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Nanostructure Science and Technology
Series Editor: David J. Lockwood

Igor Tsukerman

Computational
Methods
for Nanoscale
Applications
Particles, Plasmons and Waves
Second Edition
Nanostructure Science and Technology

Series Editor
David J. Lockwood, FRSC
National Research Council of Canada
Ottawa, ON, Canada
More information about this series at http://www.springer.com/series/6331
Igor Tsukerman

Computational Methods
for Nanoscale Applications
Particles, Plasmons and Waves

Second Edition

123
Igor Tsukerman
Akron, OH, USA

ISSN 1571-5744 ISSN 2197-7976 (electronic)

Nanostructure Science and Technology
ISBN 978-3-030-43892-0 ISBN 978-3-030-43893-7 (eBook)
https://doi.org/10.1007/978-3-030-43893-7
1st edition: © Springer Science+Business Media, LLC 2008
2nd edition: © Springer Nature Switzerland AG 2020
This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part
of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations,
recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission
or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar
methodology now known or hereafter developed.
The use of general descriptive names, registered names, trademarks, service marks, etc. in this
publication does not imply, even in the absence of a specific statement, that such names are exempt from
the relevant protective laws and regulations and therefore free for general use.
The publisher, the authors and the editors are safe to assume that the advice and information in this
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To the memory of my mother,
to my father,
and to the miracle of M.
Foreword

Nanotechnologies are not anymore the revolution that was conjectured by Feynman
on the eve of the 1960s; they are here, in our daily life, in your hand, in your pocket
and even sometimes on your skin. Among all the facets of nanosciences, the
interaction of light and electromagnetic radiations with nanoscale objects is prob-
ably the most compelling way to perceive how a structure can behave very dif-
ferently when its dimensions shrink. Think of the appearance of a silver coin: shiny
and gray, while silver colloidal nanoparticles are blue, red or yellow, depending on
their size or shape. The nanoworld is full of surprises, and its interaction with light
and microwaves is one of their most prominent indicators.
Comprehending these wonders is however quite challenging, since it is
impossible to see the nanoworld with naked eyes. Most of the time, one must resort
to models to understand how light–matter interactions take place at the nanoscale.
This is the very topic of this book, for which it provides an invaluable reference.
The manuscript is organized like a solid, three-dimensional, edifice. Chapters 2
and 3 provide the foundations and describe in detail the two main techniques to
discretize differential equations: finite differences and finite elements. Each topic is
first introduced in very general terms, such that the novice reader can get easily
acquainted. This first exposition is followed by more specialized topics, like the
flux-balance scheme and the Collatz Mehrstellen scheme for finite differences; or
edge elements and error estimates for finite elements. The discussion in these two
chapters is very general and not limited to the solution of Maxwell’s equations.
A later chapter, Chap. 7, focuses on finite differences in time domain, a very
popular method for studying electromagnetic problems, especially in nanopho-
tonics. There exist actually quite a few commercial or noncommercial implemen-
tations of this algorithm and Chap. 7 concludes with a useful table that can help the
nonspecialist choose the best package.
Professor Igor Tsukerman has made important contributions to a numerical
approach that aims at using the simplicity of the regular grid associated with finite
differences, while overcoming some of its limitations, especially in terms of
accuracy. This flexible local approximation method (FLAME) is the topic of
Chap. 4, where the author guides us through the different postulates of the method:

vii
viii Foreword

a broad pool of basis functions, finding an approximation for the solution instead
of the equation, allowing different solutions to coexist within one computational
domain and exploiting as much as possible the flexibility of the numerical scheme.
FLAME represents a novel approach to solve discretized equations, and this chapter
provides a very comprehensive description for those who would like to unleash its
potential. The author puts his own contributions well in perspective and discusses in
detail the numerical landscape around FLAME, which includes popular methods
such as the discontinuous Galerkin method, the meshless methods or pseu-
dospectral methods, to name a few.
Moving upward in the book edifice, in Chaps. 5 and 6, the reader is reminded
that—at the nanoscale—individual charges and dipoles are becoming the source of
interaction, and this interaction can act over very large distances. This is a rather
counterintuitive idea, since one may be tempted to think that at the nanoscale
everything is local. It is of course not true, think for example of Wood’s anomaly,
which can produce a strongly enhanced electromagnetic field at the vicinity of a
surface, but is the emanation of an infinite periodic lattice. Several problems
described in those chapters are still open today: How to handle very small sepa-
ration distances between nanoscopic objects, where is the limit of a classical
description based on Maxwell’s equations and where more sophisticated approa-
ches are required?
The last three chapters in the book are made to tickle, and often challenge, the
curiosity of the reader. They address many current problems in nanophotonics and
metamaterials. Efficient links are made in those chapters with the foundation
material presented in the first part of the book, such that the reader who would miss
some background can easily find the appropriate references. In those last chapters,
the author provides his original and perceptive view on problems such as photonic
bandgap calculations, light confinement beyond the diffraction limit, plasmonic
enhancement, homogenization of metamaterials or the definition of losses in
conductors.
I have been developing numerical techniques to solve Maxwell’s equations for
over three decades, and I am still fascinated (and sometimes put off…) by the
complexity associated with solving them at the nanoscale. I find the selection of
topics in this book truly to the point, and its content will appeal both to those well
versed in computational electromagnetics and those entering into that topic. The
presentation is very comprehensive and pedagogical, such that the book can serve
for self-study, as well as a reference to keep at hand when developing codes.
Over the last decade, the art of computational electromagnetics has also become
much more accessible, with several all-round numerical platforms readily available.
This book is also for the user of these platforms: While it is very easy to produce a
colorful image of your numerical solution, this naïve representation can easily be
flawed by an inappropriate discretization mesh or the wrong boundary conditions.
The very practical and concrete sides of this book will prevent you from falling into
such a pitfall and help you interpret your numerical results correctly, when you
explore the unexplored.
Foreword ix

A particularly abundant bibliography supports the reader who would like to

dwell further in a specific topic.
In summary, this book provides in one single place the key elements of the most
popular numerical methods for nanophotonics, molecular dynamics and charge
interactions in solvents; it will prove an invaluable reference for the practitioner. It
will also appeal to the teacher or the student—physicist, chemist or computer
scientist—who would like to develop an education in computational electromag-
netics at the nanoscale. As written by the author in the introduction chapter,
“computational simulation is not an exact science,” this very book, however, will
help you chose the right approach to tackle the problem you are interested in, teach
you how to set up a sound and solid numerical model and help you transform the art
of computation into a reliable ally for your explorations of the nanoworld.

May 2020 Olivier J. F. Martin

Swiss Federal Institute of Technology
Lausanne (EPFL)
Lausanne, Switzerland
Preface

The purpose of this note … is to sort out my own thoughts …

and to solicit ideas from others.
Lloyd N. Trefethen
Three mysteries of Gaussian elimination

Since 2008, when the first edition of this book was published, nanoscience, nan-
otechnology and computer simulation of nanoscale and molecular-scale systems
have experienced steady growth. This is exemplified by the ISI database data in
Fig. 1. It is clear that these research areas have reached a stage of maturity, yet are
still being explored very actively.
Another obvious conclusion: It is not humanly possible to keep track of all the
research in nanoscale or molecular-scale phenomena and devices. This book deals
primarily with electromagnetic analysis and simulation, but even that is way too
broad. Naturally, the selection of topics is influenced strongly by my own research

Fig. 1 Academic publications 2008–2019, the ISI database. Keywords “nanoscale”; “nanoscale &
simulation”. (The 2019 data may be incomplete.)

xi
xii Preface

experience and expertise, but also by the adoption and acceptance of particular
methods in the engineering and physics communities.
As a result, three new chapters have been included in the second edition. The
first one deals with “finite difference time domain” (FDTD) methods, quite popular
in electromagnetics and photonics simulations. FDTD is almost 60 years old and
has become a powerful simulation technology in its own right and on all scales,
covering virtually all types of numerical modeling of electromagnetic and acoustic
phenomena, complex materials and devices. A large variety of software packages,
both public domain and commercial, are available (Sect. 7.18). Related to FDTD is
“Finite Integration Techniques” (FIT), Sect. 7.8.
The second new chapter is devoted to metamaterials—artificial structures
judiciously designed to control refraction and propagation of waves and to produce
physical effects not attainable in natural materials. Most notable of these effects are
appreciable magnetic response at high frequencies, negative refraction and cloak-
ing. I review these and other applications but concentrate on homogenization, one
of the subjects of my own research in recent years. My particular emphasis is on
non-asymptotic theories (not limited to vanishingly small lattice cell sizes) and on
the role of boundary effects and conditions. Only with that in mind can accurate
homogenized models be constructed.
As Fig. 2 shows, the body of research in FDTD and in metamaterials continues
to expand rapidly, albeit for somewhat different reasons. FDTD is quite a mature
area already, but continues to enjoy efficiency improvements and to find new
applications. Metamaterials is a younger field of research; even though the ideas
behind it can be traced back to the 1970s or even (with some stretch) to the 1950–
1960s, its growth was fueled by the advent of micro- and nanotechnology, as well
as—importantly—by the demonstration of negative refraction, cloaking and other
related effects in the 2000s.
The third new chapter (Chap. 10) is an assortment of curious and paradoxical
facts related to the main content of the book. It is hoped that the readers will find
this collection instructive.

Fig. 2 Academic publications 2008–2019, the ISI database. Keywords “finite difference time
domain”; “metamaterials”. (The 2019 data may be incomplete.)
Preface xiii

Many sections of the remaining seven chapters from the first edition of the book
have been substantially revised and updated. Known typos have been corrected.
A number of figures that were previously rendered in grayscale now appear in color.

***

I owe an enormous debt of gratitude to my parents for their incredible kindness

and selflessness and to my wife for her tolerance of my character quirks and for her
unwavering support under all circumstances. My son proofread parts of the book
and made some helpful comments.
My work on the first edition of the book was interrupted by the sudden and
heartbreaking death of my mother in the summer of 2006. I dedicate both editions
to her memory.

***

March 2018 opened a void that can never be filled. Victor Lomonosov was a
brilliant mathematician, well known by experts for his discoveries in functional
analysis.1 Victor would have certainly been able to set me straight on the mathe-
matical part of Sect. 8.5. His accomplishments and mathematical fame notwith-
standing, Victor was a very cordial and unassuming man, with many friends from
every walk of life, who now miss him dearly.

***

ACKNOWLEDGMENT AND THANKS

Collaboration with Gary Friedman and his group, especially during my sab-
batical in 2002–2003 at Drexel University, has influenced my research and the
material of the first edition greatly. Gary’s energy, enthusiasm and innovative ideas
have always been stimulating.
During the same sabbatical year, I was fortunate to visit several research groups
working on the simulation of colloids, polyelectrolytes, macro- and biomolecules.
I am very grateful to all of them for their hospitality. I would particularly like to
mention Christian Holm, Markus Deserno, Vladimir Lobaskin at the
Max-Planck-Institut für Polymerforschung in Mainz, Germany; Rebecca Wade at
the European Molecular Biology Laboratory in Heidelberg and Thomas Simonson
at the Laboratoire de Biologie Structurale in Strasbourg, France.

1
“In 1973, operator theorists were stunned by the generalization achieved by Lomonosov... The
theorem Lomonosov obtained was a more general result than anyone had ever hoped to be able to
prove.” A. J. Michaels, Hilden’s simple proof of Lomonosov’s invariant subspace theorem.
Advances in Mathematics 25, 56–58 (1977).
xiv Preface

Advanced techniques developed by Alexei Sokolov (the University of Akron)

and experiments in optical sensors and microscopy with molecular-scale resolution
had a strong impact on my students’ and my work. I thank Alexei for providing a
great opportunity for joint research. Similarly, collaboration with Fritz Keilmann,
an expert in near-field infrared microscopy, and his group (Max-Planck-Institut für
Biochemie in Martinsried, Germany) was a great learning experience for us in
2006–2008.
In the course of the last three decades, I have benefited enormously from my
communication with Alain Bossavit (Électricité de France and Laboratoire de Genie
Electrique de Paris), from his very deep knowledge of all aspects of computational
electromagnetism, and from his very detailed and thoughtful analysis of any dif-
ficult subject that would come up.
Isaak Mayergoyz of the University of Maryland at College Park has on many
occasions shared his valuable insights with me. His knowledge of many areas of
electromagnetism, physics and mathematics is profound and often unmatched.
My communication with Jon Webb (McGill University, Montréal) has
always been thought-provoking and informative. His astute observations and
comments make complicated matters look clear and simple. I was very pleased that
Professor Webb devoted part of his time to our joint research on Flexible Local
Approximation MEthods (FLAME, Chap. 4).
Yuri Kizimovich and I have worked jointly on a variety of projects for a long
time. His original thinking and elegant solutions of practical problems have always
been a great asset.
Even though over 30 years have already passed since the untimely death of my
thesis advisor, Yu. V. Rakitskii, his students still remember very warmly his
relentless strive for excellence and quixotic attitude to scientific research.
Rakitskii’s main contribution was to numerical methods for stiff systems of dif-
ferential equations. He was guided by the idea of incorporating, to the extent
possible, analytical approximations into numerical methods. This approach is
manifest in FLAME that I believe Rakitskii would have liked.
My sincere thanks go to Elena Ivanova and Sergey Voskoboynikov (Technical
University of St. Petersburg, Russia), for their very, very diligent work on FLAME
(Chap. 4), and to Benjamin Yellen (Duke University), for many discussions,
innovative ideas and for his great contribution to the NSF-NIRT project on mag-
netic assembly of particles.
I appreciate the help, support and opportunities provided by the International
Compumag Society through a series of the International Compumag Conferences
and through personal communication with its Board and members: Jan K Sykulski,
Arnulf Kost, Kay Hameyer, François Henrotte, Oszkár Bíró, J.-P. Bastos,
R. C. Mesquita, David Lowther, József Pávó, and others.
My Ph.D. students have contributed immensely to the research, and their work is
frequently referred to throughout the book. Alexander Plaks worked on adaptive
multigrid methods and generalized finite element methods for electromagnetic
applications. Leonid Proekt was instrumental in the development of generalized
FEM, especially for the vectorial case, and of absorbing boundary conditions.
Preface xv

Jianhua Dai has worked on generalized finite-difference methods. Frantisek Čajko

developed schemes with flexible local approximation and carried out, with a great
deal of intelligence and ingenuity, a variety of simulations in nanophotonics and
nano-optics.
I gratefully acknowledge over two decades of financial support by the National
Science Foundation and the NSF-NIRT program,2 as well as private companies
(Rockwell Automation, 3ga Co., Baker Hughes, ABB).
A number of workshops and tutorials at the University of Minnesota in
Minneapolis have been exceptionally interesting and educational for me. I sincerely
thank the organizers: Douglas Arnold, Boris Shklovskii, Alexander Grosberg, and
others.
Special thanks to Serge Prudhomme, the reviewer of the first edition of the book,
for many insightful comments, numerous corrections and suggestions, and espe-
cially for his careful and meticulous analysis of the chapters on finite-difference and
finite element methods. The reviewer did not wish to remain anonymous, which
greatly facilitated our communication and helped to improve the text.
A substantial portion of the book forms a basis of the graduate course
“Simulation of Nanoscale Systems,” which I developed and taught at the University
of Akron, Ohio. My work on both editions of the book became possible due to my
sabbatical leaves in 2002–2003, 2010–2011 and 2017–2018. I am grateful to the
University administration for granting these leaves, as well as to my colleagues at
the Department of Electrical & Computer Engineering and four Department Chairs
—Robert Veillette, Joan Carletta, Alexis De Abreu Garcia and Nathan Ida—for
their support and encouragement.
I am also extremely grateful to all my national and international hosts over the
years for sharing their knowledge, for their hospitality, patience and financial
support through various funding agencies in their respective countries and
institutions:
• Weng Cho Chew and Li Jun Jiang—Hong Kong University; Electrical
Engineering
• Graeme Milton—The University of Utah; Mathematics
• Stéphane Clénet—ENSAM Lille (France); Electrical Engineering
• Sergey Bozhevolnyi—The University of Southern Denmark; Physics
• Oszkár Bíró—TU Graz, Austria; Electrical Engineering
• Stéphane Clénet—ENSAM Lille, France; Electrical Engineering
• George Schatz—Northwestern University; Chemistry
• Yidong Chong—Nanyang Technological University, Singapore; Physics
• Vadim Markel, Sebastien Guenneau, Boris Gralak—Institut Fresnel, France
• Olav Breinbjerg, Radu Malureanu and especially Andrei Lavrinenko—DTU
Fotonik and DTU Electrical Engineering (Otto Mønsteds Fond, Denmark)
• Olivier Martin—École polytechnique fédérale de Lausanne, Switzerland;
Nanophotonics

2
Awards 9702364, 9812895, 0304453, 1216927, 1620112.
xvi Preface

• Karl Hollaus and Joachim Schöberl—TU Vienna, Austria; Scientific Computing

• Guglielmo Rubinacci and Carlo Forestiere—Università degli Studi di Napoli
Federico II, Italy; Electrical Engineering
• Leszek Demkowicz and Gregory Rodin—The ICES Institute, UT Austin (JTO
Faculty Fellowship)
• Che-Ting Chan—Hong Kong University of Science & Technology; Physics
• Ralf Hiptmair—ETH Zürich, Switzerland; Applied Mathematics
I have benefited greatly from communication with my colleagues on a number of
research projects managed by Alex Fedoseyev and Edward Kansa: Semyon
Tsynkov, Sergey V. Petropavlovsky, Uri Shumlak, who are all top-tier researchers.
Many thanks to teams of conference organizers for the opportunities to give
plenary/keynote talks at a number of conferences. This has been a thrill and a
humbling experience at the same time. The organizers include Roberto Graglia,
Piergiorgio Uslenghi, Guido Lombardi, Luca Dal Negro, Kurt Busch, Roland
Schnaubelt, Sebastien Guenneau, Boris Gralak, Herbert De Gersem, Sebastian
Schöps and many others.
Over the last ten years, I have been extremely fortunate to have Vadim Markel as
a key collaborator. His breadth of knowledge and depth of physical insight are truly
impressive.
Finally, I thank Springer’s editors, especially David Packer, David Lockwood,
Jeffrey Taub, Barbara Amorese, Jayanthi Narayanaswamy for their help, coopera-
tion and patience.

Akron, OH, USA Igor Tsukerman

August 9, 2020
On Units and Conventions

If something can be misunderstood, it will be. If something

cannot be misunderstood, it will be anyway.
Corollary to Murphy’s laws.

There are two main systems of units: Gaussian, used primarily by physicists and
applied mathematicians, and SI, used primarily by electrical engineers. There are
two sign conventions for the time phasor, expðixtÞ, and two symbols for the
imaginary unit (i and j). Altogether, this produces eight notational possibilities.
Fortunately, only 2–3 of those are in active use, but that is still quite messy.
This creates a dilemma for a book like this one, whose subject is at the inter-
section of different disciplines and whose prospective readers may prefer different
conventions. Moreover, various methods and theories originated in different sci-
entific and research communities. For example, developments in finite-difference
time domain (FDTD) methods have historically been published in the electrical
engineering literature primarily, while the majority of publications in optics and
photonics are on the physics side.
The beauty of each set of conventions is in the eye of the beholder. My own
background is in electrical engineering, and this biased me toward the use of SI
units and the expð þ ixtÞ phasor convention in the first edition of this book. One
shortcoming of the SI system is the redundancy in electromagnetic parameters: two
primary constants e0 and l0 with silly numerical values, as opposed to just the
vacuum speed of light c in the Gaussian system.3
Having to carry e0 and l0 through all expressions is a particular nuisance in
optics, photonics and homogenization theory of periodic structures.4

pffiffiffiffiffiffiffiffiffiffi
3
Yet one prominent researcher expressed an opinion that the free-space impedance l0 e0 
376:7X has a significant physical meaning. Significance, like beauty, is truly “in the eye of the
beholder”.
4
There is one counterpoint, though. The relation B ¼ l0 H, rather than just B ¼ H in a vacuum,
gives us a hint that B and H can be considered as fundamentally different objects. This lies in the
foundation of the differential-geometric treatment of electromagnetic theory (see remarks on
Sects. 7.2 and 9.3.74). Still, this differential-geometric treatment involves the so-called Hodge
operators rather than just a factor like l0 .

xvii
xviii On Units and Conventions

To the extent possible, I tried to make the exposition independent of the system
of units and occasionally introduced generic factors that have different values in
different systems or, when practical, provided both Gaussian and SI versions of
equations. In other cases, most notably in the chapter on metamaterials, the pres-
ence of e0 and l0 would have made expressions more cumbersome than they need
to be, and so the Gaussian system is used. This also makes the notation consistent
with most of the metamaterials literature. Similarly, the phasor convention
expðixtÞ is more prevalent in the optics and photonics (and, generally, physics)
literature. Under that convention, a plane wave propagating, say, in the þ x
direction has the spatial exponential factor expð þ ikxÞ rather than the slightly
confusing expðikxÞ under the opposite phasor convention. Also, the imaginary
part of the dielectric permittivity of passive media is positive under expðixtÞ.
The readers may of course exercise their discretion and pay more attention to the
substance of the analysis rather than the system-dependent factors in particular
expressions.
Contents

1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 Why Deal with the Nanoscale? . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Why Special Models for the Nanoscale? . . . . . . . . . . . . . . . . . 2
1.3 How to Hone the Computational Tools . . . . . . . . . . . . . . . . . 5
1.4 So What? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2 Finite-Difference Schemes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.2 A Primer on Time-Stepping Schemes . . . . . . . . . . . . . . . . . . . 12
2.3 Exact Schemes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.4 Some Classic Schemes for Initial Value Problems . . . . . . . . . . 19
2.4.1 The Runge–Kutta Methods . . . . . . . . . . . . . . . . . . . . 20
2.4.2 The Adams Methods . . . . . . . . . . . . . . . . . . . . . . . . . 24
2.4.3 Stability of Linear Multistep Schemes . . . . . . . . . . . . 24
2.4.4 Methods for Stiff Systems . . . . . . . . . . . . . . . . . . . . . 27
2.5 Schemes for Hamiltonian Systems . . . . . . . . . . . . . . . . . . . . . 34
2.5.1 Introduction to Hamiltonian Dynamics . . . . . . . . . . . . 34
2.5.2 Symplectic Schemes for Hamiltonian Systems . . . . . . 37
2.6 Schemes for One-Dimensional Boundary Value Problems . . . . 38
2.6.1 The Taylor Derivation . . . . . . . . . . . . . . . . . . . . . . . . 38
2.6.2 Using Constraints to Derive Difference Schemes . . . . 40
2.6.3 Flux-Balance Schemes . . . . . . . . . . . . . . . . . . . . . . . 42
2.6.4 Implementation of 1D Schemes for Boundary
Value Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
2.7 Schemes for Two-Dimensional Boundary Value Problems . . . . 47
2.7.1 Schemes Based on the Taylor Expansion . . . . . . . . . . 47
2.7.2 Flux-Balance Schemes . . . . . . . . . . . . . . . . . . . . . . . 48
2.7.3 Implementation of 2D Schemes . . . . . . . . . . . . . . . . . 50
2.7.4 The Collatz “Mehrstellen” Schemes in 2D . . . . . . . . . 51
2.8 Schemes for Three-Dimensional Problems . . . . . . . . . . . . . . . 54

xix
xx Contents

2.8.1 An Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
2.8.2 Schemes Based on the Taylor Expansion in 3D . . . . . 55
2.8.3 Flux-Balance Schemes in 3D . . . . . . . . . . . . . . . . . . . 56
2.8.4 Implementation of 3D Schemes . . . . . . . . . . . . . . . . . 57
2.8.5 The Collatz “Mehrstellen” Schemes in 3D . . . . . . . . . 58
2.9 Consistency and Convergence of Difference Schemes . . . . . . . 59
2.10 Summary and Further Reading . . . . . . . . . . . . . . . . . . . . . . . . 64
Appendix: Frequently Used Vector and Matrix Norms . . . . . . . . . . . . 65
Appendix: Matrix Exponential . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
3 The Finite Element Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
3.1 Everything Is Variational . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
3.2 The Weak Formulation and the Galerkin Method . . . . . . . . . . 75
3.3 Variational Methods and Minimization . . . . . . . . . . . . . . . . . . 81
3.3.1 The Galerkin Solution Minimizes the Error . . . . . . . . 81
3.3.2 The Galerkin Solution and the Energy Functional . . . . 82
3.4 Essential and Natural Boundary Conditions . . . . . . . . . . . . . . 83
3.5 Mathematical Notes: Convergence, Lax–Milgram
and Céa’s Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
3.6 Local Approximation in the Finite Element Method . . . . . . . . 88
3.7 The Finite Element Method in One Dimension . . . . . . . . . . . . 91
3.7.1 First-Order Elements . . . . . . . . . . . . . . . . . . . . . . . . . 91
3.7.2 Higher-Order Elements . . . . . . . . . . . . . . . . . . . . . . . 100
3.8 The Finite Element Method in Two Dimensions . . . . . . . . . . . 103
3.8.1 First-Order Elements . . . . . . . . . . . . . . . . . . . . . . . . . 103
3.8.2 Higher-Order Triangular Elements . . . . . . . . . . . . . . . 117
3.9 The Finite Element Method in Three Dimensions . . . . . . . . . . 117
3.10 Approximation Accuracy in FEM . . . . . . . . . . . . . . . . . . . . . 119
3.10.1 Appendix: The Ladyzhenskaya–Babuška–Brezzi
Condition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
3.10.2 Appendix: A Peculiar Case of Finite Element
Approximation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123
3.11 An Overview of System Solvers . . . . . . . . . . . . . . . . . . . . . . 124
3.12 Electromagnetic Problems and Edge Elements . . . . . . . . . . . . 133
3.12.1 Why Edge Elements? . . . . . . . . . . . . . . . . . . . . . . . . 133
3.12.2 The Definition and Properties of Whitney-Nédélec
Elements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
3.12.3 Implementation Issues . . . . . . . . . . . . . . . . . . . . . . . . 139
3.12.4 Historical Notes on Edge Elements . . . . . . . . . . . . . . 140
3.12.5 Appendix: Several Common Families of Tetrahedral
Edge Elements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
3.13 Adaptive Mesh Refinement and Multigrid Methods . . . . . . . . . 142
3.13.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
3.13.2 Hierarchical Bases and Local Refinement . . . . . . . . . . 143
Contents xxi

3.13.3 A Posteriori Error Estimates . . . . . . . . . . . . . . . . . . . 145

3.13.4 Multigrid Algorithms . . . . . . . . . . . . . . . . . . . . . . . . 149
3.14 Special Topic: Element Shape and Approximation
Accuracy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152
3.14.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152
3.14.2 Algebraic Sources of Shape-Dependent Errors:
Eigenvalue and Singular Value Conditions . . . . . . . . . 154
3.14.3 Geometric Implications of the Singular Value
Condition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165
3.14.4 Condition Number and Approximation . . . . . . . . . . . 173
3.14.5 Discussion of Algebraic and Geometric a Priori
Estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174
3.15 Special Topic: Generalized FEM . . . . . . . . . . . . . . . . . . . . . . 175
3.15.1 Description of the Method . . . . . . . . . . . . . . . . . . . . 175
3.15.2 Trade-Offs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177
3.16 Summary and Further Reading . . . . . . . . . . . . . . . . . . . . . . . . 177
3.17 Appendix: Generalized Curl and Divergence . . . . . . . . . . . . . . 179
4 Flexible Local Approximation MEthods (FLAME) . . . . . . . . . . . . . 183
4.1 A Preview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 183
4.2 Perspectives on Generalized FD Schemes . . . . . . . . . . . . . . . . 186
4.2.1 Perspective #1: Basis Functions Not Limited
to Polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 186
4.2.2 Perspective #2: Approximating the Solution,
Not the Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . 186
4.2.3 Perspective #3: Multivalued Approximation . . . . . . . . 187
4.2.4 Perspective #4: Conformity Versus Flexibility . . . . . . 188
4.2.5 Why Flexible Approximation? . . . . . . . . . . . . . . . . . . 189
4.2.6 A Preliminary Example: The 1D Laplace
Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
4.3 Trefftz Schemes with flexible local approximation . . . . . . . . . . 193
4.3.1 Overlapping Patches . . . . . . . . . . . . . . . . . . . . . . . . . 193
4.3.2 Construction of the Schemes . . . . . . . . . . . . . . . . . . . 194
4.3.3 The Treatment of Boundary Conditions . . . . . . . . . . . 197
4.3.4 Trefftz–FLAME Schemes for Inhomogeneous
and Nonlinear Equations . . . . . . . . . . . . . . . . . . . . . . 197
4.3.5 Consistency and Convergence of the Schemes . . . . . . 199
4.4 Trefftz–FLAME Schemes: Case Studies . . . . . . . . . . . . . . . . . 201
4.4.1 1D Laplace, Helmholtz and Convection–Diffusion
Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 201
4.4.2 The 1D Heat Equation with Variable Material
Parameter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 202
4.4.3 The 2D and 3D Laplace Equation . . . . . . . . . . . . . . . 203
4.4.4 The Fourth-Order Nine-Point Mehrstellen
Scheme for the Laplace Equation in 2D . . . . . . . . . . . 203
xxii Contents

4.4.5 The Fourth-Order 19-Point Mehrstellen Scheme

for the Laplace Equation in 3D . . . . . . . . . . . . . . . . . 204
4.4.6 The 1D Schrödinger Equation. FLAME Schemes
by Variation of Parameters . . . . . . . . . . . . . . . . . . . . 205
4.4.7 Super-High-Order FLAME Schemes for the 1D
Schrödinger Equation . . . . . . . . . . . . . . . . . . . . . . . . 206
4.4.8 A Singular Equation . . . . . . . . . . . . . . . . . . . . . . . . . 207
4.4.9 A Polarized Elliptic Particle . . . . . . . . . . . . . . . . . . . 209
4.4.10 A Line Charge Near a Slanted Boundary . . . . . . . . . . 211
4.4.11 Scattering from a Dielectric Cylinder . . . . . . . . . . . . . 212
4.5 Approximation in Trefftz Subspaces . . . . . . . . . . . . . . . . . . . . 214
4.6 Existing Methods Featuring Flexible or Nonstandard
Approximation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 222
4.6.1 The Treatment of Singularities in Standard FEM . . . . 225
4.6.2 Generalized FEM by Partition of Unity . . . . . . . . . . . 225
4.6.3 Homogenization Schemes Based on Variational
Principles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 226
4.6.4 Discontinuous Galerkin Methods . . . . . . . . . . . . . . . . 226
4.6.5 Homogenization Schemes in FDTD . . . . . . . . . . . . . . 227
4.6.6 Meshless Methods . . . . . . . . . . . . . . . . . . . . . . . . . . 228
4.6.7 Special Finite Element Methods . . . . . . . . . . . . . . . . 229
4.6.8 Domain Decomposition . . . . . . . . . . . . . . . . . . . . . . . 230
4.6.9 Pseudospectral Methods . . . . . . . . . . . . . . . . . . . . . . 230
4.6.10 Special FD Schemes . . . . . . . . . . . . . . . . . . . . . . . . . 231
4.7 Discussion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 232
4.8 Appendix: Variational FLAME . . . . . . . . . . . . . . . . . . . . . . . 235
4.8.1 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 235
4.8.2 The Model Problem . . . . . . . . . . . . . . . . . . . . . . . . . 235
4.8.3 Construction of Variational FLAME . . . . . . . . . . . . . 236
4.8.4 Summary of the Variational-Difference Setup . . . . . . . 239
4.9 Appendix: Coefficients of the Nine-Point Trefftz–FLAME
Scheme for the Wave Equation in Free Space . . . . . . . . . . . . . 240
4.10 Appendix: The Fréchet Derivative . . . . . . . . . . . . . . . . . . . . . 241
5 Long-Range Interactions in Free Space . . . . . . . . . . . . . . . . . . . . . 243
5.1 Long-Range Particle Interactions in a Homogeneous
Medium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243
5.2 Real and Reciprocal Lattices . . . . . . . . . . . . . . . . . . . . . . . . . 246
5.3 Introduction to Ewald Summation . . . . . . . . . . . . . . . . . . . . . 247
5.3.1 A Boundary Value Problem for Charge
Interactions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 250
5.3.2 A Re-formulation with “Clouds” of Charge . . . . . . . . 252
5.3.3 The Potential of a Gaussian Cloud of Charge . . . . . . . 253
5.3.4 The Field of a Periodic System of Clouds . . . . . . . . . 255
Contents xxiii

5.3.5 The Ewald Formulas . . . . . . . . . . . . . . . . . . . . . . . . . 256

5.3.6 The Role of Parameters . . . . . . . . . . . . . . . . . . . . . . . 259
5.4 Grid-Based Ewald Methods with FFT . . . . . . . . . . . . . . . . . . 260
5.4.1 The Computational Work . . . . . . . . . . . . . . . . . . . . . 260
5.4.2 On Numerical Differentiation . . . . . . . . . . . . . . . . . . . 266
5.4.3 Particle–Mesh Ewald . . . . . . . . . . . . . . . . . . . . . . . . 268
5.4.4 Smooth Particle–Mesh Ewald Methods . . . . . . . . . . . 271
5.4.5 Particle–Particle Particle–Mesh Ewald Methods . . . . . 274
5.4.6 The York–Yang Method . . . . . . . . . . . . . . . . . . . . . . 275
5.4.7 Methods Without Fourier Transforms . . . . . . . . . . . . 276
5.5 Notes on Ewald Formulas in the Literature . . . . . . . . . . . . . . . 278
5.6 Summary and Further Reading . . . . . . . . . . . . . . . . . . . . . . . . 279
5.7 Appendix: The Fourier Transform of “Periodized”
Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 281
5.8 Appendix: An Infinite Sum of Complex Exponentials . . . . . . . 283
6 Long-Range Interactions in Heterogeneous Systems . . . . . . . . . . . . 285
6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 285
6.2 FLAME Schemes for Static Fields of Polarized Particles
in 2D . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 289
6.2.1 Computation of Fields and Forces for Cylindrical
Particles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 293
6.2.2 A Numerical Example: Well-Separated Particles . . . . . 295
6.2.3 A Numerical Example: Small Separations . . . . . . . . . 297
6.3 Static Fields of Spherical Particles in a Homogeneous
Dielectric . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 305
6.3.1 FLAME Basis and the Scheme . . . . . . . . . . . . . . . . . 305
6.3.2 A Basic Example: Spherical Particle in Uniform
Field . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 308
6.4 Introduction to the Poisson–Boltzmann Model . . . . . . . . . . . . 311
6.5 Limitations of the PBE Model . . . . . . . . . . . . . . . . . . . . . . . . 315
6.6 Numerical Methods for 3D Electrostatic Fields of Colloidal
Particles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 316
6.7 3D FLAME Schemes for Particles in Solvent . . . . . . . . . . . . . 317
6.8 The Numerical Treatment of Nonlinearity . . . . . . . . . . . . . . . . 321
6.9 The DLVO Expression for Electrostatic Energy
and Forces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 324
6.10 London, Van der Waals and Casimir Forces: Theory
and Computation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 327
6.10.1 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 327
6.10.2 Casimir Effect: Interpretations and Controversies . . . . 329
6.10.3 Computation of Casimir and van der Waals
Forces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 331
6.11 Thermodynamic Potential, Free Energy and Forces . . . . . . . . . 335
xxiv Contents

6.12 Comparison of FLAME and DLVO Results . . . . . . . . . . . . . . 339

6.13 Summary and Further Reading . . . . . . . . . . . . . . . . . . . . . . . . 344
6.14 Appendix: Thermodynamic Potential for Electrostatics
in Solvents . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 344
6.15 Appendix: Generalized Functions (Distributions) . . . . . . . . . . . 349
7 Finite-Difference Time-Domain Methods for Electrodynamics . . . . 357
7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 357
7.2 Basic Ideas and Schemes . . . . . . . . . . . . . . . . . . . . . . . . . . . . 358
7.3 Consistency of the Yee Scheme in 1D . . . . . . . . . . . . . . . . . . 361
7.4 The Yee Scheme in Fourier Space (1D) . . . . . . . . . . . . . . . . . 361
7.5 Stability of the Yee Scheme in 1D . . . . . . . . . . . . . . . . . . . . . 364
7.6 The Yee Scheme in 2D . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 365
7.6.1 Formulation (2D) . . . . . . . . . . . . . . . . . . . . . . . . . . . 365
7.6.2 Numerical Dispersion and Stability (2D) . . . . . . . . . . 367
7.7 The Yee Scheme in 3D . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 368
7.7.1 Formulation (3D) . . . . . . . . . . . . . . . . . . . . . . . . . . . 368
7.7.2 Numerical Dispersion and Stability (3D) . . . . . . . . . . 370
7.8 The Finite Integration Technique (FIT) . . . . . . . . . . . . . . . . . . 371
7.9 Advanced Techniques . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 374
7.9.1 Implicit Schemes . . . . . . . . . . . . . . . . . . . . . . . . . . . 374
7.9.2 Pseudospectral Time-Domain Methods . . . . . . . . . . . . 376
7.10 Exterior Boundary Conditions . . . . . . . . . . . . . . . . . . . . . . . . 377
7.10.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 377
7.10.2 Perfectly Matched Layers . . . . . . . . . . . . . . . . . . . . . 378
7.10.3 PML: Complex Coordinate Transforms . . . . . . . . . . . 379
7.10.4 Discrete Perfectly Matched Layers . . . . . . . . . . . . . . . 382
7.10.5 Absorbing Conditions . . . . . . . . . . . . . . . . . . . . . . . . 384
7.11 Long-Term Stability and the Lacunae Method . . . . . . . . . . . . 391
7.12 The Treatment of Material Interfaces . . . . . . . . . . . . . . . . . . . 392
7.12.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 392
7.12.2 An Overview of Existing Techniques . . . . . . . . . . . . . 393
7.12.3 Order of a Difference Scheme Revisited: Trefftz
Test Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 395
7.13 The Total-Field/Scattered-Field Formulations . . . . . . . . . . . . . 403
7.14 The Treatment of Frequency-Dependent Parameters . . . . . . . . 405
7.15 Simulation of Periodic Structures . . . . . . . . . . . . . . . . . . . . . . 406
7.16 Near-to-Far-Field Transformations . . . . . . . . . . . . . . . . . . . . . 409
7.16.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 409
7.16.2 Example: “Far Field” in 1D . . . . . . . . . . . . . . . . . . . 412
7.16.3 Far Field in Maxwell’s Electrodynamics . . . . . . . . . . 414
7.17 Historical Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 414
7.18 Codes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 416
7.19 Appendix: The Yee Scheme Is Exact in 1D
for the “Magic” Time Step . . . . . . . . . . . . . . . . . . . . . . . . . . 417
Contents xxv

7.20 Appendix: Green’s Functions for Maxwell’s Equations . . . . . . 418

7.20.1 Green’s Functions for the Helmholtz Equation . . . . . . 418
7.20.2 Maxwell’s Equations . . . . . . . . . . . . . . . . . . . . . . . . 419
7.20.3 Subcase Jm ¼ 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 419
7.20.4 Subcase Je ¼ 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 421
7.20.5 Excitation by both Electric and “Magnetic”
Currents . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 422
7.20.6 Summary: Near-to-Far-Field Transformation . . . . . . . 423
8 Applications in Nano-Photonics . . . . . . . . . . . . . . . . . . . . . . . . . . . . 425
8.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 425
8.2 Maxwell’s Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 425
8.3 One-Dimensional Problems of Wave Propagation . . . . . . . . . . 429
8.3.1 The Wave Equation and Plane Waves . . . . . . . . . . . . 429
8.3.2 Signal Velocity and Group Velocity . . . . . . . . . . . . . 431
8.3.3 Group Velocity and Energy Velocity . . . . . . . . . . . . . 434
8.4 Analysis of Periodic Structures in 1D . . . . . . . . . . . . . . . . . . . 436
8.5 Remarks and Further Reading on Bloch Waves . . . . . . . . . . . 449
8.6 Band Structure by Fourier Analysis (Plane Wave Expansion)
in 1D . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 452
8.7 Characteristics of Bloch Waves . . . . . . . . . . . . . . . . . . . . . . . 456
8.7.1 Fourier Harmonics of Bloch Waves . . . . . . . . . . . . . . 456
8.7.2 Fourier Harmonics and the Poynting Vector . . . . . . . . 457
8.7.3 Bloch Waves and Group Velocity . . . . . . . . . . . . . . . 458
8.8 Two-Dimensional Problems of Wave Propagation . . . . . . . . . . 459
8.9 Photonic Bandgap in Two Dimensions . . . . . . . . . . . . . . . . . . 462
8.10 Band Structure Computation: PWE, FEM and FLAME . . . . . . 465
8.10.1 Solution by Plane Wave Expansion . . . . . . . . . . . . . . 465
8.10.2 The Role of Polarization . . . . . . . . . . . . . . . . . . . . . . 467
8.10.3 Accuracy of the Fourier Expansion . . . . . . . . . . . . . . 467
8.10.4 FEM for Photonic Bandgap Problems in 2D . . . . . . . 469
8.10.5 A Numerical Example: Band Structure
Using FEM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 474
8.10.6 Flexible Local Approximation Schemes for Waves
in Photonic Crystals . . . . . . . . . . . . . . . . . . . . . . . . . 476
8.10.7 Band Structure Computation Using FLAME . . . . . . . 481
8.11 Photonic Bandgap Calculation in Three Dimensions:
Comparison with the 2D Case . . . . . . . . . . . . . . . . . . . . . . . . 485
8.11.1 Formulation of the Vector Problem . . . . . . . . . . . . . . 485
8.11.2 FEM for Photonic Bandgap Problems in 3D . . . . . . . 489
8.11.3 Historical Notes on the Photonic Bandgap
Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 490
xxvi Contents

8.12 Negative Permittivity and Plasmonic Effects . . . . . . . . . . . . . . 490

8.12.1 Electrostatic Resonances for Spherical Particles . . . . . 493
8.12.2 Plasmon Resonances: Electrostatic Approximation . . . 495
8.12.3 Wave Analysis of Plasmonic Systems . . . . . . . . . . . . 497
8.12.4 Some Common Methods for Plasmon Simulation . . . . 498
8.12.5 Trefftz–FLAME Simulation of Plasmonic
Particles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 500
8.12.6 Plasmonic Nano-Focusing: Finite Element
Simulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 503
8.13 The Diffraction Limit: Can It Be Broken? . . . . . . . . . . . . . . . 508
8.13.1 Motivation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 508
8.13.2 Superoscillations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 510
8.13.3 Subdiffraction Focusing and Imaging Techniques:
A Brief Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . 514
8.14 Plasmonic Enhancement in Scanning Near-Field Optical
Microscopy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 517
8.14.1 Apertureless and Dark-Field Microscopy . . . . . . . . . . 520
8.14.2 Simulation Examples for Apertureless SNOM . . . . . . 522
8.15 Backward Waves, Negative Refraction and Superlensing . . . . . 523
8.15.1 Introduction and Historical Notes . . . . . . . . . . . . . . . 523
8.15.2 Negative Permittivity and the “Perfect Lens”
Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 528
8.15.3 Forward and Backward Plane Waves
in a Homogeneous Isotropic Medium . . . . . . . . . . . . . 533
8.15.4 Backward Waves in Mandelshtam’s Chain
of Oscillators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 535
8.15.5 Backward Waves and Negative Refraction
in Photonic Crystals . . . . . . . . . . . . . . . . . . . . . . . . . 541
8.15.6 Are There Two Species of Negative Refraction? . . . . 546
8.16 Appendix: The Bloch Transform . . . . . . . . . . . . . . . . . . . . . . 551
8.17 Appendix: Eigenvalue Solvers . . . . . . . . . . . . . . . . . . . . . . . . 552
9 Metamaterials and Their Parameters . . . . . . . . . . . . . . . . . . . . . . . 561
9.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 561
9.2 Applications of Metamaterials . . . . . . . . . . . . . . . . . . . . . . . . 563
9.2.1 An Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 563
9.2.2 Imaging: Perfect and Imperfect Lenses . . . . . . . . . . . . 565
9.2.3 Transformation Optics . . . . . . . . . . . . . . . . . . . . . . . . 566
9.2.4 Tunable, Reconfigurable, Superconducting
and Other Metamaterials and Metadevices . . . . . . . . . 571
9.2.5 Metamaterial Absorbers . . . . . . . . . . . . . . . . . . . . . . 572
9.3 Homogenization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 577
9.3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 577
9.3.2 Parameter Retrieval: Procedures . . . . . . . . . . . . . . . . . 580
Contents xxvii

9.3.3 Parameter Retrieval: Anomalies and Controversies . . . 584

9.3.4 Two-Parameter Homogenization . . . . . . . . . . . . . . . . 586
9.3.5 “High-Frequency Homogenization” . . . . . . . . . . . . . . 587
9.3.6 Wave Vector-Dependent Tensor . . . . . . . . . . . . . . . . 587
9.3.7 Non-asymptotic Homogenization . . . . . . . . . . . . . . . . 588
9.3.8 The Uncertainty Principle . . . . . . . . . . . . . . . . . . . . . 610
9.3.9 Polarization, Magnetization, and Classical
Effective Medium Theories . . . . . . . . . . . . . . . . . . . . 614
9.3.10 Summary on Homogenization of Periodic
Structures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 623
9.4 Appendix: Parameters of Split-Ring Resonators . . . . . . . . . . . 625
9.5 Appendix: Coordinate Mappings and Tensor
Transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 627
9.6 Appendix: Dielectric Cylinders and Spheres in a Uniform
Electrostatic Field . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 629
9.6.1 Dielectric Cylinders in a Uniform Electrostatic
Field . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 629
9.6.2 Dielectric Spheres in a Uniform Electrostatic
Field . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 630
9.7 Appendix: Wave Propagation Through a Homogeneous
Slab . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 631
9.7.1 Maxwell’s Equations . . . . . . . . . . . . . . . . . . . . . . . . 631
9.7.2 E-mode (s-mode), with Possible Nonlocality . . . . . . . 631
9.7.3 H-mode (p-mode), with Possible Nonlocality . . . . . . . 634
10 Miscellany . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 637
10.1 Good or Poor Conductors for Low Loss? . . . . . . . . . . . . . . . . 637
10.2 The “Source Current” . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 638
10.3 Boundary Conditions in Effective Medium Theory . . . . . . . . . 638
10.4 “Spurious Modes” . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 639
10.5 The Moment Method and FEM . . . . . . . . . . . . . . . . . . . . . . . 639
10.6 The Magnetostatic “Source Field” and the Biot–Savart
Law . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 640
10.7 TE and TM Modes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 641
10.8 FDTD Versus Discontinuous Galerkin and FETD . . . . . . . . . . 641
10.9 1D Poisson Equation: FEM Solution with Exact Nodal
Values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 642
10.10 Good or Poor Conductors for Low Loss? (A Hint) . . . . . . . . . 643
11 Conclusion: “Plenty of Room at the Bottom” for Computational
Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 645

References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 647
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 701
Chapter 1
Introduction

May you live in interesting times.

Eric Frank Russell, “U-Turn” (1950).

It’s been said that a good presentation should address three key questions: (1) Why?
(2) How? and (3) So What?
The following sections answer these questions, and a few more.

1.1 Why Deal with the Nanoscale?

The complexity and variety of applications on the nanoscale are as great, or arguably
greater, than on the macroscale. While a detailed account of nanoscale problems in
a single book is impossible, one can make a general observation on the importance
of the nanoscale: the properties of materials are strongly affected by their nanoscale
structure. Many remarkable effects, physical phenomena, materials and devices have
already been discovered or developed: nanocomposites, carbon nanotubes, nanowires
and nanodots, nanoparticles of different types, photonic crystals, metamaterials, and
so on.
On a more fundamental level, research in nanoscale physics may provide clues to
the most profound mysteries of nature.
Where is the frontier of physics? asks L. S. Schulman in the Preface to his book [Sch97].
Some would say 10−33 cm, some 10−15 cm and some 10+28 cm. My vote is for 10−6 cm. Two
of the greatest puzzles of our age have their origins at the interface between the macroscopic
and microscopic worlds. The older mystery is the thermodynamic arrow of time, the way
that (mostly) time-symmetric microscopic laws acquire a manifest asymmetry at larger
scales. And then there’s the superposition principle of quantum mechanics, a profound

© Springer Nature Switzerland AG 2020 1

I. Tsukerman, Computational Methods for Nanoscale Applications,
Nanostructure Science and Technology,
https://doi.org/10.1007/978-3-030-43893-7_1
2 1 Introduction

revolution of the twentieth century. When this principle is extrapolated to macroscopic

scales, its predictions seem widely at odds with ordinary experience.

The second “puzzle” that Professor Schulman refers to is the apparent contradiction
between the quantum-mechanical representation of micro-objects in a superposition
of quantum states and a single unambiguous state that all of us really observe for
macro-objects. Where and how exactly is this transition from the quantum world
to the macro-world effected? The boundary between particle- or atomic-size quan-
tum objects and macro-objects is on the nanoscale; that is where the “collapse of
the quantum-mechanical wave function” from a superposition of states to one well-
defined state would have to occur. Remarkable double-slit experiments published by
M. Arndt et al. in 1999 show no evidence of “collapse” of the wave function and prove
the wave nature of large molecules with the mass of up to 1,632 units and size up to
2 nm [ANVA+99]. 14 year later, S. Eibenberger et al. demonstrated quantum inter-
ference of molecules exceeding 10,000 atomic mass units and having 810 atoms in a
single particle [EGA+13]. Further experiments along similar lines will undoubtedly
be captivating; see excellent reviews by K. Hornberger et al. [HGH+12], F. Fröwis
et al. [FSD+18]. Still, this book covers only classical (non-quantum-mechainical)
models, sufficient for many nanoscale and some molecular-scale problems.
In addition to theoretical and computational issues, the book covers some prac-
tical aspects of molecular and nano-science: molecular dynamics, near-field optics,
plasmonic field enhancement, high-resolution imaging, cloaking, and more. Count-
less other equally fascinating applications in numerous other areas could be given.
Like it or not, we live in interesting times.

1.2 Why Special Models for the Nanoscale?

A good model can advance fashion by

ten years.
Yves Saint Laurent

First, a general observation. A simulation model consists of a physical and math-

ematical formulation of the problem at hand and a computational method. The for-
mulation tells us what to solve and the computational method tells us how to solve it.
Frequently more than one formulation is possible, and almost always several compu-
tational techniques are available; hence there potentially are numerous combinations
of formulations and methods. Ideally, one strives to find the best such combination(s)
in terms of efficiency, accuracy, robustness, algorithmic simplicity, and so on.
It is not surprising that the formulations of nanoscale problems are indeed spe-
cial. The scale is often too small for continuous-level macroscopic laws to be fully
applicable; yet it is too large for a first-principles atomic simulation to be feasible.
Computational compromises are reached in several different ways. In some cases,
continuous parameters can be used with some caution and with suitable adjustments.
1.2 Why Special Models for the Nanoscale? 3

One example is light scattering by small particles and the related “plasmonic” effects
(Chap. 8), where the dielectric constant of metals or dielectrics can be adjusted to
account for the size of the scatterers. In other situations, multiscale modeling is used,
where a hierarchy of problems are solved and the information obtained on a finer
level is passed on to the coarser ones and back. Multiscale often goes hand-in-hand
with multiphysics: for example, molecular dynamics on the finest scale is combined
with continuum mechanics on the macroscale. The Society for Industrial and Applied
Mathematics (SIAM) publishes a journal devoted entirely to this subject: Multiscale
Modeling and Simulation, inaugurated in 2003.
While multiscale and multiphysics models are not the main theme of this book, the
applications and problems considered in it do have some multiscale features; exam-
ples are the Flexible Local Approximation MEthod (FLAME) of Chap. 4, scanning
near-field optical microscopy (SNOM, Sect. 8.14), and homogenization of periodic
structures (Chap. 9).
Sometimes fine-scale degrees of freedom can be “integrated out”. In colloidal
simulation (Chap. 6), this leads to the Poisson–Boltzmann equation applicable on
the scale of colloidal particles (approximately from 10 to 1000 nm).
Let us now discuss the computational side of nanoscale models. Computational
analysis is a mature discipline combining science, engineering and elements of art.
It includes general and powerful techniques such as finite difference, finite element,
spectral or pseudospectral, integral equation and other methods; it has been applied
to every physical problem and device imaginable.
Are these existing methods good enough for nanoscale problems? The answer is
a resounding “maybe”.

• When continuum models are still applicable, traditional methods work well. A
relevant example is the simulation of light scattering by plasmon nanoparticles and
of plasmon-enhanced components for ultra-sensitive optical sensors and near-field
microscopes (Chap. 8). Despite the nanoscale features of the problem, equivalent
material parameters (dielectric permittivity and magnetic permeability) can still be
used, possibly with some adjustments. Consequently, commercial finite-element
software is suitable for this type of modeling.
• When the system size is even smaller, as in macromolecular simulation, the use
of equivalent material parameters is more questionable. In electrostatic models of
protein molecules in solvents—an area of extensive and intensive research due
to its enormous implications for biology and medicine—two main approaches
coexist. In implicit models, the solvent is characterized by equivalent continuum
parameters (dielectric permittivity and the Debye length). In the layer of the sol-
vent immediately adjacent to the surface of the molecule, these equivalent param-
eters are dramatically different from their values in the bulk (A. Rubinstein &
S. Sherman [RS04]). In contrast, explicit models directly include molecular
dynamics of the solvent. This approach is in principle more accurate, as no approx-
imation of the solvent by an equivalent medium is made, but the computational cost
is extremely high due to a very large number of degrees of freedom corresponding
to the molecules of the solvent. For more information on protein simulation, see
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