E8 202

Computational Electromagnetics
Finite Difference Time Domain Method
K.J. Vinoy

Outline
Basics of Finite Differences
FD to solve simple diff eqn
FD for PDE
Solving Maxwell equations

Setting up FDTD for simple cases

Extension for 3D: Yee Cell;

Practical issues: Cell dim., time step
Courant limit; other modeling issues
Excitation;
Example & homework

Handling finite boundaries;

PEC, ORBC, PML
Examples from the literature

Advanced topics
Stability of algorithm; Anisotropic materials;
Dispersive materials; meshless/conformal approaches
Laguerre based FDTD

Solution of Diff Eqns

Consider the derivative of a function E(t) w.r.t. variable t at

any point is
(3-1)

E(t)

t+t

Closest to the derivative at the midpoint.

Called forward difference

Other Schemes

Backward
Centered

(4-1)

(4-1)

E(t)

E(t)

t-t

t-t /2 t+t /2
Centered diff scheme is the most accurate at t

Some observations
Although we can choose t to be very small, it can not be
zero!
The value selected would determine the solution accuracy.

This approach can therefore be extended for the solution of

differential equations
The scheme selected determines where (within the cell) would the
solution be the most accurate

Extension for PDE:

Each partial derivative is expanded wrt the corresponding variable

Maxwell Equations

Lets start from eqns we are familiar with

0m

(6-1)
- M
(6-2)

(6-3)

These modifications make both magnetic and electric

equations to the same form..
Although fictitious quantities, the magnetic charges
and currents are very useful in computation.
Equivalent sources in many physical problems

(6-4)

Constitutive relations
(6-5)
(6-6)

(6-7)
(6-8)

FDTD uses curl equations

Expanding the curl E

(7-1)

In a non-conducting and source free region, we can use the

constitutive relations to simplify the RHS of this curl ME.
Three scalar equations to represent this ME.

Simplification for 1-D

Consider simple plane wave propagation

In several problems we can safely assume that the
propagation is in the z-direction and that only Ex and Hy are
non-zero. Further, this requires that Ex or Hy do not vary with
x or y.
The two curl ME reduces to
(8-1)

(8-2)

(8-3)

(8-4)

Two PDEs in Ex and Hy in z and t.

Temporal and spatial derivatives

Handling of derivatives - 1

Take first the time derivative of Hy

Assume the time scale is divided in steps of t.
i.e., t = nt; n = 0, 1, 2,
If we want to make Hy computed accurately at these
end points, we can use centered differences
(9-1)

Re-written for simplicity as

Require Hy to be known at midpoints of time intervals
Superscripts do not mean exponents;
these are time instances represented conveniently

Handling of derivatives - 2

10

Consider the spatial derivative of Ex:

Assume the space is divided to cells of size z.
End point locations are given by z = kz; k = 0, 1, 2,
Midpoint of cells:

We approximate Ex as
(10-1)

Require Hy to be known at midpoints of time intervals

Superscripts do not mean exponents;
these are time instances represented conveniently

Handling of derivatives - 3

11

The first equation will become

(11-1)

Recall, the temporal derivative Hy was computed for nt

The spatial derivative of Ex is most accurate at (k+1/2) z
By fixing both finite differences to the same point in space
and time, and assigning both temporal and spatial variations
for both E and H,
(11-2)

FDTD Update Equation

12

ME for curl E gives (1D)

(12-1)

ME for curl H gives

(12-2)

These may be rearranged as

(12-3)

(12-4)

Notes on Update Equations

13

Ex and Hy are calculated at different spatial points

Also at different instances of time.
To start computations, we should fix initial values for Ex at t=0
Hy at t=1/2 t for ALL locations.

Use these to compute for Ex at n=1

Hy at n=1.5
Ex at n=2
Hy at n=2.5
so on

Leapfrog Method

Ex is at integer multiple of spatial and time intervals

Hy is at midpoint of spatial and time intervals
In these equations only the latest field components are only
required.
One variable for each spatial location.
Array length depends on spatial size.
Both E and H need to be evaluated and stored

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The FDTD Algorithm

15

The FDTD algorithm was first proposed by Kane S. Yee in 1966, employing
second-order central differences.
1. Replace all the derivatives in Amperes and Faradays laws with finite
differences (centered). Discretize space and time so that the electric and
magnetic fields are staggered in both space (by half cell size) and time
(half time step).
2. Solve the resulting difference equations to obtain update equations
that express the future fields (unknown) in terms of past fields (known).
3. Initialize all field variables in the entire domain at t=0
4. Evaluate the magnetic fields in the entire domain at one half time-step.
(t=0.5t)
Uses past value of H at the point and recent values of E at nearby locations

5. Evaluate the electric fields in the entire domain at one time-step. ((t=t)
Uses past value of E at the point and recent values of H at nearby locations

6. Repeat steps 4 and 5 until the fields have been obtained over the desired
duration (H at all n+0.5t.; E at all nt)

Meaning of FD-TD
First part of the name comes from finite differences used.
Second part due to the use of time domain form of ME
Applications

Microwave circuits, waveguides, fiber optics

Antennas- radiation patterns, impedance for all types of antennas
Scattering, radar cross section (RCS)
Inverse scattering problems, ground penetration radar, imaging
Propagation in loss-less/lossy media, diffraction
Bioelectromagnetics
Non-linear and other special materials--Plasmas
Shielding, coupling, EMI, EMC
Study of electromagnetic pulse (EMP) generation and propagation

16

Features of FDTD

17

Very versatile and intuitive modeling technique

Explicit computation; not by solving a system of linear equations
Mathematical Simplicity: no Greens functions, matrices, basis functions, asymptotics, etc.
Required to stores only the latest values at each point

Complexity of geometries (e.g., boundaries) do not affect the

solution process;
Simple to include bulk dielectrics and magnetic materials
Allows the user to specify the material at all points within the
computational domain (inhomogeneity).
All types of materials are possible (conductors, dielectrics, magnetic
materials, anisotropic materials etc.)

Inherently broadband method (Time Domain); divergence conditions

met automatically (to be shown)
Can provide animation movies of the E/H field.
ABCs are available (e.g., Berengers PML absorbing boundary
conditions).
Code can be easily parallelized.

Disadvantages of FDTD

18

Grids must be smaller than the smallest feature in the model

(wavelength, time scale). Hence, very large computational
domains can be developed, which result in very long
simulation times.
Long thin structures (like wires) are difficult to model in FDTD
because of the excessively large computational domain
required.
Far field techniques are available but require data post
processing.

Some questions to think forward

Only curl equations used. Is this valid?

How do we extend this when different materials are present
in the problem space?
What should be the values of t and z for best results?
We have initialized ALL field quantities everywhere to zero.
How do we excite the problem space?
How can we generalize the update equations for 3D space?
How do we limit the model space to only the region of
interest?

19

Update Equations: more general

20

Amperes law:
(22-1)

For 1D

(22-2)

Using finite differences

Good at kth location, at t= n+1/2

at k, at t=

Rearranging to get the update equation:

n+1/

Average value
at k, at t= n+1/2
(22-3)

(22-4)

Full 3D formulation of FD-TD

21

Starting with Amperes law:

(23-1)

Hy(23-2)

Hz

Ex

y
x

Hy
y

(23-3)

All components at

spatial derivatives are centered at

All H fields in one plane, normal to the E component being updated.

Hz

Yee Cell

22

http://fdtd.wikispaces.com/The+Yee+Cell

The FDTD Unit cell

23

Yee cell: Named after KS Yee (1966)

E fields along edges; H fields normal to surfaces
Every field component is encircled by
Four field components of the opposite type
On a plane normal to it

E and H field components are displaced by half cell size

x, y, z need not be equal.
But high aspect ratio lead to instability

Other components of the same type of field are not present in

the update equations
Anisotropy in material property can be incorporated easily.

Addressing field components

(i,j+1/2,k+1)
(i+1/2,j+1/2,k+1)

(i+1/2,j,k+1)

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(i+1/2,j+1,k+1)

(i+1,j+1/2,k+1)
(i,j,k+1/2)

(i,j+1,k+1/2)

(i,j+1/2,k+1/2)

(i+1/2,j,k+1/2)
(i+1,j,k+1/2)

(i+1,j+1/2,k+1/2)

(i,j,k)
(i+1/2,j,k)

(i+1/2,j+1,k+1/2)
(i+1,j+1,k+1/2)

(i,j+1/2,k)
(i+1/2,j+1/2,k)

(i+1/2,j+1,k)

(i+1,j+1/2,k)

http://fdtd.wikispaces.com/The+Yee+Cell

Automatically Divergence-less

25

(27-1)

This shows that the

divergence in the center
of a Yee cell does not
change with time. Thus, if
the numerical
approximation of the
divergence of the electric
field is zero in the initial
state, then the FDTD
method continues
produces a divergencefree electric field.

http://www.cs.elte.hu/~faragois/phdcourse/lecturehr2.pdf

Selection of Cell Size

26

Smaller cell size better accuracy

Staircasing errors less
Handles thin materials, wires etc better
But more storage needed for a given problem

Usually 10 cells/wavelength at the highest frequency of

interest (smallest )
depends on the material properties
If there are several materials in the model space, for calculating the
cell size, the shortest should be used throughout the volume.

Nyquist limit is not applicable here

To get sensible data, the input signal should have frequency spectrum
with significant level at the highest frequency of interest.
Spectrum rolls off gradually. Hence thre could be power at higher
frequencies.
Highest frequency is not a hard practical limit

Some computational issues: Truncation

Is n*1/n = 1?
Look at examples:
Take n=3 1/n = 0.33 [if we add three times, this does not reach 1]
Take n=10 1/n = 0.1 [we could get to 1; but will computers do this?]

Is a+b = a?
How are numbers stored in a computer
in exponential formthe standard allocation of bits is:
total bits
sign
mantissa
single precision
double precision

32
64

1
1

23
52

exponent
8
11

223 = 8 388 608

252 = 4 503 599 627 370 496

As a consequence, if two single precision numbers differ by 223,

adding the second number will not make any difference!
1x20+1x2-24 =1
a+b = a!

1+5.96046 x10-8.

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Selection of Time step

Consider 1D

z/2
Hy

Ex

z/2

28

z/2

Hy

Ex

Ex

Hy

Hy

Each field component is updated using two adjacent field components

of the opposite type.
One half of the time step size can not be greater than the time
required for the wave to travel from an E or H component location to
the nearest H or E component.
Otherwise the calculations will out-run the grid, causing instability in
the algorithm.

When the space is filled with a material, the maximum

distance travelled by the wave in half time step is vmax t/2.
Non-physical if this exceeds z/2.
Condition is called Courant Limit
This will be derived rigorously later.

Time step in 2D

29

As in 2D, the condition is based on

One half of the time step size can not be greater than the time
required for the wave to travel from an E or H component location to
the nearest H or E component.

In inhomogeneous case, the maximum distance travelled by

the wave in ONE FULL time step is vmax t. Non-physical if
this exceeds z2.

y/2
y/2
y/2

Ex
Ex

Hz

Ex

Ey x/2

Ex

x/2

x/2

Ex

Courant Limit for 2D

Courant Limit in 3D Scenario

Recall field component are not collinear.
For uniform cells,
More generally,

Note:
t is closely related to the cell size
In most problems of interest, there will always be some free space
within the model space. So vmax = c
The maximum allowed value for t is called the Courant limit.
Courant limit leads to the shortest possible computation time.
If t below the Courant limit is used, grid dispersion error would
increase!

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Voltage Excitation

31

E field component at a location is forced to follow a waveform (instead of

the value computed by update equations).
Most radiation, antenna, EMC, ciircuits problems use voltage/current
excitation
The pulse radiates out of this location in all possible directions.
Types of waveforms: These should be continuous functions with continuous
derivatives. Otherwise one of the following may happen:
Frequency content may be difficult to control
artificial rise time could be introduced due to discrete time and space sampling
not physically realizable

Examples
Gaussian ;

its derivative
2

or modulated Gaussian

Terminating FDTD Model

32

FDTD method can only be applied to a finite space.

How are fields computed at the boundaries, where field component on
one side will not be available.
This issue arises except when the model is a waveguide cavity.
Potential solutions...
Add sufficiently large surrounding space to the model such that reflections
from the ends would not affect fields on the modeled object.
Add a boundary made of absorbing material in layers of gradually increasing
conductivity

Schemes:
Surface equivalence theorem based approach.
Methods based on one-way wave eqn. (e.g., Mur ORBC)
Fictitious material absorbers with small reflections (e.g., PML
boundary conditions)

Approach 2:

using one-way Wave Equation

33

This approach looks back one time step in time and one cell
inside the FDTD space to predict the new value of field at the
boundary.
Vector wave equation in the time domain is
(33-1)

For 1D, this reduces to

(33-2)

This can be rewritten as

(33-3)

(33-4)

This has the solution

(33-6)
(33-5)

Field at the boundary

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Note the points where is E components to be known.

We can use average values to get these:

This leads to the update equation:

Similarly at the right boundary:

(34-1)

(34-2)

(34-3)

One-Way Approach

35

aka. Murs First Order Boundary condition

If the boundary is not free space,
corresponding material properties need to be included in the wave
equation, and its 1-way form.

The approach works if the fields reaching the boundary are

normal.
Assured for 1D
can be managed for 2D (possibly by adding space within)
impossible in 3D.

One solution:
Second order BC (looking back to two cells within the space & two time
steps)

Homework Exercise 1

36

Radome characteristics
Free space

RJ Luebbers, KS Kunz and KA Chamberlin, An interative

demonstration of electromagnetic wave propagation using
time domain finite differences,IEEE Trans Education, vol.
11, No. 1, pp. 60-68, 1990.

Dielectric slab

Discretize the space

Define field variables & Initialize
Excite using plane wave
Use ORBC (to be discussed)
See pulse at diff locations
Use FFTs to get Tx and Rx Coeff
Vary slab thickness & see effects
Vary slab permittivity
Change t from Courant limit