On construction and properties of compact 4th order finite-difference schemes for the variable coefficient wave equation

Abstract

We consider an initial-boundary value problem for the n-dimensional wave equation with the variable sound speed, n≥ 1. We construct three-level implicit in time and compact in space (three-point in each space direction) 4th order finite-difference schemes on the uniform rectangular meshes including their one-parameter (for n= 2) and three-parameter (for n= 3) families. We also show that some already known methods can be converted into such schemes. In a unified manner, we prove the conditional stability of schemes in the strong and weak energy norms together with the 4th order error estimate under natural conditions on the time step. We also transform an unconditionally stable 4th order two-level scheme suggested for n= 2 to the three-level form, extend it for any n≥ 1 and prove its stability. We also give an example of a compact scheme for non-uniform in space and time rectangular meshes. We also suggest simple and fast (in theory and practice) iterative methods to implement the schemes. A new effective initial guess to start iterations is given too. We also present promising results of a number of various 2D and 3D numerical experiments.