Removing the Stability Limit of the Explicit Finite-Difference Scheme with Eigenvalue Perturbation

Abstract

Summary The explicit finite-difference (FD) scheme is popular for solving the wave equation due to its simplicity in numerical implementation. However, its maximum time step is strictly restricted by the Courant-Friedrichs-Lewy (CFL) stability limit, which leads to a heavy computational burden in the presence of small-scale structures and high-velocity targets. We extend the CFL stability limit of the explicit FD scheme using the eigenvalue perturbation. The eigenvalue perturbation can normalize the unstable eigenvalues and guarantee the stability of the update matrix by using an arbitrary time step. The update matrix can be preprocessed before the numerical simulation, thus retaining the computational efficiency well. We further incorporate the forward time-dispersion transform (FTDT) and the inverse time-dispersion transform (ITDT) to reduce the time dispersion error caused by using an unusually large time step. Our numerical experiments indicate that the combination of the eigenvalue perturbation, the FTDT method, and the ITDT method can simulate highly accurate waveforms when applying a time step beyond the CFL stability limit. The time step can be extended even toward the Nyquist limit. This means that we could save many iteration steps without suffering from time-dispersion error and stability problems.