Abstract

We present fast fourth-order finite difference scheme for 3D Helmholtz equation with Neumann boundary condition. We employ the discrete Fourier transform operator and divide the problem into some independent subproblems. By means of the Gaussian elimination in the vertical direction, the problem is reduced into a small system on the top layer of the domain. The procedure for solving the numerical solutions is accelerated by the sparsity of Fourier operator under the space complexity of O(M3). Furthermore, the method makes it possible to solve the 3D Helmholtz equation with large grid number. The accuracy and efficiency of the method are validated by two test examples which have exact solutions.

Highlights

  • Helmholtz equation appears from general conservation laws of physics and can be interpreted as wave equations

  • We present fast fourth-order finite difference scheme for 3D Helmholtz equation with Neumann boundary condition

  • By means of the Gaussian elimination in the vertical direction, the problem is reduced into a small system on the top layer of the domain

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Summary

A Fast Fourth-Order Method for 3D Helmholtz Equation with Neumann Boundary

How to cite this paper: Zhu, N. and Zhao, M.L. (2018) A Fast Fourth-Order Method for 3D Helmholtz Equation with Neumann Boundary. American Journal of Computational Mathematics, 8, 222-232. Received: July 28, 2018 Accepted: September 9, 2018 Published: September 12, 2018

Introduction
Fourth-Order Finite Difference Method
Fast Algorithm for Three-Dimensional Helmholtz Equation
Discretization of Neumann Boundary Condition
Numerical Experiments
Conclusion
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