High-frequency Helmholtz Equation Research Articles

Wavenumber-Explicit Parametric Holomorphy of Helmholtz Solutions in the Context of Uncertainty Quantification

A crucial role in the theory of uncertainty quantification (UQ) of PDEs is played by the regularity of the solution with respect to the stochastic parameters; indeed, a key property one seeks to establish is that the solution is holomorphic with respect to (the complex extensions of) the parameters. In the context of UQ for the high-frequency Helmholtz equation, a natural question is therefore: how does this parametric holomorphy depend on the wavenumber ? The recent paper [35] showed for a particular nontrapping variable-coefficient Helmholtz problem with affine dependence of the coefficients on the stochastic parameters that the solution operator can be analytically continued a distance into the complex plane. In this paper, we generalize the result in [35] about -explicit parametric holomorphy to a much wider class of Helmholtz problems with arbitrary (holomorphic) dependence on the stochastic parameters; we show that in all cases the region of parametric holomorphy decreases with and show how the rate of decrease with is dictated by whether the unperturbed Helmholtz problem is trapping or nontrapping. We then give examples of both trapping and nontrapping problems where these bounds on the rate of decrease with of the region of parametric holomorphy are sharp, with the trapping examples coming from the recent results of [31]. An immediate implication of these results is that the -dependent restrictions imposed on the randomness in the analysis of quasi-Monte Carlo methods in [35] arise from a genuine feature of the Helmholtz equation with large (and not, for example, a suboptimal bound).

A Fast Butterfly-Compressed Hadamard–Babich Integrator for High-Frequency Helmholtz Equations in Inhomogeneous Media with Arbitrary Sources

We present a butterfly-compressed representation of the Hadamard–Babich (HB) ansatz for the Green’s function of the high-frequency Helmholtz equation in smooth inhomogeneous media. For a computational domain discretized with discretization cells, the proposed algorithm first solves and tabulates the phase and HB coefficients via eikonal and transport equations with observation points and point sources located at the Chebyshev nodes using a set of much coarser computation grids, and then butterfly compresses the resulting HB interactions from all cell centers to each other. The overall CPU time and memory requirement scale as for any bounded two-dimensional (2D) domains with arbitrary excitation sources. A direct extension of this scheme to bounded 3D domains yields an CPU complexity, which can be further reduced to quasi-linear complexities with proposed remedies. The scheme can also efficiently handle scattering problems involving inclusions in inhomogeneous media. Although the current construction of our HB integrator does not accommodate caustics, the resulting HB integrator itself can be applied to certain sources, such as concave-shaped sources, to produce caustic effects. Compared to finite-difference frequency domain methods, the proposed HB integrator is free of numerical dispersion and requires fewer discretization points per wavelength. As a result, it can solve wave propagation problems well beyond the capability of existing solvers. Remarkably, the proposed scheme can accurately model wave propagation in 2D domains with 640 wavelengths per direction and in 3D domains with 54 wavelengths per direction on a state-of-the-art supercomputer at Lawrence Berkeley National Laboratory.

A Fixed-Point Iteration Method for High Frequency Helmholtz Equations

A Fixed-Point Iteration Method for High Frequency Helmholtz Equations

Learning rays via deep neural network in a ray-based IPDG method for high-frequency Helmholtz equations in inhomogeneous media

We develop a deep learning approach to extract ray directions at discrete locations by analyzing highly oscillatory wave fields. A deep neural network is trained on a set of local plane-wave fields to predict ray directions at discrete locations. The resulting deep neural network is then applied to a reduced-frequency Helmholtz solution to extract ray directions, which are further incorporated into a ray-based interior-penalty discontinuous Galerkin (IPDG) method to solve the corresponding Helmholtz equations at higher frequencies. In this way, we observe no apparent pollution effects in the resulting Helmholtz solutions in inhomogeneous media. Our 2D and 3D numerical results show that the proposed scheme is very efficient and yields highly accurate solutions.

Applying GMRES to the Helmholtz equation with strong trapping: how does the number of iterations depend on the frequency?

We consider GMRES applied to discretisations of the high-frequency Helmholtz equation with strong trapping; recall that in this situation the problem is exponentially ill-conditioned through an increasing sequence of frequencies. Our main focus is on boundary-integral-equation formulations of the exterior Dirichlet and Neumann obstacle problems in 2- and 3-d. Under certain assumptions about the distribution of the eigenvalues of the integral operators, we prove upper bounds on how the number of GMRES iterations grows with the frequency; we then investigate numerically the sharpness (in terms of dependence on frequency) of both our bounds and various quantities entering our bounds. This paper is therefore the first comprehensive study of the frequency-dependence of the number of GMRES iterations for Helmholtz boundary-integral equations under trapping.

Trace transfer-based diagonal sweeping domain decomposition method for the Helmholtz equation: Algorithms and convergence analysis

By utilizing the perfectly matched layer (PML) and source transfer techniques, the diagonal sweeping domain decomposition method (DDM) was recently developed for solving the high-frequency Helmholtz equation in Rn, which uses 2n sweeps along respective diagonal directions with checkerboard domain decomposition. Although this diagonal sweeping DDM is essentially multiplicative, it is highly suitable for parallel computing of the Helmholtz problem with multiple right-hand sides when combined with the pipeline processing since the number of sequential steps in each sweep is much smaller than the number of subdomains. In this paper, we propose and analyze a trace transfer-based diagonal sweeping DDM. A major advantage of changing from source transfer to trace transfer for information passing between neighbor subdomains is that the resulting diagonal sweeps become easier to analyze and implement and more efficient, since the transferred traces have only 2n cardinal directions between neighbor subdomains while the transferred sources come from a total of 3n−1 cardinal and corner directions. We rigorously prove that the proposed diagonal sweeping DDM not only gives the exact solution of the global PML problem in the constant medium case but also does it with at most one extra round of diagonal sweeps in the two-layered media case, which lays down the theoretical foundation of the method. Performance and parallel scalability of the proposed DDM as direct solver or preconditioner are also numerically demonstrated through extensive experiments in two and three dimensions.

A Diagonal Sweeping Domain Decomposition Method with Source Transfer for the Helmholtz Equation

In this paper, we propose and test a novel diagonal sweeping domain decomposition method (DDM) with source transfer for solving the high-frequency Helmholtz equation in $\mathbb{R}^n$. In the method the computational domain is partitioned into overlapping checkerboard subdomains for source transfer with the perfectly matched layer (PML) technique, then a set of diagonal sweeps over the subdomains are specially designed to solve the system efficiently. The method improves the additive overlapping DDM (W. Leng and L. Ju, 2019) and the L-sweeps method (M. Taus, et al., 2019) by employing a more efficient subdomain solving order. We show that the method achieves the exact solution of the global PML problem with $2^n$ sweeps in the constant medium case. Although the sweeping usually implies sequential subdomain solves, the number of sequential steps required for each sweep in the method is only proportional to the $n$-th root of the number of subdomains when the domain decomposition is quasi-uniform with respect to all directions, thus it is very suitable for parallel computing of the Helmholtz problem with multiple right-hand sides through the pipeline processing. Extensive numerical experiments in two and three dimensions are presented to demonstrate the effectiveness and efficiency of the proposed method.

Numerical solutions for point-source high frequency Helmholtz equation through efficient time propagators for Schrödinger equation

For high frequency Helmholtz equations with point-source conditions, geometrical optics provides an efficient way to compute the solutions without ‘pollution effect’ that is usually unavoidable in finite difference and finite element methods. However, geometrical optics generally can only provide locally valid approximations for the wavefield near the primary source. In order to obtain globally valid wavefield, we will propagate the wavefield with efficient time propagators for an appropriate time-dependent Schrödinger equation. The geometrical optics is first applied to compute locally valid approximations for the wavefield, then the wavefield is propagated through the time-dependent Schrödinger equation until its change is small enough in the domain of interest, which results in the globally valid approximation for the solution to the Helmholtz equation in the domain of interest. The adapted time propagator for the time-dependent Schrödinger equation is a Strang operator splitting based pseudospectral approach, which assures the overall efficiency of the method since the pseudospectral approach is unconditionally stable such that large time step sizes are allowed to propagate the wavefield efficiently, and the number of points per wavelength is independent of the frequency. Both two-dimensional and three-dimensional numerical experiments are presented to demonstrate the method.

L-Sweeps: A scalable, parallel preconditioner for the high-frequency Helmholtz equation

We present the first fast solver for the high-frequency Helmholtz equation that scales optimally in parallel for a single right-hand side. The L-sweeps approach achieves this scalability by departing from the usual propagation pattern, in which information flows in a 180∘ degree cone from interfaces in a layered decomposition. Instead, with L-sweeps, information propagates in 90∘ cones induced by a Cartesian domain decomposition (CDD). We extend the notion of accurate transmission conditions to CDDs and introduce a new sweeping strategy to efficiently track the wave fronts as they propagate through the CDD. The new approach decouples the subdomains at each wave front, so that they can be processed in parallel, resulting in better parallel scalability than previously demonstrated in the literature. The method has an overall O((N/p)log⁡ω) empirical run-time for N=nd total degrees-of-freedom in a d-dimensional problem, frequency ω, and p=O(n) processors. We introduce the algorithm and provide a complexity analysis for our parallel implementation of the solver. We corroborate all claims in several two- and three-dimensional numerical examples involving constant, smooth, and discontinuous wave speeds.

Parallel controllability methods for the Helmholtz equation

The Helmholtz equation is notoriously difficult to solve with standard numerical methods, increasingly so, in fact, at higher frequencies. Controllability methods instead transform the problem back to the time-domain, where they seek the time-harmonic solution of the corresponding time-dependent wave equation. Two different approaches are considered here based either on the first or second-order formulation of the wave equation. Both are extended to general boundary-value problems governed by the Helmholtz equation and lead to robust and inherently parallel algorithms. Numerical results illustrate the accuracy, convergence and scalability of controllability methods for the solution of high frequency Helmholtz equations with up to a billion unknowns on massively parallel architectures.

Deep Physical Informed Neural Networks for Metamaterial Design

In this paper, we propose a physical informed neural network approach for designing the electromagnetic metamaterial. The approach can be used to deal with various practical problems such as cloaking, rotators, concentrators, etc. The advantage of this approach is the flexibility that we can deal with not only the continuous parameters but also the piecewise constants. As our best knowledge, there is no other faster and much efficient method to deal with these problems. As a byproduct, we propose a method to solve high frequency Helmholtz equation, which is widely used in physics and engineering. Some benchmark problems have been solved in numerical tests to verify our method.

Solving the Three-Dimensional High-frequency Helmholtz Equation Using Contour Integration and Polynomial Preconditioning

We propose an iterative solution method for the three-dimensional high-frequency Helmholtz equation that exploits a contour integral formulation of spectral projectors. In this framework, the solut...

Asymptotic Solutions for High Frequency Helmholtz Equations in Anisotropic Media with Hankel Functions

We present asymptotic methods for solving high frequency Helmholtz equations in anisotropic media. The methods are motivated by Babich’s expansion that uses Hankel functions of the first kind to approximate the solution of high frequency Helmholtz equation in isotropic media. Within Babich’s expansion, we can derive the anisotropic eikonal equation and a recurrent system of transport equations to determine the phase and amplitude terms of the wave, respectively. In order to reconstruct the wave with the phase and amplitude terms for any high frequencies, they must be computed with high-order accuracy, for which a high-order factorization approach based on power series expansions at the primary source is applied first to resolve the source singularities, after that high-order schemes can be implemented efficiently. Rigorous formulations are derived, and numerical examples are presented to demonstrate the methods.

An Additive Overlapping Domain Decomposition Method for the Helmholtz Equation

In this paper, we propose and analyze an additive domain decomposition method (DDM) for solving the high-frequency Helmholtz equation with the Sommerfeld radiation condition. In the proposed method, the computational domain is partitioned into structured subdomains along all spatial directions, and each subdomain contains an overlapping region for source transferring. At each iteration all subdomain PML problems are solved completely in parallel, then all horizontal, vertical and corner directional residuals on each subdomain are passed to its corresponding neighbor subdomains as the source for the next iteration. This DDM method is highly scalable in nature and theoretically shown to produce the exact solution for the PML problem defined in ${\mathbb{R}}^2$ in the constant medium case. A slightly modified version of the method for bounded truncated domains is also developed for its use in practice and an error estimate is rigorously proved. Various numerical experiments in two and three dimensions are conducted on the supercomputer "Tianhe-2 Cluster" to verify the theoretical results and demonstrate excellent performance of the proposed method as an iterative solver or a preconditioner.

A hybrid approach to solve the high-frequency Helmholtz equation with source singularity in smooth heterogeneous media

We propose a hybrid approach to solve the high-frequency Helmholtz equation with point source terms in smooth heterogeneous media. The method is based on the ray-based finite element method (ray-FEM) [29], whose original version can not handle the singularity close to point sources accurately. This pitfall is addressed by combining the ray-FEM, which is used to compute the smooth far-field of the solution accurately, with a high-order asymptotic expansion close to the point source, which is used to properly capture the singularity of the solution in the near-field. The method requires a fixed number of grid points per wavelength to accurately represent the wave field with an asymptotic convergence rate of O(ω−1/2), where ω is the frequency parameter in the Helmholtz equation. In addition, a fast sweeping-type preconditioner is used to solve the resulting linear system.We present numerical examples in 2D to show both accuracy and efficiency of our method as the frequency increases. In particular, we provide numerical evidence of the convergence rate, and we show empirically that the overall complexity is O(ω2) up to a poly-logarithmic factor.

Nested Domain Decomposition with Polarized Traces for the 2D Helmholtz Equation

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

Learning dominant wave directions for plane wave methods for high-frequency Helmholtz equations

We present a ray-based finite element method for the high-frequency Helmholtz equation in smooth media, whose basis is learned adaptively from the medium and source. The method requires a fixed number of grid points per wavelength to represent the wave field; moreover, it achieves an asymptotic convergence rate of mathcal {O}(omega ^{-frac{1}{2}}), where omega is the frequency parameter in the Helmholtz equation. The local basis is motivated by the geometric optics ansatz and is composed of polynomials modulated by plane waves propagating in a few dominant ray directions. The ray directions are learned by processing a low-frequency wave field that probes the medium with the same source. Once the local ray directions are extracted, they are incorporated into the local basis to solve the high-frequency Helmholtz equation. This process can be continued to further improve the approximations for both local ray directions and high-frequency wave fields iteratively. Finally, a fast solver is developed for solving the resulting linear system with an empirical complexity mathcal {O}(omega ^d) up to a poly-logarithmic factor. Numerical examples in 2D are presented to corroborate the claims.

The method of polarized traces for the 2D Helmholtz equation

We present a solver for the 2D high-frequency Helmholtz equation in heterogeneous acoustic media, with online parallel complexity that scales optimally as O ( N L ) , where N is the number of volume unknowns, and L is the number of processors, as long as L grows at most like a small fractional power of N . The solver decomposes the domain into layers, and uses transmission conditions in boundary integral form to explicitly define “polarized traces”, i.e., up- and down-going waves sampled at interfaces. Local direct solvers are used in each layer to precompute traces of local Green's functions in an embarrassingly parallel way (the offline part), and incomplete Green's formulas are used to propagate interface data in a sweeping fashion, as a preconditioner inside a GMRES loop (the online part). Adaptive low-rank partitioning of the integral kernels is used to speed up their application to interface data. The method uses second-order finite differences. The complexity scalings are empirical but motivated by an analysis of ranks of off-diagonal blocks of oscillatory integrals. They continue to hold in the context of standard geophysical community models such as BP and Marmousi 2, where convergence occurs in 5 to 10 GMRES iterations. While the parallelism in this paper stems from decomposing the domain, we do not explore the alternative of parallelizing the systems solves with distributed linear algebra routines.

Global geometrical optics approximation to the high frequency Helmholtz equation with discontinuous media

Global geometrical optics approximation to the high frequency Helmholtz equation with discontinuous media

Gaussian Beam Methods for the Helmholtz Equation

In this work we construct Gaussian beam approximations to solutions of the high frequency Helmholtz equation with a localized source. Under the assumption of nontrapping rays we show error estimates between the exact outgoing solution and Gaussian beams in terms of the wave number k, both for single beams and superposition of beams. The main result is that the relative local L 2 error in the beam approximations decay as k −N/2 independent of dimension and presence of caustics for N th order beams.