Past exam of the mathematics course of the University of Cambridge / 2015 / iii / Paper 70 / 3

Fix the convention $\Delta q-m^{2}q=0$, $m>0$, and let $c_m=m^2/4$. With $z=x+iy$, two families of modified Helmholtz adjoint plane waves areBoth satisfy $\Delta E_{\pm }=m^2{E}_{\pm }$, since the products of their $z$ and $\bar{z}$ exponents are $m^2/4$. They obey $E_{-}(z,k)=\overline{E_{+}(z,\bar{k})}$. Green second identity gives the two conjugate global relations for the modified Helmholtz equationFor real boundary traces, ${\mathcal{G}}_{-}(k)=\overline{{\mathcal{G}}_{+}(\bar{k})}$. Thus the second identity is the conjugate spectral companion, rather than an unrelated extra boundary condition. In complex differential form the first relation is equivalentlyIts integrand is a closed one-form: differentiating its coefficients gives $2E_{+}(q_{z\bar{z}}-c_{m}q)=0$. This supplies a direct derivation of the global relation as well as its outward-normal sign convention.

Write the known Dirichlet boundary condition on side $j$ as $f_j(s)$ and the unknown outward normal derivative as $h_j(s)$, with $-1<s<1$. For any linear combination $v$ of the adjoint waves, the global relation isExpanding the $h_j$ in a finite basis and enforcing these identities at selected collocation points for a global relation gives a linear system with a known right side. The square permits especially simple paired tests.

Let $p_n=n\pi /2$, ${\eta }_n=\sqrt{m^2+p_n^2}$, and ${\phi }_n(s)=\sin [p_n(s+1)]$ for $n\ge 1$. Define four real adjoint solutionsThey satisfy the modified Helmholtz equation because ${\eta }_n^2-p_n^2=m^2$. Each is a linear combination of two adjoint exponentials, hence is obtained from the two spectral global relations. More explicitly, put ${\rho }_n^{\pm }=({\eta }_n\pm p_n)/2$, so ${\rho }_n^{+}{\rho }_n^{-}=c_m$. For the $E_{+}$ convention above, the required spectral pairs areAppropriate phase-weighted differences produce $\sin [p_n(s+1)]$. For example the top test is $e^{-{\eta }_n}[e^{i{p}_n}{E}_{+}({\rho }_n^{-})-e^{-i{p}_n}{E}_{+}({\rho }_n^{+})]/(2i)$. The conjugate relation ensures a real system for real data. This is sine collocation of square modified Helmholtz global relations.

The functions ${\phi }_n$ are an orthonormal Fourier sine basis on $[-1,1]$. Set $h_{j,n}={\int }_{-1}^1{h}_j{\phi }_{n}ds$ and compute the known quantity $R_{j,n}={\int }_{\partial \Omega }f{\partial }_n{v}_{j,n}ds$ by numerical integration. Since ${\phi }_n(\pm 1)=0$, each adjoint test vanishes on both adjacent sides. On its own side it equals ${\phi }_n$, and on the opposite side it equals ${\delta }_n{\phi }_n$, where ${\delta }_n=e^{-2{\eta }_n}$. Thus the square modified Helmholtz Dirichlet-to-Neumann coefficients obeyEach block is inverted explicitly: for opposite sides $j,j^{\prime }$,Compute these coefficients for $1\le n\le N$ and reconstruct $h_j^{(N)}={\sum }_{n=1}^N{h}_{j,n}{\phi }_n$. This is a semi-analytical scheme: the spectral basis integrals and two-by-two inverses are explicit, while the known boundary integrals are evaluated numerically. Increase $N$ and the quadrature resolution until the desired convergence is observed; compatible smooth side data have convergent normal-trace expansions, while corner singularities require the usual weaker trace interpretation and more careful quadrature.

The requested weak interaction between sides is particularly clear: the adjacent-side unknown traces contribute exactly zero, and the opposite-side coefficient is $e^{-2\sqrt{m^2+(n\pi /2{)}^2}}\to 0$. The own-side coefficient stays equal to one. Thus diagonal dominance of paired square global-relation collocation is genuine after pairing; individual uncombined exponential samples need not have the same conditioning. The eigenvalues of each block are $1\pm {\delta }_n$, so its condition number is $(1+{\delta }_n)/(1-{\delta }_n)$.

There is also a direct localization check for an individual adjoint wave. On side $j$ with outward unit normal $n_j$ and tangent $t_j$, the normalized test $e^{\eta (n_j\cdot r-1)+ip{t}_j\cdot r}$ has $\eta =\sqrt{m^2+p^2}$. Its opposite-side magnitude is $e^{-2\eta }$, and its magnitude integrates to at most $1/\eta$ along either adjacent side. This side localization of modified Helmholtz plane waves explains why suitable large spectral parameters suppress remote-side effects even before the exact sine cancellation.

Finally the interior solution can be evaluated from the computed traces using the two-dimensional modified Helmholtz fundamental solutionHere $K_0$ is the Modified Bessel function of the second kind, and $(-\Delta +m^2){\Gamma }_m=\delta$. Replace $h$ by its computed finite Fourier sine series and use numerical integration; at interior points the boundary kernels are smooth. The sign follows from Green second identity with this fundamental-solution convention. This completes the numerical integration of the boundary value problem with a Dirichlet boundary condition, rather than stopping at an equation for its unknown boundary derivatives.