Abstract
In this paper, we consider a two-dimensional acoustic wave equation in an unbounded domain and introduce a modified model of the classical un-split perfectly matched layer (PML). We apply a regularization technique to a lower order regularity term employed in the auxiliary variable in the classical PML model. In addition, we propose a staggered finite difference method for discretizing the regularized system. The regularized system and numerical solution are analyzed in terms of the well-posedness and stability with the standard Galerkin method and von Neumann stability analysis, respectively. In particular, the existence and uniqueness of the solution for the regularized system are proved and the Courant-Friedrichs-Lewy (CFL) condition of the staggered finite difference method is determined. To support the theoretical results, we demonstrate a non-reflection property of acoustic waves in the layers.
  1. Introduction
It is quite important to effectively truncate an unbounded domain in wave propagation simulations in open space, where the perfectly matched layer (PML) methods that surround the domain of interest with thin artificial absorbing layers are popularly used in easy and effective ways. After the method was introduced by J. P. Bérenger [], which involves splitting a field into two nonphysical electromagnetic fields, many studies were conducted regarding the PML method and its modified reformulations in many different wave-type equations. These include Maxwell’s equations [,], elastodynamics [,], linearized Euler equations [,,,], Helmholtz equations [], and other types of wave equations [,,]. Most PML models by the splitting technique, named a split PML method, yield a hyperbolic system of first order partial differential equations [,,,,]. It is known that the split PML models demonstrate excellent overall performance from the viewpoint of applications. However, it was pointed out in [,,] that Bérenger’s split, as well as other split models, transform Maxwell’s equations from being strongly hyperbolic into weakly hyperbolic. These transforms imply a transition from strong to weak well-posedness in the Cauchy problem and may lead to ill-posedness under certain low-order damping functions in PML layers []. The authors of [,] mention that the use of artificial dissipation is necessary to stabilize the numerical scheme of such formulations for long-time simulations.
The resulting concerns about the well-posedness and stability of the split PML models have prompted the development of other PMLs. Some examples of such developments, without splitting the fields, include un-split PML models using convolution integrals [,] and auxiliary variables  [,,]. In contrast to the split PML models, it is known that the un-split PML wave equations are more effective at time discretization [] and does not make the use of additional memory for the nonphysical field variables. However, it has also been found that the un-split PML models are susceptible to developing gradual instabilities in long-time simulations [,]. To overcome this instability issue, various studies are reported: a low-pass filter inside the absorbing layer [], selective damping coefficients [], a new layer by regularizing the damping terms [], a change of variable [], etc. These issues are the motivation for the mathematical study of the well-posedness and stability for the un-split PML acoustic wave model in various sound speed. A time-domain analysis of PML acoustic wave equation with a constant sound speed is presented with a time-dependent point source in two dimensions using the Cagniard-de-Hoop method [,], which includes the time-stability and error estimates. However, it is not easy to extend the analysis to general initial value problems in variable sound speed, because those include not only straight propagating but also evanescent waves []. There is another approach to demonstrating the well-posedness and stability by investigating the eigenvalues of the Cauchy hyperbolic problems for the PML wave equations [,,,,,,]. This approach gives a restricted result when the original formulation of the PML wave equation is considered in a bounded domain, in which the solutions should be affected by boundary conditions.
Alternatively, energy techniques are used to analyze the issue of stability for the PML wave equations by presenting the energy behavior for the solution in each model [,,]. In general, the restriction of the PML equations to the computational domain coincides with the original problem [], so that damping terms are required to vanish identically in the computational region. As the constant damping function can be considered as the Heaviside function, the equation  used in [,,] is not valid at the interface between the domain of interest and the layers for the constant damping case from a discontinuity. However, all these approaches only provide its well-posedness, the stability has not been clearly proved in finite PML acoustic wave equations with variable sound speed.
The main contribution of this manuscript is not only to introduce a regularized system of the second order PML acoustic wave equation that exhibits well-posedness without losing the non-reflection property of PMLs, but also to demonstrate its numerical stability. To construct the system, we adopt a regularization technique for the term  that has a lower regularity, which is introduced in [], to regularize the PML model for the Maxwell equation, where  is the auxiliary variable (see (2)). The standard Galerkin approximation and energy estimation of the solution are used to show the well-posedness of the regularized system. A concrete energy estimate yields the boundedness of the solution (see Theorem 1) together with the existence and uniqueness of the solution under the regularity assumption of the damping terms  (see Theorem 2). As a numerical scheme for the regularized system, a family of finite difference schemes using half-step staggered grids in space and time is used. All spatial and temporal derivatives are discretized with central finite differences that maintain the second order approximation in both space and time, respectively. A concrete von Neumann stability analysis for the numerical scheme indicates that the scheme is stable under the Courant-Friedrichs-Lewy (CFL) condition between the temporal and spatial grids (see Theorem 3). The novel features of this study include the good performance of the solution that present not only the well-posedness and stability but also the non-reflection property of the wave propagation compared to the classical PML model; even the regularized system does not possess PMLs in the original wave equation. This novelty is numerically illustrated in Section 4.
The remainder of the manuscript is organized as follows. Section 2 describes a regularized system for the un-split PML model of the acoustic wave equation and also contains the well-posedness of its solution based on the energy estimation. In Section 3, we develop a staggered finite difference scheme for the regularized system and determine the CFL condition for the numerical stability. In Section 4, several numerical results are presented to support our theoretical analysis and demonstrate the efficiency of the regularized system. Finally, some discussions are given in Section 5.
2. Regularized System
The aim of this section is to introduce a modified PML system using a regularization technique in a classical PML model for the acoustic wave equation. For the sake of argument, we let  and  be the Sobolev space and dual space of , respectively.
The target problem we consider with here is a general second order acoustic wave equation with a variable sound speed  described by
      
      
        
      
      
      
      
    
      with initial conditions  and , where  with a domain . Here,  and the sound speed  is bounded by
      
      
        
      
      
      
      
    
Let the domain  consist of the computational domain  surrounded by PML layers, where . Using a complex coordinate stretch, we consider the following system of the PML wave equation which is introduced in []: find  satisfying
      
      
        
      
      
      
      
    
      with the initial conditions
      
      
        
      
      
      
      
    
      and the zero Dirichlet boundary condition  where
      
      
        
      
      
      
      
    
Here, the damping terms  and  are assumed to be nonnegative  functions which vanish in the computational domain in the sense of the analytical continuation of the PML.
Please note that a weak solution  of (2) is in , i.e., , which regularity is not enough to show the existence. In order to provide regularity on the term by an operator, we introduce a mollifier . Let  with  satisfying . Then, for  one can define a mollifier  on  by
      
      
        
      
      
      
      
    
Remark 1. 
Let  be the Riesz map from . Then, we consider the operator  given by
      
        
      
      
      
      
    where  is a linear bounded operator such that , the identity operator in , as  in the strong operator topology (see, for detail, Theorem 3 on page 7 in []). Then, we obtain
      
        
      
      
      
      
    and  for some  Furthermore, by the isometry of ,
      
        
      
      
      
      
    for  such that . Please note that  is a linear and bounded operator from  to 
Now, following [,], we introduce a regularized system of the classical PML model (2) by using  in the term , which is given by
      
      
        
      
      
      
      
    
      with initial and boundary conditions
      
      
        
      
      
      
      
    
The remainder of this section details the analysis of the well-posedness of the solution to the regularized system (4) based on the energy estimation under the assumption that the dampings  and  are in .
2.1. Energy Estimate of Weak Solution
We assume that the damping functions  satisfy  which implies that
        
      
        
      
      
      
      
    
        under the condition of  in the layers of the PML model (2), where  denotes the -norm. Under these assumptions, the aim of this subsection is to provide an energy estimation of the weak solution of (4) in the sense that
        
      
        
      
      
      
      
    
        with
        
      
        
      
      
      
      
    
        which satisfies
        
      
        
      
      
      
      
    
        for each  and almost everywhere  and the initial data satisfy
        
      
        
      
      
      
      
    
        for each . Here,  denotes the duality pairing between  and , and  is the inner product in . In addition, the time derivatives are understood in a distributional sense.
Remark 2. 
To investigate the weak solution of (4) that satisfies (7) and (8), we use the standard Galerkin approximation and estimate the energy of the solution, which will be used to show the well-posedness of the regularized system (4) in the subsequent subsection. Let  be an -weighted orthonormal basis in , i.e.,  where the Kronecker delta is given by  of the eigenfunctions of the eigenvalue problem
        
      
        
      
      
      
      
    
Let  be the subspace generated by the orthonormal system  of . Then, one can see that  also becomes the -weighted orthogonal basis of  in the sense that
        
      
        
      
      
      
      
    
Let us also denote , which is the space generated by the smooth functions  such that  is an orthonormal basis of  We now construct approximate solutions , in the form
        
      
        
      
      
      
      
    
        whose coefficients ,  are chosen so that
        
      
        
      
      
      
      
    
        and
        
      
        
      
      
      
      
    
        are satisfied for all   For each integer  the standard theory of ordinary differential equations guarantees the existence of the approximation  satisfying (9) and (10).
The following theorem gives a uniform bound of energy of the approximate solutions (9), which allows us to send .
Theorem 1. 
There exists a constant  that depends only on ,  and T such that for 
      
        
      
      
      
      
    where the energy  is defined by
      
        
      
      
      
      
    
Proof.  
Please note that  and . Hence, we apply  and  in the first and second equations of (10), respectively, to obtain
          
      
        
      
      
      
      
    
          for almost everywhere . Combining the two equations with the equality , we obtain
          
      
        
      
      
      
      
    
          where
          
      
        
      
      
      
      
    
Based on the linear bounded operator , Hölder’s inequality, assumptions for , and Poincaré inequality, it can be noted that  satisfies the inequality
          
      
        
      
      
      
      
    
Furthermore, by applying Gronwall’s inequality, Poincaré inequality, and (1) in the above equation, one can obtain
          
      
        
      
      
      
      
    
          for some .
Fix any  with  and  with  and write  and , where
          
      
        
      
      
      
      
    
          and
          
      
        
      
      
      
      
    
Thus, we have
          
      
        
      
      
      
      
    
2.2. Existence and Uniqueness
In this subsection, we will discuss the well-posedness of the regularized system by demonstrating the existence and uniqueness of the solution (6) based on the result of Theorem 1.
Theorem 2. 
(Existence and Uniqueness) Assume that the initial data  are in  Then, the system (4) has a unique weak solution provided by .
Proof.  
The energy estimates of Theorem 1 and the standard Galerkin method enable the existence of a weak solution using the fact that  and  are continuous almost everywhere  (see [] for detail proof of uniqueness). □
Remark 3. 
The most important concern in the proof is the estimation of the term  in the regularized system, which has roles of a convolution, improving the stability of the system from the regularization of the term from  to .
3. Numerical Scheme
The aim of this section is to introduce a staggered finite difference method for discretizing the regularized system and to find a stability condition for the numerical scheme. For the staggered finite difference method, we use a family of finite difference schemes [] with half-step staggered grids in space and time. All spatial derivatives are discretized with the centered finite differences over two or three cells, which guarantees a second order approximation in space. For the time discretization, we also use the centered finite differences for the first and second order time derivatives on a uniform mesh, which is also of the second order approximation in time. Based on the standard von Neumann stability analysis technique, we analyze the stability of the numerical scheme and obtain its CFL condition.
3.1. Staggered Finite Differences
Let  denote the time step size and  and  denote the spatial mesh sizes in the x and y directions, respectively. In addition, we also introduce the time step  and the spatial nodes  and  for  and . We also define staggered nodes in the time direction and the x and y directions, respectively, as , and  for . To simplify the notation, we denote  and  for . For the discretization of the regularization defined in Remark 1 for the regularized system, the smooth function  chosen in the following examples is constant on a rectangle centered at zero,
        
      
        
      
      
      
      
    
        where
        
      
        
      
      
      
      
    
For a given two-dimensional finite difference grid with spatial sizes  and , a possible choice of  is  and  with  For instance, with  and the usual integration formula (see Chapter 3 in []), we discretize the regularized term , using the 9-point central difference formula, as follows:
      
        
      
      
      
      
    
Let us now introduce new notations
        
      
        
      
      
      
      
    
        and for 
      
        
      
      
      
      
    
Based on these notations, the staggered finite difference scheme for discretizing the regularized system is defined in the following steps.
Step 1. Compute ,
        
      
        
      
      
      
      
    
        where the cell averages  and  are defined as
        
      
        
      
      
      
      
    
The definition of the cell averages allows us to compute the regularized term in (3)
        
      
        
      
      
      
      
    
        for  and , where the cell averages of the derivatives of the function  are defined as
        
      
        
      
      
      
      
    
      
        
      
      
      
      
    
Step 2. Compute ,
        
      
        
      
      
      
      
    
        where
        
      
        
      
      
      
      
    
3.2. Stability Analysis
To obtain the stability condition of the staggered finite difference scheme defined above, we restrict our concern to the constant damping case with  for simplicity in our analysis. The stability condition for the scheme in the computational domain is as follows.
Remark 4. 
Generally the stability condition for the staggered finite difference scheme developed in Section 3.1 can be obtained as follows.
Theorem 3. 
To prove Theorem 3 and use the technique of the standard von Neumann stability analysis, we recall the definition of the simple von Neumann polynomial and some of its properties as follows.
Definition 1. 
A polynomial is a simple von Neumann polynomial if all its roots, r, lie on the unit disk  and its roots on the unit circle are simple roots.
The following theorem demonstrates that a simple von Neumann polynomial can be a sufficient stability condition.
Theorem 4. 
A sufficient stability condition is that ϕ be a simple von Neumann polynomial, where ϕ is the characteristic polynomial (see [] for the proof).
With Theorem 4, the stability condition for a polynomial is presented in the following.
Theorem 5. 
Let ϕ be a polynomial of degree p written as
      
        
      
      
      
      
    where  and  The polynomial ϕ is a simple von Neumann polynomial if and only if  is a simple von Neumann polynomial and , where  is defined as
      
        
      
      
      
      
    and the conjugate polynomial  is defined as
      
        
      
      
      
      
    where  is the complex conjugate of . The main ingredient in the proof of the theorem is Rouché’s theorem; the proof is detailed in [].
Now, we can computationally verify the stability condition (15) in Theorem 3 using Theorems 4 and 5.
Proof of Theorem 3. 
Assume that  in scheme (13)–(14) and we rewrite the scheme as the second order central difference scheme of the variables u and .
          
      
        
      
      
      
      
    
      
        
      
      
      
      
    
      
        
      
      
      
      
    
By von Neumann analysis, we can assume a spatial dependence of the following form in the field quantities:
          
      
        
      
      
      
      
    
          where  is the component of the wave vector , i.e., , and the wave number is  Then, we have the system , where the amplification matrix G of scheme (16), (17) is given by
          
      
        
      
      
      
      
    
          where  and  satisfy  with , , , and  Then, it is noted that the characteristic function of G is given by
          
      
        
      
      
      
      
    
Please note that  by the assumption. It can be observed from Theorem 5 that  is a simple von Neumann polynomial if and only if , i.e.,
          
      
        
      
      
      
      
    
This inequality gives the CFL condition (15), which completes the proof. □
Remark 5. 
From the proof of Theorem 3, we notice that the characteristic function ϕ of the amplification matrix G does not depend on any quantity related to the regularized term. That is, the staggered finite difference scheme corresponding to the classical PML model (2) with a constant damping in the layers is stable under the CFL condition (15).
4. Numerical Result
The aim of this section is to provide numerical evidence of the well-posedness of the regularized system and the non-reflection properties of the acoustic wave in the layers of the classical PML model. For the discussion of the non-reflection properties, we demonstrate the behavior of the maximum error at  defined as the maximum of the differences between the numerical solution and a reference solution in the computational domain . Here, the reference solution is taken in the same computational domain instead of the layers with an additional large domain, for example, 15 times wider in the x and y directions in our experiment, causing the wave in the computational domain to be unaffected by the wave propagating from outside in the chosen long-time step. Furthermore, we use the energy method introduced in [] and numerically examine the well-posedness or stability of the model (4) by observing the long-time behavior of the acoustic wave energy defined by
      
      
        
      
      
      
      
    
For the numerical simulation, we use the same initial condition defined by (4) and, in the absorbing layer, the damping function of the form given by
      
      
        
      
      
      
      
    
      where ,  is a given constant and L denotes the thickness of the layers.
For the comparisons of non-reflection property, we first demonstrate the maximum error for both Formulas (2) and (4) with two sets of thickness and damping as  and . The numerical results are displayed in Figure 1. The classical PML has slightly smaller errors than the modified one in both cases, as shown in Figure 1, but it can be observed that these errors of the modified one can be reduced by simply increasing small amounts of thickness or damping such as  or .
 
      
    
    Figure 1.
      Comparison of errors: (a) a fixed damping , (b) a thickness  .
  
To see the influence of absorbing property by incidence angle, we demonstrate both formulas with different positions of source function. The resulted differences between reference and computed values of the solution during simulation at one point within the computational domain are plotted in Figure 2. The errors of the classical PML have relatively smaller than the modified one and both formulas have slightly better absorbing property when the angle of incidence to the interface between the computational domain and the layers is bigger.
 
      
    
    Figure 2.
      Comparison of the difference at a point from different positions of source function with  and .
  
Next, to investigate the energy  behavior, we choose a time step size  of , which satisfies the CFL condition (15) to guarantee the stability of the staggered finite difference scheme (see Remark 4). Here, the first order backward and second order central finite differences in time and space, respectively, are used to discretize the energy  of (18) at each time step . We investigate the behavior of the energy for a long-time simulation at time  10,000 according to the thickness of the layers and magnitude of the damping. The numerical results are displayed in Figure 3: (a) the energy with various dampings  for a fixed thickness  and (b) the energy with various thicknesses  for a fixed damping . The results indicate that the numerical stability of the modified formula is consistently stable in the long-time simulation regardless of the magnitudes of damping and thickness of the layer. This provides proof of the well-posedness of the developed system and numerical stability for the finite difference method.
 
      
    
    Figure 3.
       with (a) various damping values  for a fixed thickness , (b) various thickness  for a fixed damping .
  
Lastly, in order to illustrate this visual investigation, we consider the damping  and display the snap shots of the wave propagation at times  with  in Figure 4. One can see that the regularized system displays a good property of non-reflection in the layers, which is the purpose of building the layers. It is remarkable that from a mathematical point of view, the analytical well-posedness without losing the non-reflection property in the layers of that the classical PML model.
 
      
    
    Figure 4.
      Snap shots of the regularized system at time  with  (Red rectangular box represents the computational domain.)
  
5. Discussion
We have introduced a new and efficient formulation related to the acoustic wave equation based on the regularization of the un-split PML wave equation. By regularizing the lower order regularity term in the original equation and the standard von Neumann stability analysis, we have achieved well-posedness as well as numerical stability of the solution in the new formulation. We summarize the main novelty and results of this study as follows: (1) We have proved the analytical well-posedness of our formulation without any restriction of damping terms; (2) a staggered finite difference scheme for the formulation is introduced and numerical stability is also analyzed; (3) several numerical tests are exhibited to show the numerical stability and a non-reflection property.
Funding
This research received no external funding.
Conflicts of Interest
The authors declare no conflict of interest. The funders had no role in the design of the study; in the collection, analyses, or interpretation of data; in the writing of the manuscript, or in the decision to publish the results.
Abbreviations
The following abbreviations are used in this manuscript:
      
| PML | Perfectly Matched Layers | 
| CFL | Courant-Friedrichs-Lewy | 
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