
http://www.jes.org
Scientific Journal of Earth Science
June 2014, Volume 4, Issue 2, PP.6774
A Generalized Optimal 17point Scheme for
Frequencydomain 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
Frequencydomain modeling is the basis of frequencydomain full waveform inversion. The rotated optimal 9point scheme is an
efficient algorithm for frequencydomain wave equation simulation, but this scheme fails when directional sampling intervals are
different, and is only of secondorder accuracy. To overcome the restriction on directional sampling intervals and lowaccuracy
seismic imaging of the rotated optimal 9point, we introduce a new finitedifference algorithm, namely generalized optimal 17
point scheme. Based on an averagederivative technique, the new algorithm uses a 17point operator to approximate spatial
derivatives and mass acceleration term. The coefficients can be determined by minimizing phasevelocity dispersion errors. This
generalized optimal 17point scheme applies to equal and unequal directional sampling intervals, and can be regarded as a
generalization of the rotated 17point 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
17point scheme.
Keywords: Scalar Wave Equation; Different Directional I ntervals; 17point Scheme; Frequency Domain
1 INTRODUCTION
The frequencydomain 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 frequencydomain finitedifference 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 5point scheme for 2D frequencydomain 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 9point scheme applying to equal and unequal directional sampling intervals, and this scheme can be regarded a
generalization of the rotated optimal ninepoint 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 secondorder scheme
(Min et al., 2000).
Elastodynamic finitedifference timedomain techniques moved from secondorder approximations of spatial
derivatives (Virieux 1984, 1986) to higherorder approximations (Dablain, 1986; Levander, 1988) with a good trade
off between modelling accuracy and computational efficiency for the fourthorder spatial approach. Constructions of
frequencydomain finitedifference schemes have followed a similar path (Hustedt et al., 2004). Shin and Sohn
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(1998) designed a 25point 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 fourthorder and reduces the number of grid points to 2.56. One drawback of the 25
point and 17point scheme is that equal directional sampling intervals are required, and in practice directional
sampling intervals usually are different. Min et al. (2000) developed a 25point 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 highaccuracy seismic
imaging, a new scheme is introduced, called generalized optimal 17point scheme. This new scheme imposes no
restriction of equal directional sampling intervals and is of fourthorder accuracy. The resulting generalized optimal
17point scheme reduces the number of grid points per wavelength to less than 2.4.
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2 THEORY
2.1 17point Scheme and I ts Limitations
In a Cartesian coordinate system with the xaxis horizontal and positive to the right and the zaxis positive
downward, the 2D 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 9point scheme (Jo et al., 1996) is an efficient algorithm for frequencydomain wave equation
simulation, but this scheme is only of secondorder accuracy. Cao and Chen (2012) designed a 17point scheme
which is of fourthorder 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 17point 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 17point Finitedifference Scheme
Based on an averagederivative technique (Chen, 2001, 2008), we introduce a generalized optimal 17point 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 17POINT 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 17POINT 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 fourthorder 9point 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 9point 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 17point 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 17point scheme with PML boundary (Figure 8).
FIG .2 Normalized phase velocity curves of the conventional fourthorder 9point 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 17POINT SCHEME.
(a)
(b)
(c) (d)
FIG . 4 (A) PART OF THE MARMOUSI MODEL. (B) 25 HZ MONOCHROMATIC WAVEFIELD COMPUTED BY THE GENERALIZED
OPTIMAL 17POINT SCHEME. (C) TIMEDOMAIN SEISMOGRAMS COMPUTED WITH THE GENERALIZED OPTIMAL 17POINT
SCHEME. (D) SEISMOGRAMS OBTAINED BY TIMEDOMAIN METHOD.
Figure 4b is 25 Hz monochromatic wavefield computed by generalized optimal 17point scheme with PML
boundary. Figures 4c and 4d are the seismograms obtained by our method and timedomain method. Through the
comparison, we can conclude that generalized optimal 17point scheme has a good consistency with timedomain
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finite difference method on arrival time and lineups position. For the Marmousi model, the rotatedcoordinate 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 17point scheme overcomes the disadvantage of the rotated 17point scheme by removing
the requirement of equal directional sampling intervals. Fourthorder accuracy of the scheme can meet the need of
highaccuracy seismic imaging. And the number of grid points required per wavelength is reduced to 2.4. The
generalized optimal 17point scheme includes the rotated 17point scheme as a special case, and can be regarded as a
generalization of the rotated 17point 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. 2011ZX0500800650).
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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.