Browsing by Subject "Spectral element method"

In this study we propose a fast hybrid spectral-element time-domain (SETD) / finite-element time-domain (FETD) method for transient analysis of multiscale electromagnetic problems, where electrically fine structures with details much smaller than a typical wavelength and electrically coarse structures comparable to or larger than a typical wavelength coexist.

Simulations of multiscale electromagnetic problems, such as electromagnetic interference (EMI), electromagnetic compatibility (EMC), and electronic packaging, can be very challenging for conventional numerical methods. In terms of spatial discretization, conventional methods use a single mesh for the whole structure, thus a high discretization density required to capture the geometric characteristics of electrically fine structures will inevitably lead to a large number of wasted unknowns in the electrically coarse parts. This issue will become especially severe for orthogonal grids used by the popular finite-difference time-domain (FDTD) method. In terms of temporal integration, dense meshes in electrically fine domains will make the time step size extremely small for numerical methods with explicit time-stepping schemes. Implicit schemes can surpass stability criterion limited by the Courant-Friedrichs-Levy (CFL) condition. However, due to the large system matrices generated by conventional methods, it is almost impossible to employ implicit schemes to the whole structure for time-stepping.

To address these challenges, we propose an efficient hybrid SETD/FETD method for transient electromagnetic simulations by taking advantages of the strengths of these two methods while avoiding their weaknesses in multiscale problems. More specifically, a multiscale structure is divided into several subdomains based on the electrical size of each part, and a hybrid spectral-element / finite-element scheme is proposed for spatial discretization. The hexahedron-based spectral elements with higher interpolation degrees are efficient in modeling electrically coarse structures, and the tetrahedron-based finite elements with lower interpolation degrees are flexible in discretizing electrically fine structures with complex shapes. A non-spurious finite element method (FEM) as well as a non-spurious spectral element method (SEM) is proposed to make the hybrid SEM/FEM discretization work. For time integration we employ hybrid implicit / explicit (IMEX) time-stepping schemes, where explicit schemes are used for electrically coarse subdomains discretized by coarse spectral element meshes, and implicit schemes are used to overcome the CFL limit for electrically fine subdomains discretized by dense finite element meshes. Numerical examples show that the proposed hybrid SETD/FETD method is free of spurious modes, is flexible in discretizing sophisticated structure, and is more efficient than conventional methods for multiscale electromagnetic simulations.

Numerical methods such as Monte Carlo method (MCM), finite difference method (FDM) and finite element method (FEM) have been successfully implemented to solve financial partial differential equations (PDEs). Sophisticated computational algorithms are strongly desired to further improve accuracy and efficiency.

The relatively new spectral element method (SEM) combines the exponential convergence of spectral method and the geometric flexibility of FEM. This dissertation carefully investigates SEM on the pricing of European options and their Greeks (Delta, Gamma and Theta). The essential techniques, Gauss quadrature rules, are thoroughly discussed and developed. The spectral element method and its error analysis are briefly introduced first and expanded in details afterwards.

Multi-element spectral element method (ME-SEM) for the Black-Scholes PDE is derived on European put options with and without dividend and on a condor option with a more complicated payoff. Under the same Crank-Nicolson approach for the time integration, the SEM shows significant accuracy increase and time cost reduction over the FDM. A novel discontinuous payoff spectral element method (DP-SEM) is invented and numerically validated on a European binary put option. The SEM is also applied to the constant elasticity of variance (CEV) model and verified with the MCM and the valuation formula. The Stochastic Alpha Beta Rho (SABR) model is solved with multi-dimensional spectral element method (MD-SEM) on a European put option. Error convergence for option prices and Greeks with respect to the number of grid points and the time step is analyzed and illustrated.

In this dissertation, the spectral element method is developed to simulate electromagnetic field in nano-structure consisting of dielectric, metal or semiconductor. The spectral element method is a special kind of high order finite element method, which has spectral accuracy. When the order of the basis function increases, the accuracy increases exponentially. The goal of this dissertation is to implement the spectral element method to calculate the electromagnetic properties of various semiconductor nano-structures, including photonic crystal, photonic crystal slab, finite size photonic crystal block, nano dielectric sphere. The linear electromagnetic characteristics, such as band structure and scattering properties, can be calculated by this method with high accuracy. In addition, I have explored the application of the spectral element method in nonlinear and quantum optics. The effort will focus on second harmonic generation and quantum dot nonlinear dynamics.

The electromagnetic field can be simulated in both frequency domain and time domain. Each method has different application for research and engineering. In this dissertation, the first half of the dissertation discusses the frequency domain solver, and the second half of the dissertation discusses the time domain solver.

For frequency domain simulation, the basic equation is the second order vector Helmholtz equation of the electric field. This method is implemented to calculate the band structure of photonic crystals consisting of dielectric material as well as metallic materials. Because the photonic crystal is periodic, only one unit cell need to be simulated in the computational domain, and a periodic boundary condition is applied. The spectral accuracy is inspected. Adding the radiation boundary condition at top and bottom of the computational region, the scattering properties of photonic crystal slab can be calculated. For multiple layers photonic crystal slab, the block-Thomas algorithm is used to increase the efficiency of the calculation. When the simulated photonic crystals are finite size, unlike an infinitely periodic system, the periodic boundary condition does not apply. In order to increase the efficiency of the simulation, the domain decomposition method is implemented.

The second harmonic generation, which is a kind of nonlinear optical effect, is simulated by the spectral element method. The vector Helmholtz equations of multiple frequencies are solved in parallel and the consistence solution with nonlinear effect is obtained by iterative solver. The sensitivity of the second harmonic generation to the thickness of each layer can be calculated by taking the analytical differential of the equation to the thickness of each element.

The quantum dot dynamics in semiconductor are described by the Maxwell-Bloch equations. The frequency domain Maxwell-Bloch equations are deduced. The spectral element method is used to solve these equations to inspect the steady state quantum dot dynamic behaviors under the continuous wave electromagnetic excitation.

For time domain simulation, the first order curl equations in Maxwell equations are the basic equations. A spectral element method based on brick element is implemented to simulate a nano-structure consisting of woodpile photonic crystal. The resonance of a micro-cavity consisting of a point defect in the woodpile photonic crystal block is simulated. In addition, the time domain Maxwell-Bloch equations are implemented in the solver. The spontaneous emission process of quantum dot in the micro-cavity is inspected.

Another effort is to implement the Maxwell-Bloch equations in a previously implemented domain decomposition spectral element/finite element time domain solver. The solver can handle unstructured mesh, which can simulate complicated structure. The time dependent dynamics of a quantum dot in the middle of a nano-sphere are investigated by this implementation. The population inversion under continuous and pulse excitation is investigated.

In conclusion, the spectral element method is implemented for frequency domain and time domain solvers. High efficient and accurate solutions for multiple layers nano-structures are obtained. The solvers can be applied to design nano-structures, such as photonic crystal slab resonators, and nano-scale semiconductor lasers.

In this work, we proposed a spectral integral method (SIM)-spectral element method (SEM)- finite element method (FEM) domain decomposition method (DDM) for solving inhomogeneous multi-scale problems. The proposed SIM-SEM-FEM domain decomposition algorithm can efficiently handle problems with multi-scale structures,

by using FEM to model electrically small sub-domains and using SEM to model electrically large and smooth sub-domains. The SIM is utilized as an efficient boundary condition. This combination can reduce the total number of elements used in solving multi-scale problems, thus it is more efficient than conventional FEM or conventional FEM domain decomposition method. Another merit of the proposed method is that it is capable of handling arbitrary non-conforming elements. Both geometry modeling and mesh generation are totally independent for different sub-domains, thus the geometry modeling and mesh generation are highly flexible for the proposed SEM-FEM domain decomposition method. As a result, the proposed SIM-SEM-FEM DDM algorithm is very suitable for solving inhomogeneous multi-scale problems.