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A highly accurate high-order validated method to solve 3D Laplace equation M.L.Shashikant, Martin Berz and Kyoko Makino Michigan State University, E Lansing, MI ,USA December 19, 2004

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Page 1: A highly accurate high-order validated method to solve 3D ...bt.pa.msu.edu/TM/Miami2004/TM-Slides/shashi.pdf · A highly accurate high-order validated method to solve 3D Laplace equation

A highly accurate high-order validated

method to solve 3D Laplace equation

M.L.Shashikant, Martin Berz and Kyoko MakinoMichigan State University, E Lansing, MI ,USA

December 19, 2004

Page 2: A highly accurate high-order validated method to solve 3D ...bt.pa.msu.edu/TM/Miami2004/TM-Slides/shashi.pdf · A highly accurate high-order validated method to solve 3D Laplace equation

Approach

We present an approach based on high-order quadrature and a high-orderfinite element method to find a validated solution of the Laplace equationwhen derivatives of the solution are specified on the boundary

∆ψ¡−→r ¢ = 0 in volume Ω

³R3´

∇ψ ¡−→r ¢ = −→f ¡−→r ¢ on surface ∂Ω ³R3´

Where do we want to use this approach?

In accelerator/spectrometer magnets where the magnet manufacturer pro-vides only discrete field data in the volume of interest

MAGNEX: A large acceptance MAGNetic spectrometer for EXcyt beams, at the Labora-

tori Nazionali del Sud - Catania (Italy).

(Fringe fields, high aspect ratio, discrete data)

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ObjectiveIntroduction

TheoryExamples

MAGNEX Dipole Magnet

Shashikant Manikonda, Martin Berz, Kyoko Makino SCAN 2004

Page 4: A highly accurate high-order validated method to solve 3D ...bt.pa.msu.edu/TM/Miami2004/TM-Slides/shashi.pdf · A highly accurate high-order validated method to solve 3D Laplace equation

What do we expect from this method/tool ?

• Provide validated local expansion of the field ( ψ ¡−→r ¢ and ∂nxiψ ¡−→r ¢)• Highly accurate (work for case with high aspect ratio)

• Computationally inexpensive

• Provide information about the field quality and if possible reduce noisein experimentally obtained field data

Page 5: A highly accurate high-order validated method to solve 3D ...bt.pa.msu.edu/TM/Miami2004/TM-Slides/shashi.pdf · A highly accurate high-order validated method to solve 3D Laplace equation

Note about Laplace Equation

• Existence and uniqueness of the solution for 3D case can be shown

using Green’s formula

• Integral kernels that provides interior fields in terms of the boundaryfields or source are smoothing

Interior fields will be analytic even if the field/source on the surface

data fails to be differentiable

• Analytic closed form solution can be found for few problems with

certain regular geometries where separation of variables method can

be applied

Page 6: A highly accurate high-order validated method to solve 3D ...bt.pa.msu.edu/TM/Miami2004/TM-Slides/shashi.pdf · A highly accurate high-order validated method to solve 3D Laplace equation

Numerical methods to solve Laplace equation

• Finite Difference, Method of weighted residuals and Finite elementmethods

— Numerical solution as data set in the region of interest

— Relatively low approximation order

— Prohibitively large number of mesh points and careful meshing re-

quired

• Boundary integral methods or Source based field models

Page 7: A highly accurate high-order validated method to solve 3D ...bt.pa.msu.edu/TM/Miami2004/TM-Slides/shashi.pdf · A highly accurate high-order validated method to solve 3D Laplace equation

— Field inside of a source free volume due to a real sources outsideof it can be exactly replicated by a distribution of fictitious sources

on its surface. Error due to discretization of the source falls off

rapidly as the field point moves away from the source.

∗ Image charge method· Choose planes/grids to place point charges (or Gaussian dist)

· Solve a large least square fit problem to find the charges

· Lot of guess work and computation time involved in gettingthe solution

∗ Methods using Helmholtz’ theorem· Helmholtz’ theorem is used to find electric or magnetic field

directly from the surface field data

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· In our approach we make use of the Taylor model frame workto implement this

Page 9: A highly accurate high-order validated method to solve 3D ...bt.pa.msu.edu/TM/Miami2004/TM-Slides/shashi.pdf · A highly accurate high-order validated method to solve 3D Laplace equation

Helmholtz’ theorem

Any vector field−→B that vanishes at infinity can be written as the sum of

two terms, one of which is irrotational and the other, solenoidal

−→B (x) = ∇×At (x) +∇φn (x)

φn (x) =1

Z∂Ω

n (xs) ·−→B (xs)

|x− xs| ds− 1

∇ ·−→B (xv)

|x− xv| dV

At (x) = − 1

Z∂Ω

n (xs)×−→B (xs)

|x− xs| ds+1

∇×−→B (xv)

|x− xv| dV

Page 10: A highly accurate high-order validated method to solve 3D ...bt.pa.msu.edu/TM/Miami2004/TM-Slides/shashi.pdf · A highly accurate high-order validated method to solve 3D Laplace equation

For a source free volume we have, ∇×−→B (xv) = 0 and ∇ ·−→B (xv) = 0

Volume integral terms vanish, φn (x) and At (x) are completely determined

from the normal and the tangential magnetic field data on surface ∂Ω

φn (x) =14π

R∂Ω

n(xs)·−→B (xs)|x−xs| ds At (x) = − 1

R∂Ω

n(xs)×−→B (xs)|x−xs| ds

B is Electric or Magnetic field∂Ω is a surface which bounds volume Ωxs and xv denote points on ∂Ω and within Ω

∇ denote the gradient with respect to xvn is a unit normal vector pointing away from ∂Ω

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Implementation using Taylor Models

• Split domain of integration ∂Ω in to smaller regions Γi

• Expand them to higher orders in surface variables rs and the volume

variables r

— Expanded in rs about the center of each surface element

— Expanded in r about the center of each volume element

— Field is chosen to be constant over each surface element

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Z xNx

x0

Z yNy

y0g (x, y) dxdy =

ix=Nx−1,iy=Ny−1,kx=∞,ky=∞Xix=0,iy=0,kx=0,ky=0

h2kx+1x

(2kx + 1)! · 22kxh2ky+1y

(2ky + 1)! · 22ky

g2kx,2kyÃxix+1 + xix

2,yiy+1 + yiy

2

!

We can obtain:

Scalar potential φn (r) if we choose g(x, y) = ns · f(rs)|r−rs|Vector potential At (r) if we choose g(x, y) = ns × f(rs)

|r−rs|

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• — Benefits

∗ The dependence on the surface variables are integrated over sur-face sub-cells Γi, which results in a highly accurate integration

formula

∗ The dependence on the volume variables are retained, whichleads to a high order finite element method

∗ By using sufficiently high order, high accuracy can be achievedwith a small number of surface elements

• Depending on the accuracy of the computation needed, we choosestep sizes, order of expansion in r (x, y, z) and order of expansion in

rs (xs, ys, zs)

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Validated Integration in COSY

xiuZxil

f (x) dxi ∈³Pn,∂−1f

³x|xi=xiu−xi0

´− Pn,∂−1f

³x|xi=xil−xi0

´, In,∂−1f

´

This method has following advantages:

* No need to derive quadrature formulas with weights, support points xi,and an explicit error formula* High order can be employed directly by just increasing the order of theTaylor model limited only by the computational resources* Rather large dimensions are amenable by just increasing the dimensionalityof the Taylor models, limited only by computational resources

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An Analytical Example: the Bar Magnet

x1 ≤ x ≤ x2, |y| ≥ y0, z1 ≤ z ≤ z2

As a reference problem we consider the magnetic field of rectangular iron

bars with inner surfaces (y = ±y0) parallel to the mid-plane (y = 0)

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From this bar magnet one can obtain analytic solution for the magnetic

field B (x, y, z) of the form

By (x, y, z) =B04π

Xi,j

(−1)i+j⎡⎣arctan

⎛⎝ Xi · ZjY+ ·R+ij

⎞⎠+ arctan⎛⎝ Xi · ZjY− ·R−ij

⎞⎠⎤⎦Bx (x, y, z) =

B04π

Xi,j

(−1)i+j⎡⎣ln

⎛⎝Zj +R−ijZj +R+ij

⎞⎠⎤⎦Bz (x, y, z) =

B04π

Xi,j

(−1)i+j⎡⎣ln

⎛⎝Xj +R−ijXj +R+ij

⎞⎠⎤⎦

Page 17: A highly accurate high-order validated method to solve 3D ...bt.pa.msu.edu/TM/Miami2004/TM-Slides/shashi.pdf · A highly accurate high-order validated method to solve 3D Laplace equation

where i, j = 1, 2 ,

Xi = x− xi, Y± = y0 ± y, Zi = z − zi

and R± =³X2i + Y 2j + Z2±

´12

We note that only even order terms exist in the Taylor expansion of this

field about the origin.

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-0.003-0.002

-0.001 0

0.001 0.002

0.003

X

-0.004-0.002

0 0.002

0.004

Y

0

2

4

6

8

10

12

BY

By component of the field on the mid-plane.

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Results

1. To study the dependency of the Interval part of the potentials and Bfield on the surface element length

• All of the volume is considered as just one volume element

• Examine contributions of each surface element towards the totalintegral

— Expansion is done at r = (.1, .1, .1) and

— Plot of interval width VS surface element length for scalar po-tential

— Plot of interval width VS surface element length for vector po-tential (x component)

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• Plot of interval width VS Order for different surface element lengthfor x component of Magnetic field

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-22

-20

-18

-16

-14

-12

-10

-8

-6

-4

-2

-13 -12 -11 -10 -9 -8 -7 -6 -5 -4 -3

LOG

10(In

terv

al W

idth

)

LOG2(Surface Element Length)

Interval Width VS Surface Element Length for Scalar Potential

Order 8Order 7Order 6Order 5Order 4Order 3Order 2

Figure 1: Integration over single surface element (for φ)

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-22

-20

-18

-16

-14

-12

-10

-8

-6

-4

-2

-13 -12 -11 -10 -9 -8 -7 -6 -5 -4 -3

LOG

10(In

terv

al W

idth

)

LOG2(Surface Element Length)

Interval Width VS Surface Element Length for X Vector Potential

Order 8Order 7Order 6Order 5Order 4Order 3Order 2

Figure 2: Integration over single surface element (for Ax)

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-11

-10

-9

-8

-7

-6

-5

-4

4 4.5 5 5.5 6 6.5 7 7.5 8

LOG

(Inte

rval

Wid

th)

ORDER

Interval Width VS Order for different stepsize

Step size = 0.0166Step size = 0.0192Step size = 0.0147

Figure 3: Interval width VS Order (for different step size)

Page 24: A highly accurate high-order validated method to solve 3D ...bt.pa.msu.edu/TM/Miami2004/TM-Slides/shashi.pdf · A highly accurate high-order validated method to solve 3D Laplace equation

2 Study the dependency of the Polynomial part and Interval part of the

B field on the volume element length

• The surface element length is locked at 1/128

• Plot of the error calculated for the polynomial part VS the volumeelement length

• Plot of interval width VS volume element length for y componentof Magnetic field

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-11

-10

-9

-8

-7

-6

-5

-4

-3

-2

-1

-7.5 -7 -6.5 -6 -5.5 -5 -4.5 -4 -3.5 -3

LOG

(Inte

rval

Wid

th)

LOG2(Length of Volume Element)

Interval Width VS Length of Volume Element for Scalar Potential

Order 8Order 7Order 6

Figure 4: Interval width VS Volume element length (for φ)

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-11

-10

-9

-8

-7

-6

-5

-4

-3

-2

-1

-7.5 -7 -6.5 -6 -5.5 -5 -4.5 -4 -3.5 -3

LOG

(Inte

rval

Wid

th)

LOG2(Length of Volume Element)

Interval Width VS Length of Volume Element for X Component of Vector Potential

Order 8Order 7Order 6

Figure 5: Interval width VS Volume element length (for Ax)

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-12

-11

-10

-9

-8

-7

-6

-5

-4

-3

0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45

LOG

(Ave

rage

err

or)

Volume element length

Error VS Volume element length

Order 3Order 5Order 7Order 9

Figure 6: Error VS Volume element length for polynomial part (for By)

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-10

-9.5

-9

-8.5

-8

-7.5

-7

-6.5

-6

-5.5

-5

-1.95 -1.9 -1.85 -1.8 -1.75 -1.7 -1.65 -1.6

LOG

(Inte

rval

Wid

th)

LOG(Surface Element Length)

Interval Width VS Surface Element Length for Y Component of Magnetic Field

Order 8Order 7Order 6

Figure 7: Interval width VS Volume element length for By

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Summary

• Helmholtz’ theorem implemented using the Taylor Model tools providea promising approach to find local expansion of the field in the volume

of interest

• Accuracy achieved is very high compared to conventional numericalfield solvers

• Provides a good way to check the field quality

• This method can be extended for PDE’s