Académique Documents
Professionnel Documents
Culture Documents
9, SEPTEMBER 2000
Abstract—In this paper, an unconditionally stable three-dimen- lutions. As a result, computation efficiency becomes the bottle-
sional (3-D) finite-difference time-method (FDTD) is presented neck for the further applications of the FDTD method.
where the time step used is no longer restricted by stability but by Theoretical studies on the FDTD show that the intensive
accuracy. The principle of the alternating direction implicit (ADI)
technique that has been used in formulating an unconditionally memory and CPU time requirements mainly come from the
stable two-dimensional FDTD is applied. Unlike the conventional following two modeling constraints ([2] and references therein).
ADI algorithms, however, the alternation is performed in respect 1) The spatial increment step must be small enough in com-
to mixed coordinates rather than to each respective coordinate di- parison with the smallest wavelength (usually 10–20 steps
rection. Consequently, only two alternations in solution marching
are required in the 3-D formulations. Theoretical proof of the un- per smallest wavelength) in order to make the numerical
conditional stability is shown and numerical results are presented dispersion error negligible.
to demonstrate the effectiveness and efficiency of the method. It is 2) The time step must be small enough so that it satisfies the
found that the number of iterations with the proposed FDTD can following Courant stability condition:
be at least four times less than that with the conventional FDTD at
the same level of accuracy.
Index Terms—Alternating direct implicit (ADI) technique, (1)
FDTD method, instability, unconditional stable.
with being the maximum wave phase velocity in
I. INTRODUCTION the media being modeled. If the time step is not within
the bound, the FDTD scheme will become numerically
three coordinate directions (namely, , or ). The scheme re- In the same way, the second curl vector equation for an isotropic
quired three implicit substep computations for each FDTD re- medium with the medium permeability
cursive cycle and it was never found to be completely stable
without adding significant dielectric loss. In 1990, a specially
designed two-dimensional (2-D) FDTD algorithm, which em- (4)
ploys time steps larger than those allowed by methods with ex-
plicit time advancement, was presented in [8]. Nevertheless, it
can be split into three scalar equations
is based on a new staggered grid different from Yee’s and the
grid points and field components are twice of the Yee’s on a
body surface. Consequently, the method consumes more com- (5a)
puter memory and computation resources. Very recently, a new
2-D FDTD algorithm free of the Courant stability conditions
was proposed for a 2D-TE wave [9]. The ADI method [11] was (5b)
again applied [7]. The resulting FDTD formulation was found to
be unconditionally stable. Consequently, the second constraint (5c)
of the FDTD modeling is completely removed. The selection of
the FDTD time step is now only dependent on the model accu-
racy. Denote any component of the fields in a discrete
In this paper, the ADI principle as applied in [8] is extended space as
to three dimensions, and a three-dimensional (3-D) finite-differ-
ence time-domain (FDTD) method that is free of the Courant
stability condition is consequently developed. Different from
the conventional ADI application as appeared in [7] and [9], the
ADI here is applied in respect to the sequence of the terms on where , or are time and space indexes,
the right-hand sides (RHSs) of the Maxwell’s equations. It then is the time step, and are the spatial increment steps
leads to only two alternations in the computing direction rather along the directions, respectively.
than three alternations with the conventional ADI [7]. More- Consider (3a). By applying the ADI principle that is widely
over, analytical proof of the unconditional stability is provided used in solving parabolic equations [11], the computation of
and numerical experiments that verify the proof are shown. The (3a) for the FDTD solution marching from the th time step
time step in the proposed FDTD can now be much larger than to the th time step is broken up into two computational
that with the conventional FDTD. subadvancements: the advancement from the nth time step to the
The paper is organized in the following manners. In Sec- th time step and the advancement from the th
tion II, the formulations of the proposed FDTD are described. In time step to the th time step. More specifically, the two
Section III, the unconditional stability of the proposed scheme substeps are as follows.
is shown. In Section IV, the numerical results are presented. Fi- 1) For the first half-step (i.e., at the th time step),
nally, in Section V, discussions and conclusions are made in re- the first partial derivative on the RHS of (3a), , is
spect to the future directions of the research in the area. replaced with an implicit difference approximation of its
unknown pivotal values at th time step; while
the second partial derivatives on the RHS, , is
II. PROPOSED 3-D UNCONDITIONALLY STABLE FDTD SCHEME replaced with an explicit finite difference approximation
For simplicity, let’s consider an isotropic medium with in its known values at the previous th time step. In other
the medium permittivity . The first curl vector equation of words
Maxwell’s equations
(2)
(6)
(3a)
term, , is replaced with an explicit finite-differ- grid positions being the same as those with the conventional
ence approximation in its known values at the previous FDTD of the Yee’s scheme.
th time step. In other words Note that the above ADI procedure is different from the
conventional ADI procedure in [7] and [9]. In the conven-
tional ADI procedure, the alternations in the computation di-
rections are made in respect to the three spatial coordinate
directions. In the 2-D case, there are two spatial coordinates,
e.g., and . Therefore, the computations are broken into
two substep computations for each temporal cycle (or each
time step) (e.g., [9]). The first substep computation is per-
formed in respect to the direction, while the second com-
(7) putation is performed in respect with the direction. In the
3-D case, the computations are broken up into three substeps
for each cycle since there are three spatial coordinates, ,
Note that the above two substeps represent the alternations in and (e.g., [7]). In the proposed method, however, the ADI
the FDTD recursive computation directions in the sequence of is applied in terms of the sequence of the terms on the RHS
the terms, the first and the second term. They result in the im- of the equations (the first and the second terms), rather than
plicit formulations as the RHSs of the equations contain the field in terms of the coordinate directions. It then leads to only
values unknown and to be updated. The technique is then termed two alternations in the computation directions in three dimen-
“the alternating direction implicit” technique. Attention should sions. As a result, at each substep, the computations are per-
also be paid to the fact that no time-step difference (or lagging) formed in respect to all the three coordinate directions but
between electric and magnetic field components is present in with different terms or components. For instance, in (8), one
the formulations. can see that and are implicitly computed in re-
Applying the same procedure to all the other five scalar dif- spect to the and directions, respectively, while in (9)
ferential equations as described in (3) and (5), one can obtain they are explicit for those directions.
the complete set of the implicit unconditionally stable FDTD Equations (8) and (9) can be further simplified for efficient
formulas. computations. For instance, consider (8a) where both sides con-
For the advancement from the th time step, the FDTD tain the unknown field components. By substituting the expres-
equations are listed at the bottom of this page as (8a)–(8f). sions for and repre-
For the advancement from the th to the th sented by (8f) into (8a), one can obtain
time step, the FDTD equations are listed at the bottom of
the following page as (9a)–(9f). The notations and
with are the field components with their
(8a)
(8b)
(8c)
(8d)
(8e)
(8f)
ZHENG et al.: DEVELOPMENT OF 3-D UNCONDITIONALLY STABLE FDTD METHOD 1553
(9a)
(9b)
(9c)
(9d)
(9e)
(9f)
1554 IEEE TRANSACTIONS ON MICROWAVE THEORY AND TECHNIQUES, VOL. 48, NO. 9, SEPTEMBER 2000
(16)
(17e)
(17f)
(18) (22)
ZHENG et al.: DEVELOPMENT OF 3-D UNCONDITIONALLY STABLE FDTD METHOD 1555
with and shown at the bottom of this page. The first two
eigenvalues obviously have magnitude of unity. The other four
eigenvalues have also magnitudes of unity. This is because
and the square roots in the numerator of the expressions for
and become real numbers. Therefore, we con-
clude that the proposed FDTD scheme is unconditionally stable
regardless of the time step . The Courant stability condition
is then removed.
For reference, the eigenvalue expressions output directly by
the MAPLEV5.2 we used is listed in Appendix. They are basi-
cally the long forms of (22).
(21)
1556 IEEE TRANSACTIONS ON MICROWAVE THEORY AND TECHNIQUES, VOL. 48, NO. 9, SEPTEMBER 2000
TABLE II
COMPARISONS OF RESULTS WITH CONVENTIONAL FDTD AND
PROPOSED US-FDTD
C. Computational Expenditures
Since the Yee’s grid is used with the proposed FDTD method,
the number of field components at all the grid points is the same
as that with the conventional FDTD. As a result, the memory
requirement is in the same order as that for the conventional
FDTD method.
On the other hand, as indicated in (10), more components are
involved in the recursive computations at each time step with
the proposed FDTD method. The CPU time for each time step
with the proposed FDTD is then larger than that with the con-
ventional FDTD method. However, since a larger time step can
be used with the proposed FDTD, the total number of iterations
required with the proposed FDTD could be reduced. The op-
posite effects of the more CPU time for each time step and the
reduced number of iterations on the overall CPU time need to be
studied, in particular, numerically. In the following paragraphs,
a preliminary numerical experiment is presented.
Again, for the comparison purpose, both the proposed FDTD
and the conventional FDTD were used to simulate the cavity.
Fig. 3. Relative errors of the conventional FDTD and proposed FDTD as the
1 1
function of relative time step t= t . Dashed line represents the This time, the time step s was chosen
unstable point of the conventional FDTD scheme. with the conventional FDTD, while
ZHENG et al.: DEVELOPMENT OF 3-D UNCONDITIONALLY STABLE FDTD METHOD 1557
s was chosen with the proposed US-FDTD. With such sult in an efficient FDTD algorithm that can handle electrically
time step selections, we found, by trial and error, that the two large electromagnetic structures effectively in the near future.
methods presented similar accuracy. Therefore, the two methods
can be compared in a fair manner. Twenty–thousand iterations APPENDIX
were run with the conventional FDTD method, and 5000 it-
The eigenvalues directly output by Maple V5.2.
erations with the proposed FDTD. The iterations present the
same physical time period since the time step with the proposed
FDTD is four times of that with the conventional FDTD. Table II
shows the first five resonant frequencies obtained with the two
methods. The errors for the two methods are at the same level.
On a Pentium-III 450-MHz PC, it took 545.83 s to finish the
simulation with the proposed FDTD and 873.34 s with the con-
ventional FDTD. We then concluded preliminarily that a saving
factor with the proposed FDTD in CPU time is about 1.6 when
the conventional FDTD is used as a reference.
The first two eigenvalues are unity. Their magnitudes are one. Fenghua Zheng (S’99) received the B.Eng. degree
For the other four eigenvalues, the arguments inside the square from the University of Science and Technology of
China, Hefei, China, in 1994, and the M.A.Sc. de-
roots in the numerators are all negative numbers. As a result, the gree from Shanghai Institute of Technical Physics,
numerators are complex numbers. By taking the magnitudes of Shanghai, China, in 1997. He is currently working to-
the numerators with MAPLE, we find symbolically that their ward the Ph.D. degree at Dalhousie University, Hal-
ifax, NS, Canada.
values are exactly the same as the denominators. As a result, the His research interests include numerical tech-
magnitudes of the eigenvalues are unity. niques for modeling electromagnetic fields,
computer-aided design of microwave and mil-
limeter-wave circuits, and wireless propagation
ACKNOWLEDGMENT channel modeling.
The authors wish to thank the anonymous reviewers for their
useful comments and constructive suggestions.
REFERENCES
Zhizhang Chen (S’92–M’92–SM’96) received the
[1] K. S. Yee, “Numerical solution of initial boundary value problems in- B.Eng. degree from Fuzhou University, Fuzhou,
volving Maxwell’s equations in isotropic media,” IEEE Trans. Antennas China, in 1982, and the Ph.D. degree from the
Propagat., vol. AP-14, pp. 302–307, May 1966. University of Ottawa, Ottawa, ON, Canada, in 1992.
[2] A. Taflove, Computational Electrodynamics: The Finite-Difference From January of 1993 to August of 1993, he was an
Time-Domain Method. Norwood, MA: Artech House, 1996. Natural Science and Engineering Research Council
[3] P. H. Aoyagi, J. F. Lee, and R. Mittra, “A hybrid Yee algorithm/scalar- (NSERC) Postdoctoral Fellow with the Department
wave equation approach,” IEEE Trans. Microwave Theory Tech., vol. of Electrical and Computer Engineering, McGill Uni-
41, pp. 1593–1600, Sept. 1993. versity, Montreal, PQ, Canada. In 1993, he joined the
[4] M. Mrozowski, “A hybrid PEE-FDTD algorithm for accelerated time Department of Electrical and Computer Engineering,
domain analysis of electromagnetic wave in shielded structrues,” IEEE DalTech, Dalhousie University, Halifax, NS, Canada,
Microwave Guided Wave Lett., vol. 4, pp. 323–325, Oct. 1994. where he is presently an Associate Professor. Currently, he is a Visiting Fac-
[5] M. Krumpholz and L. P. B. Katehi, “MRTD: New time-domain schemes ulty Member with the Department of Electrical and Electronic Engineering, The
based on multiresolution analysis,” IEEE Trans. Microwave Theory Hong Kong University of Science and Technology, Kowloon, Hong Kong. His
Tech., vol. 44, pp. 555–571, Apr. 1996. research interests include RF/microwave electronics, numerical modeling and
[6] Q. H. Liu, “The pseudospectral time-domain (PSTD) method: A new simulation, and antenna designs for wireless and satellite communications.
algorithm for solution of Maxwell’s equations,” in Proc. IEEE Antennas
and Propagation Society Int. Symp., vol. 1, 1997, pp. 122–125.
[7] R. Holland, “Implicit three-dimensional finite differencing of Maxwell’s
equations,” IEEE Trans. Nucl. Sci., vol. NS-31, pp. 1322–1326, 1984.
[8] P. M. Goorjian, “Finite difference time domain algorithm development
for Maxwell equations for computational electromagnetism,” in Proc.
IEEE Antennas and Propagation Society Int. Symp., vol. 1, 1990, pp. Jiazong Zhang received the M.Sc. (with honors) and
878–881. Ph.D. degrees in 1995 and 1998, respectively, from
[9] T. Namiki and K. Ito, “A new FDTD algorithm free from the CFL con- the Department of Radio Engineering, Southeast
dition restraint for a 2D-TE wave,” in IEEE Antennas Propagat. Symp. University, China.
Dig. , July 1999, pp. 192–195. He is currently a Postdoctoral Fellow with Dal-
[10] G. D. Smith, Numerical Solution of Partial Differential Equations, Ox- Tech, Dalhousie University, Canada. His research in-
ford, U.K.: Oxford Univ. Press, 1978. terest includes computational electromagnetics, pas-
[11] D. W. Peaceman and H. H. Rachford, “The numerical solution of par- sive antenna, active integrated antenna, and RF/mi-
abolic and elliptic differential equations,” J. Soc. Ind. Appl. Math., vol. crowave circuits and devices analysis and design.
42, no. 3, pp. 28–41, 1955.