Dirac Assisted Tree Method for 1D Heterogeneous Helmholtz Equations with Arbitrary Variable Wave Numbers

In this paper we introduce a method called Dirac Assisted Tree (DAT), which can handle heterogeneous Helmholtz equations with arbitrarily large variable wave numbers. DAT breaks an original global problem into many parallel tree-structured small local problems, which can be effectively solved. All such local solutions are then linked together to form a global solution by solving small Dirac assisted linking problems with an inherent tree structure. DAT is embedded with the following attractive features: domain decomposition for reducing the problem size, tree structure and tridiagonal matrices for computational efficiency, and adaptivity for further improved performance. In order to solve the local problems in DAT, we shall propose a compact finite difference scheme with arbitrarily high accuracy order and low numerical dispersion for piecewise smooth coefficients and variable wave numbers. Such schemes are particularly appealing for DAT, because the local problems and their fluxes in DAT can be computed with high accuracy. With the aid of such high-order compact finite difference schemes, DAT can solve heterogeneous Helmholtz equations with arbitrarily large variable wave numbers accurately by solving small linear systems - 4 by 4 matrices in the extreme case - with tridiagonal coefficient matrices in a parallel fashion. Several examples will be provided to illustrate the effectiveness of DAT and compact finite difference schemes in numerically solving heterogeneous Helmholtz equations with variable wave numbers. We shall also discuss how to solve some special two-dimensional Helmholtz equations using DAT developed for one-dimensional problems. As demonstrated in all our numerical experiments, the convergence rates of DAT measured in relative $L_2$, $L_\infty$ and $H^1$ energy norms as a result of using our M-th order compact finite difference scheme are of order M.

[1]  O. R. Pembery,et al.  The Helmholtz equation in heterogeneous media: A priori bounds, well-posedness, and resonances , 2018, Journal of Differential Equations.

[2]  Zhilin Li,et al.  Fourth-Order Compact Schemes for Helmholtz Equations with Piecewise Wave Numbers in the Polar Coordinates , 2016 .

[3]  Semyon Tsynkov,et al.  Compact 2D and 3D sixth order schemes for the Helmholtz equation with variable wave number , 2013, J. Comput. Phys..

[4]  C. Farhat,et al.  Overview of the discontinuous enrichment method, the ultra‐weak variational formulation, and the partition of unity method for acoustic scattering in the medium frequency regime and performance comparisons , 2012 .

[5]  J. Nédélec Acoustic and Electromagnetic Equations : Integral Representations for Harmonic Problems , 2001 .

[6]  Ralf Hiptmair,et al.  A Survey of Trefftz Methods for the Helmholtz Equation , 2015, 1506.04521.

[7]  Haijun Wu,et al.  Discontinuous Galerkin Methods for the Helmholtz Equation with Large Wave Number , 2009, SIAM J. Numer. Anal..

[8]  Martin J. Gander,et al.  Multigrid Methods for Helmholtz Problems: A Convergent Scheme in 1D Using Standard Components , 2013 .

[9]  Jon Trevelyan,et al.  Wave interpolation finite elements for Helmholtz problems with jumps in the wave speed , 2005 .

[10]  Stefan A. Sauter,et al.  Is the Pollution Effect of the FEM Avoidable for the Helmholtz Equation Considering High Wave Numbers? , 1997, SIAM Rev..

[11]  G. Barrenechea,et al.  Building Bridges : Connections and Challenges in Modern Approaches to Numerical Partial Differential Equations , 2016 .

[12]  Tingting Wu,et al.  AN OPTIMAL 9-POINT FINITE DIFFERENCE SCHEME FOR THE HELMHOLTZ EQUATION WITH PML , 2012 .

[13]  Xiufang Feng A high-order compact scheme for the one-dimensional Helmholtz equation with a discontinuous coefficient , 2012, Int. J. Comput. Math..

[14]  M. Gander,et al.  A Finite Difference Method with Optimized Dispersion Correction for the Helmholtz Equation , 2017 .

[15]  Y. Wong,et al.  Pollution-free finite difference schemes for non-homogeneous helmholtz equation , 2014 .

[16]  Wenyuan Liao,et al.  A fourth-order optimal finite difference scheme for the Helmholtz equation with PML , 2019, Comput. Math. Appl..

[17]  Théophile Chaumont-Frelet,et al.  On high order methods for the heterogeneous Helmholtz equation , 2016, Comput. Math. Appl..

[18]  K. Gao,et al.  A fast solver for the Helmholtz equation based on the generalized multiscale finite-element method , 2017 .

[19]  Susanne C. Brenner,et al.  Domain Decomposition Methods in Science and Engineering XXIV , 2018 .

[20]  Haijun Wu,et al.  Linear continuous interior penalty finite element method for Helmholtz equation With High Wave Number: One‐Dimensional Analysis , 2012, 1211.1424.

[21]  I. Singer,et al.  High-order finite difference methods for the Helmholtz equation , 1998 .

[22]  Martin J. Gander,et al.  A Class of Iterative Solvers for the Helmholtz Equation: Factorizations, Sweeping Preconditioners, Source Transfer, Single Layer Potentials, Polarized Traces, and Optimized Schwarz Methods , 2016, SIAM Rev..

[23]  J. Dargahi,et al.  A new 9-point sixth-order accurate compact finite-difference method for the Helmholtz equation , 2007 .

[24]  Jens Markus Melenk,et al.  Wavenumber Explicit Convergence Analysis for Galerkin Discretizations of the Helmholtz Equation , 2011, SIAM J. Numer. Anal..

[25]  Semyon Tsynkov,et al.  Numerical Simulation of Time-Harmonic Waves in Inhomogeneous Media using Compact High Order Schemes , 2011 .

[26]  Kun Wang,et al.  Solving Helmholtz equation at high wave numbers in exterior domains , 2017, Appl. Math. Comput..

[27]  Ruimin Xu,et al.  An optimal compact sixth-order finite difference scheme for the Helmholtz equation , 2018, Comput. Math. Appl..

[28]  Yiping,et al.  COMPACT FOURTH-ORDER FINITE DIFFERENCE SCHEMES FOR HELMHOLTZ EQUATION WITH HIGH WAVE NUMBERS , 2008 .

[29]  Dongwoo Sheen,et al.  On the Derivation of Highest-Order Compact Finite Difference Schemes for the One- and Two-Dimensional Poisson Equation with Dirichlet Boundary Conditions , 2013, SIAM J. Numer. Anal..

[30]  M. Gander,et al.  Dispersion Correction for Helmholtz in 1D with Piecewise Constant Wavenumber , 2020 .

[31]  Yang Zhang,et al.  Sixth-order finite difference scheme for the Helmholtz equation with inhomogeneous Robin boundary condition , 2019, Advances in Difference Equations.

[32]  Cornelis Vuik,et al.  A Novel Multigrid Based Preconditioner For Heterogeneous Helmholtz Problems , 2005, SIAM J. Sci. Comput..

[33]  Martin J. Gander,et al.  Why it is Difficult to Solve Helmholtz Problems with Classical Iterative Methods , 2012 .

[34]  Yau Shu Wong,et al.  EXACT FINITE DIFFERENCE SCHEMES FOR SOLVING HELMHOLTZ EQUATION AT ANY WAVENUMBER , 2011 .

[35]  Haijun Wu,et al.  Preasymptotic Error Analysis of CIP-FEM and FEM for Helmholtz Equation with High Wave Number. Part II: hp Version , 2012, SIAM J. Numer. Anal..

[36]  I. Babuska,et al.  The Partition of Unity Method , 1997 .

[37]  Y. Wong,et al.  Is Pollution Effect of Finite Difference Schemes Avoidable for Multi-Dimensional Helmholtz Equations with High Wave Numbers? , 2017 .

[38]  Zhonghua Qiao,et al.  High Order Compact Finite Difference Schemes for the Helmholtz Equation with Discontinuous Coefficients , 2011 .

[39]  Ivan G. Graham,et al.  Stability and finite element error analysis for the Helmholtz equation with variable coefficients , 2019, Math. Comput..

[40]  I. Babuska,et al.  The partition of unity finite element method: Basic theory and applications , 1996 .

[41]  C. F. Chen,et al.  DEVELOPMENT OF A THREE-POINT SIXTH-ORDER HELMHOLTZ SCHEME , 2008 .

[42]  O. Runborg,et al.  Analysis of a fast method for solving the high frequency Helmholtz equation in one dimension , 2011 .