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Accurate finite difference methods for time-harmonic wave propagation. (English) Zbl 0848.65072

In this very interesting study the authors examine a number of finite difference stencils for the Helmholtz or reduced wave equation on non-uniform as well as uniform grids in one, two or three dimensions. These schemes are divided into: pointwise, which are the standard finite difference approximations; weighted-average, where the undifferentiated terms are averaged over adjacent grid points; exact-phase representations, where the second difference term is scaled by a parameter designed to eliminate numerical dispersion; and higher-order, based on Padé approximations of the second derivative.
These schemes are analyzed by substituting in plane waves. The authors examine and catalogue dispersion relations, anisotropy (directionally varying dispersion), and spurious reflections caused by grid-size transitions or changes in physical properties. They conclude with general suggestions for enhancing performance of difference schemes.

MSC:

65N06 Finite difference methods for boundary value problems involving PDEs
65N12 Stability and convergence of numerical methods for boundary value problems involving PDEs
35J05 Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation