The numerical solution of the initial value problems (2.1) - (2.2) and (2.5) can efficiently and conveniently be done by a finite difference method.
In view of our stability result (see previous section) this suggestions itsself, but it has been used already in [9].
We simply use the usual five point discretization on the grid
where
and
and
. Then, the finite difference approximation to (2.1) - (2.2) reads (the superscript j is omitted)
The boundary conditions in (3.1) assume that the field can be measured everywhere on each of the faces of
.
The values of
for
have to be computed from the field in
by numerical differentiation. (3.1) is solved in a recursive way, i.e. if w in known on the levels
,
we compute it for
by (3.1). In order to preserve stability we have to filter out the frequencies greater than
at each stage of this process. This can be done by doing a 2D FFT on each matrix
as soon as it is computed, zeroing all the entries with
, followed by a 2D inverse FFT. The total operator count for solving (2.1) - (2.2) once is O
. For details see [16]. (2.5) is solved exactly in the same way.