Computational Photonics

Computational Photonics, Abbe School of Photonics, FSU J ena, Prof. T. Pertsch, 19.06.
2012 1
Computational Photonics
Prof. Thomas Pertsch
Abbe School of Photonics
Friedrich-Schiller-Uni versitt Jena
0. Introduction and Motivation ..................................................................... 3
0.1 Why computational photonics? ......................................................................... 3
0.2 Maxwells equations .......................................................................................... 4
0.2.1 Maxwells equations in time domain ................................................................. 4
0.2.2 Maxwells equations in frequency domain......................................................... 5
0.3 Basic numerical operations ............................................................................... 5
0.3.1 Differentiation .................................................................................................... 5
0.3.2 Integration ......................................................................................................... 6
0.3.3 Root Finding & Minimization/ Maximization ...................................................... 7
0.3.4 Linear systems of equations ........................................................................... 10
0.3.5 Eigenvalue problems ...................................................................................... 11
0.3.6 Discrete (Fast) Fourier transform - FFT .......................................................... 11
0.3.7 Ordinary differential equations (ODEs) ........................................................... 12
1. Matrix method for stratified media ......................................................... 14
1.1 Optical layer systems ...................................................................................... 14
1.2 Derivation of the transfer matrix ...................................................................... 15
1.3 Guided modes in layer systems ...................................................................... 19
2. Finite-difference method for waveguide modes ..................................... 22
2.1 Stationary solutions of the scalar Helmholtz equation .................................... 22
2.2 Matrix notation of the eigenvalue equation ..................................................... 23
2.3 Boundary conditions ....................................................................................... 25
3. Beam Propagation Method (BPM) ......................................................... 26
3.1 Categorization of Partial Differential Equation (PDE) problems ...................... 26
3.2 Slowly Varying Envelope Approximation (SVEA) ............................................ 28
3.3 Differential equations of BPM ......................................................................... 29
3.4 Semi-vector BPM ............................................................................................ 30
3.5 Scalar BPM ..................................................................................................... 31
3.6 Crank-Nicholson method ................................................................................ 31
3.7 Alternating Direction Implicit (ADI) .................................................................. 32
3.8 Boundary condition ......................................................................................... 32
3.8.1 Absorbing Boundary Conditions (ABC) ........................................................... 32
3.8.2 Transparent Boundary Condition (TBC).......................................................... 33
3.8.3 Perfectly matched layer boundaries (PML) ..................................................... 34
3.9 Conformal mapping regions ............................................................................ 35
3.10 Wide-angle BPM based on Pad operators .................................................... 37
3.10.1 Fresnel approximation Pad 0
th
order .......................................................... 38
3.10.2 Wide angle (WA) approximation Pad (1,1) ................................................. 39
4. Finite Difference Time Domain Method (FDTD)..................................... 40
4.1 Maxwells equations ........................................................................................ 40
4.2 1D problems ................................................................................................... 41
4.2.1 Solution with finite difference method in the time domain for E
z
..................... 42
4.2.2 Yee grid in 1D and Leapfrog time steps .......................................................... 44
4.3 3D problems ................................................................................................... 45
4.3.1 Yee grid in 3D ................................................................................................. 46
4.3.2 Physical interpretation..................................................................................... 47
4.3.3 Divergence-free nature of the Yee discretization ............................................ 48
4.3.4 Computational procedure ................................................................................ 49
Computational Photonics, Abbe School of Photonics, FSU J ena, Prof. T. Pertsch, 19.06.2012 2
4.4 Simplification to 2D problems ......................................................................... 50
4.5 Implementing light sources ............................................................................. 50
4.6 Relation between frequency and time domain ................................................ 51
4.7 Boundary conditions ....................................................................................... 53
5. Fiber waveguides .................................................................................. 54
5.1.1 The general eigenvalue problem for scalar fields ........................................... 54
5.1.2 Properties of guided modes ............................................................................ 54
5.1.3 Cylinder symmetric waveguides ..................................................................... 56
5.1.4 Bessels differential equation .......................................................................... 57
5.1.5 Analytical solutions of Bessels differential equation ....................................... 58
5.1.6 Specifying the numerical problem ................................................................... 59
5.1.7 Solving the second order singularity ............................................................... 60
5.1.8 Numerical integration methods ....................................................................... 60
5.1.9 Eigenvalue search .......................................................................................... 63
5.1.10 Calculation examples ...................................................................................... 63

0. Introduction and Motivation
0.1 Why computational photonics?
its a numerical experiment
provides insides to inaccessible domain
permits to interpret and understand experimental results
simplifies the design of functional elements
explores prospective applications presently not realizable
with available large scale computational resources it became an inevitable
tool in the world of micro- and nanooptics
What is light?
Light is like an odor an emanation of our body
Epikur (Greek philosopher, 341-271 BC)
Straight Light-Ray as an abstract imagination
Euklid in Elements (365 - ca. 300 BC)
Light is an electromagnetic wave
J . C. Maxwell 1873 (Propagation and interaction of light with matter)
Light consists of particles (Photons)
A. Einstein 1905 (Creation and absorption)
Light is particle and wave
De Broglie 1923 (quantum mechanics)
Formulation of the problem:
For a specific geometry and a particular set of boundary conditions Maxwells
equations have to be solved (with or without approximations)
Description of the interaction of electromagnetic waves with matter
Initially published 1873 by J ames Clark Maxwell
Experimental proof by Heinrich Rudolf Hertz 1884 (speed of radio waves
corresponds to the speed of light)

0.2 Maxwells equations
0.2.1 Maxwells equations in time domain

makr
ext
( , ) ( , )
rot ( , ) , rot ( , ) ( , ) ,
div ( , ) ( , ), div ( , ) 0,
t t
t t t
t t
t t t

= = +

= =
B r D r
E r H r j r
D r r B r
(1)
E(r,t) electric field [V m
-1
]
H(r,t) magnetic field [A m
-1
]
D(r,t) dielectric flux density [As m
-2
]
B(r,t) magnetic flux density [Vs m
-2
]

ext
(r,t) external charge density [As m
-3
]
j
makr
(r,t) macroscopic current density [A m
-2
]
(Usually there are no external charges or currents in optics.)
Matter equations in time domain

0
0
( , ) ( , ) ( , ),
( , ) ( , ) ( , )
t t t
t t t
= +
= +
D r E r P r
B r H r M r
(2)
P(r,t) dielectric polarization [As m
-2
]
M(r,t) magnetic polarization (magnetization) [Vs m
-2
]

0
permittivity of vacuum
2 1 12
0 0 0
( c ) 8.85 10 As/Vm

= =

0
permeability of vacuum
12
0
4 10 Vs/Am
=
in linear, local, isotropic Media in optics

0
0
( , ) ( , ) ( , ) ,
( , ) 0
t R t t t t
t
=
=

P r r E r
M r
(3)
with ( , ) R t r being the response function
0.2.2 Maxwells equations in frequency domain
Using Fourier transformation to transform into frequency space

1
( , ) ( , )exp( ) , ( , ) ( , )exp( )
2
t i t d t i t dt

= =

V r V r V r V r

. (4)

Maxwells equations in frequency domain by FT i
t
,

rot ( , ) ( , ), rot ( , ) ( , ),
div ( , ) ( , ), div ( , ) 0.
i i = =
= =
E r B r H r D r
D r r B r

(5)
Matter equations in frequency domain
( , ) ( , )exp( ) R t i t t
r r (6)
with ( , ) r being the materials susceptibility, which is connected to the
dielectric constant ( , ) r by
( , ) 1 ( , ) = + r r )

0 0
0
( , ) ( , ) ( , ) ( , ) ( , ) ( , )
( , ) 0 ( , ) ( , )
= =
= =
P r r E r D r r E r
M r B r H r

(7)
0.3 Basic numerical operations
0.3.1 Differentiation
Derived from the definition of differentiation, e.g. right-sided/forward
difference equation
0
( ) ( ) ( )
( ) lim
h
f x f x h f x
f x
x h
+
= =

for finite h
( ) ( )
( ) [ ( )]
h
f x h f x
f x D f x
h
+
=
or left-sided/backward
( ) ( )
[ ( )]
h
f x f x h
D f x
h

= .
or central operator
( ) ( )
[ ( )]
2
h
f x h f x h
D f x
h
+
=
higher order differentiation
2
2
( ) 2 ( ) ( )
( ) [ ( )]
h
f x h f x f x h
f x D f x
h
+ +
=
0.3.2 Integration
( ) ( )
1 1
0
.
i
i
x b
N
i
a x
A dx f x dx f x
+
=
= =

with
1
[ , ]
i i i
I x x
+
= where
1 i i
x x h
+
= + and ( ) / h b a N = with
0
,
N
x a x b = =

Decomposition of the full integration interval
| |
, a b into N equivalent partial
intervals
1
[ , ]
i i i
I x x
+
= .
Implementation example: rectangle rule
in each intervall the mean value of the function is approximated by
1
2
( )
2
i i
i
h
f x f f x
+
| |
= +
|
\ .

resulting in an integral approximation
1 1 1 1
1 1 1
0 0 0
2 2 2
i
i
x
N N N
i i i
i i i
x
b a
A dx f h f f
N
+
+ + +
= = =
= =

Rectangle rule for approximation of integrals.
0.3.3 Root Finding & Minimization/ Maximization

Root finding of a single isolated root in one dimension.
Secant method for 1D
iterative solution by
1
1
1
( )
( ) ( )
i i
i i
i i
x x
x x f x
f x f x

until
( ) ( ) ( )
1
10
i i i
f x f x f x

with determined by the desired accuracy

Illustration of the secant method (The individual points are numbered in the
order of the iterations.)

Secant method Codeschnipsel 1
1 f unct i on [ x, i , st at us] = secant _met hod( x0, x1, t ol 1, t ol 2, no)
2
3 %x0, x1: st ar t val ue
4 %t ol 1, t ol 2: t ol er ance
5 %no: maxi mumnumber i t er at i ons
6
7 %gr aphi c out put
8 ab = - 0. 4; x_ol d=1000; f x_ol d=1000;
9 axi s on;
10 pl ot ( [ - 5 5] , [ 0 0] ) ; %pl ot t i ng x- axi s
11 hol d on;
12 set ( f i ndobj ( gca, ' Type' , ' l i ne' , ' Col or ' , [ 0 0 1] ) , ' Col or ' ,
' bl ack' , ' Li neWi dt h' , 1)
13 p=( - 5) : 0. 1: ( 5) ;
14 f or i =1: 1: ( 101)
15 f ( i ) = f 1( p( i ) ) ;
16 end
17 pl ot ( p, f , ' Li neWi dt h' , 1) ;
18 i = 0; f a = f 1( x0) ; f b = f 1( x1) ;
19 i f abs( f a) > abs( f b)
20 a = x0; b = x1;
21 el se
22 a = x1; b = x0; t mp = f b; f b = f a; f a = t mp;
23 end
24 %i t er at i on of t he secant
25 whi l e i < no
26 s=f b/ f a; r =1- s;
27 t =s*( a- b) ; %ascent bet ween t wo poi nt s of t he secant
28 x=b- t / r ; %st ep t owar ds r oot
29 f x=f 1( x) ; %conver gi ng t owar ds r oot
30 %out put of poi nt s of t he secant
31 i f abs( x_ol d- x) <0. 3 && abs( f x_ol d- f x) <0. 3
32 ab=ab- 0. 2;
33 end
34 x_ol d=x; f x_ol d=f x;
35 pl ot ( x, f x, ' r O' , ' Li neWi dt h' , 1) ;
36 t ext ( x+ab, f x, num2st r ( i +1) , ' Hor i zont al Al i gnment ' , ' l ef t ' )
37 i f t == 0
38 st at us = ' Met hod di d not conver ge. ' ; r et ur n
39 end
40 i f abs( f x) < t ol 1
41 st at us = ' Met hod conver ged and cal cul at ed sol ut i on. ' ;
r et ur n
42 end
43 i f abs( x- b) < t ol 2*( 1+abs( x) )
44 st at us = ' Met hod conver ged and cal cul at ed sol ut i on. ' ;
r et ur n
45 end
46 i = i +1;
47 i f abs( f x) > abs( f b)
48 a = x; f a = f x;
49 el se
50 a = b; f a = f b; b = x; f b = f x;
51 end
52 end
53 st at us = ' Number i t er at i ons exceeded. ' ;

Minima of higher-dimensional functions by minimization along
alternating directions
Approach: solution of multiple one-dimensional minimizations in alternating
directions.
Starting from point
1
P
,
into direction
1
u
,

{ }
1 1
, P u
,
,

and iteratively minimizing
( ) ( )
( ) ( )
( ) ( )
1 1 1 2 1 1 1
2 2 2 3 2 2 2
1
min
min
min
n n n n n n
f P u P P u
f P u P P u
f P u P P u
+ = +
+ = +
+ = +
, , ,
, ,
, , ,
, ,
.
, , ,
, ,

until no further improvement can be obtained along any direction.
Choosing directions along steepest descent (opposite to gradient)
( )
1 i i i
i
P P f P + =
, , ,
mit
( ) ( ) ( )
min i i
i
t
f P t f P
=
R
, ,

Examples of easy and difficult converging surfaces.
0.3.4 Linear systems of equations
System of algebraic equations
11 1 12 2 13 3 1 1
21 1 22 2 23 3 2 2
31 1 32 2 33 3 3 3
1 1 2 2 3 3
...
...
...
...
...
n n
n n
n n
m m m mn n m
a x a x a x a x b
a x a x a x a x b
a x a x a x a x b
a x a x a x a x b
+ + + + =
+ + + + =
+ + + + =
+ + + + =

in matrix representation
Ax b =
,
,

with
A being a coefficient matrix and b

,
a column vector
11 12 1
21 22 2
1 2 3 4
...
...
A
...
n
n
m m m m
a a a
a a a
a a a a
| |
|
|
=
|
|
\ .
,
1
2
...
m
b
b
b
b
| |
|
|
=
|
|
\ .
,
.
alternative formulation of the problem ( ) 0 f x =
,
with
( )
1
n
i ij j i
j
f x a x b
=
=
,
and
1, , ; 1, , j n i m = = . .
Types of problems:

Ax b =
,
,

calculating the inverse matrix
1
with
-1

AA E =

equivalent to
j j
Ax b =
,
,
with 1,..., j N = and 1
jj
b = , and all other 0, then
( )
1
1
,...,
N
A x x
=
, ,

Important matrix properties:
1. n m = same number of equations and unknowns
2. hermite matrix

A A = (komplex conjugate and transposed)
3. positiv definite
0 vAv v >
, , ,

4. band matrix

5. sparse matrix most matrix coefficients are zero
always use addapted solution schemes
0.3.5 Eigenvalue problems
( )
2
2

M with M E 0 x x x
= = =
, , ,

characteristic polynomial

det M E ( ) 0 P
(
= =

to have solutions of
( )

0 M E x =
,
which are not identical zero
0.3.6 Discrete (Fast) Fourier transform - FFT
Starting from periodic function ( ) ( ) f x L f x =

Periodic original space with set of discrete points with period L and step size
a
{ } { }
0, ,2 , , x a a L a = .
Periodic frequency space with set of discrete frequencies
{ } | | { }
2 2 2
0,1 ,2 , , 1
L
L L a L
k

= . with
L
N
a
=
Definition of discrete Fourier transform (FT)
( ) ( )
ikx
x
f k a e f x

with
( )
2
, 0
L
a L
N k n n N
= = <
,
x n a =
and inverse discrete Fourier transform (FT
-1
)
( ) ( )
1
ikx
L
k
f x e f k =

General property:
1
( ) FT ( ) ( ) f x f k FT f x


Illustration of decomposition of periodic function into harmonic functions.
Generalization for higher dimensions
with ( x x
,
; k k
,
), e.g. for 3 dimensions
( )
( )
( )
( )
3
3
1
ikx
x
ikx
k
f k a e f x
f x e f k
L
=
=
,
,
,
,
,
,
,
,
,
,

0.3.7 Ordinary differential equations (ODEs)
General form of ordinary differential equation
( )
( )
( 1)
, ',..., ,
n
n
n
d f t
G f f f t
dt
=
distinction of initial value problems and boundary value problems
Initial value problems (AWA)
initial values
( ) ( )
( )
( )
1
0 , ' 0 ,..., 0
n
f t f t f t
= = =
equivalent to system of coupled first order differential equations
( )
( )
( )
( )
1
1 1 2
2
2 1 2
3
3 1 2
1 2
( )
, ,..., ,
( )
, ,..., ,
( )
, ,..., ,
( )
, ,..., ,
n
n
n
n
n n
df t
G f f f t
dt
df t
G f f f t
dt
df t
G f f f t
dt
df t
G f f f t
dt
=
=
=
=
.

Simple solution method
Forward Euler scheme
problem:

( ) ( ) ( )
, f t G f t t =

transformed into difference equation:
( )
( ) ( )
( ) ( )
'( ) ,
t
f t t f t
f t D f t G f t t
t
+
= = = (

with discretization t :
( )
:
n
f f n t =
results in difference equation
( )
1
,
n n
n
f f
G f t
t
+

=

and recursion formula for the solution oft he ODE
( )
1
,
n n n
f f t G f t
+
= +

Limitation: global error

h
Error
Discretization error
Round off error
Global

Limitation: instability

1
2
3
exakte Lsung
Euler Lsung
p
q

Instability scheme of harmonic oscillator equation.
1. Matrix method for stratified media
1.1 Optical layer systems
Previously: transmission problems

Bragg mirrors
chirped mirrors for dispersion compensation
z
x
y
interferometers
Today: guided modes

multi layer waveguides
Bragg waveguides
Fields in the layer system

Prerequisites:
stationary
layers in y-z-plane
incident fields in x-z-plane
Ansatz:

( )
z
( , , ) Re ( )exp x z t x ik z i t = (

r
E E

( )
z
( , , ) Re ( )exp x z t x ik z i t = (

r
H H
Decomposition in TE and TM fields:
TE
0
, 0
0
H
E
H
| | | |
| |
= =
| |
| |
\ . \ .
E H
x
TE y TE
z
TM
0
, 0
0
E
H
E
| | | |
| |
= =
| |
| |
\ . \ .
H E
x
TM y TM
z

1.2 Derivation of the transfer matrix
Transition conditions
Fields: E
t
and H
t
continuous TE: E
(y)
and H
z
TM: H
(y)
and E
z

Calculation of tangential components (normal components can be derived
from them)
wave vector component k
z
conserved throughout the layer system
(determined by incidence angle)

wave vector component k
x
constant in a single homogeneous layer but
varies from layer to layer
z
x
y


( )
2
2 2
2
i
x i z
k k
c
=

Field calculation of continuous components (TE)

( )
2
2 2
2
z 2 2
( ) 0
xi
i y
k
k E x
x c
(
(

+ =
(
(
(

_
and
z
0
( ) ( )
y
i
H x E x
x
=

Solution:

( ) ( )
( ) ( )
i
1 2 x
0 1 2
( ) cos sin
( ) ( ) sin cos
i
i i i
y x
z y x x x
E x C k x C k x
i H x E x k C k x C k x
x
= +
(
= = +

Determination of C1, C2 by
1
(0)
y
E C = and
2
0
i
y x
E k C
x

TE:

( ) ( )
( ) ( )
i
0 x
0
1
( ) cos (0) sin
sin (0) cos
i i
i i i
y x y x y
y x x y x y
E x k x E k x E
k x
E k k x E k x E
x x
= +

= +

TM:

( ) ( )
( ) ( )
0
0
1
( ) cos (0) sin
1 1
sin (0) cos
i i
i
i
i i
i
y x y x y
x i
x
y x y x y
i i i
H x k x H k x H
k x
k
H k x H k x H
x x

= +

= +

Combined TE/TM:

( ) ( )
( ) ( )
i
i
1
( ) cos (0) sin (0)
( ) sin (0) cos (0)
i i
i
i i i
x x
x
x x x
F x k x F k x G
k
G x k k x F k x G
= +
= +

TE:
0 i
, , 1
y z y
F E G i H E
x
= = = =

TM:
0 i i
, , 1/
y z i y
F H G i E H
x
= = = =

Summary matrix method:
k
z
k
x
k
z
k
x
k
z
k
x
k
z
k
x
k
z
k
x
k
z
k
x

1
0 0
m( ) M
N
i i
i
D
F F F
d
G G G
=
| | | | | |
= =
| | |
\ . \ . \ .

with
( )
( ) ( )
( ) ( )
ix
1
cos sin
m
sin cos
i i
i
i i
k d k d
k
x
k k d k d
(
(
=
(
(

ix
ix i
ix i ix ix

TE:
i
, , 1
y y
F E G E
x
= = =

TM:
i i
, , 1/
y i y
F H G H
x
= = =

Reflection and transmission coefficients for fields

Transmission coefficient (T) und reflection coefficient (R)

in in
T R
F F
T R
F F
= =

( )
( )
22 11 21 12
22 11 21 12
2
k M k M M k k M
R
N
k
T
N
N k M k M M k k M
+
=
=
= + +
s sx c cx s sx c cx
s sx
s sx c cx s sx c cx
i
i

( )
2
2 2
s/cx s/c 0
0
2
z
k k
| |
=
|
\ .

Energy flux
defined by the normal component of the Poynting vectors sx
z
x
given: F(0), G(0), k
z
,
i
, d
i
to be calculated fields: F(D), G(D)
( ) ( )
2
2 2
i z
0
2
,
i
x z
k k k
| |
=
|
\ .
0
D
z
x
y
z
x
y
F
in F
R
F
T
F
in F
R
F
T
substrate, s
cladding, c

x T x R
x in x in
s s
s s
= =

( )
( )
2
2
Re
Re
c cx
s sx
R
k
T
k
=

Field distribution
Aim: Calculation of F(x) in the entire structure
Starting point: known shape of transmitted vector

1
T
c cx c D
D
F
F
F
F
i k G
x
| |
| | | |
|
= =
| |
|

\ . \ .
\ .
now: 1
T
F
1. invert structure (vector transforms into (1, -i
c
k
cx
))
2. calculate field vector up to the next layer boundary
3. calculate towards the current x-value, starting from the layer boundary
4. save the first component of the vector
5. turn back the derived field and structure
z
x
y
s
in
s
R
s
xR
s
T
s
xT
s
xin
z
x
y
z
x
y
s
in
s
R
s
xR
s
T
s
xT
s
xin
substrate, s
cladding, c

Calculating the real fields

( )
z
( , , ) Re ( )exp x z t x ik z i t = (

r
E E

( )
z
( , , ) Re ( )exp x z t x ik z i t = (

r
H H
with
TE:
( ) ( )
y
E e x F x =
TM:
( ) ( )
y
H e x F x =
1.3 Guided modes in layer systems

no y dependence, phase rotation in z direction
waves propagating without diffraction
miniaturization of optics
optical signal communication
How can waves be bound by the layer system?
principle mechanism is total internal reflection

Field distribution:
z
x
y
z
x
y
F
in
F
R
F
T
F
in
F
R
F
T
z
x
y
z
x
y
z
x
y
z
x
y
F
in
F
R
F
T
F
in
F
R
F
T
F
in
F
R
F
T
F
in
F
R
F
T
F
in
F
R
F
T
F
in
F
R
F
T
z
x
n
x
substrate
cladding
layer (system)
plane wave in propagation direction: exp( )
z
ik z
evanescent wave in substrate and cladding
{ }
2
2
, 2
max ( ) k
c
>
z s c

oscillating solution in core
( )
sin( ) cos( )
fx fx
A k x B k x +
{ }
2
2
2
max ( )
i
i
k
c
<
z

general condition for guided waves
{ } { }
2
2
s,c 2
max ( ) max ( )
i
i
k
c c

< <
z

Modes are resonances of the system
Dispersion relation of guided waves singularities of R and T

( ) ( )
( ) ( )
22 11 21 12
22 11 21 12
k M k M M k k M
F
R
F k M k M M k k M
+
= =
+ +
s sx c cx s sx c cx
R
I s sx c cx s sx c cx
i
i

singularity:
( ) ( )
22 11 21 12
0 k M k M M k k M + + =
s sx c cx s sx c cx
i
The problem of finding a guided mode is reduced to finding a root.
with: , , k i k i = =
sx s cx c

2
2
, ,
2
( ) 0 k
c
= >
s c z s c

TE,TM TE,TM TE,TM TE,TM
22 11 21 12
0 M M M M + + + =
s c c s s c c s

Roots of the denominator correspond to modes guided along the layer system.
12 14 16 18 20
-100
0
100
200
300
k
z
[m
-1
]
D

A physical explanation of the correspondence of roots and modes can be seen
in the singularities of the reflection and transmission coefficients. Hence there is
a field in the layer without an input field.

For comparison this is the reflectivity and transmissivity of the same layer
system in the k
z
-domain corresponding to the reflection/transmission problem
addressed in the previous section.

Field distributions of guided modes inside a single high-index layer embedded
into low-index substrate and cladding.
0 0.5 1 1.5 2
0
10
20
30
40
k
z
/k
0
I
n
t
e
n
s
i
t
y

abs(T)
abs(R)
0 0.5 1 1.5 2
0
1000
2000
3000
4000
5000
6000
k
z
/k
0
I
n
t
e
n
s
i
t
y

abs(T)
abs(R)
0 0.2 0.4 0.6 0.8 1
0
0.2
0.4
0.6
0.8
1
k
z
/k
0
I
n
t
e
n
s
i
t
y

abs(T)
abs(R)
0 0.2 0.4 0.6 0.8 1
0
0.2
0.4
0.6
0.8
1
k
z
/k
0
E
n
e
r
g
y

0 0.5 1
0
2
4
6
8
lateral distance [m]
a
b
s
(
E
)

[
V
2
/
m
2
]
0 1 2 3
-2
-1
0
1
2
lateral distance [m]
a
b
s
(
E
)

[
V
2
/
m
2
]
2. Finite-difference method for waveguide modes
Starting from the wave equation

2
2
rotrot ( , ) (r, ) ( , )
c
= E r E r
Neglecting the divergence of the electric field
div ( , ) 0 = D r
0
( )div ( , ) 0 E r
We obtain the Helmholtz equation

2
2
( , ) (r, ) ( , ) 0
c
+ = E r E r
Neglecting the vectorial properties of the electric field scalar Helmholtz
equation

2
(r) ( , ) (r) 0 v k v + = r with
2
2
2
( , ) ( , ) k
c
= r r
2.1 Stationary solutions of the scalar Helmholtz
equation
Now we search for the stationary states (modes) of the problem with
( , ) ( , , ) x y = r

( )
(r) ( , )exp v u x y z = i
which results in an eigenvalue equation for the propagation constant

(2) 2 2
( , ) ( , , ) ( ) ( , ) 0 u x y k x y u x y ( + =

This eigenvalue problem is to be solved by a finite difference scheme

2 2
2 2
2 2
( , ) ( , , ) ( ) ( , ) 0 u x y k x y u x y
x y
(
( + + =
(

with the discrete Laplace operator for two dimensions

2 2
2 2
( , ) ( , ) u x y u x y
x y

+

Discretization of Laplace operator in two dimensions
-10
-5
0
5
10
-10
-5
0
5
10
0
50
100
150
200
X
y
U(x,y)
x
j
=y
k
=h
(x
j,k
,U
j,k
)
(x
j+1,k
,U
j+1,k
)
x
y
(x
j,k-1
,U
j,k-1
)
(x
j,k+1
,U
j,k+1
)
(x
j-1,k
,U
j-1,k
)

linear equation for each variable
, j k
U

quadratic area of size a x a
equidistant discretization of the area with N x N points

example:

2.2 Matrix notation of the eigenvalue equation
, j k
U : originally 2D variable depending on x-direction (j) and y-direction (k)
unfolding of
, j k
U into a 1D vector
for each vector component
, j k
U results an individual linear equation
matrix dimension: number variables in x times number variables in y

d
2
U
dx
2
x
j,
y
k
U(xj+1,yk) - 2 U(xj, yk) + U(xj-1, yk)

h
2
d
2
U
dy
2
x
j,
y
k
U(xj,yk+1) - 2 U(xj, yk) + U(xj, yk-1)

h
2
d
2
U
dy
2
x
j
,y
k
- 4 Uj,k +Uj+1,k + Uj-1,k +Uj,k+1+U j,k-1

h
2
d
2
U
dx
2
+
=
( U )j,k
2 2
( , , ) ( ) ( , ) 0 k x y u x y ( + =

(x,y)
U ( U )
j,k
a
N
.
.
1
1 2 3 N
- 4 U2,3 + U3,3 + U1,3 + U2,4+ U2,2
h
2
( U ) 2,3 =

Matrix equation: schematic picture

matrix: small number of non-zero values sparse matrix
N
.
.
1
1 . . N
j
k
U|G =UG
.
.
=
0
U
j,k
matrix
U
2,2
=
U
3,2
U
N-1,2
U
2,3
U
3,3
0
U
N-2,2
U
4,3
U
N-2,3
U
N-1,3
U
2,4
U
3,4
U
4,4
-4 1 0 0 .. 0 1 0 0 0 0
1 -4 1 0 .. 0 0 1 0 0 0
1 0 0 0 .. 0 -4 1 0 0 0 0 1 0 0 0
0 1 0 0 .. 0 1 -4 1 0 0 0 0 1 0 0
0 0 1 0 .. 0 0 1 -4 1 0 0 0 0 1 0
discrete Laplace operator

N
.
k
.
1
1 j N
x iterates first
accounts for the 1D problem(tridiagonal matrix)
occures for 2D problems
2.3 Boundary conditions

Example: Metal boundaries (Metal tube with boundaries
i

.

a
N
.
.
1
- boundaries of the grid ?
- 4 U1,3 +U2,3 + U0,3 +U1,4+ U1,2
h
2
( U ) 1,3 =
example:
1 2 0
outside the grid
boundary conditions
(compare with theory of
partial differential equation)
G
U|
i
=U
i
=const
N
.
.
1
1 . . N
grid with metal boundaries (U|G =0 )
2 j N-1, 2 k N-1
(N-2) (N-2) equations
(N-2) (N-2) unknown
- 4 Uj,k +Uj+1,k + Uj-1,k +Uj,k+1+ Uj,k-1
h
2
=
( U )j,k
=0
3. Beam Propagation Method (BPM)
up to this point we only dealt with eigenmodes
required invariance of the structure in the third dimension
What happens if light propagation occurs in a medium where the index
distribution weakly changes?
accurately model a very wide range of devices
linear and nonlinear light propagation in axially varying waveguide
systems, as e.g.
o curvilinear directional couplers,
o branching and combining waveguides,
o S-shaped bent waveguides,
o tapered waveguides
ultra short light pulse propagation in optical fibers
implementation
finite difference BPM solves Maxwell's equations by using finite
differences in place of partial derivatives
computational intensive
entirely in the frequency domain only weak nonlinearities can be
modeled
use of a slowly varying envelope approximation in the paraxial
direction the device it is assumed to have an optical axis, and that
most of the light travels approximately in this direction, (paraxial
approximation) allows to rely on first order differential equations
3.1 Categorization of Partial Differential Equation (PDE)
problems
general second-order Partial Differential Equation

2 2 2
2 2
0
f f f f f
p q r s t u f v
x x y y x y

+ + + + + + =

(8)
The following different types of partial differential equations are distinguished
1.
2
4 q pr < : elliptic PDE
2.
2
4 q pr = : parabolic PDE
3.
2
4 q pr > : hyperbolic PDE
Elliptic PDE

( , ) ( , )
( , )
u x y u x y
x y
x y

2 2
2 2
+ = Poisson equation
Boundary Value Problem (BVP) limited mainly by computing memory

Hyperbolic PDE

( , ) ( , ) u x y u x y
v
t y

=

2 2
2
2 2
1D wave equation
Parabolic PDE

( , ) ( , ) u x t u x t
D
t x x

| |
|

\ .
= diffusion equation (IVP)
both are Initial Value Problem (IVP) limited mainly by computing time

3.2 Slowly Varying Envelope Approximation (SVEA)
Assumptions
a component of the optical electromagnetic field is a periodic (harmonic)
function of position
it changes most rapidly along the optical axis z (with a period on the order
of the optical wavelength )
Slowly Varying Envelope Approximation (SVEA)
replace the quickly varying component, , with a slowly varying one, , as

0
( , , ) ( , , )exp( ) x y z x y z ikn z = with 2 / k =
introduction of a reference index
0
n light is travelling mostly parallel to
the z axis (paraxial approximation), and is monochromatic with wavelength

requirements on the mesh to represent derivatives by finite differences
are relaxed choose fewer mesh points higher speed of the
calculation without compromising accuracy
BPM: accurate calculations using step sizes z >
SVEA Problems
if part of the light strongly deviates from the direction of the axis z
solution: wide angle BPM
if structure has large index contrast no accurate global choice of
0
n
finer mesh needed
solution: if variation is in z direction
0
( ) n z
quality of choice of
0
n can be checked by evaluating the speed of phase
evolution of in the numerics
3.3 Differential equations of BPM
starting from Maxwells equations in the frequency domain with an
inhomogeneous distribution of the dielectric properties ( , , ) x y z

0
0
( , , )
i
i x y z
=
=
E H
H E

+no charges
2
( ) 0
0
n =
=
E
H

magnetic field can be eliminated by taking curl of curl E-equation

2
( , , ) k x y z = E E with
0 0
k =
using the vector identity
2
( ) = one gets the wave equation

2 2
( , , ) ( ) k x y z + = E E E
since BPM is biased for the z -axis, it is natural to treat z -components of E
and differently separately from the transverse components x and y

t z
E = + E E z and
t
z
= +
z
the transverse component of the wave equation becomes

2
2 2
2
( , , ) ( )
t z
t t t t t t
E
k x y z
z z

+ + = +

E
E E E (9)
splitting also the divergence equation in the transverse and longitudinal
components
( )
( , , )
( , , ) ( , , ) 0
z
t t z
x y z E
x y z E x y z
z z

+ + =

E
and neglecting the second term (n is assumed to change slowly in z )
( )
( , , ) ( , , ) 0
z
t t
E
x y z x y z
z
E
one can eliminate the longitudinal term in the right hand side of the wave
equation (9)

2
2 2
2
1
( , , ) ( ( , , ) )
( , , )
t
t t t t t t t t
k x y z x y z
z x y z
(
+ + =
(

E
E E E E
applying the chain rule on the second divergence term on the right hand side,
the first divergence term is canceled out

2
2 2
2
1
( , , ) ( ( , , ))
( , , )
t
t t t t t t
k x y z x y z
z x y z
(
+ + =
(

E
E E E (10)
up to now:
t
E is varying slowly in x and y , but rapidly in z
now SVEA is introduced

0
( , , ) ( , , )exp( )
t t
x y z x y z in kz = E e
the new field ( , , )
t
x y z e is slowly varying in all coordinates (compared to )
substituting SVEA ansatz into wave equation (10)

2
2 2 2
0 0
2
1
2 ( ( , , ) ) ( ( , , )) 0
( , , )
t t
t t t t t t
jkn k x y z n x y z
z z x y z
(
+ + + =
(

e e
e e e
if reference index
0
n was chosen correctly, the first term will be much smaller
than the second and hence can be neglected
results in a first order equation in z
collect the transverse 2. order operators on the right hand side

0
2
x x xx xy
yx yy y y
e e P P
jkn
P P e e
z
( ( (
=
( ( (

with the components of the operator being

2
2 2
0
2
2
2
2
2 2
0
2
1
( , , ) ( ( , , ) )
( , , )
1
( , , )
( , , )
1
( , , )
( , , )
1
( , , ) ( ( , , ) )
( , , )
xx
xy
yx
yy
P x y z k x y z n
x x y z x y
P x y z
x x y z y x y
P x y z
y x y z x y x
P x y z k x y z n
y x y z y x
(
= + +
(

(
= +
(

(
= +
(

(
= + +
(

Summary of the results
paraxial vector wave equation for the optical electric field
initial value problem: knowledge of the electric field in some transverse
plane ( const. z = ) is enough
reflections of light are neglected
in a finite differencing scheme the operator P is a large sparse matrix
3.4 Semi-vector BPM
before: full vector character of the electromagnetic field is included
now: if the modeled device operates mainly on a single field component, the
other components contribution can often be neglected
semi vector TE equation for E-field being mainly transversely polarized

0
2
x
xx x
e
jkn P e
z

of semi vector TM equation for H-field being mainly transversely polarized

0
2
y
yy y
e
jkn P e
z

Properties
correctly models differences of TE and TM wave propagation
neglects coupling to other field component
3.5 Scalar BPM
if structure has very low index contrast, the x and y term can be
neglected operators commute
xx
P and
yy
P reduce to scalar operator

2 2
2 2
0 2 2
( ( , , ) ) P k x y z n
x y

= + +

3.6 Crank-Nicholson method
formal solution of BPM equation can be written as

t 1 t 0
0
( ) exp ( )
2
z
z z
jn k
(
=
(

P
e e with
1 0
z z z =
however, a rational function is needed to approximate the exponent of the
operator
a simple approximation would be

| |
1 (1 )
exp
1
x
x
x
+
=

The case =0.5
called Pad(1,1) approximation
accurate for small x small step size z (higher order Pad
approximations can be used, see below)
generates the first three terms of the MacLaurin series expansion for
| |
exp x
leads to Crank-Nicholson scheme

1 0
0 0
( ) ( )
4 4
t t
z z
z z
jn k jn k
( (

= +
( (

I P e I P e
since the operator P is applied to the unknown
t 1
( ) z e it is an implicit method
requires solution of set of linear equations
Variable is called scheme parameter, for 0.5 = the method is stable and
energy conserving

3.7 Alternating Direction Implicit (ADI)
Solving the implicit problem in 2D leads to a huge set of linear equations.
time consuming numerical solution
However, 1D problems result only in a simple tridiagonal matrix which can
be solved very fast.
ADI approximation
splitting the n-dimensional operator into n subsequent 1-dimensional
operators
each operation only on a single dimension
fast algorithm: periodic application of 1D operators in x and y direction
3.8 Boundary condition
Easiest boundary condition: reflecting boundaries (electric walls)
assuming that the field is zero at the boundary perfect reflection
Advanced boundary conditions: fields can radiate out of simulation
area
fields radiating out, e.g. from waveguide, should not disturb the evolution
by being reflected back from the boundaries let the radiation fields out
do not create any additional effects (e.g. instability, dissipation etc.)
Typical advanced boundary condition
absorbing boundary conditions (ABC)
transparent boundary conditions (TBC)
perfectly matched layer boundaries (PML)
3.8.1 Absorbing Boundary Conditions (ABC)
problem:
field at the boundary of the computational window is not wanted
solution:
remove field at boundaries by multiplication with factor <1
can be introduced by ( ) 0 n > at the boundary
however:
all inhomogeneities of the optical properties induce reflections themselves,
this can be shown by computing Fresnel reflection at interface where just
the imaginary part of the dielectric function changes
improvement:
soft onset of the absorbing layer
technical realization:
multiplication of the field in each iteration step with a filter function, e.g. in
1D:

abs
abs abs
abs abs
1 exp exp
p p
p p P
e e A A
N N
(
| | | |
=
( | |
\ . \ .

with
abs
3...5 N =
drawback:
absorption strength
abs
A and absorption width
abs
N are difficult to adjust for
the smallest reflection
individual optimal parameters for each problem
3.8.2 Transparent Boundary Condition (TBC)
goal:
simulates a nonexistent boundary
radiation is allowed to freely escape from the simulated area without
reflection
radiation flux back into the problem region is prevented
method:
assuming that the field in the vicinity of the virtual boundary consists of an
outgoing plane wave and does not include the reflected wave from the
virtual boundary
wave function for the left-traveling wave with the x -directed wave
number
x
k is expressed as
( , ) ( )exp( )
x
x z A z jk x =

Derivation
projecting the field onto the following lattice
( )
p p
x =

Nodes 1 p = and p m = are outside the computational window
hence the relation of the field at neighboring mesh points can be expressed
as
k-Vektor
exp( )
n
p x
v v j k x p
0
boundary

1
0
exp( )
x
jk x

=
with
1 0
x x x =
from which we can calculate the x -directed wave number
x
k

1
0
1
ln
x
k
j x
| |
=
|

\ .

if ( ) 0
x
k > plane wave is traveling outwards
( ) 0
x
k < plane wave is traveling inwards
since inward waves should not exist
( )
x
k must be positive ( ) 0
x
k
Implementation

x
k is calculated at the boundary
another mesh point at 1 p = is artificially added to the mesh
the field at 1 p = is assumed to be determined by the same plane wave
function

0
1
exp( )
x
jk x
with
1 0 0 1
x x x x x
= =
assuming that the
x
k -vector is preserved by the wave

1 0
1 1 0 0
0 1
exp( ) 0
x
jk x

= = =

trick: calculate
1 n
x
k

one step z before applying it to the boundary
takes into account that the wave energy is traveling outwards

1 1
1 1 0 0
0
n n n n
=
3.8.3 Perfectl y matched layer boundaries (PML)
Definition
perfectly matched layer =artificial absorbing layer for wave equations used to
truncate computational regions in numerical methods to simulate problems
with open boundaries
Property
waves incident upon the PML from a non-PML medium do not reflect at the
interface strongly absorb outgoing waves from the interior of a
computational region without reflecting them back into the interior (impedance
matching required)
Different formulations
nice one: stretched-coordinate PML (Chew and Weedon)
coordinate transformation in which one (or more) coordinates are mapped to
complex numbers analytic continuation of the wave equation into complex
coordinates, replacing propagating (oscillating) waves by exponentially
decaying waves
Technical description
to absorb waves propagating in the x direction, the following transformation is
applied to the wave equation:
all x derivative / x are replaced by

1
( )
1
i x
x x

with being the angular frequency and some positive function of x
Hence, propagating waves in +x direction (k>0) become attenuated

| |
exp ( ) exp ( ) ( ') '
x
k
i kx t i kx t x x
(

(

which corresponds to the coordinate transformation (analytic continuation to
complex coordinates)
( ') '
x
i
x x x x +
or equivalently (1 / ) x x i +
Properties
for real valued the PML attenuate only propagating waves
purely evanescent waves oscillate in the PML but do not decay more
quickly
attenuation of evanescent waves can be accelerated by including a real
coordinate stretching in the PML
corresponds to complex valued
PML is reflectionless only for the exact wave equation
discretized simulation shows small numerical reflections
can be minimized by gradually turn on (e.g. with quadratic spatial
profile) the absorption coefficient from zero over a short distance on the
scale of the wavelength of the wave
3.9 Conformal mapping regions
used to simulate curved optical waveguides
solving bends by BPM directly leads to large errors due to the paraxial
approximation
can be used to treat losses in curved waveguides
radii of curvature need not to be restricted to large values, when first order
approximation of the conformal mapping is used (corresponding to linear
index gradient)
Method
conformal mapping in the complex plane to transform a curved waveguide
in coordinates (x,y) into a straight waveguide with a modified refractive
index in new coordinates (u,v)

conformal mapping is an angle-preserving transformation in a complex
plane
typical example for local angle preserving transformation: word maps

Demonstration for 2D scalar wave equation

2 2
2 2
( , ) 0 k n x y
x z

(
+ + =
(

general transformation
( ) ( ) W u iv f x iz f Z = + = + =
for f being an analytical function in the complex plane
to straighten a bend radius of R in the (u,v) plane, f should be taken as
ln( / ) W R Z R =
applying the transformation to the wave equation gives
( )
2
2 2
2 2
( , ), ( , ) 0
dZ
k n x u v y u v
dW u v
(

+ + =
(

(

with the J acobian of the transformation being
exp( / )
dZ
u R
dW
=
a bended waveguide is transformed into straight waveguide with modified
refractive index
( , )
dZ
n x y
dW

limitations imposed by the paraxial approximation are avoided
in first order approximation a linear index gradient is added to account for
the bending
3.10 Wide-angle BPM based on Pad operators
Principle
expansion via Pad is more accurate than Taylor expansion for the same
order of terms larger angles / higher index contrast / more complex mode
interference can be analyzed as the Pad order increases
Derivation
starting from scalar wave equation without neglecting second order z
derivative, the equation can be formally rewritten as

0 0
0 0
/2
1 ( /2 )( / )
P k n
j
z j k n z
=
+
(*)
which can be reduced to

N
j
z D

with N and D being polynomials determined by the operator P
applying a finite difference scheme we get to iteration equation

1
(1 )
l l
D j z N
D j z N
+

=
+

with being a control parameter of the finite difference scheme ranging
between 0 and 1 ( 0 = fully implicit scheme; 1 = fully explicit scheme;
0.5 = Crank-Nicolson scheme)
the numerator (1 ) D j z N can be factorized as

1 2
Nom Nom Nom 2 1
( ...) (1 )...(1 )(1 )
N N N
N
A P B P C P c P c P c P

+ + + = + + +
with coefficients
1 2
, ,...,
N
c c c which can be obtained from the solution of the
algebraic equation

1 2
Nom Nom Nom
( (1 ) ) ( ...) 0
N N N
D j z N A P B P C P

= + + + =
similarly the denominator D j z N + can be factorized as

1 2
Den Den Den 2 1
( ...) (1 )...(1 )(1 )
N N N
N
A P B P C P d P d P d P

+ + + = + + +
with coefficients
1 2
, ,...,
N
d d d which can be obtained from the solution of the
algebraic equation

i
0
( ) 0
N
i
i
D j z N d P
=
+ = =

with
0
0 0
1 c d P = = =
Thus, the unknown field
1 l+
at z z + is related to the known field
l
at z as

1 2
1
Nom Nom Nom
1 2
Den Den Den
...
...
N N N
l l
N N N
A P B P C P
A P B P C P

+

+ + +
=
+ + +

or

1
2 1
2 1
(1 )...(1 )(1 )
(1 )...(1 )(1 )
l l
N
N
c P c P c P
d P d P d P
+
+ + +
=
+ + +

3.10.1 Fresnel approximation Pad 0
th
order
starting again from wave equation (*) we account for the z-derivative by the
recursion equation

0 0
0 0
1
/2
1 ( /2 )
n
n
P k n
j
z
j k n
z

(**)
which is used to replace the z-derivative in the denominator of (**)
in paraxial approximation
0
1
/
1
P a P
j j
j
z a
a z

= =

with
0 0
2 a k n = and
1
0
z

comparison to the expansion equations gives
1 D = and / N P a =
and therefore the nominator becomes

Nom
(1 ) 1 (1 ) 1
P
D j z N j z A P
a
= = +
and the denominator analogously

Den
1 1
P
D j z N j z A P
a
+ = + = +
with

Nom
(1 ) z
A j
a

=

Den
z
A j
a

=
thus the unknown field
1 l+
l
at z as

1
Nom
Den
1
1
l l
A P
A P
+
+
=
+

or

( ) ( )
1
Den Nom
1 1
l l
A P A P
+
+ = +
which is the standard Fresnel formula
3.10.2 Wide angle (WA) approximation Pad (1,1)
using again the recursion equation

1
0
/
1
P a
j
j
z
a z

and inserting the previous result

0
P
j
z a

we get

1
2
/
1
P a
j
P
z
a
+

comparison to the expansion equations gives

2
1
P
D
a
= + and / N P a =
and therefore the nominator becomes

Nom
2 2
1 1
(1 ) 1 (1 ) 1 1
P P
D j z N j z j z P A P
a a a a

| |
= + = + = +
|
\ .

and the denominator analogously

Den
2 2
1
1 1
P P
D j z N j z j z P A P
a a a a
| |
+ = + + = + = +
|
\ .

with

Nom
2
1 (1 ) z
A j
a a

=

Den
2
1 z
A j
a a

= +
thus the unknown field
1 l+
l
at z
again as

( ) ( )
1
Den Nom
1 1
l l
A P A P
+
+ = +
which includes now higher order corrections
4. Finite Difference Time Domain Method (FDTD)
ab initio, direct solution of Maxwells equations
probably the most often used numerical technique, as an implementation is
straight forward (but cumbersome implementation of proper boundary
conditions)
requires excessive computational resources for reasonable problems in 3D
(implementation for clusters)
implementation is absolutely general but often doesnt take explicit
advantage of symmetries
principally all kinds of materials are treatable (dispersive or nonlinear
materials)
4.1 Maxwells equations

makr
ext
( , ) ( , )
rot ( , ) , rot ( , ) ( , ),
div ( , ) ( , ), div ( , ) 0,
t t
t t t
t t
t t t

= = +

= =
B r D r
E r H r j r
D r r B r

mater equations

0
0
( , ) ( , ) ( , ),
( , ) ( , ) ( , )
t t t
t t t
= +
= +
D r E r P r
B r H r M r

E(r,t) electric field
H(r,t) magnetic field
D(r,t) dielectric flux density
B(r,t) magnetic flux density
P(r,t) dielectric polarization
M(r,t) magnetic polarization (magnetization)

ext
(r,t) external charge density
j
makr
(r,t) macroscopic current density
MWEQ in linear isotropic and dispersionless dielectric Media

( )
0
0
( , ) ( , ),
( , ) ( , ),
t t
t t
=
=
D r r E r
B r H r

( )
( )
0 0 makr
0
( , ) ( , )
rot ( , ) , ,
div ( , ) 0, di
rot ( ,
,
)
v ( , ) 0
t t
t t
t
t
t
t = =

= = +

(

r E r
H r E r
E r H
r
r r
H
j

field sources
rot-equations for individual components

0
( , ) 1
(a) rot ( , )
t
t
t
=

H r
E r

0
0
0
1
,
1
,
1
y
x z
x
y
x z
y
y
x z
z
E
H E
j
t z y
H
E E
j
t x z
E
E H
j
t y x
(
=
(

(
=
(

(
=
(

( )
0
( , ) 1
(b) rot ( , )
t
t
t
=

E r
H r
r

( )
( )
( )
0
0
0
1
,
1
,
1
y
x z
y
x z
y
x z
H
E H
t y z
E
H H
t z x
H
H E
t x y
(
=
(

(
=
(

(
=
(

r
r
r

4.2 1D problems
Assuming that there is no dependence on y and z all dynamics in x
0 0
1 1
( ) 0, ,
y y
x z z
H E
H E H
a
t t x t x

= = =

( ) ( )
0 0
1 1
( ) 0, ,
y y
x z z
E H
E H E
b
t t x t x

= = =
r r

grouping together all non-mixing transverse electromagnetic components
(TEM)
z-polarized E-field
( )
0 0
1 1
,
y y
z z
H H
E E
t x t x

= =
r

y-polarized E-field
( )
0 0
1 1
,
y y
z z
E E
H H
t x t x

= =
r

Without loss of generality we concentrate on the first case (E
z
)
4.2.1 Solution with finite difference method in the time domain
for E
z
Discretization of derivative operators
symmetric discretization is second order accurate

2
1 1
1 1
1 1
( )
n N N
N N
N N N
f f f
O x x
x x x
+
+
+

( +

while the unsymetric dicretization is just first order accurate

| |
1
1
1
n N N
N N
N N N
f f f
O x x
x x x

+

always use symmetric discrete operators

2
1 1
1 1
2
2
1 1
1 1
2
( , ) ( , ):
( , ) ( )
2
( )
2
( , ) ( )
2
( )
2
( )
n n n
n
i i i
z i
n n n
i i i
n n n
n
i i i
y i
n n n
i i i
i
i n i x n t
E E E
E i x n t E O x
x x
E E E
O t
t t
H H H
H i x n t H O x
x x
H H H
O t
t t
i x
+
+
+
+
=

( = = +

( = +

( = = +

( = +

=

Maxwells equations

( )
0 0
1 1
1 1
0
1 1
1 1
0
0 0
1 1
1 1
0
1 1
1
0
1 1
1
2 2
1
1 1
1
2 2
1
n n
y
i i z
i
n n n n
i i i i
i
n n n n
i i i i
i
n n
y
i i z
n n n n
i i i i
n n n
i i i i
H
E H E
t x t x
E E H H
t x
t
E E H H
x
H
H E E
t x t x
H H E E
t x
t
H H E E
x
+
+
+
+
+
+
+
+

= =

( +

= =

+

r
1
n
(

FDTD Discretization for the H field:

FDTD Discretization for the E field:

E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
5
4
3
2
1
1 2 3 4 5 6 x(i)
t(n)
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
5
4
3
2
1
1 2 3 4 5 6 x(i)
t(n)
4.2.2 Yee grid in 1D and Leapfrog time steps

Equations for a single space-time step

1 0.5 0.5
0.5 0.5
0.5 0.5
0.5 0.5 1
0
0
1
1
n
n n n n
i i i i
i
n n n
i i i i
t
E
t
H H E
E H
E
x
H
x
+ + +
+
+
+ + +
( +

( +

Properties
Divergence?
That there is no divergence of the fields is always fulfilled in 1D, since
fields are always transversally polarized to the direction of field change
Resolution of discretization x and t ? (from physical arguments)
spatial grid resolution x must be fine enough to display the finest
structures of the e distribution and the fields rule of thumb
5
4
3
2
1
1 2 3 4 5 6 x(i)
t(n)
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
E
H
2
1
1 2 3 x(i)
t(n)
E
H
E
H
E
H
E
H
E
H
E
H
1.5 2.5 3.5
2.5
1.5
max
/ (20 ) x n , with
max
n being the highest refractive index in the
simulation domain
temporal stepsize t is limited by the speed of light, i.e. the interaction
in space can reach only up to the next neighbor sets upper limit to
the phase velocity / t x c in higher dimensions
1/2
2 2 2
1 1 1 1
t
c x y z
| |
+ +
|

\ .

Boundaries?
finite grid size, e.g. with metallic borders ( 0 E = at the boundary)
Sources?
either initial field distribution or sources in the simulation domain
initial field is difficult in higher dimensions since field must have zero
divergence
sources as e.g. currents:

0.5
0.5
0
1 0.5 0.5
0.5 0.5
0
1
n n n n
i i i i
n
i
i i
t
E E H
x
t
j H
+ +
+
+ +
+

( + +

4.3 3D problems
space grid
( , , , ) ( , , , ) i j k n i x j y k z n t =

( , , , )
( , , )
n
x x
ijk
ijk
E i x j y k z n t E
i x j y k z
=
=

Finite differencing in space and time

1 1 2
1 1
2
( )
2
( )
2
n n n
x x x
i j k i j k ijk
n n n
x x x
ijk ijk ijk
E E E
O y
y y
E E E
O t
t t
+
+

( = +

( = +

4.3.1 Yee grid in 3D

Properties
no divergence
Leapfrog time steps
central differencing second order explicit method
dicretizing MWEQ
( )
0
1
x
x
y
z
j
t y
H
z
E H

(
=
(

r

1 1
2 2
1 1 1 1
2 2 2 2
1 1 1 1
2 2 2 2
1 1
2 2
1 1
2 2
, , , ,
, 1, , , , , 1 , ,
, ,
0
, ,
n n
x x
i j k i j k
n n
n n
y y
z z
i j k i j k i j k i j k n
x
i j k
i j k
E E
H H
H H
t
j
y z
+
+ + + +
+ + + + + +
+ +
+ +
=
| |
|
+
|

|
\ .
other equaltions:
1 1
2 2
1 1 1 1
2 2 2 2
1 1 1 1
2 2 2 2
1 1
2 2
1 1
2 2
, 1, , 1,
, 1, 1 , 1, , 1, 1, 1,
, 1,
0 , 1,
n n
y y
i j k i j k
n n n n
x x z z n
i j k i j k i j k i j k
y
i j k
i j k
E E
H H H H
t
j
z x
+
+ + + +
+ + + + + + +
+ +
+ +
=
| |

|
+
|

\ .
1 1
2 2
1 1 1 1
2 2 2 2
1 1 1 1
2 2 2 2
1 1
2 2
1 1
2 2
, , 1 , , 1
, , 1 1, , 1 , 1, 1 , ,
, , 1
0 , , 1
n n
z z
i j k i j k
n n
n n
y y
x x
i j k i j k i j k i j k n
z
i j k
i j k
E E
H H
H H
t
j
x z
+
+ + + +
+ + + + + +
+ +
+ +
=
| |
|
+
|

|
\ .
1 1
1 1
2 2
2 2
3 3 1 1 1 1 1 1
2 2 2 2 2 2 2 2
1 1
2 2
, 1, , 1, , , 1 , , 1 1
, 1, 1 , 1, 1
0
n n
n n
y y
z z
i j k i j k i j k i j k n n
x x
i j k i j k
E E
E E
t
H H
z y
+ +
+ +
+ + + + + + + + +
+ + + +
| |

|
= +
|

|
\ .

E
z

E
y

E
x

H
y

H
y

H
z

H
z

H
z

H
x

H
x

H
y

H
x

x(i)
y(j)
z(k)
1 1 1 1
2 2 2 2
3 1 1 1 1 1 1 1
2 2 2 2 2 2 2 2
1 1
2 2
1
, , 1 , , 1 , , , ,
, , 1 , , 1
0
n n n n
x x z z n n
y y
i j k i j k
E E E E
t
H H
x z
+ + + +
+
+ + + + + + + + +
+ + + +
| |

|
= +
|

|
\ .
1 1
1 1
2 2
2 2
3 1 1 1 1 1 1 1
2 2 2 2 2 2 2 2
1 1
2 2
, , , , , 1, , 1, 1
, 1, , 1,
0
n n
n n
y y
x x
i j k i j k i j k i j k n n
z z
i j k i j k
E E
E E
t
H H
y x
+ +
+ +
+ + + + + + + + + +
+ + + +
| |
|
= +
|

|
\ .

Grid size

( ) ( )
( ) ( )
( ) ( )
1
2
1
2
1
2
, 1, 1 1, ,
1, , 1 , 1,
1, 1, , , 1
n
n
x x y z x x y z
n
n
y x y y x y z
n
n
z x y z x y z
E N N N H N N N
E N N N H N N N
E N N N H N N N
+
+
+
+ + +
+ + +
+ + +

Simple boundary conditions: Perfect Electric Conductor (PEC)

( ) ( )
( )
( )
:,1,: 0, :,:,1 0
:, 1,: 0, :,:, 1 0
x x
x y x z
E E
E N E N
= =
+ = + =

( ) ( )
( ) ( )
1,:,: 0, :,:,1 0
1,:,: 0, :,:, 1 0
y y
y x y z
E E
E N E N
= =
+ = + =

( ) ( )
( ) ( )
1,:,: 0, :,1,: 0
1,:,: 0, :, 1,: 0
z z
z x z y
E E
E N E N
= =
+ = + =

4.3.2 Physical interpretation
3D Yee grid & Ampers law

0
( )
( ) ( , ) , ) (
F F
t
t
t

r f s H r E r

H
x
(i-1/2,j,k)
H
x
(i-1/2,j+1,k)
H
y
(i,j+1/2,k)
H
y
(i-1,j+1/2,k)
E
y
(i-1/2,j+1,k-1/2)
E
y
(i-1/2,j+1,k+1/2)
E
z
(i-1/2,j+3/2,k)
E
z
(i-1/2,j+1/2,k)

1 1
2 2
1 1 1 1
2 2 2 2
1 1
2 2
1 1
1 1
2 2
2 2
, , , ,
0
, ,
, , , 1,
, , 1, ,
n n
i j k i j k
i j k
n n
n n
i j k i j
x
k
i j
y x y
k j
z z
i k
x y
t
x y x
E
H H y
E
H H
+
+ +
+ +
+
+ +
| |
|

|
|
\ .
= +

solving for the unknown component:

1 1
2 2
1 1 1 1
2 2 2 2
1 1 1 1
2 2 2 2
1 1
2 2
, , , ,
, , 1, , , , , 1,
0
, ,
y y
n n
i j k i j k
n n
n n
x x
z
i k
z
j
H H
H
E E
t
x y
H
+
+ +
+ + +
+ +
=
| |
|
+ +
|

|
\ .

3D Yee grid & Faradays law

0
( )
( , ) ( , )
F F
t
t
t

E r f s H r

H
x
(i-1/2,j,k)
H
x
(i-1/2,j+1,k)
H
y
(i,j+1/2,k)
H
y
(i-1,j+1/2,k)
E
y
(i-1/2,j+1,k-1/2)
E
y
(i-1/2,j+1,k+1/2)
E
z
(i-1/2,j+3/2,k)
E
z
(i-1/2,j+1/2,k)

4.3.3 Di vergence-free nature of the Yee discretization

( )
( )
0 0 makr
0
( , ) ( , )
rot ( , ) ,
div
r ,
, ( , ) 0, div
ot ( , )
( , ) 0
t t
t t
t
t
t
t = =

= = +

(

r E r
H r E r
E r H
r
r r
H
j


( )
0
div ?
t
E
( )
0 0
Yee cell Yee cell
div dV d
t t

=

E E f

( )
( )
( )
1 1 1 1
2 2 2 2
1 1 1 1
2 2 2 2
1 1 1 1
2 2 2 2
0 0
, , 1, ,
Yee cell
Term1
0
, 1, , ,
Term2
0
, , 1 , ,
Term3
x x
i j k i j k
y y
i j k i j k
z z
i j k i j k
d E E y z
t t
E E x z
t
E E x y
t
+ + + +
+ + +
+ + +

=

E f
_
_
_

substitute Term 1 with rot equation
( )
0
1
y
x z
H
E H
t y z
(
=
(

r

1 1 1 1
2 2 2 2
1 1 1 1
2 2 2 2
, 1, , , , , 1 , ,
1, 1, 1, , 1, , 1 1, ,
Term 1
y y
z z
y y
z z
H H
H H
y z
H H
H H
y z
+ + + + + +
+ + + + + +
| |
|
=
|

|
\ .
| |
|

|

|
\ .

collecting the contributions from Term 1, Term 2 and Term 3 results in
vanishing of all contributions:

( ) ( ) ( )
0
Yeecell
Term 1 Term 2 Term 3 0 d y z x z x y
t
= + + =

E f

hence, if the field was divergence-free at some time it will conserve this
property

| | ( ) | |
0 0 0
Yee cell Yee cell
div ( 0) 0 & div 0 div 0 t dV dV
t
= = = =

E E E

it is important that sources do not introduce artificial divergence
4.3.4 Computational procedure
Using the spatial differences of the E Field that are known for the time step
n t to calculate the H field at the time step (n+1/2) t
Using the spatial differences of the H Field that are known for the time step
(n+1/2) t to calculate the E field at the time step (n+1) t
Using the spatial differences of the E Field that are known for the time step
(n+1) t to calculate the H field at the time step (n+3/2) t

Properties of the algorihm
Leap-Frog algorithm discretization applies to all components
Close to the physical world as the spatial and temporal propagation is
exactly simulated
4.4 Simplification to 2D problems
Problems are often invariant in one spatial direction, taking z (e.g. grating,
cylindrical objects)
Derivations of the field along this directions are zero

0
1
y
x
E
H
t z
=

( )
0
1
y
z x z
x
H
E E H
j
y t y z
(

=
(

(

r
0
1
y
z x
H
E E
t x z
(
(
(

=

( )
0
1
y
x
y
E
H
j
t z
(

=
(

r
( )
0 0
1 1
z
y y
z x z x
z
H
x
E H
H E E H
j
t y x t x y
(

( (
= =
( (

r

Maxwell can be decoupled into 2 sets of each 3 differential equations

( )
0 0
0
1 1
1
y y
z x z x
z
y
x
H E
E H H E
j
t x y t y x
E
H
t z

( (
= =
( (

=

r
( )
0
1
y
z x z
x
H
E E H
j
y t y z
(

=
(

(

r
0
1
y
z x
H
E E
t x z
(
(
(

=

( )
0
1
y
x
y
E
H
j
t z
(

=
(

r
z
H
x
(

TE polarization TM polarization
4.5 Implementing light sources
arbitrary light sources can be modeled simply by adding the source field to
the field in the computational domain
a physical model for sources is a makroskopic current density

makr
( , ) ( , )
rot ( , ) , rot ( , ) ( , )
t t
t t t
t t

= = +

B r D r
E r H r j r
Simplyfied implementation by adding a source term to the electric field
Examples for temporal variation
x-polarized cw-source
, , , ,
sin( )
n n
x x
i j k i j k
E E n t = +
x-polarized impulse
,
, , , ,
n n
x x n n
i j k i j k
E E

= +
Examples for spatial variation of the light source
x-polarized Gaussian wave
2
2
, , , ,
sin( )
y
x
i y
i x
n n
x x
i j k i j k
E E e e n t
| |
| |
|
|
|
\ . \ .
= +
Example calculations (2D-configuration, TM, Hy)
plane wave
homogeneous medium Cylinder with n=2 and D=2xlambda

point source
homogeneous medium Cylinder with n=2 and D=2xlambda

4.6 Relation between frequency and time domain
The frequency spectrum used for the illumination is given by the Fourier-
transformation of the time dependent incident field

With a single calculation we can calculate the entire frequency response,
detecting the temporal evolution of the field behind a structure and FT (N
t
=
total number of time steps)
For a high resolution in the wavelength domain, we have to record the
temporal evolution of the field for an excess in time
Kind of disadvantage
Example of a grating wave guide coupler

Periodically structured slab waveguide corresponds to one-dimensional
Photonic Crystal waveguide (n1=1.58, n2=1.87,d1=d2=165nm, TE)

Transmission spectrum - The dips are wave guide resonances that are excited
if the momentum provided by the grating matches the propagation constant of a
waveguide mode
t
E
Inc
f
E
Inc
Transmission?
d1
n1
d2
n2

Field distributions obtained for calculations with cw-excitation at frequencies of
dips in spectrum, corresponding to guided modes in the grating waveguide.
4.7 Boundary conditions
see separate presentation

5. Fiber waveguides
5.1.1 The general eigenvalue problem for scalar fields
Restrictions:
weakly guiding structure ( 1 n < ln ( , ; ) 0 x y )
linearly polarized field
Scalar wave equation for a scalar mode field u

2 2
t
( , ) ( , , ) ( ) ( , ) 0 u x y k x y u x y ( + =

The mode solution ( , ) u x y can be assumed to correspond to the power
density u = EH and it has two important properties:
u and ' u must be continuous and bound, since the second derivative
of u must be finite due to the finite refractive index discontinuities.
u and ' u converge to zero as , x y , since physically relevant fields
should have finite energy.
These properties determine the eigenvalue problem for the propagation
constant .
The discrete solutions are called modes.
5.1.2 Properties of guided modes
Orthogonality and normalization
Two solutions
a
u and
b
u of the scalar wave equation with the respective
propagation constants
a
and
b
read as

2 2
t
( , , ) ( ) ( , ) 0
a a
k x y u x y ( + =

2 2
t
( , , ) ( ) ( , ) 0
b b
k x y u x y ( + =

By multiplying the first equation with
b
u and the second with
a
u and
subtracting the results one obtains

( )
2 2
t t a b a b b a a b
u u u u u u =
Integration over the infinite cross section of the waveguide A

( )
2 2
t t a b a b b a a b
A A
u u dA u u u u dA

=

Using Greens law to transform the surface integral on the right side into a
line integral, one can show that the right side is equivalent to zero, since the
mode field is assumed to tend to zero at infinity

( )
2 2
0
a b a b
A
u u dA

To fulfill the equation for different the integral must be zero

, a b a b
A
u u dA

This requires the normalization of the fields according to

2
1
A
u dA

For cylinder symmetric problems we will later see that this reads as

,
( ) ( )
a b a b
r
Y r Y r r dr

Phase velocity
The propagation velocity of the phase fronts is called phase velocity

p
2 c
v

= =

with as the vacuum wavelength and c as the speed of light in vacuum
Group velocity
The propagation velocity of the energy is called group velocity

g 2
2 c
v

= =

which can be calculated very accurately by the following approach:
Take two solutions at two different wavelength and

2 2
t
( ) ( ) ( ) ( ) 0 k u ( + =

2 2
t
( ) ( ) ( ) ( ) 0 k u ( + =

Do the same as done for deriving the orthogonality relation: multiply the first
equation with ( ) u and the second with ( ) u and subtracting the results one
obtains

( ) ( )
2 2 2 2
t t
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) k k u u u u u u =
as before integrate over the infinite waveguide cross section A, transform
into a line integral using Greens law, and show that the right side is
equivalent to zero

( )
2 2
2 2
( ) ( )
4 ( ) ( )
( ) ( ) ( ) ( )
A A
u u A u u A

| |
=
|

\ .

with one obtains

2 2
2
1 ( ) ( )
( ) 4 ( )
( )
A A
u A u A

| |
=
|

\ .

using this expression to substitute in our definition for the group
velocity we obtain

2
g 2
2
2
( )
4 ( )
( )
( )
A
A
u A
c
v
u A

=

| |

|

\ .

Group velocity dispersion
The dependence of the group velocity on the wavelength is expressed by the
Group velocity dispersion coefficient

g
1
v
D

5.1.3 Cylinder symmetric waveguides
In particular for fibers the refractive index profile of the waveguide is very
often cylinder symmetric

2
( , ) ( ) ( ) x y r n r = =
For fibers the index profile is often characterized by special parameters
Fiber parameter

( )
co cl
1/ 2
2 2
2 a
V n n

with
a - core radius

co
n - maximal refractive index in the core

cl
n - constant refractive index in the cladding surrounding the core
Index difference

co cl
co
2 2
2
1
2
n n
n
| |
=
|
\ .

Index profile
( )
co
2 2
1 2 ( ) n n f r =
with

1
( )
1
r a
f r
r a

= >

Index dispersion
To describe the wavelength dependence of SiO
2
, which is the standard fiber
material, often the Sellmaier equation is used

2
2
2
1
( ) 1
j
i
i
i
a
n
b C
=
= +

which takes into account electronic transitions in the UV and molecular
vibrations in the IR by

2
14
1
10
2
14
1
10
2
1.53714322m
1.968198 10
1.4108754 10
1.790244 10
1.572513 10
C
a
a
b
b
=
=
=
=
=

5.1.4 Bessels differential equation
Using the Laplace operator in cylindrical coordinates

2
t
2 2
1 1
( , )
u u
u r r
r r r r

| |
= +
|

\ .

the scalar Helmholtz equation reads as

2
2 2
2 2
1 1
( ) 0
u u
r k r u
r r r r

| |
( + + =
|

\ .

Applying the product Ansatz
( , ) ( ) ( )
r
u r u r u
=
the scalar cylindrical Helmholtz equation reads as

2
2
2 2
2 2 2
1 1
( ) 0
r r
r r
u
u u
u u u k r u u
r r r r

( + + + =

multiplying with
2
/( )
r
r u u
the equation can be separate in terms depending

only on r and terms depending only on

2
2 2
2 2 2
2 2
1
( )
r r
r r
u
r u r u
r k r
u r u r u

( + + =

Since both sides of the equations are independent, the equation can be
solved non-trivialy only when both sides are equivalent to a constant
2
m

2 2
2 2
2 2
2
2
2
1
( ) 0
0
r r
r
u u m
k r u
r r r r
u
m u
(
+ + =
(

+ =

The r -equation is the Bessels differential equation.
The -equation can be solved analytically as

0
cos sin cos( ) u A m B m C m
= + = + .
To obtain a continuous field the so-called azimuthal mode constant must
obey
mN
Bessels differential equation can be simplified further by introducing the
dimensionless modal parameters

( )
co
1/ 2
2 2 2
U a k n = in the core

( )
cl
1/ 2
2 2 2
W a k n = in the cladding
which are connected by

2 2 2
V U W = +
With ( )
co
2 2
1 2 ( ) n n f r = we can express
2 2 2
k n as

co co
2 2 2 2 2 2 2 2
2 ( ) k n k n k n f r = and hence
2 2
2 2 2
2
( ) U V f r
k n
a
=
Now we can rewrite Bessels differential equation for ( ) ( )
m r
Y u r = with the
normalized radius / r a = in the final form

2 2
2 2
2 2
( ) 1 ( )
( ) ( ) 0
m m
m
Y Y m
U V f Y
(
+ + =
(

5.1.5 Anal ytical solutions of Bessels differential equation
Bessels differential equation can be solved analytically for some specific
profiles ( ) f or in segments where ( ) f is constant. Even though we are
interested in the numeric solution of the general problem, we need particular
analytic solutions to derive some general properties of the numeric solution,
as e.g. the boundary conditions.
Introducing

2 2
( ) ( ) G U V f =
the analytic solution in an interval with constant refractive index ( ( ) const. f = )
reads as
( ) ( (0))
m m
Y AJ G =
with A being an arbitrary scaling constant and ( )
m
J being the Bessel
function of the first kind and m
th
order. The other solutions of Bessels
differential equation can be ruled out by physical reasoning due to their
infinite value at the origin or their unboundednes for growing arguments.
Similarly the solution in the cladding (where ( ) 1 f = ) is based on the
modified Hankel function

2
( ) ( )
m m
Y BK W = where 1 >
with B being an arbitrary constant.
Using the requirement that the general solution and its derivative need to be
continuous we can derive the following conditions at the core-cladding
interface, which can be written as a set of linear equations using the arbitrary
variables A and B

2
2
( 1) ( ( 1)) 0
( 1) ( ( 1)) 0
m m
m m
AY BK W
AY BWK W
= = =
= = =

the determinant of which must vanish to obtain unambiguous solutions

2 2 2
( 1) ( ( 1)) ( 1) ( ( 1)) ( ) 0
m m m m
WY K W Y K W F U = = = = = =
This characteristic equation
2
( ) F U is only solved for discrete values of the
parameters W or U which selects a finite number of modes. Usually it is
solved as a function of
2
U which can vary in the interval

2 2
0 U V < < .
The modes are often categorized in their linearly polarized form as LP
mp
-
modes, where the index mcorresponds to the azimuthal mode number and p
selects the modes according to the above equation. p is therefore often
called the radial mode number.
LP
mp
-modes: m - azimuthal mode number 0, m m N
p - radial mode number 1, p p N

5.1.6 Specifying the numerical problem
Repeating the governing equation

2 2
2 2
2 2
( ) 1 ( )
( ) ( ) 0
m m
m
Y Y m
U V f Y
(
+ + =
(

The numerical problem consists in finding discrete modal solutions for a given
azimuthal mode index m with an unknown eigenvalue U .
First we need to define the boundary condition. Starting from the core center
at 0 = we assume that solution ( ) Y for 0 behaves like the Bessel
function ( ) ( (0))
m m
Y AJ G = of the analytic solution. Since the Bessel function
can be expressed as a series like

2
0
( 1)
( )
!( 1) 2
n m
n
m
n
J
n n m
+
=

| |
=
|
+ +
\ .

we can use an ansatz function like
( ) ( )
m
m
Y X =
where ( ) X is an analytic finite valued function for finite arguments. From this
ansatz we can also take the derivative of the solution as

( 1)
( ) ( ) ( )
m m
m
Y m X X
= +
Hence the boundary condition in the center read as

0: (0) (0)
(0) (0)
1: (0) 0
(0) (0)
1: (0) 0
(0) 0
m Y X
Y X
m Y
Y X
m Y
Y
= =
=
= =
=
> =
=

As was demonstrated in the Analytic solution section the boundary
conditions at infinity ( ) can be transformed to the position of the core
cladding interface as

2 2 2
( ) ( 1) ( ( 1)) ( 1) ( ( 1)) 0
m m m m
F U WY K W Y K W = = = = = =
5.1.7 Sol ving the second order singularity
The governing Bessels differential equation possesses a second order
singularity at 0 = which makes it very hard to integrate numerically. Using
again the ansatzt function
( ) ( )
m
m m
Y X =
we obtain a new differential equation for ( ) X as

2
2 2
2
( ) 2 1 ( )
( ) ( ) 0
m m
m
X m X
U V f X
+
( + + =

which possesses only an ordinary singularity at 0 = .
At the same time the boundary conditions must be transformed. Since ( ) X
is an analytic function it can be expressed as a power series following the
series representation of the Bessel function as

0
( )
n
m n
n
X c
=
=

Hence the new boundary conditions at 0 = are independent of m

0
(0) X c = and (0) 0 X =
Similarly the boundary condition at 1 = becomes

2
( )
( ) ( 1) ( 1) 0
( )
m
m m
m
K W
F U W m X X
K W
| |
= = = =
|
\ .

with
2
( ) F U being a characteristic function.
We have to keep in mind that, once found, the new solution ( )
m
X has to be
transformed back to ( )
m
Y to derive some physical meaning.
5.1.8 Numerical integration methods
Up to now the problem is a boundary value problem which would require e.g.
a relaxation method for its numerical solution and to find the desired
parameter
2
U .
Using the shooting method the problem can be transformed into an initial
value problem starting at 0 = which depends on the parameter
2
U . Different
2
U result in different solutions at 1 = and hence also different
2
( ) F U . The
aim must be to find a parameter
*
U U = with

*2
( ) 0 F U =
Then the solutions of the initial value problem would also solve the boundary
value problem.
For the numerical integration of the differential equation for ( )
m
X we have to
take into account the following properties:
at 0 = the function ( )
m
X has a first-order singularity, which
depending on m can lead to instabilities of the numeric solution
the profile function ( ) f can possess discontinuities in the integration
interval, which can reduce the order of the integration methods
the coefficients of the series representation of ( )
m
X can go through
zero in the integration interval, which can change the continuity
properties of the solution
Hence one should refer to implicit integration methods.
In the beginning we transform the second order differential equation into a set
of coupled first order differential equations with

1
2
( ) ( )
( )
( )
( )
m m
m
m
m
Z X
X
Z
| |
| |
= =
|
|
|

\ .
\ .
Z
as

1
2
2
2 2 1 2
( )
( )
( ) 2 1
( ) ( ) ( )
m
m
m
m m
Z
Z
Z m
V f U Z Z

=
+
( =

Now we have to discretize the integration interval [0,1] = R, e.g. with very
simple equidistant spacing h as:

1
| , 0(1) ,
h j j
jh j N h
N

= = = =
`
)

then the discrete approximation of the solution can be written as
( ),
j j j h
Z Z
Implicit Runge-Kutta-Midpoint-Method of 2
nd
order
In matrix representation the differential equation reads as

2 2 ( )
0 1
( )
( ) ( , )
2 1
( )
m
m m j j
m
V f U
| |

|
= =
+
|

\ .
Z
Z K Z
The midpoint-method has the following Runge-Kutta parameter table

0.5 0.5
1 1

This is a single step implicit method which results in an iteration step like

1
( , , )
j j j j
h h
+
= + Z Z Z , ( 0,1,..., ) j N =

1
( , , ) ( , , ),
2 2
j j j j j j
h
h h h
| |
= + +
|
\ .
Z K Z Z
applying this method to our particular problem gives

1( ) 1
1
2 2
2
2( ) 2
0 1
2
2 1
( , , )
2
2 2
j
j j
j
j
j
h
Z
h m
h
V f U
h
h
Z
| || |
+
| |
| |
+
| |
= = | |
+ |
|
| \ . |
\ .
+
+ | |
\ . \ .
Z
since we are dealing with a linear problem we can avoid the otherwise
necessary iterative numerical solution of the above problem and solve it
explicitly

2 2
1( ) 2( )
1( 1) 1( )
2
2 2
2 2 2 2
1( ) 2( )
2( 1) 2( )
2 2
2 1
1
2 4 2
2
2 1
2 2 2
2
2 1
1
2
2
j j j
j j
j
j
j j j j
j
j j
j
h h
V f U Z Z
Z Z h
h m h h
V f U
h
h h h m
V f U Z V f U Z
h
Z Z h
h m h
h
+
+
| |
| |
+ +
| |
\ .
\ .
= +
+ | |
| |
+ +
| |
\ .
\ .
+
| |
|
| | | | +
| | | |
+ + +
| | | | |
\ . \ .
\ . \ .
| +
\ .
= +
+
+
+
2
2 2
4 2
j
h
V f U
| |
| |
+
| |
\ .
\ .

The solution accuracy of the method is second order in h . The discretization
grid
h
should be chosen such that the discontinuity points
D
of the profile
function ( ) f coincide with grid points of
h

D h

This ensures that the differential equation is only evaluated in continuous
intervals at
D
0.5 x h + . Consequently the second order solution accuracy is
preserved also for discontinuous profiles ( ) f .
Implicit Runge-Kutta-Method of 4
th
order
To improve the accuracy one could also use the following Gaussian type forth
order method

1 11 12
2 21 11
1 2
1 3 1 1 3
2 6 2 2 6
1 3 1 3 1
2 6 2 6 4
1 1
1
2 2
+ = = + =
= = =
= =

5.1.9 Eigenvalue search
Since we have transformed the original boundary value problem into an initial
value problem using a shooting method, the search for the eigenvalues
2
U is
a simple search for the roots of
2
( ) F U for parameter m. However for each
calculation of
2
( ) F U we have to compute the full differential equation problem
in the interval [0,1] = .
The eigenvalue interval for guided modes is restricted to

2 2
0 U V < <
containing a finite number of roots. To find all roots the interval can be
scanned for sign changes with a fixed step size
2
U . The resulting
subintervals can be refined using e.g. a converging secant method.
5.1.10 Calculation examples

Example of
2
( ) F U in the interval (0, ) U V for a step index profile with 0 m =

Examples of calculated mode field for a ring index fiber.

Examples of calculated mode field for a ring index fiber.

Computational Photonics

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Computational Photonics, Abbe School of Photonics, FSU J ena, Prof. T. Pertsch, 19.06.

A being a coefficient matrix and b

U(xj+1,yk) - 2 U(xj, yk) + U(xj-1, yk)

U(xj,yk+1) - 2 U(xj, yk) + U(xj, yk-1)

- 4 Uj,k +Uj+1,k + Uj-1,k +Uj,k+1+U j,k-1

discrete Laplace operator

the equation can be separate in terms depending

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