Trapezoid-Grid Finite-Difference Time-Domain Method for 3D Seismic Wavefield Modeling Using CPML Absorbing Boundary Condition

The large computational memory requirement is an important issue in 3D large-scale wave modeling, especially for GPU calculation. Based on the observation that wave propagation velocity tends to gradually increase with depth, we propose a 3D trapezoid-grid finite-difference time-domain (FDTD) method to achieve the reduction of memory usage without a significant increase of computational time or a decrease of modeling accuracy. It adopts the size-increasing trapezoid-grid mesh to fit the increasing trend of seismic wave velocity in depth, which can significantly reduce the oversampling in the high-velocity region. The trapezoid coordinate transformation is used to alleviate the difficulty of processing ununiform grids. We derive the 3D acoustic equation in the new trapezoid coordinate system and adopt the corresponding trapezoid-grid convolutional perfectly matched layer (CPML) absorbing boundary condition to eliminate the artificial boundary reflection. Stability analysis is given to generate stable modeling results. Numerical tests on the 3D homogenous model verify the effectiveness of our method and the trapezoid-grid CPML absorbing boundary condition, while numerical tests on the SEG/EAGE overthrust model indicate that for comparable computational time and accuracy, our method can achieve about 50% reduction on memory usage compared with those on the uniform-grid FDTD method.

A Perfectly Matched Layer Technique Applied to Lattice Spring Model in Seismic Wavefield Forward Modeling for Poisson’s Solids

ABSTRACT As a complementary way to traditional wave-equation-based forward modeling methods, lattice spring model (LSM) is introduced into seismology for wavefield modeling owing to its remarkable stability, high-calculation accuracy, and flexibility in choosing simulation meshes, and so forth. The LSM simulates seismic-wave propagation from a micromechanics perspective, thus enjoying comprehensive characterization of elastic dynamics in complex media. Incorporating an absorbing boundary condition (ABC) is necessary for wavefield modeling to avoid the artificial reflections caused by truncated boundaries. To the best of our knowledge, the perfectly matched layer (PML) method has been a routine ABC in the wave-equation-based numerical modeling of wave physics. However, it has not been used in the nonwave-equation-based LSM simulations. In this work, we want to apply PML to LSM to attenuate the boundary reflections. We divide the whole simulation region into PML region and inner region, PML region surrounds the inner region. To incorporate PML to LSM, we establish elastic-wave equations corresponding to LSM. The simulation in the PML region is conducted using the established wave equations and the simulation in the inner region is conducted using LSM. Three simulation examples show that the PML scheme is effective and outperforms Gaussian ABC.

A Generating - Absorbing Boundary Condition Applied to Wave - Current Interactions Using the Method of Fundamental Solutions

The purpose of this work is to study the feasibility and efficiency of Generating Absorbing Boundary Conditions (GABCs), applied to wave-current interactions using the Method of Fundamental Solutions (MFS) as radial basis function, the problem is solved by collocation method. The objective is modeling wave-current interactions phenomena applied in a Numerical Wave Tank (NWT) where the flow is described within the potential theory, using a condition without resorting to the sponge layers on the boundaries. To check the feasibility and efficiency of GABCs presented in this paper, we verify accurately the numerical solutions by comparing the numerical solutions with the analytical ones. Further, we check the accuracy of numerical solutions by trying a different number of nodes. Thereafter, we evaluate the influence of different aspects of current (coplanar current, without current, and opposing current) on the wave properties. As an application, we take into account the generating-absorbing boundary conditions GABCs in a computational domain with a wavy downstream wall to confirm the efficiency of the adopted numerical boundary condition.

Time-Fractional Phase Field Model of Electrochemical Impedance

In this paper, electrochemical impedance responses of subdiffusive phase transition materials are calculated and analyzed for one-dimensional cell with reflecting and absorbing boundary conditions. The description is based on the generalization of the diffusive Warburg impedance within the fractional phase field approach utilizing the time-fractional Cahn–Hilliard equation. The driving force in the model is the chemical potential of ions, that is described in terms of the phase field allowing us to avoid additional calculation of the activity coefficient. The derived impedance spectra are applied to describe the response of supercapacitors with polyaniline/carbon nanotube electrodes.

Localized radial basis functions for no-arbitrage pricing of options under stochastic alpha–beta–rho dynamics

Closed-form explicit formulas for implied Black–Scholes volatilities provide a rapid evaluation method for European options under the popular stochastic alpha–beta–rho (SABR) model. However, it is well known that computed prices using the implied volatilities are only accurate for short-term maturities, but, for longer maturities, a more accurate method is required. This work addresses this accuracy problem for long-term maturities by numerically solving the no-arbitrage partial differential equation with an absorbing boundary condition at zero. Localized radial basis functions in a finite-difference mode are employed for the development of a computational method for solving the resulting two-dimensional pricing equation. The proposed method can use either multiquadrics or inverse multiquadrics, which are shown to have comparable performances. Numerical results illustrate the accuracy of the proposed method and, more importantly, that the computed risk-neutral probability densities are nonnegative. These two key properties indicate that the method of solution using localized meshless methods is a viable and efficient means for price computations under SABR dynamics. doi:10.1017/S1446181121000237