development of a stable coupling of the yee scheme with ... · yu-simpson, an e-j collocated 3-d...

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Development of a stable coupling of the Yee scheme with linear current Martin Campos Pinto (LJLL), Bruno Despr´ es (LJLL) St´ ephane Heuraux (IJL), Filipe Da Silva (IPFN+IST) 15 octobre 2013 Munich: Pereverzev legacy 13/10/2013 p. 1 / 30

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Page 1: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Development of a stable coupling of the Yeescheme with linear current

Martin Campos Pinto (LJLL), Bruno Despres (LJLL)Stephane Heuraux (IJL), Filipe Da Silva (IPFN+IST)

15 octobre 2013

Munich: Pereverzev legacy 13/10/2013 p. 1 / 30

Page 2: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

Outline

1 Motivation

2 Stable schemes

3 Explicit schemes

4 Numerical results and perspectives

Munich: Pereverzev legacy 13/10/2013 p. 2 / 30

Page 3: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

The equations

No magnetisation (µ = µ0).Maxwell equations with a linear current derive from thelinearization µ0|H| |B0| of the Vlasov-Maxwell system (forelectrons) around a strong magnetic field B0 :

−ε0∂tE +∇∧ H = −qeNe(x)ue ,µ0∂tH +∇∧ E = 0,me∂tue = −qe(E + B0(x) ∧ ue)−νmeue .

Or, writing J = −qeNe(x)ue ,ε0∂tE = ∇∧ H − J,µ0∂tH = −∇ ∧ E ,∂tJ = ε0ω

2pE + ωcb ∧ J

with ωp(x) =√

q2eNe(x)mε0

, ωc(x) = qe |B0(x)|me

and b(x) = − B0(x)|B0(x)| .

Munich: Pereverzev legacy 13/10/2013 p. 3 / 30

Page 4: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

Direct simulation of reflectometry configuration

The domain is a parallepiped (≈ 1500 cells in x direction) withan antenna on the side : pulsation ω

• Cut-off : in O mode (TM), waves propagate if ω ≥ ωp(x).• Cyclotron resonance : ω = ωc

• Hybrid resonance : ω2 = ωp(x)2 + ω2c

Munich: Pereverzev legacy 13/10/2013 p. 4 / 30

Page 5: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

”Standard” scheme of Xu-Yuan (2006)

Based on the Yee scheme for the (E ,H) field : general form isε0∆t (En+1 − En) = RHn+ 1

2 − Jn+ 12

µ0∆t (Hn+ 3

2 − Hn+ 12 ) = −RtEn+1

1∆t (Jn+ 3

2 − Jn+ 12 ) = ε0ω

2pE

n+1 + ωcb ∧ 12 (Jn+ 3

2 + Jn+ 12 ).

→ Need to specify the operator “∧h” on the Yee grid

Munich: Pereverzev legacy 13/10/2013 p. 5 / 30

Page 6: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

X-mode equations

X-mode=Transverse electric (O-mode not discussed in thistalk).

−ε0∂tEx + ∂yHz = Jx , Jx = eNeux ,ε0∂tEy − ∂xHz = Jy , Jy = eNeuy ,

µ0∂tHz + ∂xEy − ∂yEx = 0,

me∂tux = eEx + euyB0z ,

me∂tuy = eEy − euxB0z .

Call VLC external

Munich: Pereverzev legacy 13/10/2013 p. 6 / 30

Page 7: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

Main difficulty

In fusion plasmas, Ne(x) has huge fluctuations along the main axis

0

0.5

1

1.5

2

2.5

3

3.5

4

0 200 400 600 800 1000 1200 1400

n e [

1019

m-3

]

ne w/o frmne w/ frm

Negative density (num. or measurement artifact) inducesautomatically an instability, as well as strong spatial gradient at theplasma edge (phys.) or inside the plasma (phys.).

Munich: Pereverzev legacy 13/10/2013 p. 7 / 30

Page 8: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

Example of unstability (for large times)

Magnetic field 20 log10 |Hz | (where |Hz | = ‖Hz‖L∞) vs. timestep and level of fluctuations

Expertise from F. Da Silva and S. Heuraux.

Munich: Pereverzev legacy 13/10/2013 p. 8 / 30

Page 9: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

Some references

• Xu-Yuan, FDTD Formulations for Scattering From 3-D AnisotropicMagnetized Plasma Objects, IEEE-2006• Bohner, Simulation of Microwave Propagation in a Fusion Plasma,Diploma Thesis, MaxPlanck, 2011• An unconditionally stable ( ?) time-domain discretization on cartesianmeshes for the simulation of nonuniform magnetized cold plasma,JCP-2012, Tierens-Zutter• Yu-Simpson, An E-J Collocated 3-D FDTD Model of ElectromagneticWave Propagation in Magnetized Cold Plasma, Ieee Transations onantennas and propagation, 58-2, 2010• Smithe, Finite-difference time-domain simulation of fusion plasmas atradiofrequency time scales, Physics of plasmas, 2007

• da Silva-Heuraux-Ribeiro-Scott, (2013). Development of a 2D full-waveJE-FDTD Maxwell X-mode code for reflectometry simulation (pp. 16).Presented at the 9th International Reflectometry Workshop.

Munich: Pereverzev legacy 13/10/2013 p. 9 / 30

Page 10: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

Outline

1 Motivation

2 Stable schemes

3 Explicit schemes

4 Numerical results and perspectives

Munich: Pereverzev legacy 13/10/2013 p. 10 / 30

Page 11: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

Energy conservation at the continuous level

For simplicity : constant density profile Ne(x, t) = Ne(x).

Inside the computational domain (no boundariesassumed), the total energy is conserved in time,

d

dt

∫Ω

(ε0|E |2

2+|H|2

2µ0+

meNe(x)|ue |2

2

)dv = 0.

Using ”normalized” variables E := 1cE , H := µ0H and

J := 1ωpcε0

J, we have

d

dt

∫ (|E |2

2+|H|2

2+|J|2

2

)dv = 0.

Munich: Pereverzev legacy 13/10/2013 p. 11 / 30

Page 12: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

Classical stability analysis for the Yee scheme

With normalized variables, the Yee scheme (J = 0) reads1

∆t (En+1 − En) = cRHn+ 12

1∆t (Hn+ 1

2 − Hn− 12 ) = −cRt En

where

E := 1

cE

H := µ0H.

In particular, the energy En := ‖En‖2h + ‖Hn− 1

2 ‖2h satisfies

En+1−En = c∆t(〈RHn+ 1

2 , En+1+En〉−〈Rt En,

Hn+ 1

2 +Hn− 12 〉)

hence En := En − c∆t〈En,RHn− 12 〉 is constant. Moreover,

|〈En,RHn− 12 〉| ≤ 1

2‖R‖En =⇒ En(1− c∆t

2 ‖R‖) ≤ En

=⇒ Stability in the energy norm : for c∆t < 2/‖R‖ = h/√

3

Munich: Pereverzev legacy 13/10/2013 p. 12 / 30

Page 13: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

Stability analysis for an abstract Yee+J scheme

With E , H and J := 1ωpcε0

J, the “abstract” Yee+J scheme is1

∆t (En+1 − En) = cRHn+ 12 − ωp J

n+ 12

1∆t (Hn+ 1

2 − Hn− 12 ) = −cRt En

1∆t (Jn+ 1

2 − Jn−12 ) = ωpE

n + ωcb ∧h Jn+ 12 +Jn−

12

2

Here the energy En := ‖En‖2 + ‖Hn− 12 ‖2 + ‖Jn−

12 ‖2 satisfies

−∆t(〈ωp J

n+ 12 , En+1 +E

n〉−〈ωpEn,

Jn+ 1

2 + Jn−12 〉)

provided 〈V , b ∧h V 〉 = 0 for all V .

Stability in the energy norm : for∆t

2(

12c2

h2+‖ωp‖2

L∞)12 < 1.

Munich: Pereverzev legacy 13/10/2013 p. 13 / 30

Page 14: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

Remark on average cross products

One can use local averages to define a 2nd order crossproduct,

(b∧hV )x := byVz − bzVy

(b∧hV )y := · · ·

(b∧hV )z := · · ·

Then if b(x) = −B0(x)|B0| is uniform,

〈V , b ∧h V 〉 = 0 holds for all V

→ previous analysis applies.

If b(x) is not uniform this is not so clear...

Munich: Pereverzev legacy 13/10/2013 p. 14 / 30

Page 15: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

Improved stability for a new Yee+J scheme

Discretizing the current on tn, tn+1, . . . yields a new scheme

1∆t (En+1 − En) = cRHn+ 1

2 − ωpJn+1 + Jn

21

∆t (Hn+ 12 − Hn− 1

2 ) = −cRt En

1∆t (Jn+1 − Jn−1) = ωpEn+ 1

2 + ωcb ∧hJn+1 + Jn

2.

The energy En satisfies

En+1−En=c∆t(〈RHn+ 1

2 , En+1 +En〉−〈Rt En,

Hn+ 1

2 + Hn− 12 〉)

−∆t((((

((((((((〈ωpJn+ 1

2 , 2En+ 12 〉−(((((

((((((

〈ωpEn+ 12 , 2Jn+ 1

2 〉)

once again provided 〈V , b ∧h V 〉 = 0 for all V .

Stability in the energy norm : for c∆t < 2/‖R‖ = h/√

3.

Munich: Pereverzev legacy 13/10/2013 p. 15 / 30

Page 16: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

Outline

1 Motivation

2 Stable schemes

3 Explicit schemes

4 Numerical results and perspectives

Munich: Pereverzev legacy 13/10/2013 p. 16 / 30

Page 17: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

Example of the Xu-Yuan scheme

Based on the Yee scheme for the (E ,H) field : general form isε0∆t (En+1 − En) = RHn+ 1

2 − Jn+ 12

µ0∆t (Hn+ 3

2 − Hn+ 12 ) = −RtEn+1

1∆t (Jn+ 3

2 − Jn+ 12 ) = ε0ω

2pE

n+1 + ωcb∧12 (Jn+ 3

2 + Jn+ 12 ).

Munich: Pereverzev legacy 13/10/2013 p. 17 / 30

Page 18: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

Example of the Xu-Yuan scheme

Based on the Yee scheme for the (E ,H) field : general form isε0∆t (En+1 − En) = RHn+ 1

2 − Jn+ 12

µ0∆t (Hn+ 3

2 − Hn+ 12 ) = −RtEn+1

1∆t (Jn+ 3

2 − Jn+ 12 ) = ε0ω

2pE

n+1 + ωcb∧h 12 (Jn+ 3

2 + Jn+ 12 ).

Need an explicit solver with the b∧h operator.

Munich: Pereverzev legacy 13/10/2013 p. 17 / 30

Page 19: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

Problem with the X-Y approach

Consider once again the cross product by local averages

(b∧hV )x := byVz − bzVy

(b∧hV )y := · · ·

(b∧hV )z := · · ·

The resultε0∆t (En+1 − En) = RHn+ 1

2 − Jn+ 12

µ0∆t (Hn+ 3

2 − Hn+ 12 ) = −RtEn+1

1∆t (Jn+ 3

2 − Jn+ 12 ) = ε0ω

2pE

n+1 + ωcb∧h 12 (Jn+ 3

2 + Jn+ 12 ).

is a global scheme which needs a linear solver to invert thematrice.

Munich: Pereverzev legacy 13/10/2013 p. 18 / 30

Page 20: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

Solution : use clustered cross-products

Instead, choose a pattern (α, β, γ) ∈ −1,+13 and define thefirst order cross product with local clusters :

(b∧hV )x |i+α2,j ,k := byVz |i ,j ,k+ γ

2− bzVy|i ,j+β

2,k

(b∧hV )y |i ,j+β2,k

:= bzVx |i+α2,j ,k − bxVz|i ,j ,k+ γ

2

(b∧hV )z |i ,j ,k+ γ2

:= bxVy |i ,j+β2,k− byVx|i+α

2,j ,k

The resulting schemeε0∆t (En+1 − En) = RHn+ 1

2 − Jn+ 12

µ0∆t (Hn+ 3

2 − Hn+ 12 ) = −RtEn+1

1∆t (Jn+ 3

2 − Jn+ 12 ) = ε0ω

2pE

n+1 + ωcb∧h 12 (Jn+ 3

2 + Jn+ 12 ).

can be solved with a local procedure (i.e. solution is explicitand local).

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Page 21: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

Abstract criterion

The criterion for explicit scheme writes : (b∧h)4 = −(b∧h)2.Indeed one has the implications

J − αb ∧h J = Z ,

J − α2(b∧h)2J = (I + αb∧h)Z ,

(1 + α2)(b∧h)2J = (b∧h)2(I + αb∧h)Z ,

J = (I + αb∧h)Z +α2

1 + α2(b∧h)2(I + αb∧h)Z .

This algebra is enough to compute the solution by means ofexplicit and local formulas (for MXYK and new Kernel).

Munich: Pereverzev legacy 13/10/2013 p. 20 / 30

Page 22: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

Short summary

The coupling of the Yee scheme and a linear current is

Stable for : (V , b ∧h V ) = 0

Explicit for : (b∧h)4 = −(b∧h)2

Solution (so far) is clustered first order product

Additional and natural condition is that ωp and ωc are thesame within a cluster.

Munich: Pereverzev legacy 13/10/2013 p. 21 / 30

Page 23: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

Outline

1 Motivation

2 Stable schemes

3 Explicit schemes

4 Numerical results and perspectives

Munich: Pereverzev legacy 13/10/2013 p. 22 / 30

Page 24: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

Data

Ne Zoom around the foot of the ramp

Cut of the electronic density in the horizontal direction.An additional kink (in red) is sometimes added at x = 500 toevaluate the effect of an extremely strong gradient.

Munich: Pereverzev legacy 13/10/2013 p. 23 / 30

Page 25: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

Hz plot

With the kick and 30% noise Without the kick but 40% noise

An instability shows up near x = 500 cells on the left, nearx = 1000

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Page 26: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

20 log10 ‖Hz‖L∞

• With respect to the time and to the level of noise.• With the kick on the left, without the kick on the right.

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Page 27: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

With the first order vectorial product

20 log10 ‖Hz‖L∞ , with respect to the time and to the level ofnoise. The computation is done

We observe unconditional stability, with however moreamplitude for a higher level of noise. The number of time stepsis much greater than in previous figure to illustrate the longtime stability of the method.

Munich: Pereverzev legacy 13/10/2013 p. 26 / 30

Page 28: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

Energy dissipation

Initial data is a Dirac mass, at the exact foot of the electronicdensity ramp. The external magnetic field used in this set ofruns was B0 = 0.95T . The plasma density Ne(x) is linear, withits edge at x = 500 grid point. The number of iterationsconsidered is N = 700 (far from PML layer).

(slide courtesy of F. Da Silva)

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Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

Additional remarks and perspectives

Need to use clustered multiplications by scalar fields,consistent with clustered cross products.

Counter-intuitive : the stable and explicit scheme isglobally first order (and not second order like the standardYee scheme).

Possibility to average in time by alternating the clusterpatterns (α, β, γ) in −1,+13

Work in progress for direct simulation of time-dependentdensities Ne = Ne(x, t) (Doppler reflectometry)

A paper is being written

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Page 30: Development of a stable coupling of the Yee scheme with ... · Yu-Simpson, An E-J Collocated 3-D FDTD Model of Electromagnetic Wave Propagation in Magnetized Cold Plasma, Ieee Transations

Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

An open question (is it really ?)

Look at−ε0∂tE +∇∧ H = −qeNe(x)ue ,µ0∂tH +∇∧ E = 0,me∂tue = −qe(E + B0(x) ∧ ue)− νmeue

plus harmonic forcing on the boundary, plus initial condition,plus friction ν > 0.

Assume resonance configuration (cyclotron, hybrid, . . .) : do wehave

limν→0+

limT→∞

= limT→∞

limν→0+

?

In other words, do we have Limit absorption=Limitamplitude ?

If not, which one is the correct physical solution ?

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Motivation

Stableschemes

Explicitschemes

Numericalresults andperspectives

limν→0+ limT→∞ (L.M. Imbert-Grard)

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