% % 2009-04-25 \documentclass[12pt]{amsart} %\usepackage{a4wide} %\addtolength{\hoffset}{1.45cm} %\addtolength{\textwidth}{-2.9cm} %\addtolength{\voffset}{1.2cm} %\addtolen\texttt{}gth{\textheight}{-2.4cm} %\usepackage{breqn} %\usepackage{showkeys} \usepackage{amsthm,amssymb,amsmath} \usepackage{geometry} \usepackage{graphicx} \usepackage{enumerate} \usepackage{float} %\usepackage[active]{srcltx} \numberwithin{equation}{section} %\usepackage{pstricks,pst-plot} \newtheorem{example}{example}[section] \DeclareMathOperator{\supp}{supp} \DeclareMathOperator{\Span}{span} \DeclareMathOperator{\diam}{diam} \DeclareMathOperator*{\essup}{ess-sup} \DeclareMathOperator{\Tr}{Tr} \newtheorem{thm}{Theorem} \numberwithin{thm}{section} \newtheorem{lem}[thm]{Lemma} \newtheorem{coro}[thm]{Corollary} \newtheorem{propo}[thm]{Proposition} \theoremstyle{definition} %\newtheorem{defi}[thm]{Definition} \newtheorem{ex}[thm]{Example} \newtheorem{rem}[thm]{Remark} \newcommand{\inner}[3][]{\langle #2,#3\rangle_{#1}} \newcommand{\Inner}[3][]{\Big\langle#2,#3\Big\rangle_{#1}} \newcommand{\norm}[2][]{\|{#2}\|_{{#1}}} \newcommand{\snorm}[2][]{|{#2}|_{{#1}}} \newcommand{\Snorm}[2][]{\Big|{#2}\Big|_{{#1}}} \newcommand{\Norm}[2][]{\Big\|{#2}\Big\|_{{#1}}} \newcommand{\abs}[1]{|#1|} \newcommand{\Abs}[1]{\Big|#1\Big|} \newcommand{\rD}{{\mathrm D}} \newcommand{\TT}{{\mathcal T}} \newcommand{\EE}{{\mathbf E}} \newcommand{\dd}{ { \mathrm{d}} } \newcommand{\ee}{ { \mathrm{e}} } \newcommand{\ii}{ { \mathrm{i}} } \newcommand{\pt}{\partial} \newcommand{\cT}{{ \mathcal T}} \newcommand{\cG}{{ \mathcal G}} \newcommand{\cV}{{ \mathcal V}} \newcommand{\cW}{{ \mathcal W}} \newcommand{\bbT}{{ \mathbb T}} \newcommand{\cZ}{{ \mathcal Z}} \newcommand{\cR}{{ \mathcal R}} \newcommand{\cK}{{ \mathcal K}} \newcommand{\cA}{{ \mathcal A}} \newcommand{\cP}{{ \mathcal P}} \newcommand{\cC}{{ \mathcal C}} \newcommand{\cH}{{ \mathcal H}} \newcommand{\cE}{{ \mathcal E}} \newcommand{\cB}{{ \mathcal B}} \newcommand{\cL}{{ \mathcal L}} \newcommand{\cF}{{ \mathcal F}} \newcommand{\cD}{{ \mathcal D}} \newcommand{\cN}{{ \mathcal N}} \newcommand{\cO}{{ \mathcal O}} \newcommand{\cM}{{ \mathcal M}} \newcommand{\IR}{{ \mathbf R}} \newcommand{\IC}{{ \mathbf C}} \newcommand{\IT}{{ \mathbf T}} \newcommand{\IQ}{{ \mathbf Q}} \newcommand{\IP}{{ \mathbf P}} \newcommand{\IN}{{ \mathbf N}} \newcommand{\IE}{{ \mathbf E}} \newcommand{\IInt}{{ \textrm Int}} \newcommand{\HS}{\mathrm{HS}} \title{Boundary element method for the Helholtz equation} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \author[A.~Mesforush]{Ali Mesforush} \address{ Department of Mathematical Sciences, Shahrood University, Shahrood, Iran} \email{ali.mesforush@shahroodut.ac.ir} \urladdr{http://shahroodut.ac.ir/fa/as/?id=S138} \author[Z.~Mehraban]{Zohreh Mehraban} \address{ Department of Mathematical Sciences, Shahrood University, Shahrood, Iran} \email{zohre.mehraban@ymail.com} %\urladdr{http://www.math.chalmers.se/~mesforus} \keywords{Laplace equation, Helmholtz equation, boundary integral equation, discretization, boundary element method} \subjclass{35A08,65M38,65N38,74S15} \begin{document} \begin{abstract} The boundary element methos is applied to the Helholtltz equation. To this end we discretized the Helmholtz equation over the boundary $\Omega$ and conclude a system of equations. By applying the boundary condition we get a new system which gives the solution of the equation. \end{abstract} \maketitle %\textbf{Keywords:} %Laplace equation, Helmholtz equation, boundary integral equation, discretization, boundary element method \section{Introduction and preliminaries } Numerical approximation for solving a differential equation has a wide range of application in engineering and mathematics. Some of these methods are: finite difference methods, finite element methods and boundary element method. In these methods we usually discritize the equation and apply the governing equations on the suitable mesh. The most important thing in the numerical approximation is determination of the size of mesh such that the approximation solution has the suitable accuracy. The boundary element method is a powerful tool for numerical approximation for a differential equation. For the first time, in 1872, Betti presented this method in elasticity theory\cite{betti}. In 1903 Fredholm extended this method\cite{fred}, but in 1977 the boundary element method appears in some publications of Banerjee, Butterfield, Brebbia and Dominguez.\cite{banerjee,doming}\\ In this paper we want to find an approximate solution for the Helmholtz equation by the boundary element method. This paper organized in three sections: in the first section , we introduce some preliminaries and we describe the structure of the boundary element method. In the second section, we applied boundary element method for Laplace equation which is a special case of helmholtz equation. Finally, in the third section we approximat the boundary element solution of Helmholtz equation. %\section{preliminaries} In boundary element method we use three important things.\cite{boundary} \begin{itemize} \item[1-] {\it\textit{The Gauss divergence theorem:}} If $\Omega \subset \mathbb{R}^d$ be a bounded domain and $w=(w_1,\cdots,w_d)\in C^1(\overline{\Omega})^d$ be a vector-valued function, then for $x\in \mathbb{R}^d$ we have \begin{equation*} \int_{\Omega}\nabla\cdot w\,\dd v=\int_{\Gamma}w\cdot n\,\dd s, \end{equation*} where $n=(n_1,\cdots,n_d)$ is the outward unit normal to boundary $\Gamma$. \item[2-] {\it\textit{The second Green identity:}} Let $\Omega \subset \mathbb{R}^d$ be a bounded domain and $v, w\in C^2(\overline{\Omega})$, then \begin{equation*} \int_\Omega (w\nabla^2u -u\nabla^2 w)\dd v=\int_{\Gamma}(w\dfrac{\partial u}{\partial n}-u\dfrac{\partial w}{\partial n})\dd s. \end{equation*} \item[3-] {\it\textit{The Dirac delta function:}} The Dirac delta function defined as \begin{equation*} \delta (X-X_0)= \begin{cases} \infty,\qquad &X=X_0,\\ 0, &X\neq X_0, \end{cases} \end{equation*} and has two following properties: \begin{equation*} \int_{-\infty}^{\infty}\delta (X-X_0)\,\dd X=1, \,\, \int_{-\infty}^{\infty}f(X) \delta (X-X_0)\,\dd X=f(X_0). \end{equation*} \end{itemize} %%%%%%%%%%%%%%%%%%%%%% The structure of boundary element method can be decribed as follow. %\section{Boundary element method Structure} Consider the following boundary element value problem \begin{align}\label{am1} \begin{cases} \mathcal{A}u:=Au_{xx}+2Bu_{xy}+Cu_{yy}+Du=f,& \mathrm{ in}\, \Omega,\\ u=\bar{u},& \mathrm{on}\, \Gamma_1,\\ q=\dfrac{\partial u}{\partial n}=\bar{q},& \mathrm{on}\,\Gamma_2, \end{cases} \end{align} where the coefficients $A, B, C, D $ are constant and $\Gamma_1$, $\Gamma_2$ are boundaries of domain $\Omega$, $q$ is the derivative of potential function in direction of $n$ and $\bar{u}$, $\bar{q}$ are given values of the flux and potential function on the boundary. In boundary element method we multiply the first equation of \eqref{am1} by weight function $w\in C^2(\overline{\Omega})$ and integrate over $\Omega$ to get the integral form \begin{equation}\label{ta1} \int_{\Omega}(\mathcal{A}u)w\dd v=\int_\Omega fw\dd v. \end{equation} by choosing the fundamental solution $\mathcal{A}w=-\delta(X-X_0)$ as the weight function and using the second Green identity, we can convert \eqref{ta1} to a continuous integral equation over the boundary. For applying the boundary element method we discretize the problem over the boundary of $\Omega$. To this end we consider $\partial\Omega=\cup_{j=1}^{N}\partial\Omega_j$ and conclude the system of equations $HU=GQ$. If we apply the boundary conditions, we get a new system of equations as $AX=B$, which gives the flux and potential $u$ on the boundary.\\ In this paper we want to apply the bounday element method for the Helmholtz equation. In \eqref{am1} if we consider $A=1, B=0, C=1, D=k^2$ and by considering $\nabla^2u=u_{xx}+u_{yy}$, we get the Helmholtz equation: \begin{equation}\label{ma3} \begin{cases} \mathcal{A}u:=\nabla^2 u+k^2u=0, &\mathrm{ in}\,\Omega\subset\mathbb{R}^2,\\ u=\bar{u},& \mathrm{on}\,\Gamma_1,\\ q=\dfrac{\partial u}{\partial n}=\bar{q},&\mathrm{on}\, \Gamma_2, \end{cases} \end{equation} where $k$ is the wave number. %%%%%%%%%%%%%%%%%%%%%%%%%%% \section{Boundary element method for the laplace problem} In this section we apply the boundary element method to the Laplace equation which is the special case of Helmholtz equation. In equation \eqref{ma3} if we set $k=0$, we get the laplace equation, \begin{equation}\label{ma4} \begin{cases} \nabla^2 u=0, &\mathrm{in}\,\Omega\subset\mathbb{R}^2,\\ u=\bar{u},& \mathrm{on}\,\Gamma_1,\\ q=\dfrac{\partial u}{\partial n}=\bar{q},&\mathrm{on}\, \Gamma_2. \end{cases} \end{equation} Consider weight function $w$ such that it satisfies \begin{equation}\label{zar} \nabla^2 w+\delta(X-X_0)=0, \end{equation} where $X_0=(\xi,\eta)$ is a singular point and $\delta$ is the Dirac delta function. Considering the polar form $\nabla^2 w =\dfrac{1}{r}\dfrac{\partial}{\partial r}(r\dfrac{\partial w}{\partial r})$ where $r=|X-X_0|=\sqrt{(x-\xi)^2+(y-\eta)^2}$. For $r>0, \delta(X-X_0)=0 $, thus \begin{equation*} \dfrac{1}{r}\dfrac{\partial}{\partial r}(r\dfrac{\partial w}{\partial r})=0, \end{equation*} where $A$ and $B$ are arbitrary constants. Since we look for a particular solution, we may set $B=0$. Which gives after integrating twice \[w= A\ln r + B.\] By considering a neighborhood of $X_0$ and using the integral property for dirac delta function, we obtain $A=\dfrac{1}{2\pi}$. Hence, the fundamental solution for the Laplac equation becomes \cite{brebbia} \[w=\dfrac{1}{2\pi}\ln \left(\dfrac{1}{r}\right).\] Also we note that \begin{equation*} \dfrac{\partial w}{\partial n}=\dfrac{\partial w}{\partial r}\dfrac{\partial r}{\partial n}=-\dfrac{1}{2\pi r}({\nabla} r\cdot n)=-\dfrac{1}{2\pi r^2}(r_xn_x+r_yn_y), \end{equation*} where $r_x=x-\xi$ and $r_y=y-\eta$. Let $X_0\in \Omega$ and consider a neighborhood of $X_0$ with radius $\varepsilon$, namely $\Omega_\varepsilon$ and consider the new domain $\Omega-\Omega_{\varepsilon}$ with boundary $\partial\Omega\cup\partial\Omega_\varepsilon$. In the new domain by letting $q=\dfrac{\partial u}{\partial n}$ and $q^*=\dfrac{\partial w}{\partial n}$ the Green formula can be written as \begin{align*} \lim_{\varepsilon\rightarrow 0}\int_{\Omega -\Omega_\varepsilon}(u\nabla^2 w-w\nabla^2 u)\dd v=\lim_{\varepsilon\rightarrow 0}&\int_{\partial\Omega }(uq^*-wq)\dd s\\ &+\lim_{\varepsilon\rightarrow 0}\int_{\partial\Omega_\varepsilon }(uq^*-wq)\dd s, \end{align*} by using \eqref{zar} and the definition of the Dirac delta and $X_0\notin\Omega -\Omega_\varepsilon$ obtain \[\lim_{\varepsilon\rightarrow 0}\int_{\Omega -\Omega_\varepsilon}u\nabla^2 w\dd v=\lim_{\varepsilon\rightarrow 0}\left(-\int_{\Omega -\Omega_\varepsilon}u\delta(X-X_0)\dd v\right)=0, \] by using the Laplac equation \eqref{ma4} obtain \begin{equation*} \lim_{\varepsilon\rightarrow 0}\int_{\Omega -\Omega_\varepsilon}(u\nabla^2 w-w\nabla^2u)\dd v=0. \end{equation*} In other hand, \cite{wrobel} \begin{align*} %\begin{split} \lim_{\varepsilon\rightarrow 0}\int_{\partial\Omega_\varepsilon}(uq^*-wq)\dd s &=\lim_{\varepsilon\rightarrow 0}\int_{\partial\Omega_\varepsilon}\left(u-u(X_0)+u(X_0)\right)q^*\dd s\\ & \quad -\lim_{\varepsilon\rightarrow 0}\left(-\dfrac{\ln \varepsilon}{2\pi}\int_{\partial\Omega_\varepsilon}\dfrac{\partial u}{\partial n}\dd s\right)\\ &=\lim_{\varepsilon\rightarrow 0}\left(u(X_0)\int_0^{2\pi}\dfrac{1}{2\pi}\dd\theta\right)+\lim_{\varepsilon\rightarrow 0}\left(-\dfrac{\varepsilon\ln\varepsilon}{2\pi}\dfrac{\partial u(X_0)}{\partial n}\int_0^{2\pi}\dd\theta\right)\\ &=u(X_0). %\end{split} \end{align*} So the boundary integral equation in $\Omega$ is: \begin{equation*} u(X_0)=\int_{\partial\Omega }(wq-uq^*)\dd s, \end{equation*} which means that for given $u$, $q$ on $\partial\Omega$, the values of $u$ can be determinded for the interior point of the domain.\\ Let $X_0\in\partial\Omega$ and consider a neighborhood of $X_0$, namely $\Omega_\varepsilon^i$ and consider the new domain $\Omega-\Omega_{\varepsilon}^i$ with boundary $\partial\Omega_\varepsilon^i\cup(\partial\Omega-\partial\Omega_\varepsilon)$. In the new domain the Green formula can be written as, \begin{align*} \lim_{\varepsilon\rightarrow 0}\int_{\Omega -\Omega_\varepsilon^i}(u\nabla^2 w-w\nabla^2 u)\dd v & =\lim_{\varepsilon\rightarrow 0}\int_{ (\partial\Omega-\partial\Omega_\varepsilon)}(uq^*-wq)\dd s\\ &\quad +\lim_{\varepsilon\rightarrow 0}\int_{\partial\Omega_\varepsilon^i}(uq^*-wq)\dd s. \end{align*} Since the governing equation is Laplace equation and the $X_0$ is out of the domain $\Omega -\Omega_\varepsilon^i$,we have: \begin{equation*} \lim_{\varepsilon\rightarrow 0}\int_{\partial\Omega -\partial\Omega_\varepsilon}(u\nabla^2 w-w\nabla^2u)\dd v=0. \end{equation*} In other hand \begin{equation*} \begin{split} \lim_{\varepsilon\rightarrow 0}\int_{\partial\Omega_\varepsilon^i}(uq^*-wq)\dd s &=\lim_{\varepsilon\rightarrow 0}\int_{\partial\Omega_\varepsilon}\left(u-u(X_0)+u(X_0)\right)q^*\dd s\\ & \quad -\lim_{\varepsilon\rightarrow 0}\left(-\dfrac{\ln \varepsilon}{2\pi}\int_{\partial\Omega_\varepsilon}\dfrac{\partial u}{\partial n}\dd s\right)\\ &=\lim_{\varepsilon\rightarrow 0}\left(u(X_0)\int_{\partial\Omega_\varepsilon^i}\dfrac{1}{2\pi}\dd\theta\right)+\lim_{\varepsilon\rightarrow 0}\left(-\dfrac{\varepsilon\ln\varepsilon}{2\pi}\dfrac{\partial u(X_0)}{\partial n}\int_0^{2\pi}\dd\theta\right)\\ &=C(X_0)u(X_0), \end{split} \end{equation*} where $C(X_0)$ is a geometry-dependent parameter. It varies between zero and unity and equals $\frac{1}{2}$. If the point is on a smooth part of the boundary at edges, it is related to the angle of the joining surfaces and equals $C(X_0)=\dfrac{\text{internal angle}}{2\pi}$. Also \begin{equation*} \lim_{\varepsilon\rightarrow 0}\int_{\partial\Omega_\varepsilon}(uq^*-wq)\dd s =\lim_{\varepsilon\rightarrow 0}\int_{\partial\Omega}(uq^*-wq)\dd s. \end{equation*} So the boundary integral equation in $\partial\Omega$ is: \begin{equation*} C(\alpha)u(X_0)+\int_{\partial\Omega }uq^*\dd s=\int_{\partial\Omega } wq\dd s. \end{equation*} To apply the boundary element method, the boundary is divided into small elements as $\partial\Omega=\cup_{j=1}^{N}\partial\Omega_j$ where $N$ represents the number of elements that form the boundary. The mesh here is generated only on the boundary and it is more flexible than in the case of finite element mesh. The integrals are then expressed for each element and summed up in order to evaluate the integral on the whole boundary. Considering constant element discretization and the source points situated on a smooth boundary, the boundary integral equation can be written as \begin{equation*} \dfrac{1}{2}u(X_0)+\int_{\cup_{j=1}^{N}\partial\Omega_j}uq^*\dd s=\int_{\cup_{j=1}^{N}\partial\Omega_j } wq\dd s. \end{equation*} where by definition \begin{equation*} H_{ij}= \begin{cases} \widehat{H}_{ij},&i\neq j,\\ \dfrac{1}{2}+\widehat{H}_{ij},&i= j, \end{cases} \end{equation*}and \begin{equation*} \widehat{H}_{ij}=\int_{\partial\Omega_j}\dfrac{\partial w}{\partial n}\,\dd s_{j},\quad G_{ij}=\int_{\partial\Omega_j}w\,\dd s_{j}, \end{equation*} we get \begin{equation*} \sum_{j=1}^NH_{ij} u_j=\sum_{j=1}^N G_{ij}q_j. \end{equation*} Here we know some of $u_j$'s and some of $q_j$'s, i.e., we have exactly $N$ known quantities and $N$ unknowns. Then, by applying the boundary conditions to every midpoint of the elements, we have the equations in the matrix-vector form \[HU=GQ.\] Rearranging this system with known quantities on one side and the unknowns on the other, we get the linear system of equations $AX=B$ where $X$ is unknow values. %%%%%%%%%%%%%%%%%%%%% \begin{example} Consider the Laplace equation in the rectangle plate with mixed boundary conditions as \cite{steady} \begin{equation*} \begin{cases} \nabla^2 T=0,& 0