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Research Article
Modified Finite Difference Schemes on Uniform Grids for
Simulations of the Helmholtz Equation at Any Wave Number
Hafiz Abdul Wajid,1 Naseer Ahmed,2 Hifza Iqbal,3 and Muhammad Sarmad Arshad4
1
1. Introduction
In the present era, the phenomenon of waves propagating is
an unavoidable part of human life as it widely covers their
domestic, social, commercial, security, and defence purpose
needs. Consequently, the accurate propagation of waves has
been and more importantly is one of the prime concerns
for scientists, engineers, physicists, and mathematicians.
Interestingly, many of the physical problems are governed by
the time harmonic form of the wave equation, which is also
well known as the Helmholtz equation [1, 2]. A few examples
are the propagation of water waves in coastal regions, the scattering of waves from an elastic body, and the highly common
propagation of sound waves underwater (SONAR). It is not
surprising that for the above mentioned problems the analytical methods mostly fail to provide us with a solution and
hence the demand for efficient and reliable numerical methods to solve the Helmholtz equation is obvious. Much effort
has been invested in this regard and today we have a range of
2
by conventional (or standard) schemes is prohibitively
large.
Standard finite difference schemes have extensively been
used [610] with the intention of having a precise answer
to the major question How can dispersion be eliminated or
reduced with less computational expense? for the simulation
of wave propagation. However, a serious impediment of
the standard schemes developed so far is that they may
produce optimal results for wave propagation problems ()
for low wave numbers or () with very high computational
cost but completely fail for high wave number propagations.
Hence, the motivation is obvious for the development of
discretization schemes which are less expensive and highly
accurate and efficient for the propagation of waves with very
high wave numbers.
In this regard, Nehrbass et al. [8], in 1998, gave a
new dimension to the second-order central finite difference
(CFD) scheme by redefining the usual second-order CFD
approximation with a central node of 2 cos()+2 2 instead
of 2. The major limitation of this work was that () it required
prior information about the general solution of the Helmholtz
equation and () it did not provide exact results for problems
with nonreflecting boundary conditions. However, the faster
convergence of this scheme was of no comparison to the
standard CFD scheme especially when the problem is solved
with Dirichlet boundary conditions. Recently, in 2010, the
idea of Nehrbass et al. was further taken up by Wong and
Li in [10]. They proposed a different approach to solve the
Helmholtz equation and their construction did not require
the use of the general solution, but instead they used the
Helmholtz equation itself recursively. In addition to that
they also made the first derivative present in the radiation
boundary condition exact. The most important feature of this
new scheme was that it works for low as well as for very high
wave numbers without the common weakness of fine mesh
size even with radiation boundary conditions.
The salient features of both schemes are () easy (cheap)
implementation which only requires the replacement of the
central node; () the sparse tridiagonal structure of the matrix
is preserved as one has in the case of the standard secondorder CFD scheme; () both schemes provide nodally exact
values on the interior grid points for the Helmholtz equation
at any wave number.
In this paper, we present a modified approach to have
nodally exact approximations of first- and second-order
derivatives for the Helmholtz equation on uniform grids, by
using the Bloch wave property. This will give us dispersion
free results in one dimension and optimal results in higher
dimensions. With the help of this alternate approach, one
can make finite difference (central as well as forward and
backward) approximations of any order exact.
The organization of the paper is as follows. In Sections
2 and 3, modified schemes are presented for the Helmholtz
equation and radiation boundary conditions, respectively.
In Section 4, the easy (cheap) implementation of modified
schemes is discussed. In Section 6, modified schemes are
presented for two-dimensional problems. Sections 5 and 6
are devoted to numerical examples for both one- and twodimensional problems, respectively.
for R,
(1)
1 2 + +1
2
2 + 161 30 + 16+1 +2
(2)
122
(3)
+ =
(5)
(6)
= cos (4 9 3() )
1
or
3
= + () + ,
24
5
= + () +
180
(7)
(, ) approx.
10
(0.14 102 , 685)
102 (0.54 103 , 20728)
103 (0.15 105 , 649489)
Fourth-order scheme
(, ) approx.
(0.20 101 , 50)
(0.86 102 , 870)
(0.64 104 , 15400)
10.00008889
100.0000970
1000.000099
() + 2 () = {
+ + 2 cos
()2
=1
} = 0,
(13)
/2
Z.
(8)
2
2 2
=1, =
(14)
2
=1
cos ()
.
()2
(15)
or
1 2 cos () + +1 = 0,
2 161 + (30 122 2 ) 16+1 + +2
= (2 cos (2) 32 cos () + 30 12()2 )
(10)
(11)
or
2 161 (2 cos (2) 32 cos ())
16+1 + +2 = 0.
(12)
(16)
(17)
2+1 + +2
2
21 + 2
2
,
(18)
.
(19)
2 21 + (()2 + 1) = 0.
(20)
2 21 + (2
(21)
) = 0.
(22)
(23)
+1 1
(24)
(25)
= + () +
6
(26)
(27)
(28)
()
+1
,
(29)
.
(30)
(31)
In Table 4, we have listed coefficients for standard and modified schemes for radiation boundary conditions (23), for central, forward, and backward schemes.
(0) = 1,
(32)
Here, we give full systems for modified schemes (10), (21), and
(22) and standard finite difference schemes (3), (19), and (20)
=
0 = 1,
+1 + (()2 2) + 1
= 0 = 1, 2, . . . , 1 (standard central)
= 0 = 1, 2, . . . , 1 (modified central)
(()2 + 1) 2+1 + +2
= 0 = 1, 2, . . . , 2 (standard forward)
0 = 1
2 21 + (()2 + 1)
+1 + (()2 2) + 1
= 0 = 1, 2, . . . , 1 (standard central)
(2 2 ) 2+1 + +2
2 21 + (2
(33)
2 21 + (()2 + 1)
= 0 = 2, . . . , 1 (standard backward)
(()2 + 1) 2+1 + +2
= 0 for = 1 (standard backward)
2 21 + (2 2 )
= 0 = 2, . . . , 1 (modified backward)
(2
(35)
+1 2 cos () + 1
(34)
+1 2 cos () + 1
= 0 = 1, 2, . . . , 2 (modified forward)
(1) = (1) .
) 2+1 + +2
= 0 = 1, 2, . . . , 1 (modified central) .
And now, for radiation boundary conditions,
21 + (2 cos () + 2 sin ())
=0
21 + (2 + ()2 + 2)
=0
1 + (2 cos () + )
=0
1 + (2 + ()2 + 1 + )
=0
(36)
1 +
=0
1 + (1 )
=0
Table 2: The coefficients of the central nodes for modified and standard schemes, where the coefficient for standard schemes can be obtained
from the series representations of the central node of the modified scheme.
Order
2
4
6
/2
/2
=1
/2
cos ()
2
with
2 2
()2
=1,=
2
()2
(1
2 =1 2
2
Modified coefficient
2 2
5 42 + 3
104 1142 + 563 114
Modified coefficient
2 2
5 42 + 3
104 1142 + 563 114
Standard coefficient
1 + ()2
2 + ()2
35 + 12()2
Standard coefficient
1 + ()2
2 + ()2
35 + 12()2
1, + +1, + ,1 + ,+1 + (2 2 4) , = 0.
+,+ = ( + ) ,
Central
Scheme
Forward
Scheme
Backward
Scheme
Standard coefficient
2
12
1
3 2
1
3 2
+ + (, ) = 0
on R
(37)
1, 2, + +1,
1, + +1, + ,1 + ,+1 + (2 2 4) ,
2
,1 2, + ,+1
2
(38)
,
= (2 cos ( ) + 2 cos ( ) + 2 2 4) ,
(41)
or
1, + +1, + ,1 + ,+1
+ (2 cos ( ) + 2 cos ( )) , = 0
(42)
(43)
(40)
4 + 2
+ 2
4
, Z
(39)
(44)
Table 5: Comparison of the dispersion error for standard central (3) and modified central (10), standard forward (19) and modified forward
(21), and backward (20) and modified backward (22) finite difference schemes for fixed = 102 with varying wave numbers for the case of
Dirichlet boundary conditions (32).
Scheme (3)
Scheme (10)
Scheme (3)
Scheme (10)
0.01
0.1
1.0 106
3.5 103
3.1 1014
4.1 1014
10
103
9.9 101
9.9 101
1.1 1013
1.4 1011
0.5
1
2
5.0 101
2.8621
1.9447
1.7 1014
1.3 1014
2.5 1014
106
109
1012
9.9 101
9.9 101
9.9 101
7.4 109
7.6 106
7.8 103
Scheme (19)
Scheme (21)
Scheme (19)
Scheme (21)
0.01
0.1
6.9 10
4.7 101
11
3.0 10
8.0 1014
0.5
1
2
1.8186
1.0128
9.9 101
Scheme (20)
0.01
0.1
0.5
1
2
10
103
9.9 10
9.9 101
1.1 1013
1.4 1011
6.9 1015
1.0 1014
2.6 1014
106
109
1012
9.9 101
9.9 101
9.9 101
7.4 109
7.6 106
7.8 103
Scheme (22)
Scheme (20)
Scheme (22)
1.8 10
4.0 101
1.6134
11
3.0 10
8.0 1014
6.9 1015
1.5403
1.0370
1.0 1014
2.6 1014
10
103
106
9.9 10
9.9 101
9.9 101
1.1 1013
1.4 1011
7.4 109
109
1012
9.9 101
9.9 101
7.6 106
7.8 103
Table 6: Comparison of the dispersion error for standard central (3) and modified central (10), standard forward (19) and modified forward
(21), and backward (20) and modified backward (22) finite difference schemes for fixed = 102 with varying wave numbers for the case of
radiation boundary conditions (34).
Scheme (3)
Scheme (10)
14
10
4.4 10
5.2 101
14
3.0 10
8.0 1015
1
2
1.9996
1.9301
Scheme (19)
0.01
0.1
0.5
1.3 10
1.1 1013
10
106
9.9 10
9.9 101
1.4 1011
7.4 109
9.9 1015
2.7 1014
109
1012
9.9 101
9.9 101
7.6 106
9.2 104
Scheme (21)
Scheme (19)
Scheme (21)
4.5 10
10
1.7 10
3.1 101
14
3.0 10
8.0 1015
1
2
1.9998
1.9302
0.1
0.5
1.7 10
Scheme (10)
14
0.01
Scheme (3)
9.9 10
1.1 1013
10
106
9.9 10
9.9 101
1.4 1011
7.4 109
9.9 1015
2.7 1014
109
1012
9.9 101
9.9 101
7.6 106
9.2 104
4.5 10
9.9 10
Scheme (20)
Scheme (22)
Scheme (20)
Scheme (22)
0.01
1.7 103
4.5 1014
10
9.9 101
1.1 1013
0.1
0.5
1
2.4 103
7.2 101
1.9996
3.0 1014
8.0 1015
9.9 1015
103
106
109
9.9 101
9.9 101
9.9 101
1.4 1011
7.4 109
7.6 106
1.9300
2.7 1014
1012
9.9 101
9.2 104
Table 7: Comparison of the dispersion error at an angle of /4 for standard and modified finite difference schemes for fixed = 102 with
varying wave numbers for the case of (45) and (46) boundary conditions.
Dirichlet BCs (45)
Standard
Modified
12
4.4 10
4.4 1012
12
3.6 10
3.6 1012
5
2.1 10
3.6 1012
3
4.8 10
3.8 1011
1
9.9 10
3.8 109
1
9.9 10
3.9 106
1
9.9 10
0.3139
106
104
102
1
103
106
1010
on 1 = { (0, 1) , = 0} ,
(, ) = ( + )
on 2 = { (0, 1) , = 1} ,
(, ) = ( + )
on 3 = { (0, 1) , = 1} ,
(, ) =
(45)
on 4 = { (0, 1) , = 0}
on 1 = { (0, 1) , = 0} ,
(, ) =
on 4 = { (0, 1) , = 0} ,
= 0
on 2 = { (0, 1) , = 1} ,
= 0
on 3 = { (0, 1) , = 1} .
(46)
Conflict of Interests
The authors declare that there is no conflict of interests
regarding the publishing of this paper.
References
[1] G. C. Cohen, Higher-Order Numerical Methods for Transient
Wave Equations, Scientific Computation, Springer, Berlin, Germany, 2002.
[2] F. Ihlenburg, Finite Element Analysis of Acoustic Scattering, vol.
132 of Applied Mathematical Sciences, Springer, New York, NY,
USA, 1998.
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