Abstract:Due to its highly oscillating solution, the Helmholtz equation is numerically challenging to solve. To obtain a reasonable solution, a mesh size that is much smaller than the reciprocal of the wavenumber is typically required (known as the pollution effect). High order schemes are desirable, because they are better in mitigating the pollution effect. In this paper, we present a sixth order compact finite difference method for 2D Helmholtz equations with singular sources, which can also handle any possible comb… Show more
“…We follow the same setup as in [6,7,8]. Let Ω = (l 1 , l 2 ) × (l 3 , l 4 ) and we assume l 4 − l 3 = N 0 (l 2 − l 1 ) for some N 0 ∈ N. For any positive integer N 1 ∈ N, we define N 2 := N 0 N 1 and so the grid size is h := (l 2 − l 1 )/N 1 = (l 4 − l 3 )/N 2 .…”
Section: Hybrid Finite Difference Methods On Uniform Cartesian Gridsmentioning
confidence: 99%
“…achieves sixth order of accuracy for [8] by (5.4), (5.5), (5.6) and (5.7), respectively. Moreover, the maximum accuracy order of a 4-point finite difference scheme for B 1 u = ∂u ∂ n + αu = g 1 and B 4 u = ∂u ∂ n + βu = g 4 at the point (x 0 , y N 2 ) with three smooth functions α(y), β(x) and a(x, y) is six, where α(y…”
Section: Stencils For Regular Points (Interior)mentioning
confidence: 98%
“…) and (5.5). As in [6,7,8], near the point (x * i , y * j ), the parametric equation of Γ I can be written as:…”
Section: Stencils For Regular Points (Interior)mentioning
confidence: 99%
“…In [8], we discussed the 6-point and 4-point finite difference schemes with sixth order accuracy for the side points and corner points of the Helmholtz equations respectively with a constant wave number k in a rectangle. In this paper, we also extend the above results in [8] to the elliptic equations with variable coefficients and mixed combinations of Dirichlet u| Γ i = g i , Neumann ∂u ∂ n | Γ j = g j and Robin ∂u ∂ n + αu| Γ k = g k with smooth functions α, g i , g j and g k , where Γ i /Γ j /Γ k for i, j, k = 1, 2, 3, 4 is one side of the rectangle (see Fig. 2 for an example of the mixed boundary conditions).…”
For elliptic interface problems with discontinuous coefficients, the maximum accuracy order for compact 9-point finite difference scheme in irregular points is three [7]. The discontinuous coefficients usually have abrupt jumps across the interface curve in the porous medium of realistic problems, causing the pollution effect of numerical methods. So, to obtain a reasonable numerical solution of the above problem, the higher order scheme and its effective implementation are necessary. In this paper, we propose an efficient and flexible way to achieve the implementation of a hybrid (9-point scheme with sixth order accuracy for interior regular points and 13-point scheme with fifth order accuracy for interior irregular points) finite difference scheme in uniform meshes for the elliptic interface problems with discontinuous and high-contrast piecewise smooth coefficients in a rectangle Ω. We also derive the 6-point and 4-point finite difference schemes in uniform meshes with sixth order accuracy for the side points and corner points of various mixed boundary conditions (Dirichlet, Neumann and Robin) of elliptic equations in a rectangle. Our numerical experiments confirm the flexibility and the sixth order accuracy in l 2 and l ∞ norms of the proposed hybrid scheme.
“…We follow the same setup as in [6,7,8]. Let Ω = (l 1 , l 2 ) × (l 3 , l 4 ) and we assume l 4 − l 3 = N 0 (l 2 − l 1 ) for some N 0 ∈ N. For any positive integer N 1 ∈ N, we define N 2 := N 0 N 1 and so the grid size is h := (l 2 − l 1 )/N 1 = (l 4 − l 3 )/N 2 .…”
Section: Hybrid Finite Difference Methods On Uniform Cartesian Gridsmentioning
confidence: 99%
“…achieves sixth order of accuracy for [8] by (5.4), (5.5), (5.6) and (5.7), respectively. Moreover, the maximum accuracy order of a 4-point finite difference scheme for B 1 u = ∂u ∂ n + αu = g 1 and B 4 u = ∂u ∂ n + βu = g 4 at the point (x 0 , y N 2 ) with three smooth functions α(y), β(x) and a(x, y) is six, where α(y…”
Section: Stencils For Regular Points (Interior)mentioning
confidence: 98%
“…) and (5.5). As in [6,7,8], near the point (x * i , y * j ), the parametric equation of Γ I can be written as:…”
Section: Stencils For Regular Points (Interior)mentioning
confidence: 99%
“…In [8], we discussed the 6-point and 4-point finite difference schemes with sixth order accuracy for the side points and corner points of the Helmholtz equations respectively with a constant wave number k in a rectangle. In this paper, we also extend the above results in [8] to the elliptic equations with variable coefficients and mixed combinations of Dirichlet u| Γ i = g i , Neumann ∂u ∂ n | Γ j = g j and Robin ∂u ∂ n + αu| Γ k = g k with smooth functions α, g i , g j and g k , where Γ i /Γ j /Γ k for i, j, k = 1, 2, 3, 4 is one side of the rectangle (see Fig. 2 for an example of the mixed boundary conditions).…”
For elliptic interface problems with discontinuous coefficients, the maximum accuracy order for compact 9-point finite difference scheme in irregular points is three [7]. The discontinuous coefficients usually have abrupt jumps across the interface curve in the porous medium of realistic problems, causing the pollution effect of numerical methods. So, to obtain a reasonable numerical solution of the above problem, the higher order scheme and its effective implementation are necessary. In this paper, we propose an efficient and flexible way to achieve the implementation of a hybrid (9-point scheme with sixth order accuracy for interior regular points and 13-point scheme with fifth order accuracy for interior irregular points) finite difference scheme in uniform meshes for the elliptic interface problems with discontinuous and high-contrast piecewise smooth coefficients in a rectangle Ω. We also derive the 6-point and 4-point finite difference schemes in uniform meshes with sixth order accuracy for the side points and corner points of various mixed boundary conditions (Dirichlet, Neumann and Robin) of elliptic equations in a rectangle. Our numerical experiments confirm the flexibility and the sixth order accuracy in l 2 and l ∞ norms of the proposed hybrid scheme.
“…For elliptic problems with various boundary conditions in non-rectangular domains, [21] proposed a fourth-order augmented MIB with the FFT acceleration, [24] developed a second-order explicit-jump IIM, and [12,16,20] proposed third/fourthorder FDMs. In [4], we discussed sixth-order FDMs for various boundary conditions of the Helmholtz equation with a constant wave number k. In this paper, we consider the elliptic equation with the variable coefficient a and mixed combinations of Dirichlet, Neumann ∂u ∂⃗ n , and Robin ∂u ∂⃗ n + αu, ∂u ∂⃗ n + βu with variable functions α, β (see Fig. 1 for an example of the mixed boundary conditions).…”
Most numerical approximations of frequency-domain wave propagation problems suffer from the so-called dispersion error, which is the fact that plane waves at the discrete level oscillate at a frequency different from the continuous one. In this paper, we introduce a new technique to reduce the dispersion error in general Finite Difference (FD) schemes for frequency-domain wave propagation using the Helmholtz equation as guiding example. Our method is based on the introduction of a shifted wavenumber in the FD stencil which we use to reduce the numerical dispersion for large enough numbers of grid points per wavelength (or for small enough meshsize), and thus we call the method asymptotic dispersion correction. The advantage of this technique is that the asymptotically optimal shift can be determined in closed form by computing the extrema of a function over a compact set. For 1d Helmholtz equations, we prove that the standard 3-point stencil with shifted wavenumber does not have any dispersion error, and that the so-called pollution effect is completely suppressed. For higher dimensional Helmholtz problems, we give easy to use closed form formulas for the asymptotically optimal shift associated to the second order 5-point scheme and a sixth-order 9-point scheme in 2d, and the 7-point scheme in 3d that yield substantially less dispersion error than their standard (unshifted) version. We illustrate this also with numerical experiments.
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