Finite difference method

Abstract: We study the $L^1$ -stability and error estimates of general approximate solutions for the Cauchy problem associated with multidimensional Hamilton-Jacobi (H-J) equations. For strictly convex Hamiltonians, we obtain a priori error estimates in terms of the truncation errors and the initial perturbation errors. We then demonstrate this general theory for two types of approximations: approximate solutions constructed by the vanishing viscosity method, and by Godunov-type finite difference methods. If we let $\epsilon$ denote the `small scale' of such approximations (– the viscosity amplitude $\epsilon$ , the spatial grad-size $\Delta x$ , etc.), then our $L^1$ -error estimates are of ${\cal O}(\epsilon)$ , and are sharper than the classical $L^\infty$ -results of order one half, ${\cal O}(\sqrt{\epsilon})$ . The main building blocks of our theory are the notions of the semi-concave stability condition and $L^1$ -measure of the truncation error. The whole theory could be viewed as a multidimensional extension of the $Lip^\prime$ -stability theory for one-dimensional nonlinear conservation laws developed by Tadmor et. al. [34,24,25]. In addition, we construct new Godunov-type schemes for H-J equations which consist of an exact evolution operator and a global projection operator. Here, we restrict our attention to linear projection operators (first-order schemes). We note, however, that our convergence theory applies equally well to nonlinear projections used in the context of modern high-resolution conservation laws. We prove semi-concave stability and obtain $L^1$ -bounds on their associated truncation errors; $L^1$ -convergence of order one then follows. Second-order (central) Godunov-type schemes are also constructed. Numerical experiments are performed; errors and orders are calculated to confirm our $L^1$ -theory.

Abstract: An efficient method to include frequency-dependent materials in finite difference time domain calculations based on the recursive evaluation of the convolution of the electric field and the susceptibility function has previously been presented. The method has been applied to various materials, including those with the Debye, Drude, and Lorentz forms of complex permittivity, and to anisotropic magnetized plasmas. Previous demonstrations of this approach have been confined to total field calculations in one dimension. In this paper the recursive convolution method is extended to three-dimensional scattered field calculations. The accuracy of the method is demonstrated by calculating scattering from spheres of various sizes composed of three different types of frequency-dependent materials. >

Abstract: Summary I have undertaken 3-D finite difference (FD) modelling of seismic scattering fromfree-surface topography. Exact free-surface boundary conditions for arbitrary 3-D topographies have been derived for the particle velocities. The boundary conditions are combined with a velocity–stress formulation of the full viscoelastic wave equations. A curved grid represents the physical medium and its upper boundary represents the free-surface topography. The wave equations are numerically discretized by an eighth-order FD method on a staggered grid in space, and a leap-frog technique and the Crank–Nicholson method in time. I simulate scattering from teleseismic P waves by using plane incident wave fronts and real topography from a 60 × 60 km area that includes the NORESS array of seismic receiver stations in southeastern Norway. Synthetic snapshots and seismograms of the wavefield show clear conversion from P to Rg (short-period fundamental-mode Rayleigh) waves in areas of rough topography, which is consistent with numerous observations. By parallelization on fast supercomputers, it is possible to model higher frequencies and/or larger areas than before.