arXiv subjects

Charles L. Epstein

Publications and source records attributed to Charles L. Epstein.

At least 19 recordsLinked to original sources

arXiv2026

Bulk-surface coupled PDE with an open boundary

We study a bulk-surface coupled Laplace system involving an embedded open boundary. The problem is reformulated as an integro-differential equation using boundary integral representations, for which we establish existence and uniqueness of the solution. A Wiener-Hopf technique is employed to study the solution regularity and derive asymptotic expressions for the edge singularity. Building on these results, we develop a finite element method that incorporates the singularity structure and provide a rigorous error analysis. Numerical experiments confirm the theoretical convergence rates.

math.NA↗

arXiv2025

Solving the Scattering Problem for Open Wave-Guide Networks, I Fundamental Solutions and Integral Equations

We introduce a layer potential representation for the solution of the transmission problem defined by two dielectric channels, or open wave-guides, meeting along the straight-line interface, $\{x_1=0\}.$ The main observation is that the outgoing fundamental solution for the operator $Δ+k_1^2+q(x_2),$ acting on functions defined in ${\mathbb R}^2,$ is easily constructed using the Fourier transform in the $x_1$-variable and the elementary theory of ordinary differential equations. These fundamental solutions can then be used to represent the solution to the transmission problem in half planes. The transmission boundary conditions lead to integral equations along the intersection of the half planes, which, in our normalization, is the $x_2$-axis. We show that, in appropriate Banach spaces, these integral equations are Fredholm equations of second kind, which are therefore generically solvable. We analyze the representation of the guided modes in our formulation.

math-ph↗

arXiv2025

Solving the Scattering Problem for Open Wave-Guide Networks, II Outgoing Estimates

The paper continues the analysis, started in [1] (Part I,arXiv:2302.04353), of the model open wave-guide problem defined by 2 semi-infinite, rectangular wave-guides meeting along a common perpendicular line. In Part I we reduce the solution of the physical problem to a transmission problem rephrased as a system of integral equations on the common perpendicular line. In this part we show that solutions of the integral equations introduced in Part I have asymptotic expansions, if the data allows it. Using these expansions we show that the solutions to the PDE found in each half space satisfy appropriate outgoing radiation conditions. In Part III we show that these conditions imply uniqueness of the solution to the PDE as well as uniqueness for our system of integral equations.

math-ph↗

arXiv2025

Solving the Scattering Problem for Open Wave-Guide Networks, III: Radiation Conditions and Uniqueness

This paper continues the analysis of the scattering problem for a network of open wave-guides started in [arXiv:2302.04353, arXiv:2310.05816]. In this part we present explicit, physically motivated radiation conditions that ensure uniqueness of the solution to the scattering problem. These conditions stem from a 2000 paper of A. Vasy on 3-body Schrodinger operators; we discuss closely related conditions from a 1994 paper of H. Isozaki. Vasy's paper also proves the existence of the limiting absorption resolvents, and that the limiting solutions satisfy the radiation conditions. The statements of these results require a calculus of pseudodifferential operators, called the 3-body scattering calculus, which is briefly introduced here. We show that the solutions to the model problem obtained in arXiv:2302.04353 satisfy these radiation conditions, which makes it possible to prove uniqueness, and therefore existence, for the system of Fredholm integral equations introduced in that paper.

math.AP↗

arXiv2025

Envelopes of Horospheres and Weingarten Surfaces in Hyperbolic 3-Space

We derive basic differential geometric formulae for surfaces in hyperbolic space represented as envelopes of horospheres. The dual notion of parallel hypersurfaces is also studied. The representation is applied to prove existence and regularity theorems for Weingarten surfaces in H^3, which satisfy (1-a)K = a(2-H), for an a < 0, and have a specified boundary curve at infinity. These surfaces are shown to be closely connected to conformal mappings of domains in S^2 into the unit disk and provide Riemannian interpretations for some conformal invariants associated to such mappings. This paper was originally written in 1984, before I learned to use TeX, and was typed by one of the secretaries in the Princeton Math Department. It was more or less, my first original work after my dissertation. For some reason, I was not able to get this paper published in a timely manner. The results and perspective in this paper have proved to be useful to a variety of people, some of whom asked me to render the article into TeX and post it to the arXiv. I had been seriously thinking about doing this, when Martin Bridgeman sent me a transcription of my original article into TeX. I am extremely grateful to him for the effort he has put into this project. The paper is now formatted in a more or less modern AMS-article style, but for lots of additional punctuation, a few corrections and some minor stylistic changes, the content has been largely reproduced as it originally was. Remarks about the 'state-of-the-art' in hyperbolic geometry are obviously way out of date, as there has been enormous progress in many aspects of this still rich subject.

math.DG↗

arXiv2025

Complex scaling for open waveguides

In this work we analyze the complex scaling method applied to the problem of time-harmonic scalar wave propagation in junctions between `leaky,' or open dielectric waveguides. In [arXiv:2302.04353, arXiv:2310.05816, arXiv:2401.04674, arXiv:2411.11204], it was shown that under suitable assumptions the problem can be reduced to a system of Fredholm second-kind integral equations on an infinite interface, transverse to the waveguides. Here, we show that the kernels appearing in the integral equation admit a rapidly decaying analytic continuation on certain natural totally real submanifolds of $\mathbb{C}^2.$ We then show that for suitable, physically-meaningful, boundary data the resulting solutions to the integral equations themselves admit analytic continuation and satisfy related asymptotic estimates. By deforming the integral equation to a suitable contour, the decay in the kernels, density, and data enable straightforward discretization and truncation, with an error that decays exponentially in the truncation length. We illustrate our results with several representative numerical examples.

math.NA↗

arXiv2025

Type-I Superconductors in the Limit as the London Penetration Depth Goes to 0

This paper provides an explicit formula for the approximate solution of the static London equations. These equations describe the currents and magnetic fields in a Type-I superconductor. We represent the magnetic field as a 2-form and the current as a 1-form, and assume that the superconducting material is contained in a bounded, connected set, $Ω,$ with smooth boundary. The London penetration depth gives an estimate for the thickness of the layer near $\partialΩ$ where the current is largely carried. In an earlier paper, we introduced a system of Fredholm integral equations of second kind, on $\partialΩ,$ for solving the physically relevant scattering problems in this context. In real Type-I superconductors the penetration depth is very small, typically about $100$nm, which often renders the integral equation approach computationally intractable. In this paper we provide an explicit formula for approximate solutions, with essentially optimal error estimates, as the penetration depth tends to zero. Our work makes extensive use of the Hodge decomposition of differential forms on manifolds with boundary, and thus evokes Kohn's work on the tangential Cauchy-Riemann equations.

math.AP↗

arXiv2025

Coordinate complexification for the Helmholtz equation with Dirichlet boundary conditions in a perturbed half-space

We present a new complexification scheme based on the classical double layer potential for the solution of the Helmholtz equation with Dirichlet boundary conditions in compactly perturbed half-spaces in two and three dimensions. The kernel for the double layer potential is the normal derivative of the free-space Green's function, which has a well-known analytic continuation into the complex plane as a function of both target and source locations. Here, we prove that - when the incident data are analytic and satisfy a precise asymptotic estimate - the solution to the boundary integral equation itself admits an analytic continuation into specific regions of the complex plane, and satisfies a related asymptotic estimate (this class of data includes both plane waves and the field induced by point sources). We then show that, with a carefully chosen contour deformation, the oscillatory integrals are converted to exponentially decaying integrals, effectively reducing the infinite domain to a domain of finite size. Our scheme is different from existing methods that use complex coordinate transformations, such as perfectly matched layers, or absorbing regions, such as the gradual complexification of the governing wavenumber. More precisely, in our method, we are still solving a boundary integral equation, albeit on a truncated, complexified version of the original boundary. In other words, no volumetric/domain modifications are introduced. The scheme can be extended to other boundary conditions, to open wave guides and to layered media. We illustrate the performance of the scheme with two and three dimensional examples.

math.NA↗

arXiv2024

A numerical method for scattering problems with unbounded interfaces

We introduce a new class of computationally tractable scattering problems in unbounded domains, which we call decomposable problems. In these decomposable problems, the computational domain can be split into a finite collection of subdomains in which the scatterer has a "simple" structure. A subdomain is simple if the domain Green's function for this subdomain is either available analytically or can be computed numerically with arbitrary accuracy by a tractable method. These domain Green's functions are then used to reformulate the scattering problem as a system of boundary integral equations on the union of the subdomain boundaries. This reformulation gives a practical numerical method, as the resulting integral equations can then be solved, to any desired degree of accuracy, by using coordinate complexification over a finite interval, and standard discretization techniques.

math.NA↗

arXiv2023

An accurate and efficient scheme for function extensions on smooth domains

A new scheme is proposed to construct an n-times differentiable function extension of an n-times differentiable function defined on a smooth domain D in d-dimensions. The extension scheme relies on an explicit formula consisting of a linear combination of n+1 function values in D, which extends the function along directions normal to the boundary. Smoothness tangent to the boundary is automatic. The performance of the scheme is illustrated by using function extension as a step in a numerical solver for the inhomogeneous Poisson equation on multiply connected domains with complex geometry in two and three dimensions. We show that the modest additional work needed to do function extension leads to considerably more accurate solutions of the partial differential equation.

math.NA↗

arXiv2021

Debye source representation for type-I superconductors, I

In this note, we analyze the classical magneto-static approach to the theory of type I superconductors, and a Debye source representation that can be used numerically to solve the resultant equations. We also prove that one of the fields, $\boldsymbol{J}^-$, found within the superconductor via the London equations, is the physical current in that the outgoing part of the magnetic field is given as the Biot-Savart integral of $\boldsymbol{J}^{-}$. Finally, we compute the static currents for moderate values of London penetration depth, $λ_L,$ for a sphere, a stellarator-like geometry and a two-holed torus.

math.NA↗

arXiv2020

Recovering missing data in coherent diffraction imaging

In coherent diffraction imaging (CDI) experiments, the intensity of the scattered wave impinging on an object is measured on an array of detectors. This signal can be interpreted as the square of the modulus of the Fourier transform of the unknown scattering density. A beam-stop obstructs the forward scattered wave and, hence, the modulus Fourier data from a neighborhood of k=0 cannot be measured. In this note, we describe a linear method for recovering this unmeasured modulus Fourier data from the measured values and an estimate of the support of the image's autocorrelation function without consideration of phase retrieval. We analyze the conditioning of this problem, which grows exponentially with the modulus of the maximum spatial frequency not measured, and the effects of noise.

math.NA↗

arXiv2020

Geometry of the Phase Retrieval Problem

One of the most powerful approaches to imaging at the nanometer or subnanometer length scale is coherent diffraction imaging using X-ray sources. For amorphous (non-crystalline) samples, the raw data can be interpreted as the modulus of the continuous Fourier transform of the unknown object. Making use of prior information about the sample (such as its support), a natural goal is to recover the phase through computational means, after which the unknown object can be visualized at high resolution. While many algorithms have been proposed for this phase retrieval problem, careful analysis of its well-posedness has received relatively little attention. In this paper, we show that the problem is, in general, not well-posed and describe some of the underlying issues that are responsible for the ill-posedness. We then show how this analysis can be used to develop experimental protocols that lead to better conditioned inverse problems.

math.NA↗

arXiv2019

Explicit unconditionally stable methods for the heat equation via potential theory

We study the stability properties of explicit marching schemes for second-kind Volterra integral equations that arise when solving boundary value problems for the heat equation by means of potential theory. It is well known that explicit finite difference or finite element schemes for the heat equation are stable only if the time step $Δt$ is of the order $O(Δx^2)$, where $Δx$ is the finest spatial grid spacing. In contrast, for the Dirichlet and Neumann problems on the unit ball in all dimensions $d\ge 1$, we show that the simplest Volterra marching scheme, i.e., the forward Euler scheme, is unconditionally stable. Our proof is based on an explicit spectral radius bound of the marching matrix, leading to an estimate that an $L^2$-norm of the solution to the integral equation is bounded by $c_dT^{d/2}$ times the norm of the right hand side. For the Robin problem on the half space in any dimension, with constant Robin (heat transfer) coefficient $κ$, we exhibit a constant $C$ such that the forward Euler scheme is stable if $Δt < C/κ^2$, independent of any spatial discretization. This relies on new lower bounds on the spectrum of real symmetric Toeplitz matrices defined by convex sequences. Finally, we show that the forward Euler scheme is unconditionally stable for the Dirichlet problem on any smooth convex domain in any dimension, in $L^\infty$-norm.

math.NA↗

arXiv2019

A high-order wideband direct solver for electromagnetic scattering from bodies of revolution

The generalized Debye source representation of time-harmonic electromagnetic fields yields well-conditioned second-kind integral equations for a variety of boundary value problems, including the problems of scattering from perfect electric conductors and dielectric bodies. Furthermore, these representations, and resulting integral equations, are fully stable in the static limit as $ω\to 0$ in multiply connected geometries. In this paper, we present the first high-order accurate solver based on this representation for bodies of revolution. The resulting solver uses a Nyström discretization of a one-dimensional generating curve and high-order integral equation methods for applying and inverting surface differentials. The accuracy and speed of the solvers are demonstrated in several numerical examples.

math.NA↗

arXiv2017

Transition probabilities for degenerate diffusions arising in population genetics

We provide a detailed description of the structure of the transition probabilities and of the hitting distributions of boundary components of a manifold with corners for a degenerate strong Markov process arising in population genetics. The Markov processes that we study are a generalization of the classical Wright-Fisher process. The main ingredients in our proofs are based on the analysis of the regularity properties of solutions to a forward Kolmogorov equation defined on a compact manifold with corners, which is degenerate in the sense that it is not strictly elliptic and the coefficients of the first order drift term have mild logarithmic singularities.

math.AP↗

arXiv2017

Boundary estimates for a degenerate parabolic equation with partial Dirichlet boundary conditions

We study the boundary regularity properties and derive a priori pointwise supremum estimates of weak solutions and their derivatives in terms of suitable weighted $L^2$-norms for a class of degenerate parabolic equations that satisfy homogeneous Dirichlet boundary conditions on certain portions of the boundary. Such equations arise in population genetics in the study of models for the evolution of gene frequencies. Among the applications of our results is the description of the structure of the transition probabilities and of the hitting distributions of the underlying gene frequencies process, which correspond to the fundamental solution and the caloric measure of the parabolic equation, respectively.

math.AP↗

arXiv2016

Eigenfunctions and the Dirichlet problem for the Classical Kimura Diffusion Operator

We study the classical Kimura diffusion operator defined on the n-simplex, $$L^{Kim}=\sum_{1\leq i,j\leq n+1}x_ix_j\partial_{x_i}\partial_{x_j}$$ We give novel constructions for the basis of eigenpolynomials, and the solution to the inhomogeneous Dirichlet problem, which are well adapted to numerical applications. Our solution of the Dirichlet problem is quite explicit and provides a precise description of the singularities that arise along the boundary.

math.AP↗