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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

2

2011 Chulalongkorn University International School of Engineering (ISE)

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.

3

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.

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 (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.

5

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

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.

6

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

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 =

7

2011 Chulalongkorn University International School of Engineering (ISE)

In difference form, the forward going operator reduces to:

n Ez n+ 1 2N

(N )

n Ez

(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

8

n+

1 2N

1 Ez = 2

n+

1 2

(N ) + E z (N 1)

2

2011 Chulalongkorn University International School of Engineering (ISE)

n+

1 2

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)

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

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

10

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

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.

11

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.

12

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.

13

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

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.

14

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.

15

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.

16

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

17

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

18

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

( )

19

Dr. Yan Zhao

( )

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.

20

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

21

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

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.

22

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

23

Dr. Yan Zhao

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

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.

24

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

25

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

26

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

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.

27

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

28

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

29

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.

30

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.

31

Murs ABC in 2D

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

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

x

32

i, j

Hy (i+1/2, j)

Dr. Yan Zhao

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

33

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

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 )

34

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

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

] ]

35

Dr. Yan Zhao

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.

36

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,

n H z +1 (i,

j) =

n H z (i + 1,

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

Ex

~ n+

37

1 2 (i ,

1 j + ) Ex 2

~ n+

1 2 (i ,

~ n+

1 j + ) Ex 2

~ n+

1 2 (i + 1,

1 j ) 2

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)

38

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

39

1 n+ 2 p

Ez

n+

1 2

(i0 + 1, j0 + 1) Ez (i0 , j0 )

2

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+

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

40

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

41

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

42

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

43

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

44

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

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

45

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.

46

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

47

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

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)

48

This expression can be generalized:

k 1 l =1

ak =

ak =

f 3 a0 al( x3 x1 )( x3 x2 )... ( x3 x1 )( x3 x2 )

l +1

49

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

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

50

a0 = f [x1 ]

a1 = f [x1 , x2 ]

Dr. Yan Zhao

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

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.

51

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

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)

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

54

This can be written as:

Ul U1 + U1 +

1

( + 1)

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:

55

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

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