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The Finite-Difference Time-Domain
Method for Electromagnetics
with MATLAB‡ Simulations
The ACES Series on Computational Electromagnetics and
Engineering (CEME)
Andrew F. Peterson, PhD – Series Editor
The volumes in this series encompass the development and application of numerical tech-
niques to electrical systems, including the modeling of electromagnetic phenomena over all
frequency ranges and closely-related techniques for acoustic and optical analysis. The scope
includes the use of computation for engineering design and optimization, as well as the
application of commercial modeling tools to practical problems. The series will include titles
for undergraduate and graduate education, research monographs for reference, and practi-
tioner guides and handbooks.
Atef Z. Elsherbeni
Colorado School of Mines
Veysel Demir
Northern Illinois University
scitechpub.com
Published by SciTech Publishing, an imprint of the IET
www.scitechpub.com
www.theiet.org
The Institution of Engineering and Technology is registered as a Charity in England & Wales (no. 211014) and
Scotland (no. SC038698).
Copyright 2009, 2016 SciTech Publishing, Edison, NJ. All rights reserved.
No part of this publication may be reproduced, stored in a retrieval system or transmitted in any form or by any
means, electronic, mechanical, photocopying, recording, scanning or otherwise, except as permitted under Sections
107 or 108 of the United States Copyright Act of 1976, without either the prior written permission of the Publisher,
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Publisher for permission should be addressed to The Institution of Engineering and Technology, Michael Faraday
House, Six Hills Way, Stevenage, Herts, SG1 2AY, United Kingdom.
While the authors and publisher believe that the information and guidance given in this work are correct, all parties
must rely upon their own skill and judgement when making use of them. Neither the authors nor publisher assumes
any liability to anyone for any loss or damage caused by any error or omission in the work, whether such an error or
omission is the result of negligence or any other cause. Any and all such liability is disclaimed.
List of figures xv
List of tables xxiv
Preface xxv
Acknowledgements xxviii
1 Introduction to FDTD 1
1.1 The finite-difference time-domain method basic equations 2
1.2 Approximation of derivatives by finite differences 4
1.3 FDTD updating equations for three-dimensional problems 13
1.4 FDTD updating equations for two-dimensional problems 23
1.5 FDTD updating equations for one-dimensional problems 27
1.6 Exercises 32
2 Numerical stability and dispersion 33
2.1 Numerical stability 33
2.1.1 Stability in time-domain algorithm 33
2.1.2 CFL condition for the FDTD method 35
2.2 Numerical dispersion 37
2.3 Exercises 41
3 Building objects in the Yee grid 43
3.1 Definition of objects 43
3.1.1 Defining the problem space parameters 45
3.1.2 Defining the objects in the problem space 48
3.2 Material approximations 50
3.3 Subcell averaging schemes for tangential and normal components 52
vii
viii Contents
6 S-Parameters 169
6.1 Scattering parameters 169
6.2 S-Parameter calculations 170
6.3 Simulation examples 179
6.3.1 Quarter-wave transformer 179
6.4 Exercises 184
xv
xvi List of figures
2.1 The time–space domain grid with error e propagating with l ¼ 1/2 34
2.2 The time–space domain grid with error e propagating with l ¼ 1 35
2.3 The time–space domain grid with error e propagating with l ¼ 2 35
2.4 Maximum magnitude of Ez in the one-dimensional problem space for
simulations with Dt ¼ 3.3356 ps and Dt ¼ 3.3357 ps 36
2.5 (a) Maximum magnitude of Ez in the one-dimensional problem space:
simulation with Dx ¼ 1 mm; (b) maximum magnitude of Ez in the
one-dimensional problem space: simulation with Dx ¼ 4 mm 40
3.1 Parameters defining a brick and a sphere in Cartesian coordinates:
(a) parameters defining a brick and (b) parameters defining a sphere 50
3.2 An FDTD problem space and the objects defined in it 50
3.3 A cell around material component ez(i, j, k) partially filled with two media 51
3.4 A cell around material component ez(i, j, k) divided into eight subcells 52
3.5 Material component ez(i, j, k) parallel to the boundary of two different media
partially filling a material cell 53
3.6 Material component ez(i, j, k) normal to the boundary of two different
media partially filling a material cell 53
3.7 Material component ez(i, j, k) located between four Yee cells filled with four
different material types 55
3.8 Material component mz(i, j, k) located between two Yee cells filled with two
different material types 56
3.9 A PEC plate with zero thickness surrounded by four s material components
e
57
3.10 An FDTD problem space and the objects approximated by snapping to cells 62
3.11 Positions of the Ex components on the Yee grid for a problem space
composed of (Nx Ny Nz) cells 63
3.12 Positions of the Hx components on the Yee grid for a problem space
composed of (Nx Ny Nz) cells 64
3.13 Material grid on three plane cuts: (a) relative permittivity components
and (b) relative permeability components 67
3.14 The FDTD problem space of Exercise 3.1: (a) geometry of the problem
and (b) relative permittivity distribution 68
3.15 The FDTD problem space of Exercise 3.3: (a) geometry of the problem
and (b) electric conductivity distribution 69
4.1 Field components around Ez(i, j, k) 72
4.2 Voltage sources placed between nodes (i, j, k) and (i, j, k þ 1): (a) voltage
source with internal resistance (soft source) and (b) voltage source without
internal resistance (hard source) 73
4.3 Lumped elements placed between nodes (i, j, k) and (i, j, k þ 1): (a) current
source with internal resistance and (b) resistor 75
4.4 Lumped elements placed between nodes (i, j, k) and (i, j, k þ 1): (a) capacitor
and (b) inductor 77
List of figures xvii
4.5 Parallel PEC plates excited by a voltage source at one end and terminated
by a resistor at the other end 80
4.6 A voltage source distributed over a surface and a resistor distributed over a
volume 80
4.7 Diodes placed between nodes (i, j, k) and (i, j, k þ 1): (a) diode oriented in
the positive z direction and (b) diode oriented in the negative z direction 82
4.8 A function f ðxÞ and the points approaching to the root of the function
iteratively calculated using the Newton–Raphson method 84
4.9 A diode defined between the nodes (is, js, ks) and (ie, je, ke) 96
4.10 A z-directed voltage source defined between the nodes (is, js, ks) and
(ie, je, ke) 99
4.11 A volume between PEC plates where a z-directed sampled voltage is required 110
4.12 A surface enclosed by magnetic field components and z-directed current
flowing through it 111
4.13 The y components of the magnetic and electric fields around the node
(is, js, ks): (a) magnetic field components and (b) electric field components 127
4.14 A voltage source terminated by a resistor 133
4.15 Sinusoidal voltage source waveform with 500 MHz frequency and
sampled voltage and current: (a) source waveform and sampled voltage
and (b) sampled current 136
4.16 Sinusoidal voltage source waveform with 500 MHz frequency and
sampled voltage: (a) a voltage source terminated by a diode and (b) source
waveform and sampled voltage 137
4.17 Unit step voltage source waveform and sampled voltage: (a) a voltage source
terminated by a capacitor and (b) sampled voltage and analytical solution 139
4.18 Dimensions of 50 W stripline 141
4.19 A 50 W stripline terminated by a resistor 142
4.20 A circuit composed of a voltage source, a capacitor, and a diode 142
5.1 A sinusoidal waveform excited for 4 s: (a) x(t) and (b) X(w) magnitude 144
5.2 A sinusoidal waveform excited for 8 s: (a) x(t) and (b) X(w) magnitude 146
5.3 A Gaussian waveform and its Fourier transform: (a) g(t) and (b) G(w)
magnitude 147
5.4 Gaussian waveform shifted by t0 ¼ 4.5t in time 149
5.5 Normalized derivative of a Gaussian waveform and its Fourier transform:
(a) g(t) and (b) G(w) magnitude 150
5.6 Cosine-modulated Gaussian waveform and its Fourier transform: (a) g(t)
and (b) G(w) magnitude 152
5.7 A Gaussian waveform and its Fourier transform: (a) g(t); (b) G(w); and
(c) g(t) recovered from G(w) 161
5.8 An RLC circuit: (a) circuit simulated in FDTD and (b) lumped element
equivalent circuit 162
xviii List of figures
7.15 A two-dimensional problem space including a cylinder and a line source 220
7.16 Sampled electric field at a point between the cylinder and the line source 224
7.17 Magnitude of electric field distribution calculated by FDTD 224
7.18 Magnitude of electric field distribution calculated by BVS 225
7.19 Magnitude of electric field distribution calculated by FDTD using DFT at
1 GHz 227
7.20 Magnitude of electric field distribution calculated by FDTD using DFT at
2 GHz 227
8.1 The FDTD flowchart including the steps of CPML algorithm 234
8.2 Regions where CPML parameters are defined: (a) spex, spmx, aex, amx, kex,
and kmx; (b) spey, spmy, aey, amy, key, and kmy; (c) spez, spmz, aez, amz, kez,
and kmz; and (d) overlapping CPML regions 237
8.3 A problem space with 20 20 4 cells brick 240
8.4 Positions of the electric field components updated by CPML in the xp
region 246
8.5 Positions of the magnetic field components updated by CPML in the xp
region 246
8.6 Source voltage and sampled voltages observed at the ports of the low-pass
filter 250
8.7 Sampled currents observed at the ports of the low-pass filter 251
8.8 S11 of the low-pass filter 251
8.9 S21 of the low-pass filter 252
8.10 An FDTD problem space including a microstrip branch line coupler 252
8.11 S-parameters of the branch line coupler 259
8.12 An FDTD problem space including a microstrip line 259
8.13 Source voltage and sampled voltage of the microstrip line 263
8.14 Current on the microstrip line 263
8.15 S11 of the microstrip line 264
8.16 Characteristic impedance of the microstrip line 264
8.17 Updated fields and CPML parameters in TEz case: (a) xn and xp CPML
regions and (b) yn and yp CPML regions 266
8.18 Updated fields and CPML parameters in TMz case: (a) xn and xp CPML
regions and (b) yn and yp CPML regions 267
8.19 CPML and PML errors of sampled Hz in time and frequency domains:
(a) errors in time domain and (b) errors in frequency domain 272
8.20 The problem space for the quarter-wave transformer with CPML boundaries
on the xn, xp, yn, yp, and zp sides 276
8.21 The problem space for the quarter-wave transformer with the substrate
penetrating into the CPML boundaries on the xn and xp sides 276
8.22 The microstrip line reference case 277
xx List of figures
15.1 (a) An FDTD computational domain with coarse uniform grid; (b) an
FDTD computational domain with fine uniform grid; and (c) an FDTD
computational domain with nonuniform grid 448
15.2 Uniform and nonuniform subregions 450
15.3 Uniform electric and magnetic field grids in a one-dimensional space 451
15.4 Electric and magnetic field positions in a nonuniform grid 451
15.5 A fine grid subregion embedded in a coarse base grid 451
15.6 Electric field grid around Ex ði; j; k Þ, and magnetic grid cell sizes used to
update Ex ði; j; k Þ 453
15.7 Material component ez(i, j, k) located between four Yee cells filled with
four different material types 457
15.8 Material component mz(i, j, k) located between two Yee cells filled with
two different material types 458
15.9 Cell view of the microstrip rectangular patch antenna 467
15.10 Comparison of power reflection coefficient of fine grid, coarse grid, and
nonuniform grid simulations of a microstrip rectangular patch antenna 468
15.11 Geometry and dimensions of a three-pole low-pass filter 468
15.12 Comparison of scattering parameters of fine grid, coarse grid, and
nonuniform grid simulations of a three-pole low-pass microstrip filter 469
16.1 Parallel threads executing the same code on different set of data identified
by the threadIdx.x value 474
16.2 Grid of thread blocks 475
16.3 An extended two-dimensional computational domain 480
16.4 A grid of thread blocks that spans a 48 32 cells two-dimensional
problem space 483
16.5 Threads in a thread block 485
16.6 Throughput of CUDA FDTD calculations on a Tesla C1060 card 488
16.7 A snapshot of electric field distribution scattered from a dielectric cylinder
due to a line source with sinusoidal excitation 489
B.1 CPML regions where Ex is updated: (a) Ex is updated in yn and yp using
yexy and (b) Ex is updated in zn and zp using yexz 496
B.2 CPML regions where Ey is updated: (a) Ey is updated in zn and zp using
yeyz and (b) Ey is updated in xn and xp using yeyx 497
B.3 CPML regions where Ez is updated: (a) Ez is updated in xn and xp using
yezx and (b) Ez is updated in yn and yp using yezy 499
B.4 CPML regions where Hx is updated: (a) Hx is updated in yn and yp using
yhxy and (b) Hx is updated in zn and zp using yhxz 500
B.5 CPML regions where Hy is updated: (a) Hy is updated in zn and zp using
yhyz and (b) Hy is updated in xn and xp using yhyx 501
B.6 CPML regions where Hz is updated: (a) Hz is updated in xn and xp using
yhzx and (b) Hz is updated in yn and yp using yhzy 502
D.1 The GUI to create template problem definition files for a project 509
List of tables
1.1 Finite difference formulas for the first- and second-order derivatives
where the function f with the subscript i is an abbreviation of f ðxÞ. Similar
notation can be implemented for f (x þ Dx), f (x þ 2Dx), etc., as shown in
Figure 1.3. FD, forward difference; BD, backward difference; CD, central
difference 13
15.1 Comparison of fine grid, coarse grid, and nonuniform grid simulations of a
microstrip rectangular patch antenna 467
15.2 Comparison of fine grid, coarse grid, and nonuniform grid simulations of a
three-pole low-pass microstrip filter 469
xxiv
Preface
The contents of this book have evolved gradually and carefully from many years of teaching
graduate level courses in computational electromagnetics generally, and the Finite-Differ-
ence Time-Domain (FDTD) method specifically. The authors have further refined and
developed the materials by teaching numerous short courses on the FDTD method at various
educational institutions and at a growing number of international conferences. The theore-
tical, numerical, and programming experience of the second author, Veysel Demir, has been
a crucial factor in bringing the book to successful completion.
Objective
The objective of the book is to introduce the powerful FDTD method to students and
interested researchers and readers. An effective introduction is accomplished using a step-
by-step process that builds competence and confidence in developing complete working
codes for the design and analysis of various antennas and microwave devices. This book will
serve graduate students, researchers, and those in industry and government who are using
other electromagnetics tools and methods for the sake of performing independent numerical
confirmation. No previous experience with finite-difference methods is assumed of readers
to use this book.
Important topics
The main topics in the book include the following:
● finite-difference approximation of the differential form of Maxwell’s equations
● geometry construction in discrete space, including the treatment of the normal and
tangential electric and magnetic field components at the boundaries between different media
● outer-boundary conditions treatment
● appropriate selection of time and spatial increments
● selection of the proper source waveform for the intended application
● correct parameters for the time-to-frequency-domain transformation
● simulation of thin wires
xxv
xxvi Preface
Use of MATLAB‡
The development of the working code is based on the MATLAB programming language due
to its relative ease of use, widespread availability, familiarity to most electrical engineers,
and its powerful capabilities for providing graphical outputs and visualization. The book
illustrates how the key FDTD equations are derived, provides the final expressions to be
programmed, and also includes sample MATLAB codes developed for these equations.
None of the specialized MATLAB tool boxes is required to run the presented codes in this
book.
The MATLAB M-files for all programming examples shown in the text are available
from the publisher on request by emailing [email protected].
Key strengths
The strengths of the book can be summarized in four points:
● First, the derivations of the FDTD equations are presented in an understandable,
detailed, and complete manner, which makes it easy for beginners to grasp the FDTD
concepts. Further to that point, regardless of the different treatments required for var-
ious objects, such as dielectrics, conductors, lumped elements, active devices, or thin
Preface xxvii
wires, the FDTD updating equations are provided with a consistent and unified
notation.
● Second, many three-dimensional figures are presented to accompany the derived
equations. This helps readers visualize, follow, and link the components of the equa-
tions with the discrete FDTD spatial domain.
● Third, it is well known that readers usually face difficulties while developing numerical
tools for electromagnetics applications even though they understand the theory.
Therefore, we introduce in this book a top-down software design approach that links
the theoretical concepts with program development and helps in constructing an FDTD
simulation tool as the chapters proceed.
● Fourth, fully worked out practical examples showing how the MATLAB codes for each
example is developed to promote both the understanding and the visualization of the
example configuration, its FDTD parameters and setup procedure, and finally the fre-
quency and/or time domain corresponding solutions.
At the end of each chapter, readers will find a set of exercises that will emphasize the key
features presented in that chapter. Since most of these exercises require code developments
and the orientation of geometries and sources can be chosen arbitrarily, a suggested con-
figuration of each in almost all of these exercises is provided in a three-dimensional figure.
The authors hope that with this coverage of the FDTD method, along with the supplied
MATLAB codes in a single book, readers will be able to learn the method, to develop their
own FDTD simulation tool, and to start enjoying, with confidence, the simulation of a
variety of electromagnetic problems.
Instructor resources
Upon adopting this book as the required text, instructors are entitled to obtain the solutions of
the exercises located at the end of each chapter. Most of these solutions are in the form of
MATLAB files, and can be obtained by contacting the publisher at [email protected].
The authors would like to first thank God for giving us the endurance to initiate and complete
this book. Many thanks go to our family members for their support, patience, and sacrifice
during the preparation and completion of this book. The authors greatly acknowledge the co-
authorship of Chapter 14 with Drs. Khaled Elmahgoub and Fan Yang in the second edition
of the book, and the contribution of Dr. Matthew J. Inman to Chapter 12 in the first edition of
the book. They would also like to thank Dr. Branko Kolundzija for providing a copy of
WIPL-D software package to use for verifications for some of the presented examples.
The first author acknowledges the support and advice over many years of the late Charles
E. Smith. Without his continuous encouragement and support this book would have not been
finalized. He also thanks many of his colleagues, postdoctoral fellows and visiting scholars
who worked with him in topics related to FDTD, the graduate students who participated in
translating ideas into reality, and the undergraduate students who participated in research
projects with this author, in particular, Allen Glisson, Fan Yang, Abdel-Fattah A. Elsohly, Joe
LoVetri, Veysel Demir, Matthew J. Inman, Chun-Wen Paul Huang, Clayborne D. Taylor,
Mohamed Al Sharkawy, Vicente Rodriguez-Pereyra, Jianbing (James) Chen, Adel M. Abdin,
Bradford N. Baker, Asem Mokaddem, Liang Xu, Nithya L. Iyer, Shixiong Dai, Xuexun Hu,
Cuthbert Martindale Allen, Khaled Elmahgoub, and Terry Gerald. Chapter 14 is co-authored
by Drs. Khaled Elmahgoub and Fan Yang.
The authors thank Dudley Kay and Joanna Hughes of SciTech/IET Publishing for their
encouragement, patience, and useful suggestions during the course of the development of the
manuscript and production of this book.
xxviii
CHAPTER 1
Introduction to FDTD
Computational electromagnetics (CEM) has evolved rapidly during the past decade to a
point where now extremely accurate predictions can be given for a variety of electro-
magnetic problems, including the scattering cross-section of radar targets and the precise
design of antennas and microwave devices. In general, commonly used CEM methods today
can be classified into two categories. The first is based on differential equation (DE) meth-
ods, whereas the second is based on integral equation (IE) methods. Both IE and DE solution
methods are based on the applications of Maxwell’s equations and the appropriate boundary
conditions associated with the problem to be solved. The IE methods in general provide
approximations for IEs in terms of finite sums, whereas the DE methods provide approx-
imations for DEs as finite differences.
In previous years, most numerical electromagnetic analysis has taken place in the
frequency domain where time-harmonic behavior is assumed. Frequency domain was
favored over time domain because a frequency-domain approach is more suitable for
obtaining analytical solutions for canonical problems, which are used to verify the numerical
results obtained as a first step before depending on a newly developed numerical method for
generating data for real-world applications. Furthermore, the experimental hardware avail-
able for making measurements in past years was largely confined to the frequency-domain
approach.
The recent development of faster and more powerful computational resources allowed for
more advanced time-domain CEM models. More focus is directed toward DE time-domain
approaches as they are easier to formulate and to adapt in computer simulation models
without complex mathematics. They also provide more physical insight to the characteristics
of the problems.
Therefore, an in-depth analysis and implementation of the commonly used time-domain
DE approach, namely, the finite-difference time-domain (FDTD) method for CEM applica-
tions, is covered in this book, along with applications related to antenna designs, microwave
filter designs, and radar cross-section analysis of three-dimensional targets.
The FDTD method has gained tremendous popularity in the past decade as a tool for
solving Maxwell’s equations. It is based on simple formulations that do not require complex
asymptotic or Green’s functions. Although it solves the problem in time, it can provide
frequency-domain responses over a wide band using the Fourier transform. It can easily
handle composite geometries consisting of different types of materials including dielectric,
1
2 CHAPTER 1 ● Introduction to FDTD
where e is the permittivity, and m is the permeability of the material. In free space
The material parameters ex, ey, and ez are associated with electric field components Ex,
Ey, and Ez through constitutive relations Dx ¼ exEx, Dy ¼ eyEy, and Dz ¼ ezEz, respectively.
Similarly, the material parameters mx, my, and mz are associated with magnetic field compo-
nents Hx, Hy, and Hz through constitutive relations Bx ¼ mxHx, By ¼ myHy, and Bz ¼ mzHz,
respectively. Similar decompositions for other orthogonal coordinate systems are possible,
but they are less attractive from the applications point of view.
The FDTD algorithm divides the problem geometry into a spatial grid where electric and
magnetic field components are placed at certain discrete positions in space, and it solves
Maxwell’s equations in time at discrete time instances. This can be implemented by first
approximating the time and space derivatives appearing in Maxwell’s equations by finite
differences and next by constructing a set of equations that calculate the values of fields at a
future time instant from the values of fields at a past time instant, therefore constructing a
time marching algorithm that simulates the progression of the fields in time [2].
f (x + Δ x)
f (x – Δ x)
f (x)
(a) x – Δx x x + Δx
f (x + Δ x)
f (x – Δ x)
f (x)
(b) x – Δx x x + Δx
f (x +Δ x)
f (x – Δ x)
f (x)
(c) x – Δx x x + Δx
Figure 1.1 (a) Approximation of the derivative of f ðxÞ at x by finite differences: forward
difference; (b) approximation of the derivative of f ðxÞ at x by finite differences:
backward difference; (c) approximation of the derivative of f ðxÞ at x by finite
differences: central difference.
6 CHAPTER 1 ● Introduction to FDTD
The third way of obtaining a formula for an approximate f 0 ðxÞ is by averaging the for-
ward difference and backward difference formulas, such that
f ðx þ DxÞ f ðx DxÞ
f 0 ðxÞ : ð1:8Þ
Dx
Equation (1.8) is called the central difference formula since both the forward and back-
ward points around the center are used. The line representing the derivative of f ðxÞ calcu-
lated using the central difference formula is illustrated in Figure 1.1(c). It should be noted
that the value of the function f ðxÞ at x is not used in central difference formula.
Examination of Figure 1.1 immediately reveals that the three different schemes yield
different values for f 0 ðxÞ, with an associated amount of error. The amount of error introduced
by these difference formulas can be evaluated analytically by using the Taylor series
approach. For instance, the Taylor series expansion of f ðx þ DxÞ can be written as
This equation gives an exact expression for f ðx þ DxÞ as a series in terms of Dx and
derivatives of f ðxÞ, if f ðxÞ satisfies certain conditions and infinite number of terms, theore-
tically, are being used. Equation (1.9) can be rearranged to express f 0 ðxÞ as
Here it can be seen that the first term on the right-hand side of (1.10) is the same as the
forward difference formula given by (1.6). The sum of the rest of the terms is the difference
between the approximate derivative given by the forward difference formula and the exact
derivative f 0 ðxÞ, and hence is the amount of error introduced by the forward difference
formula. Equation (1.10) can be rewritten as
f ðx þ DxÞ f ðxÞ
f 0 ðxÞ ¼ þ OðDxÞ; ð1:11Þ
Dx
where O(Dx) represents the error term. The most significant term in O(Dx) is Dx/2, and the
order of Dx in this most significant term is one. Therefore, the forward difference formula is
first-order accurate. The interpretation of first-order accuracy is that the most significant
term in the error introduced by a first-order accurate formula is proportional to the
sampling period. For instance, if the sampling period is decreased by half, the error reduces
by half.
A similar analysis can be performed for evaluation of the error of the backward formula
starting with the Taylor series expansion of f ðx DxÞ:
The first term on the right-hand side of (1.13) is the same as the backward difference
formula and the sum of the rest of the terms represents the error introduced by the backward
difference formula to the exact derivative of f ðxÞ, such that
f ðxÞ f ðx DxÞ
f 0ðxÞ ¼ þ OðDxÞ: ð1:14Þ
Dx
The order of Dx in the most significant term of O(Dx) is one; hence the backward dif-
ference formula is first-order accurate.
The difference between the Taylor series expansions of f ðx þ DxÞ and f ðx DxÞ can be
expressed using (1.9) and (1.12) as
2ðDxÞ3 000
f ðx þ DxÞ f ðx DxÞ ¼ 2Dxf 0 ðxÞ þ f ðxÞ þ ⋯: ð1:15Þ
6
where the first term on right-hand side is the same as the central difference formula given in
(1.8) and the order of Dx in the most significant term of the error O((Dx)2) is two; hence the
central difference formula is second-order accurate. The interpretation of second-order
accuracy is that the most significant term in the error introduced by a second-order accurate
formula is proportional to the square of sampling period. For instance, if the sampling period
is decreased by half, the error is reduced by a factor of four. Hence, a second-order accurate
formula such as the central difference formula is more accurate than a first-order accurate
formula.
For an example, consider a function f ðxÞ ¼ sin(x)e0.3x as displayed in Figure 1.2(a).
The exact first-order derivative of this function is
0.8
0.6
0.4
0.2
f (x)
–0.2
–0.4
–0.6
–0.8
–1
0 5 10 15
(a) x
1
exact
0.8 forward difference
backward difference
0.6 Δ x = p /5
central difference
0.4
0.2
f ′ (x)
–0.2
–0.4
–0.6
–0.8
–1
0 5 10 15
(b) x
Figure 1.2 (a) f ðxÞ, f 0 ðxÞ, and differences between f 0 ðxÞ and finite difference approximations of
f 0 ðxÞ for Dx ¼ p/5 and Dx ¼ p/10: f ðxÞ ¼ sin(x)e0.3x; (b) f ðxÞ, f 0 ðxÞ, and differences between
f 0 ðxÞ and finite difference approximations of f 0 ðxÞ for Dx ¼ p/5 and Dx ¼ p/10: f 0 ðxÞ ¼
cos(x)e0.3x – 0.3 sin(x)e0.3x and finite difference approximations of f 0 ðxÞ for Dx ¼ p/5;
(c) f ðxÞ, f 0 ðxÞ, and differences between f 0 ðxÞ and finite difference approximations of f 0 ðxÞ
for Dx ¼ p/5 and Dx ¼ p/10: error(f 0 ðxÞ) for Dx ¼ p/5; (d) f ðxÞ, f 0 ðxÞ, and differences between
f 0 ðxÞ and finite difference approximations of f 0 ðxÞ for Dx ¼ p/5 and Dx ¼ p/10: error(f 0 ðxÞ)
for Dx ¼ p/10.
1.2 ● Approximation of derivatives by finite differences 9
0.2
forward difference
0.15 Δ x = p /5 backward difference
central difference
0.1
0.05
Error [ f ' (x)]
–0.05
–0.1
–0.15
–0.2
0 5 10 15
(c) x
0.2
forward difference
0.15 Δ x = p /10 backward difference
central difference
0.1
0.05
Error [ f ' (x)]
–0.05
–0.1
–0.15
–0.2
0 5 10 15
(d) x
and backward difference formulas. Furthermore, the errors introduced by the difference
formulas for the sampling period Dx ¼ p/10 are plotted in Figure 1.2(d). It can be realized
that as the sampling period is halved, the errors of the forward difference and backward
difference formulas are halved as well, and the error of the central difference formula is
reduced by a factor of four.
The MATLAB code calculating f ðxÞ and its finite difference derivatives, and generat-
ing the plots in Figure 1.2 is shown in Listing 1.1.
10 CHAPTER 1 ● Introduction to FDTD
Values of the function f ðxÞ at two neighboring points around x have been used to obtain a
second-order accurate central difference formula to approximate f 0(x). It is possible to obtain
formulas with higher orders of accuracy by including a larger number of neighboring
points in the derivation of a formula for f 0 ðxÞ. However, although there are FDTD
formulations developed based on higher-order accurate formulas, the conventional FDTD is
based on the second-order accurate central difference formula, which is found to be suffi-
ciently accurate for most electromagnetics applications and simple in implementation and
understanding.
It is possible to obtain finite-difference formulas for approximating higher-order
derivatives as well. For instance, if we take the sum of the Taylor series expansions of
f (x þ Dx) and f (x – Dx) using (1.9) and (1.12), we obtain
ðDxÞ4 0000
f ðx þ DxÞ þ f ðx DxÞ ¼ 2f ðxÞ þ ðDxÞ2 f 00 ðxÞ þ f ðxÞ þ ⋯: ð1:17Þ
12
After rearranging the equation to have f 00(x) on the left-hand side, we get
Using (1.18) we can obtain a central difference formula for the second-order derivative
f 00 (x) as
Table 1.1 Finite difference formulas for the first- and second-order derivatives where the function
f with the subscript i is an abbreviation of f ðxÞ. Similar notation can be implemented
for f (x þ Dx), f (x þ 2Dx), etc., as shown in Figure 1.3. FD, forward difference; BD,
backward difference; CD, central difference.
2
Derivative ∂f=∂x Derivative ∂ f=∂x2
x − 2Δx x − Δx x x + Δx x + 2Δx
(i, j, k)
y (1, 1, 1)
x
Δx
node(i + 1, j + 1, k + 1)
Δz
Hz(i, j, k)
Ey(i, j, k)
node(i, j, k) Δy
z Ex(i, j, k)
y
x
Figure 1.5 Arrangement of field components on a Yee cell indexed as (i, j, k).
the centers of the edges of the Yee cells and oriented parallel to the respective edges, and the
magnetic field vector components are placed at the centers of the faces of the Yee cells and
are oriented normal to the respective faces. This provides a simple picture of three-
dimensional space being filled by an interlinked array of Faraday’s law and Ampere’s law
contours. It can be easily noticed in Figure 1.5 that each magnetic field vector is surrounded
1.3 ● FDTD updating equations for three-dimensional problems 15
by four electric field vectors that are curling around the magnetic field vector, thus simu-
lating Faraday’s law. Similarly, if the neighboring cells are also added to the picture, it
would be apparent that each electric field vector is surrounded by four magnetic field vectors
that are curling around the electric field vector, thus simulating Ampere’s law.
Figure 1.5 shows the indices of the field components, which are indexed as (i, j, k),
associated with a cell indexed as (i, j, k). For a computational domain composed of uniform
Yee cells having dimension Dx in the x direction, Dy in the y direction, and Dz in the z
direction, the actual positions of the field components with respect to an origin coinciding
with the position of the node (1, 1, 1) can easily be calculated as
The FDTD algorithm samples and calculates the fields at discrete time instants; how-
ever, the electric and magnetic field components are not sampled at the same time instants.
For a time-sampling period Dt, the electric field components are sampled at time instants
0, Dt, 2Dt, . . . , nDt, . . . ; however, the magnetic field components are sampled at time
instants 12 Dt; ð1 þ 12ÞDt; . . . ; ðn þ 12ÞDt; . . . . Therefore, the electric field components are
calculated at integer time steps, and magnetic field components are calculated at half-integer
time steps, and they are offset from each other by Dt/2. The field components need to be
referred not only by their spatial indices which indicate their positions in space, but also by
their temporal indices, which indicate their time instants. Therefore, a superscript notation is
adopted to indicate the time instant. For instance, the z component of an electric field vector
positioned at ((i – 1)Dx, ( j – 1)Dy, (k – 0.5)Dz) and sampled at time instant nDt is referred to
as Ezn ði; j; kÞ: Similarly, the y component of a magnetic field vector positioned at ((i – 0.5)Dx,
( j – 1)Dy, (k – 0.5)Dz) and sampled at time instant ðn þ 12ÞDt is referred to as Hynþ1=2 ði; j; kÞ:
The material parameters (permittivity, permeability, electric, and magnetic con-
ductivities) are distributed over the FDTD grid and are associated with field components;
therefore, they are indexed the same as their respective field components. For instance,
Figure 1.6 illustrates the indices for the permittivity and permeability parameters.
The electric conductivity is distributed and indexed the same as the permittivity, and the
magnetic conductivity is distributed and indexed the same as the permeability.
Having adopted an indexing scheme for the discrete samples of field components in both
time and space, Maxwell’s curl equations (1.4) that are given in scalar form can be expressed
in terms of finite differences. For instance, consider again (1.4a):
@Ex 1 @Hz @Hy
¼ sx Ex J ix :
e
@t ex @y @z
16 CHAPTER 1 ● Introduction to FDTD
ex(i, j + 1, k + 1)
ey(i, j, k + 1)
mz(i, j, k + 1)
ey(i + 1, j, k + 1)
ex(i, j, k + 1)
uy(i, j + 1, k)
ez(i, j + 1, k) e (i + 1, j + 1, k)
mx(i + 1, j, k) z
ez(i, j, k) mz(i, j, k)
my(i, j, k)
ez(i + 1, j, k)
ex(i, j + 1, k)
ey(i, j, k) mz(i, j, k)
ey(i + 1, j, k)
node(i, j, k)
z ex(i, j, k)
y
x
The derivatives in this equation can be approximated by using the central difference
formula with the position of Ex(i, j, k) being the center point for the central difference
formula in space and time instant ðn þ 12ÞDt as being the center point in time. Considering the
field component positions given in Figure 1.7, we can write
nþ12 nþ12
Exnþ1 ði; j; kÞ Exn ði; j; kÞ 1 Hz ði; j; kÞ Hz ði; j 1; kÞ
¼
Dt ex ði; j; kÞ Dy
nþ1 nþ1
1 Hy 2 ði; j; kÞ Hy 2 ði; j; k 1Þ
ex ði; j; kÞ Dz
sex ði; j; kÞ nþ12 1 nþ1
Ex ði; j; kÞ J ix 2 ði; j; kÞ: ð1:20Þ
ex ði; j; kÞ ex ði; j; kÞ
It has already been mentioned that the electric field components are defined at integer
time steps; however, the right-hand side of (1.20) includes an electric field term at time
instant ðn þ 12ÞDt, that is, Exnþ1=2 ði; j; kÞ. This term can be written as the average of the terms
at time instants (n þ 1)Dt and nDt, such that
Using (1.21) in (1.20) and arranging the terms such that the future term Exnþ1 ði; j; kÞ is
kept on the left side of the equation and the rest of the terms are moved to the right-hand side
of the equation, we can write
1.3 ● FDTD updating equations for three-dimensional problems 17
z
Δx
y
x node(i + 1, j + 1, k + 1)
Δy
Hy(i, j, k)
Δz
node(i, j, k) Hz(i, j, k)
node(i, j − 1, k) Hz(i, j − 1, k)
Ex(i, j, k)
Hy(i, j, k − 1)
node(i, j, k − 1)
Dt
nþ1 nþ1
þ Hz 2 ði; j; kÞ Hz 2 ði; j 1; kÞ
ex ði; j; kÞDy
Dt
nþ1 nþ1
Hy 2 ði; j; kÞ Hy 2 ði; j; k 1Þ
ex ði; j; kÞDz
Dt nþ1
J ix 2 ði; j; kÞ
ex ði; j; kÞ
ð1:22Þ
2Dt
nþ12 n þ12
þ Hz ði; j; kÞ Hz ði; j 1; kÞ
2ex ði; j; kÞ þ Dtsex ði; j; kÞ Dy
2Dt
nþ1 nþ1
Hy 2 ði; j; kÞ Hy 2 ði; j; k 1Þ
2ex ði; j; kÞ þ Dtsx ði; j; kÞ Dz
e
y
x
Ey(i, j, k + 1)
Δx
node(i, j, k + 1)
Δy
Ez(i, j + 1, k)
Ez(i, j, k)
Hx(i, j, k)
Δz
node(i, j + 1, k)
node(i, j, k) Ey(i, j, k)
The form of (1.23) demonstrates how the future value of an electric field component can
be calculated by using the past values of the electric field component, the magnetic field
components, and the source components. This form of an equation is called an FDTD
updating equation. Updating equations can easily be obtained for calculating Eynþ1 ði; j; kÞ
starting from (1.4b) and Eznþ1 ði; j; kÞ starting from (1.4c) following the same methodology
that has been used to obtain (1.23).
Similarly, updating equations can be obtained for magnetic field components following
the same methodology. However, while applying the central difference formula to the time
derivative of the magnetic field components, the central point in time shall be taken as nDt.
For instance, (1.4c), which is
@Hx 1 @Ey @Ez
¼ sx Hx Mix ;
m
@t mx @z @y
can be approximated using finite differences based on the field positions (as shown in
Figure 1.8) as
nþ1 n1
Hx 2 ði; j; kÞ Hx 2 ði; j; kÞ 1 Eyn ði; j; k þ 1Þ Eyn ði; j; kÞ
¼
Dt mx ði; j; kÞ Dz
sm
x ði; j; kÞ n 1
H ði; j; kÞ M n ði; j; kÞ: ð1:24Þ
mx ði; j; kÞ x mx ði; j; kÞ ix
1.3 ● FDTD updating equations for three-dimensional problems 19
nþ1
After some manipulations, the future term Hx 2 ði; j; kÞ in (1.24) can be moved to the left-
hand side and the other terms can be moved to the right-hand side such that
2Dt
þ E n
ði; j; k þ 1Þ E n
ði; j; kÞ
2mx ði; j; kÞ þ Dtsm x ði; j; kÞ Dz
y y
2Dt
Ezn ði; j þ 1; kÞ Ezn ði; j; kÞ
2mx ði; j; kÞ þ Dtsx ði; j; kÞ Dy
m
2Dt
Mixn ði; j; kÞ: ð1:25Þ
2mx ði; j; kÞ þ Dtsm
x ði; j; kÞ
nþ1
This equation is the updating equation for Hx 2 ði; j; kÞ. Similarly, updating equations can
nþ1 nþ1
easily be obtained for Hy 2 ði; j; kÞ starting from (1.4e) and Hz 2 ði; j; kÞ starting from (1.4f)
following the same methodology used to obtain (1.25).
Finally, (1.4a)–(1.4f) can be expressed using finite differences and can be arranged to
construct the following six FDTD updating equations for the six components of electro-
magnetic fields by introduction of respective coefficient terms:
where
2Dt
Ceyhx ði; j; kÞ ¼ ;
2ey ði; j; kÞ þ Dtsey ði; j; kÞ Dz
2Dt
Ceyhz ði; j; kÞ ¼ ;
2ey ði; j; kÞ þ Dtsey ði; j; kÞ Dx
2Dt ð1:28Þ
Ceyj ði; j; kÞ ¼ :
2ey ði; j; kÞ þ Dtsey ði; j; kÞ
nþ1
þ Cezj ði; j; kÞ J iz 2 ði; j; kÞ;
where
2Dt
Cezhy ði; j; kÞ ¼ ;
2ez ði; j; kÞ þ Dtsez ði; j; kÞ Dx
2Dt
Cezhx ði; j; kÞ ¼ ;
2ez ði; j; kÞ þ Dtsez ði; j; kÞ Dy
2Dt ð1:29Þ
Cezj ði; j; kÞ ¼ :
2ez ði; j; kÞ þ Dtsez ði; j; kÞ
n þ12 n1
Hx ði; j; kÞ ¼ Chxh ði; j; kÞ Hx 2 ði; j; kÞ
þ Chxey ði; j; kÞ Eyn ði; j; k þ 1Þ Eyn ði; j; kÞ
þ Chxez ði; j; kÞ Ezn ði; j þ 1; kÞ Ezn ði; j; kÞ
where
2mx ði; j; kÞ Dtsmx ði; j; kÞ
Chxh ði; j; kÞ ¼ ;
2mx ði; j; kÞ þ Dtsmx ði; j; kÞ
2Dt
Chxey ði; j; kÞ ¼ ;
2mx ði; j; kÞ þ Dtsm x ði; j; kÞ Dz
2Dt
Chxez ði; j; kÞ ¼ ;
2mx ði; j; kÞ þ Dtsm
x ði; j; kÞ Dy ð1:30Þ
2Dt
Chxm ði; j; kÞ ¼ :
2mx ði; j; kÞ þ Dtsm
x ði; j; kÞ
n þ12 n1
Hy ði; j; kÞ ¼ Chyh ði; j; kÞ Hy 2 ði; j; kÞ þ Chyez ði; j; kÞ
Ezn ði þ 1; j; kÞ Ezn ði; j; kÞ þ Chyex ði; j; kÞ
Exn ði; j; k þ 1Þ Exn ði; j; kÞ þ Chym ði; j; kÞ Miyn ði; j; kÞ
where
2my ði; j; kÞ Dtsm
y ði; j; kÞ
Chyh ði; j; kÞ ¼ ;
2my ði; j; kÞ þ Dtsm
y ði; j; kÞ
2Dt
Chyez ði; j; kÞ ¼ ;
2my ði; j; kÞ þ Dtsm
y ði; j; kÞ Dx
2Dt
Cbyex ði; j; kÞ ¼ ;
2my ði; j; kÞ þ Dtsm
y ði; j; kÞ Dz
ð1:31Þ
2Dt
Chym ði; j; kÞ ¼ :
2my ði; j; kÞ þ Dtsm
y ði; j; kÞ
nþ12 n12
Hz ði; j; kÞ ¼ Chzh ði; j; kÞ Hz ði; j; kÞ
þ Chzex ði; j; kÞ Exn ði; j þ 1; kÞ Exn ði; j; kÞ
þ Chzey ði; j; kÞ Eyn ði þ 1; j; kÞ Eyn ði; j; kÞ
þ Chzm ði; j; kÞ Mizn ði; j; kÞ;
where
2my ði; j; kÞ Dtsmz ði; j; kÞ
Chzh ði; j; kÞ ¼ ;
2mz ði; j; kÞ þ Dtsz ði; j; kÞ
m
2Dt
Chzex ði; j; kÞ ¼ ;
2mz ði; j; kÞ þ Dtsmz ði; j; kÞ Dy
2Dt
Chzey ði; j; kÞ ¼ ;
2mz ði; j; kÞ þ Dtsm
z ði; j; kÞ Dx
2Dt
Chzm ði; j; kÞ ¼ :
2mz ði; j; kÞ þ Dtsm
z ði; j; kÞ
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Sutton, (Claverley) 469
— (Drayton), 278
Sutton-by-Chelmarsh, 636
Sutton-by-Shrewsbury, 515
— Spa, 516
Sutton-by-West Felton, 204
— Maddock, 486
— Little, 534
— Great, 535
— Court, 534
Swancote, 495
Swerney, 193
— Hall, 194
Sychtyn, 201
Sylattin, 199
Tan-coed-y-gaer, 193
Talbot John, 338 & 357
Tasley, 662
Tedsmere, 205
Tern, 392
— House, 392
Tetchill, 239
Thanes, 521
Thoughlands, 542
Ticklerton, 537
Tibberton, 384
Tilley, 336
— Green, 336
Tilsop, 667
Tilstock, 362
Timberth, 689
Tir-y-coed, 152
Tobacco Pipes Manufactory, 556
Tonge, 486
— Castle, 487
Totterton, 703
Trebert, 714
Trebrodier, 712
Trefarclawdd, 194
Treflach, 194
Trefnant, 672
Trefonnen, 195
Trelystan, 694
Trench, 240
Trench-by-Wem, 336
— Lane, 448
Treprenal, 157
Treverward, 710
Triptych, 666
Tugford, 553
Twyford, 205
Tylsoer Dr., 343
Tyn-y-rhos, 162
Uckington, 367
Uffington, 145
Uppington, 418
Uppington, 672
Upton Cresset, 662
— Magna, 419
— Parva, or Waters Upton, 421
Vennington, 685
Wackley Lodge, 232
Walcot-by-Chirbury, 689
Walcot-by-Wellington, 439
Walcot Hall, 702
Walford, 218
Walker’s Lowe, 661
Wallop, 685
Wall-under-Haywood, 547
Walton-by-Ercall, 392
Walton-by-Onibury, 543
Walton-by-Wenlock, 588
Walton-by-Worthen, 695
Walton-by-Stottesden, 661
Wappenshall, 439
Wars, 9
Waters Upton, 421
Watling Street, 426
Watts Dyke, 210
Wattlesborough, 672
Wellington, 421
— Fairs, 422
— Gas Works, 424
— History, 422 to 425
— Horticultural Society, 425
— Market Hall, 423
— News Room, 424
— Old Hall, 425
— Schools, 423
— Streets, 427
Welsh Frankton, 211
— Hampton, 255
Wem, 317
Wenlock Much, 579
— Edge, 589
— Franchise, 554
— Little, 565
Wentnor, 705
Westbury, 684
West Felton, 202
— Foreign Libty., 641
— Hamlet, 549
Westhope, 535
Westley, 503
Westley, 685
Weston-by-Clun, 709
Weston-by-Burford, 667
Weston Cotton, 195
Weston-by-Hopton, 579
Weston Lullingfield, 218
—Rhyn, 161
— Coalworks, 161
— Under Red Castle, 290
— Stowe, 705
Wettleton, 553
Whattall, 236
Wheathill, 663
Wheathall, 503
Wheel Green, 496
Whetmore, 667
Whitchurch, 337
Whitcott & Hardwick, 704
Whitcott Evan, 710
Whitcott Keysett, 711
White Ladies, 463
Whitley, 676
Whittington, 207
Whitton-by-Westbury, 685
Whitton-by-Burford, 667
Wicherley Hall, 218
Whixall, 307
Whigmore, 685
Whigwig, 589
Wikey, 199
Wilcott, 244
Wilderhope, 547
Wilderley, 508
Willaston, 308
Willey, 591
Wilmington, 689
Willstone, 524
Winnington, 672
Winsbury, 689
Winscote, 496
Winsley, 685
Wirswall, 364
Wistanstow, 706
Wistanswick, 373
Withington, 440
Wittingslow, 707
Wixhall, 291
Wollascott, 142
Wollaston, 672
Wollerton, 291
Wolf’s Head, 242
Wolverley, 336
Wombridge, 440
— Priory, 441
Woodbatch, 698
Woodcote, 442
Woodcote-by-St. Chad’s, 676
Woodhall, 681
Woodhouse, 477
Woodhouse, 204
Woodhouses New, 363
Woodhouses Old, 363
Woodlands, 297
Woodseaves, 278
Woodside, 477
Woofferton, 545
Woolstaston, 516
Woolston, 206
Woolston, 707
Woore, 298
Wooton, 196
Wootton, 549
Worfield, 491
Worthen, 692
Wotherton, 689
Woundale, 469
Wrentnall, 508
Wrickton, 661
Wrockwardine, 443
— Wood, 447
Wroxeter, 448
Wycherley The Poet, 141
Wyke, 476
Wyke-by-Wenlock, 558
Wyken, 496
Wykey, 199
Wytheford Magna, 312
Wytheford Parva, 312
Yeaton, 219
Yockleton, 685
Yorton, 134
GENERAL HISTORY AND
DESCRIPTION OF SHROPSHIRE.
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