Fast solvers for frequency-domain wave-scattering problems and applications

Lead Research Organisation: University of Bath
Department Name: Mathematical Sciences

Abstract

The computation of wave phenomena is widely needed in many application areas, for example models of radar and telecommunications devices require the computation of electromagnetic waves while the implementations of seismic and medical imaging algorithms use acoustic, elastic, and electromagnetic waves to obtain information about the earth's subsurface and the human body respectively.

Computer models of the propagation of waves arise naturally in the design and implementation of these technologies. Medical imaging technicians use computer models of how the material composition of the human body scatters incoming electromagnetic waves in order to solve the "inverse problem'' of reconstructing the internal makeup of a human being from an observed scattered wave field. Similarly, seismologists use computer models of how the material properties of the earth's subsurface affects the transmission of elastic waves in order to reconstruct the earth's subsurface properties from observed echoes of elastic waves

This technology is hugely useful, for example in the medical context it means we can often diagnose health problems without a need for more invasive techniques. In the seismology case it makes something seemingly impossible become possible - since it is never physically possible to explore all of the earth's subsurface properties by simply boring holes.

However the fast and accurate computer modelling of such wave phenomena is complicated and costly (in terms of computer time), principally (but not solely) because of the highly oscillatory nature of the waves and the complicated media through which they pass. Thus there is a strong need for new methods that speed up such models and that task is a principal focus of this research.

This project will devise and mathematically justify new families of fast methods for implementing these computer wave models, and will make the new methods available through two software platforms which are accessible to a wide range of scientists as well as in an additional specialist high performance computing library.

As well as devising new methods for modelling (which work well on today's multiprocessor computers), the project will also involve direct collaboration with two companies - Schlumberger (a Project Partner, interested in seismology) and ABB (interested in electromagnetic computations) - as well as two academic groups, one in geosciences and one in electromagnetics.

Planned Impact

WHAT IMPACT?

* New knowledge on the formulation, analysis and implementation of fast solvers for frequency-domain wave problems.
* New public-domain software implementing the new algorithms.
* Training the next generation of researchers at the interface of numerical analysis/computational PDEs/wave modelling.
* Applications of this new knowledge in seismic inversion, acoustics, and electromagnetics.

WHO MIGHT BENEFIT FROM THE RESEARCH?

* The large community of academic beneficiaries listed above.
* Schlumberger Gould Research, our Project Partner.
* ABB, a company with whom we collaborate.
* Geoscientists working in forward modelling and in seismic inversion.
* Electrical engineers working in forward and inverse problems in electromagnetics.
* Members of the UK acoustics network interested in computational acoustics.
* Specialists in medical imaging solving inverse problems in electromagnetics.

HOW MIGHT THEY BENEFIT FROM THIS RESEARCH?

* The benefits for the academic community are described above.
* The public-domain implementations of the new methods will be available globally.
* A specific problem in optimising placement of sensors in seismic inversion of particular interest to Schlumberger will be solved.
* New methods for solving Maxwell's equations in highly heterogeneous media (of particular interest to ABB) will be developed.
 
Description 1. (Joint with our partners at University of Strathclyde) We have analysed domain decomposition solvers for Maxwells equations in the high frequency regime and tested the methods on several challenging test problem showing efficiency on thousands of processors. This work was published in a top journal.

2. When we started this project little was known about the theoretical convergence and robustness properties of the Restricted Additive Schwarz domain decomposition algorithm as it is used in several high profile codes (including those of members of our stakeholders group) for solving high-frequency wave problems. We have provided a thorough novel analysis of this method for homogeneous and heterogeneous wave propagation problems in the high frequency regime. This work has been published in top journals in the field and consists of 5 papers. Some of it was obtained in collaboration with colleagues at the Universities of Geneva and Chinese University of Hong Kong.

3. (Joint with our partners at University of Strathclyde, also Unversity of Heidelberg). At the start of this project, spectral coarse spaces consisting of oscillatory bases had been proposed for accelerating domain decomposition algorithms for high frequency wave propagation , but there was little theoretical understanding. We obtained a rigorous analysis of methods based on spectral coarse spaces for heterogeneous indefinite and non self-adjoint problems, and have produced significant implementations of these in the software system freefem++. This work is continuing in collaboration between Bath and Strathclyde through a PhD project at Strathclyde.

4. We have done a complete analysis of the analytical properties of the heterogeneous Helmholtz equation and corresponding error analysis of discretization methods for these problems. This includes collaboration with the University of Zuerich and a substantial collaboration within the Bath team (3 papers and 1 PhD thesis)

5. In collaboration with Schlumberger we have formulated new regularized algorithms for design parameter optimisation in seismic imaging in the framework of bilevel learning and we have developed a novel numerical analysis of these algorithms (2 papers and a PhD thesis). This work has also benefitted from discussions with geophysicists at Univ. Cote d'Azur, introduced to us by our collaborators at Strathclyde.

6. We have devised and analysed novel methods for computing oscillatory integrals in high dimension and applied these to an uncertainty quantification problem for high-frequency Helmholtz (with University of Hong Kong). Simultaneously we have worked on the design and analysis of uncertainty quantification algorithms for the Helmholtz equation using Quasi-Monte Carlo methods (with University of New South Wales).

7. (Together with our partners at Strathclyde) we organised an international workshop to disseminate the findings of this project,. This took place at Strathclyde in June 2022 and was supported financially by International Centre for Mathematical Sciences, London Mathematical Society and Glasgow Math Journal Trust. More than 40 invitation-only participants attended and were supported financially, and all but 2 attended in person. The ICMS post-workshop questionnaire indicated huge satisfaction with the workshop from the attendees.
Exploitation Route Academic researchers needing to solve huge systems arising in wave propagation now have substantial mathematical analysis and example software which can be used to guide their choice of solver.

The work on solvers for high frequency problems will be used by software developers within the modern systems Freefem and HPDDM.

Substantial experimental Helmholtz code has also been created within the system Firedrake and the results communicated to the Firedrake development team.

Validated design parameter algorithms have been communicated to Schlumberger Cambridge Research for consideration for use in their codes. These algorithms have also been communicated to other international scientists working in geophysics through presentations at international conferences.
Sectors Electronics,Energy,Environment

URL https://www.icms.org.uk/workshops/2022/icmsstrathclyde-solvers-frequency-domain-wave-problems-and-applications
 
Description Conference grant : Fast solvers for frequency-domain wave-scattering problems and applications
Amount £5,292 (GBP)
Funding ID 12113 
Organisation London Mathematical Society 
Sector Academic/University
Country United Kingdom
Start 06/2022 
End 06/2022
 
Description Fast solvers for frequency- domain wave-scattering problems and applications
Amount £24,000 (GBP)
Organisation International Centre for Mathematical Sciences (ICMS) 
Sector Academic/University
Country United Kingdom
Start 06/2022 
End 06/2022
 
Description Analysis of RAS-type methods 
Organisation University of Geneva
Department Section of Mathematics
Country Switzerland 
Sector Academic/University 
PI Contribution The Bath team have developed a new analysis of iterative domain decomposition methods for Helmholtz problems, which also gives a new analysis of Restricted Additive Schwarz type methods for these problems. Part of the work was developed in partnership with Prof M. Gander (Geneva)
Collaborator Contribution This work identified and analysed for the first time the fundamental mechanism which ensures the convergence of iterative methods for the Helmholtz equation based on the Restricted Additive Schwarz Method. This method is the fundamental building block for many successful Helmholtz solvers but up to now no rigorous convergence analysis was available. This work makes fundamental steps towards such an analysis.
Impact The following papers have come out of this collaboration: S. Gong, I. G. Graham and E.A. Spence, Convergence of Restricted Additive Schwarz with impedance transmission conditions for discretised Helmholtz problems, appeared in Mathematics of Computation (see list of outputs) S. Gong, M.J. Gander, I.G. Graham, D. Lafontaine and E.A. Spence, Convergence of parallel overlapping domain decomposition methods for the Helmholtz equation, appeared in Numerische Mathematik. (see list of outputs) S. Gong, M.J. Gander, I.G. Graham and E.A. Spence, A variational interpretation of Restricted Additive Schwarz with impedance transmission condition for the Helmholtz problem, in proceedings of 26th Domain Decomposition Conference (see list of outputs)
Start Year 2020
 
Description Design parameter optimization in FWI 
Organisation Schlumberger Limited
Department Schlumberger Cambridge Research
Country United Kingdom 
Sector Academic/University 
PI Contribution E.A. Spence, S. Gazzola and I.G. Graham: Supervision of research student S. Downing, working on problems of direct relevance to Schlumberger
Collaborator Contribution During the lifetime of this Award: Staff from Schlumberger have attended supervision sessions for the PhD student S. Downing and also the stakeholder's meeting for the EPSRC Grant funding this project which was held on October 7 2019. During 2020-2022 there continued to be regular online discussions between the teams at Bath and Schlumberger. S. Downing obtained her PhD in spring 2022.
Impact One paper (with authors Downing-Gazzola-Graham-Spence) has been submitted and an further paper with the same authors is in preparation. Both listed in the list of outputs. Also listed in the outputs is the PhD thesis of Elizabeth Arter (2019) , also funded by Schlumberger which is on a related topic in wave propagation.
Start Year 2019
 
Description Filon Clenshaw Curtis Smolyak rules for multidimensional oscillatory integrals and application to a UQ problem for the Helmholtz equation 
Organisation University of Hong Kong
Country Hong Kong 
Sector Academic/University 
PI Contribution We have developed new methods for computing oscillatory integrals in multi-dimensions. These are based on an extension of Filon-Clenshaw-Curtis rules (earlier proposed and analysed in 1D by I.G. Graham and co-workers) to multidimensions. They have the property that their accuracy improves as the frequency increases. We have used these rules to obtain new uncertainty quantification algorithms for the Helmholtz equation for which the accuracy improves as frequency increases. This is in stark contrast to standard UQ approaches for which the complexity grows fast with frequency.
Collaborator Contribution A paper with Z. Wu, D. Ma and Z. Zhang has been submitted and is listed in the list of outputs.
Impact As above
Start Year 2019
 
Description Spectral coarse spaces for indefinite problems 
Organisation Heidelberg University
Country Germany 
Sector Academic/University 
PI Contribution We have engaged in substantial discussions about the performance of the GENEO preconditioner for indefinite and non-self-adjoint problems. The team of I.G. Graham (Bath), V. Dolean and N. Bootland (Strathclyde) and R. Scheichl and C. Ma (Heidelberg) have collaborated on this topic. The initial discussions took place at CIRM in Luminy at a conference whose organisers included V Dolean (Strathclyde), in September 2019. Two publications have now resulted (and are included in the list of outputs): N. Bootland, V. Dolean, I. G. Graham, C. Ma, R. Scheichl, GenEO coarse spaces for heterogeneous indefinite elliptic problems, appeared in proceedings of 26th Domain Decomposition Conference; N. Bootland, V. Dolean, I. G. Graham, C. Ma and R. Scheichl, Overlapping Schwarz methods with GenEO coarse spaces for indefinite and non-self-adjoint problems, appeared in IMA Journal on Numerical Analysis, 2022. We have had numerous online meetings with our colleagues at Strathclyde, including an organised Team Meeting in December 2020. Some of these meetings have also involved Heidelberg.
Collaborator Contribution Strathclyde and Heidelberg are collaborating as above. We have regular online meetings to expedite progress. Heidelberg has financially supported I.G. Graham in a one-week visit in 2021. The collaboration between Bath and Strathclyde is continuing, through the Strathclyde PhD project of M. Fry, supervised by V. Dolean and M. Langer in which I.G. Graham is involved in the discussions.
Impact see above
Start Year 2019
 
Description Spectral coarse spaces for indefinite problems 
Organisation University of Strathclyde
Country United Kingdom 
Sector Academic/University 
PI Contribution We have engaged in substantial discussions about the performance of the GENEO preconditioner for indefinite and non-self-adjoint problems. The team of I.G. Graham (Bath), V. Dolean and N. Bootland (Strathclyde) and R. Scheichl and C. Ma (Heidelberg) have collaborated on this topic. The initial discussions took place at CIRM in Luminy at a conference whose organisers included V Dolean (Strathclyde), in September 2019. Two publications have now resulted (and are included in the list of outputs): N. Bootland, V. Dolean, I. G. Graham, C. Ma, R. Scheichl, GenEO coarse spaces for heterogeneous indefinite elliptic problems, appeared in proceedings of 26th Domain Decomposition Conference; N. Bootland, V. Dolean, I. G. Graham, C. Ma and R. Scheichl, Overlapping Schwarz methods with GenEO coarse spaces for indefinite and non-self-adjoint problems, appeared in IMA Journal on Numerical Analysis, 2022. We have had numerous online meetings with our colleagues at Strathclyde, including an organised Team Meeting in December 2020. Some of these meetings have also involved Heidelberg.
Collaborator Contribution Strathclyde and Heidelberg are collaborating as above. We have regular online meetings to expedite progress. Heidelberg has financially supported I.G. Graham in a one-week visit in 2021. The collaboration between Bath and Strathclyde is continuing, through the Strathclyde PhD project of M. Fry, supervised by V. Dolean and M. Langer in which I.G. Graham is involved in the discussions.
Impact see above
Start Year 2019
 
Description Theory of domain decomposition for highly indefinite problems 
Organisation Chinese University of Hong Kong
Country Hong Kong 
Sector Academic/University 
PI Contribution Although thi project has been running for some time, some events have happened during the lifetime of this award, and have been supported by it: * The following paper was published: I.G. Graham, E.A. Spence and J. Zou, Domain Decomposition with local impedance conditions for the Helmholtz equation with absorption, SIAM J. Numer. Anal. 58(5), pp 2515-2543 (2020) * I.G. Graham and S. Gong (Bath) visited J. Zou (CUHK) during December 2019 for discussions. * I.G. Graham was a named collaborator on a research grant application of J. Zou submitted to Hong Kong Research Grants Committee
Collaborator Contribution J. Zou and his research group joined the research discussions in December 2019. We have planned a future research direction, which was somewhat delayed by the covid pandemic. The Chinese University supported the travel and subsistence costs of I.G. Graham and S. Gong.
Impact Domain Decomposition with local impedance conditions for the Helmholtz equation I.G. Graham, E.A. Spence, J. Zou SIAM J. Numer. Anal. 58, pp 2515-2543 (2020)
Start Year 2019
 
Description Uncertainty Quantification for wave problems 
Organisation University of New South Wales
Country Australia 
Sector Academic/University 
PI Contribution A collaboration with University of NSW , Australia (also involving University of Leuven, Belgium) on uncertainty quantification problems related to waves began in 2019 and was supported by this grant. The PI has had earlier collaboration with this group but this is the first collaboration on wave propagation. The work is in the paper of Graham, Kuo et al (in praparation)
Collaborator Contribution The theory of Quasi-Monte Carlo methods for Helmholtz equation
Impact A paper on Quasi-Monte Carlo methods for UQ of the Helmholtz equation is in preparation (Graham, Kuo et al). Work from Bath which is relevant to this collaboration is the work of Graham, Pembery and Spence (2019, 2021), the PhD thesis of Pembery (2020) and the paper of Pembery and Spence (2020).
Start Year 2019
 
Description Wave equation solvers in Full Waveform Inversion 
Organisation University of Côte d'Azur
Country France 
Sector Academic/University 
PI Contribution The Bath team travelled to Nice in October 2019 to meet the team of Geophysicists headed by Prof S. Operto. We had intensive discussions about fast solvers and novel inverse solvers in the context of FWI. The team from Bath was I.G. Graham, S. Gazzola, E.A. Spence and S. Downing. Graham and Spence gave invited talks in the Geophysics Department in Nice.
Collaborator Contribution Professor Operto's team (Nice) provided a 2 day discussion session on FWI and related problems. V. Dolean (Strathclyde) provided expertise on fast solvers in the discussion. The discussions at NIce have helped the Bath team formulate a numerical analysis of FWI which appeared in the Bath thesis of S. Dowling, and impacted on the two paper by Downing-Gazzola-Graham-Spence listed in the output list.
Impact The thesis of S. Downing and two papers of Downing-Gazzola-Graham-Spence listed as outputs.
Start Year 2019
 
Description Wave equation solvers in Full Waveform Inversion 
Organisation University of Strathclyde
Country United Kingdom 
Sector Academic/University 
PI Contribution The Bath team travelled to Nice in October 2019 to meet the team of Geophysicists headed by Prof S. Operto. We had intensive discussions about fast solvers and novel inverse solvers in the context of FWI. The team from Bath was I.G. Graham, S. Gazzola, E.A. Spence and S. Downing. Graham and Spence gave invited talks in the Geophysics Department in Nice.
Collaborator Contribution Professor Operto's team (Nice) provided a 2 day discussion session on FWI and related problems. V. Dolean (Strathclyde) provided expertise on fast solvers in the discussion. The discussions at NIce have helped the Bath team formulate a numerical analysis of FWI which appeared in the Bath thesis of S. Dowling, and impacted on the two paper by Downing-Gazzola-Graham-Spence listed in the output list.
Impact The thesis of S. Downing and two papers of Downing-Gazzola-Graham-Spence listed as outputs.
Start Year 2019
 
Description International Workshop 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Study participants or study members
Results and Impact As agreed in the project plan we organised an international workshop to disseminate the results of our project to other international researchers. This took place in Glasgow from June 20-24 2022 and was supported by International Centre for Mathematical Sciences (£24,000 plus admin support), Glasgow Mathematical Journal Trust (£4,000) and LMS (£ 5,292) . Thanks to this funding we were able to support the travel and subsistence of all participants. This workshop had 43 participants was was a huge success, as indicated by uniformly positive responses in the post-workshop questionnaire administered by ICMS. The professional admin support provided by ICMS allowed the organisers (V. Dolean, I.G. Graham, S. Gazzola and E. Spence) to concentrate on the scientific activity for the entirety of the workshop.
Year(s) Of Engagement Activity 2022
URL https://www.icms.org.uk/workshops/2022/icmsstrathclyde-solvers-frequency-domain-wave-problems-and-ap...
 
Description Organisation of a Mini-Symposium at 26th International Conference on Domain Decomposition 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact I have co-organised the mini-symposium "Preconditioning Methods for Frequency Domain Wave Problems". Around 30 participants from the conference have attended this session. The main purpose was to gather international researchers working on this topic but also disseminate the results obtained in the project so far.
Year(s) Of Engagement Activity 2020
URL https://www.math.cuhk.edu.hk/conference/dd26/?Conference-Home
 
Description Organisation of a Minisymposium at SIAM CSE 2021 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact I have co-organised the mini-symposium entitled "Scalable Solvers for the Helmholtz Problem" at the SIAM Computational Science and Engineering 2021. Around 30 participants from the conference have attended this session. The main purpose was to gather international researchers working on this topic but also disseminate the results obtained in the project so far.
Year(s) Of Engagement Activity 2021
URL https://www.siam.org/conferences/cm/conference/cse21
 
Description Stakeholders meeting for this project 
Form Of Engagement Activity A formal working group, expert panel or dialogue
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Industry/Business
Results and Impact On October 7 2019 at Bath we held the first Stakeholders meeting for our grant. Attendees included industrialists from Schlumberger and ABB, software developers from Imperial College and Toulouse as well as the academic members, PDRAs and research students from our teams.

Update February 2021: In normal circumstances we would have had a second stakeholders group meeting, autumn of 2020, but this was postponed due to covid. We keep regular online touch with stakeholders.
Year(s) Of Engagement Activity 2019