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2017 - Modified Singular Boundary - Method - 3d
2017 - Modified Singular Boundary - Method - 3d
PII: S0307-904X(17)30590-5
DOI: 10.1016/j.apm.2017.09.037
Reference: APM 11982
Please cite this article as: Junpu Li , Wen Chen , A modified singular boundary method for three-
dimensional high frequency acoustic wave problems, Applied Mathematical Modelling (2017), doi:
10.1016/j.apm.2017.09.037
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Highlights
The modified singular boundary method only needs 2-3 source points in one
wavelength per direction.
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The modified singular boundary method has similar condition number to the
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boundary element method.
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Three-dimensional Helmholtz equation with up to wavenumber 440 has successfully
been simulated.
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State Key Laboratory of Hydrology-Water Resources and Hydraulic Engineering & Center for Numerical
Simulation Software in Engineering and Sciences, College of Mechanics and Materials, Hohai University, Nanjing,
Jiangsu, 210098, China
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Abstract The main purpose of this article is to propose a modified singular boundary
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method using the modified fundamental solution of Helmholtz equation for simulation
of three-dimensional high frequency acoustic wave problems. Compared with the
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standard second-order discretization methods which usually need to place more than
10-12 grid points in one wavelength per direction, the newly proposed modified
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singular boundary method only needs 2-3 source points in one wavelength of each
direction to produce the accurate solutions with relative error around 1E-3 level which
satisfies most application requirements. It is observed that the present algorithm has
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similar condition number to the boundary element method and can hereby be solved
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440.
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1. Introduction
Corresponding authors, Tel.: +86-25-83786873; fax: +86-25-83736860.
E-mail address: chenwen@hhu.edu.cn (W. Chen).
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The numerical simulation of the high frequency acoustic wave propagation has a
wide variety of applications in diverse science and engineering fields [1-4], such as
vehicle noise analysis, underwater sonar imaging detection, high-speed railway
vibration and noise, etc.
Unlike the Laplace problems, it is computationally very expensive to solve the
Helmholtz equation with large wavenumber. This is because of three reasons. Firstly,
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the Helmholtz problems are usually posed on the infinite domain, which has either to
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be artificially truncated in the finite element methods (FEM) [5-6] or to encounter
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fully-polluted interpolation matrix in the boundary element method (BEM) [7-8].
Secondly, one needs to use a much higher sampling frequency than what would be
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required to obtain the reasonable solution because of the pollution effect [9]. Finally,
one has to solve the resulting very large-scale and highly ill-conditioned linear
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equations [10].
Theoretically, the number of elements in the FEM scales up at least by the cube of
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kd for three-dimensional (3-D) problems, and in fact even more than that [11], where
k represents the wavenumber and d means the maximum diameter of the
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computational domain. In the BEM [12], the number of elements increases by the
square of kd. In order to reduce such computational expenses, several numerical
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techniques have been proposed in recent years [13-15], among which the common
feature is the use of a priori knowledge on the oscillatory nature of the solution in the
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the product of a smooth amplitude and an oscillatory phase factor. This strategy has
high-order accuracy, whose required element number in per wavelength direction is
far less than the BEM. However, the singular integration is still inevitable which
brings heavy computing loads in high-dimensional high-frequency cases.
Kim [17] suggested an asymptotic decomposition (AD) approach. Numerical
experiments show that this algorithm scheme is accurate enough when placing 4-5
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grid points per wavelength. However, like the asymptotically derived BEM mentioned
above, the AD approach is only applicable to the problems whose solution property is
already partly known.
Chen [18-19] proposed the boundary knot method (BKM) which uses the
non-singular general solutions of the Helmholtz equation as the kernel function.
Numerical investigations illustrate that two boundary nodes per wavelength in one
direction is usually enough to yield the highly accurate solution for 3D
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high-frequency acoustic wave problems. However, severely ill-conditioned
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interpolation matrix constrains its application for large-scale problems.
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The singular boundary method (SBM) [20-22] is a strong-form boundary
collocation algorithm and has clear boundaries with the boundary element method
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(BEM) and the method of fundamental solution (MFS) [23-25]. The key technique in
the SBM is to replace the singularity at origin of the fundamental solution by the
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origin intensity factor (OIF). It is noted that the SBM is easily applicable to
complex-shaped domain problems. Although extensive studies have been reported in
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the literatures for the SBM simulation of potential theory [26], low frequency
Helmholtz equation[27], time-dependent diffusion problems[28], etc. However, few
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has been done to analyze the Helmholtz equation with high wavenumber.
As the boundary collocation methods, the BKM and the SBM share some common
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properties but have their own merits and demerits as well. The merits of the BKM are
the low sampling frequency and high numerical accuracy. However, severe
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ill-condition of its interpolation matrix obstructs its use with the iterative solver and
hereby constrains its application to large-scale problems. On the other hand, the
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advantage of the SBM is the high numerical stability but requires placing at least 6
source points in one wavelength per direction to obtain the reasonable solution in
simulation of 3-D acoustic wave problems, which causes heavy computation load for
large-scale computation.
In this article, a modified fundamental solution of the Helmholtz equation to
replace the standard fundamental solution in the SBM is proposed. We call the SBM
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solution of Helmholtz equation and its application to the SBM formulation. Section 3
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investigates the MSBM through two benchmark examples. Finally, some conclusions
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and outlook are provided in Section 4 and Section 5, respectively.
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2. Formulation of the modified singular boundary method
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The governing equation of the propagation of the steady acoustic wave in the
isotropic medium can be expressed as the Helmholtz equation with constant
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2u xm k 2u xm 0, ( xm ) , (1)
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u xm u xm , ( xm ) , (2)
In the SBM and the BKM, a linear combination of basis functions corresponding to
u ( xm ) as below,
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N
u ( xm ) j G ( xm , s j ) , (3)
j 1
where j is the unknown coefficient and G the basis function. In the BKM,
sin(kr )
G GBKM , where GBKM is the general solutions of 3D Helmholtz equation,
r
k the wavenumber, r the distance between source point and collocation point. In
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eikr
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the SBM, we take G GSBM as the basis function, where GSBM is the
r
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fundamental solutions of 3-D Helmholtz equation adopted in the BEM and the SBM.
eikr
Considering that the fundamental solution GSBM has singularity at origin, the
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SBM uses the OIF [29-30] to replace the singular terms in the interpolation matrix.
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The SBM formulation with the standard fundamental solution can be expressed as
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u xi j GSBM ( xi , s j ) iU i , (4)
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j 1, j i
On the other hand, because the non-singular general solution is adopted in the
BKM, the BKM formulation can be written as
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N
u xi j GBKM ( xi , s j ) , (5)
j 1
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With either Eq. (4) or Eq. (5), we can obtain the unknown coefficient j .
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It is reasonable to think the combination of merits of the BKM and the SBM. With
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this idea in mind, we propose a modified fundamental solution of the Helmholtz
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equation to replace the standard fundamental solution in the SBM. By the application
of the modified fundamental solution, we can obtain a reasonable solution accuracy in
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a low sampling frequency while keeping the conditioning number sufficiently low.
The modified fundamental solution M can be expressed as
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sin(kr) cos(kr)
M (1 ) , [0,1] , (6)
r r
M
where M means the modified fundamental solution of the Helmholtz equation and
It can be noted from Eq. (6) that when 1 , M equals to the real part of the
tradeoff between the real (GSBM ) and GBKM as the basis function of the modified
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N sin(krij ) cos(krij )
u xi j ((1 ) ) i ((1 ) k U i ) , (7)
j 1,j i rij rij
N p
2
j 1, j i n 1
jn
U i
, (8)
Ri R i
2
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where
j1 j 3 j 5 j 7 0 , (9)
R 4j 3sin 2 (ij )
j2 ( 1) , (10)
4rij3 2
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ij
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5 R8j 231 6 189 4 21
j6 7
( sin (ij ) sin (ij ) sin 2 (ij ) 1) , (12)
64rij 16 8 2
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where rij means the distance between source point s j and collocation point xi ,
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ij is the angle between the vector xi s j and the normal n j at the boundary point
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influence, R j denotes the characteristic radius of range of influence.
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To balance the numerical efficiency and accuracy of the OIF, the truncation term
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p is taken 5 in this study. For more details about the OIF, see the Refs [29-30]. The
derivation of Eqs. (8)-(12) is given in Appendix. A, and the code of the OIF
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Finally, we evaluate the unknown coefficient j by Eqs. (7) and (8). The physical
variable u ( xm ) at any point inside the domain can hereby be evaluated by Eq.
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(13)
N sin(krmj ) cos(krmj )
u xm j ((1 ) ), (13)
j 1 rmj rmj
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The numerical accuracy is depicted by the average relative errors (Rerr).
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NT NT
u m
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Re rr(u ) u(m) u (m)
2 2
, (14)
m 1 m 1
where u m and u m mean the analytical and numerical solutions at xm ,
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respectively, NT represents the test points number. To characterize the convergence
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of the numerical results, Eq. (15) is given
ln Error N1 ln Error N 2
C 2 , (15)
ln N1 ln N 2
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where ErrorN1 and ErrorN 2 denote numerical errors against the source points
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Example 1. Consider a 3D acoustic wave problem in the unit cube domain (with
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ck
f , c 340m / s ). The test points are placed on the sphere surface with radius
2
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u ( x, y, z ) k u ( x, y, z ) 0, ( x, y, z )
2 2
.
u x, y, z cos(kx) cos(ky) cos(kz ), ( x, y, z )
Case 1. The numerical characteristics of the MSBM are investigated in this case. The
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Iteration number 200 200 250 350 350 350
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Rerr 4.3E-3 3.1E-3 1.08E-2 1.04E-2 9.68E-3 1.44E-2
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It can be observed from Tab. 1 that the MSBM only needs to place 2-3 source
points in each wavelength per direction to obtain the reasonable solution accuracy.
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The proposed modified fundamental solution enables the MSBM to overcome the
issue of high sampling frequency in simulation of Helmholtz equation with high
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wavenumber.
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Case 2. The condition number (L2-norm) and the influence of the adjustment
parameter are investigated in this case. In order to avoid the possible influence of
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the iterative solver, it should be stressed that the Gaussian solver is adopted in this
case. Tab. 2 is listed to show the condition number (L2-norm) of the MSBM with
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k 20m1 . The average relative error and condition number (L2-norm) against the
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adjustment parameter are listed in Tab. 3 under source points number 2,400 and
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k 40m1 (N/λ=3.14).
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Table. 3 The average relative error and condition number (L2-norm) of the MSBM against
α 1E+0 1E-1 1E-2 1E-3 1E-8 0
Condition number
4.8E+2 4.0E+2 2.2E+3 1.8E+4 4.6E+8 3.9E+18
(L2-norm)
Rerr 3.5E-1 7.0E-2 1.2E-2 6.6E-3 1.9E-4 1.3E-5
It can be observed that the condition number (L2-norm) and accuracy of the MSBM
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both increase with the decreasing of the adjustment parameter . Actually, the
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MSBM tends to the BKM when is taken 0, and degenerates into the SBM with
the standard fundamental solution when is taken 1.
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Secondly, Tabs. 4a and 4b are listed to show the different numerical efficiency and
storage requirements of the MSBM and the SBM to obtain the reasonable numerical
solution accuracy. US
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Table. 4a Numerical results of the MSBM (α=1E-3)
Nodes N 384 864 1,536 2,400
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Wavenumber k 20 30 40 50
Nodes/Wavelength (N/λ) 2.51 2.51 2.51 2.51
Rerr (α=1E-3) 3.60E-2 1.33E-2 1.11E-2 3.54E-2
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Table. 4b Numerical results of the SBM with the standard fundamental solutions
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It can be observed form Tabs. 4a and 4b that the modified fundamental solution has
obvious advantage over the standard fundamental solution in terms of numerical
efficiency. When the wavenumber is taken k=50, the required boundary nodes number,
CPU time and storage requirements of the MSBM is 16%, 2.9‰ and 1.3%,
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respectively, of those of the SBM with the standard fundamental solution. And this
advantage will be more obvious with the increasing of wavenumber. In theory, the
operation efficiency (with Gaussian solver) and storage requirements of the boundary
and computation load increase very fast with the boundary nodes increasing. That is
the reason why it is so important to find a new strategy with both low sampling
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frequency and low condition number in simulation Helmholtz equation with large
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wavenumber.
Thirdly, Tabs. 5a-5c are listed to show the different numerical accuracy, condition
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number (L2-norm), and CPU time (seconds) of the MSBM, the BKM, the SBM, the
BEM and the MFS (with the cube surface having length 2 as the fictitious boundary),
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respectively, against the wavenumber k (with 5400 source points or boundary
elements).
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Table. 5a The numerical accuracy of the different methods against the wavenumber k
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Wavenumber k 15 30 45 60 75
N/λ 12.57 6.28 4.19 3.14 2.51
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Table. 5b The condition number (L2-norm) of the different methods against the wavenumber k
Wavenumber k 15 30 45 60 75
N/λ 12.57 6.28 4.19 3.14 2.51
MSBM (α=1E-5) 2.02E+6 1.10E+6 7.34E+5 5.30E+5 6.62E+5
MSBM (α=1E-3) 2.02E+4 1.41E+4 2.42E+4 1.96E+4 1.59E+4
MSBM (α=1E-2) 2.01E+3 5.03E+3 4.05E+3 3.00E+3 1.61E+3
MSBM (α=1) 5.79E+2 6.98E+3 1.99E+3 7.64E+2 9.44E+2
BKM 9.72E+19 3.46E+19 5.53E+19 1.34E+19 2.06E+18
BEM 2.60E+1 7.02E+1 1.74E+2 5.61E+1 2.26E+1
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Table. 5c The CPU time costs (seconds) of the different methods against the wavenumber k
Wavenumber k 15 30 45 60 75
N/λ 12.57 6.28 4.19 3.14 2.51
MSBM (α=1E-5) 3.58 3.40 3.42 3.31 3.35
MSBM (α=1E-3) 2.94 2.95 3.14 3.03 3.05
MSBM (α=1E-2) 3.27 3.17 3.21 3.20 3.30
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MSBM (α=1) 3.86 3.85 3.89 4.03 4.06
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BKM 4.31 4.31 4.20 4.27 4.13
BEM 57.75 57.36 56.80 58.07 57.42
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MFS 7.02 7.45 7.42 7.30 7.27
SBM 8.26 7.35 7.35 7.46 7.53
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It is noted that the numerical accuracy and condition number of the MSBM are
different with varying adjustment parameters , while the CPU time is substantially
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stable. In theory, the selecting of the adjustment parameter is dependent on
On one hand, it can be found from Tab. 5a-5c that although the MFS and the BKM
can obtain highly accurate numerical solution in very low sampling frequency, the
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condition numbers (L2-norm) of them are very large. On the other hand, the BEM and
the SBM have low condition number. However, it is observed that both the two
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methods can not obtain the reasonable numerical solution accuracy when we place 2.5
source points in each wavelength per direction.
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Finally, the convergence curves of the BKM, the BEM, the SBM and the MSBM
On one hand, it can be found from Fig. 1 that the MSBM with 1E 10 ,
1E 3 and 1 converge stably, while the BKM is in fact equal to the MSBM
with 0 appears unstably due to highly ill-conditioned interpolation matrix. For
large-scale problems, such ill-conditioned discretization matrix could derail the
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numerical solution.
On other hand, in comparison with the SBM using the standard fundamental
solution, the MSBM with 1E 3 and 1E 10 perform better on both
convergence rate and numerical accuracy. Therefore, plays a role somehow like
the regularization parameter to adjust the balance between the conditioning of the
interpolation matrix and the resulting solution accuracy. Actually, it can be observed
from Fig. 1 that the effect of the regularization is quite obvious even a very small
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is taken.
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Fig. 1. The convergence curve of the MSBM, the SBM, Fig. 2. The convergence curve of the MSBM with varied
the BKM and the BEM against boundary nodes number. α against iteration number.
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Case 3. The convergence of the MSBM adopting the RRGMRES iterative solver
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against the iteration number is investigated in this case. The convergence curves of
the MSBM solution under 9,600 source points and k 100m1 (with N/λ=2.51)
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condition number sufficiently low by selecting an appropriate adjustment parameter
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in the modified fundamental solution.
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Example 2. The main purpose of this example is to examine the MSBM to the
with c 340m / s , k
2f 1
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complex-shaped domain problems. Consider interior acoustic wave pressure problems
2u ( x, y, z ) k 2u ( x, y, z ) 0, ( x, y, z )
1 3 3 3
u x, y, z J 1 (kr ) cos( kx ky kz ), ( x, y, z ) , r x 2 y 2 z 2
kr 2 3 3 3
1
where J 1 (kr) represents the -order Bessel function of the first kind.
2 2
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The test points are placed on a line ( x, y, z) (3 : 0.03 : 3,0,0) . Fig. 4 depicts the
analytical solution and the MSBM results with 1e 3 . 115,846 source points are
used for this kd=1200 case (d=120m), i.e., f=541Hz, and the maximum iteration
number of the RRGMRES solver is set to be 200.
The numerical experiments show that the MSBM solution consumes 5.15E+4s
CPU time, and the average relative error is 2.46%. It can be found from Fig. 4 that the
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MSBM solution is in good agreement with the analytical solution with total
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dimensionless wavenumber up to kd=1200 (d=120m). And it should be stressed that
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the average number of source points in each wavelength per direction is about 3 in
this case with the wavenumber k = 10m1 . This is almost down to the bottom line of
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the minimal sampling frequency allowed by the Shannon's sampling theorem, i.e., in
order for an analog signal to be fully reconstructed, the sampling frequency should not
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be less than twice of the highest frequency in the analog signal spectrum.
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Fig. 4. The MSBM and analytical solutions in Example Fig. 5. The relative error distribution of the MSBM
2 case 1. solution in Example 2 case 2.
Case 2. In this case, we consider the interior acoustic pressure problem having
complex series solution, the governing equation is given by
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2u ( xm ) k 2u ( xm ) 0, ( xm )
50
1 .
u xm J 1 (kr ) Pn (cos( )), ( xm )
kr n 2
n 0
1
where, J 1 (kr) represents the ( n )-order Bessel function of the first kind,
n
2
2
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f=216Hz, and the maximum iteration number of the RRGMRES solver is set to be
300. We plot Figs. 5 to show the relative error distribution of the MSBM solution on
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plane z 0m . The numerical reports show that the MSBM consumes 6.82E+4s CPU
time to obtain the reasonable numerical results, the average relative error of the
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MSBM solution in Fig. 5 is 7.25E-4, and the maximum relative error is 0.15%.
Through this example, it can be found that the proposed modified fundamental
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solution of Helmholtz equation is still valid for complex-shaped domain problems,
where the numerical efficiency and the numerical stability are almost not affected.
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4. Conclusions
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solution of Helmholtz equation for 3-D high frequency acoustic wave problems is
proposed. By the help of the newly proposed modified fundamental solution,
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numerical investigations show that the condition number (L2-norm) of the MSBM
significantly drops compared with the BKM, while the solution accuracy remains
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little affected. In comparison with the SBM using standard fundamental solution, the
modified fundamental solution enables the MSBM to place 2-3 source points in each
wavelength per direction to obtain the accurate solution with relative error around
1E-3 level, which satisfies most application requirements. And it should be stressed
that based on the Shannon's sampling theorem, placing 2 source points in each
wavelength is the minimum requirement to produce the correct solution.
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In addition, it is noted that the MSBM has similar condition number to the BEM
under the same number of boundary nodes. This makes the resulting discretization
equations of the MSBM be efficiently solved by the iterative solver [35].
Numerical experiments show that the MSBM performs well for the tested cases and
appears promising to solve the large-scale high frequency acoustic wave problems. It
can be noted that the MSBM yields accurate solution for high frequency acoustic
wave problems up to k=440 in unit cube domain when the boundary nodes number is
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taken 194,400. In stark contrast, the wavenumber upper limit is about k=185 in the
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SBM with the standard fundamental solutions. In addition, the strategy is also
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successfully tested to the interior acoustic pressure simulation of a submarine model
with dimensionless total wavenumber kd=1200 (d=120m).
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In conclusions, the most important significance of the proposed modified
fundamental solutions is that by introducing the concept of the adjustment parameter
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, it is possible to artificially adjusts the numerical characteristics of the MSBM. We
can achieve possibly reasonable solution accuracy in a low sampling frequency while
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5. Outlook
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In previous studies [29], it is demonstrated that the SBM with Eq. (A1) has the
explicit error bounds, and the discrete form of Eq. (A1) was given in the Ref [29].
G0 xi , s j Aj
N
xi
j 1, j i
U
i
0 , (A1)
Ai
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where G0 xi , s j
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1
, xi G0 ( xi , s)d s , A j is the range of influence,
xi s j
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U 0i the OIF of the Laplace equation on Dirichlet boundary conditions.
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AN
M
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Fig. A1. The local polar coordinate system for Fig. A2. The local polar coordinate system of the
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1 n
Pn (cos( )) , (A2)
r n 0 r n 1
where r is the distance between points P and Q , the angle between the
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G0 xi , s j A j
N N
G0 xi , s d s G0 xi , s d s
j 1, j i A j
j 1, j i
IP
Ai
U 0i . (A3)
Ai
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By the help of Eq. (A2), the middle part of Eq. (A3) can be rewritten as
p
qii iin
G0 xi , s d s Pn (cos( ii ))
Aj
q n
USii 1 n 0 rij
, (A4)
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ii 1 n 1 rij
where p , A j qii , ii denotes the child node of the source point s j
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ii 1
within the range of influence A j , qii is the weight value of the child nodes ii , ii
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the distance between source point s j and its child node ii , rij the distance
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in Fig. A2.
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For each range of influence A j , we establish a local polar coordinate system with
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origin at point s j . The coordinate of the collocation point xi in this local polar
coordinate system is (rij , ij , ij ) , and the child node ii of the source point s j is
coordinated as ( ii ,ii , ii ) , as given in Fig.A2. Based on Eq. (A4), Eq. (A3) can be
reformulated as follows
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To evaluate efficiently Eq. (A5), the following simplified conditions are introduced:
Aj
radius R j with center s j ;
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2) The equivalent round plane is perpendicular to the outward normal n j at the
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source point s j as given in Fig. A3.
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ED
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Based on above simplified conditions, the first part of Eq. (A.5) can be simplified
as
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2πr
G0 xi , s ds dr 2 x 2 Ri x ,
Ri 2
(A6)
Ai
0
x r
2 2
G x , s ds
0 i
2
Ai
. (A7)
Ai Ri
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j 1, j i n 1 ii 1 rijn 1
j 1, j i n 1
jn , (A8)
when n 1 ,
j1 0 , (A9)
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when n 2 ,
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qii ii2 3 1
qii ii2 3 2 1
j2 3
( cos 2
( ii ) ) 3
( sin (ij ) cos 2 ( ii ) )
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ii 1 rij 2 2 ii 1 rij 2 2
, (A10)
R 4j 3sin 2 (ij )
r j 2
1 3 3 1
3 0 r ( 2 sin (ij ) cos ( ) 2 )drd 4r 3 ( 2 1)
2 2
rij
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0 ij
It is noted that
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1 cos(kr )
lim lim . (A11)
r 0 r r 0 r
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The OIF of the Laplace equation U 0i can serve as the OIF of the Helmholtz equation
U i , i.e.,
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U 0i U i . (A12)
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Acknowledgements
The work was supported by the National Science Funds of China (Grant Nos.
11302069, 11372097, 11572111), the 111 Project (Grant No. B12032), the
Postgraduate Research & Practice Innovation Program of Jiangsu Province (Grant No.
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Nomenclature
T
IP
G basis function of 3D Helmholtz equation 2 Laplacian operator
CR
GSBM fundamental solutions of 3D Helmholtz equation computational domain
1
J (kr) the ( n )-order Bessel function of the first kind xi collocation point
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1
n
2
2
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( ii ,ii , ii ) coordinate of the child node ii ii ij ii
T
IP
CR
US
AN
M
ED
PT
CE
AC
26