GEOPHYSICS, VOL. 77, NO. 5 (SEPTEMBER-OCTOBER 2012); P. T187–T199, 12 FIGS., 1 TABLE.
10.1190/GEO2011-0345.1
A new family of finite-difference schemes to solve
the heterogeneous acoustic wave equation
Leandro Di Bartolo1, Cleberson Dors1, and Webe J. Mansur1
ABSTRACT
Equivalent staggered grid scheme (ESG) is a new family
of schemes based on the finite-difference method (FDM).
The method is applied to acoustic wave propagation in vari-
able density media and the results are compared with those
from some classic FDM approaches. The main feature of
this new family is that it is designed to generate results nu-
merically equivalent to those using the standard staggered
grid formulations (SSG), but with the same memory require-
ments of simple grid schemes. Hence, it results in a reduc-
tion of memory usage by 33% in 2D and 50% in 3D
problems, compared to the memory usage of SSG. The
first-order system of equations in terms of pressure and ve-
locity is not used here. Instead, the formulation is based on
applying new central difference operators to the second-
order acoustic wave equation in terms of pressure, obtaining
the same level of accuracy and stability as the SSG schemes.
The equivalence between the ESG and SSG is mathemati-
cally demonstrated and issues concerning the application of
seismic sources and the boundary conditions are addressed.
INTRODUCTION
The finite-difference method (FDM) remains the most popular nu-
merical method for modeling the propagation of seismic waves
mainly due to its computational efficiency. Since the early papers
on the subject concerned primarily with seismic wave propagation
in elastic, homogeneous, and isotropic media (Alterman and Korn-
feld, 1968; Alterman and Rotenberg, 1969; Alterman and Loe-
wenthal, 1970; Ottaviani, 1971), a great variety of numerical
schemes for heterogeneous media (here named heterogeneous
schemes) have been proposed (e.g., Levander, 1989; Moczo et al.,
Manuscript received by the Editor 16 September 2011; revised manuscript received 4 March 2012; published online 21 August 2012; corrected version
published online 28 August 2012.
1
Federal University of Rio de Janeiro, COPPE/Department of Civil Engineering, Brazil. E-mail: leandrodibartolo@gmail.com; clebersondors@gmail.com;
webe@coc.ufrj.br.
© 2012 Society of Exploration Geophysicists. All rights reserved.
T187
2007). Boore (1972) is given credit for introducing heterogeneous
schemes, and Kelly et al. (1976) for defining them as approaches
where the heterogeneities are considered implicitly by means of
the variation of material properties from point to point. On the other
hand, homogeneous schemes use the homogeneous wave equation in
each layer and apply explicit boundary conditions at the interfaces.
We should point out that the scheme proposed in Kelly et al. (1976) is
still widely used for modeling elastic media in onshore regions, be-
cause in offshore regions such a scheme does not produce good re-
sults due to the presence of water. In fact, materials with Poisson’s
ratio greater than ν ¼ 0.25 are not modeled accurately by this scheme
and frequently the associated results present numerical instability
(Marfurt, 1984; Levander, 1988). Other schemes based on FDM have
the same difficulty in modeling regions with acoustic-elastic coupling
(Stephen, 1988).
The seminal paper of Alford et al. (1974) discusses precision and
stability of acoustic FDM schemes applied to acoustic wave equa-
tion in comparison with analytical solutions, showing that the FDM
provides reliable results for wave propagation modeling. At the end
of the 1970s and beginning of the 1980s, the FDM applied to acous-
tics was used for seismic migration by means of the reverse time
migration (RTM) approach (Hemon, 1978; Baysal et al., 1983; Loe-
wenthal and Mufti, 1983). More expensive, as well as more accurate
than Kirchhoff migration, RTM has increasingly been used by the
industry to overcome the new migration challenges. Furthermore,
full waveform inversion (FWI) requires efficient and accurate meth-
ods for seismic modeling. These facts renewed the interest in
numerical methods for wave propagation in geophysics.
An alternative and more accurate approach to solve elastic and
acoustic wave equation is through the use of staggered grids, where
fields of propagation and properties are considered at intermediate
positions of the simple grid. Madariaga (1976) was the first to
apply a scheme based on staggered grids to solve the system of
equations of first order in geophysics for elastic and isotropic media,
which circumvents the aforementioned problems for materials with
T188 Di Bartolo et al.
high Poisson’s ratio. Actually, the use of staggered grids was
introduced by Yee (1966) to resolve problems of electrodynamics
and by Harlow and Welch (1965) for problems of fluid dynamics.
The subject of numerical wave propagation is still a very active
area of research, and several papers have proposed staggered grid
schemes or partially staggered grid schemes (e.g., Magnier et al.,
1994; Saenger et al., 2000). There are several other examples of
important developments on FDM schemes as advanced and implicit
methods (see Liu and Sen, 2009a, 2009b), and the nearly analytic
integration discrete method (NAID), which was fully mathemati-
cally revised for solving the 2D acoustic wave equation in Tong
et al. (2011).
Currently the scheme of Virieux (1986) and their extension to
fourth-order approximation in space (Levander, 1989) are very pop-
ular. They are applied for elastic and isotropic media and also make
use of staggered grids. The great advantage of schemes based on
staggered grids is that, unlike many available schemes based on
the second-order wave equation, they are able to model regions with
a water-rock interface, allowing application in the presence of ma-
terials with any Poisson’s ratio (including water), even when den-
sity contrasts are considered. Thus, the Virieux type schemes can
also be used for acoustics.
A disadvantage of staggered grid schemes is that they require
more computational memory than simple grid schemes. In this
sense, Luo and Schuster (1990) proposed a “parsimonious” displa-
cement-stress staggered scheme, which solves the drawback
of large memory requirement for the case of elastic waves in iso-
tropic media. The parsimonious staggered grid scheme (PSG)
can be applied to the acoustic case leading to a displacement-
pressure scheme where displacements are stored rather than the
pressure. The acoustic version of PSG is presented in Appendix A.
Such a scheme needs to store two panels for each displacement
component, which means four panels for 2D and six for 3D;
i.e., requiring more memory than a standard staggered grid scheme
(SSG). Because the PSG is based on approximating the first-order
spatial derivatives of displacements and stresses using stable Vir-
ieux type FDM operators, as presented in Luo and Schuster
(1990), it only can be applied to systems of coupled equations
(displacement-stress, displacement-pressure, etc.). In other words,
it cannot be applied directly to second-order wave equations invol-
ving only one field (displacements, stresses, or pressure), because in
this case one needs to develop new stable FDM operators to approx-
imate the second-order spatial derivatives.
In numerical simulations with the FDM, the second-order acous-
tic wave equation is traditionally used to formulate single-grid
schemes and the system of equations of first order in terms of ve-
locity and pressure (for acoustics) is used to formulate staggered
grid schemes. However, there is no physical reason for this, because
the different mathematical descriptions must be completely equiva-
lent, in the sense that they must give the same results for the same
problem. In this context, in the present paper, a new family of FDM
schemes termed “equivalent staggered grid” (ESG) is developed.
The ESG applies new FDM approximations (operators) to the sec-
ond-order acoustic wave equation to make it numerically equivalent
to the SSG, the Virieux type schemes for acoustics, but with the
advantage of using the same computational memory as the nonstag-
gered grid schemes (NSG) and with similar computational cost
(after optimizations). The proposed ESG operators are constructed
by means of a systematic procedure which can be applied to
other situations, because it is general. Hence, this procedure
allows the construction of schemes equivalent to any known stag-
gered grid scheme, but it directly applies second-order wave equa-
tions in terms of only one field.
In the first section of this paper, we present the mathematical de-
scription of acoustic wave propagation used to formulate the differ-
ent FDM schemes. In the next section, we review the classic FDM
schemes for homogeneous density media and for general heteroge-
neous media. Following that, we develop the ESG and, in the sub-
sequent section, we show its equivalence with SSG. Issues
concerning the source application, boundary conditions, and stabi-
lity are treated. At the end, the numerical simulations and our
conclusions are presented.
ACOUSTIC WAVE PROPAGATION THEORY
The phenomena of acoustic wave propagation in linear regime
can be formulated using two different but equivalent mathematical
descriptions: One based on a second-order wave equation, and other
based on a first-order system of equations. In this section, we pre-
sent these two mathematical formulations necessary to develop the
numerical schemes discussed afterward.
First-order system
The description of acoustic wave propagation, in terms of velo-
city and pressure, is obtained using Newton’s Second Law together
with the continuity equation, and considering adiabatic propagation
(Wapenaar and Berkhout, 1989). The vectorial linear equation of
motion for the particle velocity field v and acoustic pressure field
p is
∂vðr; tÞ
ρðrÞ þ ∇pðr; tÞ ¼ fðr; tÞ; (1)
∂t
where r is the position vector, t is the time, ρ is the density of the
medium, f is the density of external body force applied, ∂∕∂t is the
time derivative and the nabla symbol ∇ is the vector differential
operator known as del. In equation 1, the del is applied to the acous-
tic field (pressure) and results in a vectorial field known as gradient
field. The continuity equation together with the linear adiabatic
equation of state results in the equation
1 ∂pðr; tÞ ∂i ðr; tÞ
þ ∇ · vðr; tÞ ¼ V ; (2)
κðrÞ ∂t ∂t
where κ is the adiabatic compression modulus of the medium and
iV , which represents a source, is a volume density of volume injec-
tion (an air gun, for example). The operator del, in this equation, is
applied via the scalar product to a vectorial field (particle velocity)
and results in a scalar field known as divergence field.
The set of equations 1 and 2 describes the acoustic wave propa-
gation in a medium with properties κ and ρ submitted to external
perturbations iV (more specifically its first time derivative) and f.
Specifically, these equations describe how the velocity field (vec-
torial) and the acoustic pressure field (scalar) change in a general
heterogeneous medium. This system of equations is hyperbolic of
first order, where the velocity of wave propagation c depends on the
medium’s parameters κ and ρ, according to equation 5 below.
 New finite-difference schemes for acoustics
Second-order equations
By eliminating the velocity field from the set of equations 1 and
2, the acoustic wave equation for pressure only can be obtained as


1 1 ∂2 pðr; tÞ
ρðrÞ∇ · ∇pðr; tÞ − 2 ¼ −sðr; tÞ; (3)
ρðrÞ c ðrÞ ∂t2
where s is the source and c is the velocity of propagation given,
respectively, by


∂2 i ðr; tÞ 1 unstable numerical schemes (Anne et al., 2000).
sðr; tÞ ¼ ρðrÞ V 2 − ρðrÞ∇ · fðr; tÞ ; (4)
∂t ρðrÞ
sffiffiffiffiffiffiffiffiffi
κðrÞ
cðrÞ ¼ : (5)
ρðrÞ
Considering media with low-density gradients, equation 3 can be
simplified, resulting in the classic acoustic wave equation
1 ∂2 pðr; tÞ
∇2 pðr; tÞ − 2 ¼ −sðr; tÞ; (6)
c ðrÞ ∂t2
where the operator ∇2 is known as the Laplacian operator
(∇2 ¼ ∇ · ∇), and is applied to a scalar field resulting in another
scalar field. Like the previous equations, equation 6 is written with
differential operators and holds for any system of coordinates in
one, two, or three dimensions, it only being necessary to use correct
expressions for the operators in each case.
REVIEW OF SIMPLE FDM SCHEMES
In this section, some of the classic schemes based on the FDM are
reviewed, because they are related to the approach to be presented in
the next section. Characteristics of accuracy, stability, and memory
requirement for these schemes are outlined. As will be seen, the
new scheme presented later is an alternative formulation that takes
advantage of the best characteristics of accuracy, stability, and
memory requirements of each classical scheme. For simplicity,
all schemes presented below are developed for 2D media and
adopt approximations of fourth order in space and second order
in time.
Nonstaggered grid scheme (NSG)
The most simple and popular finite-difference numerical scheme
for acoustic wave propagation is based on the application of central
difference approximations to the homogeneous density equation,
given by equation 6. Clearly, such a scheme can give good results
only for media with very low-density gradients or when only kine-
matic responses are considered (e.g., traveltime analysis).
This simple finite-difference approach for the acoustic wave
equation is developed making use of a simple (nonstaggered) fi-
nite-difference grid, resulting in a numerical conditionally stable
scheme. This approximation is the NSG. In the NSG, the pressure
is considered only at discrete points equally spaced in each spatial
direction (hereafter h) and in time (hereafter Δt). Then, each deri-
vative of equation 6 can be approximated using known central dif-
ference operators obtained by Taylor series expansions. For the time
T189
derivative term, a second-order approximation of the following
form is used
∂2 pni;k pnþ1 − 2pni;k þ pn−1
i;k
2
¼ i;k ; (7)
∂t Δt2
where pni;k is the pressure at discrete positions ðx; zÞ ¼ ðih; khÞ in
discrete times t ¼ nΔt. We emphasize that this approximation leads
to a two-step time marching scheme in which it is necessary to store
two pressure panels at any time step. It also is important to note that
high-order time approximations based on central difference lead to
For space derivatives, the most common approximation is the
fourth-order one. In the x direction, it is given by
∂2 pni;k 4 pniþ1;k − 2pni;k þ pni−1;k
¼
∂x2 3 h2
1 iþ2;k 2pni;k þ pni−2;k
p n
−
− (8)
3 ð2hÞ2
or, equivalently,
∂2 pni;k −pni−2;k þ 16pni−1;k − 30pni;k þ 16pniþ1;k − pniþ2;k
¼ :
∂x2 12h2
(9)
In the z-direction, a similar expression is used. Note that higher-
order approximations are possible for spatial terms, obtained in a
straightforward way.
Considering equation 6 and using the approximations given
above, the NSG scheme is obtained. The stencil of the fourth-order
spatial approximation considers five points for each direction (see
equation 9). Nevertheless, the memory requirement of NSG is two
panels for the acoustic pressure field plus one panel for the velocity
of propagation.
Standard staggered grid scheme (SSG)
In the present paper, the staggered approach proposed by Virieux
(1986) is applied to the acoustic case. The resulting scheme is the
SSG. The staggered grid used here (Figure 1) is simpler than the
original one, because there is no shear stress. Moreover, the normal
stresses in all directions are equal to the negative of the acoustic
pressure and the properties of the medium reduce to one (plus
the density), i.e.,
τxz → 0; τxx ¼ τzz → −p; (10)
μ → 0; λ → κ; (11)
where μ and λ are, as usual, Lamé parameters and τij represents the
different components of the stress tensor. In Figure 1, the position of
the acoustic fields and properties are shown for a 2D grid, the ver-
tical direction being used to represent the time axis.
This staggered grid depicted in Figure 1 can be used to solve
equations 1 and 2 numerically, using central difference approxima-
tions, as proposed by Virieux. The resulting scheme is exactly the
Virieux scheme simplified with equations 10 and 11. As is well
T190 Di Bartolo et al.

known, the original scheme is independent of the Poisson’s ratio, nþ1 n−1 Δt n
1 ¼ v − bi;kþ12 ðp − pni;k Þ (14)
2 2
vðzÞi;kþ ðzÞi;kþ1
which in consequence means that its acoustic version is stable too 2 2 h i;kþ1
and gives good results. So, to obtain the second order in space and
time, the central difference operator of the form

Δt nþ12 nþ12
i;k ¼ pi;k − κ i;k
pnþ1 vðxÞiþ1;k − vðxÞi−
n
1
dgni;k giþ12;k − gi−12;k h 2;k
n n 2

¼ (12) 
dx h nþ12 nþ12
þ vðzÞi;kþ 1 − v
ðzÞi;k−1
; (15)
2 2

is applied to approximate the derivatives in equations 1 and 2, at the

correct positions shown in Figure 2, where g is the field of propaga- where vðxÞ and vðzÞ are, respectively, the components of particle ve-
tion (or its components) in the medium (p, vx , or vz ). In Figure 2, locity in each direction (x and z) and b is the buoyancy (inverse of
the arrows pointing to the right and front face of the cube show, the density 1∕ρ) at the staggered grid positions. These buoyancy
respectively, the location where equation 1 is evaluated for the x values are approximated using simple interpolations (for example,
and z-components. On the other hand, the arrow pointing to the linear interpolation). The scheme of fourth order in space (Levan-
upper face shows the location where equation 2 is applied. There- der, 1989) is obtained using the approximation
fore, the second-order SSG can be obtained as below
dgniþ1;k


9 gniþ1;k − gni;k 1 gniþ2;k − gni−1;k
nþ1 n−1 Δt n
2
¼ −
2
vðxÞiþ 1 ¼ vðxÞiþ
2
1 − biþ12;k ðp − pni;k Þ (13) dx 8 h 8 3h
2 ;k 2;k h iþ1;k
−gniþ2;k þ 27gniþ1;k − 27gni;k þ gni−1;k
¼ (16)
24h
in the x-direction and, an equivalent expression in
the z-direction.
The SSG is an alternative scheme to solve the
acoustic wave equation in terms of pressure and
velocities. The memory required corresponds to
three panels for the propagation fields in 2D (one
for each field: p, vx , and vz ), plus two panels for
medium properties (velocity and density). It is
50% more than the NSG, disregarding the density
ρ and velocity c panels. In 3D, the SSG requires
twice as much memory as NSG (100%). As is
well known, the accuracy of the SSG is greater
than that of the NSG, although both are
fourth-order accurate in space. In addition, the
SSG is suitable to model coupling between elas-
Figure 1. Standard staggered grid for acoustics. The left panel shows the positions of the
pressure field p and of the adiabatic compression modulus κ of the medium, considered tic and acoustic media.
at integer indices of time steps (n). The right panel shows the staggered grid considered
at intermediate time steps, for the velocity components in the x-direction (circles) and Compact staggered grid scheme (CSG)
z-direction (squares) and buoyancy b of the medium.
Another possibility for the discretization of
completely heterogeneous media is the CSG,
proposed by Cohen and Joly (1990). The CSG considers equation 3
in terms of pressure only and is based on the following second-order
spatial approximation

 bniþ1;k
∂ ∂p n
b ¼ 22 ðpniþ1;k − pni;k Þ
∂x ∂x i;k h
bni−1;k
− 2
ðpni;k − pni−1;k Þ; (17)
h2
where b is the buoyancy parameter. It is important to note that equa-
Figure 2. A cube showing the equilibrium position for applying tion 17 formally generates a staggered grid scheme, because the b
SSG and ESG equations. The point P at the center of the cube parameter is taken at intermediate positions, although the pressure
has coordinate Pni;k , the horizontal and vertical edges being given,
respectively, by h and Δt. The ESG equation is evaluated at the positions are always in the simple grid. In fact, this approach can be
cube’s center, whereas the SSG equations are evaluated at the loca- visualized as the application of second-order approximation twice
tions indicated by the arrows. in succession, given by equation 12, to the derivatives in equation 3.
 New finite-difference schemes for acoustics T191

The fourth-order approximation proposed by the same authors is second-order equations can be equation 3 or equation 6, according
given by to the case of interest.

 The finite-difference formulas used in the ESG are obtained by
∂ ∂p n twice applying the approximations used to derive the SSG, resulting
b
∂x ∂x i;k in new central difference approximations. The location where the


 equations are evaluated are shown schematically in Figure 2 for
4 λþ1 p − pi λ−1 p − pi−1
¼ biþ12 iþ1 − bi−12 i the ESG (center of the cube) in comparison with the SSG (arrows).
3h 2 h 2 h Therefore, in the next topic, the procedure to obtain the ESG ap-



1 p − pi p − pi−2 proximations is explained by deriving the simplest case, i.e., the
− biþ1 iþ2 − bi−1 i ; (18)
3ð2hÞ 2h 2h second-order approximation for the time derivative of the wave
equation. Subsequently, the spatial approximations for the case
λ
1 of heterogeneous density media, given by equation 3, are presented,
where bi
12 are smoothing buoyancy introduced to stabilize the
2
scheme, given by along with their simplification for the homogeneous case.

λiþ1    
Temporal approximation
biþ12 ¼ 1 − 2λiþ12 biþ12 þ λiþ12 bi−12 þ biþ32 ; (19)
2
The way to obtain the temporal approximation is to apply the
λi−1     central difference formula twice in succession for the first-order de-
bi−12 ¼ 1 − 2λi−12 bi−12 þ λi−12 bi−32 þ biþ12 ; (20) rivative to generate the second-order derivative, as follows
2



pnþ1 −pni;k pni;k −pn−1
i;k
− i;k
with λ being the smoothing factor. Note that the form of the approx- ∂2 pni;k Δt Δt
¼ DðDp n Þ ¼
imation given by equation 18 is an attempt to extrapolate equation 8: ∂t2 i;k
Δt
The fourth order is obtained by means of a linear combination of
two second-order approximations with grid space h and 2h, respec-
pi;k − 2pni;k þ pn−1
nþ1
i;k
¼ ; (21)
tively, with the corresponding constants of multiplication 3∕4 and Δt2
−1∕3. For this reason, the stencil of the CSG is the same at that of
where D is the second-order operator for the first-order derivative
the NSG. Hence, five grid points in each direction are considered. In
(similar to equation 12, for the time), used in the SSG scheme. It is
fact, for homogeneous density media, the CSG reduces to the NSG
important to emphasize that only for this case, where simple sec-
scheme, giving the same numerical responses.
ond-order derivatives are approximated by a second-order operator,
For nonhomogeneous density media, it is necessary to consider a
smoothing in the buoyancy model, as presented in equations 19 and does the ESG approximation result in the same formula used for the
20, to keep the scheme stable. This is done by introducing the para- simple finite-difference scheme (NSG).
meter λ as indicated. The optimal λ proposed for regions with dis- Equation 21 can be used either in equations 3 or 6 to approximate
continuous density is λ ¼ 0.75∕16, obtained from a reflection and the time derivatives. The fourth-order approximation for the time
transmission analysis (Cohen and Joly, 1990). Nevertheless, the va- derivative, obtained using the same procedure, leads to an uncon-
lue of λ is out of the range for which the numerical stability has ditionally unstable scheme, exactly as occurs with other central-
been demonstrated formally, and there is no guarantee that the finite-difference schemes, like the NSG and SSG.
scheme maintains the stability for any density contrast.
For the temporal approximation, Cohen and Joly (1990) devel- Spatial approximation
oped a scheme that increases the time approximation to fourth order
The approximations for spatial derivatives, for the case of hetero-
(using the Lax-Wendroff approach), which is not included in the
geneous density media, are similar to the procedure used for the
discussion presented here. So, the temporal approximation consid-
temporal derivatives. Below, we develop the discretization of the
ered here is the second-order central difference given by equation 7.
equation 3 for the second and fourth orders of approximation.
Applying the operator given by equation 12 twice to the spatial
EQUIVALENT STAGGERED GRID SCHEME (ESG) term of equation 3, the desired second-order approximation is
obtained as
This section reports a new family of schemes, the ESG, which are

 
n 
constructed to give the same numerical result as the SSG, but using ∂ ∂p n 1 piþ1;k − pni;k
the second-order heterogeneous wave equation in terms of acoustic b ¼ b 1
∂x ∂x i;k h iþ2;k h
pressure only. As a consequence, this new family preserves the
n 
same precision and stability properties of the SSG, but with the pi;k − pni−1;k
− bi−12;k ; (22)
same storage requirement of the NSG (two panels of pressure), h
as will be shown. For simplicity’s sake, we will develop the 2D
case and spatial approximations of fourth order. The 3D and where the buoyancy b must be approximated using the same inter-
high-order extensions are obtained in a straightforward way. polation adopted for the SSG, so that the ESG and SSG present the
To formulate the ESG, the same grid of the SSG is considered same response (as will be shown in the next section). This approx-
(Figure 1). However, instead of discretizing the first-order system of imation is similar to the CSG of second order in space.
equations, given by equations 1 and 2, the second-order acoustic Similarly, using equation 16 for the fourth-order approximation,
wave equations in terms of pressure only are discretized. These the following expression is obtained
T192 Di Bartolo et al.


∂ ∂p n (in space and time). The extensions to fourth- and higher-order
b
∂x ∂x i;k schemes, as well as to 3D formulations are straightforward.

 Rewriting equation 3 for 2D media, neglecting the source term,
9 biþ12;k 9 pniþ1;k − pni;k 1 pniþ2;k − pni−1;k results in
¼ −
8 h 8 h 8 3h

n  


bi−1;k 9 pi;k − pi−1;k 1 piþ1;k − pni−2;k
n n
∂2 p ∂ 1 ∂p ∂ 1 ∂p
− 2 − ¼ κ þ : (26)
h 8 h 8 3h ∂t2 ∂x ρ ∂x ∂z ρ ∂z

n 
1 iþ2;k 9 piþ2;k − piþ1;k 1 pniþ3;k − pni;k
b 3 n
− −
8 3h 8 h 8 3h Applying now the ESG second-order approximations, given by

n 
bi−3;k 9 pi−1;k − pi−2;k 1 pi;k − pi−3;k
n n n equation 21 for time and by equation 22 for the x-derivative,
− 2 − : (23) and a similar one for the z-derivative, leads to
3h 8 h 8 3h

Because the same interpolation for b parameters is used, the approx- Δt2
i;k − 2pi;k þ pi;k ¼
pnþ1 κ i;k
n n−1
imation given by equation 23 produces a scheme with the same ac- h2
curacy and stability as the SSG for a medium with general 
heterogeneous density. The complete scheme of fourth order is pre- × biþ12;k ðpniþ1;k − pni;k Þ − bi−12;k ðpni;k − pni−1;k Þ (27)
sented in Appendix B. This scheme is conditionally stable exactly
as the SSG, consequently being relatively insensitive to the density
contrasts. For example, it is different from the CSG, which uses a
þ bi;kþ12 ðpni;kþ1 − pni;k Þ − bi;k−12 ðpni;k − pni;k−1 Þ ;
complicated process of stabilization and can lose stability for some
density contrasts.
To derive the case of constant density media, one can consider the where, as before, the grid spacing is h.
buoyancy constant in equations 22 and 23 which results, respec- On the other hand, the corresponding SSG formulation, as dis-
tively, in cussed before, is represented by

∂2 pni;k pniþ1;k − 2pni;k þ pni−1;k nþ1 n−1 Δt n

¼ ; (24) 2
vðxÞi− 1 ¼ vðxÞi−
2
1 − bi−12;k ðp − pni−1;k Þ; (28)
∂x2 h2 2;k ;k 2 h i;k

for second-order approximation and

nþ1 n−1 Δt n
1 ¼ v − bi;kþ12 ðp − pni;k Þ; (29)
2 2
vðzÞi;kþ ðzÞi;kþ1
∂2 pni;k
2 2 h i;kþ1
1
2
¼ fðpniþ3;k þ pni−3;k Þ − 54ðpniþ2;k þ pni−2;k Þ
∂x 576h2

Δt nþ12 nþ12
þ 783ðpniþ1;k þ pni−1;k Þ − 1460pni;k g (25) pnþ1
i;k ¼ − κi;k
pni;k vðxÞiþ1;k − vðxÞi− 1
h 2 2;k

for fourth-order approximation. For homogeneous density media, nþ12 nþ12
þ vðzÞi;kþ 1 − v
ðzÞi;k−1
: (30)
the velocity of propagation is considered at the grid nodes (integer 2 2

index) instead of at intermediate points. This means that the ESG is

completely nonstaggered in this case. Actually, this scheme is Substituting equation 28 and equation 29 into equation 30, shifting
equivalent to the NSG for the second order of approximation be- the space indexes when necessary, and regrouping the result by the
cause the spatial and temporal approximations are equal to one an- time index, results in
other, which is no longer the case for the fourth- and high-order
schemes. For both cases, homogeneous and heterogeneous densities

Δt n−12 n−12
in fourth order of approximation, the stencil of ESG involves seven pnþ1
i;k ¼ − κ i;k
pni;k vðxÞiþ1;k þ vðxÞi− 1
h 2 2;k
points in each direction against five points for the NSG and CSG. 
This explains the greater accuracy of the ESG, and by consequence, n−12 n−12 Δt
of the SSG in relation to the other mentioned schemes. For higher þ vðzÞi;kþ 1 þ v
ðzÞi;k− 1 − κ i;k
2 2 h
orders of approximation, the ESG is entirely new, as in the case of 
fourth order, and provides solutions numerically equivalent to Δt Δt
× biþ12;k ðpniþ1;k − pni;k Þ − bi−12;k ðpni;k − pni−1;k Þ
respective SSG. h h

Δt n Δt n
PROOF OF NUMERICAL EQUIVALENCE þ bi;kþ12 ðpi;kþ1 − pi;k Þ − bi;k−12 ðpi;k − pi;k−1 Þ .
n n
h h
BETWEEN ESG AND SSG
(31)
In this section, we mathematically demonstrate the equivalence
between the ESG and SSG, for the 2D formulation involving Finally, rewriting the second term on the right side of equation 31,
heterogeneous density scheme in the second order of approximation using equation 30 shifted in time and regrouping the result, yields
 New finite-difference schemes for acoustics T193

Δt2 Figure 3b, and for wave equation 3, or equation 6, in Figure 3c.
i;k − 2pi;k þ pi;k ¼ −κ i;k 2
pnþ1 n n−1
h The two cases correspond to the same wavelet. The Fourier trans-
 form of this last source term is depicted in Figure 3d.
× biþ12;k ðpniþ1;k − pni;k Þ − bi−12;k ðpni;k − pni−1;k Þ (32) To complete the numerical equivalence between the SSG and
ESG, the additional time derivative of the ESG source term must
be taken numerically (by central differences, using the approxima-
þ bi;kþ12 ðpni;kþ1 − pni;k Þ − bi;k−12 ðpni;k − pni;k−1 Þ : tion given by equation 12 for time) as can be demonstrated by in-
cluding the source term in the demonstration of the preceding
This equation is exactly the same as that of the ESG (equation 27), section. In other words, the second time derivative of the iV para-
as long as one uses the same expressions for buoyancy b at inter- meter must be obtained by applying central differences to the first
mediate positions in both cases. As can be demonstrated in a similar derivative of iV (the source in the SSG case). Despite this, however,
way, the ESG of fourth order is also equivalent to the corresponding if one applies the analytical expression discretized, the result is
SSG. This demonstration is similar to the previous case, as well as more accurate than taking the corresponding numerical derivative.
for the higher-order and 3D schemes. Actually the results with these two approaches are very similar.

SOURCE, BOUNDARY CONDITIONS, Absorbing boundary conditions (ABS)

AND STABILITY
In geophysical simulations of acoustic waves, often a combina-
In this section, we discuss the source term and the correct math- tion of two techniques is used to simulate infinite media. One is
ematical expressions which make the ESG and SSG numerically absorbing regions where the wave amplitudes are attenuated using
equivalent. Some important numerical issues are also discussed methods like that presented in Cerjan et al. (1985) combined with
concerning boundary conditions, stability, and computational cost. nonreflexive conditions on the boundaries, based on the 1D one-
way wave equation (Reynolds, 1978), as done in the present paper.
The source: Ricker pulse and Another possibility is to apply the perfectly matched layer ap-
equivalence between ESG and SSG proach, originally developed by Berenger (1994), or hybrid ABS
(Liu and Sen, 2010).
The source adopted in this paper is a punctual injection of mass
equivalent to a Ricker pulse, with null density of force. In this case,
Numerical stability and computational aspects
the source is characterized only by the injection parameter iV , with
Gaussian functional form (Figure 3a) given by The properties of stability, dispersion, and accuracy of the new
ESG are exactly the same as those of the SSG because both ap-
 
A proaches are numerically equivalent, as shown previously. There-
iV ðtÞ ¼ exp −πðπf t Þ 2 (33)
2πðπf c Þ2
c d fore, all the characteristics of the SSG scheme, which have been
discussed thoroughly in the literature, apply to the ESG scheme.
fðtÞ ¼ 0; (34)
a) 0.00014 b)
0.008
where A is the source amplitude, fc is a para-
0.00012 0.006
meter related to cutoff frequency f cut, and td is
0.0001 0.004
a shifted time whose expressions are given by
0.002
8e-05
t iV
iV

0
6e-05
f cut –0.002
fc ¼ p ffiffiffi (35) 4e-05
3 π –0.004
2e-05 –0.006
pffiffiffi 0 –0.008
2 π 0 0.02 0.04 0.06 0.08 0.1 0.12 0 0.02 0.04 0.06 0.08 0.1 0.12
td ¼ t − : (36) Time (s) Time (s)
f cut
c) d)
0.6 0.025
These expressions completely specify the source 0.4
for all the wave equations presented. As can be 0.2 0.02
seen comparing the first-order system given by 0 0.015
t iV

|IV|

equations 1 and 2 with the second-order equa- –0.2

2

tions 3 or 6, the source has different forms in –0.4 0.01

each mathematical description. Thus, the SSG –0.6

0.005
–0.8
and ESG must use different source terms, respec-
–1 0
tively, the first time derivative of mass injection 0 0.02 0.04 0.06 0.08 0.1 0.12 0 10 20 30 40 50 60 70
parameter iV and the negative of the second time Time (s) Frequency (Hz)
derivative of this parameter multiplied by the
Figure 3. Gaussian density of volume injection iV (setting f cut ¼ 60 Hz and A ¼ 1) and
density of the medium, to be entirely equivalent. source terms of the first-order system of equations and of the second-order equation:
The source term for the first-order system, (a) iV ; (b) first derivative of iV ; (c) second derivative of iV ; and (d) the Fourier transform
given by equations 1 and 2, is presented in of (c).
T194 Di Bartolo et al.

In this section, we discuss some characteristics of the ESG in rela-
tion to the other schemes (NSG and CSG).
One of the most important characteristics of a numerical scheme
is its stability property. Commonly, stability properties are assessed
by means of the Von Neumann type analysis for homogeneous med-
ia. As a result of such analysis, it can be shown that, to avoid in-
stability, the SSG and ESG maximal time interval (critical) is
(Saenger et al., 2000)

−1
h pffiffiffiffi Xn
Δtc ¼ N di ; (37)
c i¼1
where h is the grid spacing, c is the highest velocity of propagation
in the medium, N is the space dimension, and di are the finite-
difference coefficients of spatial approximation of the 2n order
for staggered grid. The equation above is valid for the approxima-
tion of second order in time.
For fourth-order spatial approximation, in 2D simulations
(N ¼ 2), the coefficients of equation 37 are d1 ¼ 9∕8 and
d2 ¼ 1∕24, obtained from the first line of equation 16. Thus, the
critical time step is given by Δtc ¼ 0.606h∕c. As is well known,
this criterion is more restrictive than the usual nonstaggered
finite-difference schemes applied to elastic wave propagation (Kelly
et al., 1976), in which Δtc ¼ 0.866h∕c for Poisson’s ratio ν ¼ 0.25.
It is important to recall that the Kelly’s scheme is for elastic media
and presents unacceptable responses to acoustic media. Hence, it
does not apply to the present case.
On the other hand, the critical time step for the NSG is
Δtc ¼ 0.612h∕c, slightly less restrictive than the staggered grid
one, but equivalent in practice. The NSG scheme, however, is
not able to model heterogeneous density media, thus only giving
a kinematic result and poorly representing the amplitudes in this
case. The CSG, which is able to model nonhomogeneous density
media (like SSG and ESG), requires the introduction of a smoothing
coefficient λ to circumvent stability problems for some values of the
density contrasts. In fact, the stability analysis carried out in the
original paper (Cohen and Joly, 1990) shows that the scheme
can be unstable for the optimal λ suggested. In the case of homo-
geneous density media, the CSG is equivalent to the NSG, and
hence it has the same stability properties.
Regarding memory requirements, Table 1 compares the storage
requirements for the wavefields (Mf ), model parameters (Mm ), and
their sum (Mt ) for 2D and 3D schemes. We can see that the ESG
needs to store only two panels of pressure at any time (equal to the
NSG), in 2D or 3D problems, whereas the SSG needs one panel for
each component of velocity and for pressure (for 2D modeling the
total is three panels and for 3D modeling the total is four panels). On
the other hand, the scheme proposed by Kelly et al. (1976) and the
parsimonious one applied to the acoustic case (Appendix A) needs
to store two panels for each component of displacement, which is
even more than SSG (remembering that the Kelly’s scheme gives no
good results for acoustics).
Regarding the efficiency, Table 1 compares the number of float-
ing point operations of the numerical schemes, considering one
grid point and one time step. To compute the number of floating
point operations, we used the discrete equations in raw form (as
obtained from the direct application of the approximation and
without joining the similar terms) for all the schemes. Table 1
shows the number of products N p and sums N s for 2D and 3D
schemes. It is possible to simplify the equations to reduce the num-
ber of operations and increase the computational efficiency, par-
ticularly in the case of the ESG, which presents several repeated
terms. However, issues of optimization are out of the scope of
this paper.

Table 1. Computational efficiency and memory requirement NUMERICAL SIMULATIONS

for 2D and 3D fourth-order schemes: N p and N s are, respec-
tively, the number of product and sum operations; M f , M m This section presents the simulations performed for 2D media.
and M t are, respectively, the number of panels related to The main objective of these simulations is to illustrate the equiva-
wavefields (components), model parameters and total of lence between the SSG and ESG. The order of approximation used
panels that needs to be stored in the memory. in all the implemented schemes is fourth-order in space and second-
order in time. For comparison, the results of the NSG and CSG are
2D Np Ns Mf Mm Mt presented as well. In all the examples, we used a Ricker wavelet
with a cutoff frequency of 60 Hz, amplitude A ¼ 1 and the numer-
NSG 10 13 2 1 3 ical parameters (h and Δt) were chosen to be near the critical ones.
SSG 14 16 3 2 5 In all the simulations, we considered the previously mentioned ab-
CSG 26 29 2 2 4 sorbing regions and nonreflexive boundary conditions to avoid
undesirable reflections from the boundaries.
ESG ρ het. 31 33 2 2 4
ESG ρ hom. 12 15 2 1 3 Homogeneous model
PSG 50 74 4 2 6
A homogeneous medium of dimension 3; 000 × 3; 000 m, com-
3D Np Ns Mf Mm Mt posed of water (c ¼ 1500 m∕s and ρ ¼ 1000 kg∕m3 ), was mod-
NSG 14 19 2 1 3 eled using the numerical parameters h ¼ 5 m and Δt ¼
2.0 × 10−3 s. The shot position is exactly at the center of the
SSG 20 24 4 2 6
model. Figure 4 shows the time response at the point ðx; zÞ ¼
CSG 38 45 2 2 4 ð1.5; 2.0Þ km. As can be seen in Figure 4a, all the responses are
ESG ρ het. 44 49 2 2 4 very similar. Figure 4b shows a zoom where the differences can
ESG ρ hom. 17 22 2 1 3 be better visualized: The response using ESG is numerically equal
PSG 99 159 6 2 8 to that of SSG, because equivalent sources are applied (as explained
before). The other numerical schemes implemented show different
 New finite-difference schemes for acoustics T195

responses, although close. With respect to the NSG and CSG, the
results are the same, because the schemes are equivalent for homo-
geneous density media, as emphasized previously.
To illustrate that the ESG gives the same response as SSG with
exactly the same numerical characteristics, the situation above was
modeled again with near-critical parameters to generate numerical
dispersion (Figure 5). The grid spacing was double (h ¼ 10 m) and
the time interval was Δt ¼ 1.5 × 10−3 s. The responses are given in
Figure 5a. A detail is shown in Figure 5b. As can be seen, the SSG
and ESG have exactly the same numerical responses, just as is
verified between the NSG and CSG.
Layered model
In this example, a medium composed of six horizontal homoge-
neous layers is modeled, each one with homogeneous velocity and
density. This model represents a simplified offshore region with ty-
pical rock parameters and with an intermediate salt layer. The do-
main is a square with sides of 3000 m composed of equally thick
layers (thickness of 500 m). It was discretized with a grid of 601 ×
601 points; i.e., the grid spacing is h ¼ 5 m. The parameters of each
layer are c1 ¼ 1500 m∕s, ρ1 ¼ 1010 kg∕m3 ; c2 ¼ 2000 m∕s, ρ2 ¼
1950 kg∕m3 ; c3 ¼ 2300 m∕s, ρ3 ¼ 2200 kg∕m3 ; c4 ¼ 4500 m∕s,
ρ4 ¼ 2140 kg∕m3 ; c5 ¼ 2500 m∕s, ρ5 ¼ 2300 kg∕m3 ; c6 ¼
3000 m∕s, ρ6 ¼ 2400 kg∕m3 . The time interval used is
Δt ¼ 6.7 × 10−4 s, near the stability limit. The position of the shot
is x0 ¼ 1500 m and z0 ¼ 50 m.
Figure 6 shows the results of a zero offset trace for the different
numerical schemes. In Figure 6a, the direct wave and the five
reflections from the interfaces can be seen, including the multiple
waves. Eliminating the direct wave and adjusting the scale allows
better visualization of the reflections and multiples (Figure 6b). The
first four events in this figure are the reflections at the first four
interfaces; the fifth event that can be distinguished is related to
the multiple reflections, and the sixth event is the last reflection
(at the time t ¼ 2.25 s). The last part of the trace is associated with
multiples. It is important to emphasize that there are no multiples
from the surface of the model because “transparent” boundaries
were used there.
Figure 7a shows a zoom of the late time of the trace, which is
composed of the last reflection (first wavefront in the picture)
and by the multiple waves. The results of the SSG and ESG are
exactly equal, whereas that from the CSG is quite similar to the
staggered grid one but not equal, as can be see in Figure 7b, which

a)
30
NSG
a) 30 25 CNSG
NSG SSG
25 CNSG 20 ESG
SSG
20 ESG 15
15
Amplitude

10
10
Amplitude

5
5
0
0
–5
–5
–10
–10
–15 –15

–20 –20
0.3 0.35 0.4 0.45 0.5
–25 Time (s)
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8
Time (s)
b) 2
b) NSG
30 1.5 CNSG
NSG SSG
CNSG 1 ESG
29 SSG
ESG 0.5
28 0
Amplitude

27 –0.5
Amplitude

–1
26
–1.5
25 –2

24 –2.5

–3
23
–3.5
0.45 0.455 0.46 0.465 0.47 0.475 0.48 0.485 0.49 0.495 0.5
22
0.388 0.39 0.392 0.394 0.396 0.398 0.4 Time (s)
Time (s)
Figure 5. Responses of a homogeneous medium for different
Figure 4. Responses of a homogeneous medium for the different schemes implemented using a greater grid spacing (h ¼ 10), a si-
schemes implemented, showing that the responses of ESG and tuation where the numerical dispersion is present, but the responses
SSG are the same: (a) The complete response; (b) a zoom version of ESG and SSG remain the same: (a) The complete response; (b) a
of (a) from time 0.388 s to 0.4 s. zoom version of (a) from time 0.45 s to 0.5 s.
T196 Di Bartolo et al.

is an expansion of Figure 7a. On the other hand, the NSG result is
quite different because it ignores the density contrasts.
Marmousi model
In this example, we modeled the wave propagation in a general
complex heterogeneous medium, the Marmousi 2 (Martin et al.,
2006), which is originally composed of a model where density,
compressional velocity, and shear velocity all are heterogeneous.
So, the acoustic modeling presented here uses the first two models,
related to the density and compressional velocity, as shown in
Figure 8. The grid size is 13601 × 2801 points. The numerical para-
meters used are h ¼ 3 m and Δt ¼ 3.8 × 10−4 s. The seismic
source is located at ði; kÞ ¼ ð6801; 31Þ.
Regarding memory requirements, it is interesting to note that in
Marmousi 2 model the number of grid points is exactly
N ¼ 38; 096; 401, i.e., 145 MB in single precision are necessary
to store any field of propagation (and model earth parameters) or
290 MB in double precision. Therefore, the Marmousi 2 simula-
tions using ESG implemented in this paper required 290 MB less

a) 0.6
a) 100 NSG
0.5 CNSG
NSG SSG
CNSG ESG
80 SSG 0.4
ESG
60 0.3

Amplitude
0.2
40
Amplitude

0.1
20 0

0 –0.1

–0.2
–20
–0.3
–40
–0.4
2.2 2.25 2.3 2.35 2.4 2.45 2.5
–60 Time (s)
0 0.5 1 1.5 2 2.5
Time (s)
b)
0.16
b) CNSG
SSG
NSG 0.155 ESG
CNSG
10 SSG
ESG 0.15

0.145
Amplitude

5
Amplitude

0.14

0.135
0
0.13

0.125
–5
0.12
2.344 2.346 2.348 2.35 2.352 2.354 2.356
0.5 1 1.5 2 2.5 Time (s)
Time (s)
Figure 7. Late arrivals in the zero offset seismogram trace in
Figure 6. Zero-offset trace of seismogram in a layered medium for layered media, i.e., a zoomed version of Figure 6: (a) from time
the different schemes implemented: (a) Complete response from 0 s 2.2 s to 2.5 s; (b) a zoom version of (a) from time 2.3435 s to
to 2.5 s; (b) a zoom version of (a) without the direct wave. 2.356 s, showing a low-amplitude multiple wave.

a) b)
Distance (km) x10 Distance (km) x10
3 6 9 1.2 1.5 1.8 2.1 2.4 2.7 3.0 3.3 3.6 3.9 3 6 9 1.2 1.5 1.8 2.1 2.4 2.7 3.0 3.3 3.6 3.9

1.5 1.5
Depth (km)

Depth (km)

3.0 4000 3.0

2000
4.5 4.5
2000
6.0 6.0 1000
c
7.5 7.5 ρ (kg/m 3)

Figure 8. Marmousi 2 model: (a) Velocity model in m∕s; (b) Density model in kg∕m3 .
 New finite-difference schemes for acoustics T197

memory than did the SSG simulations (we have used double
precision). This, of course, is not much, but in 3D simulations this
issue becomes very important. For example, considering one di-
mension more in the Marmousi 2 model, e.g., 1,024 grid points
in the y-direction, each field of propagation would need 290 GB
to be stored in the memory. So the memory saved using the
ESG in this situation would be 580 GB (two panels).
In the previous figures, we plotted only seismogram traces be-
cause our main interest is to show the equivalence between the
ESG and SSG. In the next figures, we show the results in a more
traditional form. Figure 9 shows the snapshots of the wave propa-
gation using ESG, and Figure 10 shows the corresponding complete
seismogram.
Next, we present figures to compare the results between the dif-
ferent numerical formulations. Figure 11 shows the zero offset trace
of the seismogram for different schemes. Differences in responses
between the NSG and the other schemes can be seen (Figure 11a),
particularly in the first reflection associated with the water sediment
interface. Figure 11b shows a detail of the zero-offset trace of the
seismogram, highlighting the differences between the NSG and
the other schemes. Because the NSG does not take into account
the density contrasts, the observed amplitudes through the time
are, in general, lower than those of the other schemes.

a) 8
NSG
Figure 9. Snapshots of the wave propagation using the new CNSG
6 SSG
ESG for the times: (a) t ¼ 1.9 s, (b) t ¼ 3.8 s, (c) t ¼ 5.7 s, and ESG
(d) t ¼ 7.6 s. 4
Amplitude

Distance (km) x10 4

–2
0 1 2 3 4
0
–4

–6
0.5 1 1.5 2 2.5 3 3.5 4 4.5
Time (s)

5 b)
0.6 NSG
CNSG
SSG
0.4 ESG
Time (s)

0.2
10
Amplitude

–0.2

–0.4

15
–0.6

–0.8
3.4 3.5 3.6 3.7 3.8 3.9 4
Time (s)

Figure 10. Complete seismogram until time t ¼ 19 s with 90% of Figure 11. Zero offset trace of Marmousi 2 model: (a) With all
clip level in amplitude. The x axis shows the offset and the z axis events up to time 4.6 s; (b) a zoom version of (a) from time
shows time of arrival. 3.4 s to 4 s.
T198 Di Bartolo et al.
0.05
NSG alternative to the classic NSG and presenting similar computa-
CNSG
SSG tional cost (after optimization).
0.045 ESG

ACKNOWLEDGMENTS
Amplitude

0.04
We thank André Bulcão and Djalma M. S. Filho of Petrobras for
0.035
the long-term collaboration and FAPERJ, CNPq, CAPES, and PET-
ROBRAS for the financial support.

0.03
APPENDIX A
0.025
3.972 3.974 3.976 3.978 3.98 3.982 3.984 3.986 3.988
ACOUSTIC VERSION OF PSG SCHEME
Time (s)
Applying the parsimonious algorithm (second-order accurate) to
Figure 12. Zero offset trace of Marmousi 2 model: Zoom of a low the acoustic case, using equation 1 (taking into account the relation
amplitude event, showing that the ESG and SSG responses are the v ¼ ∂u∕∂t between velocity and displacement), the displacements
same, unlike for the other schemes. are computed with the expression (Luo and Schuster, 1990)

Δt2 ∂pni;k
ðxÞi;k ¼ 2uðxÞi;k − uðxÞi;k −
unþ1 (A-1)
n n−1
Figure 12 depicts a detail of the same trace shown in the preced- ;
ρ ∂x
ing figures. It can be seen that there are no differences between the
ESG and SSG responses. On the other hand, the CSG result is
slightly different from that of the SSG.
unþ1
ðzÞiþ1;kþ1
¼ 2unðzÞiþ1;kþ1 − un−1
ðzÞiþ1;kþ1
2 2 2 2 2 2
CONCLUSION
Δt2 ∂pniþ1;kþ1
− 2 2
; (A-2)
In this paper, a new family of FDM operators (ESG) was devel- ρ ∂z
oped to solve the heterogeneous acoustic wave equation in terms of
pressure only. Unlike SSG schemes, which were formulated using
where the derivatives are computed with
the system of equations in terms of velocity and pressure, ESG
schemes only consider the pressure field at nodes of a simple grid,
although the physical properties of the medium are taken at inter-
∂pni;k piþ12;k − pi−12;k
n n
mediate positions (formally on a staggered grid). Taking these in- ¼ ; (A-3)
termediate values of the properties in the same way (same ∂x Δx
interpolation) as in the SSG, the ESG responses are numerically
equivalent to those of the SSG of the same order, as long as
the source is applied in a correct way, as explained previously.
∂pniþ1;kþ1 pniþ1;kþ1 − pniþ1;k
2 2
¼ 2 2
: (A-4)
The equivalence between the ESG and SSG was mathematically ∂z Δz
demonstrated for a simple case, 2D second-order in time and space
approximations. However, the fourth and higher orders can be de-
monstrated in a similar way with a little more algebra. Therefore, The pressure is computed from (equation 2 integrated)
the main feature of this new family of schemes is that they preserve


the same precision and stability properties of the SSG, but with the unðxÞiþ1;k − unðxÞi;k
same memory requirements of NSG. This results in a reduction of pniþ1;k ¼ −κ niþ1;k
memory usage by 33% in 2D and 50% in 3D problems, compared to 2 2 Δx
the memory usage of the SSG. unðzÞiþ1;kþ1 − unðzÞiþ1;k−1 
The new proposed ESG was developed and implemented for 2D þ 2 2 2 2
: (A-5)
Δz
media and fourth-order approximation for the sake of simplicity and
several numerical examples were presented to show the numerical
equivalence between ESG and SSG. Nevertheless, 3D extensions of Therefore, the acoustic PSG, given by equations A-1–A-5 is a stag-
the ESG can be carried out in a straightforward way. gered finite-difference scheme in displacement and pressure, where
For second-order approximation in space, the ESG coincides the pressure is not stored.
with the CSG of the same order. However, the ESG of fourth order
in space is entirely different from the fourth-order CSG, because
the last one forces the use of a smaller number of points (stencil) APPENDIX B
than the ESG. This is the reason why the CSG often is referred to 4S-2T ESG EXPRESSION
as a compact scheme, being less accurate and stable than the ESG.
In the special case of homogeneous density media, the ESG op- The ESG expression for fourth order of approximation in space
erator of fourth and higher orders also constitute new schemes, and second order in time is
 New finite-difference schemes for acoustics T199

Δt2 Harlow, F., and J. Welch, 1965, Numerical calculation of time-dependent

i;k − 2pi;k þ pi;k ¼
pnþ1 κi;k
n n−1 viscous incompressible flow of fluid with free surface: Physics of Fluids,
h2 8, 2182–2189, doi: 10.1063/1.1761178.

  Hemon, C., 1978, Equations d'onde et modeles: Geophysical Prospecting,
9 9 n 1 n 26, 790–821, doi: 10.1111/gpr.1978.26.issue-4.
× b 1 ðp − pi;k Þ − ðpiþ2;k − pi−1;k Þ
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