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The finite difference method

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 tex2html_wrap_inline572 where tex2html_wrap_inline574 and tex2html_wrap_inline576 and tex2html_wrap_inline578 . Then, the finite difference approximation to (2.1) - (2.2) reads (the superscript j is omitted)

  eqnarray138

The boundary conditions in (3.1) assume that the field can be measured everywhere on each of the faces of tex2html_wrap_inline486 . The values of tex2html_wrap_inline584 for tex2html_wrap_inline586 have to be computed from the field in tex2html_wrap_inline588 by numerical differentiation. (3.1) is solved in a recursive way, i.e. if w in known on the levels tex2html_wrap_inline592 , tex2html_wrap_inline594 we compute it for tex2html_wrap_inline596 by (3.1). In order to preserve stability we have to filter out the frequencies greater than tex2html_wrap_inline526 at each stage of this process. This can be done by doing a 2D FFT on each matrix tex2html_wrap_inline600 as soon as it is computed, zeroing all the entries with tex2html_wrap_inline602 , followed by a 2D inverse FFT. The total operator count for solving (2.1) - (2.2) once is O tex2html_wrap_inline604 . For details see [16]. (2.5) is solved exactly in the same way.



Frank Wuebbeling
Fri Jun 28 15:42:55 MET DST 1996