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2141511 Numerical Method

Lecture 5 Absorbing Boundary Conditions

2011 Chulalongkorn University International School of Engineering (ISE)

Absorbing Boundary Conditions


In general EM analysis of scattering structures often requires the solution of open region problems. As a result of limited computational resources, it becomes necessary to truncate the computational domain in such a way as to make it appear infinite. This is achieved by enclosing the structure in a suitable output boundary that absorbs all outward travelling waves.

ABC
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2011 Chulalongkorn University International School of Engineering (ISE)

Dr. Yan Zhao

Absorbing Boundary Conditions


In this lecture we will describe some of the more common ABCs, such as:
Bayliss-Turkel annihilation operators Enqquist-Majda one way operators Mur ABC Liaos extrapolation method And the PML, perfectly matched layer

PML region

The PML method which was introduced in 1994 by Berenger, represents one of the most significant advances in FDTD development, since its conception in 1966, by Kane Yee. The PML produces back reflection ~10-6 10-8 over a very broad range of incident frequencies.
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Dr. Yan Zhao 2011 Chulalongkorn University International School of Engineering (ISE)

Early ABCs
When Yee first introduced the FDTD method, he used PEC boundary conditions. This technique is not very useful in a general sense. It wasnt until the 70s when several alternative ABCs were introduced. However, these early ABCs suffered from large back reflections, which limited the efficacy of the FDTD method.

Dr. Yan Zhao

2011 Chulalongkorn University International School of Engineering (ISE)

Extrapolation from Interior Node (Taylor)


If we consider the electric field En(i, j) located on a 2D boundary,
y, (j) Wave

E n (i ,3)
E n (i,2)
x, (i)

E n (i,1) + E n (i,3) E n (i,2) = 2

E (i,1)

Since En(i, 2) and En(i, 3) are determined in the FDTD calculations, and are therefore known values, we can solve this equation for En(i, 1) the exterior node. E n (i,1) = 2 E n (i,2) E n (i,3) This equation is only effective on normally incident waves and degrades rapidly when the incident wave is off-normal.
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Dr. Yan Zhao 2011 Chulalongkorn University International School of Engineering (ISE)

Radiation Boundary Conditions


For this method, we consider the wave equation in 1D 2 Ez 2 Ez c2 =0 2 2 x t This can be factored with the following expression: 1 1 E z ( x, t ) = 0 + x c t x c t We can look at both differential operators and see that the first one represents/corresponds to a travelling wave in the forward direction and the second a travelling wave in the backward direction. Therefore, at the last node of the computational space, N, we must satisfy the outgoing wave condition, which is represented by one of the differential operators.
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Dr. Yan Zhao 2011 Chulalongkorn University International School of Engineering (ISE)

Radiation Boundary Conditions


1 E z ( x, t ) = 0 + x c t
Radiator conditions positive going wave operator

E ~ e j (t kx ) 1 jkE + jE = 0 c k

=0k =

For a plane wave k =


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outward going wave


2011 Chulalongkorn University International School of Engineering (ISE)

Dr. Yan Zhao

Radiation Boundary Conditions


In difference form, the forward going operator reduces to:
n Ez n+ 1 2N

(N )

n Ez

x c By interpolating the half steps

(N 1) + 1
n+ 1 2

Ez

1 Ez 2 t

1 2N

1 2

=0

Ez
and half space as

n n E z ( N ) + E z +1 (N ) (N ) = 2

Ez
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n+

1 2N

1 Ez = 2

n+

1 2

(N ) + E z (N 1)
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2011 Chulalongkorn University International School of Engineering (ISE)

n+

1 2

Dr. Yan Zhao

Radiation Boundary Conditions


n Doing the same for the E z 1 / 2 ( N 1 / 2 ) term and substituting back in we get:
n Ez ( N )

n Ez ( N

ct x n n E z ( N 1) E z 1 ( N ) 1) + ct + x

If we use the magic time step t = x/c, then we have following radiation condition.
n n E z ( N ) = E z 1 ( N 1)

For the backward going wave we can derive a similar relationship:


n n E z (1) = E z 1 (2)

Dr. Yan Zhao

2011 Chulalongkorn University International School of Engineering (ISE)

Radiation Boundary Conditions


Extending this method to 2D:
n n n E x 1 (i 1,2) + E x 2 (i,2) + E x 2 (i + 1,2) n E x (i,1) = 3 In this case, we have assumed that ct = s 2 ( n 2) ( n 1)

This approach applies to a wide range of incident field angles, but due to the nature of the averaging process often gives rise to significant non-physical back reflections.

1/3
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Dr. Yan Zhao 2011 Chulalongkorn University International School of Engineering (ISE)

Radiation Boundary Conditions


In this approach we apply the radiation condition to the field values in the boundary of the computational region. However, this assumes that the field values on the boundary are approximately far-field values. This assumption requires the extension of the computational space many wavelengths beyond the location of the scattering object.

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Dr. Yan Zhao

2011 Chulalongkorn University International School of Engineering (ISE)

Dissapative Medium
In this technique a lossy medium is used to surround the FDTD computational region. The idea is that as the waves propagate into this medium, they are dissipated before they can undergo back reflection. The problem is that there is often an input impedance between the FDTD region and the long media.

Quadratic Linear

The back reflection results from the ratio of electricalconductivity and magnetic-conductivity parameters, and *, respectively.
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Dr. Yan Zhao 2011 Chulalongkorn University International School of Engineering (ISE)

x0

x1

Dissapative Medium
Here the 0 and 0 are assumed to be free space. Therefore the input impedance is:

+ j 0 z= + j 0
which is not necessarily equal to R0 = 120. To overcome this the conductivity values can be implemented in a non-uniform fashion. That is they can have a linear or quadratic profile. This tends to require relatively thick medium layers computational requirements.
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Dr. Yan Zhao 2011 Chulalongkorn University International School of Engineering (ISE)

Bayliss-Turkel Annihilation Operators


One of the first successful classes of ABCs, provided less than 10-2 back reflection over a wide range of incident angles, was based analytically derived operators whose sole purpose was to annihilate the reflected field. The idea of the annihilation operator is to construct an operator that can be used to estimate the values of the field along the truncated boundary. The problem arises from the fact that the central difference requires nodal values immediately adjacent to the node that is being updated. Along the boundary there is no field immediately adjacent.

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Dr. Yan Zhao

2011 Chulalongkorn University International School of Engineering (ISE)

Bayliss-Turkel Annihilation Operators


So the annihilation operator used a weighed sum of partial derivatives to estimate the field at the boundary. The derivatives consist of:
A spatial derivative in the direction of the outgoing wave. A spatial derivative in the direction transverse to the outgoing wave. A time partial derivative.

By doing this the field values along the truncated boundary are determined, in the direction of outgoing wave propagation.

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Dr. Yan Zhao

2011 Chulalongkorn University International School of Engineering (ISE)

Spherical Coordinates
In this case consider the spherical wave equation in 3D:

2 u = c 2 2u t 2 The radiating solution to this equation can be expressed in an expansion of the form:
U (r , , t ) = uj (ct r , , ) u1(ct r , , ) u 2(ct r , , ) un(ct r , , ) = + + ... + r rj r2 rn j =1

At very large distances only the leading terms dominate the expansion 1 We now introduce the operator L = + c t r
which is known as the Sommerfeld radiation condition.
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Dr. Yan Zhao 2011 Chulalongkorn University International School of Engineering (ISE)

Spherical Coordinates
j e jk = 0 k = + = c c t z c Note that this operator is true for a plane, however, the field distribution is not necessarily a plane wave. As a result, ERROR is introduced. To see how the error can be reduced consider the application of the radiation condition to the expansion. 1 u1 1 u1 1 u2 1 u2 lim LU = + + + r cr t r r cr t r r 1 1 1 u1 u1 1 u1 u2 = cu1 2 + 2 cu1 2 2 3 2 r r cr r 2u ru cr 2 Cancelling the first two terms we get: LU = 1 2 3 r2 r
j (t kz ) 1
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Dr. Yan Zhao 2011 Chulalongkorn University International School of Engineering (ISE)

Spherical Coordinates
This produces error to the order r-2. given this we can rewrite the radiation operator as: 1 = + O(r 2 ) r c t Radial expansion What Bayliss and Turkel did was to devise a modification to the radiation condition that allowed it to delay more quickly. The modification was proposed as 1 B1 = L + r
Sommerfeld Radiation Condition
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Dr. Yan Zhao 2011 Chulalongkorn University International School of Engineering (ISE)

Spherical Coordinates
If we now apply this operator to the expansion, we get

u3 u2 u4 B1U = 3 2 4 3 5 + O r 3 r r r This is referred to as the Bayliss-Turkel Operator of Order 1. To improve it further, they proposed a higher operator:
3 1 B2 = B12 B1 = L + L + r r
2nd order operator B12 B1

( )

If we apply this operator: 2u 6u 12u B2U = 53 + 64 + 7 5 + O r 5 r r r


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Dr. Yan Zhao

( )

2011 Chulalongkorn University International School of Engineering (ISE)

Spherical Coordinates
In principle this process can be repeated infinitely according to the following operator:

2k 1 2k 1 5 3 1 Bm = L + = L+ ... L + L + L + r r r r r k =1
In general the most popular order is the 2nd order, which is a good trade between accuracy and complexity of implementation.

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Dr. Yan Zhao

2011 Chulalongkorn University International School of Engineering (ISE)

Engquist-Majda One-Way Wave Operators


This technique also consists of a partial differential equation that permits propagation in only one direction. In this method we consider a 2D wave equation in Cartesian coordinates:

2U 2U 1 2U + 2 =0 2 2 c t y x
We can define a partial differential operator.

2 2 1 2 1 2 2 2 L= 2 + 2 = Dx + D y 2 Dt 2 c t x y c
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Dr. Yan Zhao 2011 Chulalongkorn University International School of Engineering (ISE)

Engquist-Majda One-Way Wave Operators


We can then express the wave equation as:

LU = L + L U = 0
where

Dy Dt L = Dx 1 c D 2 t

Engquist and Majda showed that when applied to the appropriate boundary, L- and L+ act as exact ABCs for outgoing waves.

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Dr. Yan Zhao

2011 Chulalongkorn University International School of Engineering (ISE)

Engquist-Majda One-Way Wave Operators


Unfortunately, their direct application in numerical is not possible due to the square root operator, which is non-linear in time and space. So we approximate these operators using expansions. One approximation is a One-Term Taylor Expansion, if we set S = cD y Dt then 1 s 2 1 In this case the operator becomes

which is simply the Sommerfeld Radiation Condition. If we take a two-term expansion we get: 1 2 2 1 s 1 s 2
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Dr. Yan Zhao

Dt U 1 U L Dx = =0 c x c t

2011 Chulalongkorn University International School of Engineering (ISE)

Engquist-Majda One-Way Wave Operators


In this case the operator is capable of handling layer of Ks of incidence, because the first approximation implied the Dt >> Dy, which means that the field is at an angle very close to the normal to the truncated boundary. 2 Dt c D y The resulting operator is: L Dx + c 2 Dt By performing LU = 0 we can obtain a corresponding PDE that can be implemented as a second order accurate ABC 2U c 2U 1 2U =0 + 2 2 xt 2 y c t Analogous ABCs can be derived for the remaining boundaries. To be useful in the FDTD one must use finite-difference scheme, which was introduced by Mur.
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Dr. Yan Zhao 2011 Chulalongkorn University International School of Engineering (ISE)

Murs ABC
As we discussed, the 1st and 2nd order approximation to the Engquist-Majda one-way wave operators can be extended to 3D and applied to a rectangular region.
c

0 a

Truncated Boundary

The truncated boundaries consist of six sides located in the planes x = 0, a; y = 0, b; z = 0, c.


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Dr. Yan Zhao 2011 Chulalongkorn University International School of Engineering (ISE)

Murs ABC
So the 1st and 2nd order operators have the following form:
Truncated Boundary First Order Approximation Second Order Approximation

x=0 x=a

1 f x c t 1 + f x c t
1 f y c t 1 + f y c t

x =0

1 2 2 1 2 1 2 =0 + + f c x t c 2 t 2 2 y 2 z 2 1 2 1 2 1 2 2 + + =0 c x t c 2 t 2 2 y 2 z 2 f

x =0

=0

x=a

x=a

=0

y=0 y=b
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y =0

=0

1 2 1 2 1 2 2 + + f c yt c 2 t 2 2 x 2 z 2 1 2 2 1 2 1 2 + + f c yt c 2 t 2 2 x 2 z 2

y =0

=0

y =b

=0

y =b

=0

Dr. Yan Zhao

2011 Chulalongkorn University International School of Engineering (ISE)

Murs ABC

z=0

1 f z c t 1 + f z c t

z =0

1 2 1 2 1 2 2 =0 + + f c zt c 2 t 2 2 y 2 x 2 1 2 1 2 1 2 2 + + =0 f c zt c 2 t 2 2 y 2 x 2

z =0

=0

z=c

z =c

z =c

=0

For the 1st and 2nd order operators to be implemented, they must be converted to difference equations. This was first successfully done by Mur in 1981.
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Dr. Yan Zhao 2011 Chulalongkorn University International School of Engineering (ISE)

Murs ABC in 2D
Mur pointed that for a 2D problem, the 2nd approximation to the one-way wave operators could be reduced to a set of formulas that contain only one spatial derivative for both E and H. To see this, recall the 2D form of Maxwells equations for TE polarisation. E z 1 H y H x E z = x y t
H x 1 E z = y t H y 1 E z = t x
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Dr. Yan Zhao 2011 Chulalongkorn University International School of Engineering (ISE)

Murs ABC in 2D
If we substitute the 2nd equation into the Ez/y term of the 2nd order one-way wave operator
1 2 1 2 1 2 2 2+ E =0 2 z 2 y c xt c t 1 2 Ez 1 2 Ez 2 H x 2 + =0 2 c xt c t 2 yt z =0 Now we can integrate w.r.t. t, assuming that the initial field values are zero t f (t = 0) = 0
t =0

E z 1 E z c H x x c t 2 y = 0 z =0
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Dr. Yan Zhao 2011 Chulalongkorn University International School of Engineering (ISE)

Murs ABC in 2D
We have now reduced the form of the one-way wave operator to all first order derivatives. This significantly simplifies the implementation of this method because now all of the spatial and temporal derivatives, or finite differences, are first order. For the TM wave, we can repeat this process:

1 2 1 2 1 2 H =0 2 2+ 2 z 2 y c xt c t
at z = 0 boundary.

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Dr. Yan Zhao

2011 Chulalongkorn University International School of Engineering (ISE)

Murs ABC in 2D
Substituting in the appropriate expression for Hz/y we get:

2 H z 1 2 H z ct 2 E x =0 2 2 yt z =0 xt c t
Integrating, we get:

H z 1 H z ct E x x c t 2 y = 0 z =0
ABC at the z = 0 plane.

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Dr. Yan Zhao

2011 Chulalongkorn University International School of Engineering (ISE)

Murs ABC in 2D
Now lets consider the FDTD difference equations that Mur formulated as an ABC for the first order:

E z 1 E z =0 x c t This can be applied to an FDTD cell at the truncated boundary, x = ix = const.


Ez Hy Ez (i+1, j+1) ABC Hx (i,j+1/2)

Hx (i+1, j+1/2) Ez (i+1, j)

x
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i, j

Hy (i+1/2, j)
Dr. Yan Zhao

2011 Chulalongkorn University International School of Engineering (ISE)

Murs ABC in 2D
In this figure the fields at the truncated boundary can be determined using a discretised form of the first order one-way wave operator:

E z x E z t
n E z +1

n +1 / 2 i +1 / 2, j n +1 / 2 i +1 / 2, j

n n E z +1 / 2 (i + 1, j ) E z +1 / 2 (i, j ) = x n n E z +1 (i + 1 / 2, j ) E z (i + 1 / 2, j ) = t

n n E z +1 (i + 1, j ) + E z +1 (i, j ) (i + 1 / 2, j ) = 2 n n E z +1 (i, j ) + E z (i, j ) n E z +1 / 2 (i, j ) = 2


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Dr. Yan Zhao 2011 Chulalongkorn University International School of Engineering (ISE)

Murs ABC in 2D
Now we can determine the field values for non-integer indices
1 n n n n E z +1 (i + 1, j ) + E z (i + 1, j ) E z +1 (i, j ) E z (i, j ) 8x 1 n+1 n +1 n n E z (i + 1, j ) + E z (i, j ) E z (i + 1, j ) E z (i, j ) = 0 2ct

This can be simplified into:


n E z +1

(i, j ) =

n Ez

Note the similarity of this equation to Tafloves introduced in 1975. ~ Introduced on auxiliary term E = Rb E ~ n +1 ~ n ~n ct ~ n +1 E z = E z (i + 1, j ) + E z (i + 1, j ) E z (i, j ) ct +

ct (i + 1, j ) + ct +

n +1 n E z (i + 1, j ) E z (i, j )

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Dr. Yan Zhao

2011 Chulalongkorn University International School of Engineering (ISE)

Murs ABC in 2D
This indicates that the Ez field value at the left truncated boundary can be determined from the field values at the internal nodes on the boundary at a previous time. For the 2nd order Murs ABC, we need to include the difference equation for the magnetic field component.

H x y

n +1 / 2

Again using linear interpolation: ct n +1 n +1 n n E z (i, j ) = E z (i + 1, j ) + E z (i + 1, j ) + E z (i, j ) ct +

i +1 / 2 , j

n n H x +1 / 2 (i + 1 / 2, j + 1 / 2) H x +1 / 2 (i + 1 / 2, j 1 / 2 ) = y

] ]

c 2 t n 1 n 1 n 1 H x + 2 (i, j + 1 2 ) H x + 2 (i, j 1 2 ) + H x + 2 (i + 1, j 1 2 ) 2(ct + )


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Dr. Yan Zhao

2011 Chulalongkorn University International School of Engineering (ISE)

Murs ABC in 2D
According to this, then Tafloves ABC changes to:
Ra ~ n +1 ~n ~n ct ~ n +1 E z (i, j ) = E z (i + 1, j ) + E z (i + 1, j ) E z (i, j ) ct ct + + 1 2

1 1 1 n+ 1 n+ n+ n+ 1 1 1 2 i, j + 2 (i + 1, j ) H 2 i + 1, j + 2 i + 1, j H x Hx Hx x 2 2 2

For the TM case, the 1st order approximation at the truncated boundary is identical to the TE case except replace Ez with Hz.

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Dr. Yan Zhao

2011 Chulalongkorn University International School of Engineering (ISE)

Murs ABC in 2D
Also, by comparison, we can see that the 2nd order approximation of the TM absorption is identical to that of the TE condition, except that we replace (-Hx) with (Ex) so
n H z +1 (i,

j) =

n H z (i + 1,

ct n +1 n j) + H z (i + 1, j ) H z (i, j ) ct +
n +1 n H z (i + 1, j ) H z (i, j ) +
1 2 (i + 1,

The final form of the 2nd TM Mur ABC is:


n H z +1 (i,

j) =

n H z (i + 1,

ct j) + ct + 1 j + ) + Ex 2

Ex

~ n+
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1 2 (i ,

1 j + ) Ex 2

~ n+

1 2 (i ,

~ n+

1 j + ) Ex 2

~ n+

1 2 (i + 1,

1 j ) 2

Dr. Yan Zhao

2011 Chulalongkorn University International School of Engineering (ISE)

Corners in 2D Problem
In a rectangular region, the differences for the ABCs located at the corner nodes need to be dealt with differently (separately).
y n 0 Hx Ez P Hy, Ez (i0+1, j0+1) 0 Corner (i0, j0)
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Dr. Yan Zhao 2011 Chulalongkorn University International School of Engineering (ISE)

(i0+1, j0+1)

Ez

(i0+1, j0+1)

Corners in 2D Problem
We rotate the original x, y coordinate system by 45 degrees to obtain a new coordinate system. If we assume that the truncated boundary located at the corner is parallel to the 0, n axis, then the first order Mur approximation of the one-way operator is: E z 1 E z =0 c t Now using the procedure similar to the one presented above, the difference representation at the cell centre (P) is:

E z
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1 n+ 2 p

Ez

n+

1 2

(i0 + 1, j0 + 1) Ez (i0 , j0 )
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Dr. Yan Zhao 2011 Chulalongkorn University International School of Engineering (ISE)

n+

1 2

Corners in 2D Problem
Using interpolation we get:
1 2 n n E z +1 (i0 , j0 ) + E z (i0 , j0 ) (i0 , j0 ) = 2

Ez

n+

Which when substituted in and rearranged, we get:


ct 2 ~ n +1 ~ n+1 ~n ~ E z (i0 + 1, j0 + 1) E zn (i0 , j0 ) E z (i0 , j0 ) = E z (i0 + 1, j0 + 1) + ct + 2

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Dr. Yan Zhao

2011 Chulalongkorn University International School of Engineering (ISE)

Murs ABC in 3D
We can use the discretized 2nd order ABC, because on x = 0 boundary there are only Hx, Ey, and Ez components. The general formula for the Mur ABC in 3D is:
ct n +1 ct n n 1 n f n+1 ( P0 ) = f n1 (Q0 ) + f (Q0 ) f ( Po ) 2 f (Q0 ) + f ( P0 ) ct + (ct )2 f n ( P ) + f n ( P2 ) + f n ( P3 ) + f n ( P4 ) + f n (Q1 ) 1 + 2 (ct + ) + f n (Q ) + f n (Q ) + f n (Q ) 2 3 4
P4 Q4 Q0 Q3 Q2 Q1 P3 P0 P1 P2

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Dr. Yan Zhao

2011 Chulalongkorn University International School of Engineering (ISE)

Murs ABC in 3D
Where P0 is a node on the truncated boundary, Q0 is a node internally adjacent to P0. The nodes P1, P2, P3, P4 are the nodes on the truncated boundary that are adjacent to P0, and the nodes Q1, Q2, Q3, Q4 are adjacent to Q0. The variable f stands for the electric field component. We can refer to the following table to determine the individual field components. x = 0 or x = a, f E y E z
y = 0 or y = b, f E x E z z = 0 or z = c, f E y E x

For the first order ABC we have: ct n +1 n f n +1 (P0 ) = f n (Q0 ) + f (Q0 ) f (P ) 1 ct +

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Dr. Yan Zhao

2011 Chulalongkorn University International School of Engineering (ISE)

Data Interpolation
ABCs are based on interpolation or extrapolation. The main task of interpolation or curve fitting is given a discrete set of data values find a function that satisfies not only the value at those points, but can be used to determine the values at intermediate points. More often than not, polynomials are used as function approximators and their curves are used for curve fitting.
Outer boundary

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Dr. Yan Zhao

2011 Chulalongkorn University International School of Engineering (ISE)

Taylor Polynomial
The idea behind Taylor polynomials is given an analytic function, it can be approximated by a series expansion in terms of its derivatives,

f ' ( x), f ' ' ( x), f ' ' ' ( x), etc K
If we are given a sample point within the computational domain, say X0, we can use the series expansion to determine additional points in the domain.
f ' ( x0 ) f ' ' ( x0 ) f n ( x0 ) 2 Pn ( x) = f ( x0 ) + ( x x0 ) + ( x x0 ) + K + ( x x0 ) n n! 1! 2! n f ( k ) ( x0 ) (x x0 )k = k! k =0
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Dr. Yan Zhao 2011 Chulalongkorn University International School of Engineering (ISE)

Data Interpolation Polynomials


The idea here is a data interpolation polynomial is that gives a discrete grid, X1, X2, X3, , Xn and a corresponding set of values f1(x), f2(x), f3(x), fn(x) which data pairs (Xk, fk(x)), for k+1, 2, , n. The data can be imagined as sampled values, which are representative of a continuous curve. The curve itself is called the interpolation polynomial and gives the value:

Pk ( xk ) = f k
Polynomial Data Pair

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Dr. Yan Zhao

2011 Chulalongkorn University International School of Engineering (ISE)

Data Interpolation Polynomials


They also provide the means for getting data at intermediate points in between the sampled values.

p ( x) = a0 + a1 x + a2 x 2 + ...am1 x m1 + am x m
Therefore the goal in these techniques is to determine the coefficients of the nth degree polynomial.

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Dr. Yan Zhao

2011 Chulalongkorn University International School of Engineering (ISE)

Newton Interpolation Polynomials


The main advantage of using Newton Interpolation Polynomials over the other technique, such as Lagrange polynomials, is that it is much easier to update the data list, than to add points (or data points). In addition to coded property, the Newton method can require half as many FLOPs, which depending upon the size of the data set, can be significant. To devise the Newton representation for a set of data (Xk, fk) where k = 1, -, we have: Pn 1 ( x) = a0 + a1 ( x x1 ) + a2 ( x x1 )( x x2 ) + ...ak ( x x1 )( x x2 )( x x3 )

( x xk ) + an1 ( x x1 )( x x2 )...( x xn 1 )
where the coefficients a0, a1, a2 an-1 are determined so as to enforce the interpolation criteria, Pn1 ( xk ) = f k
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Dr. Yan Zhao 2011 Chulalongkorn University International School of Engineering (ISE)

Newton Interpolation Polynomials


Such a condition forces the following relationships between the first two coefficients.

f 2 a0 a0 = f1 , a1 = x2 x1

Note that in this case the x2 variable eliminates all of the ak (for k 2). In extending this to the next higher coefficient, a2, we get:

Pn 1 ( x3 ) = f 3 = a0 + a1 ( x3 x1 ) + a2 ( x3 x1 )( x3 x2 )
Which yields:

f 3 a0 a1 ( x3 x1 ) a2 = ( x3 x1 )( x3 x2 )
Dr. Yan Zhao 2011 Chulalongkorn University International School of Engineering (ISE)

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Newton Interpolation Polynomials


This expression can be generalized:
k 1 l =1

ak =

f k +1 a0 al( xk +1 x1 ) ( xk +1 x2 )...( xk +1 xl 1 )( xk +1 xl ) ( xk +1 x1 )( xk +1 x2 )...( xk +1 xk 1 )( xk +1 xk )

ak =

f 3 a0 al( x3 x1 )( x3 x2 )... ( x3 x1 )( x3 x2 )
l +1

Consider the case when k = 2, f 3 a0 a1 ( x3 x1 ) a2 = ( x3 x1 )( x3 x2 )


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Dr. Yan Zhao 2011 Chulalongkorn University International School of Engineering (ISE)

Newton Interpolation Polynomials


If one needs to add a value (xn+1, fn+1) in order to obtain the nth degree polynomial then in this method all of the previously determined coefficients are the same. The Newton formulation using a divided differential scheme
f [xk ] = f k f [xk , xk +1 ] = f [xk +1 ] f [xk ] xk +1 xk

f [xk +1 , xk + 2 ] f [xk , xk +1 ] f [xk , xk +1 , xk + 2 ] = xk +1 xk f [xk , xk +1 , xk + 2 ,...xn +1 ] =


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a0 = f [x1 ]

a1 = f [x1 , x2 ]

f [xn +1...xi +1 ] f [xk ...xi ] [xi + 1 xn ]


Dr. Yan Zhao

an 1 = f [x1 , x2 ,...xn ]

2011 Chulalongkorn University International School of Engineering (ISE)

Newton Interpolation Polynomials


So given these relations, we can compute the coefficient recursively. Given a set of data for k = 1, 2, n we first compute f[xk] = fk, for all values of k. Next we use these values to compute f[xk, xk+1], for all values of k and the process is repeated until f[x1, x2, x3, xn] is computed.

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Dr. Yan Zhao

2011 Chulalongkorn University International School of Engineering (ISE)

Liaos Extrapolation ABC


In this case we want to develop an approximation for

Xmax

X1 U1

X2 U2

X3 U3

Xn Un

The updated field component at the location of the truncated boundary, Xmax.

52

Dr. Yan Zhao

2011 Chulalongkorn University International School of Engineering (ISE)

Liaos Extrapolation ABC


To do this we set up a backward difference interpolation polynomial based on the values, Ui, on the 1D grid: j = N , U N = u[t ( N 1)t , xmax Nct ]
j = 3, U 3 = u[t (3 1)t , xmax 3ct ] j = 2, U 2 = u[t t , xmax 2ct ] j = 1, U1 = u[t , xmax ct ]

0 2 Now we can define a sequence of backward differences that originate at U1: 1u (t , xmax ct ) = 1u1 = u1 u2
2u (t , xmax ct ) = 2u1 = 1u1 1u2 N 1u (t , xmax ct ) = N 1u1 = N 2u1 N 2u2
53
Dr. Yan Zhao 2011 Chulalongkorn University International School of Engineering (ISE)

Liaos Extrapolation ABC


In general, this can be written as: u (t , xmax ct ) = (1) j +1 c m1u[t ( j 1)t , xmax jct ] j
m j +1 m +1

The binomial coefficient is:

m! = (m j )! j! We can now apply this to the interpolation of a general field point: c m1 j

u (t (l 1)t , xmax lct ) = Ul

54

Dr. Yan Zhao

2011 Chulalongkorn University International School of Engineering (ISE)

Liaos Extrapolation ABC


This can be written as:

Ul U1 + U1 +
1

( + 1)

2! ( + 1)( + 2)( + N 2) N 1 U1 + ( N 1)! where = 1 l

2U1 + K

If we let l = 0, we get a (t+t, xmax), which is the field value on the truncated boundary. The resulting Liaos ABC is:

U 0 = U (t + t , xmax ) U + 1U1 + 2U1 + 3U1 + ...N 1U1


55
Dr. Yan Zhao 2011 Chulalongkorn University International School of Engineering (ISE)