Current capabilities of the discrete dipole approximation for very large particles: speed, accuracy, and computational tricks Maxim A. Yurkin Section Computational Science, Faculty of Science, University of Amsterdam, Kruislaan 403, 1098 SJ, Amsterdam, The Netherlands, and Institute of Chemical Kinetics and Combustion, Siberian Branch of the Russian Academy of Sciences, Institutskaya Str. 3, 630090, Novosibirsk, Russia [email protected] The current capabilities of the discrete dipole approximation (DDA) for very large particles are shown together with computation times and errors. I discuss several relevant practical issues, such as an iterative solver and dependence of the performance on the refractive index. Moreover, I discuss the convergence of DDA with refining discretization and show how an extrapolation technique can be used to increase DDA accuracy and provide a reliable error estimate.

Capabilities of DDA for simulating light scattering by spheres were studied for x up to 160 and m up to 2 [1]. For that we used ADDA v.0.75 [2], which is capable of parallelizing a single DDA simulation. The discretization was chosen 2 GB 2.0 according to the standard “rule of thumb” – 70 GB y ≈ 0.63 [3], where y = mkd is the discretization parameter (m is the refractive index, k is the free 1.8 space wavenumber, and d is the size of dipoles). ε ∈(10 ,10 ) 1.6 The maximum reachable size parameter x on a cluster of 64 modern processors decreases rapidly 1.4 with increasing m: it is 160 for m = 1.05 and only 20-40 for m = 2 (depending on the convergence ε =10 1.2 threshold of the iterative solver ε, see Fig. 1). The limitation is mostly due to the slow convergence of the iterative solver leading to practically unbearable 1.0 0 20 40 60 80 100 120 140 160 computation times (Fig. 2). The only exception is size parameter x m = 1.05 , where x is limited by the available Fig. 1. Current capabilities of ADDA for spheres with memory. For instance, the simulation for m=1.05 different x and m. The striped region corresponds to full and x=160 used 5123 computational box, resulting convergence and densely hatched region to incomplete convergence. The dashed lines show two levels of in linear system of 2⋅108 equations. Errors of both memory requirements for the simulation, according to integral and angle-resolved scattering quantities the “rule of thumb”. show no systematic dependence on x, but generally 1 week 10 increase with m. Errors of Qext and < cosθ > range from less than 0.01 % to 6 %. Maximum - and 10 1 day RMS relative errors of S11 (θ ) are in the ranges 10 1 hour 0.2÷18 and 0.04÷1 respectively. It is important to note that application of the “rule of thumb” does 10 m= not lead to constant errors in studied cases. 1.05 10 Therefore, a more useful approach is to determine 1.2 1 min 1.4 computational time required to reach fixed 1.6 10 1.8 accuracy. We are currently performing such study; 2 the results will be presented at the workshop. 10 20 40 60 80 100 120 140 160 There are few practical issues associated with size parameter x these simulations. First, if the particle is symmetric Fig. 2. Total simulation wall clock time (on 64 for 90° rotation over the propagation direction of processors) for spheres with different x and m. Time is the incident light, then only one incident shown in logarithmic scale. Horizontal lines polarization need to be simulated (the results for corresponding to a minute, an hour, a day, and a week refractive index m

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Relative error of S11

y = 0.094 the second one can be deduced at very low 0.01 y = 0.047 extrapolation additional computational cost). Thus computational (estimate) time, e.g. shown in Fig. 2, is twice less than usual. 1E-3 Although not applicable to complex objects, it is relevant when spheres and other symmetric shapes 1E-4 are used, e.g., for assessment of DDA performance for a particular x-m region. 1E-5 Second, an iterative solver is a critical part of a large scale DDA simulation. For instance, at least 1E-6 three of four iterative solvers implemented in 0 30 60 90 120 150 180 ADDA are competitive with each other, i.e. it is not Fig. 3. Errors of S11(θ) in logarithmic scale for possible to claim the best one [1]. However, it is the extrapolation using 5 values of y in the interval iterative solver that limits the reachable x for [0.047,0.094] for kD = 8 cube. moderate m. At the workshop, we will discuss different possible improvements: modifications of the existing iterative methods with better numerical properties and preconditioning techniques [4]. Third, the performance steeply depends on m, although it may be alleviated by better numerical algorithms. However, the good side of it is that scattering of visible light by almost all biological cells can be already simulated, if they are placed into liquid medium. Moreover, DDA can naturally simulate scattering by arbitrarily complex and inhomogeneous models of cells. Finally, the expected convergence of the DDA with decreasing y (keeping geometry and size of the scatterer fixed) will be discussed at the workshop. A rigorous theoretical analysis of DDA errors [5] shows that the error in any measured quantity is bounded by a quadratic function of a discretization parameter y. Moreover, both theoretical consideration and a number of test cases shows that in certain cases, e.g. for cubically shaped particles, the linear term is so small that the convergence is quadratic in common range of y. These results allowed us to propose an extrapolation technique [6]. Its idea is the following: first one performs DDA simulations for several values of y. Then any measured quantity can be extrapolated to y = 0 , which provides two benefits. First, it allows one to obtain more accurate results at the cost of moderate increase in computational time. For example, Fig. 3 shows the extrapolation results for a cube with size D ( kD = 8 ). If we denote the computation time for y = 0.047 as t, then total computational time for extrapolation technique is only 2.5t. The corresponding improvement in accuracy is two orders of magnitude, which is completely unfeasible with “single simulation” approach. However, the improvement of accuracy is significantly less if initial simulations are performed for a larger y, or non-cubically shaped scatterer is used. Second, the extrapolation technique provides an estimate of the error, even when the accuracy itself is not improved. This estimate is not theoretically robust, however its reliability have been proven for a number of test cases. This estimate is completely internal, and hence can be used for validation of results, which is a long-standing problem of DDA simulations for complex particles. Moreover, an adaptive DDA can be developed, i.e. the code which reaches the prescribed accuracy using minimum computational resources. ___________________________

1. M. A. Yurkin, V. P. Maltsev, and A. G. Hoekstra, "The discrete dipole approximation for simulation of light scattering by particles much larger than the wavelength," J. Quant. Spectrosc. Radiat. Transf. (2007), doi:10.1016/j.jqsrt.2007.01.33. 2. "Amsterdam DDA," http://www.science.uva.nl/research/scs/Software/adda (2007). 3. B. T. Draine and P. J. Flatau, "Discrete-dipole approximation for scattering calculations," J. Opt. Soc. Am. A 11, 1491-1499 (1994). 4. M. A. Yurkin and A. G. Hoekstra, "The discrete dipole approximation: an overview and recent developments," J. Quant. Spectrosc. Radiat. Transf. (2007), doi:10.1016/j.jqsrt.2007.01.34. 5. M. A. Yurkin, V. P. Maltsev, and A. G. Hoekstra, "Convergence of the discrete dipole approximation. I. Theoretical analysis," J. Opt. Soc. Am. A 23, 2578-2591 (2006). 6. M. A. Yurkin, V. P. Maltsev, and A. G. Hoekstra, "Convergence of the discrete dipole approximation. II. An extrapolation technique to increase the accuracy," J. Opt. Soc. Am. A 23, 2592-2601 (2006). 32

Discussion with Maxim Yurkin Current capabilities of DDA for very large particles: speed, accuracy, and computational tricks Hoekstra: What about having absorption in your benchmarks? Yurkin: Should help a lot for the bigger particles, no real numbers yet. Lumme: We know from our experience that convergence is much better if you have absorbing particles! Eremin: For smaller particles errors seem larger? How can this be? And what happens for even smaller particles (smaller then x = 20)? Yurkin: Errors stay in the same order of magnitude. Okada: Is there a difference between DDSCAT and ADDA? Yurkin: No, very good agreement between both codes, look at comparison paper by Anti Pentilla et al (JQSRT special issue dedicated to ELS-9) Eremin: Which numerical method did you use? Yurkin: QMR. Eremin: And can you compare QMR with e.g. GMRES? Yurkin: Rahola did that, GMRES turned out not to be so good. Lumme: Practical point, you should take several random orientations of a sphere! This improves e.g. the error in the backscattering directions, as was recently demonstrated by Penttilä. Yurkin: We do only one. Auguié: What is the best choice for going from one discretization to a next in the extrapolation procedure? Yurkin: We discussed this in the JOSE paper, we don’t know how to do this optimally, but our method as described in the JOSA seems to work good. Eremin: What does your ‘theoretical estimate’ mean. Your analysis does not satisfy Maxwell’s equations, as divergence in E-field will jump at surfaces. Yurkin: OK, I see. Detailed discussion on converge theory followed, no notes taken (sorry).

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Current capabilities of the discrete dipole ...

3 computational box, resulting in linear system of 2⋅108 equations. .... Pentilla et al (JQSRT special issue dedicated to ELS-9). Eremin: Which numerical method ...

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