Abstract
In this paper we investigate the efficiency of the method of perfectly matched layers (PML) for the 1-d wave equation. The PML method furnishes a way to compute solutions of the wave equation for exterior problems in a finite computational domain by adding a damping term on the matched layer. In view of the properties of solutions in the whole free space, one expects the energy of solutions obtained by the PML method to tend to zero as t → ∞, and the rate of decay can be understood as a measure of the efficiency of the method. We prove, indeed, that the exponential decay holds and characterize the exponential decay rate in terms of the parameters and damping potentials entering in the implementation of the PML method. We also consider a space semi-discrete numerical approximation scheme and we prove that, due to the high frequency spurious numerical solutions, the decay rate fails to be uniform as the mesh size parameter h tends to zero. We show however that adding a numerical viscosity term allows us to recover the property of exponential decay of the energy uniformly on h. Although our analysis is restricted to finite differences in 1-d, most of the methods and results apply to finite elements on regular meshes and to multi-dimensional problems.
Similar content being viewed by others
References
Abarbanel S., Gottlieb D.: A mathematical analysis of the PML method. J. Comput. Phys. 134(2), 357–363 (1997)
Abarbanel S., Gottlieb D.: On the construction and analysis of absorbing layers in CEM. Appl. Numer. Math. 27(4), 331–340. Absorbing boundary conditions (1998)
Abarbanel S., Gottlieb D., Hesthaven J.S.: Well-posed perfectly matched layers for advective acoustics. J. Comput. Phys. 154(2), 266–283 (1999)
Appelö D., Hagstrom T., Kreiss G.: Perfectly matched layers for hyperbolic systems: general formulation, well-posedness, and stability. SIAM J. Appl. Math. 67(1), 1–23 (electronic) (2006)
Banks, H.T., Ito, K., Wang, C.: Exponentially stable approximations of weakly damped wave equations. In: Estimation and control of distributed parameter systems (Vorau, 1990), volume 100 of Internat. Ser. Numer. Math., pp 1–33. Birkhäuser, Basel (1991)
Bayliss A., Gunzburger M., Turkel E.: Boundary conditions for the numerical solution of elliptic equations in exterior regions. SIAM J. Appl. Math. 42(2), 430–451 (1982)
Bécache E., Fauqueux S., Joly P.: Stability of perfectly matched layers, group velocities and anisotropic waves. J. Comput. Phys. 188(2), 399–433 (2003)
Bécache E., Joly P.: On the analysis of Bérenger’s perfectly matched layers for Maxwell’s equations. M2AN Math. Model. Numer. Anal. 36(1), 87–119 (2002)
Bécache E., Petropoulos P.G., Gedney S.D.: On the long-time behavior of unsplit perfectly matched layers. IEEE Trans. Antennas Propagat. 52(5), 1335–1342 (2004)
Bérenger J.-P.: A perfectly matched layer for the absorption of electromagnetic waves. J. Comput. Phys. 114(2), 185–200 (1994)
Bermúdez A., Hervella-Nieto L., Prieto A., Rodríguez R.: An exact bounded PML for the Helmholtz equation. C. R. Math. Acad. Sci. Paris 339(11), 803–808 (2004)
Bermúdez A., Hervella-Nieto L., Prieto A., Rodríguez R.: Numerical simulation of time-harmonic scattering problems with an optimal PML. Sci. Ser. A Math. Sci. (N.S.) 13, 58–71 (2006)
Bermúdez A., Hervella-Nieto L., Prieto A., Rodríguez R.: An optimal perfectly matched layer with unbounded absorbing function for time-harmonic acoustic scattering problems. J. Comput. Phys. 223(2), 469–488 (2007)
Bermúdez, A., Hervella-Nieto, L.M., Prieto, A., Rodríguez, R.: An exact bounded perfectly matched layer for time-harmonic scattering problems. SIAM J. Sci. Comput., to be published (2007)
Bramble J.H., Pasciak J.E.: Analysis of a finite element PML approximation for the three dimensional time-harmonic Maxwell problem. Math. Comp. 77(261), 1–10 (electronic) (2008)
Castro C., Micu S.: Boundary controllability of a linear semi-discrete 1-d wave equation derived from a mixed finite element method. Numer. Math. 102(3), 413–462 (2006)
Collino F., Monk P.: The perfectly matched layer in curvilinear coordinates. SIAM J. Sci. Comput. 19(6), 2061–2090 (electronic) (1998)
Cox S., Castro C.: Achieving arbitrarily large decay in the damped wave equation. SIAM J. Control Optim. 39(6), 1748–1755 (2001)
Cox S., Zuazua E.: The rate at which energy decays in a damped string. Commun. Partial Differ. Equat. 19(1-2), 213–243 (1994)
Cox S., Zuazua E.: The rate at which energy decays in a string damped at one end. Indiana Univ. Math. J. 44(2), 545–573 (1995)
Engquist B., Majda A.: Absorbing boundary conditions for the numerical simulation of waves. Math. Comp. 31(139), 629–651 (1977)
Glowinski R.: Ensuring well-posedness by analogy: stokes problem and boundary control for the wave equation. J. Comput. Phys. 103(2), 189–221 (1992)
Hébrard P., Henrot A.: A spillover phenomenon in the optimal location of actuators. SIAM J. Control Optim. 44(1), 349–366 (electronic) (2005)
Ignat L.I., Zuazua E.: A two-grid approximation scheme for nonlinear Schrödinger equations: dispersive properties and convergence. C. R. Math. Acad. Sci. Paris 341(6), 381–386 (2005)
Infante J.A., Zuazua E.: Boundary observability for the space semi discretizations of the 1-d wave equation. Math. Model. Num. Ann. 33, 407–438 (1999)
Lassas M., Somersalo E.: On the existence and convergence of the solution of PML equations. Computing 60(3), 229–241 (1998)
Lebeau, G.: Équations des ondes amorties. Séminaire sur les Équations aux Dérivées Partielles, 1993–1994, École Polytech. (1994)
Lions, J.-L.: Contrôlabilité exacte, Stabilisation et Perturbations de Systèmes Distribués. Tome 1. Contrôlabilité exacte volume RMA 8. Masson (1988)
Macià F.: Propagación y control de vibraciones en medios discretos y continuos. PhD thesis, Universidad Complutense de Madrid (2001)
Macià, F.: The effect of group velocity in the numerical analysis of control problems for the wave equation. In Mathematical and numerical aspects of wave propagation—WAVES 2003, pp 195–200. Springer, Berlin (2003)
Petropoulos P.G.: Reflectionless sponge layers as absorbing boundary conditions for the numerical solution of Maxwell equations in rectangular, cylindrical, and spherical coordinates. SIAM J. Appl. Math. 60(3), 1037–1058 (electronic) (2000)
Singer I., Turkel E.: A perfectly matched layer for the Helmholtz equation in a semi-infinite strip. J. Comput. Phys. 201(2), 439–465 (2004)
Tcheugoué Tébou L.R., Zuazua E.: Uniform exponential long time decay for the space semi-discretization of a locally damped wave equation via an artificial numerical viscosity. Numer. Math. 95(3), 563–598 (2003)
Trefethen L.N.: Group velocity in finite difference schemes. SIAM Rev. 24(2), 113–136 (1982)
Tsynkov S.V.: Numerical solution of problems on unbounded domains—a review. Appl. Numer. Math. 27(4), 465–532 Absorbing boundary conditions (1998)
Tsynkov, S.V., Turkel, E.: A Cartesian perfectly matched layer for the Helmholtz equation. In: Absorbing boundaries and layers, domain decomposition methods, pp 279–309. Nova Sci. Publ., Huntington (2001)
Turkel E., Yefet A.: Absorbing PML boundary layers for wave-like equations. Appl. Numer. Math. 27(4), 533–557 Absorbing boundary conditions (1998)
Young R.M.: An introduction to nonharmonic Fourier series first edition. Academic Press Inc., San Diego (2001)
Zuazua E.: Boundary observability for the finite-difference space semi-discretizations of the 2-D wave equation in the square. J. Math. Pures Appl. 78(5), 523–563 (1999)
Author information
Authors and Affiliations
Corresponding author
Additional information
This work started while the first author was visiting the Department of Mathematics of the Universidad Autónoma de Madrid, in the frame of the European program “New materials, adaptive systems and their nonlinearities: modeling, control and numerical simulation” HPRN-CT-2002-00284. The work was finished while both authors visited the Isaac Newton Institute of Cambridge within the Program “Highly Oscillatory Problems”.
Rights and permissions
About this article
Cite this article
Ervedoza, S., Zuazua, E. Perfectly matched layers in 1-d : energy decay for continuous and semi-discrete waves. Numer. Math. 109, 597–634 (2008). https://doi.org/10.1007/s00211-008-0153-y
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00211-008-0153-y