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 [
1], 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 [
2,
3], elastodynamics [
4,
5], linearized Euler equations [
6,
7,
8,
9], Helmholtz equations [
10], and other types of wave equations [
10,
11,
12]. Most PML models by the splitting technique, named a split PML method, yield a hyperbolic system of first order partial differential equations [
1,
6,
13,
14,
15]. It is known that the split PML models demonstrate excellent overall performance from the viewpoint of applications. However, it was pointed out in [
7,
16,
17] 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 [
18]. The authors of [
6,
19] 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 [
20,
21] and auxiliary variables  [
17,
22,
23]. In contrast to the split PML models, it is known that the un-split PML wave equations are more effective at time discretization [
22] 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 [
10,
19]. To overcome this instability issue, various studies are reported: a low-pass filter inside the absorbing layer [
6], selective damping coefficients [
24], a new layer by regularizing the damping terms [
8], a change of variable [
25], 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 [
25,
26], 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 [
27]. 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 [
4,
7,
12,
16,
17,
18,
28]. 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 [
12,
16,
29]. In general, the restriction of the PML equations to the computational domain coincides with the original problem [
12], 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 [
12,
16,
29] 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 [
8], 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 [
28]: 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 bywhere  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 [30]). Then, we obtainand  for some  Furthermore, by the isometry of ,for  such that . Please note that  is a linear and bounded operator from  to   Now, following [
8,
31], 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. We note that u∈  ∈ , and  ∈   (see Theorem 2, Chapter 5.9.2 [
32] 
for detail). Consequently, the equalities in (7), (8) make sense.  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
          
From (
9) and (
10), we have
          
Consequently, we obtain
          
		  The proof is carried out by combining (
11) and (
12). □
   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 [
31] 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 [
33] 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 [
34]), 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. The CFL condition of scheme (
13)–(
14) 
in the computational area  isfor  from the standard von Neumann 
stability analysis technique.  Generally the stability condition for the staggered finite difference scheme developed in 
Section 3.1 can be obtained as follows.
Theorem 3. Assume that  and the sound speed c are constants. Then, the discrete scheme (
13)–(
14) 
is stable if the CFL conditionis satisfied for .  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 [35] 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 aswhere  and  The polynomial ϕ is a simple von Neumann 
polynomial if and only if  is a simple von Neumann 
polynomial and , where  is defined asand the conjugate polynomial  is defined aswhere  is the complex conjugate of . The main ingredient in the proof of the theorem is Rouché’s theorem; the proof is detailed in [
36].
  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 [
37] 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 
.
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.
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.
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.