill
(middle)
(middle)
|xj − xj,j+1 | = |xj+1 − xj,j+1 |.
(middle)
Call the triangle that host xj,j+1
(middle)
4. Build the wave front normal nj,j+1
metic mean
4.4.2.3
nj +nj+1
2
onto
(middle)
, Tj,j+1
.
by least square projection of the arith-
(middle)
Tj,j+1 .
Shadow Line Representation
Since flat surfaces may exist will the maximum triangle edge length only be partly
controlled by the engineer, i.e. the STEs can not be used for stopping criteria.
Therefore to have an accurate stopping criteria for category 1 and 4 mentioned in
the introduction to Section 4.4 we create a more dense polygonal representation,
i.e. the polygon connecting the markers coincide with the faceted geometry, of the
illuminated STE-IWFs. This is done in ImproveDiscreteShadowLine referred in
Figure 4.15.
The markers in the SSE-IWFs do not necessarily belong to neighboring triangles,
since the markers are projected from the NURBS-geometry, but there may be gaps
in the polygon train. We use the interpolation described above to find the shadow
line position in the triangles that are left out in the SSE-IWFs. When the gaps are
filled, line segments are saved for each triangle that lies on a shadow line.
The stopping criteria for category 2 and 3 is more straight forward to implement.
A ray is stopped if it reaches an illuminated SSE.
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
106
4.4.2.4
Front Propagation
MoveFront contain the central part of the wave front propagation algorithm. It
moves the markers on the faceted geometry such that they trace out an approximate
geodesic line.
The algorithm implement four rules to update position xp (s), ẋp /|ẋp | = n and
the arc length sp of xp (s) of marker p.
• A marker inside a triangle, i.e. associated to triangle Tj , is moved along a
straight line, i.e. xpk+1 = xpk + ∆snpk until it reaches a triangle edge.
• The arc length is updated according to spk+1 = spk + |xpk+1 − xpk |.
• The exponential attenuation is updated according to the modified midpoint
rule presented in Proposition 4.18.
• When a marker has reached a triangle edge of triangle Tj the marker is associated to the triangle neighbor Ti , and npk+1 is computed according to the
update rule (4.33).
The front propagation routine apply the four rules above for each marker in a
front until all markers has propagated a fixed length. I.e. for each marker p that
has passed mp − 1 triangle edges update the arc length according to
p
s →s +
p
p
m
∆spt
t=1
and the frequency independent part of the exponential attenuation
p
˜p
˜p
I →I +
m
∆I˜tp .
t=1
If a marker reaches a shadow line then it is also stopped.
4.4.2.5
Integration
In ComputeScatteredField the total smooth surface diffracted field is computed
by implementation of the numerical approximations suggested under Integration
and evaluations in Section 4.3.
To compute the geometrical spreading we do the following. Let (xj0 , xj+1
0 ) be
)
there
positions
on
the
final
wave
neighbors on the initial wave front and (xj1 , xj+1
1
front. Compute the distance between xj0 and xj+1
by
integrating
the
distance
while
0
using the interpolation algorithm all the way from xj0 to xj+1
0 , i.e. stop when
(f inal)
|xj+1 − xj,j+1 | = 0.
4.5. IMPROVEMENTS ON THE IMPLEMENTATION
107
Each marker has an orientation set initially. It is defined as follows.
s j
Once more let, (xj0 , xj+1
0 ) be two neighboring points and n (x0 ) be the first
j
order interpolated surface normal in x0 then we define the initial orientation oj0 for
a marker j as
− xj0 ) × ns (xj0 ) · nj0 .
oj0 = sgn (xj+1
(4.104)
0
In each loop ll in MOOVELOOP, before interpolation is done, we compute osll for each
marker s if osll − osll+1 = 0 then the marker has went through a caustic and the
phase of the amplitude is changed π/2 radians.
To evaluate the terms in (4.100), each corresponding to a magnetic dipole along
the final wave front, we interpolate the arc length, incoming field, attenuation etc.
separately and in a second step we evaluate the frequency independent functions.
The summation in (4.100) of the dipoles is done straight forwardly by evaluating
θ|φ
the frequency independent Bj,k (θ, φ) in (4.101) and finally loop over all frequencies
and evaluate the frequency dependent terms in (4.101). We do correspondingly
for (4.87).
4.5
Improvements on the Implementation
We see several possibilities of improvements in our implementation and we list some
of them below.
1. Since triangle edges can be arbitrarily large in number of wave lengths we
should use a refinement algorithm for SSEs also. I.e. we should run a 1D
Conjugate Gradient algorithm along the edge.
2. Present implementation only test occlusion on the markers stored in the STEIWFs and SSE-IWFs. Once more, since triangles can be arbitrarily large, we
should run the occlusion algorithm on the refined, with proper marker density,
initial shadow line.
3. Concave surfaces are today treated as flat. Even though the asymptotic theory
is not as well developed for concave surfaces as for convex ones, the amplitude
may be estimated more consistently than today.
4. Analyze the interpolation conditions and step sizes discussed in section Interpolation and Front Propagation better. Try to find optimal conditions with
respect to numerical errors and even try to develop adaptive algorithms. One
can for example try to compute the wave front curvature and use this as an
indicator when interpolation is needed. We refer for example to [57].
5. The wave front data structure needs to be modified to facilitate the representation of higher order effects.
108
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
6. The interpolation algorithm fails if surface normal is parallel to p in the
interpolation algorithm presented at page 105. This may happened if we pass
a surface edge. In this case one can reverse the algorithm, i.e. let xj → xj+1
and vice versa.
4.6
Numerical Results
We have tested the ODE solvers, based on Method 4.7 and Method 4.8, in GetShadowlines and MoveFront together with Interpolate and ImproveDiscreteShadowLine on a sphere, a cylinder, a torus and two quite complex low signature
vehicles. The numerical results on the complex objects has only been checked
qualitatively where a plot of the induced wave fronts for one angle of incidence can
be seen in Section 1.4. Quantitatively and satisfactory results have been produced
for the canonical objects. In the level of accuracy experiments we focus on the
dominant error term in F1 , c.f. table (4.103). That is, the computation of the arc
length.
We present the level of accuracy of the ray propagation algorithm on a torus
because of its simplicity, and since it is doubly curved with two different radius of
curvatures (c.f. cylinder and the sphere). The torus we use is given by the following
parameterization,
x = (7.5 + 2.5 cos v) cos(u)
y = (7.5 + 2.5 cos v) sin(u)
(4.105)
z = 2.5 sin(v),
where u, v ∈ [0, 2π) and Poynting’s vector for the exciting plane wave is
π π
, sin
,0 .
cos
10
10
Since it is hard to compute the geodesics analytically for a torus we do this numerically with our solvers for a geometry with very small triangles. It will of course
introduce errors in the analysis which will produce approximate order of accuracy
levels. However, since the solvers converges for the cylinder and the sphere, where
analytical results are known, we believe that the errors in the convergence analysis
is bounded by the triangle size in the highly resolved torus. Also, both the previous order of accuracy analysis and the similarity between numerical results based
on Method 4.7 and the consistent Method 4.8 imply consistency of Method 4.7.
Mathematically, we use the following method to estimate the convergence rate.
Let us call any of the numerical computed variables for ζ then we assume that
the numerical error fulfill
error = |ζ − ζ| = Chγ .
We refine the mesh four times and we therefore have 5 estimations of ζ, i.e.
[ζ1 , . . . ζ5 ] ↔ [h1 , . . . h5 ] ,
4.7. DISCUSSION
109
then we estimate γ by assuming ζ5 = ζ and therefore
γ≈
log (|ζ5 − ζ1 |) − log (|ζ5 − ζ4 |)
.
log h1 − log h4
(4.106)
In Figure 4.18 and 4.19 we show the convergence rate of x (c.f. (4.62)), ẋ
(c.f. (4.63)) and t (c.f. (4.64)), for one of the rays building a family of generalized wave fronts indicated in Figure 4.17. Hence, the interpolation algorithm is not
included in the test.
If we use a surface curvature sensitive mesh, where the mesh error is bounded by
a parameter h2 , the variation in element size h will be quite large. In the order of
accuracy analysis we need meshes where the element size can be changed linearly or
similar. Hence, for practical reasons we have used a triangular mesh with bounded
edge lengths. However, for canonical objects with constant radius of curvature we
have seen good convergence results for surface curvature sensitive meshes also.
In Figure 4.18 we use the numerical method based on Method 4.7. It is clear
that not all variables show global O(h2 ) convergence for this geometry. This is
not surprising, since as we refine the mesh, the shape of the O(h) triangles will
change which for example will make a direct O(h) impact on the final update of
α in update (4.30). For some reason is this direction error not apparent for our
specific geometry. However, the direction error may have influenced the position
error.
In Figure 4.19 we use the numerical method based on Method 4.8. It is clear
that for the torus we have O(h2 )-convergence for x, ẋ and t.
In Figure 4.20 we try to illustrate the quite complex family of smooth surface
diffracted wave fronts that can be excited by a plane wave impinging on a cylinder.
4.7
Discussion
We have analyzed and developed a wave front construction technique [11] applied
to Smooth Surface Diffraction. To be able to get an implementation that can
compute the smooth surface diffracted field in a robust, efficient and convergent
way we have implemented a wave front solver in a hybrid geometry setting. The
algorithm consist of the following steps
• Find approximate shadow line according to Section 4.4.2.1.
• Refine the approximate shadow line according to Section 4.4.2.1.
• Consider the first shadow line as an initial wave front represented in a data
structure described in Section 4.4.1. Propagate it by moving a discrete number of markers, representing the front, a certain length ∆s. Each marker is
moved according to the following.
110
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
Figure 4.17: A segment of a meshed torus. The segment is closed by two flat
surfaces and for viewing purposes we have made the triangles transparent. The
smooth surface diffracted generalized wave front that we consider is excited on the
shadow side of the torus, indicated by black arrows, by a plane wave and we only
consider the wave sheet on the shadow side of the torus (the propagation is stopped
at the red stars). We analyze the accuracy of the blue ray in Figure 4.18 and 4.19.
4.7. DISCUSSION
111
Update (4.30)
100
∗
◦
)
Error
10−1
Convergence t:
Convergence ẋ:
Convergence x:
O(h2.5 )
O(h1.8 )
O(h1.1 )
10−2
10−3
.2
.3
.4
.5 .6 .7 .8 .9 1
Mean Triangle Size [m]
Figure 4.18: The convergence rate for update (4.30), as we refine the mesh, of
the final direction and length for one ray is seen to be approximately of O(h2 ).
The error in the final position is of O(h). Depending on the direction of the plane
wave relative to the geometry will the position error contaminate the arclength
estimation. The numerical experiment therefore indicate that the arclength error
also should be considered to be of O(h) for Method 4.7. If the coarsest mesh where
to be omitted in the analysis the convergence rate for ẋ would have reduced to
approximately O(h).
1. Propagate each marker ∆s according to Update 4.1 and update (4.33).
We let ∆s approximate the true arc length according to (4.41).
2. If the markers along a wave front is too depleted in phase space then interpolate by using the interpolation technique described in Section 4.4.2.2.
3. Stop the propagation of a marker if the marker pass a shadow line edge
and refine its position by using a conjugate gradient algorithm applied
to the NURBS.
• Interpolate the field by using linear interpolation along the initial and final
wave front according to Figure 4.12 and integrate the field into a direction
according to Section 4.3.5.2.
By having access to a triangular mesh we have solved the problems with gaps
between NURBS by just jumping between triangles instead of NURBS. That is,
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
112
100
∗
◦
)
Error
10−1
Update (4.33)
Convergence t:
Convergence ẋ:
Convergence x:
O(h2.1 )
O(h2.2 )
O(h2.1 )
10−2
10−3
10−4
.2
.3
.4
.5 .6 .7 .8 .9 1
Mean Triangle Size [m]
Figure 4.19: The convergence rates for update (4.33), as we refine the mesh, of the
final position and direction for one ray is seen to be approximately of O(h2 ). We
also get the same convergence rate for the arc length of one ray. We believe that
the numerical results indicate that the numerical scheme based on update (4.33)
has a local error of exactly O(h3 ).
instead of passing over complicated curves (trim curves) in IR3 we pass over straight
triangle edges with the marker. By combining NURBS and triangles we are also
able to find all shadow lines by using shadow line data from the triangles as seeds
to the shadow line algorithm applied to the NURBS setting. Combinations of edge
diffraction and Smooth Surface Diffraction for non-smooth geometries can also be
taken into account by using both geometry representations.
The NURBS enables us to propagate the field over geometries that contain true
edges and corners. We also achieve an almost mesh independent accuracy of the
shadow line which includes occlusion. The NURBS data also enables us to assign
geometrical data to the triangle nodes. The interpolated surface normals can then
be used to update the geodesic ray direction in such a manner that it is possible
to do a proper order of convergence analysis. With interpolated surface curvatures
we are able to evaluate the GTD formulas with sufficient accuracy.
By actually representing the solution along wave fronts we are able to use standard techniques to compute the field in caustics, to keep track of phase shifts as the
wave front passes through caustics and, by interpolation, achieve high efficiency as
4.7. DISCUSSION
113
Figure 4.20: Example of generalized wave fronts on a cylinder meshed with a surface
curvature sensitive mesh. The mesh can be perceived in the figure. Four fronts are
edge excited and two fronts are excited by smooth surfaces. The stars indicate
where we interrupt the front propagation. I.e at edges or shadow boundaries. In
upper left figure one can see how a caustic forms and the orientation of the wave
front changes. C.f. expression (4.104)
114
CHAPTER 4. SMOOTH SURFACE DIFFRACTION
depletion of rays occurs.
Mathematical analysis suggest that the numerical error of the scattered field
(c.f. (4.100)), while using Method 4.8, is of O(h). However, numerical results
c.f. Figure 4.19, expression (4.55), Corollary 4.13 and mathematical analysis in
Section 4.3.5 indicate that the method is actually convergent with an error
√ proportional to O(h2 ). Expressed in wave lengths, with element size is of O( λ), the
error is bounded by a number, independent of λ, as we decrease λ and refine the
mesh. Remark that it is then natural to use a surface curvature sensitive mesh,
bounding the distance between the geometry and the mesh by an O(λ)-parameter.
If we necessarily want to have decreasing errors as we decrease λ we can for example
use a classical mesh, where the element size is bounded by λ, to get an error that
is of the order λ.
It may also be interesting to compare the complexity of our method with the
Fast Multilevel Multipole (FMM) method. Assume that we want to compute the
scattered field from a sphere. Using asymptotic techniques the complexity of computing the reflection contribution is negligible. Hence, the complexity of computing
the smooth surface diffraction is the dominant one. In a boundary element method
there are O(λ−2 ) unknowns and with FMM it takes O(λ−2 log λ) time to solve the
numerical problem.
Assuming O(h2 ) error in our method and a mesh with element
√
size is of O( λ) we need O(λ−1 ) floating point operations to propagate a front
over a surface curvature sensitive mesh of a sphere. With a global O(h) error we
get approximately the same complexity as for FMM, i.e. O(λ−2 ). Remark, that we
have disregarded the differences in constants of proportionality in the complexity
analysis. E.g. since we can use surface curvature sensitive meshing in the asymptotic method, may the constant of proportionality be very small for geometries that
contain large flat surfaces. In FMM the elements need to resolve the wave length.
To be able to apply the wave front construction technique we had to invent,
an interpolation scheme for rays on faceted geometries, and a routine that find all
shadow lines.
When it comes to implementational issues of the wave front construction technique, dynamic allocation of data and well organized data structure was crucial
for the success of the method. This also enables efficient routines for engineering
problems where many frequencies are studied for one specific problem.
During the presentation of the method and implementation above we had a
scattering problem in focus. We emphasize however that it is quite easy to adapt the
method to a radiation problem. The wave vector k in (4.5) will then be ξ-dependent
and a modified diffraction coefficients, DpS,H (Q1 ), has to be used in (4.14).
Chapter 5
Hybrid Methods
In this chapter we will present the second contribution in the thesis. Hybrid methods, combining Boundary Element Methods (BEM) and asymptotic methods, are
studied. These hybrids are meant to be used on large problems where both small
and large scales are present. The solution in the small scales will be represented
by using boundary element methods while the solution in the large scales will be
represented by using asymptotic methods. The numerical method presented in
Chapter 4 could be an asymptotic method in the hybrid. However, we will consider
more lower order asymptotic methods in our presentation.
Let us modify Figure 2.1 to Figure 5.1. We are interested in hybrid methods
Perturbation
S2
S1
Figure 5.1: A perturbed scattering boundary value problem.
to be used for wave propagation problems where both relatively short and long
wavelengths, λ, are present. Short and long wavelengths is referred to the characteristic sizes of the scales in the boundary conditions (BC), material properties
(MP) and forcing. Depending on properties of the given data, one of three methodologies are used to hybridize the BEM with GTD. One of them is implemented
and tested numerically.
115
116
CHAPTER 5. HYBRID METHODS
We will only consider the scattering problem here since, from our method point
of view, the radiation problem is then implicitly treated. We want to emphasis
that the methodology we use is also applicable to antenna analysis such as antenna
performance- and antenna-to-antenna isolation computations. A quite different
discipline, where both large and small scales in the BC are present, are the photographic cards used by the integrated circuit manufacturers. Wavelength size notches
are present in a ground plane of hundreds or thousands of wavelengths.
Sometimes the electromagnetic engineer needs to know how a small size feature,
e.g. a small perturbation of the BC, affects scattering parameters. We indicate the
original Scatterer by an upper case S and the small scatterer, i.e. the perturbation,
with lower case s. If the perturbation together with the Scatterer is small, BEM
will serve as an excellent tool for numerical computations. However, when the
complexity of the problem overcome the computer resources, other methods must
be used. It is well known that it is hard to say, ad hoc, that geometrically small sized
features necessarily make a relatively small impact on electromagnetic parameters.
In extreme cases, such as if small sized features in the order of wavelength size,
are installed on stealth fighter aircraft they can actually affect the electromagnetic
signature tremendously in specific sectors. The engineer thereby have to include all
small features of O(λ) when the signature analysis is done. This means of course
great demands on computer resources and engineering time.
In contrast to the rather intricate and complicated geometries, that are present
in the engineering applications mentioned above, we will focus on very simple geometries in the discussion below. We do not think though, that there are any difference of principle between the true applications and the simplified boundary value
problems, in terms of the applicability of our methods.
As an illustration of what type of boundary value problems that can arise in
signature analysis we can think of two types of antennas. Exterior antennas, objects
that actually are attached to a smooth part of the geometry and therefore leave
the initial geometry unaffected, and structure integrated antennas, objects that we
integrate in the skin. We have implemented one method that can be used to solve
the first type of problem, represented by the exterior antenna, and we propose
two other methods that can be applied to the more general case. To be able to
relate the three methods to the two type of problems, exemplified above, let us
consider Figure 5.2. It is not clear from our presentation up to this point why case
A should be more representative for an exterior antenna than case B. However,
let us postpone this discussion until we define our methods more thoroughly. If
the perturbation only consist in an addition of a geometrical detail far from a
boundary, i.e. the Scatterer’s BC and MP is unaffected by the perturbation, the
perturbation can be discretized with local boundary elements and the impact on
scattering parameters can be taken into account with GTD. How this is done will
later be shown more explicitly. If a boundary element is close to a Scatterer,
hence does not illuminate the Scatterer with a Ray-field, we propose to use a linear
combination of a flavor of the image method, and the GTD to model the interaction
between large and small scales. Below will refer to this method as Method 1.
117
scatterer
scatterer
Case A
Case B
Limit
Limit
Scatterer
Figure 5.2: The limit of case A represents the exterior antenna and the limit of
case B, will as we will show, the structure integrated antenna. In case A we are
able to use method 1 independently of how close the scatterer is to the Scatterer.
In case B method 1 will be less and less accurate as the scatterer and the Scatterer
is approaching each other.
If the perturbation actually consist of a modification of the Scatterer or, as in
Figure 5.2 the scatterer is close to non-smooth part of the Scatterer, we need as
will be shown later, to solve a problem reminiscent to the limiting case of B. That
is, the case when the perturbation is attached or close to the scatterer at a point
where the surface normal is discontinuous. What we will propose is to actually
incorporate the part of the Scatterer that contains the edge into the scatterer. This
means that we will redefine both scatterers and we will introduce, what we call
artificial edges, along the curve that indicate the common boundary of the two new
scatterers. To treat the artificial edges, we propose that GTD edge diffraction is
applied together with a new type of field transformation presented in [10]. Below
will refer to this method as Method 3.
A final method is introduced and it reminds us of Method 3. We refer to this
method as Method 2. It can be used for both case A and case B and we then
suggest that mixed local and global boundary elements in the BEM-domain is used
to model the interaction more rigorously. More specifically, we will discuss how to
formulate the boundary integral problem for a small change in a infinite electric
perfect conducting ground plane.
This thesis is by no mean the first work on hybrid methods between BEM and
GTD. We therefore refer the reader to the early work reported in [58] and [59].
More later work are presented in [60], [61], [62] and [63]. A nice overview of hybrid
methods can also be found in [64].
CHAPTER 5. HYBRID METHODS
118
As mentioned earlier, we only investigate methods in the frequency domain.
For hybrid methods in time domain we refer to the work performed in the GEMSproject [65] and [20], especially [66].
Chapter 2 treated the BEM method and Chapter 3 treated the asymptotic
method GTD. We can therefore open the chapter by directly show how we can
approximate substantial numerical work, i.e. solving Maxwell’s equations by direct
numerical method, e.g. by using explicit solutions to the Eikonal and Transport
equations.
5.1
Hybrid Method 1, Theory
Consider the time harmonic Maxwell boundary value problem pictured in Figure 5.1. According to the boundary element technique presented in Chapter 2, we
can numerically approximate the integral equation in (2.21) by using the Galerkin
method. Let us write the linear system of equations in (2.26) as
AJ = Eexc .
(5.1)
J, the electric surface current density, is now a large unknown complex vector and
A is full, complex, sometimes symmetric, matrix. For many engineering cases,
will the size of vector J be too large to be found numerically even with the most
modern numerical techniques implemented on state of the art super computers.
Some approximations have to made! By splitting up S as in Figure 5.2 and calling
the Scatterer for S1 and the scatterer for S2 we can manipulate (5.1) as follows.
The interaction between the Scatterer and the scatterer can either be done
iteratively or by directly modifying the kernel in the integral equation. The iterative
approach generally fails for the limiting case of both A and B since it is then hard
to achieve sufficient accuracy in the numerical integrations done for equation (2.17)
and (2.18). The direct approach only fails in the limit of Case B. However, for
pedagogical reasons, we will present and investigate both methods.
5.1.1
Iterative Approach
Decompose (5.1) into a block matrix as
exc J1
E1
A11 A12
=
,
A21 A22
J2
Eexc
2
(5.2)
where J1 ∈ S1 , J2 ∈ S2 and we disregard for the moment the fact that there may
exist basis functions that are non-zero both in S1 and S2 . Then Ajj represent
the impedance matrix of Sj and Aij represent the coupling between S1 and S2 .
Solving (5.2) for J1 we can write
exc
− A21 A−1
+ A21 A−1
A22 J2 = Eexc
2
11 E1
11 A12 J2 .
(5.3)
5.1. HYBRID METHOD 1, THEORY
119
We will assume that this linear system can be solved with the iterative scheme
(n+1)
A22 J2
(n)
exc
= Eexc
− A21 A−1
+ A21 A−1
2
11 E1
11 A12 J2 .
(5.4)
The convergence of of (5.4) is mathematically investigated in [67].
Since we assumed that dim(A11 ) * dim(A22 ) we would like to compute the
influence of J1 on J2 with a fast method and then solve for J2 rigorously. I.e. we
want to avoid filling and inverting the large matrices in term two and three on
the right hand side. Some physical intuition and results from the literature is now
needed to proceed. Literature suggest that if the Scatterer is an infinite ground
plane then image theory could be used to compute term two and three exactly. If
the scatterer is far from the Scatterer, and asymptotic techniques are applicable to
S1 , we can use GTD for the non-limiting cases of A and B to estimate the terms.
What to do if the scatterer is close to a smooth Scatterer, i.e. the limit of A? We
propose the following method to be used.
Given an EM point source xs (c.f. Section 2.2), and an arbitrary point x above
a scatterer then we can, if the scatterer X(ξ1 , ξ2 ) is convex, define a so called
Geometrical Optics (GO) reflection point Xrp (ξrp ) where ξrp solves
Definition 5.1.
min (|xs − X(ξ)| + |X(ξ) − x|) ≡ min (sbr (ξ) + sar (ξ)) = min f (x2 , x, ξ).
ξ
ξ
ξ
For non-convex boundaries we actually have to generalize the definition by
searching for stationary points, i.e. ∇ξ f = 0. For later reference we also define
Definition 5.2. the closest point Xc as the vector solving
min (|xs − X(ξ)|) .
ξ
as
With Einstein notation of derivatives we can compute the surface normal in Xrp
(
X,1 × X,2 ((
,
n̂rp =
|X,1 × X,2 | (ξ=ξrp
and a unique infinite ground plane PRBI , going through Xrp and having a normal
n̂rp , can be defined. The corresponding closest point definition can be used to define
Pc . We are now able to define the so called Ray Based Image method (RBI-method),
applied to a source E(x; xs ).
Method 5.3. Apply the image theory presented in Section 2.6 to PRBI and E(x; xs ),
). Let the total scattered field from the Scatterer
to get an image source E img (x; ximg
s
and the source be approximated by
).
E tot (x) = E(x; xs ) + E img (x; ximg
s
For later reference we also define the following method
CHAPTER 5. HYBRID METHODS
120
Method 5.4. Apply the image theory presented in Section 2.6 to Pc and E(x; xs ),
). Let the total scattered field from the Scatterer
to get an image source Ecimg (x; ximg
s
and the source be approximated by
).
E tot (x) = E(x; xs ) + Ecimg (x; ximg
s
If we are not in the limiting case of A or B we can also compute the total field
by using GTD. Let us just call it the GTD-method. Referring to Chapter 3 we
know that the electromagnetic field along a GTD ray is assumed to be orthogonal
to the ray direction, the electric and magnetic field to be in phase and |E|/|H| = Z.
Assume that the point source is an electric or magnetic dipole, then we can use the
formulas in Section 2.2 to compute E(Xrp ; xs ) and H(Xrp ; xs ). If the source is a
surface current in a domain with a size much less than a wave length, c.f. the end
of Section 2.2, we can use the integrals (2.17) and (2.18) to compute E(Xrp ; xs )
and H(Xrp ; xs ). In neither case we know a priori that E(Xrp ; xs ) and H(Xrp ; xs )
can locally be well approximated by one Ray-field. What actually can be done is to
numerically compute a sum of Ray-fields and ray directions which asymptotically
in the high frequency limit approximate the electromagnetic field. This is done by
using electromagnetic field data in the neighborhood of Xrp (c.f. [10]). We will not
pursue this idea any further but our GTD-method will be based on the following a
priori assumption.
Assumption 5.5. Let
k̂ =
Xrp − xs
,
|Xrp − xs |
then the electromagnetic field E and H in Xrp is well approximated by the spherical
Ray-fields, centered in xs ,
Ẽ(Xrp ; xs ) = E(Xrp ; xs ) − k̂(E(Xrp ; xs ) · k̂)
and
k̂ × Ẽ(Xrp ; xs )
,
Z
where Z is the free space wave impedance.
H̃(Xrp ; xs ) =
Below we will mainly discuss GTD-reflection. A similar discussion could be
done on GTD-diffraction. Xrp is then replaced by a diffraction point which we
could call Xdp .
Let (Ẽ, H̃) be a Ray-field propagating in direction k̂ then the total field in an
arbitrary point x along the ray can be approximated with the GTD-method.
Method 5.6. Let the total scattered field from the Scatterer and the source be
approximated by
E tot (x) = E(x; xs ) + GT D(Ẽ, k̂, x, Xrp , G; xs ),
5.1. HYBRID METHOD 1, THEORY
121
where GT D(·) indicate that the field should be reflected/diffracted and propagated
according to formulas from GTD [33] and G represent geometrical data computed
at the reflection/diffraction point. We assume that the source is point like and it
will therefore produce a spherical wave front of radius |Xrp − x| at Xrp (c.f. end of
Section 2.2).
To understand the RBI- and the GTD-method applied to the iterative scheme
in (5.4), let us consider Figure 5.3. It represents one triangle element of the scatterer, its image and a small part of the Scatterer. We exemplify the method by
considering the ground plane-triangle interaction for one triangle element, i.e. half
of a boundary element, and disregard the other triangles in the scatterer. At iteration level n = 0 we compute the plane wave excitation represented by term one
in (5.4) directly. Term two we compute by using GTD (a plane wave is a Ray-field,
(0)
c.f. Chapter 3). Finally we solve the linear system by setting J1 to zero. At next
step we need to compute the coupling term, i.e. the third term, between the Scatterer and the scatterer. This can be done with the GTD-method if the triangle is
far from the Scatterer or by computing the field from the image triangle, c.f. RBI, if
it is close to the Scatterer. Using the GTD-method we just compute the field from
(0)
J2 at the reflection point according to Assumption 5.5 and Method 5.6 (source
and receiver in the same point). This field can then be reflected and propagated
back to the triangle according to GTD formulas. The field from the image triangle
can be computed by using the technique implied by the discussion in Section 2.6.
That is, we can estimate (2.17) and (2.18) for the image triangle by numerically
compute the field in an Image Field Point from the (non-image) triangle and then
apply a rotation operator to this field. Now all three terms is known at level n = 1
(1)
and we can solve the system to get J2 . The self illumination can be repeated until
convergence has been reached. The scattered field can be computed by using the
same technique as for the self illumination but the field point is then not a point
any more but a specified direction.
It is hard to say something general about the convergence of the iterative scheme
discussed above because only A22 is known explicitly, since the other terms on the
right hand side is only estimated with the GTD- and RBI-method. The convergence
rate will of course depend on the errors we do by approximating term two and three
with the GTD- and RBI-method but also the specific geometry for the Scatterer
and the scatterer. However, as we will see in the numerical result, the convergence
is rather fast if the Scatterer is convex close to the perturbation and if the perturbation does not trap waves between itself and the Scatterer. Naturally no correct
convergence is reached if the numerical errors is too big when computing (2.17)
and (2.18). Note that the right hand side is computed by using numerical quadrature applied to a limited number of points (in our implementation only one or three
points) on each triangle and then numerically estimate, by a plane wave assumption, an integral over each triangle. If the field is rapidly changing over the triangle
it is unwise to use this iterative technique since it will be very costly to evaluate
the field in sufficiently many points to get sufficient accuracy. In the extreme case,
CHAPTER 5. HYBRID METHODS
122
Image Boundary Element
Boundary Element
Excitation
Iteration
J0
J1
1
2
0
GTD
1
J2
Jn
...
1.5
2
Scattering
Figure 5.3: Excitation and Scattering with only Direct and Reflected contributions
present. The horizontal line represent the Scatterer and the triangle indicated by
a continuous line represent the a part of the small scatter. The dotted triangle
represent the image of the triangle.
when the triangle is attached to a non-flat Scatterer, probably no convergence can
be reached since the integration partly needs to be done analytically. The direct
method will address this drawback.
We remind the reader that if a boundary element triangle edge is only shared
by one triangle no current is allowed to pass over that edge, i.e. for a PEC triangle
there is no degree of freedom on that edge. However, triangles edges in the scatterer
that have electrical contact with the Scatterer should have at least one degree of
freedom.
5.1. HYBRID METHOD 1, THEORY
123
As already mentioned, the RBI-method is intended to be used for problems
where the Scatterer is smooth in the proximity of the scatterer, i.e. in the limiting
case of A. RBI is not a good approximation when the receiver triangle is far away
from a non-flat Scatterer. We realize this by considering GTD, which we know is
asymptotically correct. It is clear that the attenuation factor, from a propagating
reflected GTD-field, and the diffraction coefficient is strongly dependent on first and
second order surface derivatives at the reflection/diffraction point. This dependence
is not explicitly present in RBI. The derivatives are only implicitly present when
the point P is searched. Differently stated, the phase may be rather well taken into
account by RBI in field points far from the Scatterer but the amplitude will be less
accurate. A similar discussion can be done for a source triangle by a reciprocity
argument.
We have now presented the RBI-method which we assume is successful in the
limiting case of A and the GTD-method which we assume is successful in the nonlimit case of A and B. It is apparent that we would like to have a method that is a
combination between the GTD method and the RBI method so that we get a more
generally applicable method. We suggest a method that can be used to compute the
second and third term on the right hand side of (5.4) by using a linear combination
of the GTD- and RBI-method. The exact appearance of the optimal combination
is naturally dependent on the problem at hand and we will not investigate this
thoroughly but postpone it to the numerical experiments. Consider (5.4) and let
us define
Y = A21 A−1
11 A12 ,
and a star ∗-operator as element wise multiplication of matrices (c.f. the Matlab®
operator .∗). Then we can split Y in (5.4) as
(n+1)
A22 J2
(n)
exc
= Eexc
− A21 A−1
+ (α ∗ Y + β ∗ Y )J2 ,
2
11 E1
(5.5)
where α and β are matrices fulfilling
αij + βij = 1 ∀ (i, j).
(5.6)
For the impressed plane waves, represented by term one and two, we may apply
GTD directly since a plane wave is a Ray-field.
5.1.2
Direct Approach
Let us now consider the direct approach. Even though we have a non-flat ground
plane in the general case let us consider an infinite perfect electric ground plane
as the Scatterer. Then we know from the symmetry of the Green function (image
theory) that we may solve the problem by replacing the ground plane with an image
of the small scatterer and an image of the impressed sources. Let us call currents in
D
the small scatterer JD
2 and the currents on the image for J1 . In the discrete case
CHAPTER 5. HYBRID METHODS
124
D
JD
1 and J2 are vectors of scalar numbers and the coupling between the currents
are represented by the Dij in the following matrix problem
D
D11 JD
1 + D12 J2
D
D21 JD
1 + D22 J2
exc
= Eexc
1 (x) + Ē1 (x)
exc
= Eexc
2 (x) + Ē2 (x),
(5.7)
(5.8)
where the bar sign assigns the image excitation. By profiting on the linearity of the
basis functions, c.f. Chapter 2, and by enumerating the unknown scalar numbers
D
JD properly, we realize that JD
1 = −J2 . We can therefore write
exc
(D22 − D21 )JD
+ Ēexc
2 = E2
2 (x).
(5.9)
D22 is a standard impedance matrix for the currents in the small scatterer above the
ground plane. Up to this point the only errors we made are of numerical nature by
discretizing the geometry and the currents. To solve the true problem with a nonflat ground plane we use the RBI-method to compute D21 approximately. I.e. for
each element in D22 , representing the coupling between the basis functions and test
functions, we have an additional element in D12 representing the coupling between
the image of the basis function and the test function. The position of the image is
computed by using RBI. Since D22 = A22 in (5.2) and approximately J1 = JD
1 we
can compare the direct RBI approach with the iteration (5.5) by writing
(A22 − D21 )J2 = Eexc
+ Ēexc
2
2 (x).
(5.10)
We realize that the second term on the right hand side, i.e. the image of the
excitation, can be estimated with GTD as was done for the iterative case. If the
scatterer is close to a smooth Scatterer then we believe that (5.10) is an efficient
way to solve the sub-scattering problem pictured in Figure 5.1, i.e. the limiting
case of A. However, if parts of the scatterer can be considered to be close to the
Scatterer and other parts to be far from the scatterer we suggest a method that
combines (5.5) and (5.10).
5.1.3
Combination of Direct and Iterative Approach
By using the same notation as in (5.5) we can split D12 in (5.10) as
(A22 − (α ∗ D12 + β ∗ D12 )) J1 = Eexc
+ Ēexc
1
1 (x),
which can be solved with an iterative scheme as
n
(A22 − β ∗ D12 )Jn+1
= Eexc
+ Ēexc
1
1 (x) + α ∗ D12 J1 ,
1
(5.11)
where we have assumed that A22 − β ∗ D12 is non-singular. If all BEM-triangles
are relatively close to a smooth Scatterer all αij :s may be put to zero and we get a
direct method. By comparing with the iterative method we realize that D12 Jn1 may
be estimated by either the GTD-method or the RBI-method. If all BEM-triangles
5.2. HYBRID METHOD 1, COMPLEXITY
125
are relatively far from the Scatterer all β:s may be put to zero and we can use the
GTD-method to estimate the third term on the right hand side. If parts of the
scatterer is far and other parts is close the αij s and βij should be chosen so that
we achieve as small asymptotic errors as possible.
The matrices represented by the αij s and βij s are not necessarily symmetric.
By intuition the elements should be dependent on the distance between the basis
function and the Scatterer, and the distance between the test function and the
Scatterer.
We note that when (5.5) or (5.11) has converged, we can with the help of
the representation theorem and a linear combination between the GTD- and RBImethod, compute the scattered field.
5.2
5.2.1
Hybrid Method 1, Complexity
Complexity Analysis
Let us consider a somewhat artificial but illustrating scattering problem where
we escape from the inherent problem with non-smooth boundaries by only having
disjunct sub-scatterers Sj well distanced from each other, with j = 1 . . . q. Also
assume that all Sj is approximately of the same size in number of unknowns n and
that N ≈ qn is the the total number of unknowns. Could we put the method in the
last section in a more general setting by considering it as domain decomposition
method?
Assume that we use the Fast Multipole Method (FMM) to solve for the currents
hybrid
iterations to include the GTD interaction with the other
on each Sj and use Niter
scatterers
S1 , . . . , Sj , Sj+1 , . . . , Sq .
The largest complexity in the hybrid method is then found in the computation of
hybrid
2 hybrid
) = O(N nNiter
) in
the image impedance, that is, a complexity of O( N
n n Niter
terms of arithmetic operations. Compared to FMM, Niter N log N , this complexity
number looks rather disappointing and the success will be strongly dependent on
q. Especially if you take into account that, in our implementation, the constant in
front of the complexity expression must be considered to be rather large for implementations developed for quite general problems with large focus on robustness. For
each element in the impedance matrix a number of rays must be found by passing
through logics and several calls to a Conjugate Gradient algorithm. There are also
O(N n) algorithms in the solver such as the excitation and scattering represented
by rays.
However a more advantageous comparison, from a hybrid point of view, with
hybrid
) complexity in two terms
other methods is achieved if we split up the O(N nNiter
hybrid
).
Cgeo O(N n) + Cf ield O(N nNiter
CHAPTER 5. HYBRID METHODS
126
The geometrical computations has a much larger coefficient, Cgeo , than the frequency specific field computations represented by the second term. Note though,
that the geometrical computations are frequency independent and we can therefore
achieve the solution for a large number frequency, i.e. a broad band solution, with
a relatively efficient algorithm.
The memory requirements are of Mgeo O(qn2 ) + Mf ield O(qn2 ) to be compared
with the Fast Multipole Multipole (FMM) which is of MF M M O(qn log qn).
Finally we would like to point out that the hybrid method is mainly designed for
engineering problems mentioned in the introduction where only a few sub-scatterer
is meshed which make the following Hybrid/FMM-ratio
hybrid
Cgeo n2 + Cf ield n2 Niter
F M M N log N
CF M M Niter
(5.12)
more relevant.
5.2.2
Partition of Unity
With the complexity discussion in the last section in mind, we theoretically investigate the possibility to reduce the size of Cgeo . We propose that a type of partition
of unity method is applied to speed up the ray calculations. For simplicity we only
discuss the excitation computations.
Assume that the scatterer is Nλ wave lengths large which will, especially for
many plane wave computations, make the ray computations for the first term in
equation (5.11) quite time consuming. More specifically, will the complexity be of
O(Nλ2 Nrh ), where Nrh is the number of right hand sides, or plane waves.
Let us use equation (4.21) to define the mesh error, 2.√ Assume that we may
approximate the geometry with triangles that are of size O( λ) and fulfill 2 < λ/10,
then by using this mesh during the geometrical computations we would achieve an
algorithm of O(Nλ Nrh ). That is, we have decreased the Cgeo -term with a factor
Nλ .
To be able to approximate, i.e. finding all GTD-rays and evaluate all matrix
and vector elements, the right hand side in equation (5.11) we need two meshes.
One to resolve the geometry represented by the Nλ and one to resolve the incoming
field E1exc + Ē2exc to all O(Nλ2 ) elements. As an example, let us consider figure 5.4.
We see how each super triangle (bold lines), T , is subdivided into four triangles,
tj . Rays can be computed to each three super nodes Xξε , ξ = 1 . . . 3. Knowing the
µ
(Xξε ) can also be computed by local plane wave assumption. To compute
rays, Eexc
the incoming field in each field point one can for example use interpolation, i.e. the
field in a point xε is approximated to be
ν
E µ (xε ) = δνµ P νξ (xε )Eexc
(Xξε ),
(5.13)
where P µ (xε ) is a vector valued Partition of Unity function fulfilling
PT1ν (xε ) + PT2ν (xε ) + PT3ν (xε ) = 1,
(5.14)
5.2. HYBRID METHOD 1, COMPLEXITY
4 small triangles on each
super triangle.
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x Super nodes (15)
◦ Field Points (49)
x
x
x
127
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
Figure 5.4: One patch of a sphere meshed with small triangles and super triangles.
for any xε and polarization ν in a super triangle T .
We see an example of a double mesh in figure 5.5. Each initial triangle is
refined with 4, 16 and 64 smaller ones. Since we use like sided triangles the finest
subdivision will give us super triangles that have edges that are around λ long
(assume that we resolve the wave with 10 elements).
The reason for that we do not start with a fine grid and then make it coarser
is double folded. It may be hard to define the partition of unity function, with
support on a surface, which fulfill (5.14) if the small triangles do not lie in the same
plane as the large triangles. That is, the small triangles does not generally have
support on the super triangles in this case. Of course we could use partition of
unity functions defined off the triangulated surface but that would be unphysical
since the fundamental unknowns are only defined on the surface. Secondly, it may
be hard to find a robust meshing algorithm starting out with a fine mesh and then
create a coarser mesh within certain accuracy limits on 2.
Partition of unity methods can be used for all ray tracing parts in the hybrid
solver. For example may the plane wave excitation be speeded up by only computing
rays for every tenth angle and then use the plane wave assumption when the rest
of the angles are treated [27]. Also, the impedance computation can be speeded
up clustering starting points or ending points for all rays. In this case a circular
wave assumption should be used instead of a plane wave assumption. Finally we
point out that, for the case of impedance computation speed up, if some elements
in the scatterer is close to the Scatterer then the partition of unity approximation
discussed above will probably produce too large errors and adaptive methods must
be used instead.
CHAPTER 5. HYBRID METHODS
128
1
1
0.5
0.5
0
1
0
1
1
0
−1
1
0
0
0
−1
−1
1
1
0.5
0.5
0
1
−1
0
1
1
0
0
−1
−1
1
0
0
−1
−1
Figure 5.5: A hemisphere discretized at four levels. Note that the geometrical
accuracy in the meshed geometry is held constant. The hemispheres are discretized
with 16, 64, 256 and 1024 triangles.
5.3
Hybrid Method 1, Implementation
The computer implementation of the hybrid discussed in Section 5.1 was done
by combining two existing solvers. A boundary element solver [16] and a GTD
solver [17]. The original requirements on the GTD-solver where designed, among
other things, for a hybrid implementation. Three geometries is used by the hybrid
solver.
1. A NURBS-description of the Scatterer (GTDGeo1) to be used for the computation of rays for E1exc in equation (5.11).
2. A NURBS-description of the Scatterer (GTDGeo2) to be used for the computation of GTD/RBI rays in D12 for equation (5.11).
3. A triangle mesh of the scatterer (BEM) to be used for the computation of
A22 in the boundary element solver.
The reason for that we have two NURBS geometries in the ray computation is that
we believe that the experienced engineer know how to remove less important part
5.3. HYBRID METHOD 1, IMPLEMENTATION
129
call ReadProblem
call ReadGTDGeo1
call CreateExcEvents
call DeallocateGTDGeo1
call ReadGTDGeo2
call CreateIterationEvents
call DeallocateGTDGeo2
call ReadBemGeometry
FreqLoop: do jj=1,FreqList%items
call ExcitationAttenuation
call ModifyImpedanceMatrix
IterationLoop: do ii=1,NrOfIterations
call RunRandolph
call ComputeGTDWaves
call IterationAttenuation
call ComputeExcField
end do IterationLoop
call ComputeGTDWaves
call ScatteringAttenuation
call PrintResult
end do FreqLoop
call deallocate
Figure 5.6: Algorithm for Hybrid method 1.
of the geometry when the image impedance D12 is computed. Roughly speaking,
geometrical details that are far away from the scatterer make a small impact on
the image impedance matrix. The two NURBS geometries must be processed in a
CAD software so that it fulfills certain design rules [68].
The triangle mesh, which must be compatible with GTDGeo1 and GTDGeo2,
is a standard boundary element mesh [69] with the extra information indicating
which, if any, nodes that are attached to the Scatterer.
The main program, intended for mono-static scattering problems, is schematically described in Figure 5.6.
In CreateExcEvents a list of excitation events, describing rays starting from
a direction and stopping at a boundary element center of gravity, is created and
saved for later use (a copy of the reversed events are also created representing
the scattering events). In CreateIterationEvents a list of iteration events, describing rays starting at a boundary element and stopping at a boundary element, is created and saved for later use. The exciting field is computed with a
GTD-routine called ExcitationAttenuation by using excitation events as argument. The image impedance D12 is added to A22 in ModifyImpedanceMatrix.
In RunRandolph the currents on the scatterer is computed. The scattered field at
event points (reflection/diffraction) is computed by the numerical approximation of
CHAPTER 5. HYBRID METHODS
130
equation (2.17) and Method 5.6 in ComputeGTDWaves. The fields at the event points
is attenuated in IterationAttenuation with the iteration events as argument. A
new right hand side to AJn+1 = E n is computed in ComputeExcField. When a
user defined convergence is attained, scattered fields at scattering event points is
computed in ComputeGTDWaves. The scattered field is computed/attenuated with
the RBI- or GTD-method with the scattering events in argument to subroutine
ScatteringAttenuation.
We emphasis that the computer time consuming routines CreateIterationEvents and CreateExcEvents is done outside the FreqLoop. This is advantageous
when the problem is investigated for many frequencies.
5.4
Hybrid Method 1, Numerical Examples and Results
In this section we will compare the hybrid method described in Section 5.1 with a
boundary element solution. In some examples it is possible to compare the currents
computed with the hybrid with currents from the boundary element solver. For
some other problems we think that it is more illustrative to compare the scattered
fields. For the current computations we use the following error estimates
Definition 5.7.
ec (j) = 10 log10
( e
(
e
(
− Jbem
1 (( Japprx
( ,
e
(
(
n e=1,n
Jbem
(5.15)
where n is the number of unknowns in the scatterer, j the iteration number and
J e is the complex scalar defined in equation (2.25). For the field computations we
use
Definition 5.8.
eµν
f (xs , x)
(
( µν
µν
( EBEM (xs , x)) − Eapprox
(xs , x) (
( .
(
= log10 (
µν
(
EBEM
(xs , x))
(5.16)
This error depends on four vectors. µ indicate the polarization of the source in
a point xs and ν the polarization of the field in a point x. Addressing the discussion
on Ray-field in the end of Section 2.2 it is sometimes more illustrative to plot the
field errors in the Ray coordinates, (s1 , s2 ). Referring to Definition 5.1 we define,
for a source in xs and a field point/receiver in x, the wave length dependent Ray
coordinates (s1 , s2 ) as
Definition 5.9.
s1 =
and
sbr
λ
sar
,
λ
where λ is the wave length we solve for. Note that for a convex Scatterer (xs , x) ↔
(s1 , s2 ) is a bijection.
s2 =
5.4. HYBRID METHOD 1, NUMERICAL EXAMPLES AND RESULTS
5.4.1
131
Error for Approximate Fundamental Solution Above a
Truncated Sphere
We start the error analysis by computing the scattered field from an infinitesimal
electric dipole placed at three different positions xs , with three different polarizations (ν = 1 . . . 3), just above the north pole of a truncated sphere. The reason
for merging the error plots was to reduce computational cost for the test cases, i.e.
by moving the source properly we can achieve error plots in a larger (s1 , s2 )-space
with less computational cost. The parametrical space is explained by Figure 5.7.
It is natural to initiate the error analysis of the hybrid method by testing the
method on an infinitesimal dipole above a non flat ground plane since, in the more
composite problem, with currents defined over triangle edges, we have an infinite
union of these. If RBI fails in this simple case it will in general fail for the more
complex case to. It is also interesting to not only compare the scattered solution
with a numerically converging method but also with other asymptotic/approximate
methods. Our four approximate solutions are the following.
PO The unknown currents on the truncated sphere is computed with Physical
Optics (PO), c.f. equation (2.23), and then scattered by applying numerical
quadrature to (2.17).
RBI The scattered field is computed with the RBI method described in Method 5.3.
GTD The scattered field is computed with the GTD method using Method 5.6
and using field expressions in Section 2.2 at the reflection point.
IMG The scattered field is computed with image theory according to Method 5.4.
The relative error in definition 5.8 has been used in the plots. The four approximate
solutions are compared with the boundary element solution (approximately 80000
21
23
unknowns) in Figure 5.8 to 5.12. Since the asymptotic solutions in e12
f , ef , ef and
e32
f are so small, that it is hard to interpret the errors, we choose to omit these plots
in our presentation. Note that we have truncated the color bar scale so that values
less than -2 are approximated to be -2 and values larger than 1 are approximated
to be 1.
Each sub-figure is a superposition of three runs, each having the dipole placed
at three different positions. The truncated sphere is meshed with care. Not, only
the scale in the differential operator needs to be resolved by the boundary elein equation (5.11). The incoming field
ments but also the incoming field, i.e. Eexc
1
changes faster than the characteristic scale, represented by λ, do. We have therefore
decreased the element size just below the dipole, c.f. end of Section 2.2.
Some important observations on the numerically converging solution must be
made before the errors in the asymptotic/approximate solutions can be discussed.
What we really would like to compare our asymptotic solutions with is an infinite
convex body, since then asymptotically all currents on the Scatterer would be outgoing and only the local currents will make the main contribution to the scattered
CHAPTER 5. HYBRID METHODS
132
· =Probes
· =Probes
1.5
· =Probes
1.5
z
1
z
z
1
0.5
0.5
0
−1
−0.5
0
0.5
0.5
0
−1
1
−0.5
0
x
0.5
1
0
−1
−0.5
3
3
3
2.5
2.5
1.5
1.5
1
1
1
0.5
0.5
0.5
0.4
s1
0.6
(a) Parameter space
case 1.
1
2
s2
s2
2
1.5
0.5
x
2.5
0.2
0
x
2
s2
Source
Source
Source
1
1.5
1
1.5
s1
2
2.5
(b) Parameter space
case 2.
3
4
s1
5
(c) Parameter space
case 3.
s1
s2
(d) Blank illustration of error plots
Figure 5.7: The probe points lies in the x1 x3 -plane and the dipole is positioned
some distance above the north pole of a truncated sphere. The truncation plane
coincide with the x1 x2 -plane.
s2
s2
1
2
3
1
2
3
2
3
4
1
2
3
4
GTD, Ex for Jx δ(x − xs )
1
PO, Ex for Jx δ(x − xs )
5
5
s1
s1
3
4
Figure 5.8: Co-polar measure. Logarithm of relative error for the Jx - and Ex polarization.
−2
−1.5
−1
−0.5
0
0.5
1
2
1
2
3
4
IMG, Ex for Jx δ(x − xs )
2
5
5
s1
s1
−1.5
−2
−1.5
−1
−0.5
0
0.5
1
1
−1
−0.5
0
0.5
1
3
1
2
3
RBI, Ex for Jx δ(x − xs )
−2
s2
s2
1
−2
−1.5
−1
−0.5
0
0.5
1
5.4. HYBRID METHOD 1, NUMERICAL EXAMPLES AND RESULTS
133
s2
s2
1
2
3
1
2
3
2
3
4
1
2
3
4
GTD, Ez for Jx δ(x − xs )
1
PO, Ez for Jx δ(x − xs )
5
5
s1
s1
3
4
Figure 5.9: Cross-polar measure. Logarithm of relative error for the Jx - and Ez polarization.
−2
−1.5
−1
−0.5
0
0.5
1
2
1
2
3
4
IMG, Ez for Jx δ(x − xs )
2
5
5
s1
s1
−1.5
−2
−1.5
−1
−0.5
0
0.5
1
1
−1
−0.5
0
0.5
1
3
1
2
3
RBI, Ez for Jx δ(x − xs )
−2
s2
s2
1
−2
−1.5
−1
−0.5
0
0.5
1
134
CHAPTER 5. HYBRID METHODS
s2
s2
1
2
3
1
2
3
2
3
4
1
2
3
4
GTD, Ey for Jy δ(x − xs )
1
PO, Ey for Jy δ(x − xs )
5
5
s1
s1
3
4
Figure 5.10: Co-polar measure. Logarithm of relative error for the Jy - and Ey polarization.
−2
−1.5
−1
−0.5
0
0.5
1
2
1
2
3
4
IMG, Ey for Jy δ(x − xs )
2
5
5
s1
s1
−1.5
−2
−1.5
−1
−0.5
0
0.5
1
1
−1
−0.5
0
0.5
1
3
1
2
3
RBI, Ey for Jy δ(x − xs )
−2
s2
s2
1
−2
−1.5
−1
−0.5
0
0.5
1
5.4. HYBRID METHOD 1, NUMERICAL EXAMPLES AND RESULTS
135
s2
s2
1
2
3
1
2
3
2
3
4
1
2
3
4
GTD, Ex for Jz δ(x − xs )
1
PO, Ex for Jz δ(x − xs )
5
5
s1
s1
3
4
Figure 5.11: Cross-polar measure. Logarithm of relative error for the Jz - and
Ex -polarization.
−2
−1.5
−1
−0.5
0
0.5
1
2
1
2
3
4
IMG, Ex for Jz δ(x − xs )
2
5
5
s1
s1
−1.5
−2
−1.5
−1
−0.5
0
0.5
1
1
−1
−0.5
0
0.5
1
3
1
2
3
RBI, Ex for Jz δ(x − xs )
−2
s2
s2
1
−2
−1.5
−1
−0.5
0
0.5
1
136
CHAPTER 5. HYBRID METHODS
s2
s2
1
2
3
1
2
3
2
3
4
1
2
3
4
GTD, Ez for Jz δ(x − xs )
1
PO, Ez for Jz δ(x − xs )
5
5
s1
s1
3
4
Figure 5.12: Co-polar measure. Logarithm of relative error for the Jz - and Ez polarization.
−2
−1.5
−1
−0.5
0
0.5
1
2
1
2
3
4
IMG, Ez for Jz δ(x − xs )
2
5
5
s1
s1
−1.5
−2
−1.5
−1
−0.5
0
0.5
1
1
−1
−0.5
0
0.5
1
3
1
2
3
RBI, Ez for Jz δ(x − xs )
−2
s2
s2
1
−2
−1.5
−1
−0.5
0
0.5
1
5.4. HYBRID METHOD 1, NUMERICAL EXAMPLES AND RESULTS
137
138
CHAPTER 5. HYBRID METHODS
field. However, since the Scatterer needs to be finite in the reference computation,
we have used a truncated sphere, i.e. a closed northern hemisphere, where we hope
that the smooth surface diffraction and edge diffraction may be negligible compared
to the reflected field since the radius of the sphere is relatively large (5 λ).
We realize, by having the GTD in mind, that to each point in the (s1 , s2 )diagram we can associate a reflection angle
Xrp − xs
arccos
· n̂rp .
|Xrp − xs |
The closer s1 gets to a discontinuity line the more obtuse will the reflection angle
be. Each 4-plot visualize the errors for a polarization pair, (J µ , E ν ). If µ = ν
we say that we analyze the co-polar component, other ways it is the cross-polar
component. By inspecting the image theory we can in general say that the copolar component is larger than the cross-polar. Hence, a large error in the co-polar
component is more severe than in the cross-polar component since it will imply a
large absolute error in the coupling. For the cross-polar component a small error is
probably not serious.
The following observations can be made on the co-polar components:
• The performance of PO is about the same for all type of dipoles. Not very
well but the errors are relatively bounded. C.f. PO-plots in Figure 5.8, 5.10
and 5.12.
• Referring to RBI-plots in Figure 5.8 and 5.10, RBI performs well for x- and
y-components even for rather acute reflection angles. For Jz , c.f. Figure 5.12,
the result is not as good.
• The GTD-method is only relatively successful for, to the ray, orthogonal components and large s1 . C.f. GTD-plots in Figure 5.8 and 5.10 for quite orthogonal components and Figure 5.12 for almost parallel component.
• Image method performs only well for field points with s1 small. C.f. ANAplots in Figure 5.8, 5.10 and 5.12.
The following observations can be made on the cross-polar components:
• PO performs rather bad in general. C.f. PO-plots in Figure 5.9 and 5.11.
• RBI is quite successful, as we hoped, for the (Jx , Ez ) and (Jz , Ex ) pairs, c.f.
RBI-plots in Figure 5.9 and 5.11.
• The GTD-method probably underestimate most of the fields. C.f. GTD-plots
in Figure 5.9 and 5.11.
• ANA underestimate the cross polar components in Figure 5.11. In Figure 5.9
we see that ANA overestimate the solution.
5.4. HYBRID METHOD 1, NUMERICAL EXAMPLES AND RESULTS
139
Metal strip
Metal strip
dh
Images
(a)
dh
Ground plane
Ground plane
zθ φ = π/2
y
x
Image
(b)
Figure 5.13: Horizontal and vertical perfect electric conducting strip 1.5 λ long
It is hard to explain or motivate all qualities in the the plots. However some
statements can be made. We see that RBI is generally more successful when the
dipole is close to the reflection point. All methods, accept for some polarizations
for the GTD-method, fails for the case when the reflection phenomena approaches
smooth surface diffraction, i.e. the reflection angle gets very obtuse. This error
may be reduced with better GTD formulas. PO, although it is resolving the wave
length in the Scatterer, is not as successful as RBI. We can only descry that the
GTD-method improves for large Sbr , but only for the GTD components that are
orthogonal to the rays. Hence to visualize the benefits with the GTD-method we
would need to increase Sbr . It is of course not surprising that the analytical method
fails for reflection points below the infinite ground plane.
Finally we want to point out that our test case is not impeccable. There is a risk
that energy propagate around the hemisphere and then comes back. This is not a
phenomena that we expect that our approximate methods are able to represent.
5.4.2
Numerical Error of Currents On a Scatterer
We now compute the currents on a perfect electric conducting strip. Since the
strip is in the order of λ/100 thick we can think of it as a wire with currents only
going in one dimension. The metal strip is placed above an infinite perfect electric
conducting ground plane, c.f. Figure 5.13(a) and 5.13(b). With these test cases we
want to investigate the errors by using the RBI method iteratively, i.e. by finding
the Image Field Points (IFP), and, at least very approximately, get a feeling for
which (s1 , s2 ) the GTD-method is applicable.
The reference solution is produced by using the image technique presented in
Section 2.6, i.e. removing the infinite ground plane in Figure 5.13 and adding the
image strip and the image excitation below the xy-plane.
CHAPTER 5. HYBRID METHODS
140
Vertical
Horizontal
0
10 · log10 (ec )
10 · log10 (ec )
0
−10
−10
0.0075 dh/λ
−20
−20
−30
−30
0 dh/λ
0.0075 dh/λ
0.375 dh/λ
0.075 dh/λ
−40
⋅
−50
−60
−70
−40
−50
−60
0.375 dh/λ
0.075 dh/λ
−70
−80
−80
−90
−90
−100
−100
0
2
4
6
8
10
0
2
4
12
(a) Vertical strip at different positions.
6
8
10
12
Nr. of iterations
Nr. of iterations
(b) Horizontal strip at different positions.
Figure 5.14: Image field point test.
5.4.2.1
Image Field Point Test
The orientation of the strip is either horizontal or vertical and the position of the
strip is changed in the z-direction.
In Figure 5.14(a) we see the convergence of surface current on a 1.5λ metal strip
positioned vertically above a perfect electric conducting infinite ground plane. Since
the strip was chosen as a multiple of λ/2 we see that even the strip with distance
zero (no current in the center of the strip - image strip geometry) to the ground
plane converge (however to a value with relatively larger error). This will not be
the case if the strip length where chosen differently since then the very approximate
estimation of expression (2.26) in the IFP technique, for boundary elements close
to the image boundary elements, would be a very bad approximation.
In Figure 5.14(b) we see the convergence of surface current on a 1.5λ metal strip
positioned horizontally above a perfect electric conducting infinite ground plane.
When the strip is close to the ground plane we see a slow convergence. This is not
surprising from a physical point of view. There will be a wave captured, bouncing
back and forth several times between the strip and the ground plane. The current
also seems to converge to a solution with a rather large error which can be explained
with that IFP approximate the strip-image strip coupling poorly.
5.4.2.2
RBI-GTD Superposition Test
For terms of type (2.26), we know that the RBI will fail for large s2 and, relative
to the wave length, small radius of curvatures at the reflection point, since then
the geometrical spreading of the wave front originating from the surface curvature,
properly taken into account by the GTD-method, is disregarded. An interesting
5.4. HYBRID METHOD 1, NUMERICAL EXAMPLES AND RESULTS
141
−10
10 · log10 (ec )
−15
−20
−25
−30
−35
−40
0
0.5
1
1.5
c2cutof f2.5
3
3.5
4
Figure 5.15: Error of currents, according to definition 5.7, for a vertically and
attached metal strip with length 4/5λ, versus ccutof f .
test would then be to try to find out, for a certain geometry, for how small s1 the
GTD-method is applicable (within a certain error limit). For the sake of simplicity
we assume linear interpolation of the two methods and try to find a ccutof f for
(A11 − β ∗ D12 )Jn+1
= Eexc
+ Ēexc
+ α ∗ D12 Jn1
1
1
1
(5.17)
∀s1 < ccutof f
αij (s1 ) = sij
1 /ccutof f
αij (s1 ) = 1
∀s1 ≥ ccutof f
βij (s1 ) = 1 − αij (s1 ) ∀s1 .
(5.18)
where
In Figure 5.15 we see the error in the currents, after the iteration has converged,
with respect to ccutof f . Having in mind that the analysis may be very dependent
on the geometry of the scatterer and the Scatterer we conclude that, at least for
this specific BVP, 1 ≤ ccutof f ≤ 2 would be reasonable to use.
5.4.3
Numerical Error of the Scattered Field.
The mono-static scattered field from a plane wave hitting an infinite ground plane
with normal n̂ε is only different from zero when Poynting’s vector P̂ε is anti-parallel
to the normal, i.e. n̂ε P̂ε = −1. Actually, according to the definition of radar cross
section in the end of Section 2.5.1, the field will be infinite for n̂ε P̂ε = −1 since
the scattered field has no attenuation with respect to distance from the Scatterer.
By analyzing the mono-static scattered field for plane waves with P̂ε non-parallel
to n̂ε we do not need to care about the scattered field from the Scatterer. I.e. the
142
CHAPTER 5. HYBRID METHODS
mono-static scattered field from a metal strip installed on an infinite ground plane
is equal to the reference case, scattered field from strip-image strip problem.
When the Scatterer is different from an infinite ground plane, will the reference
solution be a little bit more tricky to compute. What we find with our hybrid
method is the scattered field from the scatterer taking into account the interaction
with the Scatterer. To achieve a reference solution, we therefore have to compute
the scattered field from the boundary value problem where both the scatterer and
the Scatterer is present and then subtract the scattered field from the boundary
value problem when only the Scatterer is present. Asymptotically we then have
µ
µ
µ
Escatt
(S − s) ∼ Escatt
(S + s) − Escatt
(S).
(5.19)
The similarity sign has been used since we only take into account the Scatterer
µ
(S − s).
asymptotically in the hybrid solution Escatt
5.4.3.1
Metal Strips Above a Ground Plane
In Figure 5.16 we see good agreement with the reference case with no iteration at
all. That is, the coupling between the strip and the image-strip is negligible when
the Scatterer and the scatterer are well separated.
In Figure 5.17 we see good agreement with the reference case after three iterations.
5.4.3.2
Small Metal Sphere Attached to a Large Sphere
The final numerical test, we will present, is the most composite one. We refer to
Figure 5.18. The small sphere radius is r = 2λ/3 and the large sphere radius is
µ
10λ/3. Escatt
(S + s) is computed by a direct numerical method solving for 18000
number of unknowns for each of 61 plane wave excitations. The fast multipole
µ
(S) was commethod implementation presented in [27] was then used and Escatt
puted by using an analytic solution (Mie series). In the hybrid method, we used a
250 triangle mesh of the truncated sphere with 387 degrees of freedom. Using polar
coordinates, with the small sphere attached to the north pole of the large sphere,
we present the mono-static scattered field for θ = 0 . . . 100 degrees. The comparison
between Eθscatt (S − s) + Eθscatt (S) and Eθscatt (S + s) is given in Figure 5.19(a). The
comparison between the hybrid method Eθscatt (S − s) and Eθscatt (S + s) − Eθscatt (S)
is pictured in Figure 5.19(b). We see good agreement of the hybrid method for
θ = 20 . . . 60 degrees. From a physical viewpoint we believe that the discrepancy
for other angles can be explained by that higher order phenomenons, such as Smooth
Surface Diffraction, becomes non-negligible. However, the size of the Scatterer is
moderate compared to the wavelength. We therefore believe that for increasing size
of the Scatterer the discrepancy will asymptotically decrease.
0.3
0.3
0.25
0.25
0.2
0.15
0.1
0.05
0
0
10
20
30
40
50
60
limr→∞ |E scatt | · r2
limr→∞ |E scatt | · r2
5.4. HYBRID METHOD 1, NUMERICAL EXAMPLES AND RESULTS
143
0.2
0.15
0.1
0.05
0
0
10
20
θ in degrees.
30
40
50
60
θ in degrees.
(a)
(b)
0.3
0.3
0.25
0.25
0.2
0.15
0.1
0.05
0
0
10
20
30
40
50
60
θ in degrees.
(a)
limr→∞ |E scatt | · r2
limr→∞ |E scatt | · r2
Figure 5.16: A vertical strip 3λ/4 long, 3λ/4 (a) and 3λ/40 (b) above a ground
plane. 0 iterations. Hybrid method in red color and rigorous in black.
0.2
0.15
0.1
0.05
0
0
10
20
30
40
50
60
θ in degrees.
(b)
Figure 5.17: A vertical strip 3λ/4 long and 3λ/400 above a ground plane. 0 iterations (a) and 3 iterations (b). Hybrid method in red color and rigorous in black.
5.4.4
Partition of Unity Error
To investigate the usefulness and generality of the partition of unity method discussed in Section 5.2.2, we mesh a sphere with two different sizes on the super
triangles, producing different sizes of 2, and compare with a mesh where triangles
are of O(λ/10). The radius of the sphere is r = 10
3 λ and we used λ = 0.3m in the
test case. The results can be seen in figure 5.20. Depending on the application at
hand, the errors may be too large for the λ- or 2λ-facet case.
For the λ-facet case, we choose the small triangle edge size to be 0.0296 m and
144
CHAPTER 5. HYBRID METHODS
Figure 5.18: The most composite boundary value problem. The large sphere, numerically represented by NURBS, is taken into account by RBI and the, to the
north pole, attached small sphere is taken into account with the boundary element
method.
super triangle edge size to be 0.22 m. This produced 37632 number of unknowns,
25088 number of triangles and 392 number of super triangles. This will for example
25088
= 43 times faster than the reference case.
make the excitation 392·1.5
For the 2λ-facet case we choose the small triangle edge size to be 0.032 m and
super triangle edge size to 0.22 m. This produced 27648 number of unknowns,
18432 number of triangles and 72 number of super triangles. This will make the
18432
= 170 times faster than the reference case.
excitation 72·1.5
For the reference case we had 22472 number of triangles and 33708 number of
unknowns. The small triangle edge size was put to 0.0296 m.
We believe that, to achieve a successful partition of unity implementation, you
need an efficient meshing algorithm that both take into account user given maximum triangle edge sizes and 2.
5.5
Hybrid Method 2 and 3, Theory
Previously, in the sections about the first hybrid method, we where able to approximate the interaction between the scatterer and Scatterer by using the RBI-method
and the GTD-method. The access to RBI was crucial for our ability to approximate the currents that where close to the Scatterer. To be able to apply RBI, the
Scatterer needed to be smooth close to the scatterer, and therefore locally similar
to an infinite perfect electric conducting ground plane, or the currents needed to be
a priori close to zero. What to do if the Scatterer is non-smooth close to the scat-
5.5. HYBRID METHOD 2 AND 3, THEORY
145
0.8
Hybrid−Direct and Reflection
BEM: Double sphere
0.7
limr→∞ |E scatt | · r2
0.6
0.5
0.4
0.3
0.2
0.1
0
10
20
30
40
50
60
70
80
90
100
θ in degrees.
(a)
0.5
Hybrid−Direct and Reflection
BEM: Double sphere − sphere
0.45
0.4
limr→∞ |E scatt | · r2
0.35
0.3
0.25
0.2
0.15
0.1
0.05
0
0
10
20
30
40
50
60
70
80
90
100
θ in degrees.
(b)
Figure 5.19: The sum 5.19(a) and difference 5.19(b) of mono-static scattered field
from a small hemisphere r = 23 λ attached to a large sphere (r = 10
3 λ) on the north
pole. |Eθinc | = 1.
CHAPTER 5. HYBRID METHODS
146
0.6
0.55
0.5
0.45
−−− 2λ facets
· · · .7λ facets
∗ Smooth (0.1 λ)
0.4
0.35
0.3
0.25
0.2
0.15
0.1
0
5
10
15
20
25
30
35
40
45
Figure 5.20: Scattered (mono-static) field from a sphere geometrically resolved at
different levels.
terer? This problem has been treated in several publications. We refer the reader
to [70] for the scalar problem and [71], [72], [60], and [73] for the electromagnetic
problem. These methods mainly treat canonical Scatterers while we try to address
problems with non-canonical Scatterers with our methods.
However, by way of introduction, let us consider an infinite ground plane to
represent the large scales. Consider the boundary value problem discussed in Section 2.6. Namely n̂(x) × E(x) = 0 for IR3 x = 0. How much will the scattered
field from an incoming plane wave change if we drill a r = λ hole in the perfect electric conducting geometry and put a metallic hemisphere, as in example 5.4.3.2?
However, this time we use the southern hemisphere so that we get a protruded
ground plane. Note that it is neither possible to mesh the entire problem, since
we then end up with an infinite system of equations to solve, nor to apply image
theory, since image theory is only applicable above the ground plane. We need
to reduce the problem size! One way to proceed is to compute the scattered field
from a, let say r = 10λ un-protruded disc, while taking into account the rest of
the ground plane as was done in previous sections. Then in a second step we can
compute the scattered field from the 10λ-disc with the protrusion included where
we also take into account the presence of the infinite ground plane. The scattered
field can then be found by taking the difference of the scattered fields from the two
steps. We refer to Figure 5.21 for a schematic picture of the example.
Let us call the ground plane minus the protruded r = 10λ disc the Scatterer and
and the protruded disc for the scatterer. Above we did not answer the following
5.5. HYBRID METHOD 2 AND 3, THEORY
147
Rim
Infinite ground plane
Protrusion
Scatterer
Diffraction
scatterer
Figure 5.21: A protruded infinite ground plane.
question. How can we numerically compute the scattered field from the metallic
disc in presence of an infinite ground plane? Note, that the problem resemble the
limit of case B in Figure 5.2. The corner in two dimensions is represented by the
r = 10λ rim, which separates the Scatterer and the scatterer, in three dimensions.
We know a priori that the currents will in general be large, approximately 2n×H exc ,
along the rim since the plane wave is exciting currents all over the ground plane.
Therefore it is important represent the currents close to the rim properly. Neither
RBI can be used to compute the interaction between the small and the large scales,
since we have no image theory for edges, nor can the GTD-method be used since
the currents in the scatterer close to the rim will not produce a Ray-field at the
edge. We see two ways to proceed and they are presented in Section 5.5.1 and 5.5.2.
To have a numerical method applicable to industrial problems, we have to insist
on its ability to treat BVPs where the Scatterer is no longer an infinite ground
plane, but something finite. In some cases it is very important to take into account
the boundary conditions on the Scatterer even some wave lengths away from the
scatterer. The first method, referred to method two in the introduction to this
chapter, presented below is meant for these types of problems. The second method,
referred to method three in the introduction to this chapter, which is more approximate in some sense, is meant for problems where it is only important to take into
account that the disc does not end where the BEM-mesh ends but the currents are
free to continuously cross the common rim. We can regard this feature as a kind of
absorbing boundary condition for the scattered outwards propagating current.
Finally we want to remark two things. The analysis below is not developed as
far as was done for the first hybrid method and it therefore needs further theoretical
justification before a true implementation is advised. Secondly, we emphasize that
the methodology developed for the GTD-method in Section 5.1 may still be used
for boundary conditions that are relatively far from the S2 . That is, in this section
we discuss methods that can be used for the the interaction between the small and
large scales that are electrically close to each other.
CHAPTER 5. HYBRID METHODS
148
5.5.1
Hybrid Using Basis Functions With Global Support
The ideas presented in this subsection were initiated by J. B. Keller [74]. See also
Diffraction Theory in [75]. Below we very briefly give an idea how to implement
these ideas in a boundary element setting for Maxwell’s equations. To avoid the risk
of occluding the principal ideas we keep the notation simple. We want to use the
integral representation of the scattered field given in expression (2.17) and (2.18),
but we want to split up the scattered solution in two terms, Ẽscatt = Escatt +EM xw .
We demand that EM xw solves Maxwell’s homogeneous equations without boundary
conditions and therefore that it may be represented by expression (2.17) and (2.18)
on its own. Then we can write, with j(x) = n̂ × (Hscatt + HM xw + Hinc ),
Escatt (y) + EM xw (y) = LS∪s (j(x)) =
i
iωµ0
G(x, y)j(x) dx −
∇y
G(x, y) divS∪s j(x) dx,
ωε0
S∪s
(5.20)
S∪s
where the excitation (Einc , Hinc ) is an electromagnetic plane wave and divS∪s the
surface divergence introduced in Chapter 2. Let us call the unperturbed scatterer
su and the perturbed scatterer for sp . Then we can represent the scattered field
from both the perturbed and the unperturbed scatterer according to (5.20). For
the unperturbed problem in Figure 5.21, we know from the image theory that
H = n × Hinc + n × Href l
and
E = n × Einc + n × Eref l ,
in the upper half space where Href l is the image plane wave. At x = 0 we then fulfill
the boundary condition that the surface tangential part of the scattered electric field
is equal to minus the tangential incoming electric field. The image plane wave fulfill
the free space Maxwell’s equations and we may therefore let
EM xw = Eref l
HM xw = Href l ,
(5.21)
for the unperturbed problem. Note that in our example the unperturbed geometry is an infinite ground plane. For a more general Scatterer (Eref l , Href l ) can
be replaced by the GTD-solution for the unperturbed problem. We have, since
u
= Eref l ,
Escatt
p
u
(Escatt
(y) + Eref l (y)) − Escatt
(y) =
p
Escatt (y) = LS∪sp (jp (x), y) − LS∪su (ju (x), y),
(5.22)
p
) and ju = n̂ × (Hinc + Href l ). By canceling
where jp = n̂ × (Hinc + Href l + Hscatt
some terms we get more explicitly
p
p
(y) + Ẽscatt
(y) =
Escatt
i
iωµ0
G(x, y)jscatt (x) dx −
∇y
G(x, y) divS∪s jscatt (x) dx,
ωε0
S∪sp
S∪sp
(5.23)
5.5. HYBRID METHOD 2 AND 3, THEORY
149
p
where jscatt (x) = n̂ × Hscatt
and the function
p
Ẽscatt
(y)=
iωµ0
G(x, y)n̂ × (Hinc + Href l ) dx−
su \(su ∩sp )
i
∇y
ωε0
G(x, y) divS∪s [n̂ × (Hinc + Href l )] dx, −
su
\(su ∩sp )
G(x, y)n̂ × (Hinc + Href l ) dx+
iωµ0
sp \(su ∩sp )
i
∇y
ωε0
G(x, y) divS∪s [n̂ × (Hinc + Href l )] dx,
sp \(su ∩sp )
is considered to be known. Note that the way we have chosen the scattered field
p
p
Escatt
and Hscatt
imply that jscatt and divjscatt on the right hand side of (5.23)
asymptotically decrease as x → ∞. This suggests that we can truncate S to get an
p
p
+ Ẽscatt
.
approximate estimate of Escatt
Using the boundary conditions on S ∪ sp and variational formulation, as was
done in equation (2.21), we get
E=
S∪s
p
p
Ẽscatt
(y) − (Einc (y) + Eref l (y)) jtscatt dy =
iωµ0
Gj scatt jtscatt dxdy−
S∪sp S∪sp
i ωε0
G divS∪sp j scatt divS∪sp jtscatt dxdy.
S∪sp S∪sp
Splitting up the integrals we get
i G divS j scatt divS jtscatt dxdy+
ωε0
S S
S S
i Gj scatt jtscatt dxdy −
G divS j scatt divsp jtscatt dxdy+
iωµ0
ωε0 s
S s
S p
p
i scatt scatt
iωµ0
Gj
jt
dxdy −
G divsp j scatt divS jtscatt dxdy+
ωε
0
sp S
sp S
i scatt scatt
iωµ0
Gj
jt
dxdy −
G divsp j scatt divsp jtscatt dxdy.
ωε
0
s s
s s
E = iωµ0
p
Gj scatt jtscatt dxdy −
p
p
p
(5.24)
Assuming that j scatt → 0 as |x| → ∞ it is natural to approximate j scatt as
follows
NL
NG
µ
scatt
j
=
J j +
Jγ jγµ ,
(5.25)
=1
γ=1
CHAPTER 5. HYBRID METHODS
150
where jµ are local basis function, with support in sp as defined in Section 2.5.1,
and jγµ are global basis functions with support in S mentioned in Section 2.5.2.
In our example it is also natural to assume that electromagnetic energy is
propagating outwards, i.e. jγµ fulfills approximately an outgoing radiation condition. We suggest that the orthonormal basis of Vectorial Spherical Harmonics
are used to approximate
Hpscatt = H − Hinc − Href l ,
(5.26)
in the exterior domain. Reference [2] provide an extensive analysis of this basis for
Maxwell’s equations and we will not give there explicit definitions here. Instead we
choose to give the expansion schematically as
Hpscatt =
√
i ε0
µ0
∞ ξ
(1)
h
(k|x|)
m ξ
m
ξ=1
m=−ξ aξ h(1) (|x|) Tξ (θ, φ)
ξ
(1)
∞ ξ
ξ+1 hξ (k|x|) m
m
Iξ (θ, φ) +
(1)
ξ=1
m=−ξ bξ
2ξ+1
hξ−1
(1)
ξ hξ+1 (k|x|) m
Nξ (θ, φ)
(1)
2ξ+1
hξ
,
(5.27)
the (ξ + 1):th order Hankel function of first kind and the triplet
can be deduced from a scalar function gξm , which in its turn can be
found by applying some recursive formulas.
Remark that one of the important features with the so called Multipole Expansion in (5.27) is that the angular dependence and the radial dependence is split up
in two parts.
Above we have suggested that the currents are expanded with local basis functions (compact support) on the scatterer and global basis functions (non-compact
support) on the Scatterer. How is this done more specifically in a numerical implementation? Let us truncate expansion (5.27) and write the second term in
expansion (5.25) as
ξ
ÑG µ
Jγ(m,ξ) jγ(m,ξ)
(|x|, θ, φ),
(5.28)
(1)
where hξ+1 is
(Tξm , Iξm , Nξm )
ξ=1 m=−ξ
2
NG = 2 2ÑG + ÑG
,
where we have
(5.29)
and Jγ is an element in
JS =
−1 0 1 −2 −1 0 1 2
a1 , a1 , a1 , a2 , a2 , a2 , a2 , a2 , .. .
0 1 −2 −1 0 1 2
b−1
1 , b1 , b1 , b2 , b2 , b2 , b2 , b2 , . . . ,
µ
. Plugging in expansion (5.25) into (5.24) and coland correspondingly for jγ(m,ξ)
lecting terms we get a linear system
ss Ss s s J
E
Z Z
=
,
(5.30)
JS
ES
Z sS Z SS
5.5. HYBRID METHOD 2 AND 3, THEORY
151
where the elements in the final impedance matrix Z, will contain six types integrals.
They are
ss
zγ
t
=
Ss
zγ
t
=
SS
zγ
t
=
ss
zγ
t
=
Ss
zγ
t
=
SS
zγ
t
=
Tm
Tn
S
Tn
S
S
Tm
Gjγµ jµt dxdy,
Gjγµ jγµt dxdy,
Tn
S
Tn
S
S
Gjµ jµt dxdy,
G divjµ divjµt dxdy,
G divjγµ divjµt dxdy,
G divjγµ divjγµt dxdy,
(5.31)
(5.32)
(5.33)
(5.34)
(5.35)
(5.36)
where S indicate the Scatterer and Tn a boundary triangle in the scatterer. If we
want to evaluate the elements, containing integrals over S, for our specific example
with an infinite ground plane we need of course to truncate S. Naturally, we must
assume that the size of the truncated S will be problem dependent.
Assume that we have access to a standard Boundary Element Solver that contain
routines that numerically evaluate integral (5.31) and (5.34). We then need to
develop and implement a quadrature to evaluate the matrix elements in (5.32),
(5.33), (5.35) and (5.36). Is there a way to avoid this work if we have access to the
GTD-solver used in the hybrid method one presented in Section 5.1?
5.5.2
Hybrid Using Edge Diffraction
We realize that, in the method presented in Section 5.5.1, the solution in the exterior domain is coupled to the solution in the perturbed part in matrix element (5.32)
and (5.35). Differently stated, the two domains are rigorously coupled in the impedance matrix. This may be crucial in some cases and in others not.
We believe that it is possible to approximate (5.32), (5.33), (5.35) and (5.36),
in many relevant engineering cases, by
CHAPTER 5. HYBRID METHODS
152
H inc
φ
ŷ
Jˆ
E || = 0
Edge
x̂
2.5
φ = 135 degrees
φ = 90 degrees
φ = 45 degrees
φ = 15 degrees
(
(
( J (
( JP O (
2
1.5
1
0.5
0
0.1
0.2
0.3
0.4
x
λ
0.5
0.6
0.7
0.8
0.9
1
Figure 5.22: The electric currents close to a plane wave excited perfect electric
conducting infinite edge. The plane wave propagates in the plane orthogonal to
the edge and we plot the currents in the illuminated side of the edge. The currents
are normalized against the Physical Optics currents, i.e. JP O = 2ŷ × H inc . The
results, which are analytical, has been derived from formulas given in [40].
• solving for the difference between the unknowns in the perturbed and unperturbed geometry respectively and
• by using edge diffraction, as was done in the iterative method presented in
Section 5.1.
That is, if we omit the integrals over the Scatterer, when we build the integral
equation, we will introduce artificial edges in the scatterer and improper edge currents are excited. The amplitude of the edge currents for a specific geometry can be
seen in Figure 5.22. In the figure we relate a plane wave excited current to the so
called physical optics approximation introduced in Section 5.4. The non-PO currents close to the edge can be seen to be quite large. To compensate for the artificial
edge we suggest to apply GTD edge diffraction to the Scatterer and in this way let
the diffracted field extinguish the scattered field from the artificial edges. However,
5.5. HYBRID METHOD 2 AND 3, THEORY
E inc
Problem 1
Σ±∞
Artificial edges at Γ1 !
Σ0
Σ±
Γ1
Problem 2
153
Γ2
Γ2
Σ±∞
Σ±
Γ1
E inc
±∞
Σp
±
Σ
Γ1
Σ±∞
Σ±
Σ
Γ2
Γ2
Γ1
Figure 5.23: Picture of two scattering problems used to define the search scattered
field E2s . Σ±∞ now correspond to the Scatterer and Σ± ∪ Σ0 or Σ± ∪ Σp to the
scatterer. Γ1 assigns Σ±∞ ∩ Σ± and Γ2 assigns Σ± ∩ Σ0 or Σ± ∩ Σp .
as we mentioned in Section 5.1 concerning the GTD-method given in Method 5.6,
we need to have a Ray-field at the diffraction point. To achieve this we will, once
more, solve for the difference between currents in the unperturbed and perturbed
problem.
To explain the idea more in detail we must define two scattering problems. In
each problem we also define a scattered field. Let us once more keep the notation
simple and by referring to [70], which study a related mathematical problem, we
skip the quite intricate, though important, mathematical questions of well posedness, raised by our method. We will present the method for the three dimensional
Maxwell scattering problem with perfectly conducting boundaries. However, to
explain the notation, we will use the two dimensional figures given in Figure 5.23.
Let Ej (x) be the total electric field in a point x for problem j and let Σ assign a
PEC-boundary, i.e. E || = 0 where || indicate that it is the tangential component.
Then define a scattered field for the problems according to the following
and
We consider
E1s = E1 − E inc ,
H1s = H1 − H inc
(5.37)
E2s = E2 − E inc − E ref l ,
H2s = H2 − H inc − H ref l .
(5.38)
E1 = E inc + E1s = E inc + E ref l ,
H1 = H inc + H1s = H inc + H ref l
(5.39)
CHAPTER 5. HYBRID METHODS
154
to be known. If problem 1 correspond to an infinite conducting ground plane as
indicated in the figure, image analysis may be used to compute H ref l . If it corresponds to something more general we demand that the scattered solution should, at
least asymptotically, be possible to set. Let
Σ1 = Σ±∞ ∪ Σ± ∪ Σ0
and
Σ2 = Σ±∞ ∪ Σ± ∪ Σp .
Note that the ∞-superscript does not indicate that the boundary must be infinite,
just that it can be considered to be large relative to the wave length. We can write
the boundary integral representation of the scattered fields in problem 1 and 2 as
i
E1s = ikcµ0
Gj1 dσ +
∇
G divΣ j1 dσ
(5.40)
kcε0
Σ1
Σ1
and
E2s + E ref l = ikcµ0
Σ2
Gj2 dσ +
i
∇
kcε0
Σ1
G divΣ j2 dσ,
(5.41)
where G is the fundamental solution to Helmholtz equation and divΣ is the surface
divergence introduced in Section 2.4. If we take the difference of (5.40) and (5.41)
we get
δEs = E31s −(E2s + E ref l ) Gj s dσ −
Gj s dσ +
Gn̂ × (H inc + H ref l ) dσ
= ikcµ0 −
±∞
±
0
Σ Σ
Σ4
Gj s dσ −
Gn̂ × (H inc + H ref l ) dσ
−
Σp
Σp
3 i
+
∇ −
G divΣ j s dσ −
G divΣ j s dσ
kcε
±∞
±
Σ
Σ
0
+
G divΣ n̂ × (H inc + H ref l ) dσ
4
Σ0
−
G divΣ j s dσ −
G divΣ n̂ × (H inc + H ref l ) dσ ,
Σp
(5.42)
Σp
where j s = n̂ × H2s . We can now use the boundary conditions
n̂(x) × E1 (x) = 0 for x ∈ Σ1
n̂(x) × E2 (x) = 0 for x ∈ Σ2 ,
(5.43)
to set up an integral equation. We have
)
*
||
δEs (x) = −n̂ × n̂ × (E ref l + E inc )
||
δEs (x) = 0
||
δEs (x) = 0
when x ∈ Σp
when x ∈ Σ±
when x ∈ Σ±∞ ,
(5.44)
5.5. HYBRID METHOD 2 AND 3, THEORY
155
where we use the surface normal n̂ to compute the surface tangential part of the
vector field.
How can we solve (5.42), with boundary conditions according to (5.44), numerically? We propose that a method similar to the one presented in Section 2.5.1 is
used. If we mesh Σ1 ∪ Σ2 and assign basis- and test functions to the triangle edges
according to Section 2.5.1 we can expand the unknowns in (5.42) with the basis
functions je according to
∞
y=
Je je .
e=1
We may also use these basis functions to approximate known data according to
3
ikcµ0
4
Σ0
3
Gn̂ × (H
+H
inc
ref l
) dσ −
Σp
Gn̂ × (H
inc
+H
ref l
i
∇
G divΣ n̂ × (H inc + H ref l ) dσ−
kcε0
0
Σ
4
∞
G divΣ n̂ × (H inc + H ref l ) dσ − δEs|| (x) =
Ee je .
Σp
) dσ
(5.45)
e=1
After expanding the known and the unknowns in (5.42) and multiplying the integrals with the test functions jet we can finally integrate over each of them, i.e.
forming an inner product. Let there be N ∞ unknowns in Σ±∞ , N ± unknowns in
Σ± , N 0 unknowns in Σ0 and finally N p unknowns in Σp . We then get an infinite,
or very large, system of linear equations with each row according to the following
∞
N
Ee

= ikcµ0 
jet Je dxe
Te
e=1
i
+
∇
kcε0
+
Te
jet G
1
Σ±
N
Σp
N
Je±∞ je
e=1
Te
e=1
2
jet G
jet G
±
e=1
Np
Te
Σ±
±
jet G
N
Je± je dxe dxe
e=1
∞
Σ±∞
N
dxe dxe +
Jep je dxe dxe
+
Te
jet G
p
Σp
∞
Σ±∞
Te
+
Te
jet G
N
Je±∞ divΣ je dxe dxe
e=1
Je± divΣ je dxe dxe
2
Jep divΣ je dxe dxe ,
e=1
where Te is the domain where the basis function je is non-zero. We can further
CHAPTER 5. HYBRID METHODS
156
rewrite the system to get
∞
N
jet Je dxe
Ee
 ∞
N
= ikcµ0 
Je±∞
Te
e=1
e=1
p
+
N
Te ,Te±∞
−
Gjet je
dxe dxe +
2
N
Je±
e=1
Te ,Te±
Gjet je dxe dxe
Jep
Gjet je dxe dxe
p
T
,T
e
e
e=1 1
N∞
i
−
Je±∞
G divΣ jet divΣ je dxe dxe
±∞
kcε0 e=1
Te ,Te
N−
−
Je±
G divΣ jet divΣ je dxe dxe
Te ,Te±
e=1
2
Np
p
t
−
Je
G divΣ je divΣ je dxe dxe .
e=1
Te ,Tep
(5.46)
By using the proper order of the rows and terms it is natural to define the infinite,
or very large, sub-vector
±∞
J S = J1±∞ , . . . JN
∞
and the relatively small finite sub-vectors
p
J p = [J1p , . . . JN
p] ,
±
J ± = J1± , . . . JN
−
and
J s = J 0, J p, J ± .
Let us define E S and E s correspondingly. By calling the impedance matrix for A,
we can write (5.46) as
 p   p 

App Ap±
J
E
sS
·
·
·
A
·
·
·
  J ±   E± 
 A±p A±±
 



  ..   .. 

..
 .  =  . .

.
(5.47)
 S   S 

Ss
SS
 J   E 

A
A
 



..
..
..
.
.
.
To solve (5.47), one can use the same technique as was used in Section 5.1.1. That
is, one can solve for the unknowns in the scatterer only. Therefore, as before, let
us write
)
*−1 S
)
*−1 Ss s
s
Ass Jn+1
= E s − AsS ASS
E + AsS ASS
A Jn ,
(5.48)
5.5. HYBRID METHOD 2 AND 3, THEORY
where we defined
Ass =
App
A±p
Ap±
A±±
157
,
E s = [E p , E ± ] and J s = [J p , J ± ]. Now we would like to, by using the GTDmethod, estimate term two and three in iteration (5.48) containing infinite, or very
large, matrices. This can be done by using the same physical reasoning as was done
in Section 5.1.
Term two can be found with GTD as presented for Method 1. However, this
time the largest GTD term will probably come from edge diffraction in the rim. To
discuss the third term we need some further definitions. Let
minx∈Γ1 miny∈Σ0 ∪Σp |x − y|
ϑ1 =
λ
and
ϑ2 (y) =
minx∈Γ1 |x − y|
λ
with y ∈ Σ0 ∪ Σp ∪ Σ± .
Here, ϑ1 (y) tells us asymptotically how much a current element in y in the interior
domain interacts with the exterior domain. Hence, for a current element in y with
a large ϑ1 (y) the interaction with the large scales may be taken into account iteratively. This reasoning is supported by the fundamental solution in (2.10) and (2.11),
i.e. the interaction between the large and the small scales in Σ±∞ and Σ0 ∪ Σp
respectively, decreases asymptotically as ϑ1 increases. It is also supported by the
numerical experiments in Section 5.4.
By solving for the difference in current in Σ± it is natural to believe that both
divΣ j s (y) ≈ 0 and j s (y) ≈ 0, when y ∈ Σ± is close to Γ1 , i.e. ϑ1 (y) is small.
It is therefore natural to assume that the GTD-method defined in Method 5.6
(diffraction) may be used to estimate the interaction, between boundary elements
in ys (source) and yr (receiver), in the iterative scheme (5.48), irrespective of the
size of ϑ2 (yr/s ). Differently stated may the GTD-method be used to compute all
elements in the vector
)
*−1 Ss s
AsS ASS
A Jn .
Previously in method 1, we were not able to use the GTD-method in the limit of
Case B since the incoming field onto the edge where not a Ray-field. However, by
solving for the difference in currents, we made the unknowns to be approximately
equal to zero close to the edge. Since the unknowns are a priori approximately
equal to zero their coupling to the large scales may therefore be disregarded as the
right hand side in (5.48) is iteratively computed. We realize that as Γ1 is moved
further and further away from the small scales, or λ is decreased, the asymptotic
error in the GTD-method will decrease and method 3 will probably produce more
accurate solutions.
We would like to make two remarks.
CHAPTER 5. HYBRID METHODS
158
• It is possible to approximate the incoming field to the edge much better
than suggested in Assumption 5.5 and Method 5.6. As was also mentioned
for method 1, may the transformations in [10] be used to decrease the size of
Σ1 \Σ±∞ but still retain the same accuracy and convergence speed. We believe
that this can be quite advantageous for at least two dimensional problems
where the ray tracing is trivial.
• The fact that Σ±∞ and Σ± is made flat in Figure 5.23 was not meant to
indicate that the method fails when they are non-flat. We only demand that
the solution to problem 1 is known asymptotically.
The searched scattered E2s - or total E2s + E ref l field can finally by computed by
evaluating (5.42) with numerical quadrature. Plots similar to Figure 5.19(b) could
then be produced.
5.6
Discussion
We have presented three hybrid methods to be used for scattering problems where
both relatively large and small scales are present. Hybrid method 1 has been implemented in a Fortran 90 solver and shows good performance for a number of
problems. The electromagnetic coupling between thin metal strips and a large
smooth metallic Scatterer where well approximated with our method. In a more
composite problem we tested the RBI method and achieved good results for excitations that did not excite creeping currents. To improve the performance in terms
of complexity, a study on the Partition of Unity methodology suggested that great
care has to be taken to the geometry meshing.
For the limit problem, where the small scales are close to non-smooth surfaces
or boundary conditions, other methods has to be used. We therefore proposed two
other more generally applicable hybrid methods. These two methods approximated
the interaction between the large and small scales by using either global basis
functions or GTD. By using Spherical Harmonics as global functions some more
mathematical and numerical analysis needs to be done concerning the computation
of the impedance matrix, before an implementation of a boundary element solver
can be done. By using GTD, this analysis may be avoided. However, for both
methods some more mathematical analysis needs to be done on the well posedness
of the problems. Also, the overlapping basis functions between the domain, c.f. Γ1
in Figure 5.23, must be chosen with care.
During the presentation above we had a scattering problem in focus. We emphasize however that it is trivial to adapt hybrid method one to a radiation problem.
For hybrid method two and three other reference problems with known solutions
have to be defined.
Chapter 6
Conclusions
This thesis has treated numerical methods for high frequency scattering problems.
A numerical scheme has been developed with the purpose of computing the so called
Smooth Surface Diffraction contribution to the scattered field. The scatterer where
then assumed to only contain boundary conditions that can be treated accurately
by Geometrical Theory of Diffraction (GTD). If parts in the geometry contained
scales, too small for GTD to be applicable, we proposed that either of three new
hybrid methods were to be used. These hybrid methods combined the Boundary
Element Method (BEM) and asymptotic methods such as GTD and the Ray Based
Image (RBI) method. The RBI-method was a new asymptotic method designed
for our specific purposes.
6.1
Smooth Surface Diffraction
In Chapter 3 we introduced the analysis for Smooth Surface Diffraction and in
Chapter 4 we developed, analyzed and tested a wave front construction technique
applied to Smooth Surface Diffraction.
The standard numerical technique to compute the Smooth Surface Diffraction
contribution was to propagate single rays representing the characteristics to the
Surface Eikonal equation. This technique fails, or become quite inefficient, when
rays deplete or when caustics forms. The wave front construction technique did not
have these deficiencies. To be able to apply the wave front construction technique,
we developed a new interpolation scheme for rays on faceted geometries.
Since we actually represented the solution along a generalized wave front it was
possible to use well established techniques to compute the field in caustics, to keep
track of phase shifts as the wave front passes through caustics and, by interpolation,
achieve good efficiency as depletion of rays occurred.
To be able to get an implementation that could compute the smooth surface
diffracted field in a robust, efficient and convergent manner we implemented a wave
front solver in a hybrid geometry setting. The setting consisted of a triangular mesh
159
CHAPTER 6. CONCLUSIONS
160
and a union of surface patches. Each surface patch was defined with Non-Uniform
Rational B-Splines (NURBS). The intersection between the patches contained gaps
which created topological errors. The triangle mesh did not have this deficiency.
By using a triangular mesh our numerical scheme became robust. A triangular
mesh enabled us to solve the problems with gaps between NURBS by performing
trivial jumps between triangles. With the help of the triangles, we were also able to
find all shadow lines by using discrete shadow line data from the triangles as seeds
to the shadow line algorithm applied to the NURBS setting.
With the NURBS we were able to achieve high accuracy in our scheme. By
interpolating surface curvatures we were able to evaluate the GTD formulas more
accurately. The geometrical information in the NURBS helped us achieve an almost
mesh independent accuracy of the shadow lines which included occlusion. Since we
built geometrical information from the NURBS data base we could propagate the
field over geometries that contained true edges and corners. The NURBS also made
it possible to assign geometrical data to the triangle nodes. The interpolated surface
normals was then used to update the geodesic ray direction in such a manner that
we managed to perform an order of convergence analysis.
Mathematical analysis suggested that the numerical error of the wave length
dependent factors in the scattered field was of O(h). However, numerical results
and mathematical analysis indicated that they were actually convergent with an
error proportional √
to O(h2 ) for many problems. Expressed in wave lengths, with
element size of O( λ), the total error became constant as we decreased the wave
length and mesh size. This meant that a surface curvature sensitive mesh could
be used where the distance between the geometry and the mesh was bounded by
O(λ). The complexity for such numerical computation can be seen to be of O(λ−1 )
which can be compared with FMM which is approximately of O(λ−2 ).
6.2
Hybrid Methods
In the second part of the thesis a methodology for hybrids between BEM and asymptotic methods were presented. Three new numerical methods were introduced. We
justified one of the them by presenting extensive numerical results while the other
two needed to be further analyzed and developed.
As mentioned in several sections of the text, our main objective of the hybrid
methods was to provide electromagnetic engineers with more general hybrid tools
in the frequency domain. The fact that the computational tools needed to be easy
to use and relatively easy to develop guided us when we developed the methods.
Hybrid methods have existed for many years in the electromagnetic society
both in terms of specific computational tools but also in forms of interactive ad hoc
techniques that rests on each engineers individual skills. We hope that our work will
make computational hybrid methods more popular and established, by achieving
better accuracy, for a wider group of problems. The new methods will make a
wider class of electromagnetic problems accessible to engineers in computational
6.2. HYBRID METHODS
161
electromagnetics and more specifically, for scattering computations. By having a
more reliable method to compute the field from a sub-scatterer we also hope this
will be more established.
In Chapter 2 and 3 we built the background for presenting and explaining three
hybrid methods. By defining the Ray Based Image (RBI) method and the modified
GTD-method we were able to formulate in Chapter 5 a methodology applicable to
problems, where small and large scales did not have to be well separated in space,
by blending two asymptotic methods (GTD and RBI).
When the large scales where non-smooth close to the small scales, we proposed
two new techniques. The first one, initiated by J. B. Keller, represented the currents
in the large scales with a Multipole expansion, while the second one, represented
the currents in the large scales by using GTD edge diffraction and an auxiliary
unperturbed problem.
The complexity of the first hybrid method was of O(n2 ), with n as the number
of unknowns in the small scale. This complexity could be compared with Physical
Optics where the complexity will not only be dependent on n2 but also the number of the unknowns in the large scales. The possibility to speed up the O(n2 )
computations where also investigated by applying a partition of unity method to
a boundary element problem. It was apparent that it was, at least in principle,
possible to apply partition of unity methodology to the hybrid. We foresee however
some unusual demands on the meshing tools to create an optimal mesh.
In the numerical examples, we tried to make it evident that the RBI-method
actually served as an efficient method for problems with small scales close to smooth
large scales. This was initially done by presenting a large number of error plots for a
dipole-sphere problem. The RBI-errors were compared with three other established
approximate methods and when the dipole were close to the spherical object, RBI
were the best method. A blending parameter between GTD and RBI where also
analyzed on an infinite ground plane problem.
Finally we demonstrated the RBI on a problem where the large scales where
fairly small, thereby illustrating the lower bound for the scales in the large scale
geometry.
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