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In
mathematics Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics ...
, a Poincaré–Steklov operator (after
Henri Poincaré Jules Henri Poincaré ( S: stress final syllable ; 29 April 1854 – 17 July 1912) was a French mathematician, theoretical physicist, engineer, and philosopher of science. He is often described as a polymath, and in mathematics as "The ...
and Vladimir Steklov) maps the values of one
boundary condition In mathematics, in the field of differential equations, a boundary value problem is a differential equation together with a set of additional constraints, called the boundary conditions. A solution to a boundary value problem is a solution to th ...
of the solution of an elliptic partial differential equation in a
domain Domain may refer to: Mathematics *Domain of a function, the set of input values for which the (total) function is defined ** Domain of definition of a partial function **Natural domain of a partial function **Domain of holomorphy of a function *Do ...
to the values of another boundary condition. Usually, either of the boundary conditions determines the solution. Thus, a Poincaré–Steklov operator encapsulates the boundary response of the system modelled by the partial differential equation. When the partial differential equation is discretized, for example by
finite elements The finite element method (FEM) is a popular method for numerically solving differential equations arising in engineering and mathematical modeling. Typical problem areas of interest include the traditional fields of structural analysis, heat t ...
or
finite differences A finite difference is a mathematical expression of the form . If a finite difference is divided by , one gets a difference quotient. The approximation of derivatives by finite differences plays a central role in finite difference methods for t ...
, the discretization of the Poincaré–Steklov operator is the
Schur complement In linear algebra and the theory of matrices, the Schur complement of a block matrix is defined as follows. Suppose ''p'', ''q'' are nonnegative integers, and suppose ''A'', ''B'', ''C'', ''D'' are respectively ''p'' × ''p'', ''p'' × ''q'', ''q'' ...
obtained by eliminating all degrees of freedom inside the domain. Note that there may be many suitable different boundary conditions for a given partial differential equation and the direction in which a Poincaré–Steklov operator maps the values of one into another is given only by a convention.


Dirichlet-to-Neumann operator on a bounded domain

Consider a
steady-state In systems theory, a system or a process is in a steady state if the variables (called state variables) which define the behavior of the system or the process are unchanging in time. In continuous time, this means that for those properties '' ...
distribution of
temperature Temperature is a physical quantity that expresses quantitatively the perceptions of hotness and coldness. Temperature is measured with a thermometer. Thermometers are calibrated in various temperature scales that historically have relied on ...
in a body for given temperature values on the body surface. Then the resulting
heat flux Heat flux or thermal flux, sometimes also referred to as ''heat flux density'', heat-flow density or ''heat flow rate intensity'' is a flow of energy In physics, energy (from Ancient Greek: ἐνέργεια, ''enérgeia'', “activity ...
through the boundary (that is, the heat flux that would be required to maintain the given surface temperature) is determined uniquely. The mapping of the surface temperature to the surface heat flux is a Poincaré–Steklov operator. This particular Poincaré–Steklov operator is called the Dirichlet to Neumann (DtN) operator. The values of the temperature on the surface is the
Dirichlet boundary condition In the mathematical study of differential equations, the Dirichlet (or first-type) boundary condition is a type of boundary condition, named after Peter Gustav Lejeune Dirichlet (1805–1859). When imposed on an ordinary or a partial differenti ...
of the
Laplace equation In mathematics and physics, Laplace's equation is a second-order partial differential equation named after Pierre-Simon Laplace, who first studied its properties. This is often written as \nabla^2\! f = 0 or \Delta f = 0, where \Delta = \na ...
, which describes the distribution of the temperature inside the body. The heat flux through the surface is the
Neumann boundary condition In mathematics, the Neumann (or second-type) boundary condition is a type of boundary condition, named after Carl Neumann. When imposed on an ordinary or a partial differential equation, the condition specifies the values of the derivative appli ...
(proportional to the
normal derivative In mathematics, the directional derivative of a multivariable differentiable (scalar) function along a given vector v at a given point x intuitively represents the instantaneous rate of change of the function, moving through x with a velocity ...
of the temperature). Mathematically, for a function u
harmonic A harmonic is a wave with a frequency that is a positive integer multiple of the '' fundamental frequency'', the frequency of the original periodic signal, such as a sinusoidal wave. The original signal is also called the ''1st harmonic'', ...
in a domain \Omega\subset R^n, the Dirichlet-to-Neumann operator maps the values of u on the boundary of \Omega to the normal derivative \partial u/\partial n on the boundary of \Omega. This Poincaré–Steklov operator is at the foundation of iterative substructuring. Calderón's inverse boundary problem is the problem of finding the coefficient of a divergence form elliptic partial differential equation from its Dirichlet-to-Neumann operator. This is the mathematical formulation of
electrical impedance tomography Electrical impedance tomography (EIT) is a noninvasive type of medical imaging in which the electrical conductivity, permittivity, and impedance of a part of the body is inferred from surface electrode measurements and used to form a tomograp ...
.


Dirichlet-to-Neumann operator for a boundary condition at infinity

The solution of partial differential equation in an external domain gives rise to a Poincaré–Steklov operator that brings the boundary condition from infinity to the boundary. One example is the Dirichlet-to-Neumann operator that maps the given temperature on the boundary of a cavity in infinite medium with zero temperature at infinity to the heat flux on the cavity boundary. Similarly, one can define the Dirichlet-to-Neumann operator on the boundary of a sphere for the solution for the
Helmholtz equation In mathematics, the eigenvalue problem for the Laplace operator is known as the Helmholtz equation. It corresponds to the linear partial differential equation \nabla^2 f = -k^2 f, where is the Laplace operator (or "Laplacian"), is the eigenva ...
in the exterior of the sphere. Approximations of this operator are at the foundation of a class of method for the modeling of acoustic scattering in infinite medium, with the scatterer enclosed in the sphere and the Poincaré–Steklov operator serving as a non-reflective (or absorbing) boundary condition.


Poincaré–Steklov operator in electromagnetics

The Poincaré–Steklov operator is defined to be the operator mapping the time-harmonic (that is, dependent on time as e^) tangential electric field on the boundary of a region to the equivalent electric current on its boundary.


See also

* Fluid-structure interaction (boundary/interface) analysis * Schur complement domain decomposition method


References


Further reading

*
Lebedev Lebedev (russian: Ле́бедев), or Lebedeva (feminine; Ле́бедева) is a common Russian family name derived from the word лебедь (''lebed'', meaning "swan"). Geographical distribution As of 2014, 83.5% of all known bearers of th ...
, V. I.; Agoshkov, V. I. Operatory Puankare-Steklova i ikh prilozheniya v analize. (Russian) oincaré Steklov operators and their applications in analysisAkad. Nauk SSSR, Vychisl. Tsentr, Moscow, 1983. 184 pp. * Vassilevski, P. S. Poincaré–Steklov operators for elliptic difference problems. C. R. Acad. Bulgare Sci. 38 (1985), no. 5, 543—546. * {{DEFAULTSORT:Poincare-Steklov Operator Domain decomposition methods