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[[Image:Helmholtz source.png|right|thumb|Two sources of radiation in the plane, given mathematically by a function ''ƒ'' which is zero in the blue region.]]
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[[Image:Helmholtz solution.png|right|thumb|The [[real part]] of the resulting field ''A'', ''A'' is the solution to the inhomogeneous Helmholtz equation <math>(\nabla^2 + k^2) A = -f.</math>]]
The '''Helmholtz equation''', named for [[Hermann von Helmholtz]], is the  [[partial differential equation]]
:<math>\nabla^2 A + k^2 A = 0</math>
where &nabla;<sup>2</sup> is the [[Laplace operator|Laplacian]], ''k'' is the [[wavenumber]], and ''A'' is the [[amplitude]].
 
==Motivation and uses==
 
The Helmholtz equation often arises in the study of physical problems involving [[partial differential equation]]s (PDEs) in both space and time.  The Helmholtz equation, which represents the '''time-independent''' form of the original equation, results from applying the technique of [[separation of variables]] to reduce the complexity of the analysis.
 
For example, consider the [[wave equation]]
:<math>\left(\nabla^2-\frac{1}{c^2}\frac{\partial^2}{\partial{t}^2}\right)u(\mathbf{r},t)=0.</math>
 
Separation of variables begins by assuming that the wave function ''u''('''r''',&nbsp;''t'') is in fact separable:
:<math>u(\mathbf{r},t)=A (\mathbf{r}) T(t).</math>
 
Substituting this form into the wave equation, and then simplifying, we obtain the following equation:
:<math>{\nabla^2 A \over A } = {1 \over c^2 T } { d^2 T \over d t^2  }.</math>
 
Notice the expression on the left-hand side depends only on '''r''', whereas the right-hand expression depends only on ''t''.  As a result, this equation is valid in the general case if and only if both sides of the equation are equal to a constant value. From this observation, we obtain two equations, one for ''A''('''r'''), the other for ''T''(''t''):
:<math>{\nabla^2 A \over A } = -k^2 </math>
and
:<math> {1 \over c^2 T } { d^2 T \over dt^2  } = -k^2</math>
where we have chosen, without loss of generality, the expression −''k''<sup>2</sup> for the value of the constant. (It is equally valid to use any constant ''k'' as the separation constant; −''k''<sup>2</sup> is chosen only for convenience in the resulting solutions.)
 
Rearranging the first equation, we obtain the Helmholtz equation:
:<math>\nabla^2 A + k^2 A  =  ( \nabla^2 + k^2)  A  =  0.  </math>
 
Likewise, after making the substitution
:<math> \omega  \stackrel{\mathrm{def}}{=}  kc </math>
the second equation becomes
:<math>\frac{d^2{T}}{d{t}^2} + \omega^2T  =  \left( { d^2 \over dt^2 } + \omega^2 \right) T  =  0,</math>
where ''k'' is the [[wave vector]] and ''&omega;'' is the [[angular frequency]]. 
 
We now have Helmholtz's equation for the spatial variable '''r''' and a second-order [[ordinary differential equation]] in time. The solution in time will be a [[linear combination]] of [[sine]] and [[cosine]] functions, with [[angular frequency]] of ω, while the form of the solution in space will depend on the [[boundary condition]]s. Alternatively, [[integral transform]]s, such as the [[Laplace transform|Laplace]] or [[Fourier transform]], are often used to transform a [[Hyperbolic partial differential equation|hyperbolic PDE]] into a form of the Helmholtz equation.
 
Because of its relationship to the wave equation, the Helmholtz equation arises in problems in such areas of [[physics]] as the study of [[electromagnetic radiation]], [[seismology]], and [[acoustics]].
 
==Solving the Helmholtz equation using separation of variables==
 
The general solution to the spatial Helmholtz equation
 
:<math> ( \nabla^2 + k^2 ) A = 0 </math> 
 
can be obtained using [[separation of variables]].
 
===Vibrating membrane===
 
The two-dimensional analogue of the vibrating string is the vibrating membrane, with the edges clamped to be motionless. The Helmholtz equation was solved for many basic shapes in the 19th century: the rectangular membrane by [[Siméon Denis Poisson]] in 1829, the equilateral triangle by [[Gabriel Lamé]] in 1852, and the circular membrane by [[Alfred Clebsch]] in 1862. The elliptical drumhead was studied by [[Émile Léonard Mathieu|Émile Mathieu]], leading to [[Mathieu's differential equation]]. The solvable shapes all correspond to shapes whose [[dynamical billiard table]] is [[Integrable system|integrable]], that is, not chaotic. When the motion on a correspondingly-shaped billiard table is chaotic, then no closed form solutions to the Helmholtz equation are known. The study of such systems is known as [[quantum chaos]], as the Helmholtz equation and similar equations occur in [[quantum mechanics]] (see [[Schrödinger equation]]).
 
If the edges of a shape are straight line segments, then a solution is integrable or knowable in closed-form only if it is expressible as a finite linear combination of plane waves that satisfy the boundary conditions (zero at the boundary, i.e., membrane clamped).
 
An interesting situation happens with a shape where about half
of the solutions are integrable, but the remainder are not. A simple shape where this happens is with the regular hexagon. If the wavepacket describing a quantum billiard ball is made up of only the closed-form solutions, its motion will not be chaotic, but if any amount of non-closed-form solutions are included, the quantum billiard motion becomes chaotic. Another simple shape where this happens is with an "L" shape made by reflecting a square down, then to the right.
 
If the domain is a circle of radius ''a'', then it is appropriate to introduce polar coordinates ''r'' and θ. The Helmholtz equation takes the form
 
:<math>  A_{rr} + \frac{1}{r} A_r + \frac{1}{r^2}A_{\theta\theta} + k^2 A = 0. </math>
 
We may impose the boundary condition that ''A'' vanish if ''r''&nbsp;=&nbsp;''a''; thus
 
:<math> A(a,\theta) = 0. \,</math>
 
The method of separation of variables leads to trial solutions of the form
 
:<math> A(r,\theta) =  R(r)\Theta(\theta), \,</math>
 
where Θ must be periodic of period 2π. This leads to
 
:<math> \Theta'' +n^2 \Theta =0, \,</math>
 
and
:<math> r^2 R'' + r R' + r^2 k^2 R - n^2 R=0. \,</math>  
 
It follows from the periodicity condition that
 
:<math> \Theta = \alpha \cos n\theta + \beta \sin n\theta, \,</math>
 
and that ''n'' must be an integer. The radial component ''R'' has the form
 
:<math> R(r) = \gamma J_n(\rho), \,</math>
 
where the [[Bessel function]] ''J<sub>n</sub>''(ρ) satisfies Bessel's equation
 
:<math> \rho^2 J_n'' + \rho J_n' +(\rho^2 - n^2)J_n =0, </math>
 
and ''ρ''&nbsp;=&nbsp;''kr''. The radial function ''J''<sub>''n''</sub> has infinitely many roots for each value of ''n'', denoted by ''ρ''<sub>''m'',''n''</sub>. The boundary condition that ''A'' vanishes where ''r''&nbsp;=&nbsp;''a'' will be satisfied if the corresponding wavenumbers are given by
 
:<math> k_{m,n} = \frac{1}{a} \rho_{m,n}. \,</math>
 
The general solution ''A'' then takes the form of a doubly infinite sum of terms involving products of
 
:<math> \sin(n\theta) \, \hbox{or} \, \cos(n\theta), \text{ and } J_n(k_{m,n}r).  </math>
 
These solutions are the modes of [[Vibrations of a circular drum|vibration of a circular drumhead]].
 
===Three-dimensional solutions===
 
In spherical coordinates, the solution is:
 
: <math> A (r, \theta, \varphi)= \sum_{\ell=0}^\infty \sum_{m=-\ell}^\ell ( a_{\ell m} j_\ell ( k r ) + b_{\ell m} y_\ell ( k r ) ) Y ^ m_\ell ( { \theta,\varphi} ) .</math>
 
This solution arises from the spatial solution of the [[wave equation]] and [[diffusion equation]].  Here <math> j_\ell ( k r  ) </math> and <math> y_\ell ( k r )</math> are the [[spherical Bessel function]]s, and
 
:<math> Y^m_\ell ( {\theta,\varphi} )</math>
 
are the [[spherical harmonics]] (Abramowitz and Stegun, 1964). Note that these forms are general solutions, and require [[boundary conditions]] to be specified to be used in any specific case. For infinite exterior domains, a [[radiation condition]] may also be required (Sommerfeld, 1949).
 
For <math> \mathbf{r_0}=(x,y,z)</math> function <math>A(r_0)</math> has asymptotics
 
: <math>A(r_0)=\frac{e^{i k r_0}}{r_0} f(\mathbf{r}_0/r_0,k,u_0) + o(1/r_0)\text{ as } r_0\to\infty</math>
 
where function &fnof; is called scattering amplitude and <math> u_0(r_0) </math> is the value of ''A'' at each boundary point <math> r_0 </math>.
 
==Paraxial approximation==<!-- This section is linked from [[Gaussian beam]] -->
{{further|Slowly varying envelope approximation}}
The paraxial approximation of the Helmholtz equation is:<ref>{{cite book |title=Introduction to Fourier Optics |edition=2nd |author=J. W. Goodman |pages=61–62 }}</ref>
 
:<math>\nabla_{\perp}^2 A + 2ik\frac{\partial A}{\partial z}  = 0,</math>
 
where <math>\textstyle \nabla_{\perp}^2 \stackrel{\mathrm {def}}{=}  \frac{\partial^2}{\partial x^2} + \frac{\partial^2}{\partial y^2 }</math> is the transverse part of the [[Laplace operator|Laplacian]].
 
This equation has important applications in the science of [[optics]], where it provides solutions that describe the propagation of [[electromagnetic waves]] (light) in the form of either [[parabola|paraboloidal]] waves or [[Gaussian beam]]s.  Most [[laser]]s emit beams that take this form.
 
In the [[paraxial approximation]], the [[complex number|complex]] [[magnitude (mathematics)|magnitude]] of the [[electric field]] ''E'' becomes
 
:<math>E(\mathbf{r}) = A(\mathbf{r}) e^{ikz} </math>
 
where ''A'' represents the complex-valued amplitude of the electric field, which modulates the sinusoidal plane wave represented by the exponential factor.
 
The paraxial approximation places certain upper limits on the variation of the amplitude function ''A'' with respect to longitudinal distance ''z''.  Specifically:
 
:<math> \bigg| { \partial A \over \partial z } \bigg|  \ll  | kA |  </math>
and
:<math> \bigg| { \partial^2 A \over \partial z^2 } \bigg|  \ll  | k^2 A |.  </math>
 
These conditions are equivalent to saying that the angle θ between the [[wave vector]] '''k''' and the optical axis ''z'' must be small enough so that
 
:<math>\sin(\theta) \approx \theta \qquad \mathrm{and} \qquad \tan(\theta) \approx \theta. </math>
 
The paraxial form of the Helmholtz equation is found by substituting the above-stated complex magnitude of the electric field into the general form of the Helmholtz equation as follows.
 
:<math>\nabla^{2}(A\left( x,y,z \right) e^{ikz}) + k^2 (A\left( x,y,z \right) e^{ikz}) = 0</math>
 
Expansion and cancellation yields the following:
 
:<math>\left( {\frac {\partial ^{2}}{\partial {x}^{2}}} + {\frac {\partial ^{2}}{\partial {y}^{2}}} \right)(A\left( x,y,z \right) e^{ikz}) + \left( {\frac {\partial ^{2}}{\partial {z}^{2}}}A \left( x,y,z \right)  \right) {e^{ikz}}+2\, \left( {\frac {\partial }{\partial z}}A \left( x,y,z \right)  \right) ik{e^{ikz}}=0.</math>
 
Because of the paraxial inequalities stated above, the ∂<sup>2</sup>A/∂z<sup>2</sup> factor is neglected in comparison with the ∂A/∂z factor.  The yields the Paraxial Helmholtz equation.
 
There is even a topic by name "Helmholtz Optics" based on the equation named in his honour.
<ref>
[http://scholar.google.com/citations?user=hTKwGHoAAAAJ&hl=en Kurt Bernardo Wolf] and Evgenii V. Kurmyshev,
[http://link.aps.org/doi/10.1103/PhysRevA.47.3365 Squeezed states in Helmholtz optics], [[Physical Review]] A 47, 3365–3370 (1993).
</ref>
<ref>
[http://inspirehep.net/author/S.A.Khan.5/ Sameen Ahmed Khan],
[http://dx.doi.org/10.1007/s10773-005-1488-0 Wavelength-dependent modifications in Helmholtz Optics],
[[International Journal of Theoretical Physics]], 44(1), 95http://www.maa.org/programs/maa-awards/writing-awards/can-one-hear-the-shape-of-a-drum125 (January 2005).
</ref>
<ref>
[http://scholar.google.com/citations?user=hZvL5eYAAAAJ&hl Sameen Ahmed Khan],
[http://www.osa-opn.org/Content/ViewFile.aspx?id=12977 A Profile of Hermann von Helmholtz],
[[Optics and Photonics News|Optics & Photonics News]], Vol. 21, No. 7, pp. 7 (July/August 2010).
</ref>
 
==Inhomogeneous Helmholtz equation==
 
The '''inhomogeneous Helmholtz equation''' is the equation
 
: <math>\nabla^2 A(x) + k^2 A(x) = -f(x) \mbox { in } \mathbb R^n</math>
 
where ''&fnof;''&nbsp;:&nbsp;'''R'''<sup>''n''</sup>&nbsp;&rarr;&nbsp;'''C''' is a given function with [[compact support]], and ''n''&nbsp;=&nbsp;1,&nbsp;2,&nbsp;3.  This equation is very similar to the [[screened Poisson equation]], and would be identical if the plus sign (in front of the ''k'' term) is switched to a minus sign.
 
In order to solve this equation uniquely, one needs to specify a [[boundary condition]] at infinity, which is typically the [[Sommerfeld radiation condition]]
 
: <math>\lim_{r \to \infty} r^{\frac{n-1}{2}} \left( \frac{\partial}{\partial r} - ik \right) A(r \hat {x}) = 0</math>
 
uniformly in <math>\hat {x}</math> with <math>|\hat {x}|=1</math>, where the vertical bars denote the [[Euclidean norm]].
 
With this condition, the solution to the inhomogeneous Helmholtz equation is the [[convolution]]
 
: <math>A(x)=(G*f)(x)=\int\limits_{\mathbb R^n}\! G(x-y)f(y)\,dy</math>
 
(notice this integral is actually over a finite region, since <math>f</math> has compact support). Here, <math>G</math> is the [[Green's function]] of this equation, that is, the solution to the inhomogeneous Helmholtz equation with &fnof; equaling the [[Dirac delta function]], so ''G'' satisfies
 
: <math>\nabla^2 G(x) + k^2 G(x) = -\delta(x) \text{ in }\mathbb R^n. \, </math>
 
The expression for the Green's function depends on the dimension <math>n</math> of the space. One has
 
: <math>G(x) = \frac{ie^{ik|x|}}{2k}</math>
 
for ''n'' = 1,
 
: <math>G(x) = \frac{i}{4}H^{(1)}_0(k|x|)</math>
 
for ''n'' = 2, where <math>H^{(1)}_0</math> is a [[Bessel_function#Hankel_functions_:_H.CE.B1|Hankel function]], and
 
: <math>G(x) = \frac{e^{ik|x|}}{4\pi |x|}</math>
 
for ''n'' = 3. Note that we have chosen the boundary condition that the Green's function is an outgoing wave for <math>|x| \to \infty </math>.
 
==Notes==
{{reflist}}
 
==References==
 
*M. Abramowitz and I. Stegun eds., ''Handbook of Mathematical functions with Formulas, Graphs and Mathematical Tables'', National Bureau of Standards. Washington, D. C., 1964.
*Riley, K.F., Hobson, M.P., and Bence, S.J. (2002). ''Mathematical methods for physics and engineering'', Cambridge University Press, ch. 19.  ISBN 0-521-89067-5.
* McQuarrie, Donald A. (2003).  ''Mathematical Methods for Scientists and Engineers'', University Science Books: Sausalito, California, Ch. 16.  ISBN 1-891389-24-6.
*{{cite book | title = Fundamentals of Photonics | author = Bahaa E. A. Saleh and Malvin Carl Teich | publisher = John Wiley & Sons | location = New York |  year = 1991 | isbn= 0-471-83965-5 }} Chapter 3, "Beam Optics," pp.&nbsp;80–107.
*A. Sommerfeld, ''Partial Differential Equations in Physics'', Academic Press, New York, New York, 1949.
*{{cite book
| last      = Howe
| first      = M. S.
| title      = Acoustics of fluid-structure interactions
| publisher  = Cambridge; New York: Cambridge University Press
| year      = 1998
| pages      =
| isbn      = 0-521-63320-6
}}
 
==External links==
* [http://eqworld.ipmnet.ru/en/solutions/lpde/lpde303.pdf Helmholtz Equation] at EqWorld: The World of Mathematical Equations.
* {{springer|title=Helmholtz equation|id=p/h046920}}
* [http://demonstrations.wolfram.com/VibratingCircularMembrane/ Vibrating Circular Membrane] by Sam Blake, [[The Wolfram Demonstrations Project]].
* [http://www.sbfisica.org.br/rbef/pdf/351304.pdf Green's functions for the wave, Helmholtz and Poisson equations in a two-dimensional boundless domain]
 
[[Category:Waves]]
[[Category:Elliptic partial differential equations]]

Latest revision as of 15:57, 15 December 2014

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