A practical implicit finite-difference method: examples from seismic modelling

TL;DR: In this paper, the authors derived explicit and new implicit finite-difference formulae for derivatives of arbitrary order with any order of accuracy by the plane wave theory where the finite difference coefficients are obtained from the Taylor series expansion.

Abstract: We derive explicit and new implicit finite-difference formulae for derivatives of arbitrary order with any order of accuracy by the plane wave theory where the finite-difference coefficients are obtained from the Taylor series expansion. The implicit finite-difference formulae are derived from fractional expansion of derivatives which form tridiagonal matrix equations. Our results demonstrate that the accuracy of a (2N + 2)th-order implicit formula is nearly equivalent to that of a (6N + 2)th-order explicit formula for the first-order derivative, and (2N + 2)th-order implicit formula is nearly equivalent to (4N + 2)th-order explicit formula for the second-order derivative. In general, an implicit method is computationally more expensive than an explicit method, due to the requirement of solving large matrix equations. However, the new implicit method only involves solving tridiagonal matrix equations, which is fairly inexpensive. Furthermore, taking advantage of the fact that many repeated calculations of derivatives are performed by the same difference formula, several parts can be precomputed resulting in a fast algorithm. We further demonstrate that a (2N + 2)th-order implicit formulation requires nearly the same memory and computation as a (2N + 4)th-order explicit formulation but attains the accuracy achieved by a (6N + 2)th-order explicit formulation for the first-order derivative and that of a (4N + 2)th-order explicit method for the second-order derivative when additional cost of visiting arrays is not considered. This means that a high-order explicit method may be replaced by an implicit method of the same order resulting in a much improved performance. Our analysis of efficiency and numerical modelling results for acoustic and elastic wave propagation validates the effectiveness and practicality of the implicit finite-difference method.