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Scientific Journal of Earth Science
June 2014, Volume 4, Issue 2, PP.67-74
A Generalized Optimal 17-point Scheme for
Frequency-domain Scalar Wave Equation
Xiangde Tang
1, 2#
, Hong Liu
1

1. Key Laboratory of Petroleum Resources Research, Institute of Geology and Geophysics, Chinese Academy of Sciences,
Beijing 100029, China
2. University of Chinese Academy of Sciences, Beijing 100029, China
#
Email: tangxiangde@mail.iggcas.ac.cn
Abstract
Frequency-domain modeling is the basis of frequency-domain full waveform inversion. The rotated optimal 9-point scheme is an
efficient algorithm for frequency-domain wave equation simulation, but this scheme fails when directional sampling intervals are
different, and is only of second-order accuracy. To overcome the restriction on directional sampling intervals and low-accuracy
seismic imaging of the rotated optimal 9-point, we introduce a new finite-difference algorithm, namely generalized optimal 17-
point scheme. Based on an average-derivative technique, the new algorithm uses a 17-point operator to approximate spatial
derivatives and mass acceleration term. The coefficients can be determined by minimizing phase-velocity dispersion errors. This
generalized optimal 17-point scheme applies to equal and unequal directional sampling intervals, and can be regarded as a
generalization of the rotated 17-point scheme. The number of grid points per smallest wavelength is reduced to 2.4 by this scheme
for equal and unequal directional sampling intervals. In order to suppress the reflection from the boundary, we apply a perfectly
matched layer boundary condition. Numerical tests on complex model further confirm the feasibility of the generalized optimal
17-point scheme.
Keywords: Scalar Wave Equation; Different Directional I ntervals; 17-point Scheme; Frequency Domain
1 INTRODUCTION
The frequency-domain approach of FWI has been shown to be efficient for several reasons (Pratt et al., 1996, 1998;
Pratt, 1999; Brenders and Pratt, 2006). However, the frequency-domain finite-difference modeling technique has not
gained popularity. The reason is that acceptable accuracy requires solving a large sparse system of linear equations
and more grid points per wavelength than working in other domains.
To overcome these serious limitations, improving the design of the finite difference scheme is one of the main ways.
Pratt and Worthington (1990) developed the classical 5-point scheme for 2D frequency-domain scalar wave equation.
Their scheme required 13 grid points per shortest wavelength for accurate modeling, with errors no larger than 1%.
Jo et al. (1996) reduced the number of grid points per shortest wavelength to about 4 by including additional
surrounding grid points for the derivative approximations, with consequent reductions of computer memory and
CPU time. However, this scheme fails when directional sampling intervals are different. Chen (2012) introduced a
new 9-point scheme applying to equal and unequal directional sampling intervals, and this scheme can be regarded a
generalization of the rotated optimal nine-point scheme. Štekl and Pratt (1998) extended the method of Jo et al.
(1996) to the elastic wave equations by introducing a 45°rotated operator within a conventional second-order scheme
(Min et al., 2000).
Elastodynamic finite-difference time-domain techniques moved from second-order approximations of spatial
derivatives (Virieux 1984, 1986) to higher-order approximations (Dablain, 1986; Levander, 1988) with a good trade-
off between modelling accuracy and computational efficiency for the fourth-order spatial approach. Constructions of
frequency-domain finite-difference schemes have followed a similar path (Hustedt et al., 2004). Shin and Sohn

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(1998) designed a 25-point operator that approximated a Laplacian operator and the number of grid points per
wavelength can be reduced to 2.5. Based on a rotated coordinate system, Cao and Chen (2012) proposed one 17-
point scheme. This scheme is of fourth-order and reduces the number of grid points to 2.56. One drawback of the 25-
point and 17-point scheme is that equal directional sampling intervals are required, and in practice directional
sampling intervals usually are different. Min et al. (2000) developed a 25-point optimal scheme for frequency-
domain elastic modeling which reduces the number of grid points to 3.3 per shear wavelength, but their dispersion
analysis was not carried out in the case of unequal directional sampling intervals.
To overcome the disadvantage of requiring equal directional sampling intervals and meet the high-accuracy seismic
imaging, a new scheme is introduced, called generalized optimal 17-point scheme. This new scheme imposes no
restriction of equal directional sampling intervals and is of fourth-order accuracy. The resulting generalized optimal
17-point scheme reduces the number of grid points per wavelength to less than 2.4.
This document is a template. An electronic copy can be downloaded from the journal website. For questions on
paper guidelines, please contact the publications committee as indicated on the journal website. Information about
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2 THEORY
2.1 17-point Scheme and I ts Limitations
In a Cartesian coordinate system with the x-axis horizontal and positive to the right and the z-axis positive
downward, the 2-D scalar wave equation with no damping in the frequency domain is given by
2 2 2
2 2 2
0,
P P
P
x z v
= c c
+ + =
c c
(1)
where P is the pressure wavefield, = is circular frequency, and v is the velocity.
The rotated optimal 9-point scheme (Jo et al., 1996) is an efficient algorithm for frequency-domain wave equation
simulation, but this scheme is only of second-order accuracy. Cao and Chen (2012) designed a 17-point scheme
which is of fourth-order accuracy.
( ) ( )
( ) ( )
1, 1, , 1 , 1 2, 2, , 2 , 2 , 2
1, 1 1, 1 1, 1 1, 1 2, 2 2, 2 2, 2 2, 2 , 2
2
, 1, 1, 2
4 1
5
3 12
1 4 1
5
2 3 12
( (
m n m n m n m n m n m n m n m n m n
m n m n m n m n m n m n m n m n m n
m n m n m n m
a
P P P P P P P P P
a
P P P P P P P P P
bP c P P P
v
=
+ ÷ + ÷ + ÷ + ÷
+ + + ÷ ÷ + ÷ ÷ + + + ÷ ÷ + ÷ ÷
÷ +
(
+ + + ÷ + + + ÷ +
(
A
¸ ¸
÷ (
+ + + ÷ + + + ÷
(
A
¸ ¸
+ + + +
, 1 , 1 1, 1 1, 1 1, 1 1, 1
2, 2, , 2 , 2 2, 2 2, 2 2, 2 2, 2
) ( )
( ) ( )) 0
n m n m n m n m n m n
m n m n m n m n m n m n m n m n
P d P P P P
e P P P P f P P P P
÷ + ÷ ÷ + ÷ ÷ + + +
÷ + ÷ + ÷ ÷ + ÷ ÷ + + +
+ + + + + +
+ + + + + + + = ,
(2)
The constants a, b, c, d, e and f are weighted coefficients and b+4c+4d+4e+4f=1.
However, this method has a requirement of x z A = A = A, which is not always fulfilled. For example, the horizontal
and vertical sampling intervals of the Marmousi model are dx=12.5 m and dz=4 m, respectively. For such a model,
the 17-point scheme fails. As an effort towards improvement, we introduce a generalization of Equation (2). The
generalization applies to the case of x z A = A and x z A = A .
2.2 A New 17-point Finite-difference Scheme
Based on an average-derivative technique (Chen, 2001, 2008), we introduce a generalized optimal 17-point scheme
for Equation (1)

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( ) ( ) ( ) ( )
1, 1, 2, 2, , , 1 , 1 , 2 , 2 ,
2 2
2
, 1, 1, , 1 , 1 1, 1 1, 1 1, 1 1, 1 2
2, 2, , 2 ,
4 1 5 4 1 5
3 12 2 3 12 2
( ( ) ( )
(
m n m n m n m n m n m n m n m n m n m n
m n m n m n m n m n m n m n m n m n
m n m n m n m n
P P P P P P P P P P
x z
bP c P P P P d P P P P
v
e P P P P
=
+ ÷ + ÷ + ÷ + ÷
÷ + ÷ + ÷ ÷ + ÷ ÷ + + +
÷ + ÷ +
+ ÷ + ÷ + ÷ + ÷
+
A A
+ + + + + + + + + +
+ + +
2 2, 2 2, 2 2, 2 2, 2
) ( )) 0,
m n m n m n m n
f P P P P
÷ ÷ + ÷ ÷ + + +
+ + + + =
(3)
where

2
1, 2 1, 1, 1 1, 1
2
1, 2 1, 1, 1 1, 1
1
2, 1 2, 2, 2 2, 2
1
2, 1 2, 2, 2 2, 2
4
, 3 , 4 , 1 , 1
1
( ),
2
1
( ),
2
1
( ),
2
1
( ),
2
1 2
( )
m n m n m n m n
m n m n m n m n
m n m n m n m n
m n m n m n m n
m n m n m n m n
P P P P
P P P P
P P P P
P P P P
P P P P
o
o
o
o
o
o
o
o
o
o o
+ + + + + ÷
÷ ÷ ÷ + ÷ ÷
+ + + + + ÷
÷ ÷ ÷ + ÷ ÷
+ ÷
÷
= + +
÷
= + +
÷
= + +
÷
= + +
÷ ÷
= + + +
3
, 2 , 2
( ),
2
m n m n
P P
o
+ ÷
+
(4)
and
2
, 1 2 , 1 1, 1 1, 1
2
, 1 2 , 1 1, 1 1, 1
1
, 2 1 , 2 2, 2 2, 2
1
, 2 1 , 2 2, 2 2, 2
, 3 , 4 1, 1,
1
( ),
2
1
( ),
2
1
( ),
2
1
( ),
2
1
( )
m n m n m n m n
m n m n m n m n
m n m n m n m n
m n m n m n m n
m n m n m n m n
P P P P
P P P P
P P P P
P P P P
P P P P
|
|
|
|
|
|
|
|
| |
+ + + + ÷ +
÷ ÷ + ÷ ÷ ÷
+ + + + ÷ +
÷ ÷ + ÷ ÷ ÷
+ ÷
÷
= + +
÷
= + +
÷
= + +
÷
= + +
= + + +
4 3
2, 2,
2
( ),
2
m n m n
P P
| |
+ ÷
÷ ÷
+
(5)
where , , , , ,
i i
b c d e o | and f are weighted coefficients and b+4c+4d+4e+4f=1. For details, see Figures 1a and 1b.

(a) (b)
FIG. 1 GRIDS OF GENERALIZED OPTIMAL 17-POINT SCHEME
EQUATION (3) IS TO PROVIDE A FAMILY OF APPROXIMATIONS TO THE DERIVATIVES FROM WHICH THE OPTIMIZATION
APPROXIMATION CAN BE CHOSEN TO MEET OUR NEEDS. THE SCHEME IS VALID FOR x z A = A AND .
.
. MOREOVER, EQUATION
(3) IS A SPECIAL CASE OF THE GENERALIZED OPTIMAL 17-POINT SCHEME WHEN
1 2 3 1 2 3 4 1 4 1
, , 8 15(1 ), 8 15(1 ). x z o o o | | | o o | | A = A = A = = = = = = ÷ = ÷ .
2.3 Determination of Weighting Coefficients and Dispersion Analysis

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To minimize grid dispersion and numerical anisotropy, we must determine the weighting coefficients that make
normalized phase velocity close to unity. The normalized phase velocity is obtained from dispersion relations. We
assume a uniform and infinite medium that supports a plane wave, expressed as
( )
( , ) 0
x z
i k x k z
x z
P Pe
÷ +
= in the frequency
domain.
When x z A = A , the number of grid points per wavelength G is defined with respect to the larger sampling interval.
Therefore, we first consider x z A > A . In this case, G is defined as x ì A
The normalized phase velocity can be derived
.
1 2
2
1 2 3 4
1 2
,
2 2 ( ) 4 2 ( ) 4
2 cos( )
cos( ),
2 sin( )
cos( ),
4 cos( )
cos( ),
4 sin( )
cos( )
1 8 5 8 1 5
( ) ( ) (1 ) 5 ( ) ,
6 3 2 3 6 2
1 8 5
( ) ( )
6 3
ph
V
G E r F
v b c A B dAB e C D fCD
A
G
B
rG
C
G
D
rG
E C CD A AB D B D AB CD D
F D CD B AB
t
t u
t u
t u
t u
o o o o
| |
( +
=
(
+ + + + + +
¸ ¸
=
=
=
=
= ÷ ÷ ÷ + ÷ + ÷ ÷ + +
= ÷ ÷ ÷ +
3 4
2 2
8 1 5
(1 ) 5 ( ) ,
2 3 6 2
C A C AB CD C
r x z
| | ÷ + ÷ ÷ + +
= A A
(6)
Where
cos( ), sin( )
x z
k k k k u u = = .
We obtain the coefficients ,
i i
o | , b, c, d, e and f by minimizing the error defined by the difference between the
normalized phase velocity and unity (see Jo et al. 1996). Optimized coefficients for different r x z = A A are listed in
Table 1.
TABLE 1 Optimization coefficients for different x z A A when x z A > A

1
o
2
o
3
o
4
o
1
|
2
|
3
|
r=1.0 1.150847 1.150847 1.150847 -0.08050 1.150847 1.150847 1.150847
r=3.125 0.009972 0.999997 0.009982 0.704004 0.887209 0.763481 0.737511

4
| b c d e f
r=1.0 -0.08050 0.950015 0 0.039990 -0.02859 0.00110
r=3.125 0.137957 0.538545 0.152780 -0.01569 -0.02431 0.002598

The coefficients
1
o ,
2
o ,
3
o and
4
o exchange of
1
| ,
2
| ,
3
| and
4
| separately when x z A < A . In both cases, the
coefficients b, c, d, e and f are the same.
Figure 2 shows normalized phase velocity curves of the conventional fourth-order 9-point scheme and our scheme
based on coefficients for different r x z = A A when x z A > A . If we require the normalized phase velocity to be less
than ±1%, the conventional 9-point scheme in the frequency domain requires G =5. For a comparable degree of
accuracy, our scheme requires G = 2.4. The new scheme offers a substantial reduction (50%) in the number of grid
points while maintaining the same bandwidth of the complex impedance matrix.
3 NUMERICAL EXAMPLES
We tested the generalized optimal 17-point scheme with a homogeneous model whose velocity structure is shown in
Figure 3a. The sampling intervals of the model are dx=5 m and dz=5 m. Horizontal and vertical samplings are

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nx=100 and nz=100. For this ratio of directional sampling intervals, the coefficients used are listed in Table 1 (r=1).
And the source is located at (250 m, 20 m) with peak frequency of 20 Hz. The geophones are spread at Z=20 m
horizontally. The time sampling interval is 2 ms and the recorded length is 1 s. Complex frequencies can be used to
suppress the wraparound effect of the Fast Fourier transform (Mallick and Frazer, 1987). Based on this model, we
implement forward modeling by our generalized optimal 17-point scheme with PML boundary (Figure 8).

FIG .2 Normalized phase velocity curves of the conventional fourth-order 9-point scheme and the generalized optimal 17-
point scheme for different r z x = A A when x z A < A
In order to verify the correctness of our scheme, we consider a more realistic model. Figure 4a shows part of the
Marmousi model (nx=301, nz=301). The sampling intervals are dx=12.5 m and dz=4 m. A Ricker wavelet with peak
frequency of 12 Hz is placed at (x=500 m, dz=16 m) as a source and the receivers are located at Z=16 m. The time
sampling interval is 4 ms and the recorded length is 2 s. PML boundary conditions are used at four sides of the

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model. And we use compressed storage method to store the huge impendence matrix so that significantly decrease
the memory consumption. The optimization coefficients are listed in Table 1 (r=3.125).

(a) (b)
FIG . 3 TWO LAYER MODEL (A) VELOCITY STRUCTURE (B) SYNTHETIC SEISMOGRAMS COMPUTED WITH THE GENERALIZED
OPTIMAL 17-POINT SCHEME.

(a)

(b)

(c) (d)
FIG . 4 (A) PART OF THE MARMOUSI MODEL. (B) 25 HZ MONOCHROMATIC WAVEFIELD COMPUTED BY THE GENERALIZED
OPTIMAL 17-POINT SCHEME. (C) TIME-DOMAIN SEISMOGRAMS COMPUTED WITH THE GENERALIZED OPTIMAL 17-POINT
SCHEME. (D) SEISMOGRAMS OBTAINED BY TIME-DOMAIN METHOD.
Figure 4b is 25 Hz monochromatic wavefield computed by generalized optimal 17-point scheme with PML
boundary. Figures 4c and 4d are the seismograms obtained by our method and time-domain method. Through the
comparison, we can conclude that generalized optimal 17-point scheme has a good consistency with time-domain

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finite difference method on arrival time and lineups position. For the Marmousi model, the rotated-coordinate 17-
point scheme cannot be applied due to the fact of, but our method still is valid due to its flexibility.
4 CONCLUSIONS
The generalized optimal 17-point scheme overcomes the disadvantage of the rotated 17-point scheme by removing
the requirement of equal directional sampling intervals. Fourth-order accuracy of the scheme can meet the need of
high-accuracy seismic imaging. And the number of grid points required per wavelength is reduced to 2.4. The
generalized optimal 17-point scheme includes the rotated 17-point scheme as a special case, and can be regarded as a
generalization of the rotated 17-point scheme to the case of general directional sampling intervals. Two examples
demonstrate the theoretical.
ACKNOWLEDGMENT
This research was supported by the Project of National 863 Plan of China (grant No. 2012AA061202) and the
Important Specific Projects (grant No. 2011ZX05008-006-50).
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AUTHORS
1
Xiangde Tang Graduated from China
University of Geosciences (Wuhan) in
2009 and received bachelor’s degree in
geophysics. I am reading a PhD degree in
Institute of geology and geophysics,
Chinese Academy of Sciences. My main
researches include seismic data processing,
seismic waveform inversion and GPU HPC.
2
Hong Liu Geophysicist (Research Professor), Institute of
Geology & Geophysics, Chinese Academy of Sciences.