Transactions on Engineering Sciences vol 11, 1996 WIT Press, www.witpress.

com, ISSN 1743-3533

A comparison of vectorfiniteelement
formulations for waveguide analysis
S. Seller!, M. Zoboli
Dipartimentodilngegneriadell'Informazione, Parma University,
Viale delle Scienze, 1-43100 Parma, Italy

Abstract
A comparison between vectorial and semi-vectorial finite element
method (FEM) formulations for modal analysis of dielectric waveg-
uides is reported. The influence of the index step and of the mesh
distribution on the solution accuracy is investigated. In particular,
besides on the effective index, attention is focused on the correctness
of the field distributions whose evaluation is a crucial requirement in
waveguide analysis and related applications. As many authors have
been concentrated on the accuracy of the propagation constant, no
useful criteria have been proposed to test the spatial distribution of
the unknownfield.To overcame this lack two error figures have been
introduced and applied to different FEM solutions. In particular the
following formulations have been compared: that one based on the
transverse magnetic field, those based on the so called edge-elements
and a new formulation presented by the authors. Results show the
availability of the proposed approach and the usefulness of the intro-
duced figures for a deep waveguide analysis.

1 Introduction

In the last years various vectorial or semi-vectorial FEM formulations have

been proposed for the analysis of dielectric and metallic waveguides at mi-
crowave, millimeter and optical frequencies. Their importance and reliabil-
ity can be assessed by means of various criteria such as the computational
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24 Software for Electrical Engineering

time and the memory occupancy or the ability to deal with spurious modes,
to directly solve for the propagation constant, to model structures with lossy
media and to provide the desired solution precision. For what concerns this
last aspect, the main attention has always been focused on the effective
index, or on the normalized propagation constant precision, rather than on
the field distribution so that no useful criteria have been assessed to mea-
sure the correctness of the unknown vector components, of their amplitude
ratio or of the polarization direction. Nonetheless these informations are
very important, in particular when accurate field values must be evaluated
in each point of the mesh as in the case of waveguide nonlinear analysis
[1]. This paper attempt to cover this lack through the usage of two error
figuresfirstintroduced by Vassallo [2]: the shape error and the size error.
These figures will be apply to compare the precision of the field distribution
evaluated by means of different vectorial and semi-vectorial formulations.
In particular, through the shape error, the effects of the refractive index
step variation and of the grid distribution on the evaluated field accuracy
will be investigated.
The paper is organized as follow; the next section will be devoted to briefly
summarize the formulations considered and compared in this work. Section
three will present a detailed and comparative error analysis of the solutions
of the different approaches. Conclusion follow.

2 Direct FEM formulations

In the analysis of dielectric and metallic waveguides it is necessary to solve

the following differential problem:

Vx(r'Vx%)-^M = 0; (1)

with the proper boundary conditions. The magneticfieldH is assumed to

have z dependence as H = H(x,y)e"^*. In (1) &o is the wavenumber and e
the relative permittivity tensor. By applying the finite element method to
the previous equation, it yields the following eigenvalue problem [3]:

(S]{H}-%[T]{H} = 0 (2)

where {//) is the vector of the unknown magnetic field values and [S] and
[T] are two symmetric and sparse matrices. In particular [S] depends on the
phase constant /?. The algebraic system thus obtained provides k* as the
eigenvalue. This is not an efficient approach and direct formulations must
be preferred for practical device design. Four different direct formulations
are considered in the following. The first one has been proposed by Lu et
al. [4]. By imposing the divergence condition on the curl-curl equation, an
accurate and efficient direct formulation which involves only the transverse
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Software for Electrical Engineering 25

components of the magnetic field and which eliminates the spurious solu-
tions is obtained. This approach avoids to evaluate the longitudinal com-
ponent thus reducing the memory occupancy and the computational efforts
as well. Additionally this formulation has been here improved by using sec-
ond order triangular elements rather than bilinear rectangular ones as in
[4]. Besides allowing to better describe any geometrical shape of waveguide
cross-sections, and in particular the step fibre circular cross-section, these
elements considerably increases the solution accuracy. The second and the
third formulations, based on the edge elements, have been presented by
Lee et al. [5] and by Hay at a et al [6]. Following the definitions given in
[7] they will be referred as T\ and TI.S formulations. In the first case the
transverse field has been evaluated by means of six tangential unknowns for
each triangles [6], while by means of six tangential and two facial ones [5] in
the second one (high order edge element). Thanks to the edge element im-
plementation, Lee et ai introduced a transformation of variable to directly
compute the propagation constant. By substituting the unknown transverse
magnetic field component Ht with 0Ht, being 0 the phase constant, they
achieved an algebraic eigenvalue problem whose eigenvalue is represented
by an explicit known function of /3 itself.
The fourth formulation, presented in detail by the authors in [8], uses the
same transformation; it is applied to a full vectorial node-based FEM formu-
lation with the penalty function techniques [9]. This simple transformation
is useful when using edge elements as in [5] but it is no more sufficient
when node-based elements are considered. In this case, in fact, in order to
move the spurious solution spectrum away from the region of interest, the
functional corresponding to equation (1) must be modified adding the so
called penalty term [9]. This term changes the matrix [S] so that the cited
transformation is no more sufficient to the aim. Further calculations are
necessary [8] and yield:

[S']{H'}-p(r]{H'} = Q. (3)

The system (3) thus obtained represents a generalized algebraic eigenvalue

problem where the frequency is an input parameter necessary to define
the first matrix and where the eigenvector and the eigenvalue are {//'} =
{/){#<}, {Hz}}? and /?* respectively. The matrices [S'} and [T'] are no
more symmetric but still sparse. To take full advantage of their sparsity
an algebraic solver has been specially developed for the case [10]. It is
important to outline that this formulation does not really eliminate the
spurious solutions; nonetheless it reveals to be particularly useful in the
case of dielectric waveguides where these solutions are completely shifted
out from the region of the guided modes. This node based formulation uses
second order triangulat elements.
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26 Software for Electrical Engineering

3 Comparison and Numerical Analysis

In order to compare the performance of the different formulations, a di-

electric, step index, optical fibre has been considered as exact analytical
solutions are available. A similar analysis for closed waveguides is reported
in [8]. All of the approaches decribed in the previous section, besides start-
ing from different formulations, define different unknowns over each triangle
and consequently different shape functions. These choices will obviously af-
fect the final values of the component distributions. For this reason, it is
convenient not to limit the description of the numerical analysis precision
and of the reliability of each approach to the accuracy of the evaluated ef-
fective index. The field components must be tested as well. Thus two error
figures [2] have been introduced:

the shape error:

the size error: (p - prej) with p =

being t/> a single field component, the transverse one or the whole field vector
as well. In the previous figures || || indicates the L* norm and the subscript
ref refers to the analytical solution. While the shape error measures the
correctness of the unknown field component distribution, the size one gives
informations on the amplitude ratio of the components 0i and t/^.

-1

Figure 1: The relative error e% of the effective index of the fundamental

mode versus the normalized frequency. Fibre parameters: n, = 1.57, n^ =
1.55 and r = 1 fim.

As first results [8], Fig.l shows the relative error e% of the effective index
of the fundamental mode versus the normalized frequency v rk^Jn^ n^;
e is defined as (ric// - ^e//)/^e// being n^/ and n^j the numerical and the
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Software for Electrical Engineering 27

exact analytical solution respectively. The waveguide was an optical fibre

with HCO = 1.57, rid = 1.55 and r = 1 //m.
The TI.S edge element effective indices are the most precise. A consider-
able difference arises if the T\ formulation is considered so that the usage
of high order triangular elements seems to be necessary in order to obtain
an acceptable accuracy. The new node-based solution closely follows the
TI.S edge element one particulary in monomode regime, i.e. for v < 2.405,
and is more precise than that of the transverse formulation specially at
low frequencies. The reason of this behavior can be found in the fact that
the transverse approach does not evaluate the longitudinal component H^
whose amplitude, negligible at high frequencies, increases by decreasing the
frequency. Thus this lack degrades the effective index accuracy by coming
nearer and nearer to the cut-off condition. It is important to point out that
this phenomenon is quite troublesome as practical waveguides are commonly
used in monomode propagation regime.

Xads|micm| Xais |micran|

Figure 2: The punctual distribution of arctg( Hy/H*) within the fibre core
for a numerical and an analytical solutions respectively.

The accuracy of the field distribution is now investigated. The circular

symmetry of the step fibre suggests to analyze the whole transverse compo-
nent and the longitudinal one, rather than the three components along the
coordinate axes. Moreover particular care must be taken when evaluating
the shape and the size errors. In fact the polarization directions of the an-
alytical and the numerical solution may not coincide being the basis of the
numerical solver not known a priori. This effect is shown in Fig.2 where the
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28 Software for Electrical Engineering

values of the arctg( Hy/H^) are plotted for a numerical and an analytical
solutions respectively. As it can be observed by these distributions, the two
polarization directions are different and the fields must be rotated, as well
as normalized, before any comparison.
The Ht and HZ shape errors thus obtained are reported on Fig.3 versus
the mesh point number, for the fundamental mode HEu at a normalized
frequency i/ = 2.

node-bemad
T,, formula tic
edgeelements
formulation
T, edge

!<

Figure 3: The Ht and H^ shape errors versus the mesh point number. Fibre
parameters as in Fig.l; the HEu mode at v 2 has been considered.

While little differences arise for the minor component #,, the Ht shape
error curves can be clearly distinguished. The new node-based approach
provides the best figure while the two edge element formulations presents
the highest errors. This effect can be due to the nature of their unknowns,
which are related to the interelement interface tangential field rather than
to the field components along the coordinate axes. Finally the transverse
formulation traces a curve parallel to the node-based one as the same inter-
polating functions for the Ht component are used. Nonetheless the lack in
the evaluation of HZ considerably reduces its accuracy.
Notice that no figures involving H^ can be obtained for the transverse for-
mulation. As a consequence, in the following, in order to carry out a full
comparison between all of the cited formulations, particular attention will
be focused only on the Ht component.
It has been observed that the behaviour reported in Fig.3 is repeated for
any value of the normalized frequency. In particular the Ht shape errors
increase from the node-based formulation ones up to the T\ edge element,
passing through the transverse and the TI.S edge element ones. As an ex-
ample Fig.4 shows the errorfigurefor v = 4.
Some differences arise by increasing the index step as can be observed by
comparing Fig.4 and 5. In the last case the core refractive index has been
changed to %*, = 2.0 and %<* = 3.0. The step values thus obtained are quite
similar to the index steps which occur, for instance, in integrated optics.
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Software for Electrical Engineering 29

While the node-based approach maintains almost the same values, the other
formulations slightly modify their behaviours. In particular the performance
of the transverse one are considerably degraded of almost and even more
than one order of magnitude in the two cases respectively. At the same
time the 7%.5 edge element errors increase up to the extent of overcoming
the TI ones. Therefore, for what concerns the Ht distribution, the relative
performance order is changed even if the same change does not occur for
the effective index. In fact an analysis of the propagation constant in these
conditions reveals a behaviour similar to that one already reported in Fig.l.

rtocto-based formulation
T,, odge formulation
T, d0 formulation
formulation

Nodal point number

Figure 4: The Ht shape error versus the mesh point number. Fibre parame-
ters as in Fig.l; the fundamental mode HEu at v 4 has been considered.

The performances of any approaches, and furthermore the comparative

performances of different approaches, strongly depend on the parameter
chosen to test the performances themselves. For this reason, in order to
define the reliability and the accuracy of any formulation, it is convenient
to accurately test not only the effective index, but also the distribution of
the evaluated field.
Finally it is important to note that the values of the shape errors can be
strongly influenced both by the mesh distribution and by the shape of the
triangles. In particular it has been observed that the edge element formu-
lations are the most sensitive to these factors. For this reason, in order to
carry out a reliable comparison between the cited formulations, this influ-
ence must be reduced as much as possible. In particular triangles too elon-
gated and with the vertex angles too small or too large must be avoided.
Defined the triangle aspect ratio [11] as the ratio of the length of the longest
to the shortest element side, this parameter must be controlled and can not
become too large. Consequently all of the meshes considered in the present
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30 Software for Electrical Engineering

work have been built up following this criterion.

nod-baed formulation
T,, dg formulabon
o T, edge formulation
transvm formulation

Nodal point numb* Nodal point number

Figure 5 The HI shape error versus the mesh point number for rico 2.0
and = 3.0 respectively. Others fibre parameters as in Fig.l. The HE\\
mode at // = 4 has been considered.

4 Conclusion

An analysis on the accuracy of thefielddistributions evaluated by means of

different FEM formulations has been carried out through the usage of the
shape error figure. The so called transverse, Ti and TI.S edge element for-
mulations have been considered together with a new node-based approach
presented by the authors. Their performances, tested for a dielectric fibre
by varying the frequency and the index step, differ according to the pa-
rameter used for measuring the formulation precision. As a consequence
both effective index and field accuracy should be tested in order to define
the reliability and the accuracy of any formulation. The new approach pro-
posed by the authors directly solves for the propagation constant at a given
frequency, preserves the matrix sparsity and evaluates all of the unknown
magnetic field components. Results show its availability and usefulness in
waveguide analysis.

References

[1] S. Selleri, M. Zoboli, "An Improved Finite Element Method Formula-

tion for the Analysis of Nonlinear Anisotropic Dielectric Waveguides",
IEEE Trans. Microwave Theory and Tech., MTT-43, pp. 887-892, Apr.
1995.
 Transactions on Engineering Sciences vol 11, 1996 WIT Press, www.witpress.com, ISSN 1743-3533

Software for Electrical Engineering 31

[2] C. Vassallo, "Finite difference analysis of vectorial transversal field in

optical waveguides", 3-rd International Conference on Mathematical
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[3] M. Zoboli, P. Bassi, The finite element method for anisotropic opti-
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[8] S. Selleri, M. Zoboli, "A Direct Formulation of Penalty Function Node-

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[9] B.M.A. Rahman, J.B. Davies, "Penalty function improvement of

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[10] A. Fernandez, J.B. Davies, S. Zhu, Y. Lu, "Sparse matrix eigenvalue

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