Abstract
The FN method is an accurate and efficient numerical method for the one-dimensional radiative transport equation. In this paper the FN method is extended to three dimensions using rotated reference frames. To demonstrate the method, the exiting flux from structured illumination reflected by a medium occupying the half space is calculated.
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1. Introduction
We consider light propagating in a homogeneous random medium occupying the half-space () with the boundary at z = 0. The specific intensity (, ) of light obeys the following radiative transport equation.
where is the incident beam and is the internal source. Let μ and be the cosine of the polar angle and the azimuthal angle of . Here is the albedo for single scattering. Using the absorption and scattering parameters and , we have , where is the total attenuation. The above form (1) implies that is normalized by . Furthermore is the scattering phase function which is normalized as
The radiative transport equation or the linear Boltzmann equation governs transport processes of noninteracting particles such as neutrons in a reactor as well as light propagation in random media such as fog, clouds, and biological tissue.
In this paper we will present a numerical method of solving (1) by extending the FN method (F stands for facile) to three dimensions. The FN method first developed by Siewert [51] is a method of obtaining the specific intensity in one dimension making use of orthogonality relations of singular eigenfunctions [4, 6, 10]. The use of rotated reference frames [43, 48, 50] makes it possible to extend the FN method to three dimensions.
In 1960 Case considered the time-independent one-dimensional radiative transport equation with isotropic scattering and solved the equation with separation of variables by finding singular eigenfunctions [4]. The method was soon extended to the case of anisotropic scattering without [44, 47] and with [45] azimuthal dependence. Such singular-eigenfunction approach is sometimes called Caseology. In this method, solutions to the one-dimensional radiative transport equation are given by a superposition of singular eigenfunctions. The existence and uniqueness of such solutions were proved [25–28]. In the FN method, there is no need of evaluating singular functions although the fact that the specific intensity consists of singular eigenfunctions is used. In one dimension, the radiative transport equation was solved by the FN method in the slab geometry for isotropic scattering [12, 52] and anisotropic scattering without [9, 16, 51] and with [19, 20] azimuthal dependence. The method was also extended to multigroup [14]. After finding the specific intensity on the boundary, we can further calculate the specific intensity inside the medium [16]. The uniqueness of the solution to the key FN equation was proved [29]. For isotropic scattering, the three dimensional radiative transport equation was solved with the FN method [11, 53] using the pseudo-problem [55], which is based on plane-wave decomposition. See the review article by Garcia [13].
In 1964 Dede used rotated reference frames to solve the three-dimensional radiative transport equation with the PN method [8]. Dede pointed out that equations in three dimensions reduce to one-dimensional equations if reference frames are rotated in the direction of the Fourier vector. Kobayashi developed Dedeʼs calculation and computed coefficients in the PN expansion by solving a three-term recurrence relation recursively starting with the initial term [24]. In 2004 Markel obtained the coefficients in terms of eigenvalues and eigenvectors of the tridiagonal matrix originating from the three-term recurrence relation, and showed that the specific intensity can be efficiently computed [43]. With the use of eigenvalues, the relation to Caseʼs method became visible. This new formulation can be viewed as separation of variables in which the eigenvalues are separation constants [50]. Moreover it was found that any complex unit vector can be used to rotate reference frames [48]. This generalization makes it possible to solve boundary value problems in the form of plane-wave decomposition [41]. It was then found that the structure of separation of variables implies Caseʼs method in rotated reference frames [42]. Thus the singular-eigenfunction approach was extended to three dimensions. Indeed the method of rotated reference frames is a three-dimensional extension of the spherical-harmonic expansion [1, 49] in Caseology.
The usefulness of the method of rotated reference frames has been numerically justified for a two-dimensional rectangular domain [24], a three-dimensional infinite medium [43, 48], the slab geometry in three dimensions [41], in flatland [30, 31, 38], in the half-space geometry [33, 35–37, 39], and the time-dependent equation in an infinite medium [32, 34]. The method was also used to experimentally determine optical properties of turbid media [56, 57]. It is expected that more accurate numerical values are obtained if higher terms in the series are taken into account. Although the method of rotated reference frames is an efficient method, the obtained values become unstable when high-degree spherical harmonics are used. The three-dimensional FN method developed in the present paper does not suffer from this instability.
By assuming that scatterers are spherically symmetric, we model as
where , and , for . Moreover Pl are Legendre polynomials and Ylm are spherical harmonics. We introduce the scattering asymmetry parameter as (). The Henyey–Greenstein model [22] is obtained in the limit .
Let us define
We similarly define and . Let us express the upper and lower hemispheres as . We expand the Fourier transform of the reflected light () as
where is the highest degree of the expansion (). Only same-parity degrees are taken because the three-term recurrence relation of associated Legendre polynomials implies that Ylm of opposite-parity l are not independent [20, 48]. This expansion in (3) can be compared to the PN method [6], but the FN method is more efficient because the spatial dependence of the specific intensity is analytically given and the orthogonality relation among three-dimensional singular eigenfunctions can be used (see section 2.3). On the other hand, is given as a linear combination of eigenmodes [42], for which notations are introduced in section 2.3. They satisfy orthogonality relations. For simplicity let us assume . Making use of the fact that contains only decaying modes, we have (See (34) for the general case)
The above equation results in a linear system for . The specific intensity of the reflected light is then calculated as
where .
Remark 1.1. Isotropic scattering is possible. However we need to change the collocation scheme for obtaining clm. For the sake of simplicity, we assume in this paper.
Remark 1.2. The expansion in (3) can be compared to the method of rotated reference frames, which expands every eigenmode with spherical harmonics:
with some coefficients . This causes numerical instability regardless of and when is increased to achieve higher precision. For example, let us consider a simple case of L = 0, , , and . Noting that , we see that the right-hand side of (5) is a polynomial of . On the left-hand side, we have . This series is divergent if . In general, the instability takes place due to the same mechanism. Figure 1 shows the exiting current on the boundary (z = 0) as a function of . See section 4 for the details.
The remainder of the paper is organized as follows. In section 2 we introduce singular eigenfunctions and rotated reference frames. In section 3 we consider the FN method in three dimensions. The key FN equation is obtained in (35), from which the coefficients clm in (3) are computed. In section 4 the three-dimensional FN method is numerically tested for structured illumination. Section 5 is devoted to concluding remarks. Finally structured illumination by the method of rotated reference frames is summarized in appendix
2. Preliminaries
To develop the FN method in three dimensions in section 3, we give brief reviews and define our notations in this section. In section 2.1, we introduce polynomials and . In section 2.2, Caseʼs singular-eigenfunction approach is explained. In section 2.3, we give a review on singular eigenfunctions in three dimensions. In section 2.4, it is sketched how the method of rotated reference frames is obtained using three-dimensional singular eigenfunctions.
2.1. Polynomials
Definition 2.1. We introduce hl () as
with the step function ( for and otherwise).
([17, 18]).Definition 2.2 The normalized Chandrasekhar polynomials (, , ) are given by the three-term recurrence relation
with the initial term
We note that
The polynomials are obtained if we multiply Chandrasekhar polynomials [7] by [54].
Definition 2.3. The polynomials (, ) are introduced as
where is the Legendre polynomial of degree l and is the associated Legendre polynomial of degree l and order m.
We have
The polynomials satisfy the three-term recurrence relation
with
and the orthogonality relation
2.2. Singular eigenfunctions for one dimension
We will first investigate the one-dimensional homogeneous radiative transport equation (10) and then consider the three dimensional equation (26). Let us begin with
where , and is given in (2). Separated solutions to (10) are given by [4, 45, 47]
where is a separation constant, m () is an integer, and
Here satisfies
By plugging (11) into (10) we obtain
We multiply (13) by and integrate both sides over . By noticing the expression of in (2) and rearranging terms, we obtain
Using the recurrence relation , we see that (14) becomes the three-term recurrence relation (6) for . That is, we obtain
Noting that (), we see that (15) satisfies (7).
Let us rewrite (13) as
We define gm as
Singular eigenfunctions are thus obtained as
where denotes the Cauchy principal value. Here the separation constant ν has discrete values (, ) and the continuous spectrum between −1 and 1. The number Mm of discrete eigenvalues depends on ϖ and . The function is given by
Discrete eigenvalues satisfy
where for
By using , we can readily check that in (15) satisfy . This implies . Singular eigenfunctions satisfy [4, 45, 47]
where the Kronecker delta is replaced by the Dirac delta if are in the continuous spectrum. The normalization factor is given by
where .
We can numerically obtain the discrete eigenvalues as eigenvalues of a tridiagonal matrix below. For lB () and m (), the matrix is given by
where . The matrix has or positive eigenvalues for even or odd, respectively. To see how is obtained, we first prove the following proposition.
([15]).Proposition 2.4 Discrete eigenvalues are zeros of as .
For , the three-term recurrence relation of implies
By subtracting (6) multiplied by on both sides from (19) multiplied by on both sides, we obtain
Suppose . By taking the summation we obtain
Noting that , we obtain (the Christoffel–Darboux formula)
Next we subtract (19) multiplied by on both sides from (9) multiplied by on both sides. By summing the resulting expression over l from to lB, we have
Similarly we subtract (6) multiplied by on both sides from (9) multiplied by on both sides, and take the sum over l from to lB. We obtain
Using (20), (21), and (22), we obtain
We note that (), where is the associated Legendre polynomial of the second kind. Therefore we obtain
Thus the proof is completed. □
Let us recall that the recurrence relation (6) for is derived for an eigenvalue ν in (11) and rewrite (6) as
Hence eigenvalues of are zeros of . Together with proposition 2.4, we see that discrete eigenvalues can be computed as eigenvalues of for sufficiently large lB. More sophisticated ways of obtaining discrete eigenvalues are discussed in [17].
The tridiagonal matrix can be alternatively obtained as follows. Let us write as
where . Then (13) can be rewritten as
Thus for we have
Using the orthogonality relation for associated Legendre polynomials: , we obtain
The above equation forms an eigenvalue problem for , and clm are given in terms of eigenvectors of .
2.3. Singular eigenfunctions for three dimensions
Definition 2.5 Let be a unit vector such that . We define an invertible linear operator . For a function (), is the value of where is measured in the rotated reference frame whose z-axis lies in the direction of .
Suppose that is given by spherical harmonics:
where . Then we have [8, 24, 43]
where and are the polar and azimuthal angles of in the laboratory frame. Here and are Wignerʼs D-matrices and d-matrices. Moreover we obtain
We can directly show by using . We have for ,
Example 2.6. For any function and the unit vector in the positive direction on the z-axis, we have .
(Plane wave decomposition).Definition 2.9 Complex unit vectors (, ) are given by
where and
Example 2.10. For , , we obtain
([41, 48]).
Since Wignerʼs d-matrices are given in terms of , we also write
To compute Wignerʼs d-matrices, we take square roots such that for all [41, 48]. We have
and
In particular we obtain
where is the polar angle of .
Let us consider
where , . Solutions to the above equation are given by a superposition of eigenmodes
where . To see this we substitute the separated solution (27) in the above homogeneous three-dimensional radiative transport equation (26) and obtain
The right-hand side can be written as
That is,
Thus the three-dimensional equation (28) reduces to the one-dimensional equation (13). Recall that given in (12) is constructed so that (13) obtained from (10) and (11) is satisfied. We have
Proposition 2.12. The following orthogonality relation holds.
Proof. The full-range orthogonality is obtained in [42] through the Greenʼs function. Here we give a direct proof.
We perform separation of variables to the homogeneous equation by assuming the form (27). By substituting the separated solution into the radiative transport equation (26), we obtain
For fixed , we consider and . Let us write , . We write the following two equations.
We note (24). By subtraction and integration over we have
Therefore,
Suppose , , . In this case we have
We note that
Using (31) and (32), for arbitrary , we have
If , , we have
Hence,
where the normalization factor is given in (17). Thus we obtain the full-range orthogonality relation. □
2.4. Method of rotated reference frames
The method of rotated reference frames does not rely on singular eigenfunctions and uses the expansion (5), in which are unknown coefficients that can be fully numerically computed as eigenvectors of . The method is summarized in appendix
By operating , the above equation reduces to (23), from which the matrix is derived.
3. The FN method in three dimensions
To show how the FN method can be extended to three dimensions, we will consider the half-space geometry in which a homogeneous random medium with optical parameter ϖ exists only in the lower half . By the Placzek lemma [5] we can consider the following radiative transport equation in instead of (1).
where for and otherwise. We have the jump condition
Since is given by only eigenmodes with positive eigenvalues and is given by only eigenmodes with negative eigenvalues, we see that . Therefore we obtain the relation
Let us introduce the Greenʼs function for the infinite medium as
Thus we obtain
The Greenʼs function is obtained as [42]
Here,
where upper signs are chosen for and lower signs are chosen for . By letting we obtain
where . We have
Definition 3.1. Let denote the positive eigenvalues, i.e., () or . We drop the superscript and write if there is no confusion.
If we multiply (33) by with some m' and , and integrate over , we obtain
Hence we can write the above equation as
By the expansion in (3), we obtain the following key FN equation
where . Here,
Remark 3.2. In the above proof we used the Greenʼs function in the free space to derive (34). This approach is similar to the CN method [2, 23]. If the Greenʼs function for the half space is used, we can explicitly give without relying on (3) and (35) [52]. However, the half-space Greenʼs function in three dimensions is not yet known.
We obtain
where
If is independent of and , then
Here the coefficients are solutions to
where are given in (36).
The rest of the section is devoted to the calculations of (36) and (37).
First, are computed as follow. We begin by noting that
We obtain the first term on the right-hand side of (38) as
Here,
where we used . We also have
Using , , we obtain
Therefore,
We will use
The second term on the right-hand side of (38) is calculated as
We note that the relation implies for a fixed . Thus (36) is obtained.
Next, (37) is obtained as follows. Using , , and , we can show that
Since we assume , we have
This implies
Moreover since we assume that is independent of , we have
This implies
Therefore we obtain
4. Structured illumination
Let us consider a structured illumination in the half space:
Here the incoming boundary value f is given by
where I0 is the amplitude, A0 is the modulation depth, and B0 is the phase of the source. It is enough if we consider [40]
where has the azimuthal angle and the cosine of the polar angle . By collision expansion we can write I as
where Ib is the ballistic term and Is is the scattered part. They satisfy
and
where
We also assume as . Let us put
We obtain
We have
Furthermore we assume that is parallel to the x-axis:
We obtain
We note that
Therefore,
This implies that have the form
Since is independent of and , we can write the key FN equation as
The number of columns of the matrix is , where
where . We choose the number of rows so that becomes square. For this purpose, different collocation schemes have been proposed [14, 16, 20, 46]. Here we take, in addition to discrete eigenvalues (), points according to
The number of components of the vector is .
The hemispheric flux exiting the boundary is
Here for even l
Therefore we obtain
Let us express the absolute value as
The algorithm of the three-dimensional FN method can be summarized as follows.
Step 1. The integral over μ in (36) is done using the Golub–Welsch algorithm [21] of the Gauss–Legendre quadrature with points and weights wn (). The integral over in (36) is computed using the trapezoid rule with points (). We use eigenvalues of the matrix in (18) for corresponding to discrete eigenvalues and use (42) for corresponding to the continuous spectrum. We calculate and with recurrence relations. The polynomials are evaluated according to [17, 18]. That is, when ξ is a discrete eigenvalue, we obtain starting with a large degree using backward recursion. For ξ in the continuous spectrum, we begin with the initial term and successively obtain using the three-term recurrence relation (6).
Step 2. The analytically continued Wigner d-matrices are computed using the recurrence relation. See appendix
Step 3. We compute the double integrals in (36). In the function , we compute by using the recurrence relation (9). The computation time for each double integral grows as .
Step 4. The coefficients are obtained from the linear system (41) with the matrix and the vector of length .
Step 5. Once are obtained, is immediately calculated by using (43).
Remark 4.1. The computation time is dominated by the integral in (36), which does not exist in the method of rotated reference frames (appendix
For numerical calculation, let us set the absorption and scattering coefficients to
We set the scattering asymmetry parameter to and (almost isotropic). Although the unit of length has been , we take the transport mean free path to be the unit of length in the figures.
In figures 2 and 3, in (44) is plotted as a function of the spatial frequency q0. The FN result is compared with Monte Carlo simulation and the method of rotated reference frames. In Monte Carlo simulation 108 particles were used. To obtain Monte Carlo simulation for structured illumination, Fourier transform was performed to results from Monte Carlo simulation for the delta-function source [35]. Monte Carlo simulation assumed the Henyey–Greenstein model for the scattering phase function. The method of rotated reference frames for structured illumination [33, 35] is summarized in appendix
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Standard image High-resolution imageThe scattering asymmetry parameter in figure 2 and in figure 3. We set . For both the FN method and the method of rotated reference frames we consider and 25. In figure 2, the three methods agree reasonably well for . When we increase aiming at more accuracy, however, from the method of rotated reference frames becomes unstable. Note that in this case scattering is almost isotropic and discrete eigenvalues are rather close to 1. Hence we have (see (30)) for relatively small q0. In figure 3, the result from the 3D FN method has a jump near for because this is not sufficiently large in this case. A smooth curve is obtained if large enough is used as shown in the right panel of figure 3 for .
5. Concluding remarks
The FN method is similar to the method of rotated reference frames in the sense that spherical-harmonic expansion is used. However, in the FN method, there is no need of expanding singular eigenfunctions. The extension of the FN method in the half space to the slab geometry is straight forward. In the slab geometry, in addition to conditions such as (4) for one plane at z = 0, we have another set of conditions that corresponds to the other plane. Once the specific intensity on the boundary is obtained, it is also possible to compute the specific intensity inside the medium for the half space geometry and the slab geometry [51].
Acknowledgments
The author learned the FN method at the 23rd International Conference on Transport Theory (September 2013, Santa Fe, New Mexico). He is grateful to C E Siewert and J C Schotland for fruitful discussion on collision expansion. Monte Carlo simulation was performed using the Monte Carlo solver MC developed by V A Markel.
Appendix A.: Structured illumination with the method of rotated reference frames
In this section we solve (1) with the method of rotated reference frames [33, 35]. We consider structured illumination and assume the source term (39) with (40).
We write the eigenvector of the matrix in (18) corresponding to the eigenvalue ν as (). Note that ν and depend on M. In the method of rotated reference frames, we write the specific intensity as a superposition of and [41, 48], where
In the half space , the specific intensity is given by
where stands for the sum over all positive eigenvalues of . From the boundary conditions we obtain
Here are solutions to
where
and
Here,
That is,
where
The hemispheric flux is obtained as
where we used for . The expression (A.1) is used for figures 2 and 3.
Appendix B.: Analytically continued Wigner d-matrices
To compute the analytically continued Wigner d-matrices we use a pyramid scheme with recurrence relations [3]. We begin with , , , , and :
Let us we increase l iteratively up to . For each value of l, we first compute () according to
We obtain and as
and as
With the relation
we have (). Other functions are obtained by using the symmetry properties