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Multiscale and hybrid methods for the solution of oscillatory integral equations
Advisor(s): Stefan Vandewalle
Waves and oscillatory phenomena abound in many disciplines of science and engineering. Prime examples are electromagnetic and acoustic waves that permeate the atmosphere. In this thesis, we analyse and develop algorithms for the efficient numerical simulation of the scattering of such waves.
Time-harmonic scattering problems are modelled by an integral equation formulation. We consider three multiscale methods for the efficient solution of the resulting oscillatory integral equation: methods based on wavelets, methods based on hierarchical matrices and fast multipole methods. Although the discretisation matrix for integral equations is a dense matrix, each of these methods yields a fast matrix-vector product, where the number of operations scales approximately linearly in the number of unknowns. The solution can then be obtained efficiently in combination with an iterative Krylov subspace solver.
We show that wavelet based methods are not suitable for high frequency problems, where the number of oscillations is large with respect to the size of the scattering obstacle. We quantify the behaviour of the method in the oscillatory setting, and propose an improvement based on wavelet packets. Quadrature techniques are constructed for the efficient implementation of wavelet Galerkin discretisations. Methods based on hierarchical matrices and fast multipole methods are discussed for low frequency and high frequency scattering problems, and their applicability is compared.
Due to their ubiquitous nature in wave phenomena, oscillatory integrals are studied. A new method is proposed for the evaluation of univariate and multivariate oscillatory integrals, based on an extension of the method of steepest descent. Contrary to traditional methods, the accuracy of the new method increases rapidly with increasing frequency of the integrand, and it is shown that its computational cost is very low.
Finally, the insights in the behaviour of oscillatory integrals lead to the formulation of a novel method for highly oscillatory integral equations. We propose a hybrid method that combines asymptotic estimates of the solution with a classical boundary element discretisation. The hybrid asymptotic method requires a number of operations that is fixed with respect to the frequency. Results are given for the case of smooth and convex scattering obstacles. We show that the discretisation matrix in this case is small and highly sparse.lirias 241818 / text.pdf (1.9M) / mailto: twr team