An integral equation method for a boundary value problem arising in unsteady water wave problems

In this paper we consider the 2D Dirichlet boundary value problem for Laplace’s equation in a non-locally perturbed half-plane, with data in the space of bounded and continuous functions. We show uniqueness of solution, using standard Phragmen-Lindelof arguments. The main result is to propose a boundary integral equation formulation, to prove equivalence with the boundary value problem, and to show that the integral equation is well posed by applying a recent partial generalisation of the Fredholm alternative in Arens et al [J. Int. Equ. Appl. 15 (2003) pp. 1-35]. This then leads to an existence proof for the boundary value problem. Keywords. Boundary integral equation method, Water waves, Laplace’s

A new frequency-uniform coercive boundary integral equation for acoustic scattering

A new boundary integral operator is introduced for the solution of the soundsoft acoustic scattering problem, i.e., for the exterior problem for the Helmholtz equation with Dirichlet boundary conditions. We prove that this integral operator is coercive in L2(Γ) (where Γ is the surface of the scatterer) for all Lipschitz star-shaped domains. Moreover, the coercivity is uniform in the wavenumber k = ω/c, where ω is the frequency and c is the speed of sound. The new boundary integral operator, which we call the “star-combined” potential operator, is a slight modification of the standard combined potential operator, and is shown to be as easy to implement as the standard one. Additionally, to the authors' knowledge, it is the only second-kind integral operator for which convergence of the Galerkin method in L2(Γ) is proved without smoothness assumptions on Γ except that it is Lipschitz. The coercivity of the star-combined operator implies frequency-explicit error bounds for the Galerkin method for any approximation space. In particular, these error estimates apply to several hybrid asymptoticnumerical methods developed recently that provide robust approximations in the high-frequency case. The proof of coercivity of the star-combined operator critically relies on an identity first introduced by Morawetz and Ludwig in 1968, supplemented further by more recent harmonic analysis techniques for Lipschitz domains.

On the stability and convergence of the finite section method for integral equation formulations of rough surface scattering

We consider the Dirichlet and Robin boundary value problems for the Helmholtz equation in a non-locally perturbed half-plane, modelling time harmonic acoustic scattering of an incident field by, respectively, sound-soft and impedance infinite rough surfaces.Recently proposed novel boundary integral equation formulations of these problems are discussed. It is usual in practical computations to truncate the infinite rough surface, solving a boundary integral equation on a finite section of the boundary, of length 2A, say. In the case of surfaces of small amplitude and slope we prove the stability and convergence as A→∞ of this approximation procedure. For surfaces of arbitrarily large amplitude and/or surface slope we prove stability and convergence of a modified finite section procedure in which the truncated boundary is ‘flattened’ in finite neighbourhoods of its two endpoints. Copyright © 2001 John Wiley & Sons, Ltd.

A combined BIE-FE method for the Stokes equations

A numerical algorithm for the biharmonic equation in domains with piecewise smooth boundaries is presented. It is intended for problems describing the Stokes flow in the situations where one has corners or cusps formed by parts of the domain boundary and, due to the nature of the boundary conditions on these parts of the boundary, these regions have a global effect on the shape of the whole domain and hence have to be resolved with sufficient accuracy. The algorithm combines the boundary integral equation method for the main part of the flow domain and the finite-element method which is used to resolve the corner/cusp regions. Two parts of the solution are matched along a numerical ‘internal interface’ or, as a variant, two interfaces, and they are determined simultaneously by inverting a combined matrix in the course of iterations. The algorithm is illustrated by considering the flow configuration of ‘curtain coating’, a flow where a sheet of liquid impinges onto a moving solid substrate, which is particularly sensitive to what happens in the corner region formed, physically, by the free surface and the solid boundary. The ‘moving contact line problem’ is addressed in the framework of an earlier developed interface formation model which treats the dynamic contact angle as part of the solution, as opposed to it being a prescribed function of the contact line speed, as in the so-called ‘slip models’. Keywords: Dynamic contact angle; finite elements; free surface flows; hybrid numerical technique; Stokes equations.

Boundary integral equations on unbounded rough surfaces: Fredholmness and the finite section method

We consider a class of boundary integral equations that arise in the study of strongly elliptic BVPs in unbounded domains of the form $D = \{(x, z)\in \mathbb{R}^{n+1} : x\in \mathbb{R}^n, z > f(x)\}$ where $f : \mathbb{R}^n \to\mathbb{R}$ is a sufficiently smooth bounded and continuous function. A number of specific problems of this type, for example acoustic scattering problems, problems involving elastic waves, and problems in potential theory, have been reformulated as second kind integral equations $u+Ku = v$ in the space $BC$ of bounded, continuous functions. Having recourse to the so-called limit operator method, we address two questions for the operator $A = I + K$ under consideration, with an emphasis on the function space setting $BC$. Firstly, under which conditions is $A$ a Fredholm operator, and, secondly, when is the finite section method applicable to $A$?

On integral equation and least squares methods for scattering by diffraction gratings

In this paper we consider the scattering of a plane acoustic or electromagnetic wave by a one-dimensional, periodic rough surface. We restrict the discussion to the case when the boundary is sound soft in the acoustic case, perfectly reflecting with TE polarization in the EM case, so that the total field vanishes on the boundary. We propose a uniquely solvable first kind integral equation formulation of the problem, which amounts to a requirement that the normal derivative of the Green's representation formula for the total field vanish on a horizontal line below the scattering surface. We then discuss the numerical solution by Galerkin's method of this (ill-posed) integral equation. We point out that, with two particular choices of the trial and test spaces, we recover the so-called SC (spectral-coordinate) and SS (spectral-spectral) numerical schemes of DeSanto et al., Waves Random Media, 8, 315-414 1998. We next propose a new Galerkin scheme, a modification of the SS method that we term the SS* method, which is an instance of the well-known dual least squares Galerkin method. We show that the SS* method is always well-defined and is optimally convergent as the size of the approximation space increases. Moreover, we make a connection with the classical least squares method, in which the coefficients in the Rayleigh expansion of the solution are determined by enforcing the boundary condition in a least squares sense, pointing out that the linear system to be solved in the SS* method is identical to that in the least squares method. Using this connection we show that (reflecting the ill-posed nature of the integral equation solved) the condition number of the linear system in the SS* and least squares methods approaches infinity as the approximation space increases in size. We also provide theoretical error bounds on the condition number and on the errors induced in the numerical solution computed as a result of ill-conditioning. Numerical results confirm the convergence of the SS* method and illustrate the ill-conditioning that arises.

A Nyström method for a boundary value problem arising in unsteady water wave problems

This paper is concerned with solving numerically the Dirichlet boundary value problem for Laplace’s equation in a nonlocally perturbed half-plane. This problem arises in the simulation of classical unsteady water wave problems. The starting point for the numerical scheme is the boundary integral equation reformulation of this problem as an integral equation of the second kind on the real line in Preston et al. (2008, J. Int. Equ. Appl., 20, 121–152). We present a Nystr¨om method for numerical solution of this integral equation and show stability and convergence, and we present and analyse a numerical scheme for computing the Dirichlet-to-Neumann map, i.e., for deducing the instantaneous fluid surface velocity from the velocity potential on the surface, a key computational step in unsteady water wave simulations. In particular, we show that our numerical schemes are superalgebraically convergent if the fluid surface is infinitely smooth. The theoretical results are illustrated by numerical experiments.

Boundary integral methods for singularly perturbed boundary value problems

In this paper we consider boundary integral methods applied to boundary value problems for the positive definite Helmholtz-type problem -DeltaU + alpha U-2 = 0 in a bounded or unbounded domain, with the parameter alpha real and possibly large. Applications arise in the implementation of space-time boundary integral methods for the heat equation, where alpha is proportional to 1/root deltat, and deltat is the time step. The corresponding layer potentials arising from this problem depend nonlinearly on the parameter alpha and have kernels which become highly peaked as alpha --> infinity, causing standard discretization schemes to fail. We propose a new collocation method with a robust convergence rate as alpha --> infinity. Numerical experiments on a model problem verify the theoretical results.

A fast two-grid and finite section method for a class of integral equations on the real line with application to an acoustic scattering problem in the half-plane

We consider the numerical treatment of second kind integral equations on the real line of the form ∅(s) = ∫_(-∞)^(+∞)▒〖κ(s-t)z(t)ϕ(t)dt,s=R〗 (abbreviated ϕ= ψ+K_z ϕ) in which K ϵ L_1 (R), z ϵ L_∞ (R) and ψ ϵ BC(R), the space of bounded continuous functions on R, are assumed known and ϕ ϵ BC(R) is to be determined. We first derive sharp error estimates for the finite section approximation (reducing the range of integration to [-A, A]) via bounds on (1-K_z )^(-1)as an operator on spaces of weighted continuous functions. Numerical solution by a simple discrete collocation method on a uniform grid on R is then analysed: in the case when z is compactly supported this leads to a coefficient matrix which allows a rapid matrix-vector multiply via the FFT. To utilise this possibility we propose a modified two-grid iteration, a feature of which is that the coarse grid matrix is approximated by a banded matrix, and analyse convergence and computational cost. In cases where z is not compactly supported a combined finite section and two-grid algorithm can be applied and we extend the analysis to this case. As an application we consider acoustic scattering in the half-plane with a Robin or impedance boundary condition which we formulate as a boundary integral equation of the class studied. Our final result is that if z (related to the boundary impedance in the application) takes values in an appropriate compact subset Q of the complex plane, then the difference between ϕ(s)and its finite section approximation computed numerically using the iterative scheme proposed is ≤C_1 [kh log⁡〖(1⁄kh)+(1-Θ)^((-1)⁄2) (kA)^((-1)⁄2) 〗 ] in the interval [-ΘA,ΘA](Θ<1) for kh sufficiently small, where k is the wavenumber and h the grid spacing. Moreover this numerical approximation can be computed in ≤C_2 N log⁡N operations, where N = 2A/h is the number of degrees of freedom. The values of the constants C1 and C2 depend only on the set Q and not on the wavenumber k or the support of z.

Condition number estimates for combined potential boundary integral operators in acoustic scattering

We study the classical combined field integral equation formulations for time-harmonic acoustic scattering by a sound soft bounded obstacle, namely the indirect formulation due to Brakhage-Werner/Leis/Panic, and the direct formulation associated with the names of Burton and Miller. We obtain lower and upper bounds on the condition numbers for these formulations, emphasising dependence on the frequency, the geometry of the scatterer, and the coupling parameter. Of independent interest we also obtain upper and lower bounds on the norms of two oscillatory integral operators, namely the classical acoustic single- and double-layer potential operators.

A well-posed integral equation formulation for three-dimensional rough surface scattering

We consider the problem of scattering of time-harmonic acoustic waves by an unbounded sound-soft rough surface. Recently, a Brakhage Werner type integral equation formulation of this problem has been proposed, based on an ansatz as a combined single- and double-layer potential, but replacing the usual fundamental solution of the Helmholtz equation with an appropriate half-space Green's function. Moreover, it has been shown in the three-dimensional case that this integral equation is uniquely solvable in the space L-2 (Gamma) when the scattering surface G does not differ too much from a plane. In this paper, we show that this integral equation is uniquely solvable with no restriction on the surface elevation or slope. Moreover, we construct explicit bounds on the inverse of the associated boundary integral operator, as a function of the wave number, the parameter coupling the single- and double-layer potentials, and the maximum surface slope. These bounds show that the norm of the inverse operator is bounded uniformly in the wave number, kappa, for kappa > 0, if the coupling parameter h is chosen proportional to the wave number. In the case when G is a plane, we show that the choice eta = kappa/2 is nearly optimal in terms of minimizing the condition number.

Numerical-asymptotic boundary integral methods in high-frequency acoustic scattering

In this article we describe recent progress on the design, analysis and implementation of hybrid numerical-asymptotic boundary integral methods for boundary value problems for the Helmholtz equation that model time harmonic acoustic wave scattering in domains exterior to impenetrable obstacles. These hybrid methods combine conventional piecewise polynomial approximations with high-frequency asymptotics to build basis functions suitable for representing the oscillatory solutions. They have the potential to solve scattering problems accurately in a computation time that is (almost) independent of frequency and this has been realized for many model problems. The design and analysis of this class of methods requires new results on the analysis and numerical analysis of highly oscillatory boundary integral operators and on the high-frequency asymptotics of scattering problems. The implementation requires the development of appropriate quadrature rules for highly oscillatory integrals. This article contains a historical account of the development of this currently very active field, a detailed account of recent progress and, in addition, a number of original research results on the design, analysis and implementation of these methods.

A time-domain probe method for three-dimensional rough surface reconstructions

The task of this paper is to develop a Time-Domain Probe Method for the reconstruction of impenetrable scatterers. The basic idea of the method is to use pulses in the time domain and the time-dependent response of the scatterer to reconstruct its location and shape. The method is based on the basic causality principle of timedependent scattering. The method is independent of the boundary condition and is applicable for limited aperture scattering data. In particular, we discuss the reconstruction of the shape of a rough surface in three dimensions from time-domain measurements of the scattered field. In practise, measurement data is collected where the incident field is given by a pulse. We formulate the time-domain fieeld reconstruction problem equivalently via frequency-domain integral equations or via a retarded boundary integral equation based on results of Bamberger, Ha-Duong, Lubich. In contrast to pure frequency domain methods here we use a time-domain characterization of the unknown shape for its reconstruction. Our paper will describe the Time-Domain Probe Method and relate it to previous frequency-domain approaches on sampling and probe methods by Colton, Kirsch, Ikehata, Potthast, Luke, Sylvester et al. The approach significantly extends recent work of Chandler-Wilde and Lines (2005) and Luke and Potthast (2006) on the timedomain point source method. We provide a complete convergence analysis for the method for the rough surface scattering case and provide numerical simulations and examples.

The impedance boundary value problem for the Helmholtz equation in a half-plane

We prove unique existence of solution for the impedance (or third) boundary value problem for the Helmholtz equation in a half-plane with arbitrary L∞ boundary data. This problem is of interest as a model of outdoor sound propagation over inhomogeneous flat terrain and as a model of rough surface scattering. To formulate the problem and prove uniqueness of solution we introduce a novel radiation condition, a generalization of that used in plane wave scattering by one-dimensional diffraction gratings. To prove existence of solution and a limiting absorption principle we first reformulate the problem as an equivalent second kind boundary integral equation to which we apply a form of Fredholm alternative, utilizing recent results on the solvability of integral equations on the real line in [5].