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Exterior waves, absorbing boundaries and PML — Examples

1 · Prerequisites

2 · Summary

These examples evaluate the exact outgoing monopole and spherical DtN symbol, then show the normal-to-grazing loss of impedance and PML attenuation. The final one-dimensional Dirichlet cavity gives an explicit near-resonant response as accumulated damping vanishes. It is a finite continuous one-mode calculation and carries no general PML or discretization stability claim.

3 · Logical flowchart

4 · Definitions, theorems and proofs

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PML attenuation vanishes at grazing and excludes evanescent modes

Example

For a propagating angle 0≤θ<π/2, q=kcos⁡θ and the one-way PML amplitude after accumulated stretch S is e−kScos⁡θ. It equals e−kS at normal incidence and tends to 1 as θ↑π/2. For a purely evanescent normal branch q=iα with α>0, the factor eiqX=e−αx−iαS(x) has modulus e−αx, so this imaginary stretch adds no modulus decay.

Facts & Assumptions

Given: The Cartesian stretch [F1] and propagating-mode theorem [F2].

[F1]

Cartesian complex-stretch PML for a homogeneous Helmholtz mode: X=x+iS(x) and a separated normal mode has factor eiqX.

[F2]

Perfect matching and attenuation for non-grazing propagating modes: for real q>0, the one-way amplitude factor is e−qS.

Verification

Given: k,S≥0 and the modes in [F1]–[F2].

1.1F1F2algebra

For a propagating mode, substitute q=kcos⁡θ into [F2]. At θ=0 the factor is e−kS; as θ↑π/2, cos⁡θ→0, so it tends to 1.

2.1F1step 1.1algebra∎

For q=iα, direct substitution into [F1] gives eiqX=ei(iα)(x+iS)=e−αx−iαS, whose modulus is e−αx. The added stretch contributes only a phase, confirming that the propagating attenuation theorem does not cover evanescent modes.

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Normal, oblique, and grazing impedance reflection

Example

Write q=kcos⁡θ for 0≤θ<π/2. The reflected amplitude is R(θ)=cos⁡θ−1cos⁡θ+1. It is 0 at normal incidence, equals −1/3 at θ=π/3, and tends to −1 at grazing incidence.

Facts & Assumptions

Given: k>0, 0≤θ<π/2, and the reflection theorem [F1].

[F1]

Exact plane-wave reflection coefficient of the local impedance condition: for q=kcos⁡θ>0, R=(q−k)/(q+k).

Verification

Given: k>0, 0≤θ<π/2, and [F1].

1.1F1algebra

Divide numerator and denominator of [F1] by k>0 to obtain R=(cos⁡θ−1)/(cos⁡θ+1). At θ=0, this is 0; at θ=π/3, cos⁡θ=1/2 and it is (−1/2)/(3/2)=−1/3.

2.1F1step 1.1algebra∎

As θ↑π/2, continuity of cosine gives cos⁡θ→0 and the denominator tends to 1, so R→−1 and ∣R∣→1. The endpoint is a limit; the propagating theorem assumed q>0.

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A weakly damped truncated layer can produce a resonant cavity response

Example

Consider the one-dimensional interval 0≤x≤L with Dirichlet endpoints, source point x0=L/2, and a PML beginning at x0, so X(x0)=x0 and X(L)=L+iS with S>0. For kL=(2m+1)π, m∈N0, the Green function of −d2/dX2−k2 at the source has magnitude ∣G(x0,x0)∣=coth⁡(kS)k∼1k2S(S↓0). When S=0, sin⁡(kx) is a nonzero homogeneous Dirichlet mode, so the real-frequency problem is resonant. This is a single interval example, not a universal stability claim about PMLs.

Facts & Assumptions

Given: L,k>0, integer m≥0, the stretched coordinate [F1], and the scalar Helmholtz Green equation [A1].

[F1]

Cartesian complex-stretch PML for a homogeneous Helmholtz mode: the coordinate is X=x+iS(x) with S≥0 and X(x0)=x0.

[F2]

Exact reflected-mode error from a finite Dirichlet-terminated PML: a finite Dirichlet-terminated layer has two-way reflected amplitude magnitude e−2qS for a propagating mode q>0.

[A1]

On a stretched interval of endpoint XL with Dirichlet conditions, the Green function solves (−d2/dX2−k2)G(X,X′)=δX′ and has derivative jump ∂XG(X′+,X′)−∂XG(X′−,X′)=−1.

Verification

Given: The interval data and [F1]–[F2], [A1].

1.1F1A1algebra

Parameterize the stretched contour by the real physical coordinate x∈[0,L]. For a source at x′, set x<=min⁡(x,x′), x>=max⁡(x,x′), and X<=X(x<), X>=X(x>). The functions y1(X)=sin⁡(kX) and y2(X)=sin⁡(k(XL−X)) solve the homogeneous equation and vanish at the respective endpoints; their Wronskian in the order y1y2′−y1′y2 is the constant −ksin⁡(kXL). Thus G(x,x′)=sin⁡(kX<)sin⁡(k(XL−X>))ksin⁡(kXL) has the endpoint conditions and solves the homogeneous equation away from x=x′. The real parameter orders the two sides of the contour, and the one-sided derivatives in the contour coordinate satisfy ∂XG∣x→x′+−∂XG∣x→x′−=−1, as required by [A1].

2.1givenF2step 1.1algebra∎

At X′=x0=L/2, XL=L+iS, and kL=(2m+1)π, the numerator magnitude is cosh⁡(kS) and the denominator magnitude is ksinh⁡(kS); this follows from sin⁡((m+1/2)π)=(−1)m and ∣sin⁡(nπ+it)∣=sinh⁡(t) for integer n and t>0. Hence ∣G(x0,x0)∣=coth⁡(kS)/k. Since sinh⁡t∼t and cosh⁡t→1 as t↓0, this is asymptotic to 1/(k2S). At S=0, sin⁡(kL)=0 and sin⁡(kx) satisfies both homogeneous Dirichlet conditions, proving resonance. The same damping parameter in [F2] gives round-trip reflected amplitude e−2kS→1, so the growing cavity response accompanies vanishing attenuation.

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The outgoing monopole field of a sound-soft sphere

Example

For constant boundary data f=1 on the sphere of radius a, the outgoing solution is u(r)=h0(1)(kr)h0(1)(ka)=areik(r−a),r≥a.

Facts & Assumptions

Given: a,k>0, constant data f=1, and the time/radiation convention [F1].

[F1]

Sound-soft exterior Helmholtz problem for a spherical obstacle: solve (Δ+k2)u=0 for r>a, set u(a)=1, and require r(∂r−ik)u→0.

[F2]

Spherical Bessel and outgoing Hankel function conventions: at degree zero, the outgoing definition gives h0(1)(z)=−ieiz/z.

[F3]

Spherical Bessel and outgoing Hankel recurrences solve the radial Helmholtz equation: this function solves u′′+2u′/z+u=0 for z>0.

[F4]

Rellich uniqueness for the sound-soft spherical obstacle: a classical outgoing Helmholtz solution with zero Dirichlet trace on the sphere is identically zero.

Verification

Given: a,k>0 and [F1]–[F3].

1.1F1F2F3algebra

Substituting [F2] into the Hankel ratio cancels the factor −i/k and gives u(r)=(a/r)eik(r−a), so u(a)=1. Direct differentiation yields u′=(ik−r−1)u and u′′=(−k2−2ik/r+2/r2)u. In three dimensions a radial function satisfies Δu=u′′+2u′/r; hence u′′+2u′/r+k2u=0 by cancellation of each coefficient, in agreement with [F3] after setting z=kr.

2.1F1step 1.1algebra

The same derivative identity gives r(u′−iku)=−u(r) and ∣u(r)∣=a/r→0. Thus the outgoing condition holds, and the displayed mode is an outgoing monopole solution.

3.1F1F4step 1.1step 2.1algebra∎

If w is any other classical outgoing solution with boundary value 1, then w−u is a classical outgoing solution with zero Dirichlet trace on r=a. By [F4], w−u=0. Hence the displayed field is the unique outgoing monopole solution.

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The monopole symbol of the exact spherical DtN map

Example

Since h0(1)(z)=−ieiz/z, its logarithmic derivative is h0′(z)/h0(z)=i−z−1. Therefore the degree-zero exact spherical DtN multiplier at radius R is τ0(k,R)=ik−1/R.

Facts & Assumptions

Given: k,R>0 and the exact modal map [F1].

[F1]

Exact modal Dirichlet-to-Neumann map on a sphere: τ0(k,R)=kh0′(kR)/h0(kR).

[F2]

The spherical modal DtN map is well-defined and exact for smooth data: the multiplier is the exact outward radial derivative of the outgoing degree-zero extension.

[F3]

Spherical Bessel and outgoing Hankel function conventions: h0(1)(z)=−ieiz/z.

Verification

Given: k,R>0 and [F1]–[F2].

1.1F1F3algebra

By [F3], h0(z)=−ieiz/z, so h0′(z)=(−i)eiz(i/z−1/z2)=h0(z)(i−1/z).

2.1F1F2F3step 1.1algebra∎

As h0(kR)≠0 by [F3], substitute z=kR into step 1.1 and multiply by k: τ0=k(i−1/(kR))=ik−1/R. Theorem [F2] identifies this multiplier with the exact outgoing normal derivative.

5 · Examples, counterexamples and false statements

None yet.

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