For a two-dimensional medium, the acoustic wave equation is given by

2 2 2 (2.2)
1 ∂ p(x , z ,t ) ∂ p(x , z ,t ) ∂ p(x , z ,t )
= + + f (x , z ,t )
c ( x, z ) ∂ t 2
2
∂ x2 ∂ z2
Where p(x , z ,t ) is the pressure field at position x , z and timet , c ( x , z) is the wave velocity, and f ( x, z , t) is the
force or source term.

Using a second order differential operator O ( k 2 ) the second derivative of time with respect to time can

Stability Analysis – Von Neumann Analysis

The solution to the wave equation with forth order differential operator O ( h4 ) in space and second order
differential operator O(k 2) in time, for a two dimensional problem is given by:
2
r
n +1
U m, l =
12
[−U nm +2 ,l +16 U nm+ 1, l +16 U nm−1 ,l −U nm−2 , l−U nm ,l+2 +16 U nm , l+1 +16 U nm , l−1−U nm(2.2)
,l−2−60 U m ,l ] +2 U m
n n

The Von Neumann analysis is based on the fact that the solution to the wave equation is satisfied by the
Fourier Harmonics (Lakoba, 2016)

n
U m , l=ρ e
n iβmh iγlh
e (2.2)

Where i=√ −1 ,is the imaginary number, h is the spatial grid size in both x and z directions such at
x=mh and z=lh, β and γ are the horizontal and vertical wavenumbers, respectively, ρn ,is the Fourier
Amplitude at time step n , also known as the growth factor.

Substituting Eq. () in Eq. () and simplifying the terms ρn e iβmh eiγlh we obtain

2
r [ i 2 βh (2.2)
−60 ]+ 2+ ρ
iβh −iβh −i 2 βh i2γ h iγh −iγh −i 2 γh −1
ρ= − e +16 e +16 e −e −e +16 e +16 e −e
12
By applying Euler’s identity

r
2 (2.2)
ρ= [ cos ( 2 βh )−16 cos ( βh )+ cos ( 2 γh )−16 cos ( γh )−30 ]+ 2+ ρ−1 ¿
6

1
Letting θ=
6
[ cos ( 2 βh )−16 cos ( βh ) +cos ( 2 γh )−16 cos ( γh )−3 0 ]
 2 1 (2.2)
ρ=θ r + 2−
ρ

By grouping terms and setting λ=1+θ r 2 the following polynomial is obtained

2
ρ −2 λ ρ+ 1=0 (2.2)
The solution is given by

ρ=λ ± √ λ 2−1 (2.2)

Von Neumann analysis requires |ρ|≤ 1 for all frequencies. If

λ ≤1
2 (2.2)

Then ρ=λ ±i √ 1−λ 2 and

2
|ρ|=λ 2+ ( √1−λ2 ) =1. Thus, by replacing λ back in ¿ λ∨≤ 1 and some
algebra
2
r
∨cos ( 2 βh )−16 cos ( βh )+ cos ( 2 γh )−16 cos ( γh ) −3 0∨≤ 1 (2.2)
12
By triangular inequality, the absolute value of a sum is less than the sum of the absolute values, giving
2
r
∨1−16+1−16−3 0∨≤1 (2.2)
12
Finally

r≤
√ 3
16
(2.2)

References

 Lakoba, T. 2016. Chapter 15: The Heat equation in 2 and 3 spatial dimensions. Lecture notes
from course MATH 337 – Numerical Differential Equations, University of Vermont.
