Computational Solutions of

Helmholtz Equation
Yau Shu Wong
Department of Mathematical & Statistical Sciences
University of Alberta
Edmonton, Alberta, Canada

MD-11

Noise radiation from NACA 0012 airfoil at zero incidence

Sound radiation from a jet pipe

Near field pressure at 1623 Hz at 0.45 Mach number

Wave Equation:
where

1 2w
(b( x) w) F ( x, t )
2
a( x) t
a ( x) 0

For a time - periodic solution,

w( x, t ) u ( x)eit

F ( x, t ) Fw ( x)eit

Helmholtz Equation:
a ( x ) (b( x) u ( x)) 2u ( x) F ( x)

or

u k 2 u g

in homogeneous media

u k 2 u 0
K denotes the wave number, it is related to the frequency
of the wave propagation

The wavelength

2
k

The number of points per wavelength

PPW

h kh

Computational methods for Helmholtz Equation

Discretization
Boundary condition
Solution of the resulting system of equations

Problem: high frequency, large wave number and

short wave

u xx k 2u 0,
u (0) 0, u x (1) iku (1) 0.
u ( x) eikx

Exact solution

Discretization
Finite-difference method:

u ( x h) 2u ( x) u ( x h)
u ( x)
h2
''

Hence,

u( x h ) (2 k 2h 2 )u ( x ) u ( x h ) 0

Sixth-order Compact Finite Difference:

h 2 ''
(u ( x h) 10u '' ( x) u '' ( x h) u ( x h) 2u ( x) u ( x h)
12
Recall

u '' k 2u 0

(12 k 2 h 2 )u ( x h) (24 10k 2 h 2 )u ( x) (12 k 2 h 2 )u ( x h) 0

New Finite Differene Lambe, Luczak & Nehrbass

u '' ( x )

u ( x h ) u ( x ) u ( x h )
h2

Taylors expansion:

h2
h4
(4)
u ( x h) u ( x h) 2 u ( x) u ( x ) u ( x) ...
2!
4!

Recall:

(2)

u (2 n ) (1)n k 2 n u

u ( x h ) u ( x ) u( x h )
2

k
u0
2
h

2 cos( kh ) k 2h 2
u ( x h ) 2 cos( kh )u ( x ) u ( x h ) 0

i ( k1 x k2 y )
u
(
x
,
y
)

e
,
2D Helmholtz equation:

( k1 , k2 ) ( k cos k sin )

Finite Difference:

u ( x h, y ) u ( x h, y ) u ( x, y h ) u( x, y h ) (4 k 2h 2 )u ( x ) 0
New Finite Difference:

u ( x h, y ) u( x h, y ) u ( x, y h ) u ( x , y h ) u ( x ) k 2h 2u ( x ) 0

4 J 0 (kh ) k 2h 2 ,
1
Bessel Function : J 0 (kh )

cos(kh sin )d

Boundary condition:
Radiation condition
Absorption condition
Damping Layer
Perfectly Matched Layer

Noise radiation in turbofan

u x (1) iku (1) 0

Radiation boundary condition:

Finite Difference:

u ( x h) u ( x h )
ikx ( x)
2h

u ( x h) 2iku ( x) u ( x h) 0

New Finite Difference:

h2
h4
(5)
u ( x h) u ( x h) 2h u ( x) u ( x) u ( x) ...
3!
5!

u ( n ) (ik ) n u
'

(3)

u ( x h) 2i sin(kh)u ( x) u ( x h) 0
Uniqueness of numerical solutions using new finite
difference schemes for the 1D and 2D problems.

Solution of system of linear equations:

Au b
The matrix A is usually large, non-diagonally dominant,
indefinite and with complex coefficients
The system is very ill-conditioned
Solution methods:
Direct: Gaussian elimination
Iterative: Conjugate Gradient, bi-CG, CGS,
preconditioning, multi-grid, GMRES
Direct:

O( N 3 ) ,

2
Iterative: O( N )

fill in , storage

Generalized Minimum Residual (GMRES) is a Krylov subspace

method, compute an approximate solution xm from the space

x0 span r0 , Ar0 ,..., Am 1r0

GMRES algorithm ensures that the residual

rm b Axm
has a minimal 2-norm.

GMRES algorithm

Matrix-vector

Full GMRES

GMRES(m)

GMRES (m)

m=1

m=5

m=50
m=100

K=20,kh=0.625

Residual

Error

Numerical Simulations:

l max
{ ui u ( xi )
i

Elliptic BVP:

or l max
{ max
{ ui , j u ( xi , y j )
i

u xx k 2u ( 2 k 2 ) sin( x),
u (0) 0 u (1)
Exact
u ( x) sin( x)

1D Helmholtz equation

u xx k 2u 0,
u (0) 0, u x (1) iku (1) 0.

Numerical wave number:

1
k 2h2
k ( SFD) arccos(1
)
h
2
1
12 5k 2 h 2
*
k (CFD ) arccos(
)/h
h
12 k 2 h 2
1
k * ( NFD) arccos(cos(kh)) k
h
*

u xx k 2u 0,
u (0) 0, u x (1) iku (1) 0.
1D Problem, h = 0.01

1D Problem, k = 50

2D Helmholtz equation
u k 2u 0, ( x, y )
u ( x, y ) f1 ( x),
y0
u ( x, y ) f 2 ( x),
u
ik2u ,
y
u
ik1u ,
x

x0
y 1
x 1

Exact solution

u ( x, y ) eik gx ,
Let

( k1 , k2 ) ( k cos , k sin )

/4
u ( x, y ) eik (cos( /4) x sin( /4) y )

 4 J 0 (kh) k 2 h 2
J 0 (kh)

h 0.02

cos(kh sin ) d

k 70 2 ~ 99,

h 1/ 200,

kh 0.495

Concluding Remarks:
Solving Helmholtz equation numerically is a
difficult task for large wave numbers
The effects on discretization, boundary
conditions and linear solver are reported
For 1D problem, exact solution can be computed
For 2D and 3D problems, more works and new
ideas are needed

Thank You!