Compact fourth-order finite difference schemes for Helmholtz equation with high wave numbers. (English) Zbl 1174.65042
Summary: Two fourth-order accurate compact difference schemes are presented for solving the Helmholtz equation in two space dimensions when the corresponding wave numbers are large. The main idea is to derive and study a fourth-order accurate compact difference scheme whose leading truncation term, namely, the \(O(h^4)\) term, is independent of the wave number and the solution of the Helmholtz equation. The convergence property of the compact schemes are analyzed and the implementation for solving the resulting linear algebraic system based on a fast Fourier transform approach is considered. Numerical results are presented, which support our theoretical predictions.
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 |
65T50 | Numerical methods for discrete and fast Fourier transforms |
65N15 | Error bounds for boundary value problems involving PDEs |