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Propagation of One- and Two-Dimensional Discrete Waves Under Finite Difference Approximation

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Abstract

We analyze the propagation properties of the numerical versions of one- and two-dimensional wave equations, semi-discretized in space by finite difference schemes. We focus on high-frequency solutions whose propagation can be described, both at the continuous and at the semi-discrete levels, by micro-local tools. We consider uniform and non-uniform numerical grids as well as constant and variable coefficients. The energy of continuous and semi-discrete high-frequency solutions propagates along bi-characteristic rays, but their dynamics are different in the continuous and the semi-discrete setting, because of the nature of the corresponding Hamiltonians. One of the main objectives of this paper is to illustrate through accurate numerical simulations that, in agreement with micro-local theory, numerical high-frequency solutions can bend in an unexpected manner, as a result of the accumulation of the local effects introduced by the heterogeneity of the numerical grid. These effects are enhanced in the multi-dimensional case where the interaction and combination of such behaviors in the various space directions may produce, for instance, the rodeo effect, i.e., waves that are trapped by the numerical grid in closed loops, without ever getting to the exterior boundary. Our analysis allows to explain all such pathological behaviors. Moreover, the discussion in this paper also contributes to the existing theory about the necessity of filtering high-frequency numerical components when dealing with control and inversion problems for waves, which is based very much on the theory of rays and, in particular, on the fact that they can be observed when reaching the exterior boundary of the domain, a key property that can be lost through numerical discretization.

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Authors and Affiliations

  1. Department of Mathematics, Friedrich-Alexander-Universität, Erlangen-Nürnberg, 91058, Erlangen, Germany

    Enrique Zuazua

  2. Chair of Computational Mathematics, Fundación Deusto, Avda. de las Universidades 24, 48007, Bilbao, Basque Country, Spain

    Umberto Biccari & Enrique Zuazua

  3. Facultad de Ingeniería, Universidad de Deusto, Avda. de las Universidades, 24, 48007, Bilbao, Basque Country, Spain

    Umberto Biccari

  4. Faculty of Applied Sciences, Department of Mathematics and Computer Sciences, Politehnica University of Bucharest, Splaiul Independentei 313, 060042, Bucharest, Romania

    Aurora Marica

  5. The Research Institute of the University of Bucharest (ICUB), University of Bucharest, Bucharest, Romania

    Aurora Marica

  6. Departamento de Matemáticas, Universidad Autónoma de Madrid, 28049, Madrid, Spain

    Enrique Zuazua

Authors
  1. Umberto Biccari
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  2. Aurora Marica
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  3. Enrique Zuazua
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Correspondence to Umberto Biccari.

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Communicated by Endre Süli.

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This project has received funding from the European Research Council (ERC) under the European Union’s Horizon 2020 research and innovation programme (Grant Agreement No. 694126-DyCon). The work of UB and EZ is partially supported by the Grant MTM2017-92996-C2-1-R COSNET of MINECO (Spain), the ELKARTEK project KK-2018/00083 ROAD2DC of the Basque Government, and the Air Force Office of Scientific Research under Award No: FA9550-18-1-0242. The work of AM is partially supported by a grant of Ministry of Research and Innovation, CNCS-UEFISCDI, project number PN-III-P1-1.1-TE-2016-2233, within PNCDI III. The work of EZ is partially supported by the Alexander von Humboldt Professorship program, the European Unions Horizon 2020 research and innovation programme under the Marie Sklodowska-Curie Grant Agreement No. 765579-ConFlex, and the Grant ICON-ANR-16-ACHN-0014 of the French ANR.

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Biccari, U., Marica, A. & Zuazua, E. Propagation of One- and Two-Dimensional Discrete Waves Under Finite Difference Approximation. Found Comput Math 20, 1401–1438 (2020). https://doi.org/10.1007/s10208-020-09445-0

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  • DOI: https://doi.org/10.1007/s10208-020-09445-0

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