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Computational high frequency waves through interfaces/barriers Shi Jin University of Wisconsin-Madison Outline Problems and motivation semiclassical limit through barriers (classical particles) geometrical optics (any high frequency


  1. Computational high frequency waves through interfaces/barriers Shi Jin University of Wisconsin-Madison

  2. Outline • Problems and motivation semiclassical limit through barriers (classical particles) geometrical optics (any high frequency waves) through interfaces • Mathematical formulation and numerical methods Liouville equations and Hamiltonian systems with singular Hamiltonians • Applications and extensions: semiclassical model for quantum barriers; computation of diffractions

  3. High frequency waves Fig. 1 . The electromagnetic spectrum, which encompasses the visible region of light, extends from gamma rays with wave lengths of one hundredth of a nanometer to radio waves with wave lengths of one meter or greater. • High frequency waves: wave length/domain of computation <<1 Seismic waves: elastic waves from Sichuan to Beijing (2.5 × 10 3 km ) •

  4. Difficulty of high frequecy wave computation • Consider the example of visible lights in this lecture room: wave length: ∼ 10 -6 m computation domain ∼ m 1d computation: 10 6 ∼ 10 7 2d computation: 10 12 ∼ 10 14 3d computation: 10 18 ∼ 10 21 do not forget time! Time steps: 10 6 ∼ 10 7

  5. Example: Linear Schrodinger Equation

  6. The WKB Method We assume that solution has the form ( Madelung Transform ) and apply this ansatz into the Schrodinger equation with initial data. To leading order, one can get

  7. Linear superposition vs viscosity solution

  8. Shock vs. multivalued solution

  9. Eulerian computations of multivalued solutons • Brenier-Corrias • Engquist-Runborg • Gosse • Jin-Li • Fomel-Sethian • Jin-Osher-Liu-Cheng-Tsai Kinetic equations, moment methods, level set

  10. Semiclassical limit in the phase space Wigner Transform A convenient tool to study the semiclassical limit : Lions-Paul, Gerard-Markowich-Mauser-Poupaud, Papanicolaou-Ryzhik- Keller

  11. Moments of the Wigner function The connection between W ε and ψ is established through the moments

  12. The semiclassical limit (for smooth V) The wigner tranform works for any linear symmetric hyperbolic systems: elastic waves, electromagneticwaves, etc. (Ryzhik-Papanicolaou-Keller)

  13. High frequency wave equations u tt – c(x) 2 Δ u = 0 u(0, x) = A 0 (x) exp (S 0 (x)/ ε ) By using the Wigner transform, the enegry density satisfies f t + c(x) { ξ / | ξ |} · ∇ x f - | ξ | ∇ c · ∇ ξ f = 0

  14. Discontinuous Hamiltonians in Liouville equation f t + ∇ ξ H · ∇ x f - ∇ x H · ∇ ξ f = 0 • H=1/2| ξ | 2 +V(x):: V(x) is discontinuous- potential barrier, • H=c(x)| ξ |: c(x) is discontinuous- different index of refraction • quantum tunneling effect, semiconductor devise modeling, plasmas, geometric optics, interfaces between different materials, etc.

  15. Analytic issues f t + ∇ ξ H · ∇ x f - ∇ x H · ∇ ξ f = 0 • The PDE does not make sense for discontinuous H. What is a weak solution? ( DiPerna-Lions renormalized solution for discontinuous coefficients does not apply ) d x /dt = ∇ ξ H d ξ /dt = - ∇ x H • How to define a solution of systems of ODEs when the RHS is discontinuous or/and measure-valued?

  16. Numerical issues for H=1/2| ξ | 2 +V(x) • since V’(x)= ∞ at a discontinuity of V, this implies $ Δ t=0$ • one can smooth out V then Dv_i=O(1/ Δ x), thus • Δ t=O( Δ x Δ ξ ) poor resoultion (for complete transmission) wrong solution (for partial transmission)

  17. II. Mathematical and Numerical Approaches ( with Wen ) Q: what happens before we take the high frequency limit?

  18. Snell-Decartes Law of refraction • When a plane wave hits the interface, the angles of incident and transmitted waves satisfy (n=c 0 /c) (Miller, Bal-Keller-Papanicolaou-Ryzhik)

  19. An interface condition • We use an interface condition for f that connects (the good) Liouville equations on both sides of the interface. - )+ ξ + α T ξ - α R ξ + ξ + , ξ )= α , ξ )+ α - ξ ) for ξ + >0 + , + )= - , + , + ) for f(x + f(x - f(x + , - >0 f(x T f(x R f(x ξ + ξ - , ξ , ξ + , + )= - , - ) H(x + H(x - )=H(x ) H(x α R α T α : reflection rate α : transmission rate R : reflection rate T : transmission rate α R α T α + α =1 R + T =1 α Τ , α R defined from the original “microscopic” problems • • This gives a mathematically well-posed problem that is physically relavant • We can show the interface condition is equivalent to Snell’s law in geometrical optics • A new method of characteristics (bifurcate at interfaces)

  20. Solution to Hamiltonian System with discontinuous Hamiltonians • This way of defining solutions also gives a definition to the solution of the underlying Hamiltonian system across the interface: α R α T • Particles cross over or be reflected by the corresponding transmission or reflection coefficients (probability) • Based on this definition we have also developed particle methods (both deterministic and Monte Carlo) methods

  21. Key idea in numerical discretizations • con sider a standard finite difference approximation V: piecewise linear approximation—allow good CFL f I,j+1/2 , f -i+1/2,j ---- upwind discretization f +i+1/2, j ---- incorporating the interface condition (Perthame-Semioni )

  22. Scheme I (finite difference formulation) • If at x i+1/2 V is continuous, then f + i+1/2,j = f - i+1/2,j; • Otherwise, For ξ j >0, i+1/2 , ξ + ) f + i+1/2,j = f(x + = α T f - (x - i+1/2 , ξ − ) + α R f(x + i+1/2 , - ξ + ) = α T f i ( ξ - ) + α r f i+1 (- ξ + ) Stabilitly, convergence under the CFL condition

  23. Curved interface

  24. Quantum barrier

  25. A semiclassical approach for thin barriers (with Kyle Novak--AFIT, SIAM Multiscale Model Simul & JCP 06) • Barrier width in the order of De Broglie length, separated by order one distance • Solve a time-independent Schrodinger equation for the local barrier/well to determine the scattering data • Solve the classical liouville equation elsewhere, using the scattering data at the interface

  26. Resonant tunnelling

  27. Circular barrier (Schrodinger with ε =1/400 )

  28. Circular barrier (semiclassical model)

  29. Circular barrier (classical model)

  30. Entropy • The semiclassical model is time- irreversible. ½ ½ ½ ½ 1 ½ ½ Loss of the phase information cannot deal with interference

  31. decoherence V(x) = δ (x) + x 2 /2 Quantum semiclassical

  32. A Coherent Semiclassical Model Initialization: K B , B , , B • Divide barrier into several thin barriers 1 2 n • Solve stationary Schrödinger equation + ψ + ψ 1 2 − ψ − ψ 2 1 B j • Matching conditions ⎛ ⎞ ⎛ ⎞ ⎛ ⎞ + − − ψ ⎛ ⎞ ψ ψ r t ⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟ = = 1 2 S ⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟ 1 1 1 + − − ψ ψ ψ j ⎝ ⎠ ⎝ ⎠ t r ⎝ ⎠ ⎝ ⎠ 1 2 2 2 2

  33. A coherent model Φ = • Initial conditions ( x , p , 0 ) f ( x , p , 0 ) • Solve Liouville equation Φ ∂ Φ ∂ Φ ∂ Φ d dV = + − = p 0 dt dt dx dx dp • Interface condition ⎛ ⎞ ⎛ ⎞ + − Φ Φ ⎜ ⎟ ⎜ ⎟ = − − S j 1 j 1 ⎜ ⎟ ⎜ ⎟ + − Φ Φ j ⎝ ⎠ ⎝ ⎠ j j = Φ 2 • Solution f ( x , p , t ) ( x , p , t )

  34. Interference

  35. The coherent model • V(x) = δ (x) + x 2 /2 Quantum semiclassical

  36. Another example • V(x)= α [ δ (-l/2)+ δ (l/2) ] α = -1.5 ε , l=10 ε , ε =0.01 thin single barrier model

  37. The decoherent model (two thinn barriers)

  38. The coherent model (two thin barriers)

  39. VI. Computation of diffraction (with Dongsheng Yin )

  40. Transmissions, reflections and diffractions (Type A interface)

  41. Type B interface

  42. Hamiltonian preserving+Geometric Theory of Diffraction • We uncorporate Keller’s GTD theory into the interface condition:

  43. A type B interface

  44. Another type B interface

  45. A type A interface

  46. Half plane

  47. Computational cost ( ε =10 -6 ) • Full simulation of original problem for Δ x ∼ Δ t ∼ O( ε )=O(10 -6 ) Dimension total cost 2d, O(10 18 ) 3d O(10 24 ) • Liouville based solver for diffraction Δ x ∼ Δ t ∼ O( ε 1/3 ) = O(10 -2 ) Dimension total cost 2d, O(10 10 ) 3d O(10 14 ) Can be less with local mesh refinement

  48. Other applications and ongoing projects The wigner tranform works for any linear symmetric hyperbolic systems: elastic waves, electromagneticwaves, etc. • Elastic waves (with Xiaomei Liao, J. Hyp. Diff Eq. 06 ) • High frequency waves in random media with interfaces (with X. Liao, X. Yang )

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