An Adaptive Space-Time Boundary Element Method for the Wave Equation

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W I S S E N T E C H N I K L E I D E N S C H A F T An Adaptive Space-Time Boundary Element Method for the Wave Equation Marco Zank and Olaf Steinbach Institut für Numerische Mathematik AANMPDE(JS)-9-16, Strobl 5 July 2016 www.numerik.math.tugraz.at

Table of contents 1. Laplace transform method 2. Energy approach 3. One-dimensional wave equation 4. Numerical examples 2

Laplace transform method [Bamberger, Ha Duong 1986] u + u tt = 0 in Ω R +, u Γ R + = g on Γ R +, i.c. 1. Apply Laplace transform to the wave equation and end up with the Helmholtz equation in the frequency domain for ω C 0 : U(ω) ω 2 U(ω) = 0 in Ω, γ int 0 U(ω) = G(ω) on Γ 2. Reformulate the Helmholtz equation via potentials for ω C 0 : Ṽ (ω): H 1/2 (Γ) H 1 (Ω), U(ω) = Ṽ (ω)λ(ω) 3. Analyse the bie explicitly in terms of ω C σ0 for fixed σ 0 > 0 : V (ω) C(σ 0 ) ω, V (ω) 1 C(σ0 ) ω 2 4. Apply Paley-Wiener theorem and convolution theorem for the inverse transform to the time domain: u = Ṽ λ := L 1 (ω Ṽ (ω)λ(ω)) 3

Bilinear form and loss of time regularity www.numerik.math.tugraz.at Bilinear form in the frequency domain for ω {Im ω σ 0 > 0} : ψ, ιωv (ω)ϕ ϕ, ψ H 1/2 (Γ) Define bilinear form for σ σ 0 > 0 a σ (λ, τ) := 0 e 2σt τ(t), Loss of regularity in time for σ σ 0 > 0 ( V dλ ) (t) dt. dt Γ V 1 V : H 3 σ(r, H 1/2 (Γ)) H 0 σ(r, H 1/2 (Γ)), V 1 V : H 2; 1/2 σ,γ H 0; 1/2 σ,γ. 4

An energy approach [Aimi et al. 2008] For any solution u of the wave equation tt u(x, t) u(x, t) = 0 for x R d \ Γ, t (0, T ), t u(x, 0) = u(x, 0) = 0 for x R d \ Γ, u(x, t) = g(x, t) for (x, t) Σ := Γ [0, T ] it holds 0 = ( tt u u) t u ( 1 = t 2 ( tu) 2 + 1 ) 2 u 2 ( t u u). 5

With Green s formula it follows 0 = 1 { ( t u(x, T )) 2 + u(x, T ) 2} dx 2 R d \Γ T Define the energy E(T ) := 1 2 0 t γ int 0 u(, t), [[γ 1u]](, t) Γ dt. R d \Γ { ( t u(x, T )) 2 + u(x, T ) 2} dx and represent the solution by u = Ṽ λ. Hence, E(T ) = T Define the bilinear form 0 t (V λ)(t), λ(t) Γ dt = t (V λ), λ Σ. a E (λ, ϕ) := t (V λ), ϕ Σ. 6

One-dimensional wave equation Q := (0, L) (0, T ) and Σ := {0, L} [0, T ]. Single layer potential: Ṽ w(x, t) = 1 2 t x w 0 (s)ds + 1 2 for t R, x R \ {0, L} and a density w = t x L ( w0 w L ). w L (s)ds 7

Single layer operator V : L 2 (Σ) H 1 {0} (Σ) ( V w(t) = 1 t 0 w 0(s)ds + ) t L 0 w L (s)ds 2 t L 0 w 0 (s)ds + t 0 w L(s)ds for t [0, T ] with L 2 (Σ) := H 1 {0} (Σ) := {v = ( v0 { v = ( v0 v L ) } : v 0, v L L 2 (0, T ), ) } : v v 0, v L H 1 (0, T ), γv 0 (0) = γv L (0) = 0. L 8

Theorem (Aimi et al. 2008) The bilinear form a E : L 2 (Σ) L 2 (Σ) R, a E (w, v) := t (V w), v L2 (Σ), is bounded and coercive: a E (ϕ, ϕ) C(T ) ϕ 2 L 2 (Σ) ϕ L 2 (Σ) Find w L 2 (Σ) for given g H{0} 1 (Σ) such that a E (w, v) = 1 2 tg, v L 2 (Σ) + t(k g), v L 2 (Σ) where the double layer operator is given by ( ) g0 K g(t) = K (t) = 1 ( ) gl (t L) g L 2 g 0 (t L) v L 2 (Σ), for t [0, T ]. 9

Decomposition Σ = N 0 +N L i=1 τ i. A conforming ansatz space for L 2 (Σ) is S t 0 (Σ) :=S0 t 0 (0, T ) S t 0 L (0, T ) {( )} ϕ 0 N0 {( =span 0,i 0 span 0 i=1 { } =span ˆϕ 0 N0 +N L i. The resulting linear system is i=1 V t w = g ϕ 0 L,j )} NL with V t R (N 0+N L ) (N 0 +N L ), g R N 0+N L and w R N 0+N L. j=1 10

A posteriori error estimator [Steinbach, Schulz 2000] η i := γ int 1 u w t Approximate solution in Q : L 2 (τ i ) ũ t := Ṽ w t W g Neumann trace of the approximate solution: Local error estimator: for i = 1,..., N 0 + N L w t := γ int 1 ũ t = 1 2 w t + K w t + D g η i := w t w t L 2 (τ i ) for i = 1,..., N 0 + N L For a parameter θ [0, 1] refine all elements τ i where η i θ max j η j. 11

Numerical examples with L = 3 and T = 6 12

Numerical examples with L = 3 and T = 6 12

Numerical examples with L = 3, T = 6 www.numerik.math.tugraz.at L γ int L N 0 + N L 1 u w t 2 (Σ) eoc u ũ t L 2 (Q) eoc 0 2 1.33823e+00 0.00 7.26168e-01 0.00 1 4 1.14684e+00 0.22 4.49627e-01 0.69 2 8 1.10072e+00 0.06 3.24885e-01 0.47 3 16 8.06608e-01 0.45 1.46335e-01 1.15 4 32 4.02738e-01 1.00 3.75263e-02 1.96 5 64 2.04198e-01 0.98 9.55880e-03 1.97 6 128 1.03212e-01 0.98 2.49973e-03 1.94 7 256 5.17114e-02 1.00 5.95579e-04 2.07 8 512 2.58723e-02 1.00 1.56495e-04 1.93 9 1024 1.29381e-02 1.00 3.71371e-05 2.08 10 2048 6.46928e-03 1.00 9.78807e-06 1.92 11 4096 3.23467e-03 1.00 2.40515e-06 2.02 12 8192 1.61734e-03 1.00 5.99227e-07 2.00 13 16384 8.08670e-04 1.00 1.49398e-07 2.00 14 32768 4.04335e-04 1.00 3.77370e-08 1.99 13

Numerical examples with L = 3, T = 6 1 γ 1 int u w t L 2 (Σ) 0.1 0.01 0.001 uniform θ = 0.05 N 1 1 10 100 1,000 10,000 degrees of freedom N : =N 0 + N L 14

Numerical examples with L = 3 and T = 6 15

Numerical examples with L = 3 and T = 6 15

Numerical examples with L = 3, T = 6 www.numerik.math.tugraz.at L γ int L N 0 + N L 1 u w t 2 (Σ) eoc u ũ t L 2 (Q) eoc 0 2 3.95477e+00 0.00 2.59835e+00 0.00 1 4 3.33217e+00 0.25 5.78383e-01 2.17 2 8 3.11643e+00 0.10 4.73586e-01 0.29 3 16 3.16575e+00-0.02 4.10036e-01 0.21 4 32 2.37997e+00 0.41 1.77812e-01 1.21 5 64 1.66423e+00 0.52 6.10341e-02 1.54 6 128 1.15613e+00 0.53 2.28464e-02 1.42 7 256 8.07589e-01 0.52 8.15019e-03 1.49 8 512 5.67073e-01 0.51 3.29593e-03 1.31 9 1024 3.99491e-01 0.51 1.33215e-03 1.31 10 2048 2.81940e-01 0.50 5.98854e-04 1.15 11 4096 1.99168e-01 0.50 2.74489e-04 1.13 12 8192 1.40764e-01 0.50 1.32773e-04 1.05 13 16384 9.95104e-02 0.50 6.47539e-05 1.04 14 32768 7.03558e-02 0.50 3.21587e-05 1.01 16

Numerical examples with L = 3, T = 6 10 γ 1 int u w t L 2 (Σ) 1 0.1 0.01 0.001 uniform θ = 0.05 θ = 0.5 N 1 N 1/2 1 10 100 1,000 10,000 degrees of freedom N : =N 0 + N L 17

Numerical examples with L = 3, T = 6, θ = 0.5 6 5 4 3 t 2 1 x 0 0 1 2 3 18

Numerical examples with L = 3, T = 6, θ = 0.5 6 5 4 3 t 2 1 x 0 0 1 2 3 18

Numerical examples with L = 3, T = 6, θ = 0.5 6 5 4 3 t 2 1 x 0 0 1 2 3 18

Numerical examples with L = 3, T = 6, θ = 0.5 6 5 4 3 t 2 1 x 0 0 1 2 3 18

Numerical examples with L = 3, T = 6, θ = 0.5 6 5 4 3 t 2 1 x 0 0 1 2 3 18

Summary and outlook Laplace transform method Loss of regularity in time Energy approach One-dimensional wave equation A posteriori error estimator Error analysis for 1D? Bilinear form for 2D, 3D? 19

[1] AIMI, A., DILIGENTI, M., GUARDASONI, C., AND PANIZZI, S. A space-time energetic formulation for wave propagation analysis by BEMs. Riv. Mat. Univ. Parma (7) 8 (2008), 171 207. www.numerik.math.tugraz.at [2] BAMBERGER, A., AND HA DUONG, T. Formulation variationnelle pour le calcul de la diffraction d une onde acoustique par une surface rigide. Math. Methods Appl. Sci. 8, 4 (1986), 598 608. [3] GLÄFKE, M. Adaptive methods for time domain boundary integral equations. PhD thesis, 2013. [4] HA-DUONG, T. On retarded potential boundary integral equations and their discretisation. In Topics in computational wave propagation, vol. 31 of Lect. Notes Comput. Sci. Eng. Springer, Berlin, 2003, pp. 301 336. [5] SAYAS, F.-J. Retarded Potentials and Time Domain Boundary Integral Equations: A Road Map. Springer, 2016. [6] SCHULZ, H., AND STEINBACH, O. A new a posteriori error estimator in adaptive direct boundary element methods: the Dirichlet problem. Calcolo 37, 2 (2000), 79 96. 20