The main focus of this thesis is on fast numerical methods, where adaptivity is an important mechanism to lowering the methods' complexity. The application of the methods are in the areas of wireless communication, antenna design, radar signature computation, noise prediction, medical ultrasonography, crystal growth, flame propagation, wave propagation, seismology, geometrical optics and image processing.   We first consider high frequency wave propagation problems with a variable speed function in one dimension, modeled by the Helmholtz equation. One significant difficulty of standard numerical methods for such problems is that the wave length is very short compared to the computational domain and many discretization points are needed to resolve the solution. The computational cost, thus grows algebraically with the frequency w. For scattering problems with impenetrable scatterer in homogeneous media, new methods have recently been derived with a provably lower cost in terms of w. In this thesis, we suggest and analyze a fast numerical method for the one dimensional Helmholtz equation with variable speed function (variable media) that is based on wave-splitting. The Helmholtz equation is split into two one-way wave equations which are then solved iteratively for a given tolerance. We show rigorously that the algorithm is convergent, and that the computational cost depends only weakly on the frequency for fixed accuracy.  We next consider interface tracking problems where the interface moves by a velocity field that does not depend on the interface itself. We derive fast adaptive  numerical methods for such problems. Adaptivity makes methods robust in the sense that they can handle a large class of problems, including problems with expanding interface and problems where the interface has corners. They are based on a multiresolution representation of the interface, i.e. the interface is represented hierarchically by wavelet vectors corresponding to increasingly detailed meshes. The complexity of standard numerical methods for interface tracking, where the interface is described by marker points, is O(N/dt), where N is the number of marker points on the interface and dt is the time step. The methods that we develop in this thesis have O(dt^(-1)log N) computational cost for the same order of accuracy in dt. In the adaptive version, the cost is O(tol^(-1/p)log N), where tol is some given tolerance and p is the order of the numerical method for ordinary differential equations that is used for time advection of the interface.   Finally, we consider time-dependent Hamilton-Jacobi equations with convex Hamiltonians. We suggest a numerical method that is computationally efficient and accurate. It is based on a reformulation of the equation as a front tracking problem, which is solved with the fast interface tracking methods together with a post-processing step.  The complexity of standard numerical methods for such problems is O(dt^(-(d+1))) in d dimensions, where dt is the time step. The complexity of our method is reduced to O(dt^(-d)|log dt|) or even to O(dt^(-d)). / <p>QC 20121116</p>

In literature Trefftz method normally has geometric (exponential) convergence. Recently many scholars have found that spectral method in some cases can converge faster than exponential, which is called super-geometric convergence. Since Trefftz method can be regarded as a kind of spectral method, we expect it might possess super-geometric convergence too. In this thesis, we classify all types of super-geometric convergence and compare their speeds. We develop a method to decide the convergent type of given error data. Finally we can observe in many numerical experiments the super-geometric convergence of Trefftz method to solve Helmholtz boundary value problems.

In the thesis, we propose a newly-developed method called the method of Connected Local Fields (CLF) to analyze opto-electromagnetic passive devices. The method of CLF somewhat resembles a hybrid between the finite difference and pseudo-spectral methods. For opto-electromagnetic passive devices, our primary concern is their steady state behavior, or narrow-band characteristics, so we use a frequency-domain method, in which the system is governed by the Helmholtz equation. The essence of CLF is to use the intrinsic general solution of the Helmholtz equation to expand the local fields on the compact stencil. The original equation can then be transformed into the discretized form called LFE-9 (in 2-D case), and the intrinsic reconstruction formulae describing each overlapping local region can be obtained. Further, we present rigorous analysis of the numerical dispersion equation of LFE-9, by means of first-order approximation, and acquire the closed-form formula of the relative numerical dispersion error. We are thereby able to grasp the tangible influences brought both by the sampling density as well as the propagation direction of plane wave on dispersion error. In our dispersion analysis, we find that the LFE-9 formulation achieves the sixth-order accuracy: the theoretical highest order for discretizing elliptic partial differential equations on a compact nine-point stencil. Additionally, the relative dispersion error of LFE-9 is less than 1%, given that sampling density greater than 2.1 points per wavelength. At this point, the sampling density is nearing that of the Nyquist-Shannon sampling limit, and therefore computational efforts can be significantly reduced.

For Laplace's eigenvalue problems, this thesis presents new algorithms of the Trefftz method (i.e. the boundary approximation method), which solve the Helmholtz equation and then use a iteration process to yield approximate eigenvalues and eigenfunctions. The new iteration method has superlinear convergence rates and gives a better performance in numerical testing, compared with the other popular methods of rootfinding. Moreover, piecewise particular solutions are used for a basic model of eigenvalue problems on the unit square with the Dirichlet condition. Numerical experiments are also conducted for the eigenvalue problems with singularities. Our new algorithms using piecewise particular solutions are well suited to seek very accurate solutions of eigenvalue problems, in particular those with multiple singularities, interfaces and those on unbounded domains. Using piecewise particular solutions has also the advantage to solve complicated problems because uniform particular solutions may not always exist for the entire solution domain.

In the thesis, the error and stability analysis is made for the 2D Helmholtz equation by the method of fundamental solutions (MFS) using both Bessel and Neumann functions. The bounds of errors in bounded simply-connected domains are derived, while the bounds of condition number are derived only for disk domains. The MFS using Bessel functions is more efficient than the MFS using Neumann functions. Interestingly, for the MFS using Bessel functions, the radius R of the source points is not necessarily larger than the maximal radius r_max of the solution domain. This is against the traditional condition: r_max < R for MFS. Numerical experiments are carried out to support the analysis and conclusions made.

Dans cette thèse, nous présentons des méthodes asymptotiques <br />mathématiquement justifiées permettant de connaître les champs <br />électromagnétiques dans des milieux à couches minces hétérogènes. <br />La motivation de ce travail est le calcul du champ électrique dans des <br />cellules biologiques composées d'un cytoplasme conducteur entouré <br />d'une fine membrane très isolante. <br />Nous remplaçons la membrane, lorsque son épaisseur est infiniment <br />petite, par des conditions de transmission ou des conditions aux <br />limites appropriées et nous estimons l'erreur commise par ces <br />approximations.<br /> Pour les basses fréquences, nous considérons l'équation quasistatique<br />donnant le potentiel dont dérive le champ. A l'aide d'un <br />calcul en géométrie circulaire nous obtenons les expressions explicites<br /> du potentiel et nous en déduisons les asymptotiques du champ <br />électrique, en fonction de l'épaisseur de la couche mince, avec des <br />estimations de l'erreur. Nous estimons ensuite la différence entre le <br />champ réel et le champ statique. Puis nous généralisons notre <br />développement asymptotique à une géométrie quelconque. <br /> La deuxième partie de cette thèse traite des moyennes fréquences : <br />nous donnons le développement asymptotique de la solution de <br />l'équation de Helmholtz lorsque l'épaisseur de la membrane tend vers <br />0. Tous ces précédents résultats sont illustrés par des calculs par <br />éléments finis.<br /> Enfin, pour les hautes fréquences, nous construisons une condition <br />d'impédance pseudodifférentielle permettant de concentrer l'effet de <br />la couche sur son bord intérieur. Nous concluons cette thèse par un <br />problème de diffraction à haute fréquence d'une onde incidente par <br />un disque de petite taille. A l'aide d'une analyse pseudodifférentielle, <br />nous bornons la norme de la trace du champ diffracté à distance fixe <br />de l'inhomogénéité en fonction de la taille de l'objet et de l'onde <br />incidente.

Thesis (Ph. D.)--University of Washington, 2003. / Vita. Includes bibliographical references (p. 134-137).

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Thesis (MEng) -- University of Stellenbosch, 1991. / ENGLISH ABSTRACT: A two-dimensional Coupled Element Method (CEM) for solving electromagnetic scattering problems involving lossy, inhomogeneous, arbitrarily shaped cylinders, was investigated and implemented. The CEM uses the Finite Element Method (FEM) to approximate the fields in and around the scatterer and the Boundary Element Method (BEM) to approximate the far-field values. The basic CEM theory is explained using the special, static electric field problem involving the solution of Laplace's equation. This theory is expanded to incorporate scattering problems, involving the solution of the Helmholtz equation. This is done for linear as well as quadratic elements. Some of the important algorithms used to implement the CEM theory are discussed. Analytical solutions for a round, homogeneous- and one layer coated PC cylinder are discussed and obtained. The materials used in these analytical solutions can be lossy as well as chiral. The CEM is validated by comparing near- and far-field results to the analytical solution. A comparison between linear and quadratic elements is also made. The theory of the CEM is further expanded to incorporate scattering from chiral media / AFRIKAANSE OPSOMMING: 'n Gekoppelde Element Metode (GEM) wat elektromagnetiese weerkaatsingsprobleme, van verlieserige, nie-homogene, arbitrere voorwerpe kan oplos, is ondersoek en geimplimenteer. Die GEM gebruik die Eindige Element Metode (EEM) om die velde in en om die voorwerp te benader. 'n Grenselementmetode word gebruik om die vervelde te benader. Die basiese teorie van die GEM word verduidelik deur die toepassing daarvan op die spesiale geval van 'n statiese elektriese veld- probleem. Hierdie probleem verlang die oplossing van Laplace se vergelyking. Die teorie word uitgebrei om weerkaatsingsprobleme te kan hanteer. Die weerkaatsingsprobleme verlang die oplossing van 'n Helmholtz-vergelyking. Hierdie teorie word ontwikkel vir lineere sowel as kwadratiese elemente. Van die belangrike algoritmes wat gebruik is om die GEM-teorie te implimenteer, word bespreek. Analietise oplossings vir ronde, homogene en eenlaag bedekte perfek geleidende silinders word bespreek en verkry. Die material wat in die oplossings gebruik word, kan verlieserig of kiraal wees. Die GEM word bekragtig deur naby- en verveld resultate te vergelyk met ooreenkomstige aitalitiese oplossings. Die lineere en kwadratiese element- resultate word ook met mekaar vergelyk. Die GEM-teorie is verder uitgebrei sodat weerkaatsing vanaf kirale materiale ook hanteer kan word.

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