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The IMA Volumes in Mathematics and its Applications Volume 96 Series Editors Avner Friedman Robert Gulliver Springer Science+Business Media, LLC Institute for Mathematics and its Applications IMA The Institute for Mathematics and its Applications was estab lished by a grant from the National Science Foundation to the University of Minnesota in 1982. The IMA seeks to encourage the development and study of fresh mathematical concepts and questions of concern to the other sciences by bringing together mathematicians and scientists from diverse fields in an atmosphere that will stimulate discussion and collaboration. The IMA Volumes are intended to involve the broader scientific com munity in this process. Avner Friedman, Director Robert Gulliver, Associate Director * * * * * * * * * * IMA ANNUAL PROGRAMS 1982-1983 Statistical and Continuum Approaches to Phase Transition 1983-1984 Mathematical Models for the Economics of Decentralized Resource Allocation 1984-1985 Continuum Physics and Partial Differential Equations 1985-1986 Stochastic Differential Equations and Their Applications 1986-1987 Scientific Computation 1987-1988 Applied Combinatorics 1988-1989 Nonlinear Waves 1989-1990 Dynamical Systems and Their Applications 1990-1991 Phase Transitions and Free Boundaries 1991-1992 Applied Linear Algebra 1992-1993 Control Theory and its Applications 1993-1994 Emerging Applications of Probability 1994-1995 Waves and Scattering 1995-1996 Mathematical Methods in Material Science 1996-1997 Mathematics of High Performance Computing 1997-1998 Emerging Applications of Dynamical Systems 1998-1999 Mathematics in Biology 1999-2000 Reactive Flows and Transport Phenomena Continued at the back George Papanicolaou Editor Wave Propagation in Complex Media With 68 Illustrations Springer George Papanicolaou Department of Mathematics Stanford University Stanford CA 94305, USA Series Editors: Avner Friedman Robert Gulliver Institute for Mathematics and its Applications University of Minnesota Minneapolis, MN 55455 USA Mathematics Subject Classifications (1991): 34L25, 35P25, 35Q60, 47A40, 60H25, 73D25, 73D70, 78-08, 78A35, 78A40, 78A45, 81 U40, 82D30 Library of Congress Cataloging-in-Publication Data Wave propagation in complex media I [edited by] George Papanicolaou. p. cm. - (The IMA volumes in mathematics and its applications ; 96) ISBN 978-1-4612-7241-0 ISBN 978-1-4612-1678-0 (eBook) DOI 10.1007/978-1-4612-1678-0 1. Wave-motion, Theory of. 1. Papanicolaou, George. II. Series: IMA volumes in mathematics and its applications ; v. 96. QA927.W3784 1997 531'.1133-dc21 97-26382 Printed on acid-free paper. O 1998 Springer Science+Business Media New York Originally published by Springer-Verlag New York,lnc. in 1998 Soltcover reprint of the hardcover I st edition 1998 AlI rights reserved. This work may not be translated or copied in whole or in part without the written permission of the publisher Springer Science+Business Media. LLC. except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or here after developed is forbidden. The use of general descriptive names, trade names, trademarks, etc., in this publication, even if the former are not especialIy identified, is not to be taken as a sign that such names, as understood by the Trade Marks and Merchandise Marks Act, may accordingly be used freely byanyone. Authorization to photocopy items for internal or personal use, or the internal or personal use of specific c1ients, is granted by Springer Science+Business Media. LLC. provided that the appropriate fee is paid directly to Copyright Clearance Center, 222 Rosewood Drive, Danvers, MA 01923, USA (Telephone: (508) 750-8400), stating the ISBN, the title of the book, and the first and last page numbers of each article copied. The copyright owner's consent does not include copying for general distribution, promotion, new works, or resale. In these cases, specific written permis sion must tirst be obtained from the publisher. Production managed by Alian Abrams; manufacturing supervised by Johanna Tschebull. Camera-ready copy prepared by the IMA. 9 8 7 6 5 4 3 2 l ISBN 978-1-4612-7241-0 FOREWORD This IMA Volume in Mathematics and its Applications WAVE PROPAGATION IN COMPLEX MEDIA is based on the proceedings of two workshops: • Wavelets, multigrid and other fast algorithms (multipole, FFT) and their use in wave propagation and • Waves in random and other complex media. Both workshops were integral parts of the 1994-1995 IMA program on "Waves and Scattering." We would like to thank Gregory Beylkin, Robert Burridge, Ingrid Daubechies, Leonid Pastur, and George Papanicolaou for their excellent work as organizers of these meetings. We also take this opportunity to thank the National Science Foun dation (NSF), the Army Research Office (ARO, and the Office of Naval Research (ONR), whose financial support made these workshops possible. A vner Friedman Robert Gulliver v PREFACE During the last few years the numerical techniques for the solution of elliptic problems, in potential theory for example, have been drastically improved. Several so-called fast methods have been developed which re duce the required computing time many orders of magnitude over that of classical algorithms. The new methods include multigrid, fast Fourier transforms, multi pole methods and wavelet techniques. Wavelets have re cently been developed into a very useful tool in signal processing, the solu tion of integral equation, etc. Wavelet techniques should be quite useful in many wave propagation problems, especially in inhomogeneous and nonlin ear media where special features of the solution such as singularities might be tracked efficiently. Waves propagation in random and other complex media exhibit effects of inhomogeneities that are challenging both theoretically and computa tionally. Areas of interest include long wave propagation in periodic and random media, effective media theory and homogenization, nonlinear wave propagation, localization in strongly inhomogeneous media, geometrical optics (short waves) in randomly inhomogeneous media, multiple scatter ing by discrete scatterers, transport theory for waves in random media, dispersion and randomness in long wave transmission, and reflection and transmission of waves by nonlinear random media. Applications include op tical fibers, radio wave propagation in the atmosphere, sound propagation in the ocean, and seismic waves propagation in the earth. During the Fall of 1994 the Institute for Mathematics and its Appli cations held two workshops; one devoted to wavelets, multigrid and other fast algorithms (multipole, FFT) and their use in wave propagation, and another devoted to waves in random waves and other complex media. Both workshops focused on applications to problems in wave propa gation. The first workshop dealt primarily with fast numerical methods, whereas the second workshop concentrated on the effects of inhomogeneities on wave propagation. Most of the articles in this volume deal with the effects of inhomo geneities of wave propagation both theoretically and computationally. They include topics such as waves in random media, coherent effects in scattering for random systems with discrete spectrum, interaction of microwaves with sea ice, scattering in magnetic field, surface waves, seismograms envelopes, backscattering, polarization mode dispersions, and spatio-temporal distri bution of seismic power. Several articles describes numerical methods, such as fast algorithm for solving electromagnetic scattering problems, and the panel clustering methods in 3-d BEM. George Papanicolaou vii CONTENTS Foreword ......................... .................... ................ v Preface ....................... .. .. ......... ......................... vii Fast algorithms for solving electromagnetic scattering problems ....... 1 W.C. Chew, J.M. Song, C.C. Lu, R. Wagner, J.H. Lin, H. Gan, and M. Nasir 2d photonic crystals with cubic structure: asymptotic analysis. . . . . . 2.3. A. Figotin and P. Kuchment On waves in random media in the diffusion-approximation regime ............................ .................. ...... ........... 31 Jean-Pierre Fouque and Josselin Garnier Coherent effects in scattering from bounded random systems with discrete spectrum ....................................... 49 V. Freilikher, M. K aveh, M. Pustilnik, I. Yurkevich, J. Sanches-Gil, A. Maradudin, and Jun Q. Lu The interaction of microwaves with sea ice ............................ 75 Kenneth M. Golden Electron in two-dimensional system with point scatterers and magnetic field . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. .9 5. . . . . . . . . . . . . . . Sergey Gredeskul, Masha Zusman, Yshai Avishai, and Mark Ya. Azbel On the propagation properties of surface waves .................... " 143 V. JakSic S. Molchanov, and L. Pastur Green's function, lattice sums and Rayleigh's identity for a dynamic scattering problem. . . . . . . . . . . . . . . . . . . . . . . .1 . 5. 5 . . . . . . . .. R.C. McPhedran and N.A. Nicorovici, L.C. Botten, and Bao Ke-Da Study of seismogram envelopes based on the energy transport theory .............. ........................ ............. 187 Haruo Sato ix x CONTENTS The panel clustering method in 3-d bern. . . . . . . . . . . . . . . . . . ... .1 9. .9 . . . . . Stefan A. Sauter Propagation of electromagnetic waves in two-dimensional disordered systems. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 .2 .5 . . . . . . . . . .. M.M. Sigaias, C. T. Chan, and C.M. Soukouiis Reciprocity and coherent backscattering of light ........ ............. 247 Bart A. van Tiggelen and Roger Maynard Spatio-temporal distribution of seismic power for a random absorptive slab in a half space . . . . . . . . . . . . . . . . . . .. . 2.7 3. . . . . . Ru-Shan Wu FAST ALGORITHMS FOR SOLVING ELECTROMAGNETIC SCATTERING PROBLEMS· W.C. CHEWt , J.M. SONGt , C.C. LUt , R. WAGNERt J.H. LINt , H. GANt , AND M. NASIRt Abstract. A review of various methods to solve electromagnetic wave-scattering problems efficiently is presented. Electromagnetic scattering problems are divided into surface scattering problems and volume scattering problems. Different methods have to be used depending on the nature of the scatterer. We review several fast methods to solve scattering problems of volumetric type and surface type. 1. Introduction. Computation of electromagnetic fields (computa tional electromagnetics) is a fascinating discipline that has drawn the at tention of mathematicians, engineers, physicists, and computer scientists alike. It is a discipline that finds a symbiotic marriage between mathe matics, physics, computer science, and applications. Computational elec tromagnetics methods to solve wave-scattering problems of large complex bodies, and to calculate the propagation of waves through turbulent media, have been fervently studied by many researchers in the past [1-5]. This is due to the importance of this research in many practical applications, such as the prediction of the radar scattering cross section of complex objects like aircraft, interaction of antenna elements with aircraft and ships, en vironmental effect of vegetation, clouds, and aerosols on electromagnetic wave propagation, interaction of electromagnetic waves with biological me dia, and propagation of signals in high-speed circuits and millimeter wave circuits. Due to the large electrical dimensions of typical aircraft, past efforts to ascertain their scattering cross section and the interaction of antennas with them have exploited approximate high frequency techniques like the shooting and bouncing ray (SBR) method [6]. However, the recent phe nomenal growth in computer technology, coupled with development of fast algorithms possessing reduced computational complexity and memory re quirements, have made a rigorous numerical solution to the problem of scat tering from large scatterers feasible. These numerical techniques involve either using integral equations by converting them into matrix equations using the method of moments (MOM) [1], or solving partial-differential equations using finite-difference or finite-element methods whereby sparse matrices are obtained . • This work was supported by Office of Naval Research under grant N00014-89-J1286, the Army Research Office under contract DAAL03-91-G-0339, and the National Science Foundation under grant NSF ECS 93-02145. The computer time was provided by the National Center for Supercomputing Applications (NCSA) at the University of illinois, Urbana-Champaign. t Electromagnetics Laboratory, Department of Electrical and Computer Engineering, University of illinois, Urbana, IL 61801. 1 G. Papanicolaou (ed.), Wave Propagation in Complex Media © Springer-Verlag New York, Inc. 1998 2 W.C. CHEW ET AL. 2. Differential equation solvers. A popular way to solve electro magnetic scattering problems is to solve the associated partial differen tial equation directly. The pertinent matrix equation is usually sparse with O(N) elements. This implies that a matrix-vector multiply can be performed in O(N) operations. Partial differential equations (PDE's) for electromagnetics can be roughly categorized into elliptic type for low fre quencies, and hyperbolic type for high frequencies, and parabolic type for intermediate frequencies. Elliptic PDE's have the advantage of positive definiteness, and hence, when iterative methods are used to solve the as sociated matrix equation, a definite statement can be made about their convergence rate. For instance, when CG is used to solve Poisson type equations, it converges in O(No.S) steps in two dimensions, and in O(NO.33) in three dimensions. When multigrid is used to solve the same equation, the number of iterations is independent of the size of the problem [7]. As a consequence, the total computational labor associated with the conjugate gradient method to solve such problems scales as Nl.S in 2D and N1.33 in 3D, while it scales as N for multigrid methods. For hyperbolic problems, these computational complexities can only be regarded as lower bounds, as with the change of geometry, resonance can occur, and the number of iteration needed for convergence can diverge. When applied to a scattering problem, a PDE solver needs absorbing boundary conditions (ABC's) [8] to truncate the simulation region. Many ABC's have been proposed so that the sparsity of the matrix can be main tained. However, these ABC's are approximate and have to be imposed at a substantial distance from the scatterer to reduce the errors incurred by them. Recently, an absorbing material boundary condition (AMBC) called perfectly matched layer (PML) has been suggested by Berenger [9]. This AMBC is particularly well suited for parallel implementation of differen tial equation solvers because it permits parallel computers to operate in a single-instruction-multiple-data (SIMD) mode [10]. Alternatively, surface integral equations (which can be considered to be numerically exact ABCs) can be used to truncate the mesh of the dif ferential equation solvers [11]. By so doing, the boundary of the simulation region can be brought much closer to the surface of the scatterer, thereby reducing the size of the simulation region and the number of associated unknowns. However, such a method of "absorbing" the outgoing wave re sults in a partially dense matrix in the final system matrix for the problem. But, the recent advances in fast methods for solving dense matrices result ing from integral equations of scattering can be used to solve the system matrix efficiently. By a proper ordering of the elements in FEM [11,12]' the dense matrix will reside only at the bottom right-hand corner of the system matrix as shown in Figure 1. In this manner, the inverse of the system matrix can be found by the matrix-partitioning method. When nested-dissection ordering [7] is applied to the sparse part, and LU decomposition is applied to the

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