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Euan A. Spence

Publications and source records attributed to Euan A. Spence.

At least 55 records · Page 3Linked to original sources

Wavenumber-explicit convergence of the $hp$-FEM for the full-space heterogeneous Helmholtz equation with smooth coefficients

A convergence theory for the $hp$-FEM applied to a variety of constant-coefficient Helmholtz problems was pioneered in the papers [Melenk-Sauter, 2010], [Melenk-Sauter, 2011], [Esterhazy-Melenk, 2012], [Melenk-Parsania-Sauter, 2013]. This theory shows that, if the solution operator is bounded polynomially in the wavenumber $k$, then the Galerkin method is quasioptimal provided that $hk/p \leq C_1$ and $p\geq C_2 \log k$, where $C_1$ is sufficiently small, $C_2$ is sufficiently large, and both are independent of $k,h,$ and $p$. The significance of this result is that if $hk/p= C_1$ and $p=C_2\log k$, then quasioptimality is achieved with the total number of degrees of freedom proportional to $k^d$; i.e., the $hp$-FEM does not suffer from the pollution effect. This paper proves the analogous quasioptimality result for the heterogeneous (i.e. variable-coefficient) Helmholtz equation, posed in $\mathbb{R}^d$, $d=2,3$, with the Sommerfeld radiation condition at infinity, and $C^\infty$ coefficients. We also prove a bound on the relative error of the Galerkin solution in the particular case of the plane-wave scattering problem. These are the first ever results on the wavenumber-explicit convergence of the $hp$-FEM for the Helmholtz equation with variable coefficients.

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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. Under certain assumptions about the distribution of the eigenvalues, we prove upper bounds on how the number of GMRES iterations grows with the frequency. Our main focus is on boundary-integral-equation formulations of the exterior Dirichlet and Neumann obstacle problems in 2- and 3-d; for these problems, we 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.

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A sharp relative-error bound for the Helmholtz $h$-FEM at high frequency

For the $h$-finite-element method ($h$-FEM) applied to the Helmholtz equation, the question of how quickly the meshwidth $h$ must decrease with the frequency $k$ to maintain accuracy as $k$ increases has been studied since the mid 80's. Nevertheless, there still do not exist in the literature any $k$-explicit bounds on the relative error of the FEM solution (the measure of the FEM error most often used in practical applications), apart from in one dimension. The main result of this paper is the sharp result that, for the lowest fixed-order conforming FEM (with polynomial degree, $p$, equal to one), the condition "$h^2 k^3$ sufficiently small" is sufficient for the relative error of the FEM solution in 2 or 3 dimensions to be controllably small (independent of $k$) for scattering of a plane wave by a nontrapping obstacle and/or a nontrapping inhomogeneous medium. We also prove relative-error bounds on the FEM solution for arbitrary fixed-order methods applied to scattering by a nontrapping obstacle, but these bounds are not sharp for $p\geq 2$. A key ingredient in our proofs is a result describing the oscillatory behaviour of the solution of the plane-wave scattering problem, which we prove using semiclassical defect measures.

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Coercivity, essential norms, and the Galerkin method for second-kind integral equations on polyhedral and Lipschitz domains

It is well known that, with a particular choice of norm, the classical double-layer potential operator $D$ has essential norm $<1/2$ as an operator on the natural trace space $H^{1/2}(Γ)$ whenever $Γ$ is the boundary of a bounded Lipschitz domain. This implies, for the standard second-kind boundary integral equations for the interior and exterior Dirichlet and Neumann problems in potential theory, convergence of the Galerkin method in $H^{1/2}(Γ)$ for any sequence of finite-dimensional subspaces $(\mathcal{H}_N)_{N=1}^\infty$ that is asymptotically dense in $H^{1/2}(Γ)$. Long-standing open questions are whether the essential norm is also $<1/2$ for $D$ as an operator on $L^2(Γ)$ for all Lipschitz $Γ$ in 2-d; or whether, for all Lipschitz $Γ$ in 2-d and 3-d, or at least for the smaller class of Lipschitz polyhedra in 3-d, the weaker condition holds that the operators $\pm \frac{1}{2}I+D$ are compact perturbations of coercive operators -- this a necessary and sufficient condition for the convergence of the Galerkin method for every sequence of subspaces $(\mathcal{H}_N)_{N=1}^\infty$ that is asymptotically dense in $L^2(Γ)$. We settle these open questions negatively. We give examples of 2-d and 3-d Lipschitz domains with Lipschitz constant equal to one for which the essential norm of $D$ is $\geq 1/2$, and examples with Lipschitz constant two for which the operators $\pm \frac{1}{2}I +D$ are not coercive plus compact. We also give, for every $C>0$, examples of Lipschitz polyhedra for which the essential norm is $\geq C$ and for which $λI+D$ is not a compact perturbation of a coercive operator for any real or complex $λ$ with $|λ|\leq C$. Finally, we resolve negatively a related open question in the convergence theory for collocation methods.

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Eigenvalues of the truncated Helmholtz solution operator under strong trapping

For the Helmholtz equation posed in the exterior of a Dirichlet obstacle, we prove that if there exists a family of quasimodes (as is the case when the exterior of the obstacle has stable trapped rays), then there exist near-zero eigenvalues of the standard variational formulation of the exterior Dirichlet problem (recall that this formulation involves truncating the exterior domain and applying the exterior Dirichlet-to-Neumann map on the truncation boundary). Our motivation for proving this result is that a) the finite-element method for computing approximations to solutions of the Helmholtz equation is based on the standard variational formulation, and b) the location of eigenvalues, and especially near-zero ones, plays a key role in understanding how iterative solvers such as the generalised minimum residual method (GMRES) behave when used to solve linear systems, in particular those arising from the finite-element method. The result proved in this paper is thus the first step towards rigorously understanding how GMRES behaves when applied to discretisations of high-frequency Helmholtz problems under strong trapping (the subject of the companion paper [Marchand, Galkowski, Spence, Spence, 2021]).

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Analysis of a Helmholtz preconditioning problem motivated by uncertainty quantification

This paper analyses the following question: let $\mathbf{A}_j$, $j=1,2,$ be the Galerkin matrices corresponding to finite-element discretisations of the exterior Dirichlet problem for the heterogeneous Helmholtz equations $\nabla\cdot (A_j \nabla u_j) + k^2 n_j u_j= -f$. How small must $\|A_1 -A_2\|_{L^q}$ and $\|{n_1} - {n_2}\|_{L^q}$ be (in terms of $k$-dependence) for GMRES applied to either $(\mathbf{A}_1)^{-1}\mathbf{A}_2$ or $\mathbf{A}_2(\mathbf{A}_1)^{-1}$ to converge in a $k$-independent number of iterations for arbitrarily large $k$? (In other words, for $\mathbf{A}_1$ to be a good left- or right-preconditioner for $\mathbf{A}_2$?). We prove results answering this question, give theoretical evidence for their sharpness, and give numerical experiments supporting the estimates. Our motivation for tackling this question comes from calculating quantities of interest for the Helmholtz equation with random coefficients $A$ and $n$. Such a calculation may require the solution of many deterministic Helmholtz problems, each with different $A$ and $n$, and the answer to the question above dictates to what extent a previously-calculated inverse of one of the Galerkin matrices can be used as a preconditioner for other Galerkin matrices.

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A variational interpretation of Restricted Additive Schwarz with impedance transmission condition for the Helmholtz problem

In this paper we revisit the Restricted Additive Schwarz method for solving discretized Helmholtz problems, using impedance boundary conditions on subdomains (sometimes called ORAS). We present this method in its variational form and show that it can be seen as a finite element discretization of a parallel overlapping domain decomposition method defined at the PDE level. In a fourthcoming paper, the authors have proved certain contractive properties of the error propagation operator for this method at the PDE level, under certain geometrical assumptions. We illustrate computationally that these properties are also enjoyed by its finite element approximation, i.e., the ORAS method.

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Domain decomposition preconditioners for high-order discretisations of the heterogeneous Helmholtz equation

We consider one-level additive Schwarz domain decomposition preconditioners for the Helmholtz equation with variable coefficients (modelling wave propagation in heterogeneous media), subject to boundary conditions that include wave scattering problems. Absorption is included as a parameter in the problem. This problem is discretised using $H^1$-conforming nodal finite elements of fixed local degree $p$ on meshes with diameter $h = h(k)$, chosen so that the error remains bounded with increasing $k$. The action of the one-level preconditioner consists of the parallel solution of problems on subdomains (which can be of general geometry), each equipped with an impedance boundary condition. We prove rigorous estimates on the norm and field of values of the left- or right-preconditioned matrix that show explicitly how the absorption, the heterogeneity in the coefficients and the dependence on the degree enter the estimates. These estimates prove rigorously that, with enough absorption and for $k$ large enough, GMRES is guaranteed to converge in a number of iterations that is independent of $k,p,$ and the coefficients. The theoretical threshold for $k$ to be large enough depends on $p$ and on the local variation of coefficients in subdomains (and not globally). Extensive numerical experiments are given for both the absorptive and the propagative cases; in the latter case we investigate examples both when the coefficients are nontrapping and when they are trapping. These experiments (i) support our theory in terms of dependence on polynomial degree and the coefficients; (ii) support the sharpness of our field of values estimates in terms of the level of absorption required.

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For most frequencies, strong trapping has a weak effect in frequency-domain scattering

It is well known that when the geometry and/or coefficients allow stable trapped rays, the outgoing solution operator of the Helmholtz equation (a.k.a. the resolvent of the Laplacian) grows exponentially through a sequence of real frequencies tending to infinity. In this paper we show that, even in the presence of the strongest-possible trapping, if a set of frequencies of arbitrarily small measure is excluded, the Helmholtz solution operator grows at most polynomially as the frequency tends to infinity. One significant application of this result is in the convergence analysis of several numerical methods for solving the Helmholtz equation at high frequency that are based on a polynomial-growth assumption on the solution operator (e.g. $hp$-finite elements, $hp$-boundary elements, certain multiscale methods). The result of this paper shows that this assumption holds, even in the presence of the strongest-possible trapping, for most frequencies.

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High-frequency bounds for the Helmholtz equation under parabolic trapping and applications in numerical analysis

This paper is concerned with resolvent estimates on the real axis for the Helmholtz equation posed in the exterior of a bounded obstacle with Dirichlet boundary conditions when the obstacle is trapping. There are two resolvent estimates for this situation currently in the literature: (i) in the case of elliptic trapping the general "worst case" bound of exponential growth applies, and examples show that this growth can be realised through some sequence of wavenumbers, (ii) in the prototypical case of hyperbolic trapping where the Helmholtz equation is posed in the exterior of two strictly convex obstacles (or several obstacles with additional constraints) the nontrapping resolvent estimate holds with a logarithmic loss. This paper proves the first resolvent estimate for parabolic trapping by obstacles, studying a class of obstacles the prototypical example of which is the exterior of two squares (in 2-d), or two cubes (in 3-d), whose sides are parallel. We show, via developments of the vector-field/multiplier argument of Morawetz and the first application of this methodology to trapping configurations, that a resolvent estimate holds with a polynomial loss over the nontrapping estimate. We use this bound, along with the other trapping resolvent estimates, to prove results about integral-equation formulations of the boundary value problem in the case of trapping. Feeding these bounds into existing frameworks for analysing finite and boundary element methods, we obtain the first wavenumber-explicit proofs of convergence for numerical methods for solving the Helmholtz equation in the exterior of a trapping obstacle.

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Optimal constants in nontrapping resolvent estimates and applications in numerical analysis

We study the resolvent for nontrapping obstacles on manifolds with Euclidean ends. It is well known that for such manifolds, the outgoing resolvent satisfies $\|χR(k) χ\|_{L^2\to L^2}\leq C{k}^{-1}$ for ${k}>1$, but the constant $C$ has been little studied. We show that, for high frequencies, the constant is bounded above by $2/π$ times the length of the longest generalized bicharacteristic of $|ξ|_g^2-1$ remaining in the support of $χ.$ We show that this estimate is optimal in the case of manifolds without boundary. We then explore the implications of this result for the numerical analysis of the Helmholtz equation.

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Domain decomposition preconditioning for the high-frequency time-harmonic Maxwell equations with absorption

This paper rigorously analyses preconditioners for the time-harmonic Maxwell equations with absorption, where the PDE is discretised using curl-conforming finite-element methods of fixed, arbitrary order and the preconditioner is constructed using Additive Schwarz domain decomposition methods. The theory developed here shows that if the absorption is large enough, and if the subdomain and coarse mesh diameters and overlap are chosen appropriately, then the classical two-level overlapping Additive Schwarz preconditioner (with PEC boundary conditions on the subdomains) performs optimally -- in the sense that GMRES converges in a wavenumber-independent number of iterations -- for the problem with absorption. An important feature of the theory is that it allows the coarse space to be built from low-order elements even if the PDE is discretised using high-order elements. It also shows that additive methods with minimal overlap can be robust. Numerical experiments are given that illustrate the theory and its dependence on various parameters. These experiments motivate some extensions of the preconditioners which have better robustness for problems with less absorption, including the propagative case. At the end of the paper we illustrate the performance of these on two substantial applications; the first (a problem with absorption arising from medical imaging) shows the empirical robustness of the preconditioner against heterogeneity, and the second (scattering by a COBRA cavity) shows good scalability of the preconditioner with up to 3,000 processors.

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Wavenumber-explicit analysis for the Helmholtz $h$-BEM: error estimates and iteration counts for the Dirichlet problem

We consider solving the exterior Dirichlet problem for the Helmholtz equation with the $h$-version of the boundary element method (BEM) using the standard second-kind combined-field integral equations. We prove a new, sharp bound on how the number of GMRES iterations must grow with the wavenumber $k$ to have the error in the iterative solution bounded independently of $k$ as $k\rightarrow \infty$ when the boundary of the obstacle is analytic and has strictly positive curvature. To our knowledge, this result is the first-ever sharp bound on how the number of GMRES iterations depends on the wavenumber for an integral equation used to solve a scattering problem. We also prove new bounds on how $h$ must decrease with $k$ to maintain $k$-independent quasi-optimality of the Galerkin solutions as $k \rightarrow \infty$ when the obstacle is nontrapping.

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Acoustic transmission problems: wavenumber-explicit bounds and resonance-free regions

We consider the Helmholtz transmission problem with one penetrable star-shaped Lipschitz obstacle. Under a natural assumption about the ratio of the wavenumbers, we prove bounds on the solution in terms of the data, with these bounds explicit in all parameters. In particular, the (weighted) $H^1$ norm of the solution is bounded by the $L^2$ norm of the source term, independently of the wavenumber. These bounds then imply the existence of a resonance-free strip beneath the real axis. The main novelty is that the only comparable results currently in the literature are for smooth, convex obstacles with strictly positive curvature, while here we assume only Lipschitz regularity and star-shapedness with respect to a point. Furthermore, our bounds are obtained using identities first introduced by Morawetz (essentially integration by parts), whereas the existing bounds use the much-more sophisticated technology of microlocal analysis and propagation of singularities. We also recap existing results that show that if the assumption on the wavenumbers is lifted, then no bound with polynomial dependence on the wavenumber is possible.

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Can coercive formulations lead to fast and accurate solution of the Helmholtz equation?

A new, coercive formulation of the Helmholtz equation was introduced in [Moiola, Spence, SIAM Rev. 2014]. In this paper we investigate $h$-version Galerkin discretisations of this formulation, and the iterative solution of the resulting linear systems. We find that the coercive formulation behaves similarly to the standard formulation in terms of the pollution effect (i.e. to maintain accuracy as $k\to\infty$, $h$ must decrease with $k$ at the same rate as for the standard formulation). We prove $k$-explicit bounds on the number of GMRES iterations required to solve the linear system of the new formulation when it is preconditioned with a prescribed symmetric positive-definite matrix. Even though the number of iterations grows with $k$, these are the first such rigorous bounds on the number of GMRES iterations for a preconditioned formulation of the Helmholtz equation, where the preconditioner is a symmetric positive-definite matrix.

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The Helmholtz equation in heterogeneous media: a priori bounds, well-posedness, and resonances

We consider the exterior Dirichlet problem for the heterogeneous Helmholtz equation, i.e. the equation $\nabla\cdot(A \nabla u ) + k^2 n u =-f$ where both $A$ and $n$ are functions of position. We prove new a priori bounds on the solution under conditions on $A$, $n$, and the domain that ensure nontrapping of rays; the novelty is that these bounds are explicit in $k$, $A$, $n$, and geometric parameters of the domain. We then show that these a priori bounds hold when $A$ and $n$ are $L^\infty$ and satisfy certain monotonicity conditions, and thereby obtain new results both about the well-posedness of such problems and about the resonances of acoustic transmission problems (i.e. $A$ and $n$ discontinuous) where the transmission interfaces are only assumed to be $C^0$ and star-shaped; the novelty of this latter result is that until recently the only known results about resonances of acoustic transmission problems were for $C^\infty$ convex interfaces with strictly positive curvature.

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Wavenumber-explicit regularity estimates on the acoustic single- and double-layer operators

We prove new, sharp, wavenumber-explicit bounds on the norms of the Helmholtz single- and double-layer boundary-integral operators as mappings from $L^2(\partial Ω)\rightarrow H^1(\partial Ω)$ (where $\partialΩ$ is the boundary of the obstacle). The new bounds are obtained using estimates on the restriction to the boundary of quasimodes of the Laplacian, building on recent work by the first author and collaborators. Our main motivation for considering these operators is that they appear in the standard second-kind boundary-integral formulations, posed in $L^2(\partial Ω)$, of the exterior Dirichlet problem for the Helmholtz equation. Our new wavenumber-explicit $L^2(\partial Ω)\rightarrow H^1(\partial Ω)$ bounds can then be used in a wavenumber-explicit version of the classic compact-perturbation analysis of Galerkin discretisations of these second-kind equations; this is done in the companion paper [Galkowski, Müller, Spence, arXiv 1608.01035].

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Uniform asymptotics as a stationary point approaches an endpoint

We obtain the rigorous uniform asymptotics of a particular integral where a stationary point is close to an endpoint. There exists a general method introduced by Bleistein for obtaining uniform asymptotics in this situation. However, this method does not provide rigorous estimates for the error. Indeed, the method of Bleistein starts with a change of variables, which implies that the parameter governing how close the stationary point is to the endpoint appears in several parts of the integrand, and this means that one cannot obtain general error bounds. By adapting the above method to our particular integral, we obtain rigorous uniform leading-order asymptotics. We also give a rigorous derivation of the asymptotics to all orders of the same integral; the novelty of this second approach is that it does not involve a global change of variables.

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