Stability analysis of a simple discretization method for a class of strongly singular integral equations

DOI10.1007/S00020-023-02750-7MaRDI QIDQ6181307zbMATH OpenFDO

Authors Martin Costabel, Monique Dauge, Khadijeh Nedaiasl

Publication date 22 January 2024

Published in Integral Equations and Operator Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2302.13159

delta-delta discretization, discrete dipole approximation numerical stability strongly singular kernel volume integral equation

Mathematics Subject Classification ID

Toeplitz, Cauchy, and related matrices (15B05) Maxwell equations (35Q61) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10) Theoretical approximation of solutions to integral equations (45L05) Stability theory for integral equations (45M10) Numerical range, numerical radius (47A12) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Applications of operator theory to differential and integral equations (47N20) Numerical methods for integral equations (65R20)

Abstract: Motivated by the discrete dipole approximation (DDA) for the scattering of electromagnetic waves by a dielectric obstacle that can be considered as a simple discretization of a Lippmann-Schwinger style volume integral equation for time-harmonic Maxwell equations, we analyze an analogous discretization of convolution operators with strongly singular kernels. For a class of kernel functions that includes the finite Hilbert transformation in 1D and the principal part of the Maxwell volume integral operator used for DDA in dimensions 2 and 3, we show that the method, which does not fit into known frameworks of projection methods, can nevertheless be considered as a finite section method for an infinite block Toeplitz matrix. The symbol of this matrix is given by a Fourier series that does not converge absolutely. We use Ewald's method to obtain an exponentially fast convergent series representation of this symbol and show that it is a bounded function, thereby allowing to describe the spectrum and the numerical range of the matrix. It turns out that this numerical range includes the numerical range of the integral operator, but that it is in some cases strictly larger. In these cases the discretization method does not provide a spectrally correct approximation, and while it is stable for a large range of the spectral parameter

l a m b d a

, there are values of

l a m b d a

for which the singular integral equation is well posed, but the discretization method is unstable.

Review text

The authors investigate a discrete approximation for the strongly singular integral equation \[ \lambda u(x) -\mbox{p.v.}\int_\Omega K(x-y)u(y) dy = f(x), \qquad x\in\Omega, \tag{1} \] where \(\Omega\) is a bounded domain in \(\mathbb{R}^d\). The kernel \(K\) is defined by \[K(x) = p(x)/|x|^{d+2}, \] where \(p\) is a homogenous polynomial of degree \(2\), and \[\int_{S^{d-1}}p(x) ds = 0.\] In the introduction the authors connect Equation (1) to the integral equation formulation of the Maxwell equation. The discrete dipole approximation (DDA) of (1) is given by \[ \lambda u_m - \sum_{x_n\in\Omega,n\neq m} h^d K(x_m-x_n)u_n = f(x_m),\qquad x_m\in \Omega,\tag{2} \] where \(h=1/N\) for a \(N\in\mathbb{N}\) and \(x_m=a_N+mh\), \(m\in\mathbb{Z}^d\), and an origin \(a_N\in\mathbb{R}^d\). The matrix of the DDA is denoted by \(T^N\) and is a finite section of the Toeplitz matrix \( T=(t_{mn})_{m,n\in\mathbb{Z}^d}\), with \(t_{m,n}=K(m-n)\) if \(m\neq n\), and \(0\) otherwise. The authors prove that there is a compact convex set \(C\in\mathbb{C}\) such that (2) has a unique solution for \(\lambda\in \mathbb{C}\setminus C\) and \[ \|(\lambda\mathbb{I}-T^N)^{-1}\| \leq \mbox{dist}(\lambda,C)^{-1} .\] Furthermore \(C\subset W(A)\), where \(W(A)\) is the numerical range of the convolution operator defined in (1). To prove this result the authors have to estimate the symbol of the Toeplitz operator \(T\) by using the method developed in [\textit{P. P. Ewald}, Ann. der Phys. (4) 64, 253--287 (1921; JFM 48.0566.02)]. It is remarked that for \(\lambda\in C\setminus W(A)\) Equation (1) is well-posed but the discrete equation (2) is not. So, the DDA is unstable in this case. In the final part of the paper several examples are presented for \(d=1,2,3\). For \(d=1\) the operator \(A\) is the discrete Hilbert transform with \(C=[-1,1]\). For \(d=2\) the examples are \(p(x)=x_1x_2|x|^{-4}\), \(p(x)=(x_1^2-x_2^2)|x|^{-4}\), and \(p(x)=(x_1+ix_2)^2|x|^{-4}\). Then the quasi-static Maxwell system is solved in dimension \(2\) and \(3\). Here the kernel \(K\) is matrix valued.

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