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An Augmented Coupling Interface Method for Elliptic Interface Problems I-Liang Chern National Taiwan University
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A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Feb 08, 2020

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Page 1: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

An Augmented Coupling Interface Method for

Elliptic Interface ProblemsI-Liang Chern

National Taiwan University

Page 2: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Goal

Propose a coupling interface method to solve the above elliptic interface problems.

Three applications: Computing electrostatic potential for Macromolecule in solvent Simulation of Tumor growthComputing surface plasmon mode at nano scale

Page 3: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Collaborators

Chieh-Cheng Chang: Inst. of Applied Mechanics, National Taiwan Univ.Ruey-Lin Chern, Inst. Of Applied Mechanics, National Taiwan Univ.Yu-Chen Shu: Center for Research on Applied Sciences, Academia SinicaHow-Chih Lee, Math, National Taiwan Univ.Xian-Wen Dong, Math, National Taiwan Univ.

Ref. Chern and Shu, J. Comp. Phys. 2007Chang, Shu and Chern, Phys. Rev. B 2008

Page 4: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Elliptic Interface Problems

ε and u are discontinuous,

f is singular across Γ

Page 5: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Dielectric coefficients

Vacuum: 1Air :1-2Silicon: 12-13Water: 80Metal:

ε

610−

Page 6: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Elliptic irregular domain problems

Poisson equation

Dirichlet or Neumann boundary condition

can be quite general and complex.

in u fΔ = Ω

Ω

Page 7: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Biomolecule in solvent: Poisson-Boltzmann Equation

N. Baker, M. Holst, and F. Wang, Adaptive multilevel finite element solution of the Poisson-Boltzmann equation II: refinement at solvent accessible surfaces in biomolecular systems. J. Comput. Chem., 21 (2000), pp. 1343-1352. (Paper at Wiley)

Page 8: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Biomolecule in solventPoisson-Boltzmann model

Macromolecule: 50 AHydrogen layer: 1.5 – 3AMolecule surface: thinDielectric constants:

2 inside molecule80 in water

Page 9: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Tumor growth simulation (free boundary)(Lowengrub et al)

pressure :nutrient :

Page 10: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

T=6 T=6 T=3

T=6 T=6

Initial condition: R=2.

Bifurcation of tumor growthT=6

(growth rate/adhersive force), A(apoptosis)G

Page 11: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Surface plasmonsSurface plasmons are surface electromagnetic waves that propagate parallel along a metal/dielectric (or metal/vacuum) interface. E field excites electron motion on metal surfaceFields decay exponentially from the interface: surface evanescent waves.

Page 12: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Surface plasmon

Macroscopic Maxwell Equation

0

2

0 )(1)(

μμ

ωωωω

εωετ

=

⎟⎟⎠

⎞⎜⎜⎝

+−=

ip0

0

t

t

DBE BH D

∇⋅ =⎧⎪∇⋅ =⎪⎨∇× = −⎪⎪∇× =⎩

D EB H

εμ

==

[ ][ ] 0

0condition Interface

=⋅=⋅

tHtE

Page 13: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Plasma frequency

Quoted from Ordal et al., Applied Optics, 1985, Volume 24, pp.4493~4499

Page 14: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Optical communication frequency

A goal of nanotechnology: fabrication of nanoscale photonic circuitsoperating at optical frequencies. Faster and Smaller devices.

Quoted from Jorg Saxler 2003

13

6

10

,10)(

=

−=

ω

ωεm

Page 15: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Quadratic Eigenvalue problem for k:

2

2

0

0z z

z z

E E

H H

⎧∇ +Λ =⎪⎨∇ +Λ =⎪⎩

[ ] [ ] 0z zE H= =

z z

z z

kE H

kH E

εω

μω

⎡ ⎤ ⎡ ⎤∇ ⋅ = − ∇ ⋅⎢ ⎥ ⎢ ⎥Λ Λ⎣ ⎦ ⎣ ⎦⎡ ⎤ ⎡ ⎤∇ ⋅ = ∇ ⋅⎢ ⎥ ⎢ ⎥Λ Λ⎣ ⎦ ⎣ ⎦

n s

n s

( ) ( ) ( )

( ) ( ) ( )

, ,

, ,

x y

x y

i k L k Lz z

i k L k Lz z

E x L y L E x y e

H x L y L H x y e

+

+

⎧ + + =⎪⎨⎪ + + =⎩

Interior: Interface conditions:

Boundary conditions:

2 2kω εμΛ = −

Page 16: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Surface Plasmon:

EM wave are confined on surface.

Page 17: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Elliptic Interface Problems

ε and u are discontinuous,

f is singular across Γ

Page 18: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Three classes of approaches

Boundary integral approach

Finite element approach:

Finite Difference approach:Body-fitting approach Fixed underlying grid: more flexible for moving interface problems

Page 19: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Regular Grid Methods for Solving Elliptic Interface Problems

Regularization approach (Tornberg-Engquist, 2003)Harmonic Averaging (Tikhonov-Samarskii, 1962)Immersed Boundary Method (IB Method) (Peskin, 1974)Phase field method

Dimension un-splitting approachImmersed Interface Method (IIM) (LeVeque-Li, 1994)Maximum Principle Preserving IIM (MIIM) (Li-Ito, 2001)Fast iterative IIM (FIIM) (Li, 1998)

Dimension splitting approachGhost Fluid Method (Fedkiw et al., 1999, Liu et al. 2000)Decomposed Immersed Interface Method (DIIM) (Berthelsen, 2004)Matched Interface and Boundary Method (MIB) (YC Zhou et al., 2006)Coupling interface method (CIM) (Chern and Shu 2007)

Page 20: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Coupling Interface Method (CIM)

CIMCIM1 (first order)CIM2 (2nd order)Hybrid CIM (CIM1 + CIM2) for complex interface problems

Augmented CIMAuxiliary variables on interfaces

Page 21: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Numerical Issues for dealing with interface problems

Accuracy: second-order in maximum norm.

Simplicity: easy to derive and program.

Stability: nice stencil coefficients for linear solvers.

Robustness: capable to handle complex interfaces.

Speed: linear computational complexity

Page 22: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

CIM outline

1d: CIM1, CIM22d: CIM22d: Augmented CIMd dimensionHybrid CIMNumerical validation

Page 23: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

CIM1: one dimension

Page 24: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

CIM2: One dimension

Quadratic approximation and match two grid data on each side

Match two jump conditions

Page 25: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

CIM2: One dimension

Page 26: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

CIM2: 2 dimensions

Coupling Interface Method

Stencil at a normal on-front points (bullet) (8 points stencil)

Page 27: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

CIM2 Case 1:

Coupling Interface Method

Page 28: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

CIM2 (Case 1):

Dimension splitting approach

Decomposition of jump condition

One side interpolation

Coupling Interface Method

Page 29: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

CIM2 (Case 1):

Bounded by 1 and ε+/ε-.

Coupling Interface Method

Page 30: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

CIM2 (Case 2):

Coupling Interface Method

Page 31: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Dimension splitting approach

Decomposition of jump conditions

One-side interpolation

CIM2 (Case 2):

Ω-

Ω+

Coupling Interface Method

The second order derivatives are coupled by jump conditions

Page 32: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

CIM2 (Case 2): results a coupling matrix

Theorem: det(M) is positive when local curvature is zero or h is small

Coupling Interface Method

Page 33: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Augmented CIM

Page 34: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Augmented CIM

Auxiliary interfacial variables are distributed on the interface almost uniformly.

The jump information at the intersections of grid line and interface is expressed in terms of interfacial variables at nearby interfacial grid.

Page 35: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Apply 1-d method in x- and y-directions

( ) ( )R

RPR

RPRP yx

EyyxExx

xE

xE

⎥⎦

⎤⎢⎣

⎡∂∂

∂−+⎥

⎤⎢⎣

⎡∂∂

−+⎥⎦⎤

⎢⎣⎡

∂∂

=⎥⎦⎤

⎢⎣⎡

∂∂ 2

2

2

εεεε

2

, , , 1: 2,2

2

, , , , 1: 22

( ,[ ] )

( ,[ ] )

i j i j x i i j x P

i j i j y i j j y Q

E L E uxE L E u

y

ε

ε

− +

− +

∂=

∂∂

=∂

( ) ( )2 2

2Q R P RRQ R R

E E E Ey y x xy x y x y

ε ε ε ε⎡ ⎤ ⎡ ⎤⎡ ⎤∂ ∂ ∂ ∂⎡ ⎤= + − + −⎢ ⎥ ⎢ ⎥⎢ ⎥ ⎢ ⎥∂ ∂ ∂ ∂ ∂⎣ ⎦⎣ ⎦ ⎣ ⎦ ⎣ ⎦

Page 36: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Resulting scheme

Page 37: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

CIM1: d dimensions

Dimension splitting approach

Decomposition of jump conditions

One-side interpolation

Page 38: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

CIM2: d dimensions

Dimension splitting approach

Decomposition of jump conditions

One-side interpolation

Page 39: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

CIM2: d dimensions, coupling matrix

Page 40: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Complex interface problemsClassification of grid

Interior points (bullet) (contral finite difference)

Nearest neighbors are in the same side

On-front points (circle and box)

Normal (circle) (CIM2).Exceptional (box) (CIM1).

Page 41: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Classification of grids for complex interface (number of grids)

Interior grids: Normal on-fronts (CIM2):Exceptional (CIM1):

The resulting scheme is still 2nd order

( )dO h−

1( )dO h −

(1)O

Page 42: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Numerical Validation

Stability of CIM2 in 1dOrientation error of CIM2 in 2dConvergence tests of CIM1Comparison results (CIM2)Complex interfaces results (Hybrid CIM)

Page 43: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Stability Issue of CIM2 in 1-dLet ( , ) be the resulting matrix.A Nα

Insensitive to the location of the interface in a cell.

Page 44: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Orientation error from CIM2 is small

Insensitive to the orientation of the interface.

Page 45: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Convergence tests for CIM1: interfaces

Page 46: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Convergence of CIM1 (2) (order 1.3)log log plot of error versus N−

Page 47: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Example 5 (for CIM2)

1000,10,1=b

Page 48: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Example 5, figures

Page 49: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Example 5 (for CIM2)

Page 50: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Example 5 (CIM2)

Page 51: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Example 5 (CIM2)

Page 52: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Comparison results

Second order for u and its gradients in maximum norm for CIM2

Insensitive to the contrast of epsilon

Less absolute error despite of using smallersize of stencil

Linear computational complexity

Page 53: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Hybrid CIM

Page 54: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Number of exceptional points O(1) in general

Page 55: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Convergence of hybrid CIM (order 1.8)

Page 56: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Hybrid CIM

Capable to handle complex interface problems in three dimensions

Produce less absolute error than FIIM.

Second order accuracy due to number of exceptional points is O(1) in mostapplications.

Page 57: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Some applications

Find electrostatic potential for macromolecule in solvent

Tumor growth simulation

Finding dispersion relation for surface plasmonic wave propagation

Page 58: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Biomolecule in solvent: Poisson-Boltzmann Equation

N. Baker, M. Holst, and F. Wang, Adaptive multilevel finite element solution of the Poisson-Boltzmann equation II: refinement at solvent accessible surfaces in biomolecular systems. J. Comput. Chem., 21 (2000), pp. 1343-1352. (Paper at Wiley)

u

u

ee−

:ondistributiion negative :ondistributiion positive

Page 59: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Poisson-Boltzmann equation

=K

Page 60: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Numerical procedure

Construction of molecular surface (by MSMS)Treatment of singular charges

Nonlinear iteration by damped Newton’s method for the perturbed equationCoupling interface method to solve elliptic interface problemAlgebraic multigrid for solving linear systems

Page 61: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Construction of molecular surface: MSMS

Page 62: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Treatment of Singularity

Page 63: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Damped Newton’s method

Ref. Holst

Page 64: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Numerical Validation—Artificial molecule

Page 65: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Numerical Validation

Page 66: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Hydrophobic protein (PDB ID: 1 crn)

Page 67: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Hydrophilic protein (PDB ID: 1DGN)

Page 68: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Summary of computing Poisson-Boltzmann equation

Ingredients: CIM + AMG + damped Newton’s iterationSecond order accuracy for potential and electric field for molecules with smooth surfaces3-4 Newton’s iterations only

Page 69: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Tumor growth Simulation

Lowengrub et al.

Page 70: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Tumor growth model (1)

2

Assume the tumor depends on only one kind of nutrient .The governing equation of is

,

where ( ) .: the diffusion coeficient. ( ) : blood-tissue transfer.: nutrient con

B B

B B

Dt

D

σ

σ

σσ

σ σ

λ σ σ λσ

λ σ σλσ

∂= ∇ +Γ

∂Γ=− − −

−sumption of cells.

Nutrient model

Page 71: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Cell evolution

P cells

(proliferating)

D cells(dead)

Q cells(quiescent)

Birth

Apoptosis

starvation

Cell death

Degrade

recovery

Page 72: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Tumor growth model (2)

Then the governing equations for P, Q and D are

P ( ) ( ( ) ( ) ( )) ( )t

( ) ( ) [ ( ) ( )]t

( ) ( ) ( ) .t

Since P+Q+D=1, in fact we have only two indepen

B Q A P

Q P D

A D R

Pv K K K P K Q

Q Qv K P K K Q

D Dv K P K Q K D

σ σ σ σ

σ σ σ

σ σ

∂+∇ ⋅ = − − +

∂∂

+∇ ⋅ = − +∂∂

+∇ ⋅ = − −∂

v

v

v

dent equations.Summing three equations together,

( ) (( ) ) ( ) .B RP Q D P Q R v v K P K D

tσ∂ + +

+∇ ⋅ + + = ∇ ⋅ = −∂

v v

Reaction diffusion model for cell populations

Page 73: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Tumor growth model (3)

Momentum equation: Darcy’s law

Boundary condition:p vα−∇ =

r

p γκ=

is the mean curvature of the interfaceκ

Free boundary problem

Page 74: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Quasi-steady approximation

Assume Q = 0 (sufficient nutrient available)D is digested very fast 1>>RK

0,0,1 ≈=≈ DQP

( ) ( ) ( ) PKKDKPKv ABRB ][ σσσ −≈−=⋅∇

Page 75: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Quasi-steady approximationfor tumor growth

pressure theis nutient theis

Page 76: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Dimensionless formulation (Lowengrub et al)

Page 77: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Numerical procedure

Level set method for interface propagationWENO5 + RK3 for interface propagationLeast square method for velocity extensionCoupling interface method for elliptic problems on arbitrary domain

Page 78: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Numerical Validation (1)

Page 79: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Numerical Validation (2)

Page 80: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Numerical Validation (3)

Page 81: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

T=6 T=6 T=3

T=6 T=6

Initial condition: R=2.

Bifurcation of tumor growth

T=6

(growth rate/adhersive force), A(apoptosis)G

Page 82: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Surface plasmonsSurface plasmons are surface electromagnetic waves that propagate parallel along a metal/dielectric (or metal/vacuum) interface. E field excites electron motion on metal surface

Page 83: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Drude model

0)( =⋅∇ Eε

Page 84: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Plasma frequency

Quoted from Ordal et al., Applied Optics, 1985, Volume 24, pp.4493~4499

Page 85: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Drude model for gold

Quoted from Jorg Saxler 2003

Drude model is good approximation for 1410<pω

Page 86: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Optical communication frequency

A goal of nanotechnology: fabrication of nanoscale photonic circuitsoperating at optical frequencies. Faster and Smaller devices.

Quoted from Jorg Saxler 2003

13

6

10

,10)(

=

−=

ω

ωεm

Page 87: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Wave propagation in metal

Region of attenuation Region of propagation

0.5 1.5 2.01.0

1.0

-1.0

( )ε ω

p

ωω

is the frequency of collective oscillations of the electron gas.

Drude modelfor permittivity

( ) 2

2

1ωω

ωε p−=

D = εE

Page 88: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Maxwell equation in matter

Macroscopic Maxwell Equation

0

2

0 )(1)(

μμ

γωωω

εωε

=

⎟⎟⎠

⎞⎜⎜⎝

+−=

ip0

0

t

t

DBE BH D

∇⋅ =⎧⎪∇⋅ =⎪⎨∇× = −⎪⎪∇× =⎩

D EB H

εμ

==

[ ][ ] 0

0condition Interface

=⋅=⋅

tHtE

Page 89: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Dispersion relation: Bulk case

)(00 ),(),( tkzieHEHE ω−=

Page 90: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

ε + : dielectric: metal( )0ε − <

ε +

z

y

x

ε −

Dispersion relation: 1 interfaceSurface Plasmon modes

( )

( )2

22

222

⎟⎠⎞

⎜⎝⎛=+

⎟⎠⎞

⎜⎝⎛=+

ckk

ckk

mm

dd

ωε

ωε

mdieeHEHE tiikzyiki

,),(),( 00

== − ω

Page 91: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Dispersion relation: 1 interface case

Page 92: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Dispersion relation: Slab -1

Page 93: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Slab-20 1 0 0 2 0 0 3 0 0 4 0 0 5 0 0 6 0 0 7 0 0 8 0 0

-0 . 2

-0 . 1 5

-0 . 1

-0 . 0 5

0

0 . 0 5

0 . 1

0 . 1 5

0 . 2

0 1 0 0 2 0 0 3 0 0 4 0 0 5 0 0 6 0 0 7 0 0 8 0 00

0 . 0 2

0 . 0 4

0 . 0 6

0 . 0 8

0 . 1

0 . 1 2

0 . 1 4

0 . 1 6

Page 94: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Surface plasmons

From Wikipedia, the free encyclopedia

The excitation of surface plasmons by light is denoted as a surface plasmon resonance (SPR) for planar surfaces or localized surface plasmon resonance (LSPR) for nanometer-sized metallic structures.Since the wave is on the boundary of the metal and the external medium (air or water for example), these oscillations are very sensitive to any change of this boundary, such as the adsorption of molecules to the metal surface.

This phenomenon is the basis of many standard tools for measuring adsorption of material onto planar metal (typically gold and silver) surfaces or onto the surface of metal nanoparticles. It is behind many color based biosensorapplications and different lab-on-a-chip sensors.

Page 95: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Surface plasmon

Page 96: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Wave propagation in periodic nanostructure

xy

z

x y

z

Metal-dielectric materials

Page 97: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Surface Plasmon

EM wave are confined on surface.

Page 98: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Goal: study band structure

Signal propagation via surface plasmonicwavesEnergy absorbing problem

( )k k ω=

Page 99: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Waveguide: homogeneous in z direction( ) ( )

( ) ( )

, , ,

, ,

i kz tx y z

i kz tx y z

E E E E e

H H H H e

ω

ω

=

=

z zx

z zy

z zx

z zy

E HiE kx y

E HiE ky x

H EiH kx y

H EiH ky x

ωμ

ωμ

ωε

ωε

⎧ ∂ ∂⎛ ⎞= +⎪ ⎜ ⎟Λ ∂ ∂⎝ ⎠⎪

⎪ ∂ ∂⎛ ⎞= −⎪ ⎜ ⎟Λ ∂ ∂⎪ ⎝ ⎠

⎨∂ ∂⎛ ⎞⎪ = −⎜ ⎟⎪ Λ ∂ ∂⎝ ⎠⎪∂ ∂⎪ ⎛ ⎞

= +⎜ ⎟⎪ Λ ∂ ∂⎝ ⎠⎩

2 2kω εμΛ = −

Page 100: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Reduced equations for

2 22 2

2 22 2

z zz

z zz

E k H E

H k E H

ε εω

μ μω

⎧ ∇ ∇⎛ ⎞ ⎛ ⎞∇ ⋅ +∇ × = −⎜ ⎟ ⎜ ⎟⎪ Λ Λ⎪ ⎝ ⎠ ⎝ ⎠⎨

∇ ∇⎛ ⎞ ⎛ ⎞⎪∇ ⋅ +∇ × = −⎜ ⎟ ⎜ ⎟⎪ Λ Λ⎝ ⎠ ⎝ ⎠⎩

From Faraday’s Law and Ampere’s Law(curl equations)

⎟⎟⎠

⎞⎜⎜⎝

⎛∂∂

∂∂

=∇yx

,2

( , )z zE H

Page 101: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Interface Conditions[ ] [ ][ ][ ]

0, 0

0

0

1

1

z

z

z z

z z

E T H T

E

H

E k H

H k E

εω

μω

⋅ = ⋅ =

=⎧⎪

=⎪⎪⎪ ⎡ ⎤ ⎡ ⎤⇒ ⎨ ∇ ⋅ = − ∇ ⋅⎢ ⎥ ⎢ ⎥Λ Λ⎣ ⎦ ⎣ ⎦⎪⎪ ⎡ ⎤ ⎡ ⎤⎪ ∇ ⋅ = ∇ ⋅⎢ ⎥ ⎢ ⎥Λ Λ⎪ ⎣ ⎦ ⎣ ⎦⎩

n s

n s

Continuous along the tangential directionns

Page 102: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Boundary Condition

( ) ( ) ( )

( ) ( ) ( )

, ,

, ,

x y

x y

i k L k Lz z

i k L k Lz z

E x L y L E x y e

H x L y L H x y e

+

+

⎧ + + =⎪⎨⎪ + + =⎩

Bloch Boundary Condition: Suppose the domain is [ ] [ ]0,0, L L×

Page 103: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Quadratic Eigenvalue problem for k:

2

2

0

0z z

z z

E E

H H

⎧∇ +Λ =⎪⎨∇ +Λ =⎪⎩

[ ] [ ] 0z zE H= =

z z

z z

kE H

kH E

εω

μω

⎡ ⎤ ⎡ ⎤∇ ⋅ = − ∇ ⋅⎢ ⎥ ⎢ ⎥Λ Λ⎣ ⎦ ⎣ ⎦⎡ ⎤ ⎡ ⎤∇ ⋅ = ∇ ⋅⎢ ⎥ ⎢ ⎥Λ Λ⎣ ⎦ ⎣ ⎦

n s

n s

( ) ( ) ( )

( ) ( ) ( )

, ,

, ,

x y

x y

i k L k Lz z

i k L k Lz z

E x L y L E x y e

H x L y L H x y e

+

+

⎧ + + =⎪⎨⎪ + + =⎩

Interior: Interface conditions:

Boundary conditions:

2 2kω εμΛ = −

Page 104: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Ingredients of Numerical method

Interfacial operator: to reduce interface condition to a quadratic eigenvalue problem

Augmented Coupling interface method: to discretize the equation under Cartesian grid and interface condition under uniform interfacial grids.

Page 105: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Interfacial operator:

z z

z z

kE H

kH E

εω

μω

⎡ ⎤ ⎡ ⎤∇ ⋅ = − ∇ ⋅⎢ ⎥ ⎢ ⎥Λ Λ⎣ ⎦ ⎣ ⎦⎡ ⎤ ⎡ ⎤∇ ⋅ = ∇ ⋅⎢ ⎥ ⎢ ⎥Λ Λ⎣ ⎦ ⎣ ⎦

n s

n s

2 2

2 2

E E E E H Hk kn n n n s s

H H H H E Ek kn n n n s s

ω ε ε μ μ ε ε ω ε μ ε μ

ω μ μ ε ε μ μ ω ε μ ε μ

+ − + − + −+ − − + + − − − + +

+ − + − + −+ − − + + − − − + +

⎧ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞∂ ∂ ∂ ∂ ∂ ∂− = − − −⎪ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟∂ ∂ ∂ ∂ ∂ ∂⎪ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠

⎨⎛ ⎞ ⎛ ⎞ ⎛ ⎞∂ ∂ ∂ ∂ ∂ ∂⎪ − = − + −⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎪ ∂ ∂ ∂ ∂ ∂ ∂⎝ ⎠ ⎝ ⎠ ⎝ ⎠⎩

Interfacial VariablesInterfacial operator

To form a quadratic eigenvalue problem for k.

C.C.Chang et.al. in 2005 (PRB 72, 205112)

Page 106: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Augmented CIM

Auxiliary interfacial variables are distributed on the interface almost uniformly.

The jump information at the intersections of grid line and interface is expressed in terms of interfacial variables at nearby interfacial grid.

Page 107: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Variables setup

Page 108: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Apply 1-d method in x- and y-directions

( ) ( )R

RPR

RPRP yx

EyyxExx

xE

xE

⎥⎦

⎤⎢⎣

⎡∂∂

∂−+⎥

⎤⎢⎣

⎡∂∂

−+⎥⎦⎤

⎢⎣⎡

∂∂

=⎥⎦⎤

⎢⎣⎡

∂∂ 2

2

2

εεεε

2

, , , 1: 2,2

2

, , , , 1: 22

( ,[ ] )

( ,[ ] )

i j i j x i i j x P

i j i j y i j j y Q

E L E uxE L E u

y

ε

ε

− +

− +

∂=

∂∂

=∂

( ) ( )2 2

2Q R P RRQ R R

E E E Ey y x xy x y x y

ε ε ε ε⎡ ⎤ ⎡ ⎤⎡ ⎤∂ ∂ ∂ ∂⎡ ⎤= + − + −⎢ ⎥ ⎢ ⎥⎢ ⎥ ⎢ ⎥∂ ∂ ∂ ∂ ∂⎣ ⎦⎣ ⎦ ⎣ ⎦ ⎣ ⎦

Page 109: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Resulting scheme

Page 110: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Equations for interfacial variable

Page 111: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Approximation

Page 112: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Approximation

Page 113: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Resulting linear combination

Page 114: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Numerical Validation:1D test: parallel slab

0 100 200 300 400 500 600 700 800-0.2

-0.15

-0.1

-0.05

0

0.05

0.1

0.15

0.2

k = 6.481958

0 100 200 300 400 500 600 700 8000

0.02

0.04

0.06

0.08

0.1

0.12

0.14

0.16

k = 6.482042

Ez field

Page 115: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Convergence result-1: 1d method, 2nd orderTM Mode. ω = 0.2, ω τ = 0width of metal / width of unit cell = 0.5

Insensitive to the relative location of the interface in a cell α

Page 116: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Convergent order: 1d method, 2nd order

y = –2.1500x + 7.9918

Least square fit for errors from NxN runs, N=40,60,80,…,360

Page 117: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Convergence Result-2: 1d method, 2nd order, different width of metal with damping

TM Mode. ω = 0.2, ω τ = 0.003, α = 0.5

Page 118: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Numerical Validation:2d test: layer structure

Computational parameters of layer structureThe metal layer is located at the center of the unit cell and the width of metal layer is 0.4a. Target frequency is 0.7. There is no damping effect. Periodic boundary condition (kx = ky = 0) is applied at the cell boundary. N = 40, 80, 100, 120, 140, 160, 320, 400, 500, 600.

The exact solution is k = 1.888.

Page 119: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Converge result for layer structure using 2d method

Page 120: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Study of frequency band

Study signal propagation via plasmoniccrystal wave guide

Energy absorbing problem via plasmoniccrystal

Page 121: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Study of frequency band: parallel slab

Page 122: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Dispersion relation with different metal ratio

Page 123: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Dispersion relation with different metal ratio

Page 124: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Negative group velocity

For metal ratio > 0.5, the dispersion relation has negative group velocity. This means that energy can propagate in reverse direction.

Page 125: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Skin depth: k larger, skin thinner

Page 126: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Damping effect for SPPk larger, damp faster

( )

yellowcyan

redcka

ca

:)10,10[:)10,10[

:)10,0[2/Im

00296.02

23

36

6

−−

−−

=

ππωτ

Page 127: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Damping effect

The band lines closer to light line can travel longerFor surface plasmon, the larger k, the faster the waves decay

Page 128: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Study of frequency band: parallel square

More SPP bands

Page 129: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Damping effect

Waves corresponding to bands closer to light line survive longer.

Page 130: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Computational parameters of eigenmodes of box

The box is located at the center of the unit cell and the metal is inside the box. Length of box/length of unit cell = 0.4. Target frequency is 0.7. There is no damping effect. Periodic boundary condition (kx = ky = 0) is applied at the cell boundary. N = 400.

Page 131: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Upper(k=0.7000), Lower(k=0.7001), Eigenmodes of box

Page 132: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Upper(k=0.7008), Lower(k=0.7161), Eigenmodes of box

Page 133: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Study of frequency band: wavy slab

Page 134: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Damping effect for wavy structure

Page 135: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel
Page 136: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Signal propagation via plasmonic wave

As k increases, group velocity becomes slower, skin thickness becomes thinner, propagation length becomes shorterTransmission of signal via plasmonic wave is a trade-off problem between thinner thickness, faster group velocity and longer propagation lengthWavy structure provides more frequency for signal propagation

Page 137: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Energy absorbing problem

Standing waves are concernedCurvature in wavy structure provides more frequency bands near k = 0 Wavy structure can absorb energy from wider range of frequency bands

Page 138: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Conclusions

Augmented coupling interface method: 2nd orderInterfacial operator: reduce the problem to a standard quadratic eigenvalue problemCoupling interface method:

Cartesian grid in interior regionInterfacial grid on interfaceDimension-by-dimension approachDimensional coupling through solving coupling equation for second order derivatives

Wavy structure provides more frequency bands for signal propagation and energy absorption

Page 139: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Summary

Propose coupling interface method for solving elliptic interface problems

CIM1, CIM2Augmented CIM

ApplicationsMacromolecule in solventTumor growth simulationComputing dispersion relation for surface plasmonat THz frequency ranges.

Page 140: A Coupling Interface Method for Elliptic Interface ProblemsDirichlet or Neumann boundary condition ... Poisson-Boltzmann Equation N. Baker, M. Holst, and F. Wang, Adaptive multilevel

Thank you for your attention!