K Kowalczyk

Boundary and medium modelling using compact
finite difference schemes in simulations of room

acoustics for audio and architectural design
applications
Konrad Kowalczyk
B.Eng., M.Sc.
Sonic Arts Research Centre

School of Electronics, Electrical Engineering and Computer Science
Queens University Belfast
Submitted for the Degree of Doctor of Philosophy

November 2008
To Kasia...
Abstract
Simulation of acoustic spaces with the aim of developing virtual immersive applications
and architectural design applications is one of the key areas in the field of audio signal
processing. In this thesis, a complete method for simulating room acoustics using compact
finite difference time domain (FDTD) schemes is presented.
A family of compact explicit and implicit schemes approximating the wave equation is
analysed in terms of stability, accuracy, and computational efficiency. The most accurate
and isotropic schemes based on a rectilinear nonstaggered grid are identified, and the
optimally efficient explicit schemes are indicated.
Novel FDTD formulations of frequency-independent and frequency-dependent boundaries of a locally reacting surface type are proposed, including a full treatment of corners
and boundary edges. In particular, it is proposed to model generally frequency-dependent
boundaries by local incorporation of a digital impedance filter (DIF), and the resulting
formulae for compact explicit schemes are provided. In addition, a numerical boundary
analysis (NBA) procedure is proposed as a technique for analytic evaluation of the numerical reflectance of the presented boundary models. The digital impedance filter model is
also extended to model controllable surface diffusion based on the concept of phase grating
diffusers.
Results obtained from numerical experiments and numerical boundary analysis confirm
the high accuracy of the proposed boundary models, the reflectance of which is shown
to closely approximate locally reacting surface theory for different angles of incidence
and various impedances. Furthermore, the results indicate that boundary formulations
based on the identified accurate and isotropic schemes are also very accurate in terms of
numerical reflectance, and outperform directly related methods such as Yees scheme and
the standard digital waveguide mesh. In addition, one particular scheme - referred to as
the interpolated wideband scheme - is suggested as the best FDTD scheme for most audio
applications.
Acknowledgements
This research has been carried out at the Sonic Arts Research Centre, Queens University
Belfast between October 2005 and December 2008. I would like to express my gratitude to
my supervisor Dr. Maarten van Walstijn for letting me pursue a Ph.D. in this topic and
organising financial support for my research. I am deeply grateful for his dedicated and
consistent support, guidance, and patience in teaching me technical writing. Our weekly
discussions and his open-door policy greatly helped in the successful completion of this
thesis.
Many thanks go to my colleagues from SARC, both postgraduate students and staff,
for creating a very vibrant and inspiring environment, with a family-like atmosphere.
There are so many of you that it makes it impossible to mention you all here. I am
particularly grateful for your friendship in and outside SARC, and the very best social life
which successfully provided me with numerous pleasant distractions from this work; this
also includes late night jam sessions and Sunday football games.
I am thankful to Dr. Stefan Bilbao for his continuous interest in this work, many
helpful suggestions and personalised lectures introducing me to the concept of FDTD
methods. Very special thanks to Prof. Roger Woods from Queens who has provided
invaluable guidance and support throughout my graduate career.
I have had the great honour of being a visiting Ph.D. student at the Center for Computer Research in Music and Acoustics (CCRMA), Stanford University, in 2007 and the
Audio Lab, Department of Electronics, University of York, in 2008. I am greatly indebted
to Prof. Julius O. Smith for a very inspirational stay at CCRMA, for many insightful discussions and for finding time to discuss my work despite the busy schedule. Many thanks
to Dr. Damian Murphy for warmly hosting me in York leading to a fruitful collaboration,
and for our highly interesting lunch conversations.
I would like to thank Prof. Peter Svensson, Patty Huang, Vasileios Chatziioannou, Dr.
Tapio Lokki, Prof. Rudolf Rabenstein, and Prof. Diemer de Vries for insightful discussions
related to my work on numerous occasions.
Sincere thanks go to my girlfriend and soon to become wife, Kasia, for her love, continuous encouragement and sharing ups and downs related to the Ph.D. experience. Last
iii
but definitely not least, I am indebted to my parents, sister Ela and all my friends, for
making me who I am and for being there for me.
I would also like to thank my football coach for giving me a place in the first team and
trusting my scoring skills, even when it seemed to me almost impossible to score a goal.
The financial support of the European Social Fund is acknowledged.
Contents
Abstract
Acknowledgements
iii
1 Introduction
1.1
Research Objectives and Applications . . . . . . . . . . . . . . . . . . . . .
1.2
Room Acoustics Modelling . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.3
Thesis Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.4
Contributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.5
Related Publications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2 Fundamentals of Room Acoustics
11
2.1
Wave Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.2
Sound Pressure Level . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.3
Locally Reacting Surfaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14

2.3.1
Boundary Impedance . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2.3.2
Reflection at Normal Incidence . . . . . . . . . . . . . . . . . . . . . 15
2.3.3
Reflection at Oblique Incidence . . . . . . . . . . . . . . . . . . . . . 17
2.3.4
Discussion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.4
Eigenmode Model (for Rigid Walls) . . . . . . . . . . . . . . . . . . . . . . . 19
2.5
Acoustical Porous Material . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
2.6
Diffusers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
2.7
2.6.1
Maximum Length Sequence . . . . . . . . . . . . . . . . . . . . . . . 22
2.6.2
Quadratic Residue Diffuser . . . . . . . . . . . . . . . . . . . . . . . 23
2.6.3
Modulated Quadratic Residue Diffuser . . . . . . . . . . . . . . . . . 25
2.6.4
Diffractals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
2.6.5
2.6.6
Curved Diffusers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
Fractional Brownian Diffusers . . . . . . . . . . . . . . . . . . . . . . 28
Diffusion Coefficient . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
vi
2.7.1
2.7.2
2.8
Discussion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
Scattering Coefficient . . . . . . . . . . . . . . . . . . . . . . . . . . 32
Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
3 Elements of Numerical Modelling

3.1
3.2
33
Room Acoustics Modelling Methods . . . . . . . . . . . . . . . . . . . . . . 34

3.1.1
Geometrical Methods . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.1.2
Wave-based Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.1.3
Motivation for the Chosen Method . . . . . . . . . . . . . . . . . . . 37
The Finite Difference Time Domain Method . . . . . . . . . . . . . . . . . . 38

3.2.1
Stability Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
3.2.2
Dispersion Error . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
3.2.3
Staggered FDTD Method . . . . . . . . . . . . . . . . . . . . . . . . 43
3.2.4
Digital Waveguide Mesh . . . . . . . . . . . . . . . . . . . . . . . . . 48
3.2.5
Implicit Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
3.3
Frequency Warping . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
3.4
Solving Tridiagonal Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
3.5
Fractional Delays . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
3.6
Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
4 Compact FDTD Schemes

4.1
4.2
4.3
68
2D Compact FDTD Schemes . . . . . . . . . . . . . . . . . . . . . . . . . . 69

4.1.1
4.1.2
Special Cases of Explicit Schemes . . . . . . . . . . . . . . . . . . . . 70

Special cases of implicit schemes . . . . . . . . . . . . . . . . . . . . 72
4.1.3
Stability analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
4.1.4
Numerical dispersion . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
4.1.5
Dispersion analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
4.1.6
Accuracy and Isotropy . . . . . . . . . . . . . . . . . . . . . . . . . . 81
4.1.7
Computational Cost . . . . . . . . . . . . . . . . . . . . . . . . . . . 84
3D Compact FDTD Schemes . . . . . . . . . . . . . . . . . . . . . . . . . . 88

4.2.1
Special Cases of 3D Explicit Schemes
. . . . . . . . . . . . . . . . . 88
4.2.2
3D Compact Implicit Schemes . . . . . . . . . . . . . . . . . . . . . 92
4.2.3
Stability Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
4.2.4
Numerical Dispersion . . . . . . . . . . . . . . . . . . . . . . . . . . 94
4.2.5
Dispersion Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
4.2.6
Accuracy and Isotropy . . . . . . . . . . . . . . . . . . . . . . . . . . 96
4.2.7
Computational Cost . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
vii
5 FDTD Formulation of Locally Reacting Surfaces

103
5.1 Locally Reacting Surfaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
5.2
5.3
5.4
5.5
5.6
5.7
Frequency-independent Boundaries . . . . . . . . . . . . . . . . . . . . . . . 106

5.2.1
2D Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106
5.2.2
1D Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
5.2.3
Corners . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
Frequency-dependent Boundaries . . . . . . . . . . . . . . . . . . . . . . . . 109

5.3.1
Boundary Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . 110
5.3.2
Corners . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
Boundaries in 3D . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113
5.4.1
5.4.2
Corners . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114
Numerical Boundary Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . 115

5.5.1
2D boundary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
5.5.2
Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
5.5.3
3D Boundary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119
Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
5.6.1
Numerical Experiments . . . . . . . . . . . . . . . . . . . . . . . . . 120
5.6.2
2D Frequency-independent Boundary
5.6.3
2D Frequency-dependent Boundaries . . . . . . . . . . . . . . . . . . 126
5.6.4
3D Boundary Model . . . . . . . . . . . . . . . . . . . . . . . . . . . 129
. . . . . . . . . . . . . . . . . 123
Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131
6 Modelling Frequency-Dependent Boundaries as Digital Impedance Fil133

ters
6.1 Digital Impedance Filter (DIF) . . . . . . . . . . . . . . . . . . . . . . . . . 134
6.2
6.3
6.4
6.5
2D DIF Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135

6.2.1
6.2.2
Other Rectilinear-grid Boundaries . . . . . . . . . . . . . . . . . . . 139
6.2.3
K-DWM Implementation . . . . . . . . . . . . . . . . . . . . . . . . 140
6.2.4
Corners . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
3D DIF Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141

6.3.1
6.3.2
Corners and Boundary Edges . . . . . . . . . . . . . . . . . . . . . . 142

6.4.1
2D DIF Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
6.4.2
3D DIF Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
Numerical Experiments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 146
viii
6.5.1
6.5.2
1D Boundary Model . . . . . . . . . . . . . . . . . . . . . . . . . . . 146

Impedance Filter Design . . . . . . . . . . . . . . . . . . . . . . . . . 147
6.5.3
Results of the 2D DIF Model . . . . . . . . . . . . . . . . . . . . . . 148
6.5.4
Results of the 3D DIF Model . . . . . . . . . . . . . . . . . . . . . . 153
6.6
Discussion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
6.7
Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
7 Compact Explicit Formulation of the DIF Model

7.1
158
Compact Explicit DIF Formulation . . . . . . . . . . . . . . . . . . . . . . . 159

7.1.1
2D Compact Explicit DIF Boundary Model . . . . . . . . . . . . . . 159
7.1.2
2D Compact Explicit DIF Corners . . . . . . . . . . . . . . . . . . . 163
7.1.3
3D Compact Explicit DIF Boundary Model . . . . . . . . . . . . . . 165
7.1.4
3D Compact Explicit DIF Corners . . . . . . . . . . . . . . . . . . . 168
7.2
7.3
2D Boundary Performance . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174
7.4
7.3.1
Frequency-independent Results . . . . . . . . . . . . . . . . . . . . . 174
7.3.2
Frequency-dependent Results . . . . . . . . . . . . . . . . . . . . . . 176
3D Boundary Performance . . . . . . . . . . . . . . . . . . . . . . . . . . . . 178

7.4.1
Frequency-independent Results . . . . . . . . . . . . . . . . . . . . . 178
7.4.2
Frequency-dependent Results . . . . . . . . . . . . . . . . . . . . . . 179
7.5
Discussion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 181
7.6
Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 184
8 A Phase Grating Approach to Modelling Surface Diffusion

8.1
8.2
8.3
186
A Method for Simulating Diffusive Surfaces . . . . . . . . . . . . . . . . . . 187

8.1.1
A Phase Grating Approach . . . . . . . . . . . . . . . . . . . . . . . 187
8.1.2
Relationship between the Well Depth and Delay Length . . . . . . . 188
8.1.3
Fractional Delay Implementation . . . . . . . . . . . . . . . . . . . . 189
8.1.4
Diffusion Parameter Control . . . . . . . . . . . . . . . . . . . . . . . 189
Numerical Experiments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191

8.2.1
Test Setup . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
8.2.2
Modelled Diffusers . . . . . . . . . . . . . . . . . . . . . . . . . . . . 192
8.2.3
Frequency-domain Results . . . . . . . . . . . . . . . . . . . . . . . . 194
8.2.4
Time-domain Results
. . . . . . . . . . . . . . . . . . . . . . . . . . 201
Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 203
9 Conclusions and Recommendations
205
9.1
General Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205
9.2
Future Challenges . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 208

ix
Bibliography
210
Chapter 1
Introduction
Over the past two decades, various computer modelling techniques have been developed
for auralisation purposes. With the rise of the role of the audio part in many multimedia
applications, computational modelling of acoustic spaces has recently gained wider interest. The level of accuracy to which the sound environment is modelled depends strongly
on a particular application and availability of computational resources for audio signal
processing. In the simplest case of real-time simulations in interactive multimedia applications and computer games, usually only the sound sources are rendered, leaving out the
acoustic effects of the surrounding environment. On the other hand, due to an increased
need for realism, many applications of computer-based modelling of room acoustics require
more details to be simulated. Previously, such more accurate and computationally expensive modelling techniques were utilised in the creation of naturally sounding reverberation
units and room acoustics prediction for architectural design applications. However, due
to the increase in the computational power of commonly available processors, more detailed modelling of sound propagation in acoustic spaces can now be integrated in generic
entertainment and multimedia applications.
The rapid development of virtual reality applications and multimedia technology has
stimulated the development and inclusion of acoustic modelling in numerous applications.
Therefore, there is a need for algorithms enabling the creation of virtual acoustic environments with multiple moving sound sources, which can be freely explored by the listener
or a group of listeners. The key feature of such systems is their perceptual immersiveness,
which can be defined as a feeling of realism experienced in a virtual acoustic space. Thus
the realistic quality of sound should be ensured, which can be obtained with perceptual
or physical approaches. With a perceptual approach, a plausible sound field is generated
using perceptual parameters. However, since the acoustics of the virtual space is not explicitly modelled, it is not suitable for room acoustics prediction. The main applications
include computer games, the creation of spatial effects for composers and plausible rever-
Chapter 1. Introduction
Sound source
modelling
Room acoustics
modelling
Receiver modelling according

to reproduction system
Virtual acoustic
application
Figure 1.1: Auralisation stages.
beration units in music production. The perceptual approach is also applied in the Spat
software [48] and for sound environment modelling in MPEG-4 scene description language
[117]. Conversely, the physical approach is based on modelling the acoustics of the virtual
enclosed space defined by physical parameters such as room shape and boundary material.
Consequently, it can be used to predict the acoustics of auditoria in architectural design
and are generally applicable to multimedia applications. Some example applications of
a physical approach include ODEON [78] software for room acoustics and virtual reality
applications such as DIVA [88] and [70].
The most popular approach to auralisation consists in computing one or more room
impulse responses of the modelled space and convolving them with a dry source signal.
The impulse responses are captured at a receiver position in a format defined by the
reproduction technique, and next the soundfield of the simulated acoustic space is reproduced in a listening environment [110]. Consequently, we can distinguish three modelling
components in an auralisation system, namely the source, room acoustics and listener, as
illustrated in Figure 1.1.
For a source of sound, the spatial localisation and directivity should be modelled.
Dry and monophonic input signal can then be fed into the system as a pre-recorded or
synthesised sound. Receiver modelling refers to the position and directivity of a listener
using available reproduction systems. For that purpose, various sound reproduction techniques are available, including binaural techniques [74] for sound field reproduction for a
single listener using head-related transfer functions (HRTF) and multichannel loudspeakers techniques. The latter have the advantage that a listener can freely move the head
without compromising the reproduced quality and include wavefield synthesis (WFS) [9],
Ambisonics [41] and vector-base amplitude-panning (VBAP) [83] techniques. Simulation
of the room acoustics is the main component of the modelling structure.
1.1
Research Objectives and Applications
The main goal of this research is to develop improved methods for the simulation of sound
propagation in acoustic spaces for architectural design and audio applications. Perceptual
realism and a high level of accuracy are increasingly required in these applications. This
research aims to develop numerical algorithms that are applicable to creating an immersive
acoustic environment, which allows the simulation of acoustic spaces of a complex shape
with multiple moving sound sources and listeners.
Computational modelling of acoustic spaces is fundamental for various auralisation
and room acoustics applications. Possible applications of room acoustic modelling are
architectural design software and the analysis and evaluation of existing acoustic spaces.
Non-real-time high accuracy simulations can be used to predict the soundfield in music
performance spaces, recording studio design, and for architectural design purposes. Such
a numerical tool is beneficial in the process of designing spaces with desirable acoustics, as
it enables predicting the performance before constructing the building. Similarly, a highaccuracy simulation would be very beneficial in early stages of diffuser design, where sound
scattering from the boundary surface in time and space domain could be investigated. An
accurate acoustic model could also be applied to modelling of complex loudspeaker systems
with the emphasis on source directivity.
The methods developed for room acoustics could also be applied to virtual sound
environments and to the creation of spatial sound effects for multimedia applications.
Plausible sound field modelling could be applicable in naturally sounding reverberation
units. A good example of a multimedia application is the creation of a realistic reverberant
soundtrack for an animation or film.
In order to meet the aforementioned objectives, it is necessary to address the issues of
sound source modelling, acoustic space simulation and receiver modelling according to the
reproduction technique. However, in this thesis we focus entirely on room acoustics modelling which constitutes the main modelling component. Sound propagation in an acoustic
space, room geometry, reflections at boundaries, occlusion, wave interference and diffusion
are key features that need to be reproduced in order to reach a high level of accuracy.
These objectives can be achieved with the use of numerical simulation techniques, which
is the main field of the undertaken research.
1.2
Room Acoustics Modelling
Research into numerical simulation of acoustic spaces is dominated by two distinct approaches, namely the geometrical and the wave-based approach. The former is based on
soundfield decomposition and is computationally relatively efficient. ODEON is a good
example of calculating impulse responses based on the geometrical approach [78]; it uses
the image source method [6] for early reflection modelling and the ray tracing technique for
modelling diffusive reverberation. Similar hybrid approaches are also described in the context of virtual acoustics and auralisation in [85, 70]. The aim of DIVA (Digital Interactive
Virtual Acoustics) project is to create a real-time environment for full audiovisual experience [88]. In this case, the image source method is employed for modelling up to six early
reflections, while the late reverberation is generated using recursive filter structures to allow real-time processing. Although soundfield decomposition methods are efficient, their
formulation is not entirely physical, and consequently their predictive capacity is rather
limited. This limitation is generally apparent for low and middle frequency ranges, and
particularly so when applied to modelling small enclosures or rooms with highly nonrigid
walls [123, 110].
On the other hand, wave-based methods simulate the acoustical equations directly
and therefore have the advantage of inherently modelling wave-related phenomena such
as diffraction, be it that the computational costs for wideband applications are high,
especially for modelling and auralisation of 3D spaces. The past few years have seen a
rise of interest in wave-based methods, partly driven by the steady increase of commonly
available processing power. These methods include finite difference time-domain (FDTD)
methods, digital waveguide mesh (DWM) modelling, the finite element method (FEM), the
boundary element method (BEM), and the functional transform method (FTM). Wavebased techniques have the advantage of modelling acoustic spaces with great detail, which
results in highly accurate simulations. However, this is achieved at the expense of the
computational cost, which rises exponentially with increasing sampling frequency. It is
therefore important to formulate these models as efficient as possible.
This research focuses on FDTD modelling, which is a good choice for virtual acoustic
applications for the following reasons. Firstly, a wide body of knowledge and methods has
been developed since the 1960s in the field of electro-dynamics, the underlying equations of
which are identical to those of acoustic systems. Secondly, unlike finite element methods,
FDTD methods tend to use uniform grids, which are more suited to auralisation of virtual
spaces with moving sources and receivers. Note that in general irregular grid spacing
causes undesirable filtering effects. Finally, the formulation and implementation of FDTD
models is relatively straight-forward in comparison to some of the other approaches.
Since a substantially higher accuracy of wave-based methods is in general offset by a
much higher computational cost than for geometrical methods, hybrid approaches are convenient to address the problem of fine-tuning the balance between accuracy and efficiency
[110]. Such hybrids generally rely on a combination of a rigorous numerical technique
such as the FDTD method and a computationally efficient geometrical method for high
frequencies, examples of which can be found in [43, 62, 76]. In the long term, one may
expect that the burden of computational costs will be lessened by the growth in commonly
available processing power, where the development of multicore processors could be the
key step forward in bringing rigorous simulations of large 3D spaces within reach.
The main focus of this thesis is on modelling the acoustics of enclosed spaces, and
hence the main issues that should be addressed include modelling sound wave propagation, models of generally frequency-dependent boundaries, and modelling surface diffusion.
Note that other wave-related phenomena are inherently incorporated in the FDTD technique. Since the aim is to model multiple moving sound sources and listeners, the use of
off-line post-processing techniques such as frequency warping is excluded. Consequently,
throughout this thesis, we concentrate primarily on FDTD schemes with significantly reduced dispersion error without introducing much increase in computational cost, which
could be applied to on-line simulations. Furthermore, the considerations are constrained
to compact schemes on a rectilinear topology since it allows a straightforward fit of the
grid to rooms with parallel walls, which are dominant in real architecture.
The problem of developing accurate formulations of boundaries is an essential ingredient in creating realistic and predictive FDTD simulations, especially given that realistic
boundaries are generally frequency-dependent. Strictly speaking, complete physical models of boundaries should include the transmission of waves in the wall. However, simulation
results in previous studies [15, 14] have suggested that in many practical cases there is no
significant difference if wave propagation in the wall is neglected. Therefore, in this thesis
it is assumed that any room surfaces are locally reacting, i.e. the reflective properties of
any point on the wall are completely characterised by a local impedance. Such generally
frequency-dependent boundary models with ensured scheme consistency between the room
interior and the boundary have a clear advantage that analytic prediction techniques can
be applied and the stability of the whole simulation is always guaranteed.
For auralisation purposes, strong simulation predictivity is in some cases of lesser
importance, the main objective shifting to enabling good control over the properties of
the simulated space, such as the overall room diffusivity. In the latter context, methods
for modelling controllable surface diffusion are required.
The issue of modelling directional sound sources and converting the output of the finite
difference grid according to various reproduction formats are not dealt with in this study.
Some interesting solutions to exciting the mesh include implementing transparent sources
in the FDTD grids [97] and modelling frequency-dependent directivity of sources in the
closely related digital waveguide mesh [45]. As far as receiver modelling is concerned, for
the low frequency range only, capturing pressure waves in points near the positions of a
listeners ears should be sufficient [110]. A more general approach is based on plane-wave
decomposition which can be post-processed for the most of reproduction systems, but it
is computationally heavy [108]. Therefore, simple solutions for a specified reproduction
technique might be provide a useful balance, such as capturing B-format channels [107].
1.3
Thesis Overview
This thesis is divided in two major parts, namely the background information that can
be found in the literature and the authors original contributions. An overview of the
basics of acoustics in enclosed spaces and the review of numerical techniques that are
applied in chapters to follow are presented in the first two chapters of this thesis. These
constitute a theoretical foundation for the work presented thereafter. The subsequent
chapters constitute the contributions to the field of FDTD modelling of room acoustics.
In Chapter 2, the fundamentals of acoustics related to sound propagation in enclosed
spaces are briefly reviewed, with the main focus on the properties of medium and boundaries. Basic acoustic laws are reviewed and the concept of locally reacting surfaces is discussed. In addition, this chapter provides an extensive overview of commercially available
diffusers and the standardised technique to measure the diffusivity of boundary surfaces.
Chapter 3 provides an overview of a number of numerical modelling techniques and
highlights the equivalence of various approaches. Methods based on the geometrical and
wave-based approaches are briefly discussed, and a more detailed motivation for the choice
of the FDTD method is provided. A number of techniques that are considered a subclass of
FDTD methods are reviewed, namely the digital waveguide mesh and the family compact
schemes based on staggered and nonstaggered grids. In particular, the analysis of stability
and dispersion of such methods is used to define the equivalence of these approaches.
For each technique, a short review of the boundary models available in the literature is
also provided. In addition, a compact implicit technique is discussed and the issue of a
computationally efficient implementation using the alternating direction implicit technique
is addressed.
Chapter 4 deals with modelling sound wave propagation in air, also referred to as
medium modelling. The family of compact finite difference time domain schemes based
on a nonstaggered rectilinear grid for approximating the 2D and 3D wave equation is
discussed. The issues of stability, accuracy and computational efficiency are investigated
for numerous special cases of a wide family of compact explicit and implicit schemes. The
presented analysis covers a wide range of techniques commonly used in the context of audio
such as the rectilinear digital waveguide mesh, the interpolated digital waveguide mesh,
and FDTD schemes such as the standard leapfrog, the octahedral, and the tetrahedral
schemes. As an alternative to these explicit techniques, the use of a fourth-order accurate
compact implicit finite difference technique is proposed for simulations in which very
high accuracy is required. The compact implicit formulation is presented for 2D and 3D
cases, including the most efficient splitting formulae for the alternating direction implicit
implementation. Compact explicit and implicit FDTD schemes are compared in terms of
numerical dispersion error, valid frequency ranges for accuracy and isotropy, computational
cost and overall efficiency.
The remaining chapters are about modelling the boundaries. Chapter 5 presents new
methods for constructing and analysing formulations of locally reacting surfaces that can
be used in FDTD simulations of acoustic spaces. Novel FDTD formulations of frequencyindependent and simple frequency-dependent impedance boundaries are proposed for 2D
and 3D acoustic systems, including a full treatment of corners and boundary edges. The
proposed boundary formulations are designed for virtual acoustics applications using a
rectilinear, nonstaggered grid, and apply to FDTD as well as Kirchhoff variable digital
waveguide mesh methods. These models include simple frequency-dependent boundaries
in which the wall is characterised by a complex impedance expression that incorporates linear resistance, inertia, and restoring forces. In addition, a new analytic evaluation method
that accurately predicts the reflectance of numerical boundary formulations is proposed.
The results obtained from numerical experiments and numerical boundary analysis (NBA)
are analysed in time and frequency domains in terms of the pressure wave reflectance for
different angles of incidence and various impedances. The proposed boundary models are
compared with the frequency-independent 1D boundary model commonly applied to terminate the digital waveguide mesh [90] and Botteldoorens boundary model for staggered
Yees grid [15].
The extension to modelling generally frequency-dependent boundary models is proposed in chapter 6.
The proposed approach allows direct incorporation of a digital
impedance filter (DIF) in the multidimensional (i.e. 2D or 3D) FDTD boundary model
of a locally reacting surface. An explicit boundary update equation is obtained by carefully constructing a suitable recursive formulation. The method is analysed in terms of
pressure wave reflectance for different wall impedance filters and angles of incidence. Its
performance is compared with the performance of the 1D model in which a reflectance
filter is combined with the FDTD room interior implementation using KW-pipes [53, 75].
In Chapter 7, the formulation of a novel digital impedance filter model for any member
of the family of 2D and 3D compact explicit FDTD schemes is proposed. Since the interpolated scheme equation represents the most general form of compact explicit schemes, such
a boundary formulation is in this thesis referred to as the interpolated digital impedance
filter model. Such a formulation naturally encompasses the boundary models for all other
compact explicit schemes, which are obtained by setting the values of the respective free
parameters.
In Chapter 8, a method for modelling diffusive boundaries in finite difference time
domain (FDTD) room acoustics simulations with the use of digital impedance filters is
proposed. The presented technique is based on the concept of phase grating diffusers,
and is suitable for modelling scattering from small irregularities in the boundary surface
and diffusers consisting of narrow wells. A range of diffuser types is investigated through
numerical experiments, generally giving good agreement with theory. It is proposed that
irregular surfaces are modelled by shaping them with Brownian noise, giving good control
over the sound scattering properties of the simulated boundary through two parameters,
namely the spectral density exponent and the maximum well depth.
1.4
Contributions
The main contributions of this thesis are as follows:

A new compact explicit FDTD scheme is identified - named the interpolated wideband scheme - which provides the full bandwidth in 2D and 3D simulations, exhibits
no dispersion error in axial directions, and is shown to be an excellent choice regarding accuracy and efficiency.
The formulation of the boundary condition in terms of pressure only, which applies
to schemes based on unstaggered grids, is proposed.
A new frequency-independent boundary model of a locally reacting surface for a

family of compact explicit schemes is proposed.
Novel formulation of simple frequency-dependent walls incorporating linear resistance, inertia and restoring forces is proposed.
The digital impedance filter (DIF) boundary model is introduced - a new method
for modelling generally frequency-dependent boundaries of a locally reacting surface
type. A structurally stable and efficient explicit boundary formulation is constructed
by carefully combining the boundary condition in the direction normal to the boundary surface with the compact explicit update equation.
All the boundary models proposed in this thesis include physically-correct formula-
tions of corner and boundary edge nodes, which appears to have never been addressed
in the literature on FDTD/DWM room acoustics simulations.
Numerical Boundary Analysis (NBA) is proposed - a new analytic method for the
exact prediction of the numerical boundary reflectance of multidimensional boundary

models, such as those proposed in this thesis, thus removing the need for carrying
out elaborate numerical experiments to evaluate the boundary performance.
A useful method for modelling phase grating diffusive boundaries by designing

boundary impedance filters from normal-incidence reflection filters with added delay
is proposed. These added delays, that correspond to the diffuser well depths, are
varied across the boundary surface, and implemented using Thiran allpass filters.
This technique is suitable for modelling high frequency diffusion caused by small
variations in the surface roughness and, more generally, diffusers characterised by
narrow wells with infinitely thin separators.
In addition, this work also includes the following minor contributions:
The application of the fourth-order accurate nonstaggered compact implicit scheme
implemented using alternating direction implicit technique is proposed for the first
time in the field of audio and acoustics. This method constitutes an efficient alternative to explicit methods when an extremely high accuracy of the 2D or 3D
simulations is required.
The most accurate and isotropic compact schemes are identified, and most efficient
ones indicated.
The most accurate and isotropic in numerical reflectance digital impedance filter
boundary models are identified.
A method to control sound scattering properties in numerical simulations to match
diffusion coefficient data by shaping surface roughness with a Brownian noise is

proposed.
1.5
Related Publications
Some parts of the work presented in this thesis have been published in the form of conference proceedings and journal articles.
Conference proceedings
1. K. Kowalczyk and M. van Walstijn, On-line simulation of 2D resonators with reduced dispersion error using compact implicit finite difference schemes, Proc. IEEE
Int. Conf. on Acoustics, Speech and Signal Process. (ICASSP), pp.285-288, April
2007, Honolulu, Hawaii.
2. K. Kowalczyk and M. van Walstijn, Formulation of a locally reacting wall in finite
difference modelling of acoustic spaces, Int. Symp. on Room Acoustics (ISRA),
pp.1-6, September 2007, Seville, Spain.
3. K. Kowalczyk and M. van Walstijn, Virtual room acoustics using finite difference
methods. How to model and analyse frequency-dependent boundaries?, Proc. IEEE
Int. Symp. on Communications, Control and Signal Process. (ISCCSP), pp.15041509, March 2008, St. Julians, Malta.
10
4. K. Kowalczyk and M. van Walstijn, Modeling frequency-dependent boundaries as

digital impedance filters in FDTD and K-DWM room acoustics simulations, 124th
Convention of the Audio Eng. Soc., prepring no. 7430, May 2008, Amsterdam, The
Netherlands. An extended manuscript appeared in the Journal of the AES.
5. M. van Walstijn and K. Kowalczyk, On the numerical solution of the 2D wave equation with compact FDTD schemes, Int. Conf. on Digital Audio Effects (DAFx),
pp. 205-212, September 2008, Espoo, Finland.
Journal articles
1. K. Kowalczyk and M. van Walstijn, Modeling frequency-dependent boundaries as
digital impedance filters in FDTD and K-DWM room acoustics simulations, J.
Audio Eng. Soc., vol. 56, No. 7/8, pp. 569-583, July/August 2008.
2. K. Kowalczyk and M. van Walstijn, Formulation of a locally reacting wall in
FDTD/K-DWM modeling of acoustic spaces, Acta Acustica united with Acustica,
accepted for publication in the special issue on Virtual Acoustics, vol. 94, No. 6,
pp. 891-906, November/December 2008.
3. K. Kowalczyk and M. van Walstijn, Wideband and isotropic room acoustics simulation using 2D interpolated FDTD schemes, IEEE Trans. on Audio, Speech and
Language Processing, accepted for publication.
4. K. Kowalczyk, M. van Walstijn, and D.T. Murphy, A phase grating approach to
modelling surface diffusion in FDTD room acoustics simulations, IEEE Trans. on
Audio, Speech and Language Processing, submitted for publication.
11
Chapter 2
Fundamentals of Room Acoustics

The aim of this chapter is to briefly review the basics of acoustics related to sound propagation in enclosed spaces. The main focus is on the properties of the medium, leading
to the wave equation, and next on the boundary condition and analytic formulae for
the boundary impedance of a locally reacting surface. The final part reviews currently
available diffusers and the measurement setup for capturing diffusion coefficient.
This chapter is structured as follows. Firstly, the most important acoustic laws applicable to room acoustics are presented in Section 2.1, followed by sound pressure level definition in Section 2.2. The theoretical formulation of a locally reacting surface is presented
in Section 2.3, including the definition of the boundary impedance and the derivation of
a reflection coefficient. In Section 2.4, an analytic method to calculate modal frequencies
of rectangular room with completely rigid walls is discussed. Section 2.5 provides analytic
formulae for the impedance of acoustic porous materials. An overview of available diffusers
is provided in Section 2.6, focusing on their structure and diffusive properties. Finally, the
setup for diffusion coefficient measurements is discussed in Section 2.7.
2.1
Wave Equation
When a sound wave propagates, the particles of the medium undergo vibrations about
their mean positions. In some regions they may be pushed together, whereas in others
they are pulled apart. Once the wave has passed, the particles return to their original
state. Consequently, the variations of both pressure and velocity occur as functions of time
and space. Sound pressure is defined as a difference between the instantaneous pressure
and the static pressure. The velocity of particle displacement is yet another important
quantity characterising a travelling sound wave.
Even though in large concert halls some variations of temperature cannot be avoided
and air conditioning systems may cause air not to be completely at rest, such inhomo-
Chapter 2. Fundamentals of Room Acoustics
12
geneities are relatively small and can be neglected. Therefore, it seems justified to assume
that the air in the interior of the room can in ideal conditions be regarded as homogeneous
and at rest.
In such a homogeneous isotropic loss-free medium, sound velocity is constant with
reference to time and space. Under these conditions, the magnitude of sound velocity c in
m/s is given as [64]
c = (331.4 + 0.6),
(2.1)
where is the temperature in centigrade. Sound wave propagation in air is governed by

two basic laws, namely the conservation of mass and the conservation of momentum [64].
The former is expressed by
u
= 0,
t
(2.2)
p
+ u = 0,
t
(2.3)
p +
and the latter is given by
where p denotes the acoustic pressure, u is the vector particle velocity, is the air density,
c is the sound velocity, and the adiabatic exponent is given by
= c2 .
(2.4)
In these equations, we assume that time dependent changes in particle velocity are small
compared to the static values and that particle velocity is substantially smaller than the
sound velocity. These linear equations are typically used to describe practical conditions
for room acoustics. Note that this assumption is typically made in room acoustics, and it
does not hold for high-amplitude sound such as that produced by jet engines. The wave
equation can be derived by eliminating the particle velocity from Equation (2.2) using
Equation (2.3), which yields
2p
= c2 2 p,
t2
where 2 p is given as
2p
,
x2
(2.6)
2p 2p
+
,
x2 y 2
(2.7)
2p 2p 2p
+
+
,
x2 y 2 z 2
(2.8)
2 p =
2 p =
2 p =
(2.5)
in a 1D, 2D, and 3D acoustic system, respectively; x, y, and z are directions of an xy-z Cartesian coordinate system. This differential equation is fundamental in the field
13
of acoustics and applies to waves of any type of the wavefront. Furthermore, it holds
not only for sound pressure variations but also for density and temperature variations.
By applying the Fourier transform to the wave equation given by Equation 2.5, the time
invariant version of the wave equation, known as the Helmholtz equation, results
p + k2 p = 0,
(2.9)
where k denotes the wave number of the wave that is given by

k=
,
c
(2.10)
and is the angular frequency. The frequency of vibration is given as f = 2/ in Hz,

whereas the wavelength can be calculated from
=
c
.
f
(2.11)
The wave equation in theory determines the sound pressure at all positions and at all
times. However, it can only be solved analytically for very special cases for predescribed
boundary conditions. Therefore, numerical techniques are necessary to approximate solutions of the wave equation for more general acoustic spaces.
2.2
Sound Pressure Level
As has been mentioned in Section 2.1, sound pressure is a difference between the pressure
caused by the passing wave and the ambient pressure at a particular point in space. The
effective sound pressure is the root mean square (RMS) of such a pressure difference
measured over a period of time at the point in space, according to
prms =
p1 2 + p2 2 + ... + pn 2
,
N
(2.12)
where p1 , p2 , ..., pn is the instanteous pressure in P a measured over N samples. Due to

the nature of the human hearing, sound pressure is often expressed on a logarithmic scale
in relation to a reference pressure value po by
p

rms
L = 20log
,
po
(2.13)
where L denotes the level difference between two sound pressure values, measured in dB.
If the reference pressure value is taken as po = 2 105 N/m2 , which is the threshold of
hearing at a frequency of 1kHz, the resulting value L is the sound pressure level.
2.3
14
Locally Reacting Surfaces
In general, room acoustics concerns sound propagation in enclosures, where a medium is

bounded by side walls, floor and ceiling. Most boundaries in rooms reflect some portion of
the impinging energy, and some fraction of energy is absorbed. In this section, we consider
a reflection of a plane sound wave from a single surface.
Concerning the shape of the incident wave, we assume an incident wave to be plane,
that is the wave is propagating in one direction only. The name - plane wave - stems from
a planar surface of a constant phase which is perpendicular to the propagation direction.
Plane waves are actually hard to encounter in reality. In real room acoustics, we primarily
deal with spherical waves or sections of spherical waves [64]. The most similar to plane
waves is the wavefield caused by an infinite number of monopoles distributed along a line,
for which a cylindrical wave results [64]. However, when a reflecting wall is sufficiently
far away from the source position, the curvature of the wavefront can be neglected and
the resulting error caused by substituting a spherical wavefront with a plane wave can be
considered negligible.
The wall considered in this section is assumed to be unbounded and plane. However,
very small irregularities (i.e., roughness of the surface that is much smaller than the wavelength of the incident sound wave) along a wall that is much larger then the wavelength
are not excluded in this consideration.
A wave reflected from a wall has both phase and amplitude that differ from those of
an incident wave. The incident and reflected waves interfere with each other creating (at
least partially) a standing wave. We can express such changes with a reflection coefficient
R defined as a function of frequency, herein also referred to as reflectance in order to
emphasize its frequency-dependency. Such a reflectance completely defines the acoustic
properties of a wall for any frequency and angle of incidence.
2.3.1
Boundary Impedance
Two prime quantities in room acoustics theory are sound pressure and particle velocity.
The first one is a scalar, whereas the second is a vector quantity. For convenience, the scalar
value defined as the normal component of the particle velocity has been introduced. The
term normal refers to both wavefront or the boundary surface when a sound wave encounters a wall. At a right boundary (depicted in Figure 2.1), the ratio between the pressure
and the normal component of the particle velocity defines the boundary impedance
Zw =
p
,
ux
(2.14)
15
where p denotes pressure and ux is the velocity component that is normal to the surface
of the boundary. The boundary impedance is generally complex as the reflection alters
both amplitude and phase of an incident wave. The boundary impedance is often divided
by the characteristic impedance of air
w =
Zw
,
c
(2.15)
in which case it is referred to as the specific acoustic impedance. The typical value for the
characteristic impedance of air at normal condition is [64]
o c = 414kgm2 s1 .
(2.16)
The inverse of the specific acoustic impedance is the specific acoustic admittance defined
as
Yw =
1
.
w
(2.17)
The intensity of the reflected wave is reduced by |R|2 in comparison to the incident
wave. Based on this property, an alternative quantity to the reflection coefficient can be
formulated. This quantity is referred to as the absorption coefficient and is given as
= 1 |R|2 .
(2.18)
Note that the absorption coefficient only defines the change in amplitude but does not
include any information about the phase change.
2.3.2
Reflection at Normal Incidence
In this section, we explore the relationship between the boundary impedance and reflection
coefficient at normal incidence, largely following the derivation in [64]. Let us first consider
a wall parallel to the x-axis of a rectangular coordinate system x-y. An incident plane wave
is travelling in the positive x-direction, as depicted in Figure 2.1, for which the pressure
and velocity component normal to the wall are given respectively as
pi (x, t) = Po ej(tkx)
and
ui (x, t) =
Po j(tkx)
e
.
c
(2.19)
(2.20)
When such an incident wave interacts with the boundary at normal incidence, the
propagation direction is reversed. In addition, the amplitude of the reflected wave decreases due to boundary absorption and phase undergoes a change. In practice, phase
16
pi
pr
x=0
Figure 2.1: Plane wave reflection for a right boundary located at x = 0 at normal angle of incidence.
alterations occur for nonrigid walls such as curtains, light nonstiff walls, wall and floor
coverings. Both these changes are fully defined by the reflection coefficient R. Furthermore, the flow is reversed, and hence a change in sign of the particle velocity is required.
Thus, the pressure and particle velocity of the reflected wave are given as
pr (x, t) = R Po ej(t+kx)
ur (x, t) = R
Po j(t+kx)
e
,
c
(2.21)
(2.22)
respectively. The total sound pressure and particle velocity in front of the wall are obtained
by adding the respective values of the incident and reflected waves. In addition, we assume
that the boundary is located at x = 0 for simplicity. Consequently, the total pressure and
particle velocity in the plane of the wall is
p(0, t) = (1 + R) Po ejt
u(0, t) = (1 R)
Po jt
e .
c
(2.23)
(2.24)
Dividing the pressure value by the normal component of the particle velocity u yields the
boundary impedance
Zw = c
1+R
,
1R
(2.25)
from which the reflection coefficient R can be found as

R=
Zw c
w 1
=
.
Zw + c
w + 1
Three extreme cases for the value of the boundary impedance are:
(2.26)
17
pi
pr
x=0
Figure 2.2: Plane wave reflection for a boundary located at x = 0 at oblique angle of incidence.
A hard wall, in which case the boundary is infinitely rigid (|Zw | ). Thus the
reflection coefficient amounts to R = 1 and total reflection occurs.
A soft wall is characterised by Zw = 0, in the case of which R = 1. This time,

reflection is also total but out of phase.
When the boundary impedance equals the characteristic impedance of the medium
Zw = c, R = 0 and a completely absorbent wall is obtained.
2.3.3
Reflection at Oblique Incidence
Let us consider an incident wave propagating in the direction x , for which the deviation
from the direction normal to the wall is given by an angle , as illustrated in Figure 2.2.
Again, without the loss of generality this problem can be treated in two dimensions. Such
a propagation direction is related to the x-y coordinate system by
x = (x cos + y sin ).
(2.27)
The pressure pi and the particle velocity component ui of an incident wave that is normal
to the boundary are given respectively by
pi (x, y, t) = Po ejt ejk(x cos +y sin )
ui (x, y, t) =
Po
cos ejt ejk(x cos +y sin ) .
c
(2.28)
(2.29)
Similarly to the case of normal incidence reflection, the sign of x is reversed in the
reflected wave because of the change of the propagation direction, and amplitudes are
amended respectively. Consequently, the pressure and normal velocity component of the
18
reflected wave are

pr (x, y, t) = R Po ejt ejk(x cos +y sin ) ,
ur (x, y, t) = R
Po
cos ejt ejk(x cos +y sin ) .
c
(2.30)
(2.31)
By setting x = 0 at the wall, and adding the pressure and velocity components of both
incident and reflected waves, the total values along the boundary surface are obtained
p(0, y, t) = (1 + R) Po ejt ejky sin ,
u(0, y, t) = (1 R)
Po
cos ejt ejky sin
c
(2.32)
(2.33)
Finally, the boundary impedance is obtained by dividing the total pressure by the total
normal velocity component
c 1 + R
,
cos 1 R
(2.34)
Zw cos c
,
Zw cos + c
(2.35)
Zw =
from which the reflection coefficient is obtained as

R=
or, expressed in terms of the specific boundary impedance, it is given as

R =
2.3.4
w cos 1
.
w cos + 1
(2.36)
Discussion
Most of the boundaries in enclosed spaces are solids, such as concrete brick walls, in
which case additional shear waves are excited for an oblique-incident sound wave [82].
Furthermore, there are several types of waves travelling on the boundary surface, Rayleigh
waves are good examples. Several types of transverse wave motions of the solid should be
taken into account when the width of the solid is much smaller than boundary dimensions
[8]. Consequently, the reflection coefficient would have to be replaced with a reflection
function that defines the reflected wave at one position when the boundary is excited at
another position. The theoretical treatment of a vibrating panel on a wall in a rectangular
room is provided in [82]. However, such nonlocally reacting walls are hard to treat properly
in practice due to the lack of detailed measurement data and modelling problems.
In the context of room acoustics, the boundary impedance is often assumed to be independent on the angle of the incident sound wave. This simplification is only true for
walls in which the particle velocity at the boundary surface depends solely on the sound
pressure in front of the wall element, and not on the pressure of neighbouring elements
[64]. Such walls are referred to as locally reacting surfaces. The locally reacting surface is
19
encountered when a wall itself and the space behind the wall does not allow wave propagation in the direction parallel to the boundary surface; seat and floor coverings, heavy
curtains, and light nonstiff walls are good examples. In the context of computer simulations of room acoustics, the assumption of local reaction reduces the diffusive properties of
simulated walls, decreasing the overall diffusiveness of the simulated space. Consequently,
techniques for modelling diffusion can be used to compensate for the lack of real nonlocally
reacting boundaries.
2.4
Eigenmode Model (for Rigid Walls)
This section deals with searching for the solutions of the wave equation using series of
eigenmodes and eigenfunctions. Even though eigenmodes occur for enclosures of arbitrary
shapes, analytic solutions can only be found for special cases of the room geometry and
simple boundary impedance values. For instance, complex eigenvalues result for a complex
boundary impedance, and the solution cannot generally be analytically found without
further approximations.
For a rigid boundary (w ), the normal velocity component is zero, and thus the
boundary condition reduces to
p
= 0.
n
(2.37)
Consider an acoustic space of a rectangular geometry and dimensions (Lx , Ly , Lz ), in

which all walls are parallel to the axis of the Cartesian coordinate system. The Helmholtz
equation can be solved by separation of variables and composing the solution of three
factors
p(x, y, z, ) = px (x, )py (y, )pz (z, ),
(2.38)
each depending solely on one propagation direction. The Helmholtz equation is split into
three ordinary equations. For instance px satisfies equation
px
+ kx2 px = 0,
x
(2.39)
where kx denotes the wavenumber in x-direction. Furthermore, the separation of variables

applies to the boundary condition, i.e.
px
=0
x
(2.40)
for x = 0 and x = Lx . Analogous conditions apply to y- and z-directions, and the

respective directional wavenumbers are related to each other by
k2 = kx2 + ky2 + kz2 .
(2.41)
20
The solution that satisfies the boundary condition given by Equation (2.40) is px =
cos(kx x), in which the allowed values for the wavenumber kx are
kx2 =
nx
,
Lx
(2.42)
where nx is a nonnegative integer. Consequently, the eigenvalues of the wave equation are
given by
knx ny nz =
h n 2 n 2 n 2 i 1
2
y
x
z
+
+
,
Lx
Ly
Lz
(2.43)
and associated eigenfunctions are given as

pnx ny nz (x, y, z) = cos
n x
ny y
nz
x
+ cos(
+ cos(
.
Lx
Ly
Lz
(2.44)
Equation (2.44) multiplied by ejt represents a 3D standing wave. Standing waves are
referred to as room modes and their respective frequencies as modal frequencies. The
eigenfrequencies corresponding to the eigenvalues are given as
f nx ny nz =
2.5
c
kn n n .
2 x y z
(2.45)
Acoustical Porous Material
A common practice in room acoustics is taming unwanted reflections in an enclosed space.

For that purpose an absorptive material is often applied to walls and other reflective
surfaces. The most popular choices include dense porous materials such as polyurethane
foam and fiberglass. Carpet and drapes are examples of soft fibrous materials, which are
commonly applied as room fittings in order to absorb high frequencies. The sound is
absorbed in porous material by converting the acoustical energy into small amounts of
heat. In order to simulate such materials in computer simulators, information about the
boundary impedance of porous materials is necessary.
Delany and Bazley [29] have proposed empirical expressions for characteristic impedance
Zw () and the propagation constant () for porous materials. Their formulation is based
on a large number of measurements of fibrous materials with porosities. The porosity is
defined as the ratio of the fluid volume occupied by the continuous fluid phase to the total
volume of the porous material.
If we denote the static air flow resistivity as expressed in Nm4 s, the expressions
proposed by Delany and Bazley for the impedance and the propagation constant at normal
21
room conditions are as follows

0.754
0.732 i
h
f
f
Zw () = c 1 + 0.0571
,
j0.087
j h
1 + 0.0978
() =
c
0.70
j0.189
0.595 i
(2.46)
(2.47)
According to [29], such boundary expressions are valid in the following range of the
flow resistivity values
0.01 <
f
< 1.00,
(2.48)
however, some discrepancy with measurements has been observed at low frequencies. In
general however, Equations (2.47) and (2.48) provide quite accurate estimations and are
widely used due to the simplicity. Note that the acoustic behavior of the fibrous material
is described by one parameter only, namely the flow resistivity .
Novel theoretical formulations for viscous forces in porous media has been proposed in
[47]. This enabled a new formulation of the characteristic impedance and the propagation
constant for a particular geometry of such porous materials. The equations proposed in [5]
are more physical as they are based on a physical representation of acoustical phenomena
that take place in porous materials. Consequently, a significant improvement in accuracy
at low frequencies has been obtained, where the equations proposed by Delany and Bazley
give unphysical predictions.
Taking into account the inertia and the viscous forces per unit volume of the air in the
material, the equation for the dynamic density (), expressed in kg/m3 , can be written
as [5]
h
i1
f
f
2
() = 1.2 + 0.0364( )2 j0.01144( )1 .
(2.49)
The relation of the divergence of the averaged molecular displacement of air and the
averaged variation of the pressure is called the dynamic bulk modulus, which at normal
room conditions is given as
i1
h
2 + j24.9( f )1 2
)
j29.64 + 2.82( f
K() = 101320
h
i1 ,
f 2
f 1 2
j21.17 + 2.82( ) + j24.9( )
(2.50)
expressed in N/m2 . Equations (2.49) and (2.50) next serve as a basis to obtain analytic
formulae for the characteristic impedance Zw () and propagation constant () of the
porous material, which are expressed as
h
i1
2
Zw () = ()K()
(2.51)
and
() = j2f
h () i 1
2
K()
22
(2.52)
Finally, the specific wall impedance w () of a rigidly backed layer can be calculated from
w () =
Zw ()
coth [()d] ,
c
(2.53)
where d is the layer thickness. Due to the fact that both and Zw depend on the flow
resistivity, the boundary impedance is fully characterised by the two parameters d and .
Similarly to the empirical formulations of Delay and Bazley, these equations are only valid
under assumption that the porosity is smaller than unity.
2.6
Diffusers
Sound scattering is a fundamental phenomenon encountered in room acoustics that plays

a crucial role in defining the acoustic properties of spaces. It encompasses edge diffraction
effects as well as diffusive reflection of sound waves from not perfectly smooth/uniform surfaces. Diffusion of sound in rooms is perceptually important because it reduces colouration
and interaural coherence, resulting in subjective listener preference [99, 21]. Application
of sound diffusers can greatly help improving the acoustic communication properties of
spaces, for example clarity of speech, or sense of ensemble in music performance [25].
Consequently, a broad number of diffusive surfaces has been developed over the past
40 years where research efforts have been concentrated on developing the most effective
diffusers. The main goal of designing a diffuser is to reduce the energy reflected in the
specular reflection and ensure spatial scattering in many directions rather than just redirecting the sound in one direction that is different from the specular direction. As a
measure of effectiveness, the diffusion coefficient is used. The higher the value of the diffusion coefficient, the better the diffusive surface structure is. In this section, an overview
of geometrical diffusers is presented.
2.6.1
Maximum Length Sequence
Early diffusers are based on pseudorandom noise theory, in particular periodic sequences
characterised by a flat power spectrum. The first diffuser designed with the aim to scatter
an incident plane wave evenly is the maximum length sequence (MLS) diffuser proposed
by Schroeder [98], in which the local normal-incidence reflection coefficient values change
according to the pseudorandom sequence between 1 and 1. An example maximum length
23
o
4
Figure 2.3: Lateral cross section through a maximum length sequence of length 13.
sequence of length 13 is illustrated in Figure 2.3, which reads

(+1, +1, +1, +1, +1, 1, 1, +1, +1, 1, +1, 1, +1).
(2.54)
Neglecting diffraction effects, the local reflection coefficient 1 is in practice realised by
creating wells that are one-quarter design wavelength deep in a totally rigid wall. Therefore, the diffusive properties of an MLS diffuser depend on the wavelength of an incident
sound [98]. A relatively good diffusion is only obtained for half an octave below and above
the design frequency. For instance, near-specular reflections are apparent for half the design frequency, for which wells are half a wavelength deep giving an effective reflection
that equals 1 [98].
2.6.2
Quadratic Residue Diffuser
Further research by Schroeder into diffusers that are characterised by an increased range
of frequencies where sound scattering is still apparent has led to M -ary maximum length
sequences [99]. These sequences imply that wells of several different depths should be
applied, and good diffusion across wide frequency ranges should result. Quadratic residue
sequences are given as [99]
sn = n2 modN,
(2.55)
where N is a prime number and n2 modN is the least nonnegative remainder of modulo
N . Such sequences are periodic with period N and symmetric around [n = 0 and n =
(N 1)/2] [99]. For instance, the quadratic residue sequence for N = 17 reads
(0, 1, 4, 9, 16, 8, 2, 15, 13, 13, 15, 2, 8, 16, 9, 4, 1, ...).
(2.56)
One of the great properties is that the Fourier transform rn of the locally changing reflection coefficient
rn = exp j2
has a constant magnitude, i.e.
|rn | =
1
.
N
sn
,
N
(2.57)
(2.58)
24
dn
Nw
Figure 2.4: Lateral cross section through a quadratic residue diffuser with N = 7. The well width and
depths are denoted respectively as w and d.
Consequently, in theory the energy is spread evenly in all directions making the QRD an
optimum diffuser. However, in practice this is not the case. The quadratic residue surface
is a good scatterer for frequencies higher than the design frequency, in particular at integer
multiplies of the design frequency up to a limit given by prime number N . However, for
many intermediate frequencies the QRD behaves similarly to a flat surface [24]. A more
stringent limit at high frequencies is given by the well width w, namely [99]
o > 2w.
(2.59)
On the other hand, good scattering should not be expected for frequencies even half an
octave below the design frequency [99]. The depths of the quadratic residue diffuser are
given by
dn =
o s n
,
2 N
(2.60)
where o is the design wavelength. An example quadratic residue diffuser for the sequence
of length 7 is depicted in Figure 2.4. The majority of commercially available QRDs are 1D,
that is their well depths are changing in one direction only (see Figure 2.5). Such diffusers
are mainly used for lateral scattering. Thin rigid separators between individual wells are
very important in the scattering process, especially for oblique incidences [99]. The lack
of these fins would greatly diminish scattering properties resulting in poor diffusion.
Alternatively, QRD could be constructed as a reflecting planar hard wall with varying local impedance in a periodic fashion, where the reflection coefficients are given by
Equation (2.57). However, such rapid changes in the boundary impedance along the wall
surface cannot be manufactured [99].
The 1D quadratic residue diffuser can be extended to 2D by replacing a quadratic
residue sequence sn in Equation (2.60) with two quadratic residue sequences sk and sl ,
25
Figure 2.5: 1D quadratic residue diffuser.
which yields
dn =
o s k + s l
,
2 N
(2.61)
where sl = l2 and sk = k2 , l = 0, 1, 2, ... and k = 0, 1, 2, ....
2.6.3
Modulated Quadratic Residue Diffuser
Quadratic residue sequences are of finite length, and so is the size of a standard manufactured quadratic residue diffuser. Therefore, in order to cover a large wall area, individual
diffusers are typically concatenated. However, repetition of the sequence causes a more
concentrated reflection of energy into gratings, the sharpness of which depends on the
number of repeats. The more repeats, the sharper the lobes. A solution similar to modulating the carrier in communication systems has been proposed by Angus [7], which is
based on using a pseudorandom spreading sequence.
Modulated Phase Reflection Grating
The modulated phase reflection grating is a modulation technique which is based on using
a normal and inverted version of the basic sequence according to the pseudorandom binary
sequence, such as MLS or Barkley codes [7]. As a result, the diffusion comparable to the
scattering of a single diffuser is achieved. Such an inverted diffuser can be viewed as an
26
upside down version of the original diffuser. Furthermore, an inverted sequence is modulo
N equivalent to the normal sequence if zero depths in the inverted diffuser are replaced
with maximum depths [7]. For instance, the original quadratic residue sequence of length
5 is
(0, 4, 1, 1, 4),
(2.62)
(5, 1, 4, 4, 1).
(2.63)
and its inverted version is
Sequence inversion modulated gratings greatly reduce the effect of narrow energy lobes
caused by periodicity of the sequence. However, the diffusion characteristic is not enhanced
compared to having just one quadratic residue diffuser, and hence high scattering can only
be expected at integer multiplies of the design frequency.
Orthogonal Modulation
Orthogonal modulation is based on interconnecting two quadratic residue diffusers of different lengths but with the same maximum depth. This way a variation in the step
size is introduced [7]. Similarly to the modulated phase reflection grating technique, the
maximum length sequence is typically applied as a pseudorandom binary sequence.
The well depths of the orthogonally modulated quadratic residue diffuser are given by
dn = n2 modN (
dmax
) n = 0, 1, 2, ..., N
N
(2.64)
where N is a sequence length and dmax is the well depth that corresponds to a sequence
value equal to N . For instance, an orthogonal modulation of sequences of lengths 5 and 7
reads
1 4 4 1
1 4 2 2 4 1
dn = 0, , , , , 0, , , , , , dmax .
5 5 5 5
7 7 7 7 7 7
(2.65)
Such a composite structure, which results from orthogonal modulation, generally gives
better diffusion for higher frequencies since there are now two integer multiplications of
the design frequency [7]. In fact, it does not really behave like a flat panel up to the
frequency determined by the lowest common multiple of the sequence lengths. Such a flat
panel frequency is given by [7]
ff latplate =
N1 N2 c
,
2dmax
(2.66)
where N1 and N2 are the two respective quadratic residue sequence lengths. A more
stringent limit at high frequencies may come from the widths of the diffuser wells.
27
Figure 2.6: Lateral cross section through a diffractal based on a quadratic residue sequence N = 7.
2.6.4
Diffractals
Addressing the issue of diffusion for bass and high frequencies simultaneously is possible
with the use of diffractals (i.e., diffusing fractals). Diffractals are constructed by embedding
small scaled versions of the quadratic residue diffuser at the bottom of each well of a larger
quadratic residue diffuser [26]. An example diffractal is illustrated in Figure 2.6. A small
scaled version of the diffuser scatters mid-high frequencies, whereas a larger diffuser deals
with the scattering of the bass frequencies. Both diffusers are orthogonal and independent
in performance as large wavelengths are unaware of the small surface irregularities of the
high frequency diffuser, and the polar distribution for short wavelengths remains unaffected
by the phase changes introduced by the low frequency diffuser. Diffractals provide an easy
means of introducing an additional low-frequency absorption along with low frequencydiffusion by fitting damped diaphragmatic membranes or thick porous layers to the rear
of the diffractal [26].
2.6.5
Curved Diffusers
Schroeder diffusers scatter sound uniformly for oblique angles of incidence. However,
strong equalising flows develop between the elements of the quadratic residue diffuser
causing an additional absorption at low frequencies [40], [65]. Such extra bass absorption
is usually advantageous in studio spaces, but in large concert halls additional absorption
may actually be disadvantageous. Therefore, simple curved reflectors based on the arc
of a circle have been suggested as an alternative, and the optimisation techniques have
been proposed in order to find the best diffusers for covering large wall areas [20]. It
is important to reduce the number of curvatures in the design of such surfaces so that
additional absorption is not introduced.
Through optimisation, a rough semicircular shape has been found the best curved
diffuser if the width of a diffuser does not exceed 1m [20]. Such a simple semicircular
shape produces fairly uniform diffusion for on-axis sources but scattering is less uniform
for oblique incidences. Furthermore, concatenating diffusers that are semicircular in shape
28
again reduces their diffusive properties. Therefore, for wider diffusers (e.g. diffusers which
are 4m wide), the optimised curvature structures prove better scatterers than a simple
semicircular shape [20].
2.6.6
Fractional Brownian Diffusers
Good sound scatterers can be realised with the use of the Fourier synthesis technique, in
which a Gaussian white noise signal is spectrally shaped with the use of a linear roll off
filter [22]. The decrease in the spectral content of the input signal depends on the gain
of the filter at each frequency band. Since the shape generated by the Fourier synthesis
technique represents Brownian motion, such sound scatterers are referred to as fractional
Brownian diffusers. A simple roll off filter is given as
A(f ) =
1
f /2
(2.67)
where is the spectral density exponent. For = 1, pink noise results in which the
roll off is of 3dB/octave. For higher values of the spectral density component, Brownian
noise is obtained in which the sharpness of spikes decreases with . For instance, a roll
off of 6dB/octave is achieved for = 2. In order to obtain the best performance at low
frequencies, the spectral density component should be large, leading to a smoother shape.
Good high frequency scattering results for a more spiky shape which is obtained for low
values of .
The results presented in [22] indicate that the sound scattering properties of fractional
Brownian diffusers at high and low frequencies are determined to a great extent by the
roll off filter. However, the diffusive quality does not solely depend on the spectral density
component but also on the white noise sequence. Therefore, the optimisation technique has
been proposed in order to have a total control of the diffusive properties. Such optimisation
is also useful for manufacturing purposes, in which a spiky shape is hard to produce.
However, in practice a number of fractional Brownian diffusers have to be repeated to
cover large wall areas, inevitably leading to the decrease in the diffusive properties caused
by the pattern repetition, in a similar fashion to concatenated Schroeder diffusers. By
analogy to fins of Schroeders diffusers, the flow of sound energy around sharp spikes may
increase absorption of fractional Brownian diffusers [22].
2.7
Diffusion Coefficient
The diffusion coefficient is a quantity developed in order to evaluate the quality of the
diffuse reflections from a scattering surface. It is a measure of the uniformity of the polar
response of sound scattering across the range of reflection directions. All mechanisms of
29
Figure 2.7: Setup for the measurement of the diffusion coefficient according to AES standard [3].
Squares indicate a changing position of a source and circles indicate receivers.
the diffuse reflection are simultaneously evaluated, including scattering effects caused by
the roughness of the boundary surface and the edge diffraction caused by finite-size of the
boundary element.
The definition and guidelines concerning the measurement of the diffusion coefficient
are provided in the Audio Engineering Society information document for room acoustics
and sound reinforcement systems entitled Characterisation and measurement of surface
scattering uniformity [3]. Polar response information, that is the distribution of reflected
energy across all possible reflection directions for a given angle of incidence, is necessary
to compute the diffusion coefficient value. According to [3], scattering properties are
generally evaluated on a single 2D plane of reflection or across the hemisphere depending
on the diffuser. For a single plane diffuser, the measurement should be undertaken in the
plane of maximum diffusion. The source positions and receivers positions are placed on
a semicircle in the front plane of the diffuser. In order to measure the random-incidence
diffusion coefficient, the maximum angular resolution of receivers should not exceed 5o ,
covering a semicircle around the reference normal. On the other hand, source positions
should be measured with a maximum resolution of 10o on a semicircle with a larger
radius, as illustrated in Figure 2.7. The measurements should ideally be undertaken in
an anechoic chamber to exclude reflections from other surfaces such as walls, floor and
ceilings. Alternatively, a room sufficiently large compared with the object under test can
be chosen as long as an appropriate window is applied to the measured impulse response
so that unwanted side-wall reflections are removed from the measured signal.
One obvious improvement to the measurement procedure presented in [3] would be to
undertake measurements with and without the test sample and the application of a longer
window that also allows first-order reflections from surrounding boundaries. Subtracting
these two impulse responses would remove first-order reflections from side walls. This way
longer input signals characterised by reach spectral content could be applied.
Concerning the test sample, the entire diffuser structure applied in a real acoustic
space should be tested in order to ensure that all the surface roughness diffraction and
30
edge effects are characterised. However, in the vast majority of cases the whole diffuser
is too large to be fitted in an anechoic chamber. Therefore, according to [3] the size of
the diffuser sample should be large enough so that at least 4 complete repete sequences
of a periodic test surface are included in a sample. For nonperiodic diffusers, the size of
the sample should be sufficient so that surface scattering effects are more prominent than
edge diffraction effects.
Ideally, diffusion coefficient measurements should be undertaken under true far field
conditions for on-axis scattering, which are met when [3]
r Dmax ,
Dmax
,
Dmax
(2.68)
where Dmax is the largest dimension of the diffuser, o is the wavelength, r1 is the distance
from the source to the reference point, r2 is the distance from the receiver to the reference
point, and
r=
2r1 r2
.
r1 + r2
(2.69)
True far field conditions require large measuring distances, often much larger than can
be realistically achieved. Fortunately, true far field conditions are not necessary. If true
far field conditions cannot be achieved, the general requirement is that at least 80% of
receivers are placed outside of the specular zone, which is defined as the region over which
a geometric reflection occurs [23].
Directional diffusion coefficients for a particular source position are calculated from
impulse responses measured at all receiver positions. The impulse response with the test
surface present h1 (t) and without the test surface h2 (t) are obtained in two successive
measurements. This way the unwanted background reflections can be removed by subtracting h1 (t) from h2 (t). Furthermore, an impulse response h3 (t) from loudspeaker (used
as a source) to microphone (used as a receiver) should be measured, and next deconvolved
from the subtracted impulse response as
h4 (t) = IF T
h F T [h (t) h (t)] i
1
2
,
F T [h3 (t)]
(2.70)
where FT denotes a forward Fourier transform and IFT denotes an inverse Fourier transform. A rectangular window is next applied, the size of which is determined such that the
full test response is obtained and side-wall reflections are excluded. A windowed impulse
response should be Fourier-transformed and RMS pressure amplitude levels are calculated
in each one-third octave band. Such frequency ranges should conform to the ISO 266
standard [1]. Sound pressure levels, defined as power in each frequency band, serve as a
31
basis for calculating the directional diffusion coefficient. For a fixed source position and
sound pressure levels Li from n receivers, the directional diffusion coefficient is given as
[3]
d =
n
X
10Li /10
!2
(n 1)
n
X
i=1
n
2
X
10Li /10
i=1
Li /10
10
i=1
2
(2.71)
Finally, the diffusion coefficient is calculated as an arithmetic average of all directional

diffusion coefficients. If the measurement criteria concerning angular resolutions of source
and receivers positions are met, then the random-incidence diffusion coefficient dri is given
as the arithmetic mean of directional diffusion coefficients [3]
dri =
2.7.1
P180o
i=0o ,i=i+10o
19
(2.72)
Discussion
One of the consequences of the diffusion coefficient measurement technique is that large
diffusion coefficient values are obtained at low frequencies even for a completely flat panel.
This is due to edge diffraction of the finite size of the panel. It is therefore a good practice,
when presenting the diffusion coefficient data, to provide the diffusion coefficient values
for a flat plane surface of the same dimensions measured under the same test conditions
as a reference [23].
The finite width of the test sample additionally imposes a constraint on the lowest
frequency that is effectively reflected from the sample. For incident waves that are substantially longer than the width of the diffuser sample, almost no reflection of energy is
observed and the edge diffraction starts to dominate. Therefore, for a given sample width
one can calculate the lowest cut-off frequency below which the diffusion coefficient data
should not be regarded valid [23].
As a measure of correlation between sound waves scattered in different directions,
the diffusion coefficient is a useful measure of spatial diffusion. However, it does not
monitor temporal dispersion properties. The amount of the sound dispersed in time in the
impulse response of the reflected sound is very important in the sound scattering process.
In particular, time-spreading property of the diffuser is important in the suppression of
flutter echo [21].
2.7.2
32
Scattering Coefficient
Apart from the diffusion coefficient, there exists a second quantity that deals with scattering properties, namely the scattering coefficient [124, 2]. It has been introduced for
geometrical room acoustic models since the diffusion coefficient cannot be directly applied
to a simplified geometrical approach. The scattering coefficient differentiates between the
portion of energy that is reflected specularly and the energy that is reflected in a diffuse
way. It is defined as the ratio between the scattered energy and the total reflected sound
energy. The scattered energy is usually distributed according to the Lamberts law, in
which the diffuse sound energy is scattered in a random direction.
As the scattering coefficient contains only partial information about the spatial distribution of the scattered sound, it does not differentiate between dispersion and redirection.
Consequently, high scattering coefficient values can be obtained for a slightly tilted flat
surface. When treating an echo problem, even surfaces with high scattering values may
simply redirect echoes from one place to another, instead of dispersing it. Since the scattering coefficient is only concerned with how much of the reflected energy is moved from
specular directions, it is not considered a good measure of the quality of the diffusive properties. Consequently, it cannot be used as a quality measure in the design and evaluation
of real diffusers [21].
Furthermore, the wave-based room acoustic simulators are incompatible with the formulation of the scattering coefficient. This is due to the wavelengths that are not physically
consistent with the incoherent energy approach, and consequently the diffusion coefficient
is the only measure of diffusion that can be applied in wave-based room acoustic models,
such as finite difference time domain simulations of sound propagation in acoustic spaces.
2.8
Summary
In this chapter, the basics of room acoustics were briefly reviewed, with the main focus
on fundamental acoustic laws describing sound wave propagation in air and reflections
from boundaries. It is well understood how to define the boundary impedance and the
reflection coefficient for locally reacting surfaces, and therefore only such boundaries are
considered for simulations of room acoustics in this thesis. In addition, analytic formulae
for the impedance of porous materials were discussed, which are used for the evaluation
of boundary models proposed in chapters to follow. Finally, an extensive overview of
commercially available diffusers was presented and the standardised technique to measure
their diffusive properties was described. The remaining question is if we can simulate those.
One of the questions addressed in subsequent chapters is if we can simulate diffusive and
nondiffusive walls.
33
Chapter 3
Elements of Numerical Modelling

There exist numerous numerical techniques that can be applied to modelling acoustic
spaces. Although these techniques have been commonly applied in the context of room
acoustics simulations, research efforts seem to be independent of each other. This is particularly true for the finite difference time domain technique (FDTD), which can be divided
into subclasses based on rectilinear staggered and unstaggered girds or implemented as
a digital waveguide mesh (DWM). These methods are usually treated separately in the
literature and may sometimes send a confusing message to an inexperienced reader that
these constitute totally distinct techniques. The main purpose of this chapter is to show
that these are not distinct approaches but rather they fall into one larger category of finite
difference time domain methods. This chapter provides an overview of various numerical
modelling techniques and highlights the equivalence of various approaches.
The chapter is structured as follows. An overview of computer-based methods applicable to simulations of room acoustics is provided in Section 3.1, including the motivation
for the chosen technique. Section 3.2 presents the basics of the finite difference time domain method. In particular, a basic approximation to the wave equation by means of a
standard leapfrog scheme is presented, followed by stability and dispersion error analysis.
A second type of FDTD schemes based on a staggered Yees grid is presented in Section
3.2.3, addressing the issues of stability and dispersion. In addition, Botteldoorens simple
frequency-dependent boundary model is discussed. In Section 3.2.4, another subclass of
the finite difference method is described, and the equivalence between the digital waveguide mesh and the FDTD implementation is shown. In addition, a literature review of
boundary models available in the DWM literature is provided. The issue of implicit finite
difference methods and their computationally efficient implementation using the alternating direction implicit technique is presented in Section 3.2.5. A useful technique for
reducing the directionally-independent dispersion error is discussed in Section 3.3, followed
by the description of an efficient algorithm for 1D matrix inversion presented in Section
Chapter 3. Elements of Numerical Modelling
34
3.4. Finally, the issue of fractional delay filters with maximally flat magnitude response
that can be applied for modelling phase grating diffusers is discussed in Section 3.5.
3.1
Room Acoustics Modelling Methods
In this section, an overview of room acoustic modelling techniques and a motivation for
the choice of a one particular method for further investigation in this thesis is presented.
There are two main-existing approaches concerning room acoustics modelling, namely,
the physical and the perceptual approach. The former is based on a precise simulation of
physical phenomena in a sound scene based on physical parameters. The latter imitates
rather than accurately simulates an acoustic environment aiming at creating the perceptual audible impression of a listener. Typically, with a physical approach, an enclosed
acoustic space is simulated according to the room geometry, reflectivity of boundaries and
directivity of a sound source. The idea is to obtain an impulse response by modelling
sound propagation and reflections in an acoustic space. This approach was originally applied to architectural acoustic design and acoustic space evaluation. However, it can also
be applied to auralisation by inputting a monophonic, anechoic signal and taking into
consideration the directionality of a sound source and a listener before reproduction.
On the other hand, with a perceptual approach a plausible sound field is generated.
The signal processing is controlled by perceptual parameters such as source warmth, brilliance, early reflections to direct sound ratio, diffusion and late reverberation time. Even
though acoustic features implemented with this approach are usually derived from physical
properties of rooms, there is no precise simulation of an acoustic environment impulse response. Its main applications are the creation of spatial effects for composers and plausible
reverberation units in music production. This approach is used in the Spat software [48]
and for sound environment modelling in MPEG-4 scene description language [117]. More
recently, in multimedia applications these two approaches have been used simultaneously
and even begin to overlap [116].
There are two main physical room acoustics modelling approaches, namely, geometrical
and wave-based methods. The most commonly used geometrical room acoustics modelling
methods are image-source and ray-tracing, which consist in decomposing the total sound
field into elementary waves and applying geometrical acoustics. Wave-based room acoustics modelling are based on solving the wave equation. These approaches include the
finite element method (FEM), the boundary element method (BEM), the finite difference
time domain method (FDTD), digital waveguide mesh (DWM), transmission line matrix
(TLM), and functional transformation method (FTM).
3.1.1
35
Geometrical Methods
In geometrical room acoustics, waves are replaced by sound rays. Such a simplification
may only be permitted when the dimensions of the room and wall surfaces are considerably
large compared with the wavelength, which is met for high frequencies only [64]. A unified
representation of geometrical room acoustics rendering algorithms is presented in [102],
and an integral room acoustics rendering equation is provided.
Ray-tracing is a geometrical method, where a finite number of rays are emitted from a
spherical sound source in all directions and all of them are traced in a sound environment,
as illustrated in Figure 3.1(a). The listener is represented by a spherical volume, and
rays which reach this volume are added to the output signal as reflections characterised
by energy, delay and diffraction [63]. In order to achieve statistically valid results, the
number of rays penetrating the volumetric listener object should be significantly large.
The basic specular reflection rule is commonly applied, where the incident angle of the
ingoing and outgoing rays are equal. More advanced techniques allow to incorporate
diffusion effects due to frequency-dependent scattering properties so that sound waves are
reflected in different directions from the boundary [69]. However, the drawback is that
such frequency-dependency might require separate ray tracing processes for each octave
band [110]. In addition, ray-tracing cannot handle edge diffraction effect caused by the
finite size of a boundary [110]. Furthermore, there is no guarantee that all the possible
ray paths from a source to a receiver will be found. In room acoustics modelling, this
technique is often applied to simulate higher-order reflections.
The image-source method is a ray-based approach, where all the reflected paths from a
source are replaced with direct ray paths from the mirror images of the source, as illustrated
in Figure 3.1(b). As for the output signal, the rays from image sources are delayed and
attenuated depending on the distance from the original source to a receiver [6]. Visibility
of each of the image sources has been studied in [13]. The image-source method finds
all the possible ray paths between a source and a listener. However, high computational
cost, which grows exponentially with reflection order, makes this method suitable only for
the first set of early reflections modelling. In reality, only a part of the reflected wave is
specularly reflected and a part is reflected in a diffuse fashion. The main drawback of this
method is that it cannot handle diffuse reflections. However, it can handle edge diffraction
by introducing edge sources for rigid walls [111] but no formulation is available to model
edge diffraction for impedance surfaces [110]. The image-source method is often used for
modelling early reflections in real-time rendering of virtual acoustic environments, in which
sound objects are moving [88]. Furthermore, a hybrid of the geometrical methods discussed
above has been developed in ODEON [78], in which early reflections are computed with
image-source technique and later reflections are handled with ray-tracing method. Similar
36
Image source
Source
Receiver
Receiver
Source
(a) Ray-tracing method
(b) Image-source method
Figure 3.1: he illustration of the general concept of geometrical methods: (a) image-source method,
and (b) ray-tracing method.
hybrids have also been deployed in [85, 70].

There exist two other techniques in geometrical acoustics that are based on ray theory,
namely the beam tracing and radiosity methods. The beam tracing method is a derivative
of the ray-tracing algorithm in which rays are replaced by beams that are shaped like
unbounded pyramids. In this technique, beam-splitting occurs at boundary edges but it
cannot easily handle diffusion [31]. On the other hand, the radiosity method consists in
computing normal intensity at each wall element as contributions from source to the wall
element and between wall elements via so called form-factors [110]. The radiosity method
is only suitable for modelling diffusion as most versions of this technique do not model
specular reflections [110]. A combination of these two techniques can be found in [71].
3.1.2
Wave-based Methods
Wave-based approach to room acoustics modelling consists in numerical solving of the wave
equation. The analytical solution can only be found for idealised room shapes, such as
rectangular rooms with rigid walls. For the general case, a number of numerical techniques
exist for solving the wave equation by dividing the air volume or boundary surface into
elements. In the finite element method (FEM), the volume of the room is divided into
non-uniform elements at which the sound pressure is calculated [73]. In the boundary
element method (BEM) [56], only the boundaries of the space are discretised. The size
of elements determines the highest frequency for which the model is applicable. The
main advantages of element methods are the possibility to create a denser mesh for more
acoustically challenging structures and the ease of creating coupled models for propagation
37
in different media. However, the disadvantage of a finite element method is that extensive
pre-calculations are necessary to set up matrices describing arbitrary shapes of volume
elements. Furthermore, an inversion of this large matrix is required. Similarly to the
finite element method, the boundary element method that consists in approximating the
Kirchhoff-Helmholtz integral equation is very time consuming since all element-to-element
impulse responses have to be calculated. The complexity and hence computational cost
of both these element methods are considerably higher than in a finite difference method
[112, 110].
The FDTD can be treated as a special case of the finite element method in its time
domain formulation [110]. The finite difference method leads to a simpler algorithm for
solving the wave equation by approximating the time and space derivatives with finite
differences [109]. This technique is characterised by a regular spatial grid, the size of which
depends upon the sampling frequency. As will be explained in the following section, a
special case of the finite difference technique is a digital waveguide mesh, which has recently
been applied extensively to simulate sound propagation in rooms [87]. The concept of the
transmission line matrix (TLM) method is similar to digital waveguides in that it employs
networks of discrete transmission lines at scattering junctions [27, 11]. In the functional
transformation method, an initial boundary condition is first solved analytically searching
for eigenmodes of the modelled space, before it is discretised for computer simulations
[114]. Since the eigenvalues of an acoustic system can only be solved analytically for
simple shapes, splitting the modelled domain into separate blocks using the block-based
technique can be used to simulate the acoustics of complex-shaped rooms [81].
3.1.3
Motivation for the Chosen Method
A physical approach to room acoustics modelling is chosen for this research as it relates to
the natural human environment and is based on the use of physical parameters. Real-world
experiences have shaped the way in which people perceive and describe acoustic effects.
For example, an inexperienced user of reverberation effects based on perceptual approach
finds it difficult to describe the desirable sound effect in terms of perceptual parameters.
As for the choice of a physics-based method for further investigation, the wave-based
approach is more suitable as it accurately models physical acoustic effects. Among wavebased methods, the FDTD method is selected for auralisation and architectural design
applications. This choice can be justified as follows.
Firstly, the ray-tracing method utilises a finite number of rays and assumes that the
reverberation is ideally diffuse. Consequently, some room acoustical defects such as flutter
echos might remain undetected in extremely long or flat enclosures [16, 86]. The imagesource method is not capable of modelling diffuse reflections; only specular reflections are
38
modelled where both the incident angles of the ingoing and reflected waves are equal. Most
importantly, however, in all geometrical methods the wavefront is represented by rays;
therefore, these techniques cannot accurately simulate wave-related phenomena such as
interference and diffraction. Due to the fact that geometrical methods do not approximate
the wave equation, they only offer a simplification that deviates significantly from the
actual physical solution, especially at low frequencies. This may lead to audible errors
in room impulse response modelling, and in turn reduced authenticity of the real room
acoustics.
Secondly, in comparison to finite differences, element methods have an advantage of
grid adaptability to irregular boundaries, which can be achieved by the use of non-uniform
shapes. However, this approach increases the computational cost, which effectively reduces
its application to very low frequencies only. Furthermore, the irregular grid in finite
element methods brings about a problem with moving sound objects in a modelled space.
That is, interpolation on coarse grid parts causes undesired numerical side effects. In the
boundary element method, each change of the position of a source requires time consuming
pre-computations.
Like element methods, the finite difference technique inherently models wave related
acoustic phenomena such as diffusion and interference. Straightforward algorithms in
finite difference schemes are computationally more efficient owing to the lack of heavy
pre-calculations in contrast to element methods. Furthermore, finite difference schemes
have the advantage of a regular spatial grid, which is beneficial for modelling of moving
sources and receivers, and preserving a constant valid frequency range. Consequently, in
this thesis, the finite difference time domain method is adopted for further research into
room acoustic modelling for audio and acoustic design applications.
3.2
The Finite Difference Time Domain Method
The finite difference time domain (FDTD) is numerical technique for solving the wave
equation. Thus this modelling technique is suitable for numerical simulation of wave propagation in acoustic environments. In general, mesh based algorithms are applicable to the
simulation of whole sound fields, and consequently higher-order reflections modelling does
not increase the memory load. Moreover, room acoustic modelling with the use of a mesh
structure is correct in terms of timing and directionality of both the direct and reflected
signals, apart from some numerical dispersion errors at high frequencies. Furthermore, as
a method based on a mesh structure, wave-related phenomena such as interference and
diffraction are inherently modelled. This makes the method especially useful for sound
wave propagation modelling for low frequencies, where geometrical methods fail.
One of the main strengths of the FDTD method is that it is a time domain technique.
39
Therefore, when a wideband source signal is used as an excitation, such as a Gaussian

pulse, a wideband response of the system response can be obtained with a single simulation.
This feature is particularly useful in measurements of room impulse responses as the
resonance frequencies of rooms of complex shapes cannot be predicted analytically. It is
also useful to have a full bandwidth impulse response of an acoustic space for auralisation
purposes. Unfortunately, due to the fact that finite difference schemes suffer from a
direction-dependent dispersion error at high frequencies, the accuracy of the method is
usually reduced to frequencies much lower than the Nyquist frequency.
Numerical solving the wave equation with the use of the FDTD method consists in
approximating time and space derivatives with finite difference (FD) operators [112]. This
technique is usually characterised by a regular spatial grid, the size of which depends
upon the sampling frequency. The nonstaggered rectilinear standard leapfrog finite difference formulation of the wave equation [109] is obtained by applying centered difference
operators to approximate the derivatives in Equation (2.5). The name leapfrog actually
stems from the original staggered approach but it is now commonly used for an equivalent
nonstaggered implementation [109, 11]. Second-order accurate approximations applied to
discretise the 2D wave equation are
n1
n
pn+1
2p
l,m 2pl,m + pl,m
=
+ O(T 2 ),
t2
T2
pnl+1,m 2pnl,m + pnl1,m

2p
=
+ O(X 2 ),
x2
X2
pnl,m+1 2pnl,m + pnl,m1
2p
=
+ O(X 2 ),
y 2
X2
(3.1)
(3.2)
(3.3)
where X denotes the grid spacing and T is the time step. Assuming equal distances
between grid points in all directions, the 1D, 2D, and 3D discretised wave equations take
the form of Equations (3.4), (3.5), and (3.6), respectively [11]
pn+1
l
2 (pnl+1 + pnl1 ) + 2(1 2 )pnl pln1 ,
pn+1
l,m
2 (pnl+1,m + pnl1,m + pnl,m+1 + pnl,m1 )
n1
2(1 22 )pnl,m pl,m
,
pn+1
l,m,i
2 (pnl+1,m,i + pnl1,m,i + pnl,m+1,i
pnl,m1,i + pnl,m,i+1 + pnl,m,i1 )
n1
,
2(1 32 )pnl,m,i pl,m,i
(3.4)
(3.5)
(3.6)
40
where denotes the Courant number, pnl,m,i is the pressure update variable, n is a time
index, and l, m, and i denote spatial indexes in x-, y-, and z-direction, respectively. Here,
pnl,m,i denotes a grid function representing an approximation to the solution p(x, y, z, t) to
the wave equation at position (x = lX,y = mX,z = iX) at time instance t = nT .
As will be shown in the next section, the Courant stability condition amounts to 1,
1/ 2 and 1/ 3 for the 1D, 2D, and 3D scheme, respectively [11]. The Courant
number defines the relationship between grid spacing and the sampling frequency as
=
cT
,
X
(3.7)
where c denotes a continuous-time wave speed, which for a given room conditions, such as
humidity and temperature, is considered constant. Hence for a given sample rate, Equation
(3.7) defines the distance between mesh nodes in the FDTD simulation according to
X=
cT
.
(3.8)
The FDTD technique requires that the entire computational domain (i.e., a physical region
over which the simulation is performed) is gridded. The grid spatial discretisation must
be sufficiently fine to resolve the geometrical features of the model and also the smallest
wavelength. Consequently, a large computational domain at a high sample rate requires
high memory and processing capacity, and results in a long simulation time.
3.2.1
Stability Analysis
The numerical system is considered stable if there exist no growing solutions of the system
[112]. The analysis of FD schemes establishes a numerical bound on the parameters that
occur in a given difference equation. It is possible to place a stability condition on an
FDTD scheme with the application of Fourier analysis, which in this context is referred
to as von Neumann analysis. With the use of a Fourier analysis, one can obtain both
necessary and sufficient conditions for the stability of finite difference schemes.
A complete von Neumann analysis consists in the application of the Fourier transform,
and hence on a presentation of Fourier integrals. However, a fully equivalent procedure
is to assume single frequency, plane wave solutions and investigate for which values of
the Courant number these solution can grow in time. Such an analysis is used here to
investigate the stability of a standard leapfrog scheme approximating the 1D wave equation
given by Equation 3.4, for which the single-frequency plane-wave solution reads
pnl = p0 ejnT ej klX ,
(3.9)
41
where p0 denotes the wave amplitude and k is the discrete-domain wavenumber. It is

sufficient to consider real-valued wavenumbers, i.e. the wavenumbers that lie in the range
/X k /X. The classic relationship between the continuous-time domain and
z-domain is z = ejT , and hence
pnl = p0 z n ej klX .
(3.10)
Since the magnitude of z determines the rate of growth of the solution with time, z is in
this context referred to as an amplification factor [112]. By substituting Equation (3.10)
into (3.4), the following equation in z results
) + z 1 = 0,
z + 2B(k,
(3.11)
) = 1 + 22 sin2 (kX/2).
B(k,
(3.12)
where
The necessary stability condition is defined as |z| 1, which implies that the roots of
Equation (3.11) are located inside or on the unit circle [79] for all permissible values of k.
This condition is equivalent to
) 1,
B(k,
(3.13)
which places the following bound on the Courant number

2
1
.
sin2 (kX/2)
(3.14)
We are actually looking for the minimum value of 1/ sin2 (kX/2)

that satisfies Equation
[0, 1], we only have to consider Equation (3.14) at its two

(3.14). Since sin2 (kX/2)
extrema, which yields the final stability condition of the standard leapfrog scheme approximating the 1D wave equation
1.
3.2.2
(3.15)
Dispersion Error
In reality, sound wave propagation in air is constant for all frequencies and in all propagation directions. When an acoustic system is simulated in a discretised domain, the phase
velocity of a sound wave differs slightly from the phase velocity of the modelled medium air. An unwanted side effect of using FDTD schemes is the numerical dispersion error, i.e.
the numerical phase velocity differs from the theoretical phase velocity, and for 2D and
3D rooms this phenomenon is generally dependent on frequency and propagation direction [11]. This numerical error is caused by the application of finite difference operators
42
and is dependent on the type of scheme used to approximate the wave equation. For all
FDTD schemes, the numerical phase velocity approaches the correct physical velocity at
low frequencies, whereas high frequencies generally travel at a lower speed than the real
sound wave propagation velocity. In particular, it is correct at DC ( = 0) by consistency
with the wave equation.
The formula for the dispersion error is derived by substituting for centered finite difference operators in the respective discrete wave equation with the equations of the following
type

n1
n
pn+1
l,m 2pl,m + pl,m

z 2 + z 1 pnl,m
= 4 sin2 (T /2) pnl,m
(3.16)
for the time derivative approximation. Similarly, the spatial approximations of a 2D

discrete wave equation can be represented as
pnl+1,m 2pnl,m + pnl1,m

ej kx X/2 2 + ej kx X/2 pnl,m ,
(3.17)
ej yx X/2 2 + ej ky X/2 pnl,m ,
(3.18)
= 4 sin2 (kx X/2) pnl,m ,
in x-direction and
pnl,m+1 2pnl,m + pnl,m1
= 4 sin2 (ky X/2) pnl,m
in y-direction, respectively. kx and ky denote the effective numerical wave numbers in both
directions of an acoustic space in an x-y plane, and the overall numerical wavenumber k
associated with wave propagation in the direction is given by
k2 = kx2 + kx2 .
(3.19)
Therefore, the directional numerical wavenumbers can be written in terms of the overall
numerical wavenumber k and the propagation angle as kx = k cos and ky = k sin .
Substituting Equations (3.16), (3.17), and (3.18) into the discrete 2D wave equation approximated with the standard leapfrog scheme the following dispersion equation results

h

i

1
2 X k cos
2 X k sin
2 T
=
sin
+
sin
.
sin
2
2
2
2
(3.20)
Similarly to the 2D case, the dispersion equation for the 3D leapfrog rectilinear scheme
43
can be derived with the use of analogous equations, which yields

h

1
2 X k cos cos
2 T
=
sin
sin
2
2
2
X k sin cos
+ sin2
2
X k sin i
+ sin2
,
2
(3.21)
where and are the azimuth and elevation angles, respectively [112].
Rewriting Equation (3.20), the formula for the frequency in terms of the Courant
number, sample rate, propagation angle, and numerical wavenumber for a 2D standard
leapfrog scheme results
2
arcsin
T
sin2
X k cos
2
+ sin2
X k sin i
2
(3.22)
As a measure of the dispersion error, the relative phase velocity is typically used. The
relative phase velocity is defined as a ratio between the numerical wave speed c and the
real sound wave propagation velocity c, and is given by the following equation
) =
v(k,
,
=
c
k c
(3.23)
where is computed from Equation (3.22).

In order to minimise the dispersion error, the Courant number is usually chosen at
the stability bound, i.e. = 1, = 1/ 2, and = 1/ 3 for modelling sound wave

propagation with the standard leapfrog scheme in 1D, 2D, and 3D rooms, respectively.
For the 1D case, the numerical dispersion actually vanishes for = 1. For the 2D and
3D standard leapfrog scheme, there always exists a direction in which the dispersion error
vanishes but in all other directions the numerical error is apparent. For instance, the
relative phase velocity of a 2D standard leapfrog scheme is illustrated in Figure 3.2. The
dispersion error is evidently strong in axial directions, whereas there is no dispersion in
diagonal directions.
3.2.3
Staggered FDTD Method
The FDTD method can alternatively be formulated on a staggered Yees grid. The classic
Yees method for solving Maxwells equations has been introduced in 1966 in [126]. Instead
of approximating the wave equation, the conservation of momentum given by Equation
(2.2) and the conservation of mass given by Equation (2.3) are approximated with centered
44
color bar
1
0.95
k X
0.9
0.85
0.8
0.75
0
k X
0.7
relative phase velocity
Figure 3.2: Relative phase velocity for the 2D standard leapfrog scheme as a function of wavenumbers
in x- and y-directions, respectively. The darkness in the plots indicates the relative phase velocity error,
whereas white colour indicates a zero error.
finite difference operators. Consequently, a set of ordinary differential equations (ODE)

has to be solved for instead of one partial differential equation (PDE). In order to ensure
a second-order accuracy, all the applied finite difference operators have to be second-order
accurate.
By analogy to Section 3.2, we consider a 2D case for simplicity; the extension to 3D
is straightforward and is omitted here for brevity. The example of such an approximation
for a velocity component in x-direction reads [126, 112]
n+ 12
unx (l + 21 , m)
ux
=
t
n 21
(l + 21 , m) ux
T
(l + 12 , m)
+ O(T 2 ).
(3.24)
The unknown quantities in a basic staggered formulation of the FDTD approximation

using a Cartesian grid are pressure and particle velocity components. The acoustical
pressure pn (l, m) is determined at a position (x = lX,y = mX) at time instance t = nT .
The components of the particle
atintermediate time instances
velocity are determined

1
1
t = (n + 2 )T , and positions x = (l + 2 )X,y = mX and x = (l 12 )X,y = mX for

the velocity component in x-direction, and x = lX,y = (m + 21 )X and x = lX,y =

(m 12 )X for the velocity component in y-direction, respectively. The Yees classic grid
is depicted in Figure 3.3.
Applying second-order accurate finite difference approximations to the conservation of
45
(m+1) X
uy
mX
ux
ux
uy
(m-1) X
(l-1) X
lX
(l+1) X
Figure 3.3: Staggered Yees grid in 2D. Black-coloured circles indicate pressure node, grey-coloured
and white-coloured circles indicate velocity components in x- and y-direction, respectively.
mass and conservation of medium equations, the 2D Yees scheme results

1
1
n 1
(l + , m) = ux 2 (l + , m)
2
2
i
T h n
p (l + 1, m) pn (l, m)
X
1
1
n+ 12
n 1
uy (l, m + ) = uy 2 (l, m + )
2
2
i
T h n
p (l, m + 1) pn (l, m)
X
n+1
p
(l, m) = pn (l, m)
i
c2 T h n+ 12
1
1
n+ 1
ux (l + , m) ux 2 (l , m)
X
2
2
1
1 i
c2 T h n+ 12
n+ 12
uy (l, m + ) uy (l, m ) ,
X
2
2
n+ 12
ux
(3.25)
(3.26)
where p denotes the acoustic pressure, ux and uy are particle velocity components in xand y-direction, is the air density, and c is the sound velocity.
Concerning the dispersion of Yees staggered grid [126], the initial part of the derivation
of dispersion relation is similar to the analysis presented in Section 3.2.2. The acoustic
pressure and particle velocity components can be respectively represented as
sin
Ux0
T
2
sin2
= P0
cos
Xk
2
(3.27)
sin
Uy0
P0 sin
T
2
T
2
sin2
= P0
46
sin
Xk
2

i
T h
2 X k cos
2 X k sin
U
sin
+
U
sin
.
x0
y0
c2 X
2
2
(3.28)
(3.29)
Substituting Equations (3.27) and (3.28) into (3.29), the dispersion relation of the Yees
staggered scheme results

h

i

1
2 X k cos
2 X k sin
2 T
=
sin
+
sin
.
sin
2
2
2
2
(3.30)
This equation is the same as the dispersion relation for the 2D standard leapfrog scheme
given by Equation (3.20). Consequently, the relative phase velocity can be computed
from Equation (3.23), where angular frequency is computed from Equation (3.22). Hence,
the dispersion of the 2D Yees scheme is illustrated in Figure 3.2, where the dispersion
is shown to be the strongest in axial directions and vanish totally in diagonal directions.
The stability condition of the 2D Yees staggered scheme is easily obtained by rewriting

Equation(3.30) in terms of the angular frequency and setting of the terms sin2 X k 2cos =

1 and sin2 X k 2sin = 1, which are their top possible values. Hence, the stability condition
is given as
cT
1
1
+
,
X2 X2
(3.31)
which effectively gives the expected bound on the Courant number

1
.
2
(3.32)
In conclusion, the staggered Yees scheme has been shown to have the same stability
condition and suffer from exactly the same dispersion as the standard leapfrog scheme.
This is well expected since both schemes solve for equations that are equivalent in the
continuous domain and both schemes are second-order accurate. Consequently, the numerical solution of a simulation of room acoustics using these two FDTD methods based
on unstaggered and staggered grids is equivalent.
Botteldoorens Boundary Model
The boundary model of a locally reacting surface for the staggered Yees scheme has been
proposed by Botteldooren in [15]. This simple frequency-dependent boundary model uses
mechanical impedance Zw (s) = R + M s +
K
s,
where s = j is the Laplace frequency
variable, R denotes resistance, K is the spring constant, and M denotes the mass per
unit area. The boundary condition in terms of acoustic pressure and particle velocity
47
components can be written as

dun (t)
+K
p(t) = Run (t) + M
dt
un ( )dt,
(3.33)
where un is the component of the velocity that is normal to the boundary plane. The
boundary formula based on the boundary condition given by Equation (3.33) is presented
here for the right boundary of a 2D system, parallel to the y-axis and located at a velocity
plane x = l + 12 . Since the value of pn (l + 1, m) lies outside of the modelled acoustic space,
an asymmetric finite difference approximation is used [15]
pn (l + 12 , m) pn (l, m)
pn (l, m)
=2
x
x
(3.34)
that is only first-order accurate. The main advantage of the applied operator is that it
requires only one pressure value lying inside the modelled system and hence is computed
from the last equation of Equation (3.25). Since the value of acoustic pressure is not
defined at time instance t = nT , a linear interpolation for ux is used between the two
surrounding time instances, namely

1
1
1
1 n+ 12
n 1
unx (l + , m) =
ux (l + , m) + ux 2 (l + , m) .
2
2
2
2
(3.35)
Finally, the update formula for the point lying on the boundary in terms of its previous
values and nearest pressure value is given as [15]
n+ 12
ux
1
1
n 1
(l + , m) = ux 2 (l + , m)
2
2
n
h
i
X
2T
1
i 12
n
+
ux (l + , m) ,
p (l, m) KT
X
2
(3.36)
i=
where
=
=
ZF DT D =
R
ZF DT D T
R
ZF DT D T
1+
1+
2M
ZF DT D T
2M
ZF DT D T
2M
ZF DT D T
1
ZF DT D T
(3.37)
X
,
T
where integration in the continuous domain is replaced with the summation up to now. As
for the stability of the Botteldoorens boundary formulation, a more strict stability bound
is imposed on physical parameters of the boundary impedance than Equation (3.32). Such
-1
-1
-1
-1
48
-1
-1
-1
-1
-1
-1
-1
-1
-1
-1
-1
-1
-1
-1
-1
-1
-1
-1
-1
-1
Figure 3.4: 2D digital waveguide mesh structure. Each junction in the mesh is connected to four
neighbouring junctions with unit delays.
a stability condition for the boundary is given as [15]

v
u
u 1 + 2M
CT
X
t
X
1 + KX
c2
(3.38)
and it is more severe than Equation (3.32) if spring variable K is large compared to c/X.
The main disadvantage of Botteldoorens boundary formulation is that its functionality
is constrained by a stability limit that depends on the physical parameters associated with
the boundary. Consequently, not all physically feasible parameter values can be used (e.g.
for a very high value of the spring constant and a very small value of the mass constant),
and thus not all real walls can be modelled.
3.2.4
Digital Waveguide Mesh
The starting point for the research into applying unstaggered finite difference schemes to
sound propagation modelling is the development of three-dimensional digital waveguide
mesh algorithm in 1994 [90]. The proposed structure is an extension of the two-dimensional
digital waveguide mesh (DWM) proposed by Smith and Van Duyne in [32].
The original digital waveguide mesh has a regular rectangular structure with each node
connected to its neighbours by unit delays, as illustrated in Figure 3.4. The scattering
49
junctions positioned at the regular node locations are interconnected with bi-directional
lines. At each junction, a conservation of energy and continuity law is imposed analogous to Kirchhoffs laws of power conservation in electrical circuit which apply to current
and voltage. In the context of room acoustics, the conservation of energy and power is
expressed in terms of sound pressure and particle velocity. If the digital waveguide network is constructed from waveguide elements in a regularly arranged grid, the network of
scattering junctions is called the digital waveguide mesh. This technique has been widely
applied in artificial reverberation [104, 50] and sound synthesis [121, 119]. Each delay
element is bidirectional and the sound pressure of the waveguide is given by the sum of
pressure values associated with waves travelling in both directions and indicated here as
input (p+
i ) and output (pi ) waves after [89]
pi = p+
i + pi .
(3.39)
There are two conditions (that follow from the main two acoustic laws discussed in Section
2.1) that apply to a lossless scattering junction with N neighbouring bidirectional delay
lines. The first is that the flow adds to zero, i.e. flow is the sum of ingoing velocities
equals the sum of outgoing velocities. The second condition is that the sound pressure is
equal at the output port of the junction. With the use of these two conditions, the sound
pressure at a scattering junction can be expressed as
P
p+
i
2 N
i=1 Zi
p = PN 1 ,
(3.40)
i=1 Zi
where Zi denotes waveguides impedance defined as Zi = pi /ui . The input of one end of
the bidirectional connection equals the output of the second end of the waveguide. This
can be expressed as
1
p+
pi,opp ,
i =z
(3.41)
where p
i,opp represents the second end of the waveguide i. Note that impedances in all
directions are equal in a homogeneous medium. Combining Equations (3.40) and (3.41)
yields the update formula [89]
P
z 1 N2 N
i=1 pi,opp
p=
,
1 + z 2
(3.42)
where N defines the number of neighbouring junctions. Since the physical variables are
separated into directional wave components, such an implementation is in a DWM literature referred to as wave-variable digital waveguide mesh (W-DWM) [49].
An alternative implementation using Kirchhoff variables is referred to as Kirchhoff-
50
pw+
pk z-1
-2
-1
Z
pwz-1
pw-
Figure 3.5: Filter block of a KW-pipe for interfacing the Kirchhoff (left) and wave (right) variable
implementations.
variable digital waveguide mesh (K-DWM), by analogy to Kirchhoffs integral solution of

Maxwells equations. In fact, its implementation is the same as FDTD implementation
where the Courant number is set at its top value. Therefore in the mathematical sense,
the digital waveguide mesh is considered an explicit finite difference scheme. For instance,
the rectilinear digital waveguide mesh implemented with Kirchhoff variables is a standard
leapfrog scheme.
The combination of the K-DWM and W-DWM approaches is possible with the use
of so called KW-pipes which have been introduced in [49]. These converters, illustrated
in Figure 3.5, allow for the conversion of wave variables into Kirchhoff variables and vice
versa, and can be applied to combine two types of implementation in one simulation.
Even though KW-pipes can be applied to multiport scattering junctions, the formulations
presented in the DWM literature (such as in [49, 53, 75]) allow for 1D conversion only.
In the context of room acoustics, these have been often applied to combine K-DWM
implementation of the room interior with 1D reflectance filters at a boundary, e.g. in
[53, 75].
One obvious advantage of K-DWM (and also FDTD) implementation is that it requires
less arithmetic operations and two times less memory than W-DWM. This is due to the
fact that one delay is used per node instead of two delays in bidirectional waveguides of
the wave-variable implementation. Consequently, the examples of the digital waveguide
mesh based on a rectilinear mesh are presented in this section in their K-DWM form. In
fact, this implementation is commonly used in room acoustics simulations using digital
waveguide mesh because of computational efficiency, e.g. in [93, 53, 75].
51
The Equivalence of DWM and FDTD Methods

The equivalence of the digital waveguide mesh and the finite difference time domain methods can be shown with the example of the discrete-time solution of the 1D wave equation,
in which we largely follow the derivation presented in [106]. The 1D wave equation in a
scalar form reads
2
2u
2 u
=
c
t2
x2
(3.43)
and we are looking for its possible solution u(x, t). If we consider the dAlembert solution
of the wave equation which is based on the propagation of two waves in opposite directions
according to
u(x, t) = u+ (t
x
x
) + u (t + ),
c
c
(3.44)
where u+ and u are right-going and left-going travelling wave components. In the context
of acoustics, these variables represent the displacement of waves travelling in the positive
and negative x-directions, respectively. The discrete version of Equation (3.44) reads
lX
lX
) + u (nT +
)
c
c
= u+ [(n l)T ] + u [(n + l)T ],
u(lX, nT ) = u (nT
(3.45)
where substitution X = cT in Equation (3.45) results from the stability condition =

cT
X
= 1. In order to produce a physical output of a 1D system, the left- and right-going
travelling wave components are summed to

u(l, n) = u+ (n l) + u (n + l).
(3.46)
The 1D leapfrog scheme equation is given by Equation (3.4), which written in an analogous
form to Equation (3.46), reads
u(n + 1, l) = u(n, l + 1) + u(n, l 1) u(n 1, l).
(3.47)
52
If we now expand the right hand side of Equation (3.47) using analogous formulae to
Equation (3.46), one obtains
u(n, l) = u(n, l + 1) + u(n, l 1) u(n l, l)
= u+ (n l 1) + u (n + l + 1)
+ u+ (n l + 1) + u (n + l 1)
u+ (n l 1) u (n + l 1)
= u+ (n l + 1) + u (n + l + 1)
= u+ [(n + 1) l] + u [(n + 1) + l],
(3.48)
which shows that the solutions of the digital waveguide mesh and the finite difference time
domain method are equal. The equivalence has also been shown in 2D and 3D [49].
Rectilinear Digital Waveguide Mesh
In a 2D case, each node of the rectilinear Kirchhoff variable digital waveguide mesh is
updated according to the formula [89]
1 n
n1
n
n
n
pn+1
l,m = 2 (pl1,m + pl+1,m + pl,m1 + pl,m+1 ) pl,m ,
(3.49)
where pn+1
l,m is the updated node, l and m denote spatial indexes, and n denotes a time
index for neighbouring points. Therefore, two previous values are necessary to compute the
pressure value at the next time, which can be effectively implemented using two pressure
variables per grid point. Note that Equation (3.49) is the same as Equation (3.5) for
= 12 . Thus such an implementation is equivalent to the implementation of the 2D
standard leapfrog scheme.
As far as the dispersion characteristic is concerned, the original 2D and 3D digital
waveguide mesh suffers from a direction-dependent frequency error [105]. Figure 3.6(a)
shows the relative phase velocity as a function of numerical wavenumbers for the 2D
rectilinear DWM, in which the wave propagation speed is shown to be constant only in
diagonal directions. In axial directions, on the other hand, the propagation speed decreases
when frequency increases. This plot is identical to Figure 3.2, which confirms that the
rectilinear digital waveguide mesh is equivalent to the standard leapfrog scheme at the top
value of the Courant number.
With the original digital waveguide mesh structure, phase errors are quite severe and
this method produces accurate results for 2D and 3D room acoustics simulations only
up to one tenth of the sampling frequency [90]. Alternative sampling lattices have been
found to have better dispersion error characteristics as the error is spread more uniformly
53
color bar
1
0.95
ky X
ky X
0.9
0
0.85
0.8
0.75
k X
k X
(a)
(b)
0.7
Figure 3.6: Relative phase velocity for (a) the rectilinear digital waveguide mesh and (b) the interpolated
digital waveguide mesh, as a function of x- and y-direction wavenumbers. The darkness in the plots
indicates the relative phase velocity error, where white indicates a zero error, and any error larger then
or equal to 0.3 is represented with black colour.
in all directions. The triangular mesh lattice is proposed as a main alternative to the
rectangular mesh due to nearly direction-independent dispersion error in [38]. However,
mesh structures that are not based on a rectilinear grid are inconvenient for modelling
rectangular shapes commonly occurring in real rooms. Therefore, in order to make the
error of the rectangular mesh homogeneous in all directions, interpolation techniques have
been introduced.
Interpolated Digital Waveguide Mesh
In the original digital waveguide mesh structure, each junction is connected only with
axially neighbouring nodes. In order to reduce the dispersion error, each junction is
connected with all the diagonal and axial neighbours. Interpolation makes the dispersion
error nearly independent of the wave propagation direction [93]. The difference equation
for the 2D interpolated digital waveguide mesh can be written in the finite difference form
as [11]
pn+1
= 2 [a(pnl1,m + pnl+1,m + pnl,m1 + pnl,m+1 ) +
l,m
n1
b(pnl1,m1 + pnl+1,m1 + pnl1,m1 + pnl+1,m+1 ) + cpnl,m ] pl,m
,
(3.50)
54
where the optimised coefficients are given as
a = 0.6241,
b = 0.5(a 1),
c = 22 4(a + b),
= 1 .
(3.51)
Both first- and second-order linear interpolations have been applied to find the weighting
coefficients. However, the best result in terms of directionally independent error has
been obtained for the optimally interpolated digital waveguide mesh [91]. The optimised
parameters are obtained from minimising the relative frequency error [92]. The relative
phase velocity is illustrated in Figure 3.6(b) and it can be seen that for the valid frequency
range, which is limited to a half of the Nyquist frequency, the dispersion error is equal in
all propagation directions. Furthermore, such a directionally independent dispersion error
is the same as for the rectilinear digital waveguide mesh in axial directions.
These results are very similar to an interpolated approach applied in finite difference
time domain schemes, where the smallest dispersion is obtained by superimposing two
rectilinear schemes, one of which is rotated by 45 degrees [115]. The finite difference
scheme can be then optimised by adjusting one free parameter to distribute a propagation
speed equally in all directions [11]. Despite the fact that dispersion in the interpolated
digital waveguide mesh is directionally independent, the error still remains. For accurate
room acoustics modelling, such a substantial dispersion can be a source of significant
errors. Therefore, the use of frequency warping technique has been proposed in order to
reduce the direction-independent dispersion error [93]. Note that the frequency warping
technique can only be applied if the dispersion is directionally-independent.
Boundary Models
Boundary modelling is fundamental for accurate room acoustics modelling. In particular,
there is a necessity for controllable boundary conditions, where the reflection coefficient
of the wall or other boundary could be precisely represented in a simulation. The vast
majority of the boundary formulations for the digital waveguide mesh simulations of room
acoustics are based on a 1D mesh termination, illustrated in Figure 3.7. Typically, the
discrete boundary is modelled by introducing extra boundary nodes and interconnecting
them with the edge nodes of the simulated mesh, which represent the interior of a room.
The idea is that only the boundary node and the adjacent node in the room interior space
are needed in order to derive the local velocity component normal to the wall. This way,
wave propagation is locally assumed to be one-dimensional at a boundary, hence the model
does not implement wave propagation along boundaries. This simplification is somewhat
-1
-1
-1
-1
-1
-1
-1
-1
-1
-1
-1
-1
-1
-1
-1
55
-1
-1
-1
Figure 3.7: 1D boundary termination of the digital waveguide mesh using a dummy node.
unphysical, but for high impedances it still roughly approximates locally reacting surface
theory.
1D Frequency-independent Boundaries
The first boundary of this kind was introduced by Savioja et al. in [90] for the original
digital waveguide mesh that is implemented as an FDTD model, thus using Kirchhoff
variables. The basic approach is to calculate the node values with 1D formula
pB (n) = (1 + R)p1 (n 1) RpB (n 2),
(3.52)
where R represents a reflection coefficient in the range of 1 < R < 1, p1 is the discrete
sound pressure in front of the boundary one time step ago and pB is the discrete sound
pressure at the boundary two time steps ago [90]. Applying this basic solution to multidimensional digital waveguide mesh proved to be correct for high values of the reflection
coefficient and low angles of incidence. However, due to the change in dimensionality,
undesirable reflections occur for small values of the reflection coefficient.
An improvement to these unwelcome reflections for relatively low real impedance values
has been made by applying Taylor series approximations in [77]. Better performance was
noticed for low values of the reflection coefficient when the first-order solution of the series
is applied. Such a boundary formula designed to improve the case for R = 0 is given by
56
[77]
pB (n) = 2p1 (n 1) (1 R)p2 (n 2) RpB (n 2).
(3.53)
This approach is still one-dimensional and as such does not provide a general solution
for multidimensional boundary modelling. The improvement is only noticed for positive
values of r and a significant error occurs at the low frequencies, even for high values of
the reflection coefficient. In addition, the performance of such a boundary for high angles
of incidence is not improved. Further enhancement has been proposed with the use of a
second-order FIR filer but this makes the simulation valid for an even narrower frequency
band [54].
Frequency-independent Nonlocally Reacting Surface Model
More recently, the first attempt to model nonlocally reacting walls in DWM simulations
has been proposed in [51]. The change of admittance of this multidimensional approach
is incorporated at the end of the simulated interior of the room for reflective boundary
modelling. The admittance Y can in general be designed separately for each connection
of junctions according to
Y =
1R
,
1+R
(3.54)
and the admittance layer should consist of at least 4 rows of mesh points in order to
obtain decent results and ensure stability. Part of the signal gets through the admittance
boundary and reaches the absorbing boundary located behind the former one, which truncates the mesh. The propagated signal is absorbed (at the absorbing boundary) using the
spatial filter-based absorbing boundary condition [55]
pB (n) = hBa1 (n 1) +
hBd1
[p1,x1 (n 1) + p1,x+1 (n 1)] +
2
hBd2
[p2,x1 (n 2) + p2,x+1 (n 2)]
2
hBa2 p2,x (n 2) + hBa3 p3,x (n 3),
(3.55)
where subscript B designates the node coordinates taking into account three neighbours
perpendicular to a boundary and four diagonal neighbours (two per each direction), and
h represents axial and diagonal filter coefficients, respectively. The coefficients of the filter
have been optimised numerically using a Nelder-Mead algorithm for the 2D rectangular
digital waveguide mesh. Therefore, this termination is not directly applicable in other
mesh topologies or 3D meshes. This nonlocally reacting boundary structure performs well
for positive values of the reflection coefficient but still some error is encountered due to
a nonoptimal absorbing boundary [51]. Nevertheless, this technique usually gives better
results than the 1D boundary termination.
57
The idea of modelling boundaries as nonlocally reactive surface has also been applied
to the 3D DWM in [52]. The motivation for this boundary model was unacceptably high
numerical error in reflectance that resulted for 3D simulations with the use of aforementioned 1D boundary terminations [52]. However, the admittance boundary in a 3D case
did not produce good results due to the lack of a highly absorbing termination of a 3D
homogeneous boundary layer. Hence, a 1D termination was used for that purpose. In
order to obtain a 3D boundary model for any reflection coefficient, a 3D highly absorptive
boundary model would be required.
1D Frequency-dependent Model with KW-pipes
The aforementioned methods for modelling boundaries in K-DWM only allow modelling
a real-valued reflection coefficient that is constant over all frequencies. However, the reflectance of real boundaries is generally frequency-dependent. As material parameters are
given for each octave band, the simulation would have to be run for each octave separately.
This approach can be extended to frequency-dependent boundaries by replacing the reflection coefficient with a digital filter [46]. Whereas the termination of a room interior
modelled with wave variable digital waveguide mesh is completely straightforward, such a
simulation would require much more resources than the Kirchhoff variable room interior
implementation. Therefore, the use of KW-pipes in room acoustics has been proposed
to combine the K-DWM room interior implementation with the reflectance filters at a
boundary in [53] and [75]. Note that the boundary termination with the use of KW-pipes
is always one-dimensional due to the nature of KW-converters that are applied between
the K-DWM node and W-DWM junction. This also applies to multidimensional simulations in which a dummy junction (that passes waves travelling in both directions) is
introduced and to which the reflectance filter is connected such as in [53] and [75]. It can
be concluded that the frequency-dependent boundary terminations available in the DWM
literature are always based on the 1D termination, and hence suffer from the same problems as frequency-independent boundary models. Therefore, at nonperpendicular angles
of incidence their performance is significantly deteriorated [37].
Modelling Diffusion
In addition to specular reflections, methods to model diffuse reflections in the DWM have
been studied. For example, basic quadratic residue diffusers were modelled with delay
lines of integer length in [68, 100]. Unfortunately these models also use 1D reflection
coefficients to model the boundary, an approach that may lead to significant boundary
reflection errors. Most other studies in the DWM field tend to aim towards controllable
diffusion rather than predictivity. For example, in [67] circulant matrices were applied,
58
which result in random redirection of reflected waves at the boundary. A similar approach
has been taken in [101], where in order to avoid the rotation error caused by the limited
number of directions, it was proposed to apply the rotations at the mesh nodes adjacent to
the boundary, resulting in a so-called diffusing layer. While high levels of diffusion can
be induced with this approach, a downside is the unphysicality of placing a local, pointbased scattering mechanism in front of the actual boundary. The implications are that
the performance depends strongly on the mesh topology, and the model is unpredictable
for high angles of incidence when sound waves can be rotated more than twice or not even
once [101].
Whereas the aforementioned diffusion models are associated with boundaries, an alternative approach is to place diffusion elements in the interior of the waveguide mesh,
which can be viewed as modelling objects within the acoustical space [4].
3.2.5
Implicit Methods
The methods described so far in this chapter can be classified as explicit finite difference
methods, i.e. the discrete solution to the wave equation in a given mesh node is computed
explicitly from discrete values of this and neighbouring grid points at previous time steps.
Such explicit compact finite difference schemes, which look at the nearest neighbouring
points in discrete space domain, are only second-order accurate in both time and space
domain. Higher-order accuracy schemes are difficult to design mainly due to providing
stability near boundaries and low operation count. The improvement in accuracy of the
FDTD method is possible with the use of implicit schemes, which can even be fourthorder accurate in time and space. Therefore, an implicit finite difference method seems
an interesting choice for room acoustics modelling, especially that it achieves the highestorder of accuracy on the smallest mesh system [19]. Furthermore, implicit methods usually
have better stability properties than explicit schemes based on the same spatial stencil.
Consequently, the accuracy of such a method is higher for a wider frequency range, relative
to the sampling frequency. It is even possible to derive an unconditionally stable compact
implicit scheme approximating the wave equation, which cannot be achieved with the use
of compact explicit finite difference schemes.
The general update equation for a node in a compact implicit FD scheme approximating the 2D wave equation can be written as
2 2
n
2
2
[1 + a(x2 + y2 ) + d(x2 y2 )]pn+1
l,m = [2 b(x + y ) e(x y )]pl,m
n1
,
[1 + c(x2 + y2 ) + f (x2 y2 )]pl,m
(3.56)
where x2 and y2 denote second-order difference operators approximating the derivatives

in space, respectively. Unfortunately, multidimensional implicit methods require solving
59
a set of equations at an advanced time level [constructed from terms on the left hand
side of Equation (3.56)]. Therefore, the problem of inversion of a multidimensional matrix
arises. Such matrix inversion algorithms are in general computationally very demanding,
especially for a matrix without a simple pattern that would result for modelling acoustic
spaces of complex shapes.
To address this problem, alternating direction implicit (ADI) methods have been introduced [30], in which the problem of inverting a multidimensional matrix is reduced to
a succession of many one-dimensional inversion problems by factorising the scheme [35].
Each of these subequations involves an inversion of a one-dimensional matrix only, which
consists in finding the solution of a three-diagonal set of equations. The rest of terms in
these equations can be computed explicitly from the values stored in the memory.
Some of the splitting formulae for the 2D compact implicit scheme implemented with
the use of an alternating direction implicit method include the following formulations [42]
(
and
n+1
= 2 [(x2 + y2 ) + bx2 y2 ]pnl,m ,
(1 + ax2 )pl,m
n+1
n1
n
(1 + ay2 )(pn+1
l,m 2pl,m + pl,m ) = pl,m ,
n+1
=
(1 + ax2 )pl,m
(1 + ay2 )(pn+1
l,m
2
a [1 + (a
n1
)
2pnl,m + pl,m
b)y2 ]pnl,m ,
n+1
+
= pl,m
2
a (1
+ by2 )pnl,m ,
(3.57)
(3.58)
n+1
denotes an intermediate value that is computed from the first equation. Equawhere pl,m
tion (3.58) has been identified in [42] as the most efficient computationally since it involves
the calculation of y2 only at each node. In all splitting formulae, the global accuracy of the
method is preserved only if the intermediate boundary conditions are obtained explicitly
from the second equation. That is, the intermediate boundary condition in a splitting
given by Equation (3.58) is calculated from
n+1
= (1 + ay2 )(gn+1 2gn + gn1 )
pl,m
2
(1 + by2 )gn ,
a
(3.59)
where gn denotes an explicit value of the boundary node computed from the respective boundary condition which in the continuous domain can be expressed as p(x, y, t) =
g(x, y, t).
Adjusting the schemes free parameters may minimise the problem of the overall dispersion error or the directional dependence of numerical dispersion [12]. An interesting set
of parameters has been proposed in [35], for which a fourth-order accurate scheme results.
This is the only compact finite difference scheme that offers such a high accuracy on the
smallest mesh system.
There is a convenient algorithm to inverse the three-diagonal system of linear equations
60
A
(a)
(b)
Figure 3.8: The implementation procedure of the alternating direction implicit method in (a) a rectangular room and (b) an L-shape acoustic enclosure.
that arise in alternating direction implicit technique, namely, the Thomas algorithm [109].
This technique allows for a fast implementation of 1D matrix inversion, and consequently
the computational load is not much increased compared to explicit methods. A detailed
explanation of the Thomas algorithm is presented in Section 3.4.
ADI Implementation
Let us here briefly outline the implementation of computational procedure for ADI methods in a 2D domain. The implementation of a rectangular space, depicted in Figure 3.8(a),
is very straightforward and is based on solving for discrete pressure values lying along the
lines in x-direction according to the first equation. This way intermediate values are obtained in all grid points of the simulated room interior. Such a procedure is repeated
for all horizontal lines in a larger loop which goes through the mesh lines in the vertical
direction. Secondly, the second equation is used to calculate the pressure values along the
vertical mesh lines using past pressure values and intermediate values computed at the
first step. This line by line calculation is again done in a larger loop that goes through
the mesh lines in the horizontal direction [109].
When the simulation region is nonrectangular, the procedure for the implementation
of the ADI technique is analogous to the disintegrating operator technique given in [34].
As an example, the L-shaped region, illustrated in Figure 3.8(b), is considered. At first,
n+1
at all points of the modelled space are determined with the
the intermediate values pl,m
use of the first equation of (3.58) apart from grid point B. The intermediate value at B
cannot be calculated since it depends on the value of pn+1
l,m at the point D which is yet to
be computed [36]. Thus all the values along horizontal mesh lines can be computed apart
61
from the mesh line BC. Next, the value of pn+1

l,m is computed at mesh point D by solving
the second equation of (3.58) along the mesh line AB. Having obtained pn+1
l,m at D, we
calculate an intermediate value at B. Next, the missing line in the horizontal direction BC
is determined with the first equation. Finally, since all the intermediate values are known,
the computation along all vertical lines can be done using the second equation of (3.58).
Note that the mesh line AB has already been determined. This procedure may easily be
applied to ADI methods in general regions in 2D and 3D acoustic spaces [36]. However, it
requires a special treatment of inner corners, also referred to as reentrant corners, which
for complex geometries of the modelled space may severely complicate the implementation
of the ADI method.
3.3
Frequency Warping
The frequency warping technique [80] consists in pre-processing the input and postprocessing the output signals of the simulation with a warped FIR filter, which reduces
frequency shifting to compensate for the dispersion error [93]. The frequency warping
technique can be applied to reduce the dispersion error in methods, for which dispersion
is directionally independent. Reducing the direction-independent numerical error extends
the frequency range in which the simulation is valid. Such a correction is considered to
be correct as the difference between the maximum and minimum error after warping is
relatively small [91].
A frequency warping FIR filter structure with a unit delay replaced with a first-order
allpass filter is depicted in Figure 3.9. The transfer function of such an allpass filter is
given by
H(z) =
z 1 +
.
1 + z 1
(3.60)
The extent of warping depends on the value of a coefficient , which is constant for all
the filters. The tap coefficients are set to input signal samples, the one to be warped. An
impulse is fed into the FIR filter and the output of the FIR filter is a frequency-warped
version of the original signal. In addition to warping, changing the sample rate allows
for nonlinear frequency shifts, which are impossible to obtain by just using the warping
technique. A number of successive first-order frequency warping and resampling operations
is advised in order to reduce the error significantly. With the use of multiwarping, the
dispersion error of the 3D interpolated waveguide mesh is reduced to 1.2% [94].
Frequency warping can also be implemented in the frequency domain by nonuniform
resampling of the Fourier transformed signal [103]. Such a Fourier transform has to be
performed on a large number of data points in order to maximally reduce the artefacts of
the interpolation of spectral data. As the frequency response is in general complex-valued,
(n)
H(z)
x(N-2)
x(2)
x(1)
x(0)
H(z)
H(z)
H(z)
62
x(N-1)
y(n)
Figure 3.9: A frequency warping FIR filter structure.
interpolation should be applied to both real and imaginary parts so that both phase and
magnitude are preserved [95].
The great advantage of this method is that the cost of warping does not depend on
mesh size. However, the computational cost of this method depends on the length of the
warped signal and it is only applicable to finite input signals. Hence the main disadvantage
of the frequency warping technique is that pre- and post-processing has to be executed
off-line, which makes this method unsuitable for interactive audio applications.
3.4
Solving Tridiagonal Systems
The alternating direction implicit method is based on splitting the multidimensional matrix inversion problem into a 1D matrix inversion problem. Hence, an efficient method to
inverse a 1D tridiagonal matrix is required. A convenient algorithm to solve tridiagonal
systems of equations which arise in implicit finite difference schemes, called Thomas algorithm, is presented in this section. The Thomas algorithm is a simplified form of the
Gaussian elimination that can generally be used to solve tridiagonal systems of equations
[109].
Consider the following system of equations for l = 1, 2, ..., L 1
al pl1 + bl pl + cl pl+1 = dl ,
(3.61)
where al , bl , and cl are coefficients, pl denotes the unknown pressure value to be computed
at the time step n + 1 at the position denoted with subscript l. The right hand side of
the equation that can be computed explicitly is denoted as dl . Such a tridiagonal system
of equations written in the matrix form yields
b1
c1
c2
a2 b2
... ...
...
aL1 bL1 cL1
0
aL
bL
p1
p2
...
pL1
pL
d1

d2

= ...

dL1
dL
63
In order to solve for three pressure values at the next time step with the use of the
Thomas algorithm, we need to know the pressure value at the left and right boundary
p0 = 0 ,
pL = L ,
(3.62)
which have to be computed explicitly before the tridiagonal system can be solved.
Firstly, the following expression is applied to replace Equation (3.61)
pl = el+1 pl+1 + fl+1 ,
(3.63)
where e and f are auxiliary 1D vectors for l = 0, 2, ..., L 1, the values of which are to
be determined. Substituting Equation (3.63) for pl+1 into Equation (3.61), the following
expression results
al (el+1 pl+1 + fl+1 ) + bl pl + cl pl+1 = dl .
(3.64)
Equation (3.64) is consistent with Equation (3.61) if the following conditions are met
el+1 = cl gl
(3.65)
fl+1 = (dl al fl )gl ,
(3.66)
gl = (al + bl el )1 .
(3.67)
where gl is given as
Thus, for known initial values of e1 and f1 , the computation of el and fl is straightforward
from Equations (3.65) and (3.66) for index l greater than 1. At the left boundary, the
boundary condition p0 = 0 is consistent with p0 = e1 p1 + f1 for the following initial
auxiliary values e1 = 0 and f1 = 0 . The second part of the Thomas algorithm consists
in solving system using Equation (3.63). Note that the solution for the node at a right
boundary is known from the right boundary condition pL = L .
The Thomas algorithm to solve the tridiagonal system given by Equation (3.61) with
the values at the boundary given by Equation (3.62) can be summarised as follows. Firstly,
e1 = 0 and f1 = 0 are initialised. Secondly, the values of auxiliary vectors are computed,
in a loop on l from 1 to L 1, according to Equations (3.65) and (3.66). Finally, within
the loop on l from L 1 to 0, the solutions of the tridiagonal system of linear equations
are calculated according to Equation (3.63).
3.5
Fractional Delays
One of the goals of this thesis is to implement diffusers based on a phase grating approach
by adding delays to reflectance filters, as will be explained in Chapter 8. In general,
64
phase grating diffusers may require arbitrary well depths that do not fall on the linear
grid. Therefore, interpolation techniques are necessary to simulate a delay of a noninteger
multiple of the sample period, the so called fractional delay.
Such noninteger length delays are often applied for interpolation between samples in
delay lines smoothly varying their length in order to correct the difference between the
desired time delay and the nearest multiple of the sample interval. Arbitrary digital delays
are also commonly used in sound synthesis, e.g. in a lossless feedback loop in a vibrating
string simulation [106] and in classical lossless tube model that concatenates tube sections
of different diameters [118].
An ideal fractional delay element (i.e., an ideal band limited interpolated) is nonrealisable since the corresponding impulse response would be noncausal and infinitely long
[118]. Therefore, approximation techniques have to be applied, the most commonly applied kinds of fractional delay filters being: Lagrange FIR interpolation filters and Thiran
allpass interpolation filters.
Both of these techniques yield maximally flat group delay at low frequencies and computational cost of both implementations approximating an ideal fractional delay is comparable [118]. A linear Lagrange interpolation FIR filter has an advantage of a nonrecursive
implementation which does not introduce any significant numerical problems for timevarying coefficients. However, it suffers from amplitude attenuation at high frequencies.
Such a lowpass filtering effect is often undesired, and consequently its applicability is
sometimes limited to heavily oversampled cases. Conversely, allpass filters are filters of a
unity amplitude for all frequencies and thus a Thiran allpass filter is a more commonly
used interpolator in the field of audio. The transfer function of a discrete-time allpass
filter is given as [118]
A(z) =
aN + aN 1 z 1 + ... + a1 z (N 1) + z N
,
1 + a1 z 1 + ... + aN 1 z (N 1) + z N
(3.68)
where N denotes the order of the filter and ai are real filter coefficients. Thiran has
originally proposed a method for calculating optimally flat group delay response at low
frequencies for an all-pole IIR filter, which suffered from the lack of control of the magnitude response. This method has been extended to designing allpass filters, resulting in
the following coefficients of a maximally flat group delay allpass filter [66]
k
ak = (1)
N
k
N
Y
N +n
,
N +k+n
n=0
k = 0, 1, 2, ..., N
(3.69)
65
(a)
Phase delay [samples]
1.5
0.5
0.1
0.2
0.3
Normalised frequency
0.4
0.5
0.1
0.2
0.3
0.4
0.5
(b)
2.5
1.5
1
0
Figure 3.10: The phase delay of a Thiran allpass filter of a: (a) first-order and (b) second-order,
respectively. The dashed lines indicate an ideal fractional delay.
where the k binomial coefficient is given as

N
k
N!
k!(N k)!
(3.70)
and denotes the value of the fractional delay. Note that the delay parameter refers
to the actual delay length rather than the offset from N samples. The Thiran design
technique is the only closed-form solution known for designing allpass interpolators of
arbitrary order [106]. Since the filter nominator is an inverse version of the denominator
polynomial, the poles and zeros of the filter have the same angles in the complex plane
but inverse radii, and hence the magnitude response of the filter is perfectly flat at 1 for
66
First-order Thiran allpass filter

a1
y(n)
-1
N samples delay
y(n-N- )
-a1
Figure 3.11: A diagram depicting a delay line in series with a first-order Thiran allpass filter.
any coefficients [118]

jN
e
(ej )

|A(e )| =
= 1,
(ej )
j
(3.71)
and a group delay, which is most accurate at low frequencies, is given as [118]
A () =
A ()
= N 2 (),
(3.72)
where () is the group delay of 1/ (ej ). The phase delay (in samples) for a number
of desired delays at = 0 for the first-order and second-order Thiran allpass filters is
illustrated in Figure 3.10(a) and (b), respectively. The magnitude plots are not provided
as the amplitude response is 1 at all frequencies. As depicted in Figure 3.10, the Thiran
allpass filter matches perfectly a required phase delay at = 0. However, the phase delay
approximation is less correct at high frequencies, eventually converging to the delay value
given by the filter order.
Note that since a0 = 1, such an allpass filter does not require further scaling. A
simple rule of thumb for stability and accuracy for an allpass filter of an arbitrary order is
N 0.5 < N + 0.5 [118]. Consequently, a desired delay length is best approximated
with an allpass filter of the order equal to the integer nearest to the ideal delay value.
Alternatively, a low-order allpass filter in cascade with a delay line can be used in order
to reduce the use of high-order filters, and hence limit computational load, as depicted
in Figure 3.11. However, such a simplified approach reduces the accuracy of the phase
delay at high frequencies compared with a higher-order allpass filter. In addition, there is
a danger of zero-pole cancellation when the first-order allpass filter is used to approximate
a zero delay, and hence even approaching zero delay value should be generally avoided
because of inevitable round-off errors. Consequently, it should be ensured that a delay
range lies totally above zero, i.e. 0.1 1.1 [106].
3.6
67
Summary
A number of modelling techniques applicable to simulations of room acoustics were reviewed in this chapter, with the main focus on the equivalence of various approaches.
Geometrical and wave-based methods were briefly discussed and the motivation for the
chosen method was presented. In particular, an extensive overview of techniques that
are considered a subclass of FDTD methods was provided, which includes the digital
waveguide mesh, staggered and nonstaggered FDTD methods. The results of a consistent
approach to the analysis of the dispersion error and stability of these techniques clearly
indicates the equivalence of these three approaches. An important remaining question is
to find and analyse special cases of the general family of compact schemes, indicating the
most accurate and computationally efficient ones that are applicable to on-line simulations
of room acoustics.
For each technique, the boundary models available in the literature were briefly reviewed and the shortcomings of various boundary formulations were indicated. A strong
focus in subsequent chapters is to develop physically correct numerical formulations of
boundaries of the LRS type, which can be used for realistic and predictive FDTD simulations.
68
Chapter 4
Compact FDTD Schemes

This chapter aims at providing a better insight into the 2D and 3D approximations of
the wave equation using compact FDTD schemes, which are applicable to 2D room and
membrane modelling, and 3D room acoustics simulations. In general, FDTD schemes can
be independently divided into a few categories. The first division concerns the number
of neighbouring grid points used in an update formula. Whereas compact schemes use
the nearest (neighbouring) grid points only in an update equation, large star systems additionally take into account more distant nodes. The second division, which has already
been mentioned in the previous chapter, is related to the staggered or nonstaggered solutions of the wave equation, for which the updates are conducted respectively midway
during each time step between two subgrids or once at each time step for the whole grid.
Finally, FDTD approximations can also be divided into explicit and implicit schemes.
While explicit methods calculate the state of the system at the next time step from known
previous and current discrete values, an implicit approach finds it by solving an equation
that additionally involves the state of the system at the next time step.
In this thesis, a family of compact FDTD schemes based on a rectilinear mesh is considered since large star systems (looking at more distant nodes in an update equation)
are inconvenient due to complicated treatment of boundaries. Such compact schemes are
restricted to three neighbouring nodes in a discrete space-time domain. The analysis presented in this chapter includes well known methods such as the standard leapfrog scheme
(that is mathematically equivalent to the digital waveguide mesh), the interpolated digital
waveguide mesh, the tetrahedral scheme in a 3D case, and compact implicit methods. An
overview of these techniques has been provided in Sections 3.2, 3.2.4, and 3.2.5. Compact
implicit schemes are not often used in an audio context, probably due to the extensive
cost of direct inversion of a multidimensional matrix at each time step. However, a family of compact implicit schemes can be defined which enables efficient implementation
using alternating direction implicit (ADI) technique. This technique is characterised by
Chapter 4. Compact FDTD Schemes
69
an improved efficiency over the well established explicit schemes for simulations that require high accuracy, which makes compact implicit schemes an important option for audio
applications at high sample rates.
The presented special cases of the general family of compact schemes are analysed in
terms of stability, accuracy, dispersion error, and computational efficiency. The main focus
is on identifying schemes that are the most efficient for on-line modelling acoustic systems
in a specified audio bandwidth. Therefore, the smallest dispersion error and computational
efficiency are the main factors in the presented analysis. In addition, schemes that have
the most directionally independent dispersion error are analysed, and the most efficient
schemes are identified. The reader is reminded that we aim at on-line simulations of
acoustic spaces with moving sources and receivers, which excludes the use of off-line postprocessing techniques, such as frequency warping.
This chapter is divided in two parts, presenting the 2D and 3D compact schemes
approximating the wave equation, and each of these parts is structured as follows. Firstly,
the general formulation of a family of compact schemes is presented, followed by sections
identifying special cases of explicit and implicit schemes, respectively. Secondly, the issue
of stability and order of accuracy are investigated. Next, the dispersion error is evaluated,
followed by a detailed analysis of the accuracy and isotropy in valid frequency ranges for all
special cases of schemes. Finally, the computational efficiency is briefly analysed, followed
by some final conclusions.
4.1
2D Compact FDTD Schemes
The general objective of FDTD room acoustics modelling is the numerical solution of the
wave equation that governs sound wave propagation in air, which for a 2D x-y coordinate
system is given by
2p
= c2
t2
2p 2p
+
x2 y 2
(4.1)
where p denotes the acoustic pressure and c is the sound wave velocity. For rectilinear
meshes, a general equation for the family of compact implicit FD scheme approximating
the wave equation can be formulated as follows [42]
[1 + a(x2 + y2 ) + a2 x2 y2 ]t2 pnl,m = 2 [(x2 + y2 )
+ bx2 y2 ]pnl,m ,
(4.2)
where = cT /X is the Courant number, and a and b are free numerical parameters. The
resulting scheme is implicit except for a = 0. The pressure update variable pnl,m , and
70
second-order derivative centered difference operators t2 , x2 , and y2 , are defined as

pnl,m p(x, y, t)
t2 pnl,m
x2 pnl,m
x=lX,y=mX,t=nT
n+1
n1
pl,m 2pnl,m + pl,m
,
pnl+1,m 2pnl,m + pnl1,m ,
y2 pnl,m pnl,m+1 2pnl,m + pnl,m1 .
4.1.1
(4.3)
(4.4)
(4.5)
(4.6)
Special Cases of Explicit Schemes
Setting a = 0 in Equation (4.2), a family of compact explicit schemes approximating the

2D wave equation results
t2 pnl,m = 2 [(x2 + y2 ) + bx2 y2 ]pnl,m .
(4.7)
Applying centered operators to Equation (4.7) yields the general compact explicit scheme
difference equation
pn+1
l,m
d1 (pnl+1,m + pnl1,m + pnl,m+1 + pnl,m1 )
d2 (pnl+1,m+1 + pnl+1,m1 + pnl1,m+1 + pnl1,m1 )
n1
d3 pnl,m pl,m
,
(4.8)
where
d1 = 2 (1 2b),
d2 = 2 b,
and d3 = 2(1 22 + 22 b).
(4.9)
Choosing different values of parameter b yields special cases of compact explicit schemes,
the most important of which are provided in Table 4.1. The last two rows of the table
indicate the numerical cutoff frequencies in axial and diagonal directions, respectively.
The standard leapfrog (SLF) scheme results for b = 0, and we remind the reader here
that for the top value of the Courant number, this scheme is mathematically equivalent to
the rectilinear digital waveguide mesh (DWM), and also has the same numerical dispersion
and stability characteristics as Yees scheme. The stencil of the standard leapfrog scheme
is depicted in Figure 4.1, where only neighbouring nodes in axial directions are used in an
update formula.
As explained in [10], the rotated leapfrog (RLF) scheme can be interpreted as applying
standard centered finite operators along the diagonals rather than the horizontal and
vertical axes. One could say that the RLF stencil is 45o rotated in comparison to the SLF
scheme; both use a 6-point stencil in the space-time grid to update the new value at
time (n + 1) (see Figure 4.1).
An interpolated stencil generally results with nonzero values of b; this can be viewed
71
Rotated Leapfrog (RLF)
Stanfard Leapfrog (SLF)

(n+1)
(l+1,m+1)
(l+1,m)
(l+1,m+1)
(l+1,m)
(n)
(l-1,m-1) (l,m) (l+1,m-1)
(l-1,m-1) (l,m) (l+1,m-1)

(n-1)
Implicit
Interpolated (INT)
(n+1)
(l+1,m+1)
(l+1,m)
(l+1,m+1)
(l+1,m)
(n)
(l-1,m-1) (l,m) (l+1,m-1)
(l-1,m-1) (l,m) (l+1,m-1)

(n-1)
Figure 4.1: Compact FDTD Stencils. For each type of stencil, the middle node at time (n + 1) is
updated using the remaining black-coloured nodes.
as a superposition of two leapfrog schemes, one of which is rotated by 45 degrees [11, 122].
Such schemes, for which a = 0 and 0 < b <
1
2,
have been referred to as interpolated
schemes [10] and their mesh topology is illustrated in Figure 4.1. A nearly frequencyindependent dispersion error can be achieved by setting b =
1
6
0.167, which yields
the nearly isotropic scheme described by Trefethen [115], which is referred here as the
interpolated isotropic (IISO) scheme. The interpolated digital waveguide mesh (IDWM)
developed by Savioja and Valim
aki uses the same stencil, but the coefficients of their
difference equation are calculated using an optimisation method [93]; the result of which
is effectively equivalent to setting b = 0.1879 and =
1
2
in Eq. (4.8) [58]. Therefore,
it can be said that the IDWM as defined in [92] is nearly equivalent to the interpolated
isotropic scheme with the difference that the Courant number is substantially below its
top value.
Another interesting case is the interpolated wideband (IWB) scheme which results for
b=
1
4
and = 1. As will be explained later in this chapter, this is the only scheme in
the family that covers the whole available bandwidth (i.e. the lowest cutoff frequency is
positioned at the Nyquist frequency).
Note that the SLF, RLF, IISO, and IWB schemes use difference equation coefficients
with sizes that are powers of
1
2,
which makes these schemes particularly attractive for
efficient fixed-point implementations since all multiplications can be computed as bit shift
72
Table 4.1: Special cases of 2D compact explicit schemes, where fa T and fd T denote the cutoff
frequencies in axial and diagonal directions, respectively.
Standard
Leapfrog
(SLF)
Rotated
Leapfrog
(RLF)
Interp.
DWM
(IDWM)
Interp.
Isotropic
(IISO)
Interp.
Isotropic
2 = 0.5
Interp.
Wideband
(IWB)
1
2
0.1879
1
6
1
6
1
4
1
2
1
2
3
4
1
2
d1
1
2
0.3103
1
2
1
3
1
2
d2
1
2
0.0949
1
8
1
3
1
4
d3
0.3794
12
1
3
fa T
0.25
0.5
0.25
0.33
0.25
0.5
fd T
0.5
0.25
0.29
0.5
0.3041
0.5
operations. Conversely, the update formula for the IDWM has more complicated coefficients and hence it is not particularly well suited to fixed-point implementations.
4.1.2
Special cases of implicit schemes
As has already been discussed in Section 3.2.5, multidimensional compact implicit methods
approximating the wave equation require solving a difference equation at the advanced
time level. To address this issue, alternating direction implicit (ADI) methods have been
introduced [30], which rely on solving a set of three-diagonal equations. The problem
of inverting a matrix is then reduced to a succession of many one-dimensional problems
by factorising the scheme [19]. As presented in Section 3.2.5, a computationally efficient
splitting is
2
[1 + (a b)y2 ]pnl,m ,
a
2
n+1
= pl,m
+ (1 + by2 )pnl,m ,
a
n+1
(1 + ax2 )pl,m
=
(4.10)
(1 + ay2 )t2 pnl,m
(4.11)
73
n+1
is an intermediate value. The implementation
where pnl,m is the update variable and pl,m
of an ADI method in a 2D case consists of two following stages. Firstly, the intermediate
values are computed row by row in horizontal direction according to Equation (4.10).
Next, the intermediate values are used in computations in vertical direction according
to Equation (4.11). In order to preserve the global accuracy, the intermediate boundary
values should be obtained explicitly from Equation (4.11), as has been shown is Section
3.2.5. Writing out the standard difference operators in Equations (4.10) and (4.11) yields
the full difference equations
n+1
n+1
n+1
a(pl+1,m
cpl,m
+ pl1,m
) = d(pnl,m+1 epnl,m + pnl,m+1 ),
(4.12)
n1
n1
n1
),
+ pl1,m
cpl,m
+gpnl,m a(pl+1,m
(4.13)
n+1
n+1
n+1
n
n
a(pn+1
l,m+1 cpl,m + pl,m1 ) = pl,m + f (pl,m+1 + pl,m1 )
where the respective coefficients are as follows
c = 2 a1 ,
2 (ab)
,
d=
a
1
e = (2 + ab ),
f = 2a + a b ,
g = 2 4a + a (1 2b).
(4.14)
For fast implementation of matrix inversion, there exists an efficient algorithm to inverse
the three-diagonal system of linear equations that arise in implicit finite difference schemes,
namely, the Thomas algorithm [109]. This technique has been described in detail in Section
3.4. All of the presented implicit compact schemes use the same update stencil illustrated
in Figure 4.1, in which all the neighbouring nodes in time and space domain are applied
in an update formula.
An interesting set of parameters (a =
12
12
and b =
1
6)
has been proposed by Fair-
weather and Mitchell in [35], as presented in Table 4.2, for which fourth-order accuracy
in both time and space domain is obtained [19]. In comparison, compact explicit schemes
can be at the most second-order accurate in both time and space domain. This scheme
defines a subgroup of schemes within the family of Equation (4.2) of fourth-order accuracy
(FOA), as will be explained later in this section.
The maximally flat isotropic (MFI) scheme [122] is the scheme for which the difference
between axial and diagonal relative phase velocity is maximally flat. Such a scheme is
particularly useful when the aim is to apply off-line pre- and post-warping techniques
in order to remove as much as possible any direction-independent numerical dispersion,
such as those presented in Section 3.3. Finally, the optimum implicit (OI) scheme is an
74
Table 4.2: Special cases of 2D compact implicit schemes, where fa T and fd T denote the cutoff
frequencies in axial and diagonal directions, respectively.
Maximally
Flat Implicit
(MFI)
a
1
4
2 3
1
6
fa T
fd T
Fourth-order
Accurate
(FOA)
Optimum
Implicit
(OI)
12
12
0.0492
1
6
0.228
31
0.77
0.38
0.29
0.33
0.5
0.5
0.5
optimisation example, that is computationally most efficient under the criterion that the
relative phase velocity error should not exceed 1% [122].
4.1.3
Stability analysis
The stability analysis presented in this section for a general family of 2D compact implicit
FDTD schemes is analogous to the stability analysis of a 1D standard leapfrog scheme
presented in Section 3.2.1. Let us first consider a wave travelling in direction x relative
to the Cartesian coordinate system, cutting the x-axis at an angle ,
p(x , t) = p0 est ekx ,
(4.15)
where p0 denotes a real-valued amplitude and s = + j denotes complex frequency, and

k is the continuous-time wavenumber. Since the propagation direction can be expressed
as x = x cos() + y sin(), the continuous-time single-frequency plane wave solution can
be written as
p(x, y, t) = p0 est ekx x eky y ,
(4.16)
where wavenumbers in both directions are given respectively as kx = k cos and ky =

k sin . This solution in the discrete space-time domain reads
pnl,m = p0 esnT ekx lX eky mX ,
(4.17)
75
where kx and ky denote the directional numerical wavenumbers. The centered finite difference operators given by Equations (4.4), (4.5) and (4.6) can for such solutions be expressed
as
t2 pnl,m =

z 2 + z 1 pnl,m ,
= 4 sin2 (T /2) pnl,m ,
(4.18)
x2 pnl,m = 4 sin2 (kx X/2) pnl,m ,
(4.19)
y2 pnl,m = 4 sin2 (ky X/2) pnl,m .
(4.20)
where z = esT , which represents the classic relationship between the s- and the z-domain
found in DSP literature.
Classical von Neumann stability analysis seeks a stability bound on such that no
growing solutions of the numerical system exist [109, 112]. Such a necessary stability
condition is expressed as |z| 1. Substituting Equations (4.18), (4.19), and (4.20) into
Equation (4.2) yields
z + 2B(sx , sy ) + z 1 = 0,
(4.21)
where following [10] the new variables

sx = sin2 (kx X/2),
(4.22)
sy = sin2 (ky X/2)
(4.23)
are introduced, and the variable B(sx , sy ) is given by

B(sx , sy ) = 22 F (sx , sy ) 1,
where
F (sx , sy ) =
sx + sy 4bsx sy
.
1 4a(sx + sy ) + 16a2 sx sy
(4.24)
(4.25)
The amplification equation (4.21) implies that the moduli of its two solutions cannot exceed
the value of 1 for any pair of wavenumbers (kx , ky ), and hence also for any combination
of (sx , sy ). Furthermore, it is sufficient to consider only real-valued wavenumbers in the
range /X kx , ky /X as functions sx and sy are periodic with . Note that kx
and ky can also become complex-valued [96], but in that case only the real part has to
be taken into account with regard to stability analysis. Equation (4.21) is stable when
|z| 1, which is equivalent to the following condition
B 2 (sx , sy ) 1,
(4.26)
76
which in turn yields a condition of the Courant number

2
1
.
Fmax (sx , sy )
(4.27)
Since the values of sx , sy are always in the range of [0, 1], the maximum value of function
F can only result for one of its extrema, which results in the following two cases
Fmax = max
1
2 4b
,
1 4a 1 8a + 16a2
(4.28)
Thus the stability bound on the Courant number for a family of compact implicit finite
difference time domain schemes reads

1 8a + 16a2
2
.
min 1 4a,
2 4b
(4.29)
The Courant number can only take positive values, and hence the following constraints
on the parameters a and b can be ultimately calculated from Equation (4.29)
1
a ,
4
1
b .
2
(4.30)
The order of accuracy of finite difference schemes is typically calculated in the FDTD
literature by substituting Taylor expansions of finite difference operators and substituting
them into the numerical wave equation. Next, the numerical error is calculated, which
serves as a basis for further analysis of free parameter values which bring about cancellation
of higher order terms in the error equation. The fourth-order truncation of the Taylor
expansions of the finite difference operators about the point (x, y, t), given respectively by
Equations (4.4), (4.5), and (4.6), yields
T 4 4
2
+
+ O(T 4 ),
t2
12 t4
(4.31)
x2 = X 2
2
X 4 4
+
+ O(X 4 ),
x2
12 x4
(4.32)
y2 = X 2
X 4 4
2
+
+ O(X 4 ).
y 2
12 y 4
(4.33)
t2 = T 2
Firstly, these equations are used to substitute for the respective difference operators in
Equation (4.2), and next, the necessary substitutions of derivatives according to the modified equation method [125, 10] are made, which yields the overall numerical error that is
77
expressed as
"

2 1 4 p
a+
E(p, a, b, , X) = c
12
x4
#

1
4p
+
b
X 2 + O(X 4 ).
6 x2 y 2
2
(4.34)
This equation clearly indicates that the only set of free parameters for which a compact
scheme can achieve fourth-order of accuracy defines the FOA scheme. Consequently, all
the other schemes are only second-order accurate.
4.1.4
Numerical dispersion
An unwanted side effect of using numerical finite difference time domain (FDTD) schemes
is that they introduce a direction-dependent dispersion error. As has been explained in
Section 3.2.2, this artefact causes high frequencies to travel at a lower (or higher) speed
than the continuous-time wave speed, and it is in general dependent on the propagation
direction. As a measure of dispersion error, the numerical phase velocity relative to the
correct velocity is often used, which is defined as the ratio of the effective numerical wave
speed c over the real wave speed c, the former given as
c = /k.
(4.35)
The amplification equation (4.21) can be used for deriving the formulae for the relative
phase velocity, which are next used to evaluate the dispersion error of all the presented
2D compact schemes. Let us first rewrite Equation (4.21) as
z 2 + z 1 = 42 F (sx , sy ).
(4.36)
The dispersion relation is obtained by substituting for the left-hand side of this equation
with Equation (4.18), which yields
sin2 (T /2) = 2 F (sx , sy ).
(4.37)
This formula enables one to calculate the angular frequency for a given pair of (sx , sy ) as

q
2
arcsin F (sx , sy ) .
=
T
(4.38)
Finally, the formula for the relative phase velocity of 2D compact schemes takes the
following form
78
p

2 arcsin F (sx , sy )
w
.
= q
v(kx , ky ) =
k c
(kx X)2 + (ky X)2
(4.39)
Note that such a formula allows one to obtain the dispersion relation for the pair of
(sx , sy ) and directional numerical wavenumbers (kx , ky ). Thus it provides a numerical
solution for the relative phase velocity. However, it may sometimes be advantageous
to have an analytic solution of Equation (4.39), e.g. in order to calculate the value of
the dispersion error at a certain frequency. Such analytic formulae can only be derived
assuming one propagation direction. The derivation of the relative phase velocity for axial
directions is presented here as an example.
When the wave travels innone of the fouroaxialn directions, the o
wavenumber ka takes
either of the following values kx2 = ka2 , ky2 = 0 or kx2 = 0, ky2 = ka2 . Hence the function
F can be next rewritten as a function of the axial wavenumber
F (ka ) =
sin2 (ka X/2)

.
1 4a sin2 (ka X/2)
(4.40)
Such a function is next combined with the dispersion relation (4.37), and the numerical
wavenumber in the axial direction is written explicitly as
2
arcsin
ka () =
X
sin2 (T /2)
.
2 + 4a sin2 (T /2)
(4.41)
Finally, the formula for the relative phase velocity in axial directions yields
va () =
ka () c
arcsin
(T /2)
r
(4.42)
sin2 (T /2)
2 +4a sin2 (T /2)
Similar analytic formulae can also be obtained for other propagation directions, but are
omitted here for brevity (see [122] for more details).
Equation (4.41) can also be used to calculate the numerical cutoff frequency for axial
directions. A general function f (x) = arcsin(x) becomes complex-valued when x > 1.
Hence the largest possible argument of f (x) for which it still remains real-valued is x = 1.
From Equation (4.41), this condition corresponds to
sin2 (T /2)
= 1,
2 + 4a sin2 (T /2)
(4.43)
79
which after solving for the frequency yields

arcsin()
fa T =
.
1 4a
(4.44)
This formula gives the value of the cutoff frequency in axial directions, and the respective
values are presented in Tables 4.1 and 4.2. Note the for frequencies above this cut-off
frequency, waves are evanescent, and resonances are not sustained [96]. Consequently, the
numerical simulation is only valid for frequencies below the respective cutoff frequencies,
which vary for each propagation direction.
4.1.5
Dispersion analysis
The relative phase velocity for the special cases is illustrated in Figure 4.3. The values are
calculated using Equation (4.39) for a given set of wavenumbers components. These plots
are very indicative in assessing how isotropic a particular scheme is. The interpolated
isotropic scheme for both its top Courant number 2 = 0.75 and at a lower value 2 =
0.5 have similarly directionally independent dispersion error to the interpolated digital
waveguide mesh. Furthermore, the MFI scheme is shown to be the most isotropic of the
three. These schemes are in general far more round than the other special cases.
One disadvantage of these plots is that they do not allow simply to determine the
numerical dispersion at a given frequency. This issue has been addressed in some studies
(such as [120, 39]), where a circle was drawn on plots of this type with the intention of
indicating the highest normalised temporal frequency. Unfortunately, the wavenumbers (referred to in [120, 39] as spatial frequencies) are not proportional to the temporal
frequencies. This can easily be verified when inspecting the dispersion relation.
As explained in [122], this set is easily translated to a set of frequencies and propagation
angles, which allows plotting the relative phase velocity in polar form, where the radial
axis represents normalised frequency. The plots are limited to real-valued wavenumbers;
hence the plots end at a frequency above which waves are evanescent, and the dispersion
error is not that relevant. In other words, the edge of each plot marks the numerical cutoff
frequency. The lowest cutoff frequency also defines the useful bandwidth for a particular
scheme.
Figure 4.3 indicates that the standard leapfrog scheme (and thus the rectilinear digital
waveguide mesh and Yees staggered scheme) suffers from a strongly direction-dependent
dispersion error and has its lowest cutoff frequency (at 0.25fs ) in axial directions. Conversely, the rotated leapfrog scheme has no dispersion error in axial direction but the valid
frequency range is determined by the lowest cutoff frequency in diagonal directions, which
effectively reduces useful frequency range to 0.25fs . The IDWM and the IISO scheme
are both nearly isotropic, and have their lowest cutoff frequency in axial directions which
SLF
RLF
ky X
kx X
MFI
kx X
kx X
FOA
OI
ky X
ky X
0
kx X
kx X
ky X
IISO [2 = 0.5]
IISO
IWB
ky X
ky X
80
kx X
ky X
ky X
color bar
0
0
0.7
0
kx X
0.8
0.9
kx X
Figure 4.2: Relative phase velocity as a function of x- and y-direction wavenumbers. Refer back to
Tables 4.1 and 4.2 for acronyms. The darkness in the plots indicates the relative phase velocity
error, where white indicates a zero error, and any error larger then or equal to 0.3 is represented
with black.
reduces their useful bandwidth to 0.25fs and 0.33fs , respectively. Figure 4.3 also confirms
that the IDWM is almost equivalent to the IISO if one sets =
1 .
2
The IWB scheme has
no dispersion error in axial directions, and as can be seen from Figure 4.3, for this scheme
the wavenumber remains real-valued for all frequencies up to Nyquist, which means that
the whole available bandwidth is used. Dispersion is the strongest in diagonal directions
for this scheme. Concerning implicit schemes, all these schemes have the lowest cutoff fre-
81
quencies in axial directions and they are characterised by the full bandwidth in diagonal
directions. The valid frequency range for the MFI scheme amounts to 0.38fs , the FOA has
the lowest cutoff at 0.29fs in axial directions, and the OI scheme provides a bandwidth
up to 0.33fs .
Figure 4.3 shows that the FOA and the OI schemes have the largest bandwidth at
which the numerical dispersion is relatively small. Hence the implicit schemes are shown
to be generally more accurate than explicit compact schemes. Concerning explicit schemes,
the IWB and the ISO schemes perform relatively well in that regard, providing the widest
overall bandwidth in which the scheme is quite accurate in all propagation directions.
4.1.6
Accuracy and Isotropy
Since the largest and the smallest numerical dispersion errors consistently occur in either
the axial or the diagonal direction, perhaps the most useful and informative way of inspecting the dispersion error is to plot the relative phase velocity only for these two directions,
as shown in Figure 4.4. In order to investigate the accuracy of compact schemes, we define
the accuracy range as the frequency band in which the relative phase velocity error does
not exceed a specified value, also referred to here as the critical error, for all propagation
directions. For 2D modelling, we define the admissible error as 2% to regard a simulation
accurate. We could also define the scheme isotropy as the frequency band in which the
difference between the axial and diagonal direction is smaller than 2%, as illustrated in
Figure 4.5 for explicit schemes.
The SLF scheme (and thus also the DWM and Yees scheme) is considered accurate
up to 0.1fs . Similarly, the RLF scheme is considered accurate only up to 0.1fs . The
IDWM is also accurate up to 0.1fs , and is isotropic up to 0.23fs with a high relative
phase velocity error of 15% at 0.23fs , but almost no isotropy error up to 0.2fs . The IISO
scheme is accurate up to 0.18fs , and is isotropic up to 0.27fs with a 3 times smaller overall
dispersion error of 5.5% at 0.27fs . The IWB scheme is accurate and isotropic up to 0.22fs .
Note that whereas the dispersion error of SLF, IDWM and IISO schemes becomes very
high immediately after exceeding the aforementioned frequencies, the IWB scheme error
grows very slowly up to almost the Nyquist frequency. The 2% error results for the MFI
scheme at 0.16fs , and it is isotropic up to 0.34fs . The FOA scheme is characterised by
the smallest dispersion error in the lowest range of frequencies of all the compact schemes.
However, its accuracy range (i.e., dispersion error smaller than 2%) is limited to 0.22fs ,
similarly to the IWB scheme. The OI scheme has the largest range of frequency in which
it is still accurate, which amounts to 0.29fs , and the numerical error is also directionally
independent within this frequency range. Note that the relative phase velocity of the OI
scheme exceeds the value of 1 for frequencies in this range, which is illustrated in Figure
SLF
90o
135o
RLF
0o
135o
IISO [2 = 0.5]
180o
0o
45o
0o
45o
135o
90o
90o
135o
45o
45o
180o
90o
OI
90o
135o
45o
135o
90o
135o
MFI
0o
90o
FOA
90o
180o
45o
45o
135o
90o
135o
45o
135o
0o
90o
90o
45o
180o
45o
135o
90o
135o
45o
0o
90o
IISO
IWB
180o
45o
135o
90o
135o
45o
180o
82
45o
color bar
180o
0o
180o
0o
0.7
45o
135o
45o
135o
90o
0.8
0.9
90o
Figure 4.3: Relative phase velocity as a function of frequency (polar plot radius) and propagation
angle (polar plot angle). In each plot, starting from the most inner circle, the dotted-line circles
indicate f = ( 18 , 14 , 38 , 21 )fs . For acronyms, refer back to Tables 4.1 and 4.2.
4.5. The MFI scheme is characterised by the widest frequency range in which it is perfectly
isotropic, which spreads up to 0.3fs .
It is worth realising what the implications of the dispersion error on the room impulse
response are. For that purpose, a numerical simulation example of a rectangular membrane
with clamped edges is presented to compare the performance of both the compact explicit
and implicit methods. The simulated membrane consists of 8x8 grid points with outer
nodes assigned a constant value of zero. The term membrane is used here instead of a 2D
83
AXIAL DIRECTION
Relative phase velocity
1.05
1
0.95
0.9
SLF
RLF
IWB
IISO
MFI
FOA
OI
0.85
0.8
0.75
0.7
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
0.5
0.4
0.45
0.5
DIAGONAL DIRECTION
1.05
1
0.95
0.9
SLF
RLF
IWB
IISO
MFI
FOA
OI
0.85
0.8
0.75
0.7
0.05
0.1
0.15
0.2
0.25
0.3
0.35
Figure 4.4: Relative phase velocity of 2D compact schemes for axial (top) and diagonal directions
(bottom).
room due to the simple boundary implementation, which is characteristic for modelling
membranes with clamped edges. A sharp impulse was injected into one corner node (2, 2)
and the receiver was located in the opposite corner (7, 7) of the membrane. The magnitude
of the impulse responses for the interpolated digital waveguide mesh and the fourth-order
accurate compact implicit FD scheme are compared to theoretical modal frequencies in
Figure 4.6(a) and (b), respectively. In general, the numerical simulation brings about
systematic shifts in modal frequencies which increase with frequency. For the interpolated
digital waveguide mesh simulation, these frequency shifts are particularly strong, and as
a result the impulse response is considerably compressed. In comparison, the resonance
frequencies resulting with the compact implicit FD scheme match well with analytical
values for a significantly wider frequency range.
The effect of dispersion is also clearly visible in the time domain. Figure 4.7 illustrates
subsequent soundfields in a 2D coupled room simulated using the interpolated digital
Difference between diagonal and axial phase velocity
84
ISOTROPY ERROR
0.1
SLF
IDWM
IISO (2=0.5)
IISO
IWB
MFI
FOA
0.08
0.06
0.04
0.02
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
0.5
Figure 4.5: The absolute value of the difference between the relative phase velocity in diagonal and
axial directions of 2D compact schemes.
waveguide mesh and the fourth-order accurate compact implicit scheme. A sharp Gaussian
impulse was injected into a one grid point and the propagation of the resulting spherical
wave with reflections from boundaries is shown. One immediate observation is that the
wavefront in the simulation using the interpolated digital waveguide mesh is not well
preserved. Small ripples that appear after the wavefront actually arise from the dispersion
as high frequencies of the injected signal travel slower than low frequencies. Consequently,
the wavefront is smeared out as the simulation proceeds. It can also be observed that the
dispersion error of the interpolated digital waveguide mesh is directionally-independent
as the same smearing is clearly visible for all propagation directions. In contrast, the
wavefront in simulations using the fourth-order accurate compact implicit scheme is much
better preserved, which is a consequence of substantially smaller dispersion than for the
IDWM.
4.1.7
Computational Cost
Even though the figures presented in the previous section are very useful for investigation
of the dispersion error for a given sample rate, the direct comparison of these schemes in
terms of their computational efficiency is difficult to determine. This is primarily due to
the use of different Courant numbers for most of these schemes. Even though some insight
can be gained from comparing schemes for equal Courant numbers (see, for example, [10]),
it seems more informative to restrict any comparisons to schemes at their highest possible
value of the Courant number (provided that 1), since that is when the numerical
85
Impulse response magnitude [dB]
50
40
30
20
10
0
10
20
30
40
0
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
0.5
0.4
0.45
0.5
(a) Interpolated digital waveguide mesh
Impulse response magnitude [dB]
50
40
30
20
10
0
10
20
30
40
0
0.05
0.1
0.15
0.2
0.25
0.3
0.35
(b) Fourth-order accurate compact implicit scheme

Figure 4.6: Magnitude of the membrane impulse response for: (a) the interpolated digital waveguide
mesh without frequency warping, and (b) the fourth-order accurate compact implicit scheme. Dashed
lines denote the ideal mode frequencies of the membrane.
dispersion is generally the lowest.

Let us first consider the overall number of arithmetic operations and memory access
operations for each junction. Disregarding the differences in the values of the Courant
number, one can subdivide all the compact schemes into three categories based on the
type of implementation, namely the standard leapfrog scheme, the interpolated schemes
and compact implicit schemes implemented using the ADI technique. This way the number
of arithmetic operations and memory access operations per junction at each time step for
the three types of schemes can be calculated. Results of such analysis are presented in
Table 4.3. The number of memory locations required for storing values from previous time
steps is the same for all three categories. In comparison to explicit schemes, the increase in
the number of multiplications for compact implicit scheme is offset by the lower number
of memory access operations per grid point. Such a small number of memory access
operations results for computationally efficient splitting in the ADI technique given by
86
IDWM (t = 15 ms)
FOA (t = 15 ms)
IDWM (t = 62.5 ms)
FOA (t = 62.5 ms)
IDWM (t = 125 ms)
FOA (t = 125 ms)
IDWM (t = 250 ms)
FOA (t = 250 ms)
Figure 4.7: Soundfields in a 2D coupled room using the interpolated digital waveguide mesh and the
fourth-order accurate compact implicit scheme, at four consecutive points in time.
87
Table 4.3: Arithmetic operations and memory access operation count.
Standard
Leapfrog
(SLF)
Interpolated
(INT)
Fourth-order
Accurate
(FOA)
Sum/Sub
Mult/Div
16
Mem Acc
10
Equations (4.10) and (4.11).

In order to obtain the same numerical error as the IWB scheme or ADI schemes up
to 0.2fs , the standard leapfrog scheme would require a two times higher sample rate,
which would result in a four times denser grid and two times the number of samples to be
computed. Consequently, the number of arithmetic operations would increase eight times
and four times more memory locations would be needed. Note that for the same sample
rate the number of arithmetic operations and memory access operations is half that of the
interpolated schemes.
Given an accuracy criterion presented in the previous section, a suitable metric for
computational complexity is the amount of computation required in order to obtain a
certain accuracy (for example 2%) over a specified bandwidth. This metric seems very
reasonable since in the audio context one usually requires accurate results over a given
frequency range. Using the amount of nodal updates per square meter per second as a
metric for the computational load, and not considering the option of compensating for the
dispersion error via frequency warping, it has been shown in [122] that the IWB scheme
is always the optimally efficient nonstaggered compact explicit scheme regardless of the
choice of critial error value and around 4 times more efficient than the SLF scheme. The
IWB scheme is also optimally efficient of all compact explicit schemes, regardless of the
choice of the value of a tolerable numerical error, i.e. if we define the accuracy as 0.5%,
still the most efficient compact explicit FDTD scheme is the IWB scheme. Among the
remaining explicit schemes, the IISO scheme is also considered efficient [122]. Concerning
implicit schemes, they all require the same computational complexity per nodal update for
a given ADI implementation. The FOA scheme is the most efficient option, in particular
when high accuracy is required. Similar efficiency can also be obtained with the OI
scheme. As far as the comparison of explicit and implicit schemes is concerned, the analysis
presented in [122] has shown that the ADI method is always the most computationally
88
efficient as long as the critical error (i.e., accuracy limit) is up to about 2%. Setting a
substantially higher value of the critical error (e.g. at 10%), the IWB scheme is the most
efficient of all schemes. More results on the relative efficiency of compact FDTD schemes
can be found in [122].
4.2
3D Compact FDTD Schemes
There exist numerous practical applications for the FDTD technique in the area of architectural design of auditoria, churches, listening rooms, and concert halls. Since real
acoustic spaces are three-dimensional, the numerical solution of the 3D wave equation is
the ultimate goal in numerical simulations of room acoustics. In a 3D x-y-z coordinate
system, sound wave propagation in air is governed by
2p
= c2
t2
2p 2p 2p
+
+
x2 y 2 z 2
(4.45)
and the 3D compact implicit FDTD scheme approximating the 3D wave equation in the
form that enables an alternating direction implicit implementation is expressed as
(1 + ax2 )(1 + ay2 )(1 + az2 )t2 pnl,m,i = 2 [(x2 + y2 + z2 )
+ b(x2 y2 + y2 z2 + x2 z2 )
+ cx2 y z ]pnl,m,i ,
(4.46)
where a, b, and c are free parameters, =
cT
X
denotes the Courant number and l, m,
and i denote spatial indexes in x-, y-, and z-direction, respectively. The centered finite
difference operators are analogous to their 2D counterparts, the example operator in a
new z-direction is given by
y2 pnl,m,i pnl,m,i+1 2pnl,m,i + pnl,m,i1 .
4.2.1
(4.47)
Special Cases of 3D Explicit Schemes
Similarly to the 2D case, this section deals with the family of 3D compact FDTD schemes,
which include both explicit and implicit schemes. Let us first consider an family of explicit
schemes approximating the 3D wave equation, which is obtained by setting a = 0. Hence
89
the general form of a compact explicit scheme is given as

t2 pnl,m,i = 2 [(x2 + y2 + z2 )
+ b(x2 y2 + y2 z2 + x2 z2 )
+ cx2 y z ]pnl,m,i ,
(4.48)
with two free parameters b and c, and the Courant number . Therefore, there exists one
more parameter for 3D schemes that can be adjusted for minimising the dispersion error
in comparison to the 2D case. The general formula for updating a grid point in a 3D
FDTD simulation using compact explicit schemes is obtained by applying centered finite
difference operators to Equation (4.48), which yields
pn+1
l,m,i
=
+
+
+
+
+
+

d1 pnl+1,m,i + pnl1,m,i + pnl,m+1,i + pnl,m1,i + pnl,m,i+1 + pnl,m,i1

d2 pnl+1,m+1,i + pnl+1,m1,i + pnl+1,m,i+1 + pnl+1,m,i1
pnl,m+1,i+1 + pnl,m+1,i1 + pnl,m1,i+1 + pnl,m1,i1
pnl1,m+1,i + pnl1,m1,i + pnl1,m,i+1 + pnl1,m,i1

d3 pnl+1,m+1,i+1 + pnl+1,m1,i+1 + pnl+1,m+1,i1 + pnl+1,m1,i1
pnl1,m+1,i+1 + pnl1,m1,i+1 + pnl1,m+1,i1 + pnl1,m1,i1
n1
d4 pnl,m,i pl,m,i
,
(4.49)
where
d1 = 2 (1 4b + 4c),
d2 = 2 (b 2c),
d3 = 2 c,
d4 = 2(1 32 + 62 b 4c2 )
(4.50)
are the coefficients used in implementation. The choice of the free parameters b and c
determines special cases of explicit schemes based on a rectilinear grid, and a list of the
main ones is provided in Table 4.4. This table presents information about free parameters
values (a,b,c), the stability bound on the Courant number for a given scheme, and the
values of coefficients used in the implementation, d1 , d2 , d3 , and d4 . In addition, the cutoff
frequencies in three directions are provided, namely in axial fa T , side-diagonal fsd T ,
and diagonal fd T directions, respectively. We will refer to the side-diagonal direction
when considering the diagonal of the side of a cube, and to the diagonal direction when
90
Table 4.4: Special cases of 3D compact explicit schemes, where fa T , fsd T and fd T denote the cutoff
frequencies in axial, side-diagonal and diagonal directions, respectively.
Standard
Leapfrog
(SLF)
Octahedral
(OCTA)
Tetrahedral
(TETRA)
Interp.
DWM
(IDWM)
Interp.
Isotropic
(IISO)
Isotropic
2
(IISO2)
Interp.
Wideband
(IWB)
1
2
1
4
0.2034
1
6
1
6
1
4
1
4
0.0438
1
48
1
16
1
3
1
3
3
4
3
4
d1
1
3
0.1205
1
4
15
48
1
4
d2
1
4
0.0386
1
8
3
32
1
8
d3
1
4
0.0146
1
64
1
16
d4
0.6968
89
32
fa T
0.196
0.5
0.5
0.196
0.333
0.333
0.5
fsdT
0.304
0.25
0.5
0.216
0.5
0.5
0.5
fd T
0.5
0.25
0.333
0.225
0.377
0.5
0.5
considering the diagonal of a cube.

The 3D standard leapfrog scheme (SLF) results for b = 0 and c = 0. For the top value of
the Courant number, the 3D standard leapfrog scheme is again mathematically equivalent
to the 3D rectilinear digital waveguide mesh, and also has the same numerical dispersion
and stability characteristics as the 3D Yees scheme. Furthermore, the implementation of
the standard leapfrog scheme at the top Courant number value is identical to the digital
waveguide mesh implementation using Kirchhoff variables. The stencil of the 3D SLF
scheme, depicted in Figure 4.8, consists of neighbouring nodes in three axial directions
only. Note that the presented cube represents spatial neighbouring nodes from the previous
time step.
The second scheme uses eight neighbouring nodes in diagonal directions only, as illus-
91
Tetrahedral (TETRA)
Standard Leapfrog
( l-1,m-1,i+1)
( l-1,m-1,i+1)
( l-1,m-1,i )
( l-1,m-1,i )
( l+1,m+1,i-1)
( l+1,m+1,i-1)
( l+1,m,i-1)
( l+1,m,i-1)
(l-1,m-1,i-1)
(l,m-1,i-1)
( l+1,m-1,i-1)
(l-1,m-1,i-1)
(l,m-1,i-1)
( l+1,m-1,i-1)
Interpolated (INT)
Octahedral (OCTA)
( l-1,m-1,i+1)
( l-1,m-1,i+1)
( l-1,m-1,i )
( l-1,m-1,i )
( l+1,m+1,i-1)
( l+1,m+1,i-1)
( l+1,m,i-1)
( l+1,m,i-1)
(l-1,m-1,i-1)
(l,m-1,i-1)
( l+1,m-1,i-1)
(l-1,m-1,i-1)
(l,m-1,i-1)
( l+1,m-1,i-1)
Figure 4.8: Compact FDTD stencils for the 3D standard leapfrog, the octahedral, the tetrahedral,
and the 3D interpolated schemes.
trated in Figure 4.8. Because of the eight-point stencil used in an update formula, this
scheme is referred to in the FDTD and DWM literature as octahedral (OCTA) scheme
[11, 12, 17]. The octahedral scheme results for b =
1
2
and c = 41 , and has an advantage
that the top value of the Courant number amounts to = 1. Hence, the propagation
speed over one mesh point in axial directions is one sample.
The tetrahedral scheme [33] results for b = 14 and c = 0, and its name stems from the
number of twelve spatial grid points used in an update formula. The stencil of the tetrahedral (TETRA) scheme, illustrated in Figure 4.8, consists of twelve side-diagonal grid
points which are located in the middle of the edges of a cube defined for three propagation directions. Similarly to the octahedral scheme, the top value of the Courant number
amounts to 1.
The 3D interpolated stencil results for other values of free parameters b and c. In
general, interpolated schemes can be viewed as a superposition of three schemes, namely
the standard leapfrog, the octahedral, and the tetrahedral schemes. Hence, for most cases
its implementation consists of using all twenty six nearest neighbouring nodes surrounding the updated node. By analogy to the 2D case, such schemes can be referred to as
interpolated schemes [11] and their mesh topology is depicted in Figure 4.8. A nearly
frequency-independent dispersion error can be achieved by setting b =
1
6
and c = 0, which
92
is referred here as the interpolated isotropic (IISO) scheme. Another isotropic, in terms of
the dispersion error, scheme is obtained by setting b =
1
6
and c =
1
48 ,
which is referred here
as the interpolated isotropic (IISO2) scheme. Note that in the former isotropic scheme,
not all twenty seven surrounding mesh points are used in an update formula. Nevertheless,
we still consider it to be a part of the family of interpolated schemes. The 3D version
of the interpolated digital waveguide mesh (IDWM) developed by Savioja and Valim
aki
uses the same 27-point stencil, but the coefficients of their difference equation are calculated using an optimisation method [95]. The coefficients of the IDWM obtained by
optimisation up to 0.25fs (that have been presented in [95]) are effectively equivalent to
setting b = 0.2034, c = 0.0438 and = 0.5773 in Equation (4.49). In contrast to the 2D
case, these coefficients do not simply relate to the coefficients of the 3D IISO and IISO2
schemes.
As will be shown later in this chapter, the only scheme that actually provides the whole
available bandwidth in all propagation directions is the interpolated wideband scheme
(IWB). Such a 3D interpolated wideband scheme results for b = 14 , c =
1
16
and = 1.
The only schemes that have difference equation coefficients with sizes that are powers
of
1
2
are the octahedral, the tetrahedral, and the interpolated isotropic schemes. Hence
these schemes are particularly attractive for efficient fixed-point implementations since
all multiplications can be computed as bit shift operations. A set of simple difference
equation coefficients also results for the standard leapfrog and the interpolated wideband
schemes, in which case the multiplications by small odd numbers are required, in addition
to multiplications by powers of 12 . These can easily be implemented in fixed-point arithmetic by multiplying by the closest power of
a power of
1
2
1
2
and adding the remaining value that is also
[18]. On the other hand, the IDWM and the IISO2 scheme have coefficients
(provided in Table 4.4) which cannot be efficiently implemented in fixed-point arithmetic.
4.2.2
3D Compact Implicit Schemes
The alternating direction implicit method can also be applied in the 3D case, when Equation (4.46) is factorised in order to reduce the issue of 3D matrix inversion to a succession
of 1D matrix inversion problems [19]. The most efficient splitting formula for the 3D ADI
method has been proposed in [42]
2
[1 + (a b)(y2 + z2 )]pnl,m,i ,
a
2
n+1
n+1
(1 + ay2 )t2 pl,m,i
= pl,m
+ (b a)y2 pnl,m,i ,
a
2
n1
n+1
n
(1 + bz2 )pnl,m,i ,
(1 + az2 )t2 (pn+1
2p
+
p
)
=
p
+
l,m,i
l,m,i
l,m,i
l,m,i
a
n+1
(1 + ax2 )pl,m,i
=
(4.51)
(4.52)
(4.53)
93
n+1
n+1
are intermediate pressure variables. This splitting formula requires
and pl,m,i
where pl,m,i
that c = ab and hence the number of implicit schemes free parameters are reduced to two.
The computational procedure is analogous to that presented in Section 4.1.2, but in this
case it consists of three following stages in which intermediate values are calculated row
by row in all three respective propagation directions. The resulting 1D matrix inversion is
efficiently implemented using the Thomas algorithm, which has been described in detail
in Section 3.4.
The most accurate of all compact schemes results for the following set of parameters
2
1
(a = 1
12 and b = 6 ), which has been proposed by Fairweather and Mitchell [35]. These
parameters are exactly the same as in the 2D case and the resulting scheme is also fourthorder accurate. Therefore, the fourth-order accurate (FOA) scheme is used for comparison
of compact implicit and explicit schemes in sections to follow. Note that the Courant
number also remains unchanged, and hence the fourth-order accuracy is obtained for
= 3 1.
4.2.3
Stability Analysis
A single-frequency plane-wave solution of the wave equation in the continuous space-time

domain is in general given by Equation (4.15). Consider such a wave travelling in a positive
x-direction of a 3D coordinate system x-y-z, and cutting the Cartesian x-axis at a pair of
angles (, ), where and denote the azimuth and elevation angles, respectively. Using
the coordinate rotation x = x cos() cos() + y sin() cos() + z sin(), the wave solution
becomes
p(x, y, z, t) = p0 est ekx x eky y ekz x ,
(4.54)
where kx = k cos cos , ky = k sin cos , and kz = k sin . In the discrete space-time
domain, this equation is expressed as
pnl,m,i = p0 esnT ekx lX eky mX ekz iX ,
(4.55)
where the directional numerical wavenumbers are given respectively as kx = k cos cos ,
sin . Therefore, such directional wavenumbers are repreky = k sin cos , and kz = k.
sented by the effective wavenumber k and a pair of propagation angles (, ).
Substituting the 3D versions of finite difference operators given by Equations (4.18),
(4.19), and (4.20) into the 3D compact FDTD scheme equation (4.46), the following amplification equation results
z + 2B(sx , sy , sz ) + z 1 = 0,
(4.56)
where the new variables are defined as sx = sin2 (kx X/2), sy = sin2 (kt X/2), and sz =
94
sin2 (kz X/2), respectively, and

B(sx , sy , sz ) = 22 F (sx , sy , sz ) 1,
(4.57)
where
F (sx , sy , sz ) =
(sx + sy + sz ) 4b(sx sy + sx sz + sy sz ) + 16csx sy sz

.
1 4a(sx + sy + sz ) + 16a2 (sx sy + sx sz + sy sz ) 64a3 sx sy sz
(4.58)
The moduli of its three solutions have to be smaller than or equal to unity for any combination (sx , sy , sz ) and thus any combination (kx , ky , kz ). Considering only real-valued
wavenumbers in the range /X kx , ky , kz /X, the stability condition |z| 1 leads
to the following condition
1
.
Fmax (sx , sy , sz )
Since sx , sy , sz [0, 1], the maximum values of Fmax are given as

Fmax = max
1
2 4b
3 12b + 16c
,
,
2
1 4a 1 8a + 16a 1 12a + 48a2 64a3
(4.59)
(4.60)
Therefore, the stability condition for the 3D compact FDTD schemes is

1 8a + 16a2 1 12a + 48a2 64a3
2 min 1 4a,
,
.
2 4b
3 12b + 16c
(4.61)
Since the value of the Courant number has to be positive, from Equation (4.61), the
domain of the free parameters is reduced by the von Neumann analysis to
1
a ,
4
1
b ,
2
1
(12b 3).
16
(4.62)
The analysis of the order of accuracy of 3D compact FDTD schemes consists in substituting Taylor expansions of finite difference operators and substituting them into the
numerical wave equation. Similarly to the 2D compact schemes, there is only one scheme
that is fourth-order accurate, namely the 3D FOA scheme. All the remaining schemes
presented in this chapter are second-order accurate. Note that the overall numerical error
of second-order accurate schemes may vary quite substantially among them.
4.2.4
Numerical Dispersion
The numerical dispersion relation is derived from the amplification equation (4.56) by first
rewriting it as
z 2 + z 1 = 42 F (sx , sy , sz ),
(4.63)
95
and next substituting z 2 + z 1 = 4 sin(T /2), which yields

sin2 (T /2) = 2 F (sx , sy , sz ).
(4.64)
The frequency for (sx , sy , sz ) is therefore given as

q
2
arcsin F (sx , sy , sz ) ,
=
T
(4.65)
and hence the final formula for the 3D compact FDTD schemes takes the following form
p

2
arcsin
F
(s
,
s
)
x
y
= q
v(kx , ky , kz ) =
.
k c
(kx X)2 + (ky X)2 + (kz X)2
(4.66)
The numerical solutions for the relative phase velocity are calculated from this formula for a set of directional wavenumbers (kx , ky , kz ). An analytic formulae for specific
propagation directions as a function of frequency can be found using similar procedure
to that presented in Section 4.1.4. In fact, the formula for the relative phase velocity in
axial directions is the same as for the 2D case. Thus the axial relative phase velocity
and the axial cutoff frequency are respectively given by Equations (4.42) and (4.44). The
respective analytic formulae for other propagation directions can also be found in a similar
fashion.
4.2.5
Dispersion Analysis
The largest and the smallest numerical dispersion errors consistently occur in one of the
following directions: the axial, the side-diagonal, or the diagonal direction. Therefore,
the most useful and informative way of inspecting the dispersion error is to plot the
relative phase velocity only for these three directions. Figure 4.9 illustrates the relative
phase velocity as a function of frequency for all the special cases of 3D compact schemes
presented in this chapter. The investigation of the cutoff frequencies of these plots is
also very indicative in assessing how isotropic a particular scheme is and what its useful
frequency range is.
Let us first consider the isotropy and the valid frequency range of these schemes, which
are determined by the lowest cutoff frequency. As can be seen from Figure 4.9, both
interpolated isotropic schemes have nearly directionally independent dispersion error. In
addition, the interpolated digital waveguide mesh is characterised by the dispersion error
that is independent of the propagation direction. Therefore, these three schemes can be
considered much more round in dispersion error than the other special cases.
Figure 4.9 indicates that the 3D standard leapfrog scheme (and thus the 3D rectilinear
96
digital waveguide mesh and 3D Yees staggered scheme) suffers from a strongly directiondependent dispersion error. The lowest cutoff frequency is observed in axial directions
and it amounts to 0.196fs . A higher value of the lowest cutoff frequency results for the
OCTA scheme, which is observed in side-diagonal and diagonal directions, illustrated in
Figure 4.9 and given in Table 4.4. This effectively reduces the useful frequency range
of the octahedral scheme to 0.25fs . An even larger useful frequency range is obtained
using the TETRA scheme, for which the lowest cutoff frequency is 0.33fs . Even though
the cutoff frequency for other two extreme propagation directions (i.e., axial and sidediagonal directions) falls at Nyquist, the valid frequency range for the tetrahedral scheme
is reduced to 0.33fs .
As for the directionally-independent schemes, the IDWM has the lowest cutoff frequency in axial directions which coincides with the respective cutoff frequency of the SLF
scheme. Therefore, the valid frequency range is limited to 0.196fs . The highest cutoff
frequency for the IDWM, which is observed in diagonal direction, amounts to only 0.225fs
making this scheme the most narrow (in terms of the frequency bandwidth) of all the
presented schemes. The reader is reminded that the spectrum is enlarged to a wider valid
frequency range after the warping technique is applied. In fact, the presented coefficients
of the IDWM have been optimised for the after-warping cutoff frequency of 0.25fs [95].
The other two isotropic schemes are characterised by a much wider valid frequency
range (up to 0.33fs ). Note that the difference between the isotropic schemes and the
IDWM in a 2D case was not as substantial as in a 3D case. On the other hand, the
difference between the IISO and IISO2 is very minor, and it can only be observed for
diagonal directions, in which the respective cutoff frequencies are given as 0.377fs and
0.5fs , as presented in Table 4.4. Hence the IISO and IISO2 prove to be very similar in
their performance, as illustrated in Figure 4.9.
The IWB scheme is characterised by no dispersion in axial propagation directions, and
the numerical dispersion error is the strongest in diagonal directions. Furthermore, the
IWB scheme uses the whole available bandwidth, up to the Nyquist frequency. Hence the
simulations using the IWB scheme are valid up to 0.5fs . The FOA scheme has the lowest
cutoff frequency in axial directions, which reduces its valid frequency range to 0.242fs .
For the other propagation directions, nearly the whole bandwidth is provided.
4.2.6
Accuracy and Isotropy
Analogous to the 2D case, the accuracy criterion is given as the minimum frequency
for which the relative phase velocity error reaches a specified critical error value in the
direction characterised by the strongest dispersion. In this section, we apply the same
accuracy criterion defining the admissible error as 2% to regard a 3D simulation accurate.
97
AXIAL DIRECTION
1.05
1
0.95
SLF
IDWM
IWB
OCTA
TETRA
IISO
IISO2
FOA
0.9
0.85
0.8
0.75
0.7
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
0.5
0.4
0.45
0.5
0.4
0.45
0.5
SIDE DIAGONAL DIRECTION
1.05
1
0.95
SLF
IDWM
IWB
OCTA
TETRA
IISO
IISO2
FOA
0.9
0.85
0.8
0.75
0.7
0.05
0.1
0.15
0.2
0.25
0.3
0.35
DIAGONAL DIRECTION
1.05
1
0.95
SLF
IDWM
IWB
OCTA
TETRA
IISO
IISO2
FOA
0.9
0.85
0.8
0.75
0.7
0.05
0.1
0.15
0.2
0.25
0.3
0.35
Figure 4.9: Relative phase velocity of compact 3D schemes for axial (top), side-diagonal (middle), and
diagonal directions (bottom), respectively. Note that in the top plot, the relative phase velocity of the
following groups (IWB,OCTA, TETRA), (IISO and IISO2), and (SLF,IDWM) overlap, respectively.
Difference between best and worst phase velocity
98
ISOTROPY ERROR
0.1
IDWM
ISO
ISO2
IWB
FOA
0.08
0.06
0.04
0.02
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
0.5
Figure 4.10: The absolute value of the difference between the relative phase velocity in two extreme
directions of 3D compact schemes.
A similar criterion can be applied to istropy, where the admissible isotropy error between
the two extreme propagation directions is limited to 2%, as illustrated in Figure 4.10.
Applying the above criterion, the SLF scheme (and thus also the DWM and Yees
scheme) are considered accurate for up to 0.075fs . The OCTA scheme is accurate for up
to 0.093fs , and for the same frequency range it is also considered isotropic. The TETRA
scheme has a wider frequency range of accuracy which spreads up to 0.175fs . Similarly to
the OCTA scheme, the TETRA scheme has no dispersion in axial directions, and hence the
frequency range for isotropy coincides with the accuracy range (i.e., it is up to 0.175fs for
the TETRA scheme). The largest numerical error is encountered in diagonal propagation
directions for the IDWM. Therefore, the accuracy bandwidth of the IDWM scheme (before
warping) is reduced to a frequency range up to 0.069fs . Note that the IDWM is perfectly
isotropic for frequencies up to 0.18fs , for which the dispersion error does not exceed 1%,
which allows to obtain accurate simulations up to 0.25fs when the frequency warping
technique is applied. Applying the 2%, the IDWM is considered isotropic up to 0.191.
The IISO and the IISO2 schemes have their accuracy frequency range that extends to
0.175fs , which is the same as for the TETRA scheme. However, the range of frequencies
for which the IISO and the IISO2 are considered isotropic reaches as far as 0.269fs and
0.269fs , respectively. The IWB scheme is accurate for up to 0.186fs , which is also its
isotropy range; whereas the FOA scheme is considered accurate for up to 0.211fs and
isotropic up to 0.214fs .
The results for the relative phase velocity illustrated in Figure 4.9 for three propagation
directions indicate that there exist numerous schemes that are more accurate than the SLF
99
scheme. Concerning the accuracy of 3D schemes, the IWB scheme has the widest valid
frequency bandwidth of all explicit schemes in which the simulation is considered accurate,
regardless of the admissible error. Interestingly, the IISO, the IISO2, and the TETRA
schemes are considered accurate in exactly the same bandwidth, which is wider than for
the OCTA scheme, and substantially wider than for the SLF scheme and the IDWM,
regardless of the admissible error. Among all schemes, the widest frequency range of
accuracy is obtained for the IWB and the FOA schemes. However, direct comparison of
the IWB with the FOA scheme shows that the choice of the most accurate scheme depends
on the error criterion. For instance, for an admissible error of 2%, the FOA scheme is
accurate for a wider frequency band. On the other hand,if we define an admissible error
as 4%, the IWB scheme is accuate for up to 0.256fs , whereas the FOA scheme is accurate
for up to 0.242fs . Thus the IWB scheme provides a wider frequency range than the FOA
scheme in latter case. As far as isotropy in concerned, the IISO and the IISO2 schemes
have been shown to be isotropic for a significantly wider frequency range than the IDWM.
The main advantaged of the IDWM is that it is perfectly directionally-independent up to
0.18fs , which makes it such a good candidate for frequency warping.
4.2.7
Computational Cost
The computational complexity of 3D compact schemes can be evaluated in a similar manner as for the 2D schemes. Analogous to [122], we can define the computational density
as the number of nodal updates per cubic meter per second as nu =
fs
,
(X)3
where fs is the
sampling frequency required to guarantee accurate simulation (i.e. in which the relative
dispersion error does not exceed ec in any propagation direction), and X denotes the grid
spacing calculated from the Courant number as X =
calculated as fs =
c
min(a T,sd T,d T )
c
fs .
The required sample rate is
for the minimum normalised frequency in axial, side-
diagonal, and diagonal propagation directions for which the accuracy is ensured. c can
be set arbitrarily and it has to be applied consistently for calculating the computational
density nu of all compared schemes. Finally, the relative efficiency is defined as
(a, b, c, ec ) =
nu (0, 0, 0, ec , c )
nu (a, b, c, ec , c )
(4.67)
so that (a, b, c, ec ) is independent of the choice of c and the resulting value is normalised
by the computational density of the SLF scheme. The results of such a computational analysis for all cases of 3D compact schemes at their top Courant numbers and the following
values of the critical error ec = 2%, 4%, 8% are presented in Table 4.5.
Since each of the special cases is based on the rectilinear grid, each scheme requires
storing pressure values from two previous time steps. In this consideration, we do not
take into account the differences in amount of arithmetic operations per nodal update,
100
which is particularly true for fixed-point implementations. Furthermore, note that for an
alternating direction implicit technique, additional intermediate values are also required.
With regard to explicit schemes, the results presented in Table 4.5 indicate that the
IWB and both isotropic schemes (i.e. IISO and IISO2) are shown to be the most efficient of
all explicit schemes, independent on the numerical error that is admissible in a simulation.
In particular, the IISO and the IISO2 schemes are the most efficient computationally
for a tight accuracy criterion (up to 4%) and the IWB scheme is computationally more
efficient than the isotropic schemes for higher values of the accuracy criterion (above 4%).
However, since the relative efficiency values presented in Table 4.5 are very close to each
other, it can be concluded that the IWB, the IISO, and the IISO2 schemes are rather
comparable in efficiency.
The simulation using the TETRA scheme is slightly less efficient than using the IWB
and both isotropic schemes when low values of the critical error are considered. For
instance, in order to obtain the same dispersion error in a given frequency range at ec = 2%,
the TETRA scheme would require upsampling by 1.06fs , which means that the resuorces
would have to be increased by around 26%. Consequently, it can be concluded that the
efficiency of the IWB, the IISO, the IISO2, and the TETRA schemes is significantly better
than for other explicit schemes. Much more resources are required for the IDWM, the
SLF and the OCTA schemes to cover the same bandwidth at a given accuracy criterion,
regardless of the accuracy criterion applied.
The comparison of the best explicit schemes and the FOA scheme shows that for low
values of the admissible numerical error the FOA scheme is more efficient computationally
than explicit schemes. For ec = 2%, the FOA scheme is roughly 4 times more efficient
than the best performing explicit schemes, as given in Table 4.5, and this ratio increases
for a tighter error criterion. Therefore, the compact implicit method is shown to clearly
outperform compact explicit schemes in terms of efficiency when high accuracy is required.
It is only for substantially higher values of the admissible error (above 10%) when the best
performing explicit schemes can be considered more efficient than the FOA scheme.
4.3
Conclusions
In this chapter, a detailed description of a general family of compact explicit and implicit
FDTD schemes that are useful for modelling 2D and 3D acoustic systems is provided. For
modelling the room interior, the family of compact schemes includes a number of special
cases of interest that are either overall-accurate or nearly-isotropic, and as such are good
candidates for on- and off-line auralisation applications, respectively.
It is logical in the context of digital audio applications to evaluate schemes in terms
of the computational efficiency that guarantees that the numerical error does not exceed
101
Table 4.5: Relative computational efficiency for special cases of 3D compact schemes.
Stand.
Leapf.
(SLF)
Octahedral
(OCTA)
Tetrahedral
(TETRA)
Interp.
DWM
(IDWM)
Interp.
Isotrop.
(IISO)
(IISO2)
4th-ord.
Accur.
(FOA)
(2%)
0.44
5.63
0.7
8.67
7.01
29.64
(4%)
0.44
4.65
0.73
7.14
7.07
14.38
(8%)
0.44
3.46
0.8
5.31
6.99
7.16
1
3
1
3
Interp.
Wideb.
(IWB)
3
4
31
a predescribed value in a given frequency range. Applying such an accuracy criterion, the
implicit schemes have been shown to be generally more efficient that the majority of explicit
schemes, apart from the case when large dispersion errors are admissible. The compact
implicit FD method with optimum parameter choice allows remarkable reduction of the
dispersion error, which combined with implementation using the alternating direction
implicit technique, makes it an efficient method for highly accurate on-line applications.
As for the explicit schemes, a new scheme has been identified that provides the full
bandwidth of a numerical simulation in both 2D and 3D case, which is not obtained
with any other compact scheme. For equal sample rates, the novel interpolated wideband
scheme is also the most accurate of all explicit schemes, regardless of the error criterion. As
far as computational efficiency is concerned, the interpolated wideband and the isotropic
schemes have been shown to be significantly more efficient than other explicit schemes in
both 2D and 3D, with just small differences in efficiency depending on the dimensionality
and the accuracy criterion. Therefore, it can be concluded that the interpolated wideband
and both isotropic schemes are shown to be the most efficient, which makes them good
candidates for on-line room acoustics applications. Note that the interpolated wideband
scheme additionally has an advantage of displaying no dispersion error in axial directions,
which is beneficial for room acoustics modelling since the most pronounced room modes
arise from reflections between parallel walls. The only rival for accurate on-line applications is the fourth-order accurate implicit scheme, which is generally more efficient when
the admissible value of the maximum numerical error is relatively low. However, the
relative complexity of the implementation of the compact implicit scheme using an ADI
technique probably makes the interpolated wideband and the isotropic schemes the best
102
choice for FDTD simulations of complex-shape domains based on a rectilinear grid.

In general, one could say that if frequency warping is applied, one of the identified
isotropic schemes (i.e., IDWM, IISO or IISO2) could be used, where the final choice depends on the criterion associated with the application. Furthermore, the IISO scheme
has the advantage that the main scheme for updating the interior nodes can be rendered efficiently using a fixed-point implementation, as opposed to the interpolated digital
waveguide mesh.
Finally, it could be argued that the perceptual importance of accurate room mode
frequencies gradually decreases with frequency. Hence from a perceptual point of view, the
advantage of the full bandwidth of the interpolated wideband scheme might well outweigh
its disadvantage of a slightly quicker rise in isotropy error (than for the isotropic schemes),
possibly making the IWB generally the best choice for room auralisation, regardless of
whether the application is on-line or off-line.
103
Chapter 5
FDTD Formulation of Locally

Reacting Surfaces
Reflections from boundaries of an acoustic space play a pivotal role in room acoustics, and
therefore attention has been given to the problem of formulating numerical approximations
of boundaries. Generally, realistic boundaries are frequency-dependent, and hence appropriate boundary formulations should implement a frequency-dependent, complex wall
impedance. Developing such accurate formulations is an essential ingredient in creating
realistic and predictive FDTD simulations. Strictly speaking, complete physical models
of boundaries should include the transmission of waves in the wall. However, simulation
results in previous studies [15] have suggested that in many practical cases there is no
significant difference if wave propagation in the wall is neglected. Therefore, it is assumed
that any room surfaces are locally reacting, i.e. the reflective properties of any point on
the wall are completely characterised by a locally defined impedance.
With regard to FDTD modelling of a locally reacting surface, there exists a simple
frequency-dependent boundary model formulated for a staggered Yees grid that can have
mass-like and spring-like properties, which has been described in Section 3.2.3. With regard to unstaggered grids, the vast majority of boundary models have been developed for
terminating of the digital waveguide mesh. All boundary formulations of the locally reacting surface type that are available in the DWM literature are based on a 1D formulation,
where wave propagation is locally assumed to be one-dimensional at a boundary, hence
the model does not implement wave propagation along boundaries. An overview of such
boundary terminations is presented in Section 3.2.4.
In this chapter, we show that the 1D formulation leads to significant errors in phase
and amplitude for low impedances or high angles of incidence, and propose improved
numerical formulations of locally reacting surfaces, that can be applied to both FDTD
and DWM modelling of acoustic spaces. The approach taken avoids the unphysicality
Chapter 5. FDTD Formulation of Locally Reacting Surfaces
104
of the 1D formulation, by combining numerical versions of the locally reacting surface

(LRS) condition and the multidimensional (i.e. 2D or 3D) wave equation. Besides using a
nonstaggered grid, the formulation also differs from Botteldoorens (see Section 3.2.3 for
details) in that it does not introduce a new stability bound, i.e. the simulation is stable
for any physically feasible boundary parameters. The formulations supplied here consider
both 2D and 3D systems, including the treatment of corners and boundary edges. In
addition, a numerical boundary analysis method is proposed that provides a useful tool
for analysis of the numerical reflectance.
All the boundary update equations presented here are explicit difference equations,
and they are intended for room acoustics simulations using the standard leapfrog scheme.
However, provided that an unstaggered grid is used, these can in principle be used to
compute boundary nodes in all types of FDTD and K-DWM simulations, including cases
where the room interior nodes are computed with an implicit scheme. When alternating
direction implicit (ADI) methods are applied, the use of explicit boundary formulations
is not merely a choice but a necessity, as the ADI method requires at each time step that
the boundary node values are known before solving for the interior nodes, as explained in
Section 3.2.5. Note that such a combination introduces a scheme discontinuity, and thus
the overall stability of the simulation cannot be guaranteed in such cases.
The chapter is structured as follows. Section 5.1 briefly review the finite difference time
domain method and the theory of locally reacting surfaces, respectively. The next two
sections discuss the 2D formulation of frequency-independent and frequency-dependent
boundaries, followed by Section 5.4 that summarises all 3D formulations. The numerical
boundary analysis is proposed in Section 5.5. The discussion of all results is presented
in Section 5.6, including comparisons between different approaches as well as between
experiment and theory. Finally some concluding remarks are presented in Section 5.7.
5.1
Locally Reacting Surfaces
Throughout this and chapters to follow, reflecting boundary surfaces are assumed to be
planar, even though negligible roughness of the surface is permitted as long as its dimensions are much smaller than the shortest wavelength [64]. A reflective boundary can be
modelled as a locally reacting surface (LRS), where the normal component of the particle
velocity at the surface of the wall depends on the sound pressure in front of the wall element and not on pressure in front of neighbouring elements [64]. This assumption holds
for boundaries that are unable to propagate vibrations in the direction parallel to the
boundary surface. If we consider a sound wave travelling in a positive x-direction, the
105
boundary impedance Zw relates the sound pressure to the flow normal to the wall by
p = Zw ux ,
(5.1)
where p denotes pressure and ux is the velocity component that is normal to the surface
of the boundary. For waves travelling in negative x-direction, this changes to p = Zw ux .
While the wave equation is derived from the principles of the conservation of mass and
the conservation of momentum, only the latter one may be applied in isolation at the
boundary [64]. For a boundary normal to the x-direction the conservation of momentum
equation is
p
ux
=
.
x
t
(5.2)
Differentiating both sides of Equation (5.1) yields

ux
p
= Zw
,
t
t
Next, substituting for
ux
t
(5.3)
in Equation (5.2) with Equation (5.3) yields the boundary
condition for the right boundary in terms of pressure only

p
p
= c w
,
t
x
(5.4)
where w = Zw /c is the normalised wall impedance, also known as the specific acoustic
impedance, which completely characterises the boundary. For the left boundary, the flow
is orientated in the opposite direction hence the minus in Equation (5.4) should be omitted
in that case. The corresponding planar wave reflection coefficient, herein referred to as
the reflectance, is related to the specific acoustic impedance and the angle of incidence by
(see Section 2.3.3)
w cos 1
R() =
.
(5.5)
w cos + 1
Equation (5.5) implies that for w = 1, the specific acoustic impedance equals the characteristic impedance of air, and the boundary is completely absorbent at normal incidence,
but not at any other angle. This shows that the locally reacting surface model is a priori
not a good basis for deriving an anechoic boundary condition. In summary, the LRS
theory provides a simple basis for modelling specular wall reflections, but is less suited to
modelling more complex boundaries such as anechoic terminations.
pl,m+1
pl,m+1
pl,m+1
pl-1,m pl,m pl+1,m
pl-1,m pl,m pl+1,m
pl-1,m pl,m pl+1,m
pl,m-1
pl,m-1
pl,m-1
(a)
106
(b)
(c)
Figure 5.1: The leapfrog stencil in a 2D rectilinear mesh at: (a) a boundary, (b) an outer corner, (c)
an inner corner. Ghost-point nodes are indicated with white-coloured circles and the room interior is
indicated by grey shading.
5.2
Frequency-independent Boundaries
Even though real acoustic boundaries are characterised by complex impedances, let us for
now consider the simpler case of frequency-independent boundaries in a 2D acoustic space.
From a physical point of view, it is logical to treat the discretisation of a locally reacting
surface model as a 2D problem. However, the literature also provides a 1D approach,
which is why both cases are discussed here.
5.2.1
2D Formulation
An FDTD boundary model of a locally reacting surface can be obtained by approximating

the first-order spatial and time derivatives in Equation (5.4) with centered finite difference
operators, i.e.
pnl+1,m pnl1,m
p
=
+ O(X 2 )
x
2X
(5.6)
n1
pn+1
p
l,m pl,m
=
+ O(T 2 )
t
2T
(5.7)
The resulting equation can be written as an expression for the point lying outside of the
modelled space, also referred to as a ghost point [113], which for the right boundary [see
Figure 5.1(a)] yields
pnl+1,m = pnl1,m +
1
(pn1 pn+1
l,m ).
w l,m
(5.8)
107
Eliminating the ghost point in the 2D discretised wave equation (3.5) using Equation (5.8)
yields the following 2D boundary update equation for a right boundary
pn+1
l,m
=
+
2(1 22 )pnl,m + 2 (pnl,m+1 + pnl,m1 )

i

n1
1)pl,m
/ 1+
22 pnl1,m + (
.
w
w
(5.9)
For both the boundary update equation and the general scheme for updating the roominterior nodes, the upper stability bound is matched by setting =
1 ,
2
which reduces
Equation (5.9) to
i
h
n1
n
n
n
pn+1
=
r
2p
+
p
+
p
l1,m
l,m+1
l,m1 + (1 4r)pl,m ,
l,m
where r =
w
.
2+2w
(5.10)
Note that Equation (5.10) can be efficiently computed in fixed-point
implementations using only one multiplier and two bit shift operations. Similar efficient
forms can also be found for all boundary update formulae presented in subsequent sections,
but will not be explicitly provided as such.
5.2.2
1D Formulation
For the purpose of comparing the 2D formulation given above to the 1D model commonly
applied in the digital waveguide mesh approach, we also derive the boundary update
equation that follows from making the (unphysical) assumption that waves at the boundary
locally travel in x-direction only. In that case the discretised 1D wave equation applies
instead of the 2D wave equation. The starting point for derivation of a 1D boundary
model of a locally reacting surface is the same as for the 2D case, i.e. the discretisation of
the boundary condition, which gives Equation (5.8). However, this time the ghost point
is eliminated in the 1D discretised wave equation (3.4), which yields an update formula
for the boundary node
=
pn+1
l,m
22 pnl1,m + 2(1 2 )pnl,m

i

n1
/ 1+
.
+( 1)pl,m
w
w
(5.11)
For notational consistence, we keep m-indexes at the variables. As discussed in Section

3.2.2, it is natural to choose =
1
2
since that value of the Courant number is the upper
stability bound for the 2D rectilinear FDTD scheme given by Equation (3.5). Alternatively,
one could consider that the 1D wave equation has a stability bound at = 1, and locally
define the Courant number as such. If we then use Equation (5.11) and substitute w =
1+R(0o )
1R(0o ) ,
where R(0o ) is the normal-incidence wall reflectance, the following boundary
(a) 2D boundary
108
(b) 1D boundary
Figure 5.2: 2D and 1D terminations of a 2D mesh structure. Boundary nodes are indicated with
grey-coloured circles.
update formula results

n1
o
o
n
pn+1
l,m = [1 + R(0 )] pl1,m R(0 ) pl,m .
(5.12)
This boundary update formula is identical to the formula used in many previous studies (see for example [89, 77]), and was originally derived from a digital waveguide mesh
perspective in [90]. For a given sample rate and a constant sound speed, defines the
distances between grid points. Therefore, choosing = 1 at the boundary implies that
the distance from the boundary node to the nearest neighbouring node in the medium
is smaller than distances between nodes in the medium. On the other hand, by setting
=
1
2
the grid spacing is uniform, but this choice should result in an increase in nu-
merical error at the boundary as this value is much below the upper stability bound for
the 1D wave equation. As will be shown in Section 5.6, the 1D formulation leads to erroneous results for either choice of the Courant number, which is fundamentally due to the
unphysical assumption of 1D wave propagation at the boundary.
5.2.3
Corners
In the 1D formulation, the boundary itself is effectively not regarded as part of the medium.
Hence at outer corners [see Figure 5.1(b)] the wave equation applies in neither x- nor ydirection. Therefore outer corner nodes are not updated (i.e. kept at zero) when using a
1D boundary formulation, as depicted in Figure 5.2(b). Simple experiments have shown
that this leads to spurious results when a wave hits a corner; for example when a plane
wave travelling in x-direction reflects from a corner, some wave energy is directed in the
y-direction.
No such problems arise with the 2D formulation. The derivation of the update equation
for a top-right outer corner now starts from the principle that two boundary conditions
109
have to be satisfied simultaneously at the boundary node, namely

p
p
= c x ,
t
x
p
p
= c y ,
t
y
(5.13)
where x denotes the normalised impedance in x-direction and y is the normalised impedance
in y-direction, respectively. Next, substituting for both ghost points in the 2D discrete
wave equation (3.5) with discrete versions of Equations (5.13), yields
=
pn+1
l,m
22 (pnl1,m + pnl,m1 ) + 2(1 22 )pnl,m

i

n1
+ ( +
/ 1+
1)pl,m
+
.
x y
x y
(5.14)
Hence the corner node can now be updated, as shown in Figure 5.1(b). Other outer
corners, which for 2D include boundaries left, above, and below the room interior are
derived in the same manner, where differences in the final formulae only occur in the form
of changes in sign and index; all coefficients remain the same.
At inner corners, also referred to as re-entrant corners, neither of the two boundary
conditions apply. There are also no ghost points to eliminate, as shown in Figure 5.1(c).
Hence an inner corner node can be updated with the discretised 2D wave equation (3.5).
5.3
Frequency-dependent Boundaries
In general, real acoustic boundaries are frequency-dependent, which means that the reflected wave has both phase and amplitude that differ from those of an incident wave,
and such changes vary with frequency [64]. The 2D LRS model presented in Section 5.2
can be extended by replacing the real-valued wall impedance with a frequency-dependent,
complex-valued impedance. As a first approximation, one can distinguish two basic types
of such boundaries, namely boundaries that behave spring-like and those that behave
mass-like [15]. The former can be used to model thin absorbing layers stretched on the
much harder boundaries; seat, floor and wall coverings are good examples. The latter
boundary type models heavy porous layers such as curtains or light nonstiff walls. More
complex boundaries can be treated as a superposition of these two types [15].
As will be shown in Section 5.6, the 1D boundary formulation of frequency-independent
boundaries suffers from severe amplitude and phase errors. For this reason the 1D approach is not considered for frequency-dependent boundaries.
5.3.1
110
Boundary Formulation
For a spring-like boundary, the impedance is defined as Zw (s) = R+K/s, where R denotes
resistance, K is the spring constant, and s is the Laplace frequency variable. Mass-like
boundaries are defined by Zw (s) = R + M s, where M denotes the mass per unit area. For
some realistic acoustic boundaries, such as may be the case for parquet, both behaviours
need to be modelled. Therefore a fairly general boundary model can be defined by the
impedance
Zw (s) = R + M s +
K
s
(5.15)
Inserting this impedance into Equation (5.4) yields the boundary condition for a right
boundary
p
= c
t
R p M p2
K
+
+
c x
c xt c

p
dt ,
x
(5.16)
Centered finite difference operators [Equations (5.6) and (5.7)] are applied to approximate
the first-order derivatives
p
t
and
p
x
in Equation (5.16). Concerning a numerical integra-
tion method, we propose the use of a composite trapezoidal rule with subintervals equal to
time steps. Trapezoidal integration is mathematically equivalent to the bilinear transform
s=
2 1z 1
T 1+z 1
applied to y = x/s, which yields

yn = T
xn + xn1
+ y n1 ,
2
(5.17)
and therefore the numerical integration can be written

K
c
pnl,m dt =
n

TK X i
pl,m + pi1
l,m .
2c
(5.18)
i=
Similarly to the integration method, the bilinear transform is applied to approximate the
time differentiation in the mixed term
2p
xt .
This can be mathematically formulated as an
application of the bilinear transform to y = xs, which results in

yn =
2 n
(x xn1 ) y n1 .
T
(5.19)
This digitisation of the function of the spring- and mass-terms can be seen as an acoustic analogy to wave digital filter theory, in which the bilinear transform is used to map
electrically analogous circuit elements such as inductors and capacitors into their wave
digital equivalents [11]. As such, the proposed method for integration and differentiation has some of the associated advantages, which include the property of mapping stable
analogue systems to stable digital systems. Another important feature of the proposed
discretisation is that an implicit formulation is avoided. Applying these transformations
111
to Equation (5.16) yields

n1
n
n
n
n
pn+1
l,m pl,m = [aR (pl1,m pl+1,m ) + aK SK aM SM ],
(5.20)
where the parameters aR , aK , and aM are given in Table 5.1. The new variable SK is
introduced to store the result of summation up to now, which is given by
n1
n1
n1
n
,
+ SK
pl+1,m
SK
= pnl1,m pnl+1,m + pl1,m
(5.21)
and the new variable SM is introduced for storage of the results of the formula
n1
n1
n1
n
.
pl+1,m
SM
SM
= pnl+1,m pnl1,m + pl1,m
(5.22)
In order to obtain the formula for the ghost point pl+1,m at time step n, the new storage
variables SK and SM are next written explicitly in Equation (5.20), which after some basic
algebra results in the ghost point formula
pnl+1,m
1 n1
aK aM
)+
(pl,m pn+1
l,m
a
a
aK n1 aM n1
n1
n1
+
,
S
S
(pl1,m pl+1,m ) +
a K
a M
pnl1,m +
(5.23)
where the new parameter a is given in Table 5.1. Note that the boundary condition is
still centered at time step n resulting in a second-order accurate approximation, and the
grouping of terms in Equation (5.23) results in a structurally stable formulation. The
update formula for the right boundary node is then obtained by substituting for the ghost
point pl+1,m in the discrete-domain 2D wave equation (3.5) with the boundary condition
(5.23), which yields
h
pn+1
=
2 (2pnl1,m + pnl,m+1 + pnl,m1 ) + 2(1 22 )pnl,m
l,m
2 (aK aM ) n1
n1
n1
)
+
1)pl,m
(pl1,m pl+1,m
a
a
2 aK n1 2 aM n1 i

+
.
/ 1+
SK +
SM
a
a
a
+(
(5.24)
The boundary formulation requires the update of the boundary node, the ghost point,
and the new variables SK and SM (in that order) at each time step according to the
aforementioned equations. This way the computed values SK and SM are only applied in
the next time step. Note that only one previous value needs to be stored for the ghost
point.
112
Table 5.1: Numerical boundary parameters for a complex impedance.
Parameter
R
c
Specific resistance
aK =
TK
2c
Specific spring constant times T/2
aM =
2M
T c
Two times specific mass divided by T
aR =
a = aR + aK + aM
5.3.2
Description
Sum of the previous parameters
Corners
The 2D formulation of corners is accomplished similarly to the frequency-independent case.

That is, an inner corner is updated with the 2D wave equation (3.5). An outer corner
has two boundary conditions (in x- and y-direction), the discretised versions of which are
used for the elimination of the two ghost points in the discretised 2D wave equation. The
resulting update formula for the top-right outer corner node is
h
pn+1
=
2 (2pnl1,m + 2pnl,m1 + gxn1 + gyn1 )
l,m

n1
+
+
1 pl,m
ax ay
i

+ 2(1 22 )pnl,m /
+
+1 ,
ax ay
(5.25)
where the ghost points are computed as

pnl+1,m = pnl1,m +
1
n1
(pn1 pn+1
,
l,m ) + gx
ax l,m
(5.26)
pnl,m+1 = pnl,m1 +
1
n1
(pn1 pn+1
,
l,m ) + gy
ay l,m
(5.27)
with
gxn1 =
aKx aM x n1
n1
)
(pl1,m pl+1,m
a
aKx n1 aM x n1
+
+
,
S
S
a Kx
a Mx
(5.28)
gyn1 =
aKy aM y n1
n1
)
(pl,m1 pl,m+1
a
aKy n1 aM y n1
+
,
S
S
+
a Ky
a My
113
(5.29)
where the four variables SKx , SM x , SKy , and SM y are computed recursively, in the same
way as Equations (5.21) and (5.22).
5.4
5.4.1
Boundaries in 3D
In the 3D formulation, the discretised boundary condition given by Equation (5.16) is

combined with the 3D discretised wave equation. From there on, the derivation is analogous to the derivation of the 2D model in Section 5.3.1. In this case, the ghost point
formula reads
aK aM
1 n1
(pl,m,i pn+1
)+
l,m,i
a
a
aK n1 aM n1
n1
n1
(pl1,m,i pl+1,m,i ) +
+
,
S
S
a K
a M
pnl+1,m,i = pnl1,m,i +
(5.30)
and the variables SK and SM are defined as
n1
n1
n1
n
,
+ SK
pl+1,m,i
SK
= pnl1,m,i pnl+1,m,i + pl1,m,i
(5.31)
n1
n1
n1
n
.
pl+1,m,i
SM
SM
= pnl+1,m,i pnl1,m,i + pl1,m,i
(5.32)
Finally, elimination of the ghost point in the 3D discrete wave equation (3.6) using the
boundary condition given by Equation (5.30) yields the 3D boundary update formula
h
=
2 (2pnl1,m,i + pnl,m+1,i + pnl,m1,i + pnl,m,i+1
pn+1
l,m,i
+ pnl,m,i1 ) + 2(1 32 )pnl,m,i + (
n1
1)pl,m,i
a
2 (aK aM ) n1
n1
(pl1,m,i pl+1,m,i
)
a

2 aK n1 2 aM n1 i
.
/ 1+
SK +
SM
+
a
a
a
+
(5.33)
This 3D formulation requires computing the formulae for the boundary node, the ghost
point, variables SK and SM at each time step with Equations (5.33), (5.30), (5.31), and
(5.32), respectively. The frequency-independent version of the 3D boundary model is
obtained by simply setting aK = 0 and aM = 0. In that case only the boundary node
114
given by Equation (5.33) needs updating.
5.4.2
Corners
The formulation of an outer corner in a 3D system consists in applying a 3D wave equation

together with three boundary conditions simultaneously. In the 3D case, three ghost points
have to be eliminated in the discrete 3D wave equation (3.6) with formulae obtained from
each boundary condition separately, namely in x-, y- and z-direction. This yields the
following update formula
h
pn+1
=
2 (2pnl1,m,i + 2pnl,m1,i + 2pnl,m,i1 + gxn1
l,m,i
n1
+
+
1)pl,m,i
ax ay
az
i

+ 2(1 32 )pnl,m,i / 1 +
+
+
.
ax ay
az
+ gyn1 + gzn1 ) + (
(5.34)
At an x-y edge of a 3D space, two boundary conditions together with the wave equation
are applied, which results in
h
=
2 (2pnl1,m,i + 2pnl,m1,i + pnl,m,i1 + pnl,m,i+1
pn+1
l,m,i
n1
+
1)pl,m,i
ax ay
i

+ 2(1 32 )pnl,m,i / 1 +
+
,
ax ay
+ gxn1 + gyn1 ) + (
(5.35)
with the ghost points computed using the formulae

1
n1
(pn1 pn+1
,
l,m,i ) + gx
ax l,m,i
(5.36)
pnl,m+1,i = pnl,m1,i +
1
n1
(pn1 pn+1
,
l,m,i ) + gy
ay l,m,i
(5.37)
pnl,m,i+1 = pnl,m,i1 +
1
n1
(pn1 pn+1
,
l,m,i ) + gz
az l,m,i
(5.38)
where gx , gy , and gz are computed in the form of Equations (5.28) and (5.29), and the
six variables SKx , SM x , SKy , SM y , SKz , and SM z are computed recursively, in the same
way as Equations (5.21) and (5.22). As is the case for 2D systems, inner corner nodes are
updated using the discretised wave equation (3.6).
5.5
115
Numerical Boundary Analysis
The effective reflectance of a numerical boundary (hereafter referred to as the numerical

reflectance) can be predicted in an exact manner, and can also be used to determine
whether FDTD simulations using the 2D/3D boundary formulations are stable. To derive
such analytical formulae, methods that are very similar to standard methods for the
analysis of stability and numerical dispersion in FDTD schemes (see e.g. [112]) or the
GKSO (Gustafsson-Kreiss-Sundstrom-Osher) method for boundary condition analysis in
the frequency domain [44] can be applied. We will refer to this procedure as numerical
boundary analysis (NBA).
5.5.1
2D boundary
Consider a boundary in an x-y plane that is parallel to the y-axis and located at x = 0.
An incident plane wave of frequency propagating at an angle of incidence towards the
boundary from the area x < 0 can be expressed as [64]
p(x , t) = p0 ejt ejkx ,
(5.39)
where p0 is the wave amplitude, k = /c denotes the wavenumber, and x = (x cos +

y sin ). For the reflected wave, the sign in x-direction is reversed and the pressure amplitude is multiplied by the reflectance. As shown in Section 2.3.1, the total sound pressure
at the boundary is the sum of the incident and reflected sound pressure
p(x, y, t) = p0 ejt ejky sin (ejkx cos + R ejkx cos ).
(5.40)
The equivalent pressure in the discrete domain can be written as
cos
ej klX
.
pnl,m = p0 ejnT ej kmX sin ej klX cos + R
(5.41)
denotes the numerical reflectance, and k is

where p0 is the incident wave amplitude, R
the discrete-domain wavenumber that can be computed for any real frequency from the
dispersion relation for the 2D standard leapfrog scheme given by Equation (3.20).
On the basis that all pressure variables involved obey the difference equation associated
with the leapfrog rectilinear scheme, Equation (5.41) can also be used for deriving all of
116
the other discrete-domain pressure values in the boundary update equation, for example
jT n
pn+1
pl,m = z pnl,m ,
l,m = e
(5.42)
n1
pl,m
= ejT pnl,m = z 1 pnl,m,
(5.43)
pnl1,m = p0 ejnT ej kmX sin

j k(l1)X
cos
j k(l1)X
cos
,
e
+R e
(5.44)
pnl+1,m = p0 ejnT ej kmX sin

j k(l+1)X
cos
j k(l+1)X
cos
.
e
+R e
(5.45)
Let us first consider the frequency-independent boundary model given by Equation (5.9).
After substitution of all pressure values, the next step is to set l = 0, which corresponds
gives
to x = 0 at a boundary. Solving then for the numerical reflectance R
(

h

) = 1 + z 22 C + 2 (D + D1 )
R(z,
w
)
i
1
2
+ 2(1 2 ) + 1
z
w
(

h

/
1+
z 22 C 1 + 2 (D + D 1 )
w
)
i
1
2
+ 2(1 2 ) + 1
,
z
w
(5.46)
where C = ej kX cos and D = ej kX sin . Note that the substitution of discrete-domain

pressure values in the above procedure is valid only when the 2D (or 3D) discretised
wave equation is imposed on the boundary node, which means that it is connected to
adjacent nodes on the boundary. Hence this method is not suitable for the evaluation of a
1D boundary formulation in a 2D/3D context (this includes all existing DWM boundary
formulations).
For the 2D frequency-dependent boundary, the numerical boundary analysis is performed analogous to the frequency-independent case. The variable SK can in this case be
written as
n1
n1
n1
n
= pnl1,m pnl+1,m + pl1,m
pl+1,m
.
SK
SK
(5.47)
For a plane wave of frequency , we can write this as

n
SK
= (pnl1,m pnl+1,m )
1 + z 1
.
1 z 1
(5.48)
117
where z = ejT . Similarly, the expression for SM is given by

n
SM
= (pnl+1,m pnl1,m )
1 z 1
,
1 + z 1
(5.49)
yields
Inserting these values in Equation (5.24) and solving for the numerical reflectance R
the final NBA formula
(

h

z 22 C + 2 (D + D1 )
a
h
i
+ 2(1 22 ) + z 1 (1 ) + (C 1 C)
a
)
2 a
2
2
2 i
aM
K
a 1 z 1
a 1 + z 1
(

h

1+
/
z 22 C 1 + 2 (D + D 1 )
a
h
i
+ 2(1 22 ) + z 1 (1 ) + (C C 1 )
a
)
2 a
2
2
2 i
aM
K
.
a 1 z 1
a 1 + z 1
) =
R(z,
1+
(5.50)
Note that Equation (5.50) follows directly from the numerical boundary analysis applied
to Equation (5.24). However, it can also be rewritten in the mathematically equivalent
simple form given by Equation (5.46), where the specific acoustic impedance is defined as
w (s) = (R + M s + K/s)/c and represented in the z-domain as
w (z) =
5.5.2
a + 2(aK aM )z 1 + (a 2aR )z 2
.
1 z 2
(5.51)
Stability
The NBA formula can also be used to prove the stability of the proposed boundary models
by showing that the boundary represents a passive termination. Passivity of an FDTD
boundary formulation is sufficient but not necessary condition for numerical stability and
guarantees that all of the systems internal modes are stable [106]. Furthermore, such
a passivity proof is similar to the standard procedure of proving the stability of FDTD
schemes with the use of Von Neumann analysis [112] or the GKSO method for checking
the stability of boundary conditions for finite difference schemes [44].
Firstly, the 2D NBA formula given by Equation (5.46) can be reformulated as
2
) = Q 2 C ,
R(z,
Q 22 C 1
(5.52)
118
where for any numerical wavenumber such that /X k /X, the new variable Q
can be expressed as
h
i
sin ) + 2(1 22 )
Q= 2 cos(T ) 22 cos(kX

2
+j
sin(T ) .
w (z)
(5.53)
For any frequency, the digital impedance filter response is complex-valued, i.e. we may
write w (z) = aw + j bw . Its multiplicative reciprocal is
bw
aw
1
j 2
,
= 2
2
w (z)
aw + bw
aw + b2w
(5.54)
which now defines the variable Q as

sin ) + 2(1 22 )
Q= 2 cos(T ) 22 cos(kX

2 aw

2 bw
+ 2
sin(T ) + j 2
sin(T ) .
2
2
aw + bw
aw + bw
(5.55)

The boundary model is passive when R(z, ) 1, which guarantees that there are no
growing solutions of the system with respect to time. From Equation (5.52), this condition
can be written as

Q 22 C Q 22 C 1 .
(5.56)
Taking the square of both the left-hand and the right-hand side of Equation (5.56) yields

o2

n
cos
Q 22 C 2 = Re{Q} 22 cos kX
n

o2
cos
+ Im{Q} 22 sin kX
,
(5.57)
and

o2

n
cos
Q 22 C 1 2 = Re{Q} 22 cos kX
n

o2
cos
+ Im{Q} + 22 sin kX
,
(5.58)
where Re{Q} and Im{Q} denote real and imaginary parts of Q, respectively. Inserting
Equations (5.57) and (5.58) into Equation (5.56) and applying further algebraic manipu-
119
lations yields the following condition

aw
cos
sin(T
)
sin
kX
a2w + b2w

aw
cos .
sin(T
)
sin
kX
2 2
aw + b2w
2
(5.59)

cos 0 is satisfied
Since sin(T ) 0 for frequencies up to Nyquist, 0, and sin kX
for all angles /2 < /2, Equation (5.59) can be finally reduced to
aw 0.
(5.60)
Thus the effective numerical reflectance is passive provided that the real part of the digital
wall impedance is nonnegative, which follows directly from the definition of a positive real
impedance. Since the medium itself is lossless (none
q of the FDTD schemes used cause
numerical attenuation), it follows that for any 12 the simulation as a whole is always
stable.
5.5.3
3D Boundary
In a rectangular 3D coordinate system x-y-z with a wall normal to this system and located
at x = 0, an incident wave propagating in a positive x-direction is given by Equation (5.39)
with x = (x cos cos +y sin cos +z sin ), where and are the azimuth and elevation
angles, respectively. The total sound pressure in the standing wave in the plane of the
boundary is given as
p=p0 ejt ejky sin cos ejkz sin
(ejkx cos cos + R ejkx cos cos ),
(5.61)
where and are the azimuth and elevation angles, respectively, and the discrete wavenumber k can be obtained from the dispersion relation for the 3D standard leapfrog scheme
given by Equation (3.21).
If we next write out the formulae in a similar manner to the derivation of expressions
120
in Section 5.5.1, the NBA formula for Equation (5.33) results

(

h

, ) = 1 + z 22 C + 2 (D + D1 )
R(z,
a
h
i
+ 2 (E + E 1 ) + 2(1 32 ) + z 1 (1 )
a
2 a
2
2
2 aM
K
+
1
1
a 1 z)
(a 1+z
i

(C 1 C)
1+
/
z
a
h
22 C 1 + 2 (D + D1 ) + 2 (E + E 1 )
h
i
+ 2(1 32 ) + z 1 (1 ) + (C C 1 )
a
)
2 a
2
2
2 i
aM
K
,
a 1 z 1
a 1 + z 1
(5.62)
where C = ej kX cos cos , D = ej kX sin cos , and E = ej kX sin . In this case the wavenumber k has to be computed from Equation (3.21). As for the 2D case, the NBA reflectance
magnitude can be shown to be less or equal to unity for all wavenumbers and angles of
incidence.
5.6
5.6.1
Results
Numerical Experiments
In order to investigate the properties of numerical boundary formulations, a 2D simulation procedure for determining the numerical reflectance was designed. In this procedure,
simulations are executed using a grid consisting of 18001400 nodes. For most 2D simu
lations, a highly accurate compact implicit ADI scheme (with = 1/ 2 for grid spacing
consistency) was used, but in specific cases the standard leap-frog scheme was applied; the
ADI scheme generally gives better reflectance results due to lower numerical dispersion,
which helps in creating more plane wavefronts. Furthermore, the ADI scheme was applied
for comparison of the 2D and 1D boundary models as it requires shorter simulation time
needed for the whole wavelet to arrive at a receiver position than the standard leapfrog
scheme room interior implementation. In such a scenario, the NBA does not exactly predict the numerical reflectance, but any deviations occur only at very high frequencies. The
size of the modelled room and the simulation time (2000 samples at the sample rate of
4kHz) were selected in such a way that only reflections from the investigated boundary
can reach a receiver position. The simulation time was chosen sufficiently long so that the
Receiver
Receiver
Source
Source
(a)
121
Image receiver
(b)
Figure 5.3: Schematic depiction of the simulation setup used in the numerical experiments.
whole wavelet can reach a receiver. The mesh was initialised with a sharp impulse injected
into a grid point. The source position was chosen so that 1) a constant distance of 400 grid
points from the centre of the investigated wall was preserved, and 2) the incident waves
at the following angles of incidence = 0o , 15o , 30o , 45o , 60o , 75o , resulted. Note that by
placing the reflecting boundary far enough from the sound source, the curvature of the
wavefront arriving at a boundary may be neglected. The exception was for = 75o , where
in order to maintain a flatter wavefront, the size of the modelled space was increased to
28002100, the distance from the source was increased to 700 points, and the simulation
time was extended to 3500 samples. When the leapfrog scheme was used for the room
interior implementation, the setup was altered in order to deal with the stronger dispersion
error (which affects the shape of the wavefront and leads to longer tails in the obtained
signals). In that scenario, the domain consisted of 28002100 nodes, the distance from a
source to the centre of the boundary was reduced to 100 points, and the simulation time
extended to 3700 samples in order to capture the whole wavelet reaching a receiver after
over 12 times the wavefront arrival time.
Each reflectance test procedure consists of two simulations, the setup of which is presented in Figure 5.3. Firstly, the investigated boundary is located in the middle of the
room, and next the wall is removed and the size of the simulated space increased by a
factor of two to 18002800 and 28004200 nodes, respectively. In the first simulation,
the signal reflected from the wall xf is measured at a receiver point located at the same
distance from the centre of the investigated boundary as the source position, as illustrated
in Figure 5.3(a). This signal inevitably also contains the direct sound. In the second simulation [see Figure 5.3(b)], two signals are measured, namely at the same receiver position
(this gives the direct sound xd ) and at the image position of the receiver; the latter being
the freefield wave signal xi which arrives after travelling the same distance as the reflected
2D
x 10
x 10
0
1
x 10
1140
1150
1160
Time [samples]
1170
2
1130
1180
1
1.5
1980 1990 2000 2010 2020 2030 2040 2050
Time [samples]
x 10
1140
1150
1160
Time [samples]
1170
2
1130
1180
0.5
0
0.5
1
1.5
1980 1990 2000 2010 2020 2030 2040 2050
Time [samples]
x 10
1140
1150
1160
Time [samples]
1170
1180
1.5
1
Amplitude
0
0.5
1.5
1
0.5
1
Amplitude
Amplitude
1.5
Amplitude
x 10
1D with = 0.7071
1130 1140 1150 1160 1170 1180 1190 1200

Time [samples]
Amplitude
Amplitude
1130 1140 1150 1160 1170 1180 1190 1200

Time [samples]
2
1130
=75
Amplitude
x 10
x 10
1130 1140 1150 1160 1170 1180 1190 1200

Time [samples]
=45
1D with = 1
Amplitude
=0
Amplitude
x 10
122
0.5
0
0.5
1
1.5
1980 1990 2000 2010 2020 2030 2040 2050
Time [samples]
Figure 5.4: Reflected signal (solid line) plotted against the theoretical reference signal (dashed line) for
the following angles of incidence = 0o , 45o and 75o , and a specific wall impedance w = 9.
signal. After the simulations, the direct sound signal is subtracted from the reflected signal
obtained with the first simulation to give the isolated reflected signal xr = xf xd .
In order to analyse phase aspects of numerical boundary models, a time domain com-
parison of the reflected signals from the numerical experiments with the theoretical reflection signals is presented in subsequent sections. For frequency-independent boundaries,
the theoretical time domain signal, which is used as a reference, is obtained by multiplying the freefield signal xi with the theoretical reflectance given by Equation (5.5). For
frequency-dependent boundaries, the ideal time domain signal is obtained as a time domain convolution of the freefield signal xi and the signal obtained from the inverse Laplace
transform of the theoretical reflectance given by Equation (5.5). The choice of the Laplace
transform was made to avoid the characteristic ripples caused by the inverse Fourier transforms. In addition, all signals for time-domain plotting were filtered using a 41-tap low
pass FIR filter with a normalised cutoff frequency of 0.15fs in order to mask the (small)
effects of truncating the dispersive tail.
The performance of boundary models is further illustrated through the comparison
of the numerical and theoretical reflectance amplitude in the frequency domain. The
experimentally determined numerical reflectance is calculated as the frequency-domain
123
deconvolution of xr and xi , while the theoretical reflectance given by Equation (5.5) is

used as a reference. Furthermore, all measured signals were windowed with the use of the
right half of the Hanning window before applying Fourier transforms, in order to reduce
signal truncation effects.
The values of parameters related to specific resistance, mass, and spring were primarily
chosen to illustrate the numerical performance of the boundary models presented in this
chapter; they are not based on experimental data.
To empirically confirm the stability of boundaries and corners, a set of very long
simulations of small enclosures was executed, using the standard leapfrog scheme for implementation of the room interior. Each boundary of the rectangular/cubic acoustic space
consisted of 10 nodes only in order to bring about a maximum number of reflections during the 20 seconds long simulation. No unstable growth was detected in any of these
experiments, which confirms the stability proof provided in Section 5.5.2.
5.6.2
2D Frequency-independent Boundary
The results for analysis in time and frequency domains were obtained using the simulation
setup described in Section 5.6.1 with the ADI implementation of the interior of the room;
whereas in subsection on NBA, a standard rectilinear scheme was applied for the room
interior.
Time Domain Analysis
The comparison of the reflected signals for the 2D frequency-independent model and the
1D models with two Courant numbers is illustrated in Figure 5.4. The 2D model matches
exactly the expected signal in both time and amplitude. Conversely, time domain analysis
of both 1D boundary models indicates that a phase shift problem is introduced. The plots
show that for either choice of there is only one incident angle for which the 1D boundary
yields a correct phase ( = 45o for = 1 and = 0o for =
1 ).
2
For all other incidences,
a systematic phase error results, while the amplitude generally exceeds that of the ideal
theoretical reference signal.
Reflectance Magnitude Analysis
Figure 5.5 shows the reflectance obtained from numerical experiments (solid lines) plotted
against the theoretical reflection (dotted lines). Concerning the 2D model, the theoretical
reflection factor is very well matched for up to half the Nyquist frequency (denoted in
all figures as 0.25fs ) even for very low values of the reflection coefficient and high angles
of incidence. In particular, the numerical reflectance adheres exactly to the theoretical
value at low frequencies, which is a desired property in FD modelling. Conversely, both
1D with = 1
2D
0.6
0.4
0.2
0.05
0.1
0.15
0.2
0.25
0.6
0.4
0.2
0.05
0.1
0.15
0.2
0.25
0.6
0.4
0.2
0.05
0.1
0.15
0.2
0.25
0.6
0.4
0.2
0
0
0.05
0.1
0.15
0.2
0.25
0.8
0.6
0.4
0.2
0
0
0.05
0.1
0.15
0.2
0.25
0.2
0.6
0.4
0.2
0.05
0.1
0.15
0.2
0.05
0.1
0.15
0.2
0.25
0.05
0.1
0.15
0.2
0.25
0.05
0.1
0.15
0.2
0.25
0.2
0.25
0.8
0.6
0.4
0.2
0
0
0.25
0.6
0.4
0.2
0.05
0.1
0.15
0.2
0.8
0.6
0.4
0.2
0
0
0.25
0.8
0.6
0.4
0.2
0.05
0.1
0.15
0.2
0.8
0.6
0.4
0.2
0
0
0.25
0.05
0.2
0.25
0.15
0.8
0.6
0.4
0.2
0.05
0.1
0.15
0.2
0.8
0.6
0.4
0.2
0
0
0.25
0.05
0.1
0.15
0.2
0.25
0.05
0.1
0.15
0.2
0.25
0.8
0.6
0.4
0.2
0
0
0.1
0.8
0
0
0.4
Reflection amplitude
0.1
0.15
0.8
0
0
=75
0.05
1
0.2
0
0
=60
0.4
0.6
0.8
0.8
0
0
0.25
0.6
0
0
=45
0.2
0.8
0
0
0.1
0.15
1
0.05
0.8
0
0
=30
0.2
0.8
0
0
0.4
1
0.6
0
0
=15
0.8
0
0
0.8
=0
1D with = 0.7071
124
0.05
0.1
0.15
0.2
0.25
0.8
0.6
0.4
0.2
0
0
Figure 5.5: Numerical reflectance amplitude (solid lines) plotted against theoretical reflectance ampli7 17
tude (dotted lines) for the following specific acoustic impedances w = 11
9 , 3 , 3 , 10000 and angles of
o
o
o
o
o
o
incidence = 0 , 15 , 30 , 45 , 60 , 75 .
125
0.8
0.6
0.4
0.2
0.05
0.1
0.15
0.2
0.25
Figure 5.6: Numerical reflectance amplitude of a 2D boundary formulation for w = 23 , 37 , 4, 9, 10000 and
normal incidence = 0o . Dashed lines denote the reflectance (obtained from numerical measurements
using the standard leapfrog scheme for implementation of the room interior), dotted lines denote the
theoretical reflectance, and grey solid lines denote numerical reflectance obtained from the numerical
boundary analysis (NBA).
1D models do not adhere to the theoretical reflection factor for the majority of angles of
incidence and reflection factors. In general, both 1D models approximate the magnitude
incorrectly at high angles of incidence, e.g. the amplitude deviation at = 75o is enormous.
This misalignment is particularly severe for low values of the reflection coefficient in the 1D
model with = 1 (used in DWM), which has a general tendency to outstrip the expected
amplitude at all incidences, and not even approximates theory at and around = 0.
This means that with such a boundary, there is no scope for improvement in accuracy
by increasing the sample rate. Note that the jumps near = 0 in the experimentally
obtained reflectance - particularly visible for 1D models with highest impedance value are artefacts due to the wavefront not being perfectly flat.
Figure 5.6 shows an almost perfect match for = 0o between the NBA and the experiments. As will be shown for frequency-dependent boundaries, similarly good matches
result for all the other angles of incidence and impedance values. This important result
validates both methods as tools for analysing numerical boundary formulations. In particular it enables to predict the numerical reflectance for leapfrog rectilinear scheme room
interior implementations.
In order to visualise the discrepancy between theoretical and numerical reflectance in
126
Figure 5.7: Numerical reflectance error of a 2D boundary model for a specific wall impedance w = 6.
a more generalised manner, one can define the following numerical reflectance error
(, ) =
)2 ,
R(, )2 R(,
(5.63)
which takes into account both amplitude and phase deviations, because (, ) represents
). As illustrated in Figure
the distance between the complex numbers R(, ) and R(,
5.7, the numerical error is most severe at high frequencies for angles of incidence in nearly
axial directions, which coincides with the fact that the numerical dispersion of the 2D
rectilinear scheme is the strongest in axial directions. On the other hand, the horizontal
white band indicates very low numerical error at and near = 45o , which coincides with
the fact the leapfrog scheme is dispersionless in diagonal directions.
5.6.3
2D Frequency-dependent Boundaries
Time Domain Analysis

The phase analysis of frequency-dependent boundary model is limited to one plot, since
similar results were obtained for all other angles; for more results see [61]. As depicted
in Figure 5.8, the complex impedance boundary model preserves the phase and the amplitude is very well matched even at very high angles of incidence. Such a correct phase
characteristic of this model is essentially down to the use of symmetric approximations
only, namely centered difference operators and bilinear transforms which have excellent
phase properties. In addition, the result of the boundary model proposed by Botteldooren
in [15] is illustrated in Figure 5.9 for comparison.
x 10
127
4
3
Amplitude
2
1
0
1
2
3
4
1120
1130
1140
1150
1160
1170
Time [samples]
1180
1190
1200
Figure 5.8: Reflected signal (solid line) compared to the theoretical reference signal (dashed line) for
the frequency-dependent formulation, where = 60o and aR = 9, aK = 0.5, and aM = 10.
x 10
4
3
Amplitude
2
1
0
1
2
3
4
1120
1130
1140
1150
1160 1170 1180

Time [samples]
1190
1200
1210
1220
Figure 5.9: Reflected signal (solid line) plotted against the theoretical reference signal (dashed line) for
the 2D complex impedance boundary model proposed by Botteldooren in [15] at the angle of incidence
= 60o , where aR = 9, aK = 0.5, and aM = 10.
Reflectance Magnitude Analysis

The numerical reflectance amplitude for two different boundary conditions is illustrated in
Figures 5.10 and 5.11, and different angles of incidence. Each figure presents reflectance
results for two example impedance values; for more results see [61]. The theoretical reflectance is matched well in general for up to a quarter of the sample rate for various
complex impedances and all angles of incidence. As with frequency-independent boundaries, the numerical reflectance adheres perfectly at low frequencies.
The reader is reminded here that the LRS theory assumes plane waves, while in the
experiments a spherical wave is excited. Even though the curvature of the wavefront
becomes increasingly plane with travelling distance, minor discrepancies remain, partly
also due to the mesh-induced dispersion error (this is particularly so when the leapfrog
=0
0.4
0.2
0
0.05
0.1
0.15
0.2
0.8
0.6
0.4
0.2
0
0.25
1
0.6
0.05
= 45
0.4
0.2
0.1
0.15
0.2
0.2
0
0.05
0.25
0.25
= 75
1
0.8
0.6
0.4
0.2
0
0.1
0.15
0.2
o
0.6
0.05
0.4
= 60
0.8
0.6
0.25
1
0.1
0.15
0.2
0.8
= 30
1
= 15
0.8
128
0.05
0.1
0.15
0.2
0.8
0.6
0.4
0.2
0
0.25
0.05
0.1
0.15
0.2
0.25
Figure 5.10: Numerical reflectance of a 2D complex impedance boundary for the following values of parameters: aR = 32 and aR = 4, aK = 0.5, aM = 10 and angles of incidence
= 0o , 15o , 30o , 45o , 60o, 75o . Dashed lines denote the reflectance obtained from numerical measurements, dotted lines denote the theoretical reflectance, and grey solid lines represent numerical
reflectance obtained from NBA.
=0
0.4
0.2
0
0.05
0.1
0.15
0.2
0.8
0.6
0.4
0.2
0
0.25
1
0.6
0.05
= 45
0.4
0.2
0.1
0.15
0.2
0.2
0
0.05
0.25
0.25
= 75
1
0.8
0.6
0.4
0.2
0
0.1
0.15
0.2
o
0.6
0.05
0.4
= 60
0.8
0.6
0.25
1
0.1
0.15
0.2
0.8
= 30
1
1
0.8
= 15
0.05
0.1
0.15
0.2
0.25
0.8
0.6
0.4
0.2
0
0.05
0.1
0.15
0.2
0.25
Figure 5.11: Numerical reflectance of a 2D complex impedance boundary for the following values of parameters: aR = 32 and aR = 4, aK = 0, aM = 10 and angles of incidence = 0o , 15o , 30o , 45o , 60o , 75o .
Dashed lines denote the reflectance obtained from numerical measurements, dotted lines denote the
theoretical reflectance, and grey solid lines represent numerical reflectance obtained from NBA.
scheme is used). This results in small jumps near = 0, that are particularly visible
at very high angles of incidence. However it can be seen from the NBA plots that such
sudden outstrips near = 0 do in fact not occur for the proposed boundary models.
129
Figures 5.10 and 5.11 show a perfect match between the measured and predicted
reflectance for = 45o , which is the angle of incidence for which neither the rectilinear
scheme used in the NBA derivations nor the compact implicit scheme used for the room
interior in numerical tests exhibit any numerical error. There is also a good match for
all possible angles of incidence and impedance values at low frequencies, where almost
no numerical error occurs. The difference between the simulated and predicted numerical
reflectance at high frequencies is due only to using a different scheme for the room interior.
A closer match of the reflectance obtained from experiments than from NBA indicates that,
despite the scheme discontinuity, a combination of the ADI method with the proposed
boundary model actually leads to a numerical reflectance that is closer to theory than
with using the leapfrog scheme consistently.
In addition, we have tested the application of the backward Euler method instead of
the bilinear transform for the numerical integration and differentiation associated with
the spring and mass boundary parameters, respectively. However, using such asymmetric
approximations resulted in a less accurate reflectance phase and amplitude, even though
the reflectance was correct in its dependence on the angle of incidence.
For comparison, we also have tested the boundary model proposed by Botteldooren
in [15], now using Yees classical staggered grid formulation to implement the interior.
Despite the fact that the backward Euler method is used for both differentiation and
integration, Botteldoorens model for the staggered grid performs almost equally well to
the model presented in here for the unstaggered grid, and yields results that are correct
both in phase and amplitude. A possible explanation could be that the linear interpolation
that is applied in his method compensates for the asymmetry of the backward Euler
method.
5.6.4
3D Boundary Model
The reflectance magnitude of the 3D frequency-dependent model obtained with NBA for
various impedances, azimuth angles, and a constant elevation angle = 60o is depicted in
Figure 5.12 up to the cut-off frequency in the axial direction (i.e. up to 0.196fs ). These
results indicate that the proposed boundary model yields highly accurate approximation
of the expected reflectance even at high incidences, for both azimuth and elevation angles,
and low impedance values.
The numerical reflectance error according to Equation (5.63) is illustrated in Figure
5.13 for a specific acoustic impedance 6, a constant azimuth angle of incidence = 45o ,
and varying elevation angle . As in the 2D case, the wave equation is dispersionless at
diagonal directions, which occurs for = 45o and = arcsin(1/ 3) 35.3o . As can
be seen from Figure 5.13, the numerical reflectance error also vanishes in this direction.
=0
= 15
0.6
0.4
0.2
0.05
0.1
0.15
0.8
0.6
0.4
0.2
0
0.2
= 45 o
0.6
0.4
0.2
0.05
0.1
0.15
0.6
0.4
0.2
0
0.2
0.2
0.2
= 75 o
0.8
0.6
0.4
0.2
0
0.05
0.1
0.15
1
0.05
0.1
0.15
0.8
0.8
= 60 o
= 30
1
0.8
130
0.05
0.1
0.15
0.2
0.8
0.6
0.4
0.2
0
0.05
0.1
0.15
0.2
Figure 5.12: Numerical reflectance amplitude of a 3D complex impedance boundary for the following
values of parameters: aR = 32 and aR = 4, aK = 0.5, aM = 10, the elevation angle = 60o ,
and azimuth angles = 0o , 15o , 30o, 45o , 60o , 75o . Numerical reflectance obtained from the analytic
evaluation method (solid lines) is plotted against theoretical values (dashed lines) up to 0.196fs.
Figure 5.13: Numerical reflectance error of a 3D boundary model for a real specific wall impedance
w = 6 and azimuth angle = 450 .
Hence it can be concluded that the numerical error generally manifests itself in the same
way for the boundary and the interior.
5.7
131
Conclusions
In this chapter, we have proposed a new method for constructing numerical formulations
of locally reacting surfaces that can be applied to finite difference time domain modelling
of room acoustics. Novel formulations were presented for simple frequency-dependent
boundaries in which the wall is characterised by a complex impedance expression that
incorporates linear resistance, inertia, and restoring forces. A good match with theory
was demonstrated for all angles of incidence and boundary parameters. Generally, these
boundary models yield accurate results both in reflectance phase and amplitude for frequencies up to near the axial cut-off frequency (0.25fs for 2D case and 0.196fs for 3D
systems). As such, the proposed formulations represent a significant improvement over the
1D boundary formulations used in digital waveguide mesh modelling. It has been shown
that for frequency-independent boundaries, the 1D formulation structurally exhibits a
phase error, which implies that in a simulation of an enclosed space, the boundaries are
effectively positioned closer to each other than intended. In addition, the reflectance magnitude of 1D boundary models systematically exceeds the theoretical reflectance value,
particularly so for high angles of incidence and low impedance values. While the analysis has focused on 2D simulations, these inaccuracies are even more pronounced in 3D
simulations, due to larger numerical errors and the increased range of possible angles of
incidence. The advantages of the proposed 2D/3D approach over the 1D approach also
apply to frequency-dependent boundaries. That is, the boundary filter formulation using
KW pipes, which until now is the main frequency-dependent boundary formulation available for unstaggered grid FDTD and K-DWM simulations, is based on exactly the same
principles as its frequency-independent counterpart, and in fact reduces to that when the
boundary filter is set to a constant.
The work described in this chapter also represents an improvement to Botteldoorens
method, in that the use of symmetric finite difference operators leads to a boundary formulation that does not introduce an additional numerical stability condition. Hence, unlike
with Botteldoorens formulation for the staggered grid, which uses asymmetrical operators, the model presented here for the standard leapfrog scheme allows for a completely
free choice of boundary parameters.
In addition, we have introduced a novel analytic method for exact prediction of the numerical reflectance of 2D/3D boundary models. This numerical boundary analysis (NBA)
method was validated by a precise match with experimental results. As such, the NBA
provides a fast and precise tool for evaluating multidimensional boundary formulations,
removing the need for carrying out elaborate numerical experiments that are time consuming, require enormous computer memory, and are prone to small artefacts due to violation
of the assumption of plane waves.
132
In addition, the 2D/3D boundary formulation allows a proper formulation of corner

and edge nodes. In the literature, this problem appears to have never been addressed in
detail in the context of DWM and FDTD methods applied to room acoustics.
The boundary models derived in this chapter are intended for FDTD room acoustic
simulations with the use of the standard leapfrog scheme. The consistency in scheme
applied for the room interior and at the boundary implies that analytic techniques can be
used to unambiguously predict the performance of both the medium and the boundary.
Furthermore, the stability of the whole simulation is guaranteed. The same applies to the
mathematically equivalent rectangular DWM implemented using Kirchhoff variables, with
which the presented boundary models can be combined.
An alternative approach is to combine the boundary for the standard leapfrog scheme
with other schemes based on the rectilinear mesh, e.g. the ADI scheme or the interpolated
rectilinear mesh. For instance, in this chapter we used the ADI scheme to obtain accurate
reflectance results. However, due to the scheme discontinuity at the boundary, the stability
of such a simulation cannot be guaranteed, hence such a combination applied to modelling
a complex-shaped acoustic enclosure is not recommended for general use.
133
Chapter 6
Modelling Frequency-Dependent
Boundaries as Digital Impedance
Filters
In the previous chapter, it has been shown that a physically correct FDTD model of LRS
boundaries is formulated by combining the boundary condition (expressed in terms of the
wall impedance) with the multidimensional (i.e. 2D or 3D) wave equation. In contrast
to the 1D approach, the 2D/3D wave equation is now satisfied at a boundary, resulting
in a numerical formulation that really behaves as a locally reacting surface. That is, the
reflected sound wave approximates the theoretical LRS reflectance well for any value of the
wall impedance and angle of incidence, in particular at low frequencies. In addition, both
phase and amplitude are well preserved, which is not the case for 1D boundary models.
However, a simple frequency-dependent boundary model in which the wall is characterised by a complex impedance expression that incorporates linear resistance, inertia, and
restoring forces, can only be considered a first-order approximation to a real-life boundary, which is generally frequency-dependent. Alternatively, such a simple boundary model
could be used to approximate the boundary impedance in narrow frequency ranges, thus
creating a need for running numerous simulations in order to cover the whole audio bandwidth. The output signals from a few simulations of the same acoustic space would need
to be filtered with the use of bandpass filters, and next combined in a one room impulse
response. However, such an implementation significantly increases the overall computational cost. Therefore, a more general approach should allow formulation of the boundary
for any complex impedance that fully represents the properties of a wall in the whole audio
bandwidth.
In this chapter, we extend a simple frequency-dependent boundary model to formulating generalised frequency-dependent boundaries, which can be applied to both FDTD
Chapter 6. Digital Impedance Filter boundary model
134
and K-DWM modelling of acoustic spaces, by representing the boundary impedance with
a digital IIR filter of arbitrary order. The main challenge herein is to avoid obtaining an
implicit scheme, as well as avoiding the use of low-order accuracy finite difference operators. This is achieved by reformulation of the digital impedance filter (DIF) boundary
model in terms of suitable intermediate variables that can be computed recursively. In
addition, we provide a formula for the analytic evaluation of the numerical reflectance,
herein referred to as the numerical boundary analysis (NBA), which has been introduced
in Section 5.5.
The chapter is organised as follows. In Section 6.1, a locally reacting surface boundary
condition is presented starting from a digital impedance filter. Section 6.2 presents the
numerical formulation of the 2D FDTD frequency-dependent boundary model of a locally
reacting surface, including the treatment of corners. Section 6.3 presents the 3D DIF
boundary model, including the treatment of corners and boundary edges. The NBA
formulae for the proposed boundary models are provided in Section 6.4. Results obtained
from numerical experiments and the NBA are analysed in the frequency domain in Section
6.5 and compared with the 1D boundary model that connects boundary reflectance filter
with the FDTD room interior implementation with the use of the KW-pipe. A final
discussion is presented in Section 6.6, followed by some concluding remarks in Section 6.7.
6.1
Digital Impedance Filter (DIF)
In general, real acoustic boundaries reflect waves in a frequency-dependent manner. That

is, the reflected wave has a phase and amplitude that differ from those of the incident wave,
and such changes diverge with frequency [64]. This phenomenon can be incorporated in
an FDTD model with locally reacting surfaces by representing the specific acoustic wall
impedance with a digital filter.
The impedance filter can be obtained in various ways, some of which will be described
in Section 6.5. One approach is to measure the wall reflectance at a certain angle of
incidence, e.g. normal to the wall. The averaged results of such measurements are usually
available in the form of absorption coefficient values () provided for each octave band,
which can be converted to octave band reflection coefficients by |R| = 1 [64]. Note
that such reflection coefficients do not include phase information. However, there are
several other techniques that also incorporate the reflectance phase information (such
as those presented in Section 2.5). For both cases, a normal-incidence digital reflectance
filter R0 (z) can then be designed to approximate the measured reflection data in all octave
bands. Provided that this normal-incidence reflectance filter represents a passive boundary
(i.e. |R0 (z)| 1), the transfer function of the digital impedance filter approximating an
appropriately physical (i.e. positive real) impedance, can be calculated using the inverted
135
form of Equation (5.5) with = 0o , i.e.

w (z) =
1 + R0 (z)
.
1 R0 (z)
(6.1)
The general specific impedance is thus expressed in this study as an IIR filter, where both
nominator and denominator are of the same order N equal to the highest order of the
reflectance filter
w (z) =
b0 + b1 z 1 + b2 z 2 + ... + bN z N
.
a0 + a1 z 1 + a2 z 2 + ... + aN z N
(6.2)
Note that an IIR impedance filter w (z) results for reflectance filters of both FIR and IIR
type, and that direct design of w (z) from measured or modelled impedance data w ()
can lead to unphysical representations of the boundary (i.e. an impedance filter that is
not positive real).
6.2
2D DIF Model
This section presents the FDTD formulation of the 2D DIF model for right and left
boundaries in a rectilinear grid, an analogous K-DWM formulation, and the treatment for
outer and inner corners.
6.2.1
The boundary condition for a right boundary can be discretised by approximating the
first-order derivatives in time and space domains of the continuous boundary condition
given by Equation (5.4) with centered operators, which yields
n1
pn+1
l,m pl,m
2T
= c w
pn
pnl1,m
.
2X
l+1,m
(6.3)
In order to derive the multidimensional FDTD formulation of a locally reacting surface,

the discretised boundary equation (Equation 6.3) has to be combined with the discretised multidimensional wave equation, which for the 2D standard leapfrog scheme is given
by Equation (3.5). Since the aim is to incorporate a frequency-dependent digital wall
impedance w (z), Equation (6.3) is first transformed to the z-domain
Pl,m (z z 1 ) = w (z) (Pl+1,m Pl1,m ),
(6.4)
where Pl,m denotes the z-transform of the discrete time-domain pressure pnl,m. To enable
incorporation of the filter in the FD boundary condition, it is necessary to write the
136
impedance filter in the following way

w (z) =
b0 + B(z)
,
a0 + A(z)
(6.5)
where filter nominator and denominator are given as

B(z) =
N
X
bi z i ,
(6.6)
ai z i .
(6.7)
i=1
A(z) =
N
X
i=1
Now substituting Equation (6.5) in the discretised boundary condition given by Equation
(6.4) yields
Pl,m (z z 1 ) =
b0 + B(z)
(Pl+1,m Pl1,m ).
a0 + A(z)
(6.8)
In order to obtain a computable boundary formulation, this condition is rewritten in terms

of the intermediate value Y
Pl,m (z z 1 ) = Y,
where
Y =
b0 + B(z)
(Pl1,m Pl+1,m ).
a0 + A(z)
(6.9)
(6.10)
Equation (6.10) can be treated as an input-output relationship Y (z) = w (z) X(z) with
the transfer function given by the IIR impedance filter w (z) and the filter input given as
X = Pl1,m Pl+1,m . We may rewrite this explicitly in terms of the input pressure values
as follows
Y =

1
b0 + B(z) Pl1,m Pl+1,m A(z)Y .
a0
(6.11)
This explicit filter formula is then split into two parts, namely the current filter input
values and a new term G which is computed using past filter values only
Y =
b0
G
(Pl1,m Pl+1,m ) + ,
a0
a0
(6.12)
where
G = B(z)(Pl1,m Pl+1,m ) A(z)Y.
(6.13)
Next, substituting Equation (6.12) into Equation (6.9) yields

Pl,m (z z

b0
G
)=
(Pl1,m Pl+1,m ) +
.
a0
a0
(6.14)
pl,m+1
pl,m+1
pl-1,m
137
pl,m pl+1,m
pl-1,m
pl,m pl+1,m
pl,m-1
pl,m-1
(a) Right Boundary
(b) Left Boundary
Figure 6.1: The leapfrog stencil in a rectilinear mesh at: (a) a right boundary, (b) a left boundary.
Ghost-point nodes are indicated with white-coloured circles and the room interior is indicated by grey
shading.
Such a splitting is necessary in order to separate the current filter values Pl1,m and Pl+1,m
from the explicit filter equation, both of which also appear in the discrete wave equation
and hence are needed for updating the boundary node. Whereas the first value can be
computed explicitly from the discrete wave equation, the second can only be updated from
the boundary condition, since Pl+1,m is an extra node located beyond the boundary as
shown in Figure 6.1(a) and thus no other acoustic laws apply at this node. In addition, the
introduction of intermediate variables appears to be a strict necessity, since avoiding this
(by multiplying both sides of Equation (6.8) with a0 + A(z) and working out a different
set of update equations) leads to a system that is not structurally stable (i.e. instabilities
can arise from numerical round-off errors in that case). The ghost point, which is defined
as a mesh node that is lying outside of the modelled space [113] [see Figure 6.1(a)], can
now be written explicitly as
Pl+1,m = Pl1,m +
and its inverse z-transform reads
pnl+1,m = pnl1,m +
G
a0
Pl,m (z 1 z) + .
b0
b0
gn
a0 n1
(pl,m pn+1
)
+
.
l,m
b0
b0
(6.15)
(6.16)
Similarly, the inverse z-transform of Equation (6.12) is

yn =
i
1h
b0 (pnl1,m pnl+1,m ) + gn ,
a0
(6.17)
where y n is the filter output value at time step n and intermediate value g is the inverse
z-transform of G
N h
i

X
ni
ni
pl+1,m
ai y ni .
bi pl1,m
g =
n
i=1
(6.18)
138
Finally, the update formula for the boundary node pl,m is obtained by substituting for the
ghost point in the discretised 2D wave equation given by Equation (3.5) with Equation
(6.16). Hence the final update formula for a boundary node is
h
pn+1
=
2 (2pnl1,m + pnl,m+1 + pnl,m1 )
l,m
a0
n1
1)pl,m
b0
a0
2 n i
g / 1+
.
+
b0
b0
+2(1 22 )pnl,m + (
(6.19)
Since the filter input is given as xn = pnl1,m pnl+1,m , we can next define the filter input
equation as
xn =
a0 n+1
gn
n1
) .
(pl,m pl,m
b0
b0
(6.20)
Hence, the explicit filter difference equation is updated with

yn =

1
b0 xn + gn ,
a0
(6.21)
where the intermediate value g is

N

X
bi xni ai y ni .
g =
n
(6.22)
i=1
Note that such a boundary formulation is valid when b0 6= 0 and b0 6= 1. This is the case
for realistic walls, as the first condition would require 1 reflection and the second would
mean no immediate reflection, which for the vast majority of real walls is not the case.
However, if the discretisation of the boundary would somehow result in the violation of one
of the aforementioned conditions, there are usually options available within the numerical
design procedure to avoid them.
The digital impedance filter (DIF) boundary formulation requires updating the intermediate value g from the past filter input and output values only, and calculating the
boundary node pl,m, and the filter input and output at time step n according to Equations (6.22), (6.19), (6.20), and (6.21), respectively. Note that updating these equations
in the proposed order avoids the necessity to update the ghost point pl+1,m (i.e., the point
located outside of the modelled space). One IIR filter is necessary for each boundary
node, with the input to the IIR filter at node (l, m) defined as 6.20, and the intermediate
value g can be obtained directly from the impedance filter implementation as indicated
with Equation (6.22) and illustrated in Figure 6.2. Since the order of the impedance filter
nominator and denominator are always equal, the filter is most efficiently implemented in
139
x(n)
bN
b2
aN
-1
b0
b1
-1
-1
a2
y(n)
a1
g(n)
Figure 6.2: The digital impedance filter implementation in a canonical form, indicating additional output
for an intermediate value g.
canonical form.
6.2.2
Other Rectilinear-grid Boundaries
The derivation of the formulae for the other boundaries in a rectilinear grid (i.e. boundaries
on the left, upper, and lower sides) proceeds in the same manner, but involves changing the
relevant indexes and changing the sign of the flow normal to the boundary where required,
as described in Section 5.1. For example, the final update formula for the boundary node
of a left boundary (see Figure 6.1(b)) is
h
=
2 (2pnl+1,m + pnl,m+1 + pnl,m1 )
pn+1
l,m
a0
n1
1)pl,m
b0
2 n i
a0
+
,
g / 1+
b0
b0
+2(1 22 )pnl,m + (
(6.23)
Since the ghost point pl1,m is computed according to

pnl1,m = pnl+1,m +
gn
a0 n1
(pl,m pn+1
)
+
,
l,m
b0
b0
(6.24)
filter input x at time step n is defined as

xn = pnl+1,m pnl1,m =
a0 n+1
gn
n1
(pl,m pl,m
) ,
b0
b0
(6.25)
and the explicit filter difference equation is updated according to Equation 6.21, where
intermediate value g is given by Equation 6.22.
6.2.3
140
K-DWM Implementation
It is well known that the standard leapfrog FDTD scheme with the Courant number set to
its highest possible value is mathematically equivalent to the rectangular digital waveguide
mesh model [49]. Hence the boundary models presented here are also directly applicable
to K-DWM simulations. For instance, the formula for a right boundary node of the 2D
rectangular K-DWM is obtained by setting = 1/ 2, which reduces Equation (6.19) to

h
gn i
n
n
n
pn+1
=r
2p
+
p
+
p
+
l1,m
l,m+1
l,m1
l,m
b0
n1
+(1 4r)pl,m ,
where r =
b
0
,
2b0 + 2a0
(6.26)
and filter input equation is updated according to

n
x =
gn
2a0 n+1
n1
(pl,m pl,m
)+ ,
b0
b0
(6.27)
and the remaining filter equations are again computed from Equations (6.21) and (6.22).
Note that setting at its top value is generally a good strategy for FDTD simulation of
rooms, since it results in the most efficient implementation of the room interior as well as
the boundary. The efficiency arises from the smallest numerical error for top values of the
Courant number, as has been explained in Section 3.2.2.
6.2.4
Corners
The treatment of corners in the FDTD modelling is crucial for the overall stability of the
whole simulation, and therefore appropriate equations have to be formulated with great
care. A starting point for the derivation of update formulae for corner nodes is to realise
that a corner is considered a part of the modelled space, and hence the multidimensional
wave equation has to be satisfied at the corner node. In this case, a top-right outer
corner (depicted in Figure 6.3(a)) has to satisfy the 2D standard leapfrog scheme equation,
and the two ghost points are eliminated for with the use of two independent boundary
conditions in x- and y-direction, namely
p
p
= c x (z) ,
t
x
p
p
= c y (z) ,
t
y
(6.28)
where x (z) and y (z) denote digital impedance filters in x- and y-direction, respectively.
The explicit formulae for the ghost points in both directions are given as
pnl+1,m = pnl1,m +
gn
ax n1
(pl,m pn+1
)+ x,
l,m
bx
bx
(6.29)
pl,m+1
pl-1,m
141
pl,m+1
pl,m pl+1,m
pl,m-1
pl-1,m
pl,m
pl+1,m
p l,m-1
(a) Outer corner
(b) Inner corner
Figure 6.3: The leapfrog stencil in a 2D rectilinear mesh at: (a) an outer corner, (b) an inner corner.
Ghost-point nodes are indicated with white-coloured circles and the room interior is indicated by grey
shading.
pnl,m+1
pnl,m1
gyn
ay n1
n+1
+
pl,m ) + ,
(p
by l,m
by
(6.30)
where gx and gy are computed from their respective filter implementations, bx and by
are the b0 values, and ax and ay are the a0 values for the x- and y-direction boundary
condition, respectively.
Substituting for these ghost points in a 2D wave equation with the discrete versions
of these boundary conditions results in the following update formula for a top-right outer
corner node
h
gxn gyn
2
n
n
pn+1
=
(2p
+
2p
+
+ )
l1,m
l,m1
l,m
bx
by
i
ax ay
n1
+ 2(1 22 )pnl,m + (
+
1)pl,m
bx
by

ax ay
/ 1+
+
,
bx
by
(6.31)
where two filter equations in x- and y-diections should be calculated from their respective
filter equations.
Regarding treatment of inner corners - in the FDTD literature also referred to as
re-entrant corners - neither of the two boundary conditions [Equation (5.13)] apply. Furthermore, there are no ghost points to eliminate [see Figure 6.3(b)], and therefore the
discrete 2D wave equation given by Equation (3.5) can be used as an update formula for
an inner corner node.
6.3
3D DIF Model
The formulation of the 3D DIF model, including the treatment of corners and edges, is
accomplished in a similar manner to the 2D case presented in Section 6.2.
6.3.1
142
The derivation of the update formula for a right boundary again consists in combining
the discrete wave equation with the discrete version of the boundary condition given by
Equation (5.4). Thus from the generalised frequency-dependent boundary condition, we
arrive at the 3D form of Equation (6.20)
gn
a0 n1
(pl,m,i pn+1
)
+
,
l,m,i
b0
b0
(6.32)
where l, m, and i denote spatial indexes in x-, y-, and z-direction, respectively. The digital
impedance filter difference equations are again given by Equations (6.21) and (6.22), for
which filter input is now defined as
xn = pnl1,m,i pnl+1,m,i =
a0 n+1
gn
n1
(pl,m,i pl,m,i
) .
b0
b0
(6.33)
Concerning a discrete 3D wave equation, the standard leapfrog scheme is given by Equation
(3.6) [11]. Substituting for the ghost point in Equation (3.6) with Equation (6.32) yields
the update formula for the right boundary node
h
=
2 (2pnl1,m,i + pnl,m+1,i + pnl,m1,i + pnl,m,i+1
pn+1
l,m,i
2 n
+pnl,m,i1 ) + 2(1 32 )pnl,m +
g
b0
i
a0
a0
n1
/ 1+
1)pl,m
.
+(
b0
b0
(6.34)
This 3D formulation requires computing the intermediate value g from the past filter
input and output values only, and calculating the boundary node pl,m,i , and the filter
input and output at time step n according to Equations (6.22), (6.32), (6.20), and (6.21),
respectively.
6.3.2
Corners and Boundary Edges
In order to obtain a formula for an outer corner of a 3D system, the discrete 3D wave
equation should be combined with three boundary conditions simultaneously in x-, y-,
and z-directions, respectively, by which all three ghost points are eliminated for, and the
143
following update formula results

h
pn+1
=
22 (pnl1,m,i + pnl,m1,i + pnl,m,i1 )
l,m,i
gxn gyn gzn

+
+ ) + 2(1 32 )pnl,m,i
bx
by
bz
i
az
ax ay
n1
+
+
1)pl,m,i
+(
bx
by
bz

ax ay
az
/ 1+
+
+
.
bx
by
bz
+ 2 (
(6.35)
In a similar way, the nodes at an x-y outer edge of a 3D space are updated according to
the formula derived as a combination of Equation (3.6) with two boundary conditions,
namely in x- and y-directions, which yields
pn+1
l,m,i
= 2 (2pnl1,m,i + 2pnl,m1,i + pnl,m,i+1

gxn gyn
+ ) + 2(1 32 )pnl,m,i
bx
by
i
ax ay
ax ay
n1
+(
/ 1+
+
1)pl,m,i
+
.
bx
by
bx
by
+ pnl,m,i1 ) + 2 (
(6.36)
As for the implementation of inner corners and inner edges, the corner node can be computed simply with the 3D standard leapfrog scheme equation given by Equation (3.6).
6.4
As explained in Section 5.5, the numerical boundary analysis (NBA) is an analytic method
for the prediction of the numerical boundary reflectance. In comparison to the numerical
experiments discussed in Section 6.5, this method has the advantage that results can be
computed much faster, and are free from numerical artefacts. In Section 5.6, both the
analytic and the numerical approach to determining the numerical reflectance have been
validated by finding a high level of agreement between the respective results.
In this section, we provide NBA formulae for exact prediction of the numerical reflectance of boundaries modelled using the DIF approach explained in Sections 6.2 and
6.3.
6.4.1
2D DIF Model
Considering a wall normal to the rectangular coordinate system in the x-y plane parallel
to the y-axis and located at x = 0, the total sound pressure in the plane of a locally
144
reacting surface can be derived by adding incident and reflected sound pressure values.
The discrete-domain pressure at the right boundary node is given by Equation (5.41),which
is readily transformed to the z-domain by esT = z and denoting the z-transform of pnl,m
with Pl,m . We may also use Equation (5.41) as a basis for substituting all the other
pressure variables in the boundary update equation. Again applying z-transforms, some
examples of these substitutions are
pnl,m Pl,m ,
pn+1
l,m z Pl,m ,
n1
pl,m z 1 Pl,m ,
(6.37)
(6.38)
(6.39)
pnl1,m p0 z n ej kmX sin

cos
ej k(l1)X
.
ej k(l1)X cos + R
(6.40)
The variable g in Equation (6.19) is substituted for with a reformulated form of Equation
(6.13)

G = B(z) A(z) w (z) Pl1,m Pl+1,m

= Hw (z) Pl1,m Pl+1,m .
(6.41)
The NBA formula for the proposed DIF boundary model is then obtained by setting l = 0
(which corresponds to x = 0 at a boundary) and solving for the numerical reflectance R,

which yields
(

h
a0
z 2 (2C + D + D 1 )
b0
i 2
+ 2(1 22 ) + (C 1 C) Hw (z)
b
)0 (

a0
a0 1
/
1+
)z
z
+ (1
b0
b0
h
i
2 (2C 1 + D + D1 ) + 2(1 22 )
)
2
a
0
+ (C C 1 ) Hw (z) + (1
)z 1 ,
b0
b0
) =
R(z,
1+
(6.42)
where C = ej kX cos and D = ej kX sin . Note that Equation (6.42) follows directly from
numerical boundary analysis applied to Equation (6.19). However, since an analysis technique does not have to result in a computable formula in the form of Equation (6.19),
145
Equation (6.42) can be further rewritten in a simpler equivalent form as

(

h

z 22 C + 2 (D + D 1 )
w (z)
)
i

+ 2(1 22 ) + 1
z 1
w (z)
(

h

/
1+
z 22 C 1 + 2 (D + D 1 )
w (z)
)
i
1
2
+ 2(1 2 ) + 1
.
z
w (z)
) =
R(z,
1+
(6.43)
Having obtained a formal expression for the numerical reflectance, it can now be shown
that the 2D boundary represents a passive termination. Since the NBA formula for the
2D digital impedance filter boundary model given by Equation (6.43) reduces to Equation
(5.46) for any complex boundary impedance w , such a stability proof is analogous to the
stability proof presented in Section 5.5.2. Such analysis again leads to aw 0, where aw
is a real part of w . Thus the boundary is passive provided that the real part of the digital
wall impedance is nonnegative. This is ensured for any impedance filter that has been
calculated from Equation (6.1) using a digital normal-incidence reflection filter for which
|R0 (z)| 1, and hence the whole simulation is always stable.
6.4.2
3D DIF Model
If we consider a wall normal to the rectangular 3D system x-y-z and located at x = 0,

the discretised total sound pressure in the standing wave in the right boundary plane can
be expressed by Equation (5.61). Next, transforming Equation (5.61) to the z-domain
and writing out the formulae for the pressure variables present in the boundary update
146
equation given by Equation (6.34), the 3D numerical boundary analysis formula results
(

h

, (z) = 1 + a0 z 2 (2C + D + D 1
R
b0
i
a0 1
+ E + E 1 ) + 2(1 32 ) + (1
)z
b0
)
2
+ (C 1 C) Hw (z)
b0
(

h
a0
/
1+
z 2 (2C 1 + D + D1
b0
i
a0 1
+ E + E 1 ) + 2(1 32 ) + (1
)z
b0
)
2
1
+ (C C ) Hw (z) ,
b0
(6.44)
where C = ej kX cos cos , D = ej kX sin cos , and E = ej kX sin . Concerning the passivity
of the 3D DIF model, we can again apply the same procedure as for the 2D case (presented
in Section 5.5.2), which after simple manipulations leads to Equation (5.56), where Q now
has more components. However, it is straightforward to show that Equation (5.56) is
again satisfied for all possible wavenumbers and angles of incidence, and hence the 3D
DIF model is always stable.
6.5
For the investigation of the proposed digital impedance filter boundary formulation for
the standard leapfrog scheme and the comparison with 1D models with KW-pipes, a set
of 2D numerical experiments has been done. In these experiments, the same procedure
has been applied and the same numerical setup used, as described in Section 5.6.1. For
the results in 3D, the results have been obtained with the numerical boundary analysis.
6.5.1
1D Boundary Model
The 2D impedance filter boundary model proposed in this chapter is compared with the
1D boundary model which constitutes a typical termination of 2D and 3D acoustic spaces
in the digital waveguide mesh room acoustics. This 1D FDTD/K-DWM boundary model
is given by [90, 46]
n1
n
pn+1
l,m = [1 + R0 ] pl1,m R0 pl,m ,
(6.45)
147
where R0 denotes the wall reflectance at normal incidence. By replacing R0 with a digital
filter R0 (z), this formulation becomes mathematically equivalent to the 1D termination of
a K-DWM model found in [53, 75]. More details on the 1D reflectance filter and KW-pipes
can be found in Sections 3.2.4 and 3.2.4, respectively.
6.5.2
Impedance Filter Design
In this section, a brief description of the techniques used for the design of the impedance
filters is given. In all cases, the filters were designed to approximate both phase and
amplitude of the boundary impedance for a particular wall type.
Fibrous Material Layer Boundary
The first boundary type under investigation is a layer of fibrous material on a rigid wall,
which is briefly reviewed in Section 2.5. The analytic formulae for the characteristic
impedance Z0 () and propagation constant () of the material provided in [5] were used
as a basis to express the (continuous-domain) specific wall impedance w () as follows
w () =
Z0 ()
coth (()d) ,
c
(6.46)
where d is the layer thickness and is the air density. Both and Z0 depend on the
flow resistivity ; hence the boundary is characterised by the two parameters d and .
This type of formulation was originally provided in [29] and later improved on in [5].
The normal-incidence reflectance is obtained from Equation (5.5), which represents the
target response in the design of an appropriate digital reflectance filter; the output-error
minimisation technique [103] was applied here for this purpose, resulting in a 13th-order
IIR filter that closely matches the target response up to about 0.3fs . This filter is then
converted to a digital impedance filter of 13th-order using Equation (6.1).
Mechanical Impedance Boundary
For direct comparison with the model presented in Chapter 5, a second boundary type
was investigated, starting from a continuous-domain mechanical impedance Zw (s) =
c w (s) = (M s2 + Rs + K)/s, where R denotes resistance, M is the mass per unit area, K
denotes the spring constant, and s is the Laplace frequency variable. This impedance was
mapped to the discrete domain using (a) the bilinear transform and (b) the impulse invariant method (IIM)1 , resulting in two different digital impedance filters of second-order
1
The IIM was actually applied to the specific wall admittance, and the resulting digital filter was then
inverted to give the digital impedance. This indirect discretisation is necessary since the IIM is not suited
to mapping high-pass analog filters to the discrete domain.
1
0.8
0.6
0.4
0.05
0.1
0.15
0.2
1
0.8
0.6
0.4
0.25
0.05
0.8
0.6
0.05
0.1
0.15
0.2
0.8
0.6
0.4
0.25
0.05
0.25
1
0.8
0.6
0.4
0.05
0.1
0.15
0.2
0.1
0.15
0.2
0.25
= 75o
Reflectance amplitude
0.1
0.15
0.2
= 60o
= 45o
0.4
= 30o
= 15o
= 0o
148
0.25
1
0.8
0.6
0.4
0.05
0.1
0.15
0.2
0.25
Figure 6.4: Numerical reflectance of the fibrous material boundary for d = 0.04, = 100, and angles
of incidence = 0o , 15o, 30o , 45o , 60o , 75o . In each plot, the dashed line shows the 2D DIF boundary
model, the black solid line shows the 1D filter model, and the solid grey line shows the theoretical
reflectance.
to be investigated.
Low-pass Reflectance Boundary
Finally, we also designed a first-order digital low-pass reflectance filter by applying the IIM
to the reflectance transfer function R(s) = (g)/(s + ), where g is now a gain factor and
denotes filter design parameter. The corresponding impedance filter is then obtained
with Equation (6.1).
6.5.3
Results of the 2D DIF Model
In this section, the magnitudes of the experimentally obtained reflectance are analysed
in the frequency domain. In general, the presented figures show the reflectance of the
2D digital impedance filter (DIF) model proposed in this chapter (black dashed lines),
the 1D boundary model that connects reflectance filters to FDTD mesh with the use
of KW-converters (black solid lines), and the theoretical reflection (grey solid lines) up
to a quarter of the sample rate. In order to focus on the FDTD modelling, the initial
filter design approximation error was left out of the comparisons. That is, the theoretical
reflection was taken as the digital reflection for a given digital impedance filter, i.e.
R(z) =
w (z) cos 1
.
w (z) cos + 1
(6.47)
149
1.1
1
0.9
0.8
0.7
0.6
0.5
0.4
0.05
0.1
0.15
0.2
0.25
Figure 6.5: Numerical reflectance of the fibrous material boundary with d = 0.04 and = 100, for
= 75o . The dashed line shows the reflectance of the 2D DIF boundary model calculated using the
NBA, and the solid grey line shows the theoretical reflectance R(z).
Figure 6.4 illustrates the reflectance of the fibrous material layer, where the thickness
of fibres was d = 0.04m and the flow resistivity was assigned an example value =
100Nsm4 . The DIF boundary model follows the theoretical value quite well for all angles
of incidence. In particular, the numerical reflectance adheres perfectly to the theoretical
reflection for low frequencies at all angles of incidence. Furthermore, a perfect match
is visible for = 45o , for which the leapfrog scheme has no dispersion. The numerical
error is the largest at normal incidence, which coincides with the fact that the numerical
dispersion error for the leapfrog scheme is the strongest in axial directions.
In comparison, the 1D boundary model does not adhere well to the theory for most
angles of incidence. Although the numerical reflectance is on average at the correct level,
there is a substantial misalignment along the frequency axis; that is, the minima and
maxima are positioned wrongly for all angles of incidence.
Note that the jumps near ( = 0) in the reflectance obtained with numerical experiments in all figures, particularly visible at high angles of incidence (e.g. = 75o ), are
artefacts due only to the wavefront not being perfectly flat. As illustrated in Figure 6.5,
the numerical boundary analysis confirms that a sudden jump near DC for the angle of
incidence = 75o does not in fact occur for the presented boundary models.
Regarding the mechanical impedance boundary, the parameters were set to R/(c) = 2,
M/(cT ) = 6, and KT /(c) = 2, where T is the time step. When the bilinear transform
method was used to obtain the digital impedance filter, the simulations with the 1D
boundary model were structurally unstable. No stability problems occurred though when
using the DIF model, and indeed a good match to theory was observed for all incidences.
When using the impulse invariant method, neither boundary model resulted in stability
1
0.8
0.6
0.4
0.2
0
0.05
0.1
0.15
0.2
1
0.8
0.6
0.4
0.2
0
0.25
0.05
0.6
0.4
0.2
0.05
0.1
0.15
0.2
0.6
0.4
0.2
0
0.25
0.05
0.1
0.15
0.2
0.25
1
0.8
0.6
0.4
0.2
0
0.05
0.1
0.15
0.2
0.25
= 75o
1
0.8
0.1
0.15
0.2
1
0.8
= 60o
= 45o
= 30o
= 15o
= 0o
150
0.25
1
0.8
0.6
0.4
0.2
0
0.05
0.1
0.15
0.2
0.25
Figure 6.6: Numerical reflectance of the mechanical boundary discretised using the impulse invariant
method, for = 0o , 15o , 30o , 45o, 60o , 75o . In each plot, the dashed line shows the 2D DIF boundary
model, the black solid line shows the 1D filter model, and the solid grey line shows the theoretical
reflectance R(z).
problems. However, the 1D boundary model now shows an enormous discrepancy with
theory, while the DIF model adheres extremely well to the theory (see Figure 6.6).
The low-pass reflectance results are depicted in Figure 6.7. As can be seen, the 1D
boundary model performs somewhat better in this case, but is still structurally different
from the theoretical response, and not nearly as accurate as the proposed DIF boundary
model. In addition, since the numerical reflectance of the 1D boundary model is not exact
at = 0, there is no scope for improvement in accuracy by up-sampling.
These results show that there are fundamental problems with the 1D boundary model,
and that these are entirely overcome by the proposed DIF model. Furthermore it is
interesting to note that for the DIF model, the perfect match always results for = 45o
up to 0.25fs and a weaker match is observed for the normal incidence.
In addition, the 2D NBA formula for the last two boundary filters at normal angle
of incidence is illustrated in Figure 6.8. The reflectance was obtained through numerical experiments with the setup described in Section 5.6.1, with the difference that the
room interior was modelled with the standard 2D rectilinear scheme, the size of the simulated space was increased to 2800x2100 and 2800x4200 respectively, the simulation time
increased to 3700 samples, and the distance from the source to the centre of the investigated wall was set to 100 grid nodes. The perfect match of the numerically simulated
and analytically predicted numerical reflectance proves that NBA accurately predicts the
numerical reflectance of the DIF model.
Finally, the phase of the numerical reflectance is analysed in the frequency domain.
0.6
0.4
0.2
0.05
0.1
0.15
0.2
1
0.8
0.6
0.4
0.2
0
0.25
0.05
0.4
0.2
0
0.25
0.05
0.1
0.15
0.2
0.6
0.4
0.2
0.1
0.15
0.2
= 75
1
0.8
0.6
0.4
0.2
0
0.25
0.05
0.1
0.15
0.2
0.25
0.05
0.6
= 60
0.8
0.1
0.15
0.2
1
0.8
= 45
= 30
1
0.8
= 15
=0
151
1
0.8
0.6
0.4
0.2
0
0.25
0.05
0.1
0.15
0.2
0.25
Figure 6.7: Numerical reflectance of the low-pass reflectance boundary with g = 0.85, = 0.4, and
angles of incidence = 0o , 15o , 30o , 45o , 60o , 75o. The dashed line shows the reflectance of the 2D DIF
boundary model, the black solid line shows the reflectance from the 1D filter model, and the solid grey
line shows the theoretical reflectance R(z).
0.8
0.6
0.4
0.2
0.05
0.1
0.15
0.2
0.25
Figure 6.8: Numerical reflectance of the mechanical boundary and the low-pass reflectance boundary
for = 0o . The dashed lines show the reflectance of the 2D DIF boundary model with standard 2D
rectilinear scheme room interior implementation, and the solid grey lines show the reflectance predicted
with the NBA method.
= 0o
5
4
3
2
0.05
0.05
4
3
2
0.05
0.1
0.15
0.2
0.25
0.1
0.15
0.2
4
3
2
1
0.25
= 60
4
2
0.1
0.15
0.2
0.25
0.1
0.15
0.2
0.25
= 75
x 10
0.05
0.05
3
x 10
= 45
x 10
0.25
= 30o
x 10
0.1
0.15
0.2
x 10
= 15o
6
x 10
152
8
6
4
2
0
0.05
0.1
0.15
0.2
0.25
Figure 6.9: The phase delay of the numerical reflectance of the fibrous material boundary for d = 0.04,
= 100, and angles of incidence = 0o , 15o , 30o , 45o , 60o , 75o . In each plot, the dashed line shows the
2D DIF boundary model, the black solid line shows the 1D filter model, and the solid grey line shows
the theoretical reflectance.
= 0o
2
1
0
0.05
0.05
0.1
0.15
0.2
0.05
0.25
0.1
0.15
0.2
0.05
0.1
0.15
0.2
0.05
0.25
0.1
0.15
0.2
0.25
= 75
x 10
0.25
x 10
= 60
x 10
0.25
= 30o
= 45
0.1
0.15
0.2
x 10
= 15o
3
x 10
x 10
2
1
0
1
0.05
0.1
0.15
0.2
0.25
Figure 6.10: The phase delay of the numerical reflectance of the low-pass reflectance boundary with
g = 0.85, = 0.4, and angles of incidence = 0o , 15o , 30o , 45o , 60o , 75o. The dashed line shows the
reflectance of the 2D DIF boundary model, the black solid line shows the reflectance from the 1D filter
model, and the solid grey line shows the theoretical reflectance R(z).
153
Figures 6.9 and 6.10 illustrate the reflectance phase delay of the fibrous material layer
(d = 0.04m and = 100Nsm4 ) and the low-pass reflectance (g = 0.85 and = 0.4),
respectively. In general, the reflectance phase of the 2D digital impedance filter model
adheres well to the phase of theoretical reflectance for all angles of incidence for both
digital impedance filters. In particular, the phase delay is always perfectly matched for at
low frequencies. On the other hand, the phase delay of the 1D boundary model does not
correctly approximate the theoretical phase delay, which confirms that, similarly to the
frequency-independent case presented in Section 5.6.2, a phase shift problem is introduced.
However, note that the phase shift for presented boundaries is in general small. All in all,
it can be concluded that the complex-value numerical error appears in both phase and
amplitude, and depending on the boundary type, can be displayed in either plot in both
ways.
6.5.4
Results of the 3D DIF Model
In this section, results obtained with the use of the 3D numerical boundary analysis are
presented. Similarly to the previous section, all figures illustrate the magnitude of the
numerical reflectance of a 3D DIF boundary model (black dashed lines) compared with the
theoretical reflection (grey solid lines) for up to the cut-off frequency for axial directions,
which for the 3D leapfrog scheme amounts to 0.196fs . The theoretical reflection used as
a reference was again taken as the digital reflection for a given digital impedance filter,
which for a 3D space yields
R, (z) =
w (z) cos cos 1

.
w (z) cos cos + 1
(6.48)
Furthermore, the same three digital impedance filters described in Section 6.5.2 were
tested.
The reflectance of the fibrous material layer for a constant elevation angle = 60o and
varying azimuth angles is illustrated in Figure 6.11. The numerical reflectance of the DIF
model exhibits a very good agreement with theory, in particular at low frequencies. Note
that the elevation angle selected for Figure 6.11 was chosen as an example angle; however
a similarly good match was observed for other incidences.
Figure 6.12 illustrates low-pass reflectance of the DIF model for elevation angle = 35o .
A perfect match between the numerical and theoretical reflectance occurs for = 45o which
coincides with the absence of numerical error of the standard leapfrog scheme in diagonal
directions. Note that in a 3D case the diagonal direction can be defined by a pair of angles
35.3o and = 45o . It can also be observed that numerical reflectance structurally
adheres well to the theory for the remaining azimuth angles.
0.8
0.6
0.4
0.8
0.6
0.4
0.05
0.1
0.15
0.6
0.4
0.6
0.8
0.6
0.4
0.05
0.1
0.15
0.05
0.1
0.15
= 75o, = 60o
0.8
0.8
0.4
0.05
0.1
0.15
= 60o, = 60o
= 45o, = 60o
1
= 30 , = 60
= 15 , = 60
= 0 , = 60
154
0.8
0.6
0.4
0.05
0.1
0.15
0.05
0.1
0.15
Figure 6.11: Numerical reflectance of the fibrous material boundary for d = 0.04, = 100, a constant
elevation angle = 60o , and the following azimuth angles = 0o , 15o, 30o , 45o , 60o , 75o . In each
plot, the black dashed line shows 3D DIF boundary model and the solid grey line shows the theoretical
reflectance.
= 0o, = 35o
= 15o, = 35o
0.8
0.6
0.4
0.2
0
0.8
0.6
0.4
0.2
0
0.05
0.1
0.15
1
1
0.2
0
0.05
0.1
0.15
0.2
0
0.8
0.6
0.4
0.2
0
0.05
0.1
0.15
= 75 , = 35
0.4
0.4
0.6
0.6
= 60 , = 35
1
0.8
0.8
0.05
0.1
0.15
o
= 45 , = 35
= 30o, = 35o
0.05
0.1
0.15
0.8
0.6
0.4
0.2
0
0.05
0.1
0.15
Figure 6.12: Numerical reflectance of the low-pass reflectance boundary with g = 0.85, = 0.4, a
constant elevation angle = 35o , and the following azimuth angles = 0o , 15o, 30o , 45o , 60o , 75o . The
black dashed line shows the reflectance of the 3D DIF boundary model and solid grey line shows the
theoretical reflectance.
155
Figure 6.13: Grid spacing ambiguity in 1D terminations of a 2D mesh structure. Boundary nodes are
indicated with grey-coloured circles, and black arrows point to the updated node.
These results show that the 3D digital impedance filter boundary model yields an
accurate numerical reflectance for any combination of azimuth and elevation angles, even
for near-grazing incidences.
6.6
Discussion
In the 1D boundary model, the boundary node connects only to the nearest node in the
interior [see Figure 5.2(b)]. Hence at the boundary node, the only direction along which
information is available is normal incidence. In other words, there is a priori no angle
information available that can be incorporated to ensure that the numerical boundary
behaves as a locally reacting surface. The only angle at which it can be hoped for that
the numerical reflectance coincides with the theoretical reflectance is normal incidence.
However, as the results of the numerical experiments show, even that is not the case.
Some light can be shown on the inaccuracies of the 1D boundary model by viewing it
from a FDTD perspective. As has been shown in Section 5.2.2, the 1D FDTD/K-DWM
boundary formula given by Equation (6.45) implies that the distance from the boundary
node to the nearest neighbouring node in the medium is smaller than distances between
room interior nodes. As illustrated in Figure 6.13, when updating an interior node that is
located next to the boundary, the distance between this node and the boundary node is
larger than the distance in the opposite direction, i.e. from the boundary node to the same
interior node when updating the boundary node. Thus the distance between the same two
grid nodes varies depending on which node is updated. This constitutes an ambiguity
about the inter-node spacing at the boundary, probably causing the simulation locally
being consistent with neither the 1D nor the 2D wave equation. While it remains difficult
to precisely analyse or predict the effects of this ambiguity, the numerical experiments in
this chapter indicate severe problems (including instability and large errors) can occur as
a result.
On the other hand, the 2D/3D FDTD digital impedance filter (DIF) formulation in-
156
terconnects the boundary nodes to both the adjacent node in the interior as well as the
neighbouring nodes at a boundary, thus implementing wave propagation along the wall
surface, and obeying the (discretised) 2D/3D wave equation at the boundary. As such, it
behaves as a locally reacting surface. As with dispersion errors in the standard leapfrog
scheme, the numerical error is most pronounced at the higher end of the frequency axis,
and vanishes altogether for diagonal directions. Indeed, as shown in Figure 6.8, the numerical reflectance of the multidimensional DIF model can be precisely predicted using
methods that are in essence the same as those for analysing dispersion for FDTD schemes.
The numerical results structurally match the magnitude of theoretical reflectance well
for up to the lowest cut-off frequency of the leapfrog scheme approximating the 2D or
3D wave equation (i.e. up to 0.25fs for 2D and up to 0.196fs for 3D boundary model).
In particular, the numerical results always adhere perfectly at low frequencies, which is
a fundamentally useful property of numerical modelling as it allows the improvement in
performance by up-sampling.
Furthermore, the 2D/3D digital impedance filter formulation includes a proper treatment of corners and edges. In the 1D boundary model, the corner is effectively not regarded
as a part of the medium and therefore outer corner nodes are effectively excluded from the
simulation [see Figure 5.2(b)]. This simplification leads to spurious results when a sound
wave reflects from corner terminations of acoustic spaces; for example when a plane wave
travelling in x-direction reflects of a corner, some wave energy is directed in y-direction.
No such problems occur when using the 2D/3D DIF model.
6.7
Conclusions
In this chapter, we have proposed a novel method for constructing numerical formulations
of generalised frequency-dependent boundary model of a locally reacting surface in FDTD
and K-DWM room acoustics simulations by incorporating digital impedance filters (DIF)
in a computable manner. Compact formulations of DIF boundary model were presented
and a good match with the theoretical reflectance magnitude was observed for various
impedance filters and all angles of incidence. Furthermore, a full treatment of corners and
boundary edges is provided.
The proposed DIF boundary formulation represents a significant improvement on the
commonly used 1D boundary model that combines FDTD room interior implementation
with reflectance filters at boundaries with the use of KW-converters, which up to now have
been the only means of modelling generally complex boundaries in non-staggered FDTD
and K-DWM simulations of acoustic spaces. Results obtained with numerical experiments
have indicated that the numerical reflectance of such 1D models can wildly differ from
theory, and may even lead to instability problems. It seems therefore justified to say that
157
the use of 1D filter models with KW-converters at boundaries should be avoided.

In addition, the performance of the proposed DIF boundary model can be predicted
exactly using the numerical boundary analysis (NBA) method. This is extremely useful, as
it allows researchers and developers to investigate the behaviour of the numerical boundary
without having to run many time-consuming simulations.
158
Chapter 7
Compact Explicit Formulation of

the DIF Model
This chapter discusses the application of the finite difference time-domain (FDTD) method
to modelling 2D and 3D rooms, focusing on scheme-consistent boundary formulations for
compact explicit schemes based on a rectilinear grid. Even though different grid topologies and higher-order spatial schemes are possible, the proposed boundary models are
constrained to compact schemes on a rectilinear topology since it allows a straightforward fit of the grid to rooms with parallel walls. The approach presented here constitutes
an extension of the digital impedance filter boundary model formulated for the standard
leapfrog scheme in Chapter 6 to a general family of compact explicit schemes discussed
in Chapter 4. A consistency of scheme in the room interior and at the boundary is very
beneficial since analytic techniques can be applied to analyse and predict the performance
of the model and also to ensure the stability of the whole numerical simulation.
The reader is reminded that the ADI implementation requires explicit computation of
the boundary nodes and implicit computation of the room interior nodes, thus creating
an inconsistency in FDTD scheme between the boundary and the room interior. In some
applications - such as numerical experiments for determining the numerical reflectance of
a boundary model for the standard leapfrog scheme in Chapter 5 - this approach has some
advantages, and does allow obtaining useful and accurate results. However in general any
scheme inconsistency should be avoided if possible, particularly because stability cannot
be guaranteed. For this reason we restrict ourselves here to nonstaggered compact explicit
schemes, the family of which is herein referred to as interpolated schemes.
In this chapter, the formulation of a digital impedance filter (DIF) boundary model
for a family of compact explicit FDTD schemes is presented, which is based on the same
principles as the boundary formulation for the standard leapfrog scheme in Section 6, but
requires some additional steps such as interpolation between grid nodes. The issue of
Chapter 7. Compact Explicit Formulation of the DIF Model
159
modelling corners is also discussed, and an analytic prediction of the numerical boundary
reflectance is provided. In the comparison of the 2D results, the focus is on three cases
of particular interest, namely the interpolated wideband (IWB) scheme (that is optimally
efficient in 2D), interpolated isotropic (IISO) scheme, and the interpolated digital waveguide mesh (IDWM). The latter two are nearly isotropic at low frequencies. In comparison
of results for 3D schemes, the octahedral scheme (OCTA) and the tetrahedral scheme
(TETRA) are also investigated in order to cover the whole range of 3D compact explicit
schemes.
The chapter is structured as follows. In Section 7.1 the basic formulation of a digital
impedance filter model is discussed. The full 2D compact explicit digital impedance filter
(IDIF) formulation for boundary nodes and corners is presented in Sections 7.1.1 and
7.1.2, respectively. In Sections 7.1.3 and 7.1.4, the derivation of the 3D compact explicit
digital impedance filter (IDIF) formulation for boundary nodes and corners is respectively
presented. A numerical boundary analysis (NBA) is provided in Section 7.2. A comparison
of boundary reflectance results for the 2D and 3D boundaries is presented respectively in
Sections 7.3 and 7.4, followed by discussion in Section 7.5 and some concluding remarks
in Section 7.6.
7.1
Compact Explicit DIF Formulation
In order to derive the multidimensional FDTD formulation, the discretised boundary

condition has to be combined with the discrete multidimensional wave equation. The DIF
boundary formulations for compact explicit schemes can be derived in a similar way to
the method presented for the standard leapfrog scheme in Chapter 6, by combining the
boundary condition with the respective scheme approximating the wave equation. This
procedure is consistent with locally reacting surface theory provided that the boundary
condition is applied across the boundary in the direction normal to the boundary.
7.1.1
2D Compact Explicit DIF Boundary Model
If we consider a right boundary for the 2D compact explicit FDTD scheme given by
Equation (4.8), one notices immediately that there are three points (i.e. nodes) lying out
of the modelled space, as depicted in Figure 7.1. As mentioned in previous chapters, these
are often referred to as ghost points or ghost nodes [113], and they can be eliminated
from the compact explicit scheme equation with the use of the boundary condition. The
derivation of the compact explicit scheme boundary formulation can be divided in two
elimination steps: 1) for the axial ghost point and 2) for the two diagonal ghost points.
The first elimination is exactly the same as in the derivation of the digital impedance
filter boundary for the standard leapfrog scheme presented in Section 6.2, and starts
pl-1,m+1
pl,m+1
pl+1,m+1
pl,m
pl+1,m
~
pl-1,m p
l-1,m
pl-1,m-1
160
~
p
l+1,m
pl+1,m-1
pl,m-1
Figure 7.1: The interpolated mesh at a right boundary. Ghost nodes are indicated with white-coloured
circles, room interior nodes are indicated with black-coloured circles, interpolated nodes are indicated
with squares, and the room interior is indicated by grey shading.
by approximating the first-order derivatives in time and space domains of the continuous
boundary condition given by Equation (5.4) with centered finite difference operators. Next,
the discrete boundary condition is transformed to the z-domain and the impedance filter
is defined as
w (z) =
b0 + B(z)
a0 + A(z)
(7.1)
where the filter nominator and denominator are given as

B(z) =
N
X
bi z i ,
A(z) =
N
X
ai z i .
(7.2)
i=1
i=1
Further manipulations include rewriting this condition in terms of an intermediate value

so that a computable boundary condition results, which after applying an inverse ztransformation yields an explicit filter difference equation. The final update formula for
an axial ghost point pl+1,m of a right boundary is given as
pnl+1,m = pnl1,m +
a0 n1
gn
)+ a,
(pl,m pn+1
l,m
b0
b0
(7.3)
with the explicit filter difference equation updated according to

yan =

1
b0 xna + gan ,
a0
(7.4)
where an intermediate value ga is computed using past filter values only according to
gan =
N

X
bi xani ai yani ,
i=1
(7.5)
161
and filter input xa at time step n is defined as

xna = pnl1,m pnl+1,m =
gn
a0 n+1
n1
(pl,m pl,m
) a.
b0
b0
(7.6)
Subscript a in Equations(7.3) - (7.6) denotes the boundary condition in axial direction.

The second elimination concerns the two diagonal ghost points. First we apply linear
interpolation on the diagonal points lying inside and outside of the modelled space, which
can be expressed as
1
pe nl1,m = (pnl1,m+1 + pnl1,m1 ),
2
1
pe nl+1,m = (pnl+1,m+1 + pnl+1,m1 ),
2
(7.7)
(7.8)
where pel1,m and pel+1,m are the pressure values at two interpolated nodes lying on the
circle that goes through the four diagonal mesh points. Hence these interpolated nodes are
equally distant1 from the boundary node pl,m , as depicted in Figure 7.1. The interpolated
values are located across the boundary in the direction normal to the wall and thus can
be used in the application of the discrete boundary condition
pe nl+1,m = pe nl1,m +
gdn
a0 n1
)
+
(pl,m pn+1
.
l,m
b0
b0
(7.9)
Similarly to the axial direction, the explicit filter formula for the diagonal direction (denoted with subscript d) then reads
ydn =

1
b0 xnd + gdn ,
a0
(7.10)
where an intermediate value gd yields

gdn
N

X
bi xdni ai ydni ,
=
(7.11)
i=1
and filter input xd at time step n is defined as

xnd = pe nl1,m pe nl+1,m =
gn
a0 n+1
n1
) d.
(pl,m pl,m
b0
b0
(7.12)
Next, Equation (7.9) can be expressed in terms of the points lying on the original rectilinear
1
Interpolation for points positioned less far from the central point than X leads to stability problems,
because the stability condition is effectively violated in that case.
162
grid as
1
1 n
+ pnl+1,m1 )= (pnl1,m+1 + pnl1,m1 )
(p
2 l+1,m+1
2
gdn
a0 n1
+
)
+
(pl,m pn+1
.
l,m
b0
b0
(7.13)
If we now substitute for the three ghost points in the interpolated FD scheme approximating the 2D wave equation with the two boundary subconditions given by Equations (7.3)
and (7.13), and apply some simple algebraic manipulations, the following formula results
h
gan
n
n
2
n
+
+
p
+
p
=
(1
2b)(2p
pn+1
)
l,m1
l,m+1
l1,m
l,m
b0
gn
+ 2 2b(pnl1,m+1 + pnl1,m1 + d ) + 2(1 22
b0
i
a0
a
0
n1
/ 1+
1)pl,m
.
+ 22 b)pnl,m + (
b0
b0
(7.14)
The update formula given by Equation (7.14) would require the implementation of two
boundary filters for one boundary node. However, both subconditions use the same
impedance filter with a difference in filter input and output signals; the latter is scaled
by a different factor when returned in Equation (7.14). Therefore, we can next rewrite
Equation (7.14) as
h
pn+1
=
2 (1 2b)(2pnl1,m + pnl,m+1 + pnl,m1 )
l,m
2
+ 2 2b(pnl1,m+1 + pnl1,m1 ) + gn + 2(1 22
b0
i

a0
a0
n1
/ 1+
1)pl,m
,
+ 22 b)pnl,m + (
b0
b0
(7.15)
where the terms including intermediate filter values for axial and diagonal directions are
grouped into one intermediate filter value g, which yields
gn = (1 2b) gan + 2b gdn .
(7.16)
From the definition of a linear system, which a digital impedance filter obviously is, the
relationship between system input and output satisfies the superposition property. Hence
we can next move the weighting coefficients originally located in front of intermediate filter
variables gan and gdn , to the front of the filter input values as
xn = (1 2b) xna + 2b xnd
(7.17)
in order to obtain the final boundary update formula in terms of one boundary filter only.
163
After some simple algebraic manipulations, the final filter input x equation yields
xn =
gn
a0 n+1
n1
(pl,m pl,m
) ,
b0
b0
(7.18)
and the explicit filter difference equation is given as

yn =

1
b0 xn + gn ,
a0
(7.19)
where intermediate value g is updated according to

N

X
bi xni ai y ni .
g =
n
(7.20)
i=1
Thus three filter equations (7.18), (7.19) and (7.20) are the same as filter equations used
for the standard leapfrog scheme in Chapter 6.
The DIF boundary formulation for the general compact explicit 2D FDTD scheme
requires updating the intermediate value g, the right boundary node pl,m , filter input and
output signals at each time step according to Equations (7.20), (7.15), (7.18) and (7.19),
respectively. Note that computing these equations in the given order avoids the necessity
to update ghost nodes and that one IIR filter is needed for each boundary node. Such a
formulation can be used as long as b0 6= 0 and b0 6= 1.
7.1.2
2D Compact Explicit DIF Corners
Corner nodes are part of the medium, and therefore update formulae must be applied at
these nodes as well. For the derivation of an update formula for an outer corner, the 2D
compact explicit FDTD scheme equation (4.8) is combined with two boundary conditions
that have to be satisfied simultaneously. For a right-top boundary corner, the continuous
boundary conditions have in x- and y-direction are respectively given by Equation (5.13).
The additional condition
p2
= 0,
xy
(7.21)
holds at the corner, which guarantees local coherence between the two meeting boundaries
[72]. In the discrete form this conditions reads
pnl+1,m+1 = pnl+1,m1 + pnl1,m+1 pnl1,m1 .
(7.22)
As depicted in Figure 7.2(a), there are originally five ghost points to eliminate in the discrete wave equation. Similarly to the boundary model derivation, the discretised boundary
condition in x-direction can be split into two subconditions: 1) for an axial node given by
164
~
p
l,m+1
pl-1,m+1
pl,m+1
pl+1,m+1
~ p
p
l-1,m l-1,m
pl,m
pl+1,m
pl-1,m-1
pl,m-1
~
p
~
p
l+1,m
pl+1,m-1
pl+1,m+1
pl-1,m+1
pl,m+1
pl-1,m
pl,m
pl+1,m
pl-1,m-1
pl,m-1
pl+1,m-1
l,m-1
(b)
(a)
Figure 7.2: The interpolated mesh at: (a) top-right outer corner and (b) inner corner. Ghost nodes
are indicated with white-coloured circles, room interior nodes are indicated with black-coloured circles,
interpolated nodes are indicated with squares, and the room interior is indicated by grey shading.
Equation (7.3) and 2) for two diagonal nodes given by Equation (7.9). The latter one is
next combined with Equation (7.22) in order to eliminate for the ghost point pl+1,m+1 in
a boundary subcondition for diagonal nodes in x-direction, which yields
pnl+1,m1 = pnl1,m1 +
gn
ax n1
) + dx ,
(pl,m pn+1
l,m
bx
bx
(7.23)
where the intermediate value for the diagonal x-direction gdx is computed directly from
impedance filter implementation, bx and ax are the b0 and a0 values for the boundary
condition in x-direction. The same procedure applies to the boundary condition for the
interpolated diagonal pressure values in y-direction.
After some mathematical manipulations, which include initially applying Equation
(7.22) to the discrete 2D wave equation approximated with the compact explicit scheme,
and next substituting for the ghost points with Equations(7.3) and (7.23) in x-direction
and their respective counterparts in y-direction, the final update formula for the right-top
outer corner node is
h
2
n
n
2
n
pn+1
l,m = (1 2b)(2pl1,m + 2pl,m1 ) + 4b pl1,m1
gxn gyn
+ ) + 2(1 22 + 22 b)pnl,m
bx
by
i
ax ay
ax ay
n1
+(
/ 1+
+
1)pl,m
+
,
bx
by
bx
by
+ 2 (
(7.24)
where gx and gy are computed from their respective filter implementations, bx and by
are the filter b0 values, and ax and ay are the filter a0 values for the x- and y-direction
165
boundary condition, respectively. Note that such a corner formulation requires computing
the outer corner node pl,m with an update formula given by Equation (7.24) and updating
two filter input signals in x- and y-directions according to the following update formulae
xnx =
ax n+1
gn
n1
(pl,m pl,m
) x,
bx
bx
(7.25)
xny =
gyn
ay n+1
n1
) .
(pl,m pl,m
by
by
(7.26)
At inner corners, neither of the two boundary conditions apply. This implies that the
formula for interior nodes [given by Equation (4.8)] can be used to update the node there.
However, the pressure node pl+1,m+1 is in this case located outside the modelled space,
as depicted in Figure 7.2(b). We can eliminate this ghost point by again applying the
coherence condition given by Equation (7.22), which yields the update formula
n
n
n
2
n
pn+1
l,m = (1 2b)(pl+1,m + pl1,m + pl,m+1 + pl,m1 )
+ 2 2b(pnl+1,m1 + pnl1,m+1 )
n1
+ 2(1 22 + 22 b)pnl,m pl,m
.
(7.27)
Throughout the thesis, it is assumed that boundaries can be mapped on a rectilinear

grid in such a way that only walls parallel to the axes of the coordinate system result,
thus omitting all cases in which boundaries meet at obtuse or acute angles. The cases
omitted would add a large number of possible boundary and corner formulations, adding
significantly to the implementation complexity. It seems much simpler to approximate
angled and curved boundaries by a staircase approximation. In addition, the formulation
of the omitted cases could lead to inconsistencies in the numerical reflectance, especially
so at corner points.
7.1.3
3D Compact Explicit DIF Boundary Model
The derivation of the right boundary condition for the general 3D compact explicit FDTD
scheme (herein also referred to as the interpolated scheme) given by Equation (4.49)
involves eliminating nine ghost points, as illustrated in Figure 7.3. This time we can
differentiate three groups of nodes lying out of the modelled space, and hence the general
boundary condition for the 3D interpolated schemes is divided into three subconditions.
These elimination steps include substituting for: 1) the axial ghost point, 2) the four
side-diagonal ghost points and 3) the four diagonal ghost points, respectively.
The axial ghost point is eliminated in the same way as in the 3D DIF boundary model
166
for the standard leapfrog scheme presented in Section 6.3, which reads
gn
a0 n1
(pl,m,i pn+1
)+ a,
l,m,i
b0
b0
(7.28)
where l, m, and i denote spatial indexes in x-, y-, and z-direction, respectively. The filter
difference equation ya , an intermediate value ga , and filter input xa are given respectively
by Equations (7.4), (7.5), and (7.6), and subscript a denotes the boundary condition in
axial direction.
The second elimination concerns the four side-diagonal ghost points. First we apply
linear interpolation on the side-diagonal points lying inside and outside of the modelled
space, which can be expressed as
pe nl1,m,i =
pe nl+1,m,i =
1 n
(p
+ pnl1,m1,i + pnl1,m,i+1 + pnl1,m,i1 ),
4 l1,m+1,i
(7.29)
1 n
+ pnl+1,m1,i + pnl+1,m,i+1 + pnl+1,m,i1 ),
(p
4 l+1,m+1,i
(7.30)
where pel1,m,i and pel+1,m,i are the pressure values at two interpolated nodes lying on the
sphere that goes through all eight side-diagonal ghost points, as depicted in Figure 7.3(b).
Similarly to the 2D case, these interpolated nodes are equally distant from the boundary
node pl,m,i so that the stability condition for a family of compact explicit schemes is
still obeyed. Since the interpolated values are located across the boundary, the discrete
boundary condition in the direction normal to the wall can be applied, which yields
pe nl+1,m,i = pe nl1,m,i +
n
gsd
a0 n1
(pl,m,i pn+1
)
+
,
l,m,i
b0
b0
(7.31)
where the explicit filter equations for the side-diagonal direction (denoted with subscript
sd) are respectively given as
n
=
ysd
n
gsd

1
n
,
b0 xnsd + gsd
a0
N

X
ni
ni
,
ai ysd
bi xsd
=
(7.32)
(7.33)
i=1
and
xnsd = pe nl1,m pe nl+1,m =
gn
a0 n+1
n1
) sd .
(pl,m pl,m
b0
b0
(7.34)
Equation (7.28) written explicitly in terms of the points lying on the original rectilinear
167
grid yields
1 n
+ pnl+1,m1,i
(p
4 l+1,m+1,i
1
+pnl+1,m,i+1 + pnl+1,m,i1 )= (pnl1,m+1,i + pnl1,m1,i
4
+pnl1,m,i+1 + pnl1,m,i1 )
gn
a0 n1
+
(pl,m,i pn+1
) + sd .
l,m,i
b0
b0
(7.35)
The third elimination step is similar to the previous one, and consists in first applying
linear interpolation on the four diagonal ghost points lying inside and outside of the
modelled space, which is given as
1
p nl1,m,i = (pnl1,m+1,i+1 + pnl1,m1,i+1 + pnl1,m+1,i1 + pnl1,m1,i1 ),
4
(7.36)
1
p nl+1,m,i = (pnl+1,m+1,i+1 + pnl+1,m1,i+1 + pnl+1,m+1,i1 + pnl+1,m1,i1 ),
4
(7.37)
where pl1,m,i and pl+1,m,i are the pressure values at two interpolated nodes lying on the
sphere that goes through all eight diagonal ghost points, as illustrated in Figure 7.3(c).
The resulting boundary condition in terms of the two interpolated values yields
p nl+1,m,i = p nl1,m,i +
gn
a0 n1
(pl,m,i pn+1
)+ d,
l,m,i
b0
b0
(7.38)
and in terms of the nodes lying on the original rectilinear grid, it reads
1 n
(p
+ pnl+1,m1,i+1
4 l+1,m+1,i+1
1
+pnl+1,m+1,i1 + pnl+1,m1,i1 )= (pnl1,m+1,i+1 + pnl1,m1,i+1
4
+pnl1,m+1,i1 + pnl1,m1,i1 )
gdn
a0 n1
)
+
(pl,m,i pn+1
,
+
l,m,i
b0
b0
(7.39)
where subscript d denotes the diagonal direction. The filter input is defined as
xnd = p nl1,m,i p nl+1,m,i =
gn
a0 n+1
n1
(pl,m,i pl,m,i
) d,
b0
b0
(7.40)
and the filter output yd and intermediate value gd are given respectively by Equations
(7.10) and (7.11).
Finally, the substitution for the nine ghost points in the interpolated FD scheme approximating the 3D wave equation with the three boundary subconditions given respectively by Equations (7.28), (7.35), and (7.39) yields the update formula for the boundary
168
node
h
pn+1
=
2 (1 4b + 4c)(2pnl1,m,i + pnl,m+1,i + pnl,m1,i
l,m,i
+ pnl,m,i+1 + pnl,m,i1 )

+ 2 2(b 2c) pnl1,m+1,i + pnl1,m1,i + pnl1,m,i+1 + pnl1,m,i1

+ 2 (b 2c) pnl,m+1,i+1 + pnl,m+1,i1 + pnl,m1,i+1 + pnl,m1,i1

+ 2 2c pnl1,m+1,i+1 + pnl1,m1,i+1 + pnl1,m+1,i1 + pnl1,m1,i1
2 n
g + 2(1 32 + 2 6b 2 4c)pnl,m,i
b0
i
a0
a0
n1
.
1)pl,m,i
/ 1+
+(
b0
b0
(7.41)
Since all three subconditions use the same impedance filter with a difference in filter input
and output signals, the overall intermediate filter value g is obtained by the following
grouping
n
gn = (1 4b + 4c) gan + (4b 8c) gsd
+ 4c gdn .
(7.42)
Using the superposition property of a linear system, the weighting coefficients located in
n , and g n , are next moved to the front of the
front of intermediate filter variables gan , gsd
d
filter input values as

xn = (1 4b + 4c) xna + (4b 8c) xnsd + 4c xnd
(7.43)
so that only one boundary filter is used per boundary node. Consequently, it is not
necessary to compute the intermediate and filter input values from Equations (7.42) and
(7.43). Instead, the DIF boundary formulation for the 3D interpolated FDTD scheme
requires updating the intermediate value g, the right boundary node pl,m,i , filter input
and output signals at each time step according to Equations (7.20), (7.41), (7.18) and
(7.19), respectively. Thus the filter implementation is analogous to the 2D case and it
is independent of the choice of the scheme, only the update formula for the boundary
node depends on the scheme. Again, computing the above values in that order avoids the
necessity to update the ghost points.
7.1.4
3D Compact Explicit DIF Corners
For derivation of an update formula for a front-top-right outer corner node of a 3D system,
the discrete 3D wave equation is combined with three boundary conditions, which in the
(l-1,m-1,i+1)
( l-1,m-1,i+1)
( l-1,m-1,i )
( l-1,m-1,i )
( l+1,m+1,i-1)
( l+1,m+1,i-1)
( l+1,m,i-1)
(l-1,m-1,i-1)
169
(l,m-1,i-1)
( l+1,m,i-1)
( l-1,m-1,i-1)
( l+1,m-1,i-1)
(a)
(l,m-1,i-1)
( l+1,m-1,i-1)
(b)
( l-1,m-1,i+1)
( l-1,m-1,i )
( l+1,m+1,i-1)
( l+1,m,i-1)
(l-1,m-1,i-1)
(l,m-1,i-1)
( l+1,m-1,i-1)
(c)
Figure 7.3: The 3D compact explicit mesh at a right boundary: (a) with original grid points, (b) with
side-diagonal interpolation, and (c) with diagonal interpolation. Ghost nodes are indicated with whitecoloured circles, room interior nodes are indicated with black-coloured circles, interpolated nodes are
indicated with squares, and the room interior is indicated by grey shading.
continuous space-time domain are expressed as

p
p
= c x ,
t
x
p
p
= c y ,
t
y
p
p
= c z
t
z
(7.44)
where x , y , and z denote digital impedance filters in x-, y- and z-direction, respectively.
Analogous to the 2D case, the additional condition holds at the corner for local coherence
between the meeting boundaries, namely
p3
= 0.
xyz
(7.45)
Some additional conditions may also be used in the three directions for local coherence at
a corner, which yields
p2
=0,
xy
p2
=0,
xz
p2
=0.
yz
(7.46)
The discrete forms of conditions governed by Equations (7.44), (7.45), and (7.46) are next
applied to substitute for the ghost points in the 3D compact explicit scheme equation
(4.49).
170
As depicted in Figure 7.4(a), there are originally nineteen ghost points to eliminate
in the discrete wave equation. Similarly to the derivation of the 3D boundary model, the
discretised boundary condition in x-direction can be split into three subconditions: 1) for
an axial node given by Equation (7.28), 2) for four side-diagonal nodes given by Equation
(7.35), and 3) for four diagonal nodes given by Equation (7.39). The first subcondition is
directly applied in the discrete wave equation. The second subcondition is combined with
the first two equations in (7.46) and is next applied to the discrete wave equation. The
third subcondition in combination with the discrete version of Equation (7.45) is used to
eliminate for diagonal points in the x-direction. The same procedure also applies to the
boundary conditions in y and z-direction, respectively.
After some mathematical manipulations, the final update formula for the front-righttop outer corner node of a 3D acoustic space is given as
h
=
2 2(1 4b + 4c)(pnl1,m,i + pnl,m1,i + pnl,m,i1 )
pn+1
l,m,i

+ 2 4(b 2c) pnl1,m1,i + pnl1,m,i1 + pnl,m1,i1
+ 2 8cpnl1,m1,i1
gn gn gn
y
+ 2 x +
+ z + 2(1 32 + 2 6b 2 4c)pnl,m,i
bx
by
bz
i
ax ay
ax ay
az
az
n1
+(
/ 1+
+
+
1)pl,m,i
+
+
.
bx
by
bz
bx
by
bz
(7.47)
where gx , gy , and gz are computed from their respective filter implementations, bx , by , and
bz are the filter b0 values, and ax , ay , and az are the filter a0 values for the x-, y-, and
z-direction boundary condition, respectively. The respective filter input signals are given
in the form of Equations (7.25) and (7.26) for the 2D case.
At inner top-right corner of a 3D space, there is only one pressure node pl+1,m+1,i+1
that is located outside the modelled space, as depicted in Figure 7.4(b). We can eliminate
this ghost point from the 3D compact explicit scheme equation by again applying the
discrete version of the coherence condition given by Equation (7.45), which yields the final
update formula for an inner corner node

2
n
n
n
n
n
n
=
(1
4b
+
4c)
p
+
p
+
p
+
p
+
p
+
p
pn+1
l+1,m,i
l1,m,i
l,m+1,i
l,m1,i
l,m,i+1
l,m,i1
l,m,i

+ 2 (b 2c) pnl+1,m+1,i + pnl+1,m1,i + pnl+1,m,i+1 + pnl+1,m,i1
+
pnl,m+1,i+1 + pnl,m+1,i1 + pnl,m1,i+1 + pnl,m1,i1

pnl1,m+1,i + pnl1,m1,i + pnl1,m,i+1 + pnl1,m,i1

+ 2 2c pnl+1,m1,i+1 + pnl+1,m+1,i1 + pnl1,m+1,i+1 + pnl1,m1,i1
+
n1
.
+ d4 pnl,m pl,m
(7.48)
(a)
171
(b)
Figure 7.4: The 3D compact explicit mesh at: (a) an outer corner, (b) an inner corner. Ghost nodes
are indicated with white-coloured circles, room interior nodes are indicated with black-coloured circles,
and the room interior is indicated by grey shading.
7.2
Numerical boundary analysis (NBA) is a technique proposed in Section 5.5 for exact
prediction of the numerical reflectance of FDTD multidimensional boundary models. For
2D compact explicit schemes, this procedure - a detailed explanation of which can be
found in Sections 5.5 and 6.4 - yields the numerical reflectance
(

(z) = 1 +
R

1

z+ 1
z
w (z)
w (z)
h
2 (1 2b)(2C + D + D 1 )
i
+ 2 2b C(D + D1 ) + 2(1 22 + 22 b)
(

/
1+

1

z+ 1
z
w (z)
w (z)
h
2 (1 2b)(2C 1 + D + D1 )
2
+ 2b C
(D + D
)
i
) + 2(1 2 + 2 b) ,
2
(7.49)
where z denotes the z-transform variable, C = ej kX cos , D = ej kX sin , and k is the
numerical wavenumber, that has to be computed from the general dispersion relation for
compact explicit schemes given by Equation (4.37).
Similarly, the formula for numerical reflectance for the 3D compact explicit schemes
is derived in an analogous way to the derivations presented in Sections 5.5 and 6.4, which
172
yields
(

, (z) = 1 +
R

1

z+ 1
z
w (z)
w (z)
h
2 (1 4b + 4c)(2C + D + D 1 + E + E 1 )
+ 22 (b 2c) C(D + D 1 + E + E 1 )
+ 2 (b 2c)(DE + D 1 E + DE 1 + D 1 E 1 )
+ 2c2 C(DE + D 1 E + DE 1 + D 1 E 1 )
)
i
2
2
2
+ 2(1 3 + 6b 4c )
/

1+

1

z+ 1
z
w (z)
w (z)
h
2 (1 4b + 4c)(2C 1 + D + D1 + E + E 1 )
+ 22 (b 2c) C 1 (D + D1 + E + E 1 )
+ 2 (b 2c)(DE + D 1 E + DE 1 + D 1 E 1 )
+ 2c2 C 1 (DE + D1 E + DE 1 + D 1 E 1 )
)
i
2
2
2
+ 2(1 3 + 6b 4c ) ,
(7.50)
where C = ej kX cos cos , D = ej kX sin cos , and E = ej kX sin . The numerical wavenumber k is computed from Equation (4.64) for the respective compact explicit scheme.
Apart from the analytic reflectance prediction, the NBA also lends itself to proving the
stability of the FDTD boundary formulation, by showing that the boundary represents
a passive termination. As explained in Section 5.5, passivity of an FDTD boundary
formulation is sufficient but not necessary condition for numerical stability and means
that all of the systems internal modes are stable. Such a stability proof is presented here
for the 2D case; an analogous proof for the 3D compact explicit schemes is omitted for
brevity.
Let us first rewrite Equation (7.49) as
(z) = Q F C ,
R
Q F C 1
(7.51)
where for any numerical wavenumber such that /X k /X, the new variable Q
173
can be expressed as

sin )
Q= 2 cos(T ) 2 (1 2b) cos(kX

2
sin(T )
2(1 22 + 22 b) + j
w (z)
(7.52)
and the new variable F denotes

sin ).
F = 2 2(1 2b) + 2 4b cos(kX
(7.53)
The digital impedance filter transfer function is generally complex-valued, hence for any
one particular frequency we may define the impedance as w (z) = aw + j bw . The multiplicative reciprocal of such a complex impedance reads
bw
aw
1
j 2
,
= 2
2
w
aw + bw
aw + b2w
(7.54)
which now defines the variable Q as

sin )
Q= 2 cos(T ) 2 (1 2b) cos(kX

2bw
2(1 22 + 22 b) + 2
sin(T
)
aw + b2w

2aw
sin(T ) .
+j 2
2
aw + bw
(7.55)
The boundary model is passive if there are no growing

solutions
of the system with respect

to time and is given by the following condition R (z) 1, which from Equation (7.51)
can be rewritten as

|Q F C| Q F C 1 .
(7.56)
Next, taking the square of the left-hand and the right-hand side of Equation (7.56) one
obtains
n

o2
cos
|Q F C|2 = Re{Q} F cos kX
n

o2
cos
+ Im{Q} F sin kX
,

o2

n
cos
Q F C 1 2 = Re{Q} F cos kX
n

o2
cos
+ Im{Q} + F sin kX
,
(7.57)
(7.58)
where Re{Q} and Im{Q} are the real and imaginary parts of Q, respectively. Inserting
174
Equations (7.57) and (7.58) into Equation (7.56) and applying some simple algebraic
manipulations, the following condition results

cos Im{Q} F sin kX
cos .
Im{Q} F sin kX
(7.59)
Because the following conditions are met:

1) sin(T
) 0 for
frequencies up to Nyquist,
2) sin kX cos 0 for /2 < /2,

sin 0 for /2 < /2,
3) cos kX
4) 2 2(1 2b) 0 and 2 4b 0 since 0 and 0 b 21 ,
Equation (7.59) can be finally reduced to
aw 0.
(7.60)
Therefore, the boundary termination is passive provided that the real part of the digital
wall impedance is nonnegative, which is guaranteed for any physically feasible impedance
filter that has been calculated using a digital normal-incidence reflection filter for which
|R0 (z)| 1. A similar stability proof can be carried out for corners, but is left out here
for brevity. Due to the fact that the medium itself is lossless (i.e. interpolated FDTD
schemes approximating the 2D wave equation that are presented in this thesis do not
cause numerical attenuation), it follows that the simulation as a whole is always stable.
7.3
2D Boundary Performance
In this section, the reflectance magnitude of the 2D compact explicit DIF boundary model
is analysed in the frequency domain for three schemes, namely the interpolated digital waveguide mesh, interpolated isotropic, and interpolated wideband scheme. All figures compare the numerical reflectance obtained from numerical boundary analysis (black
dashed lines) to the theoretical reflectance (grey solid lines). Since the three schemes all
have a different numerical cutoff, the results are provided for the full bandwidth (i.e. up
to the Nyquist frequency 0.5fs ). The comparisons are restricted to two angles of incidence,
namely = 0o and = 45o , as they are the most representative in terms of the numerical
reflectance error and cutoff frequency (i.e., they represent best and worst approximation
cases).
7.3.1
Frequency-independent Results
Frequency-independent results are particularly informative as they give an immediate picture of the performance for a range of impedances up to the respective cutoff frequencies.
175
= 0o
1
0.8
0.6
0.4
0.2
0
0.05
0.1
0.15
(a)
0.2
0.25
0.3
o
0.35
0.4
0.45
0.5
0.2
0.25
0.3
0.35
0.4
0.45
0.5
0.2
0.25
0.3
o
0.35
0.4
0.45
0.5
0.2
0.25
0.3
0.35
0.4
0.45
0.5
0.2
0.25
0.3
o
0.35
0.4
0.45
0.5
0.2
0.25
0.3
0.35
0.4
0.45
0.5
= 45
1.2
1
0.8
0.6
0.4
0.2
0
0.05
0.1
0.15
= 0o
1
0.8
0.6
0.4
0.2
0
0.05
0.1
0.15
(b)
= 45
1.2
1
0.8
0.6
0.4
0.2
0
0.05
0.1
0.15
=0
1
0.8
0.6
0.4
0.2
0
0.05
0.1
0.15
(c)
= 45
1.2
1
0.8
0.6
0.4
0.2
0
0.05
0.1
0.15
Figure 7.5: Numerical reflectance amplitude (dashed black lines) compared to theoretical reflectance
amplitude (solid grey lines) for the following angles of incidence = 0o and 45o , and real specific acoustic
impedances w = 32 , 73 , 4, 9, 10000 for: (a) the 2D interpolated digital waveguide mesh boundary, (b)
the 2D interpolated isotropic boundary, (c) the 2D interpolated wideband boundary.
176
Figure 7.5 illustrates the magnitude of the numerical reflectance of the three interpolated schemes, respectively, for the following real values of specific acoustic impedance
w = 32 , 73 , 4, 9, and 10000. A general observation can be made that the lower the impedance
value (and hence the resulting reflectance) the more pronounced the numerical error becomes. As illustrated in Figure 7.5(a), the numerical reflectance error of the IDWM DIF
boundary is strongly pronounced for both angles of incidence and the cutoff frequencies
are relatively close to each other. The numerical error is small for up to 0.11fs and it is
almost isotropic for frequencies up to around 0.22fs but with a high overall error. Figure
7.5(b) shows that the IISO boundary has higher cutoff frequencies than the IDWM, and
thus the reflectance is generally more accurate for a wider frequency range. More precisely, the IISO DIF model is nearly isotropic with a relatively small overall error for up
to around 0.27fs and there is almost no error for frequencies up to 0.19fs . As depicted in
Figure 7.5(c), the IWB DIF model has a constant cutoff in all directions that falls at the
Nyquist frequency, which implies that such a boundary provides a full bandwidth of the
numerical simulation at all incidences. The numerical reflectance matches theory perfectly
at normal incidence for all frequencies, and the numerical error in axial direction (where
it is very similar to the IISO boundary) can be considered insignificantly small for up to
almost 0.26fs .
7.3.2
Frequency-dependent Results
Concerning the performance of the frequency-dependent compact explicit DIF boundary,

an example reflectance filter is designed to approximate both phase and amplitude of a
theoretical normal-incidence reflectance. The investigated boundary is a layer of fibrous
material on a rigid wall, for which the continuous-domain specific wall impedance is calculated from the analytic formulae provided in Section 2.5. For a given analytic impedance,
the digital impedance filter of 15th-order is designed to match closely the target response
for frequencies up to 0.5fs (for a detailed procedure see Section 6.5.2). In addition, the
theoretical reflectance is defined here as the digital reflectance for a given impedance filter
so that the initial filter design error is eliminated from the comparisons.
Figure 7.6 illustrates the magnitude of the numerical reflectance of the fibrous material
layer for the three interpolated schemes, where the thickness of fibres is d = 0.06m and the
flow resistivity equals = 200Nsm4 . A general observation can be made that the maxima
and minima of the numerical reflectance are always positioned correctly for = 45o ,
and that there is a general trend of exaggeration of the variation in amplitude at higher
frequencies. At normal incidence, the IDWM and the IISO boundary are accurate at low
frequencies, but the frequency axis is compressed, resulting in the same cutoff frequencies
as for the respective schemes for updating the interior nodes. The IWB DIF boundary
177
= 0o
1
0.8
0.6
0.4
0.2
0
0.05
0.1
0.15
(a)
0.2
0.25
0.3
o
0.35
0.4
0.45
0.5
0.2
0.25
0.3
0.35
0.4
0.45
0.5
0.2
0.25
0.3
o
0.35
0.4
0.45
0.5
0.2
0.25
0.3
0.35
0.4
0.45
0.5
0.2
0.25
0.3
o
0.35
0.4
0.45
0.5
0.2
0.25
0.3
0.35
0.4
0.45
0.5
= 45
1.2
1
0.8
0.6
0.4
0.2
0
0.05
0.1
0.15
= 0o
1
0.8
0.6
0.4
0.2
0
0.05
0.1
0.15
(b)
= 45
1.2
1
0.8
0.6
0.4
0.2
0
0.05
0.1
0.15
=0
1
0.8
0.6
0.4
0.2
0
0.05
0.1
0.15
(c)
= 45
1.2
1
0.8
0.6
0.4
0.2
0
0.05
0.1
0.15
Figure 7.6: Numerical reflectance amplitude of the fibrous material boundary with d = 0.04 and = 200
(dashed black lines) compared to theoretical reflectance amplitude (solid grey lines) for the following
angles of incidence = 0o and 45o , for: (a) the 2D interpolated digital waveguide mesh boundary, (b)
the 2D interpolated isotropic boundary, (c) the 2D interpolated wideband boundary.
178
model yields a perfect approximation in both phase and amplitude for = 0o for the full
bandwidth, and is also the most accurate of all three schemes for = 45o . The analysis of
accuracy and isotropy yields similar frequency ranges to the frequency-independent case.
7.4
3D Boundary Performance
This section presents the reflectance amplitude results for a few special cases of the 3D
compact explicit schemes obtained with the use of the numerical boundary analysis (black
dashed lines) and plotted against the theoretical reflectance (grey solid lines). The presented boundaries include the digital impedance filter models for the following 3D schemes:
the interpolated digital waveguide mesh, the octahedral, the tetrahedral, the interpolated
wideband, and the interpolated isotropic schemes. All the plots are presented up to the
Nyquist frequency so that the differences in cutoff frequencies for various schemes can
be compared. Since the best and worst performance always results for one of the three
extreme directions, the boundary performance is restricted to the following angles of incidence: the normal incidence ( = 0o , = 0o ), the side-diagonal incidence ( = 45o ,
= 0o ), and diagonal incidence ( = 45o , = 35o ).
7.4.1
Frequency-independent Results
The performance of the investigated boundary model for a wide range of impedance values
is conveniently illustrated in plots for frequency-independent wall impedances, from which
the numerical reflectance for a given frequency and impedance value is clearly visible.
The magnitude of the numerical reflectance for a set of real values of specific acoustic
impedance w =
3 7
2 , 3 , 4, 9,
and 10000 is depicted in Figures 7.7 and 7.8. As is the case
for 2D boundaries, the numerical error is in general higher for low impedance values than
for high impedance values. These figures indicate that there are three schemes for which
the theoretical reflection is perfectly matched by the numerical reflectance at normal incidence; these are the octahedral, the tetrahedral, and the interpolated wideband schemes.
Regarding the octahedral boundary model, the cutoff frequencies at two grazing angles of
incidence are low and very close to each other, as illustrated in Figure 7.7(a). Consequently,
a relatively small error for all incidences is ensured for a frequency range up to 0.095fs . As
depicted in Figure 7.7(b), the worst approximation for the tetrahedral boundary results
in diagonal direction and a small error in the numerical reflectance is obtained for up to
0.18fs . The same frequency range for a negligible error in numerical reflectance results
for both isotropic schemes presented in Figures 7.7(c) and 7.8(b). This time the error in
reflectance is most pronounced at normal incidence. The plots of numerical reflectance
cover the whole bandwidth only for the interpolated wideband scheme, which indicates
that the reflectance is provided for all incidences and all frequencies. In particular, the
179
error in reflectance is kept relatively small for up to 0.19fs . As far as isotropy of the
numerical error is concerned, by far the closest error for all three incidences is observed for
the interpolated digital waveguide mesh, where all reflectance plots look very similar [see
Figure 7.8(a)]. An upper bound on the range of frequencies for which the reflectance error
is independent on the angle of incidence is hard to observe due to a high overall value of
this error. However, a detailed analysis shows that this boundary model is highly isotropic
up to 0.18fs . For the boundaries of both isotropic schemes, the numerical reflectance error
is independent on the angle of incidence for up to 0.27fs .
7.4.2
Frequency-dependent Results
For the frequency-dependent results of 3D compact explicit boundaries, the same 15thorder filter as for the 2D boundaries is applied. Thus the target response of the filter
representing a layer of fibrous material on a rigid wall is closely matched for frequencies
up to 0.5fs . The theoretical reflectance is again defined as the digital reflectance for a given
impedance filter so that the initial filter design error is eliminated from the comparisons.
The amplitude of the numerical reflectance of the fibrous material layer for a few
special cases of the 3D compact explicit schemes is depicted in Figures 7.9 and 7.10, where
the thickness of fibres is d = 0.06m and the flow resistivity equals = 200Nsm4 . In
general, all the presented boundary models follow quite well the theoretical reflectance
up to their respective cutoff frequencies. In particular, the maxima and minima of the
numerical reflectance are positioned correctly for grazing incidences (i.e., the side-diagonal
and diagonal angles of incidence), and the numerical error exhibits itself at high frequencies
in the exaggeration of the variation in reflectance amplitude. The boundary models for
which the numerical error is the strongest at normal-incidence, a slight shift in phase can
also be observed at higher frequencies. Since both isotropic schemes and the interpolated
digital waveguide mesh exhibit such a high numerical error at normal angle of incidence,
these phase shifts make it hard to investigate the numerical error value in amplitude alone.
Furthermore, even theoretical reflectance plot at normal incidence differs substantially
from the other two grazing angles of incidence, which makes it difficult to observe the
isotropy of an error in reflectance in Figures 7.9 and 7.10. However, when investigating
the numerical reflectance error given by Equation (5.63), which takes into account both
amplitude and phase deviations, the resulting frequency ranges for isotropy in numerical
reflectance are very similar to the frequency-independent case. Concerning the accuracy
range in reflectance for various angles of incidence, the interpolated wideband scheme
clearly outperforms the other compact explicit 3D schemes, reaching as far as 0.28fs .
The tetrahedral scheme has a smaller accuracy range than the interpolated wideband
scheme but has a wider frequency range of accurate reflectance than the octahedral scheme.
1
0.8
0.6
0.4
0.2
0
(a)
= 0 o, = 0 o
0.05
0.1
0.15
0.2
0.25
0.3
= 45 o, = 0 o
0.35
0.4
0.45
0.6
0.4
0.2
0
1
0.8
0.6
(b)
0.4
0.2
0
0.05
0.1
0.15
0.2
0.25
0.3
o
o
= 45 , = 35
0.35
0.4
0.45
0.05
0.1
0.15
0.2
0.25
0.3
o
o
= 45 , = 0
0.35
0.4
0.45
0.5
0.05
0.1
0.15
0.2
0.25
0.3
= 45 o, = 35 o
0.35
0.4
0.45
0.5
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
0.5
0.6
0.4
0.2
0
1.2
1
0.8
0.6
0.4
0.2
0
0.8
0.5
1.2
1
0.8
0.5
= 0 o, = 0 o
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
1
0.8
0.6
0.4
0.2
0
0.5
(c)
= 0 o, = 0 o
1
0.8
0.6
0.4
0.2
0
0.05
0.1
0.15
0.2
0.25
0.3
o
o
= 45 , = 0
0.35
0.4
0.45
1
0.8
0.6
(d)
0.4
0.2
0
0.05
0.1
0.15
0.2
0.25
0.3
= 45 o, = 35 o
0.35
0.4
0.45
0.4
0.2
0
0.05
0.1
0.15
0.2
0.25
0.3
o
o
= 45 , = 0
0.35
0.4
0.45
0.5
0.05
0.1
0.15
0.2
0.25
0.3
= 45 o, = 35 o
0.35
0.4
0.45
0.5
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
0.5
1
0.8
0.6
0.4
0.2
1.2
0.6
0.5
1.2
0.8
0.6
0.4
0.2
0
1
0.8
0.5
= 0 o, = 0 o
180
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
0.5
1
0.8
0.6
0.4
0.2
0
amplitude (solid grey lines) for the following angles of incidence = 0o , = 0o , = 45o , = 0o ,
and = 45o , = 35o , and real specific acoustic impedances w = 32 , 37 , 4, 9, 10000 for: (a) the
octahedral boundary, (b) the tetrahedral boundary, (c) the interpolated isotropic 2 boundary, and (d)
the interpolated wideband boundary.
1
0.8
0.6
0.4
0.2
0
(a)
= 0 o, = 0 o
0.05
0.1
0.15
0.2
0.25
0.3
= 45 o, = 0 o
0.35
0.4
0.45
1
0.8
0.6
(b)
0.4
0.2
0
0.05
0.1
0.15
0.2
0.25
0.3
= 45 o, = 35 o
0.35
0.4
0.45
0.4
0.2
0
0.05
0.1
0.15
0.2
0.25
0.3
= 45 o, = 0 o
0.35
0.4
0.45
0.5
0.05
0.1
0.15
0.2
0.25
0.3
o
o
= 45 , = 35
0.35
0.4
0.45
0.5
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
0.5
1
0.8
0.6
0.4
0.2
1.2
0.6
0.5
1.2
0.8
0.6
0.4
0.2
0
1
0.8
0.5
=0 , =0
181
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
0.5
1
0.8
0.6
0.4
0.2
0
amplitude (solid grey lines) for the following angles of incidence = 0o , = 0o , = 45o , = 0o , and
= 45o , = 35o , and real specific acoustic impedances w = 32 , 73 , 4, 9, 10000 for: (a) the interpolated
digital waveguide mesh boundary, (b) the interpolated isotropic boundary.
These frequency ranges match quite well the frequency ranges presented for the frequencyindependent results.
7.5
Discussion
The analysis of the presented boundary models for various compact explicit schemes indicates that the error in numerical reflectance manifests itself in a way that is very similar
to that of the dispersion error of the respective schemes. This can of course be expected
when the compact explicit finite difference scheme approximating the wave equation is
used consistently in the room interior and at the boundary. Note however that there is an
additional discretisation error involved at the boundary that stems from the approximation
of the first-order derivatives in Equation (5.4) using centered operators.
Furthermore, the frequency bands of accuracy and isotropy of the presented boundaries
for other angles of incidence always lie between the values resulting for ( = 0o ) and
( = 45o ) in a 2D case and ( = 0o , = 0o ), ( = 45o , = 0o ), and ( = 45o , = 35o ) for a
1
0.8
0.6
0.4
0.2
0
(a)
=0 , =0
0.05
0.1
0.15
0.2
0.25
0.3
o
o
= 45 , = 0
0.35
0.4
0.45
1
0.8
0.6
(b)
0.4
0.2
0
0.05
0.1
0.15
0.2
0.25
0.3
= 45 o, = 35 o
0.35
0.4
0.45
0.6
0.4
0.2
0
0.05
0.1
0.15
0.2
0.25
0.3
o
o
= 45 , = 0
0.35
0.4
0.45
0.5
0.05
0.1
0.15
0.2
0.25
0.3
= 45 o, = 35 o
0.35
0.4
0.45
0.5
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
0.5
1
0.8
0.6
0.4
0.2
1.2
1.2
0.8
0.6
0.4
0.2
0
0.5
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
1
0.8
0.6
0.4
0.2
0
0.5
(c)
= 0 o, = 0 o
1
0.8
0.6
0.4
0.2
0
0.05
0.1
0.15
0.2
0.25
0.3
= 45 o, = 0 o
0.35
0.4
0.45
1
0.8
0.6
(d)
0.4
0.2
0
0.05
0.1
0.15
0.2
0.25
0.3
o
o
= 45 , = 35
0.35
0.4
0.45
0.4
0.2
0
0.05
0.1
0.15
0.2
0.25
0.3
= 45 o, = 0 o
0.35
0.4
0.45
0.5
0.05
0.1
0.15
0.2
0.25
0.3
o
o
= 45 , = 35
0.35
0.4
0.45
0.5
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
0.5
1
0.8
0.6
0.4
0.2
1.2
0.6
0.5
1.2
0.8
0.6
0.4
0.2
0
1
0.8
0.5
= 0 o, = 0 o
0.8
0.5
= 0 o, = 0 o
182
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
0.5
1
0.8
0.6
0.4
0.2
0
Figure 7.9: Numerical reflectance amplitude of the fibrous material boundary with d = 0.04 and = 200
(dashed black lines) compared to theoretical reflectance amplitude (solid grey lines) for the following
angles of incidence = 0o , = 0o , = 45o , = 0o , and = 45o , = 35o , for: (a) the octahedral
boundary, (b) the tetrahedral boundary, (c) the 3D interpolated isotropic 2 boundary, and (d) the 3D
interpolated wideband boundary.
1
0.8
0.6
0.4
0.2
0
(a)
= 0 o, = 0 o
0.05
0.1
0.15
0.2
0.25
0.3
o
o
= 45 , = 0
0.35
0.4
0.45
1
0.8
0.6
(b)
0.4
0.2
0
0.05
0.1
0.15
0.2
0.25
0.3
o
o
= 45 , = 35
0.35
0.4
0.45
0.4
0.2
0
0.05
0.1
0.15
0.2
0.25
0.3
o
o
= 45 , = 0
0.35
0.4
0.45
0.5
0.05
0.1
0.15
0.2
0.25
0.3
o
o
= 45 , = 35
0.35
0.4
0.45
0.5
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
0.5
1
0.8
0.6
0.4
0.2
1.2
0.6
0.5
1.2
0.8
0.6
0.4
0.2
0
1
0.8
0.5
= 0 o, = 0 o
183
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
0.5
1
0.8
0.6
0.4
0.2
0
Figure 7.10: Numerical reflectance amplitude of the fibrous material boundary with d = 0.04 and
= 200 (dashed black lines) compared to theoretical reflectance amplitude (solid grey lines) for the
following angles of incidence = 0o , = 0o , = 45o , = 0o , and = 45o , = 35o , for: (a) the 3D
interpolated digital waveguide mesh boundary, (b) the 3D interpolated isotropic boundary.
3D case, respectively. Therefore, the performance of these boundaries can be generalised

even though results for other angles of incidence are not provided here.
In general, the numerical reflectance of the boundary models proposed in this chapter
for the family of 2D and 3D compact schemes structurally adhere to theory for all angles
of incidence and wall impedances for up to the respective numerical cutoff frequency,
i.e. the proposed boundary models are consistent with locally reacting surface theory.
More specifically, the numerical reflectance is accurate within 2% in 2D and 4% in 3D at
frequencies up to about half the numerical cutoff frequency at a given angle of incidence
for the majority of schemes.
If we define that a boundary is isotropic as long as the difference between the reflectance
errors in axial and diagonal direction is within the range [2 4%], then the results indicate
that the interpolated isotropic boundary is both more accurate and isotropic for a wider
frequency range than the interpolated digital waveguide mesh boundary. However for a
given sample rate, the interpolated wideband boundary is by far the most accurate, uses
the full bandwidth, and also appears to be isotropic for a relatively wide frequency range,
184
which is almost comparable with the interpolated isotropic boundary.
7.6
Conclusions
In this chapter, a method for modelling boundary reflection in 2D and 3D rooms has been
presented, using compact explicit FDTD schemes. These schemes are based on a rectilinear
mesh, and therefore particularly suited to modelling rooms, which often have parallel walls.
The family of compact explicit schemes includes a number of special cases of interest that
are either overall-accurate or nearly-isotropic, and as such are good candidates for on-line
and off-line auralisation applications, respectively.
Generalised frequency-dependent boundaries are modelled using a compact explicit
digital impedance filter formulation for terminating the compact explicit 2D and 3D mesh.
This formulation is constructed by carefully applying the boundary condition in the direction normal to the modelled wall - which involves interpolation - and combining with
the discrete 2D/3D wave equation to eliminate all ghost points. This approach was also
applied to the treatment of inner and outer corners, which is crucial for ensuring accuracy
and stability of the whole numerical simulation. In addition, a numerical boundary analysis formula is given, which provides an exact evaluation of the boundary reflectance, thus
avoiding the need for running many computationally heavy and time-consuming numerical
experiments.
The presented frequency-independent and frequency-dependent results confirm that
the compact explicit digital impedance filter model is consistent with locally reacting
surface theory and that the numerical reflectance matches the expected theoretical value
very well for a wide range of wall impedances and angles of incidence. The presented
formulation is directly applicable to any scheme that is a member of a more general
family of compact explicit schemes, such as the standard leapfrog and the rotated leapfrog
schemes in a 2D case and the standard leapfrog, the octahedral and the tetrahedral schemes
in the 3D case. This formulation is also suitable for terminating the rectangular and the
interpolated digital waveguide mesh implemented with Kirchhoff variables in 2D and 3D,
respectively. Thus each scheme is now characterised by a boundary model specially tailored
for a particular case, and the respective discrete wave equation consistently applies in the
room and at the boundary.
The consistency of scheme for the room interior and the boundary has clear advantages.
Firstly, the simulation as a whole is consistent with general room acoustics theory (i.e. the
wave equation and locally reacting surface theory). Secondly, the numerical system can
be properly analysed in terms of stability and accuracy. While such consistency may seem
trivial to some readers, one has to bear in mind that many previous discrete-time models
proposed in the literature, in particular those using a digital waveguide mesh (DWM)
185
with terminating reflection filters, are not consistent with theory due to their boundary
formulation. To the best of authors knowledge it is therefore the first time that off-line
post-processing frequency warping technique can be justifiably applied in FDTD/DWM
room acoustics simulations.
It has been shown that the interpolated wideband DIF boundary is the most accurate
of all compact explicit digital impedance boundaries, and as the only one provides a
full bandwidth. Therefore taking into account the conclusions of Chapter 4, it can be
summarised that the interpolated wideband scheme is optimally efficient for both room
interior and boundary modelling. Displaying no numerical dispersion in axial propagation
directions and no reflectance error at near-normal incidences is also an excellent property,
since the most pronounced room modes arise from sound wave reflections between parallel
walls; hence simulations using the interpolated wideband scheme are most accurate for
the strongest modes of the system.
186
Chapter 8
A Phase Grating Approach to

Modelling Surface Diffusion
Sound scattering is one of the main acoustic phenomena encountered in room acoustics,
and consists primarily of edge diffraction caused by finite-size boundaries and surface diffusion caused by not perfectly smooth boundaries. This phenomenon is perceptually very
important and thus accurate simulations of room acoustics also require modelling of sound
scattering effects. Whereas edge diffraction is inherently modelled in the FDTD method,
surface diffusion may require special treatment, especially when controllable diffusion is
desired or the surface roughness is small compared to finite difference grid spacing.
In general, simulation tools can significantly help the process of designing spaces with
desirable acoustics, as they allow the acoustic performance to be predicted before the
construction of the building begins. The finite difference time domain method has recently
emerged as a possible numerical tool for investigation of surface diffusion (see, e.g. [127, 84].
In such studies, an irregular boundary geometry is usually represented directly in the mesh
structure, for example a staircase implementation [127, 84]. This works fine for variations
in the boundary shape that are large in comparison to the grid spacing, but adapting to
smaller variations (i.e. subcell geometries) can be problematic, since local grid refinement
leads to a significant increase in computational load [28].
In the context of room auralisation for audio applications, accurate simulation predictivity is in some cases of lesser importance, the main objective shifting to enabling better
control over the overall room diffusivity. For such applications, modelling commercial diffusers is not really suitable since they are usually optimised to provide maximum diffusion
and they do not really allow controlling the strength and frequencies for which scattering
effect occurs.
This chapter addresses modelling diffusion in FDTD simulations by varying the impedance
across the boundary surface, capturing frequency-dependent absorption and diffusion
Chapter 8. A Phase Grating Approach to Modelling Surface Diffusion
187
within one model. Each node in the boundary is represented by an impedance filter
that is designed from a normal-incidence reflection filter consisting of an absorption filter
(that if left by itself would model specular reflections) in cascade with a fractional delay
line. Surface diffusion is realised by variation across the boundary of the delay lengths,
thus imposing a spatial variation of the local well depth. Hence the proposed approach
is based on the well-known concept of phase-grating diffusers (see Section 2.6 for a brief
overview of this concept).
The chapter is structured as follows. In Section 8.1, a method for simulating phasegrating diffusers with the use of fractional delay lines is proposed, and ways of affecting
and controlling diffusion are discussed. Results obtained with numerical experiments for
a range of diffusers are analysed in frequency and time domains in Section 8.2, followed
by concluding remarks in Section 8.3.
8.1
8.1.1
A Method for Simulating Diffusive Surfaces

A Phase Grating Approach
A physical approach to modelling diffusion requires addressing the issue of absorption

and diffusion simultaneously. Under the assumption that the surface is locally reacting,
the absorption properties of the boundary can be defined locally. From a physical point
of view, surface diffusion is caused by irregularities in shape along the boundary. Thus,
strictly speaking, they cannot be defined as a property of a single point on the surface.
Hence in order to formulate a model that allows as much as possible to maintain the
natural separation between these two wave phenomena, we propose to model absorption
with local impedance filters, and to model diffusion by varying the impedance along the
boundary surface without changing the local absorption properties. In other words, only
the reflection phase properties are spatially varied. A schematic representation of this
model is depicted in Figure 8.1.
The starting point for the design of each of the impedance filters is to consider first a
locally-defined normal-incidence digital reflection filter of the form
R0 (z) = Ra (z) Rd (z),
(8.1)
where Ra (z) is a digital reflection filter designed to match the absorption data and Rd
is a fractional delay filter that adds a local well-depth. From Equation (8.1) it follows
directly that a flat surface that reflects waves in a specular fashion is simulated by setting
Rd (z) = 1 for all impedance filters. Non-smooth surfaces thus result when varying the well
depths (i.e. the delay lengths) along the surface. As mentioned in the introduction, this
may increase the overall surface absorption, even though the local absorption properties
188
(a)
(b)
(m-2)
(m-1)
(m)
(m+1)
(m+2)
(m+3)
Figure 8.1: (a) Irregular surface geometry and (b) a way of modelling these irregularities by spatial
variation of digital impedance filters. The impedance filters are designed from normal-incidence filters
with added well-depths, thus implementing a phase grating diffuser.
are not affected by any changes in the Rd (z) filters (i.e. the magnitude response of Rd (z)
filter is flat, as explained in Section 8.1.3).
Once the digital reflection filter is designed, it is readily converted to a digital impedance
filter with Equation (6.1), and incorporated in the boundary model as described in Chapter 6. For any passive boundary (i.e. |R0 (z)| 1), Equation (6.1) yields a positive real
digital impedance filter. As shown in Chapter 6, this also guarantees the overall stability
of the simulation.
8.1.2
Relationship between the Well Depth and Delay Length
For a given wave velocity c, the time it takes to propagate over a well-depth distance d
is = d/c. Hence the required fractional delay length [the fractional number of delays
modelled with Rd (z)] is
D=
2d
.
cT
(8.2)
As mentioned in Section 3.2.2, the wave velocity actually differs from c for most frequencies
and directions. For the standard leapfrog scheme, this amounts to no error in diagonal
directions and the largest error occurring at Nyquist for axial directions, where the ratio
p
between the numerical and real phase velocity becomes 1/2. Given that it is impossible
to adjust the delay length of a well to all possible directions and frequencies, Equation
(8.2) is the best possible overall design choice. Note that this assumes a normal angle of
incidence, which is the most natural choice since diffuser wells are placed in the direction
perpendicular to the boundary surface. The resulting non-exactness of the delay for certain
directions and frequencies may however lead to small high-frequency deviations in diffusion
characteristics for some diffuser types.
8.1.3
189
Fractional Delay Implementation
Ideally, the filter Rd (z) should model an exact number of delays, and this number will
generally be fractional (i.e., a non-integer value). The ideal fractional delay element (i.e.,
an ideal band-limited interpolator) is nonrealisable, since the corresponding impulse response would be noncausal and infinitely long [118]. Suitable approximations can be made
using so-called fractional delay filters with a maximally flat phase delay response, such as
Lagrange interpolation FIR filters and Thiran allpass filters [66, 118]. The main difference
between these two filter design methods is that the Lagrange FIR filter introduces a lowpass filtering effect, while the Thiran design is strictly allpass (see Section 3.5 for more
details). Hence the latter were employed in this study, mainly in order to maintain full
control of absorption properties through Ra (z). A simple rule of thumb for the stability
and accuracy of such allpass filters is given as [M 0.5 D < M + 0.5], where D denotes
a fractional delay value and M is the filter order [118].
For efficiency reasons, it is often desirable to keep the fractional delay filter Rd (z) of
lower order, such that the final impedance filter also remains small in order; in this study
we therefore employed second-order Thiran allpass filters. Fractional delays larger than
the filter order N + 0.5 can be obtained by combining the allpass filter with a delay line
[106], hence the filter transfer function is
Rd (z) = A(z) z N ,
(8.3)
where A(z) denotes the second-order Thiran allpass filter and z N denotes a delay line
of N = D 2 delays. For very small fractional delays [0.1 D 1.1], a first-order
Thiran allpass filter has to be applied. For D 0.1, pole-zero cancellation may happen
in practical implementations due to inevitable round-off errors, and should preferably be

avoided, so the minimum fractional delay is set to D = 0.1 [106].
8.1.4
Diffusion Parameter Control
In many practical cases, it is desirable to control the strength of diffusion and the frequencies for which diffusion occurs. For example, controlled diffusion can be used to match
measured diffusion data, to account for small surface roughness or to mask numerical artefacts. Modelling commercially available diffusers is not suitable for this purpose since such
optimised surfaces usually yield top values of the diffusion coefficient for the frequencies
of interest. Therefore we propose a technique to control the diffusion properties of the
numerical boundary that is based on fractional Brownian diffusers, which are described in
detail in Section 2.6.6.
This method works as follows. A Gaussian white noise signal is first generated with the
190
length equal to the number of the mesh nodes along a diffusive surface. Such a noise signal
is then spectrally shaped with the use of a digital filter designed to match values of the
diffusion coefficient in each frequency band. The maximum depth in shape, defined by the
maximum delay value, puts a constraint on the lowest frequencies that are affected by the
diffusion. As will be shown in the results presented in Section 8.2, the lowest frequency at
which diffusion occurs can be estimated in a similar way to defining the theoretical design
frequency of the Schroeder diffuser. The maximum depth dmax should thus be the half of
the longest wavelength
dmax =
0
,
2
(8.4)
which also enables computing the lowest frequencies affected by diffusion from
flow =
c
,
2dmax
(8.5)
where flow is the lowest diffusion frequency. However, in practice some slight diffusion
actually starts from frequencies an octave below this theoretical value. For instance,
setting maximum depth dmax = 0.5m results in diffusion from around flow = 150Hz.
The amount of diffusion is obtained by spectral shaping with the use of a simple linear
roll off filter, the gain of which is given as
G(f ) =
1
,
f /2
(8.6)
where denotes the spectral density exponent which in order to assure the 1D fractal
shape takes the values within the range of 1 and 3. Low values of the spectral density
exponent yield a more spiky surface shape resulting in a highly diffusive boundary. On the
other hand, for high values of , the surface shape is much smoother and the diffusion is
less pronounced at frequencies above the design frequency. However, some slight diffusion
may also occur at frequencies around an octave below the design frequency when spectral
density component value is relatively high. Note that high values of the diffusion coefficient
at low frequencies rarely originate from the surface scattering alone, but rather from the
diffraction effects caused by finite-length boundaries. Consequently, this technique should
not be over-used to compensate for such large-size changes. That is, in such cases the
boundary shape should instead be implemented directly in the grid structure.
8.2
8.2.1
191
Test Setup
The diffusion coefficient characterises the sound reflection from a surface in terms of the
uniformity of the scattered polar distribution, the measurement setup for which is defined
in the AES 4id 2001 standard [3], and described in detail in Section 2.7. The setup used in
the numerical experiments in this study complies with these AES guidelines and is illustrated in Figure 8.2. The size of the modelled room (4000x4000 mesh nodes corresponding
to 44m x44m) and the simulation time (4410 samples at the sample rate of 44.1kHz) were
set in such a way that only the reflections from the investigated boundary sample could
reach the receiver positions and at the same time sufficiently long so that the whole wavelet
could reach all the receivers. All the investigated diffusers were implemented using the
fractional DIF boundary model for the 2D standard leapfrog scheme. The diffuser sample
was 101 mesh points wide (which corresponds to 1.1m) and only 3 mesh points deep (which
corresponds to 0.033m). Note that the proposed diffusion method allows for modelling
much deeper wells without having to increase the external depth of the diffusers sample.
The sample width was chosen so that at least 6 complete repeat sequences of periodic test
surfaces were included; in most cases over 10 complete sequences resulted. The sample
was also sufficiently large so that surface effects rather than edge diffraction were more
prominent in the scattering. The numerical measurement consisted of 19 simulations, in
which the source position was changed with a maximum angular separation of 10o on a
semicircle with a radius of 7.7m (700 grid points), as shown in Figure 8.2. Similarly, a
set of receivers with an angular receiver resolution of 5o was located on a semicircle with
a radius of 4.4m (400 grid nodes), where sample diffuser is positioned in the semi-circle
centre. Such distances are in a good agreement with the AES standard [3], in which when
true far field conditions are hard to ensure, the minimum criterion is that at least 80% of
the receiver positions should be outside of the specular zone. In addition, the width of the
diffuser places a constraint on the maximum wavelength that is effectively reflected from
the boundary of a finite size. In the case of a 1.1m wide diffuser, the diffusion coefficient
measurement technique can be considered valid for frequencies above this cutoff frequency,
which in this case amounts to 870Hz.
Each numerical test consisted of two simulations, where a sharp impulse was inserted in
the source position. In the first simulation, the receivers impulse responses h1 were measured with the diffuser sample in the middle of the room; h1 inevitably also included the
direct signal. In the second simulation, the sample was removed and impulse responses
h2 were measured in the same positions. The isolated reflected signals were obtained as
h = h1 h2 . The virtual microphones and virtual loudspeakers used in the experiments
are treated as omnidirectional since the input and output signals were injected into one
192
Compuational domain
4.4m
7.7m
Figure 8.2: Schematic depiction of the simulation setup according to the AES standard [3]; black squares
indicate omnidirectional source positions and black circles indicate receivers positions on a semicircle.
The computational domain is indicated with outer rectangle.
mesh node and picked-up from another mesh node. Hence there was no need to deconvolve the loudspeaker-microphone response. The impulse response, windowed with the
use of the right half of the Hanning window, was Fourier transformed and sound pressure levels Li (in decibels) were calculated in one-third octave bands. Following [3], the
directional diffusion coefficient was computed in each one-third octave band from the set
of sound pressure levels Li from n receivers for a fixed source position with the formula
given by Equation 2.71. Finally, the random-incidence diffusion coefficient was calculated
as an arithmetic mean of the directional diffusion coefficients for all source positions using
Equation 2.72.
8.2.2
Modelled Diffusers
In this section, some details related to the implementation of the example phase grating
diffusers that were modelled with the use of the proposed technique are provided. An
overview of real diffusers can be found in Section 2.6. Since the focus of this chapter is on
modelling and measuring diffusion, the absorption reflection filter used in Equation (8.1)
is in all cases set to Ra (z) = 1 for simplicity.
Maximum Length Sequence Diffuser
In numerical experiments, the direct change in the boundary reflectance between Ro (z) = 1
and Ro (z) = 1 of a maximum length sequence diffuser was modelled. The length of the
193
applied MLS was 15 resulting in the following reflection coefficient values (1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1), and such a periodic sequence was repeated almost 7 times.
Quadratic Residue Diffuser

A diffuser based on the 7-ary quadratic residue sequence was modelled, for which the
periodic sequence (0, 1, 4, 2, 2, 4, 1) is shown in Figure 8.3(a). The QRD sequence was
repeated over 14 times and the respective delays in the delay filter Rd (z) were obtained
by multiplying each sequence value by 3, which resulted in the following delay values
(0, 3, 12, 6, 6, 12, 3). The number 3 is chosen arbitrarily so that the maximum delay of
the 7-ary QRD amounts to 21 sample delay, which corresponds to the maximum well
depth dmax = 0.163m and the design frequency fo = 2100Hz, respectively. Note that
when manufacturing this type of diffusers, a 1 reflection is typically realised by a quarter
design wavelength deep grooves in hard walls; however, a direct change in impedance is
difficult to achieve in practice. In the proposed FDTD simulation method, the realisation
of an MLS diffuser is trivial, by simply adjusting the local impedance filters.
Modulated QRD
In the modulated phase reflection grating technique, the inverted 7-ary quadratic residue
sequence was (7, 6, 3, 5, 5, 3, 6), as depicted in Figure 8.3(b), and the MLS of a length
15 (0, 1, 1, 0, 1, 0, 1, 1, 1, 1, 0, 0, 0, 1, 0) was applied as the pseudorandom binary sequence.
Similarly, the basic and inverted sequence values were multiplied by 3, giving the values of
delays in samples which were applied in delay filters. Secondly, two QRD diffusers based
on the 7-ary sequence and 5-ary sequence were orthogonally modulated depending on the
value of the binary MLS sequence of length 15. Two successive sequences, illustrated in
Figure 8.3(c), are given by [7]
dn =
1 4 2 2 4 1
1 4 4 1
0, , , , , , , 0, , , ,
7 7 7 7 7 7
5 5 5 5
dmax ,
(8.7)
where the maximum depth dmax = 0.163m corresponds to a 21 sample delay.

Fractional Brownian Diffusers
The numerical simulations of the Fractional Brownian Diffusers were conducted for three
sequences, namely a white noise and two Brownian noise sequences, the latter resulting
from spectral shaping of a white noise with the spectral density exponent values = 1.73
and = 3, respectively. These three noise sequences are illustrated in Figure 8.4. In
successive experiments, the maximum delay values corresponding to the maximum depth
of the diffuser, were set to D = (2, 5, 10, 20) samples for all three diffusers.
194
(a)
2
3
4
7 sequence
7 sequence
1
2
(b)
3
4
5
6
7
inverted 7 sequence
7 sequence
1
1
2
(c)
3
4
5
4
6
7
5
7 sequence
5 sequence
Figure 8.3: The well depths for the following quadratic residue diffusers: (a) 7 sequence, (b) modulated
QRD with 7 sequence, and (c) orthogonal QRD with 7 and 5 sequences.
8.2.3
Frequency-domain Results
In this section, the diffusive properties of the aforementioned diffusers are analysed in the
frequency domain. Spatial diffusion as a function of frequency is shown in magnitude
pressure plots for a set of receivers, whereas the overall diffusivity is depicted in figures
presenting the random-incidence diffusion coefficient as a function of frequency.
The magnitude pressure results for a set of receivers and a normal angle of incidence
(i.e., source position at = 0o ) for a flat surface, an MLS diffuser, and a set of quadratic
residue diffusers are illustrated in Figure 8.5(a-e). The pressure amplitude of the sound
wave reflected from the flat panel sample is illustrated in Figure 8.5(a), and its diffusion
coefficient is shown in Figure 8.6. The diffusion coefficient for a flat surface is in a very
good agreement with measured data provided in [23], and is used here as a reference for
the investigated diffusers.
195
(a)
(b)
(c)
Figure 8.4: Boundary surface shapes: (a) white Gaussian noise, (b) Brownian noise with = 1.73, and
(c) Brownian noise with = 3.
Firstly, the maximum length sequence was implemented as an example of varying

impedance along the boundary instead of changing well depths. One obvious implication
of such an implementation is that a diffuser should cause scattering for all frequencies due
to the lack of the design frequency. The characteristic diffuser lobes are well pronounced
in Figure 8.5(b), and the diffusion coefficient is presented in Figure 8.6. These figures
indicate that even though some diffusion is actually obtained for all frequencies, high
diffusivity results for frequencies above fo = 2.2kHz. At lower frequencies the diffusion
is much smaller probably because of the fact that low-frequency waves tend to average
across rapidly changing local impedance values, thus effectively diminishing the scattering
effect.
The pressure magnitude for the quadratic residue diffuser of a sequence length 7,
the modulated version of such a diffuser, and the orthogonal QRD for sequences 7 and 5,
according to the binary MLS sequence of the length 15, are presented in Figures 8.5(c),(d),
and (e), respectively. Since there is very small variation in the depths of the quadratic
residue diffuser of a length 7 and such a quadratic residue sequence has been repeated over
the whole boundary sample 14 times, the resulting diffusion coefficient is relatively small,
as illustrated in Figure 8.7. Furthermore, the diffusion is not yet effectively observed at the
design frequency fo = 2100Hz, even though it slowly begins to rise from this frequency. On
the other hand, the modulated quadratic residue diffuser exhibits much higher diffusion
coefficient values, which can also be observed in the pressure amplitude plot depicted in
Figure 8.5(d). This effect is due to the greater variation in the well depths and the lack of
obvious repetition in the boundary shape pattern. A significantly increased diffusivity at
(a)
196
Reveiver angle [degrees]
(b)
Frequency [kHz]
(c)
Frequency [kHz]
(d)
Frequency [kHz]
(e)
Frequency [kHz]
Frequency [kHz]
Figure 8.5: The pressure magnitude of the reflected signal for all receiver positions located on a
semicircle for: (a) a flat surface, (b) a maximum length sequence, (c) a QRD sequence 7, (d) a
modulated QRD sequence 7, and (e) an orthogonal QRD sequences 7 and 5.
197
1
MLS
Flat surface
0.9
Diffusion coefficient
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
200
250
315
400
500
630
800
1000 1250 1600

Frequency [Hz]
2000
2500
3150
4000
5000
6300
8000
Figure 8.6: Random-incidence diffusion coefficient for a flat surface (black dotted line) and a maximum
length sequence diffuser (black solid line).
1
QRD
Modulated QRD
Orthogonal QRD
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
200
250
315
400
500
630
800
1000 1250 1600

Frequency [Hz]
2000
2500
3150
4000
5000
6300
8000
Figure 8.7: Random-incidence diffusion coefficient for a quadratic residue diffuser of length 7 (black
solid line), modulated 7 sequence QRD (grey solid line), and an orthogonal QRD for sequences 7 and
5 (black dashed line).
low frequencies is an obvious implication of increasing the maximum well depth which is
used in the inverted QRD. As a result, a high scattering in Figure 8.5(d) and large diffusion
coefficient value is observed for the design frequency. Similarly, the orthogonal diffuser
demonstrates yet another method of increasing the diffusivity of concatenated QRDs, for
which the pressure magnitude is depicted in Figure 8.5(e) and the diffusion coefficient is
illustrated in Figure 8.7. The resulting diffusion is higher than for a single sequence and
a modulated quadratic residue diffuser at the design frequency, and additionally has more
lobes in the pressure magnitude plots. However, the diffusion coefficient values above the
198
design fequency are lower than for the modulated QRD which can be explained by the
smaller number of available well depths; in particular, the lack of the deepest well. Both
latter cases indicate how important modulation is for quadratic residue diffusers when
multiple concatenated identical shape patterns are applied to cover large wall areas.
The random-incidence diffusion coefficient for a white noise diffusion boundary for
four maximum delay values Dmax = 2, 5, 10, 20 samples is illustrated in Figure 8.9. From
the combination of Equations (8.5) and (8.5), these delays correspond to the following
design frequencies fo = 22.050kHz, 11.025kHz, 4.410kHz, 2.205kHz. In general, the diffusion effect of the white noise Brownian diffuser gradually increases starting from around
two-thirds octave below the design frequency and peaks at one-third octave above the
design frequency, and next remains constant. The top value of the diffusion coefficient is
very similar for all white noises, and the lower the design frequency (i.e., longer maximum
delay) the steeper the increase slope is. For instance, gradual increase in diffusion for
fo = 22.050kHz actually starts much earlier (i.e., over an octave below the design frequency). The diffusion effect is clearly visible in the pressure magnitude plots for a set of
semicircular receivers depicted in Figure 8.8(a-d), which is a much more indicative figure
than just simple polar plots for one frequency as it enables the observation of the diffusive boundary performance for many frequencies simultaneously. Figure 8.8(a-d) shows
that the specular reflection is very well scattered by a white noise signal boundary for
frequencies above the respective design frequencies, and that some slight diffusion occurs
also within an octave below the design frequency. This figure as well as Figure 8.9 also
indicate that the white noise shaped boundary generally exhibits a very high diffusivity.
In order to control the amount of diffusion, spectral shaping of the input noise signal
can be applied. The random-incidence diffusion coefficient for an example design frequency
fo = 4.410kHz is depicted in Figure 8.10 for three noise signals. For higher values of the
spectral density exponent, the diffusion coefficient is substantially smaller than for the
Gaussian noise for frequencies above the design frequency. However, this comes at the
expense of a slightly increased diffusion for frequencies below the design frequency too.
Furthermore, the directional scattering of these diffusers can be investigated in Figure
8.8(c,e,f), which illustrates the spatial distribution of pressure magnitudes at receiver
positions for the same three noise signals. Contrary to the Gaussian noise boundary for
which the incident sound is scattered evenly in many directions [as illustrated in Figure
8.8(c)], the Brownian noise with = 1.73 also has a strong specularly reflected component
for frequencies above the design frequency fo = 4.410kHz, which is clearly visible up to
around fo = 5.5kHz. Above this frequency the reflected incident wave is scattered quite
randomly in the same fashion as for the white noise boundary, which explains why the
diffusion coefficient increases quite substantially in Figure 8.10 for = 1.73.
As depicted in Figure 8.8(f), an incident sound is scattered in a few reflection directions
(a)
199
(b)
Frequency [kHz]
(c)
Frequency [kHz]
(d)
Frequency [kHz]
(e)
Frequency [kHz]
(f)
Frequency [kHz]
Frequency [kHz]
Figure 8.8: The pressure magnitude of the reflected signal for all receiver positions located on a
semicircle for the following boundary surface shape: (a) white noise with Dmax = 2 samples, (b)
white noise with Dmax = 5 samples, (c) white noise with Dmax = 10 samples, (d) white noise with
Dmax = 20 samples, (e) Brownian noise with = 1.73 and Dmax = 10 samples, (f) Brownian noise
with = 3 and Dmax = 10 samples.
200
1
White noise (max 2 samples)
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
200
250
315
400
500
630
800
1000 1250 1600

Frequency [Hz]
2000
2500
3150
4000
5000
6300
8000
Figure 8.9: Random-incidence diffusion coefficient for a white-noise like boundary shape with the
maximum roughness expressed in terms of the number of delay samples Dmax = 2, 5, 10, 20 samples.
1
White noise
Brownian noise (=1.73)
Brownian noise (=3)
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
200
250
315
400
500
630
800
1000 1250 1600

Frequency [Hz]
2000
2500
3150
4000
5000
6300
8000
Figure 8.10: Random-incidence diffusion coefficient for a white-noise (black solid line), Brownian noise
with = 1.73 (grey solid line), and Brownian noise with = 3 (black dashed line); the maximum
roughness of 10 delay samples.
only for = 3. Therefore, it can be concluded that for high values of the spectral
density component, the slow variation in the boundary shape redirects an incident sound
rather than scatters it in multiple directions. It can also be observed that since the
boundary shape is based on a random noise sequence, the scattering is neither periodical
nor symmetric, which is for instance illustrated in a polar plot at four example frequencies
depicted in Figure 8.11.
f=2.5kHz
f=5kHz
0o
30 o
0
30 o
60 o
30
60 o
90 o
60dB 40dB 20dB 0dB
60
90 o
90
60
60dB 40dB 20dB 0dB
90
f=10kHz
0o
30
60 o
90
30
0o
o
f=7.5kHz
30
201
30
60 o
60dB 40dB 20dB 0dB
60 o
90
90
30
60 o
60dB 40dB 20dB 0dB
90
Figure 8.11: Polar magnitude plot for the Brownian noise-like boundary sample with the maximum
depth corresponding to 10 delays and = 3, at frequencies f = 2.5kHz, 5kHz, 7.5kHz, and 10kHz.
8.2.4
Time-domain Results
The FDTD method is suitable for direct investigation of the diffusive properties of the
modelled diffusers in the time domain. Sound dispersion in time is of great importance
to the overall diffusion effect, the influence of which may even be compared to the spatial
sound redistribution [21]. Research into the time spreading aspect of sound scattering
can be found in some previous studies (e.g. in [84]), especially that this effect plays a
significant part in all phase grating diffusers. It is important to realise that such time
spreading properties are not taken into account when calculating the diffusion coefficient,
and therefore such a time domain analysis is a complementary means of analyzing the
performance of phase grating diffusers. Each time domain plot presented in this section
includes a reflected sound signal from the flat boundary sample (black dashed line) made
of a highly reflective material for comparison.
Figure 8.12(a) and (b) illustrates the reflected signal from the quadratic residue diffuser
sequence 7 and the orthogonally modulated QRD consisting of sequences 7 and 5, for which
time spreading and a reduction in reflected signal amplitude are clearly visible. The
comparison of these results indicates that comparable dispersion occurs for both these
diffusers, even though the latter one has significantly higher diffusion coefficient values.
The signal reflected from a Gaussian-noise shape boundary for fo = 22.050kHz and
fo = 4.410kHz is illustrated in Figure 8.12(c) and (d), respectively. The comparison
x 10
202
(a)
Amplitude
3
0
3
6
1600
x 10
1700
1800
1900
2000
1800
1900
2000
1800
1900
2000
1800
1900
2000
1800
1900
2000
Time [samples]
(b)
Amplitude
3
0
3
6
1600
1700
Time [samples]
x 10
(c)
Amplitude
3
0
3
6
1600
x 10
1700
Time [samples]
(d)
Amplitude
3
0
3
6
1600
x 10
1700
Time [samples]
(e)
Amplitude
3
0
3
6
1600
1700
Time [samples]
Figure 8.12: The signal reflected from sample diffuser (grey solid line) plotted against the signal reflected
from the flat boundary sample (black dashed line) in the time domain for the following diffusers: (a)
a quadratic residue diffuser of sequence 7, (b) an orthogonal quadratic residue diffuser consisting of
sequences 7 and 5, (c) a white-noise like boundary surface shape with the maximum depth corresponding
to 2 delays, (d) a white-noise like boundary surface shape with the maximum depth corresponding to
10 delays, (e) a Brownian-noise like boundary surface shape with the maximum depth corresponding to
10 delays and = 3.
203
of these two plots indicates that for the same ratio in boundary shape variation, more
time spreading occurs for a larger maximum depth of such variations. Nevertheless, the
comparison of a white-noise shape boundary [Figure 8.12(d)] with a Brownian-noise shape
boundary for = 3 shown in Figure 8.12(e) for the same design frequency fo = 4.410kHz,
indicates that the time spreading effect is also dependent on the boundary shape. A more
spiky shape causes an increased time dispersion.
It can be concluded that in general, diffusers characterised by a strong spatial scattering (measured as diffusion coefficient) also exhibit strong time spreading. The dispersion
is primarily dependent on the maximum depth of the wells or in other words the maximum variation in the boundary shape. Furthermore, the ratio of such a boundary shape
variation also plays an important role in the time domain diffusion.
8.3
Conclusions
In this chapter, a novel method for modelling surface diffusion in FDTD room acoustic
simulations is proposed. The main advantage of the proposed method is that diffusion
and absorption can be modelled simultaneously in a manner that is consistent with the
physics of real-life boundary surfaces, and are invariant to the type of acoustic enclosure.
That is, diffusion is controlled only by shaping the geometry of the boundary (thus not
defined locally as in geometrical methods), while the absorption can be locally specified
in an arbitrary frequency-dependent way. To the best of authors knowledge, this is not
possible with any methods presented in prior studies.
Consequently, FDTD simulation can now be more reliably applied by acoustic engineers
to predict the acoustics of rooms and verify the performance of commercially available
phase grating diffusers. The proposed method also lends itself well to simulating surface
roughness, such the case for example in panels and unplastered walls. We remind the
reader here that sparse changes in the boundary shape are much better modelled by
direct incorporation in the grid. In this sense, the proposed model is complementary to
earlier work on numerical modelling of diffusive boundaries [84, 127].
The results presented in this chapter are generally in good agreement with the literature, thus validating the methodology. The spatial scattering properties are shown to
depend primarily on the ratio of variation in the boundary shape and the maximum depth
of such changes. Furthermore, the maximum well depth defines the lowest frequency at
which scattering effectively occurs. Hence just as with real-life phase grating diffusers,
large well-depths are necessary in the proposed method in order to obtain low frequency
diffusion. In addition, time spreading properties of various diffusers have been investigated.
Similarly to spatial scattering, surface-induced dispersion has been shown to depend on
the maximum depth of the boundary wells and how smoothly the well depth varies across
204
the surface (for Brownian diffusers this property is controlled through the spectral density
factor). Interestingly, a high value of the diffusion coefficient does not guarantee strong
time spreading.
Finally, the results indicate that spectral shaping of Gaussian noise is a promising
technique for controlling the diffusive properties of the modelled surface. The results
indicate the potential to simulate scattering behavior that roughly matches a given set
of diffusion coefficient data. Indeed, finding a precise way of mapping diffusion data to
Brownian diffuser model parameters would be an interesting area of future research.
205
Chapter 9
Conclusions and
Recommendations
9.1
General Conclusions
This thesis presents a complete method for modelling room acoustics using the finite
difference time domain technique which is applicable to audio and architectural design
applications. The main aim of this research has been to improve the accuracy of room
acoustics modelling methods by investigating high accuracy FDTD schemes, improved
boundary models of locally reacting surfaces, and methods for modelling controllable surface diffusion. These goals have been successfully achieved in this thesis. The proposed
methods can be applied in improved simulations of naturally sounding immersive sound
environments, spatial sound effects for multimedia and architectural design applications.
The methods presented in this thesis for simulating room acoustics are also directly applicable to modelling other acoustic systems based on solving the wave equation, such as
membranes.
With regard to modelling the medium, a wide range of compact explicit and implicit
FDTD schemes based on unstaggered rectilinear grids has been investigated, and the
most accurate and isotropic schemes have been identified. Among explicit schemes, a new
scheme that provides the full bandwidth in 2D and 3D simulations has been identified,
which is particularly meaningful in a digital audio context. This scheme, referred to here
as the interpolated wideband (IWB) scheme, has been shown to be optimally efficient
among compact explicit schemes for 2D simulations, regardless of the error criterion.
In the 3D case, the IWB scheme is comparable in efficiency to the isotropic (IISO and
IISO2) schemes, where the latter become more efficient for error criteria smaller than 4%.
However, the isotropic schemes do not have the property of a full simulation bandwidth
in all directions. Alternating direction implicit methods were also considered, and have
Chapter 9. Conclusions and Recommendations
206
been shown even more efficient for a tight error criterion. However, such implicit methods
were not further pursued due to the massive complexity of formulating boundaries for
generally irregular domains in a manner that is consistent with the room interior scheme.
Consequently, the IWB scheme is recommended as the best scheme for updating the room
interior nodes for most applications.
As far as boundaries are concerned, a new method for constructing numerical formulations of locally reacting surfaces for FDTD schemes based on unstaggered grids has been
proposed. Novel formulations for frequency-independent terminations, simple frequencydependent walls (incorporating linear resistance, inertia and restoring forces), and generally frequency-dependent boundaries have been proposed for all compact explicit FDTD
schemes. These formulations have been derived by carefully constructing the boundary
conditions and combining them with the respective discrete wave equations. Such computationally efficient scheme-consistent formulations have been explicitly provided for all
compact explicit schemes. The presented frequency-independent and frequency-dependent
results confirm the high accuracy of the proposed boundary formulations, the reflectance
of which closely matches locally reacting surface theory. In particular, the theoretical
reflectance magnitude is very well matched for all angles of incidence and wall impedance
values. These results clearly indicate that the proposed accurate and isotropic schemes
are also very accurate in terms of numerical boundary reflectance, and outperform directly
related methods such as Yees scheme and the standard digital waveguide mesh.
The proposed boundary formulations include the full treatment of inner and outer
corners and boundary edges, which are crucial for stability and accuracy of the whole
simulation. Interestingly, this problem seems to have never been addressed in the literature
in the context of FDTD/DWM simulations of room acoustics.
The proposed boundary models constitute a significant improvement over the commonly used 1D boundary model, which in the frequency-dependent case combines FDTD
room interior implementation with reflectance filters at boundaries using KW-converters.
The presented results indicate that the reflectance of such 1D models differs wildly from
theory and may even lead to instability problems, which indicates that their use in terminating multidimensional simulations should be avoided. Consequently, the boundary
models proposed in this thesis should always be applied to terminate Kirchhoff variable
digital waveguide mesh and FDTD room acoustics simulations based on nonstaggered
grids.
In comparison to the simple frequency-dependent boundary model formulated by Botteldooren for staggered grids, the proposed models do not introduce an additional stability
bound allowing for a completely free choice of physically feasible impedances. Furthermore,
the proposed digital impedance filter boundary model outperforms the Botteldoorens formulation as it enables general frequency-dependency.
207
In addition, a new analytic method for the exact prediction of the numerical boundary
reflectance has been introduced. This numerical boundary analysis method has been
experimentally confirmed as a precise tool for analytic evaluation of multi-dimensional
boundaries, thus avoiding the necessity for running time-consuming and computationally
heavy numerical experiments. Such NBA formulae have been provided for all the proposed
boundary models and used to prove the overall stability of the simulation.
Furthermore, the digital impedance boundary model can be extended to model controllable diffusion. A method for modelling surface diffusion has been proposed, in which
the diffusion and absorption are simultaneously modelled in a way that is consistent with
the physics of real-life boundaries. The diffusion is controlled by shaping the geometry of
the boundary surface, while absorption is specified locally by the value of the boundary
impedance. This technique is suitable for modelling phase grating diffusers with infinitely
thin separators and modelling high-frequency diffusion caused by small roughness. The
latter is particularly useful for auralisation purposes as it also helps to overcome possible
audible artifacts which stem from discretisation. In order to model diffusion of irregular in
shape surfaces and to create controllable diffusion for auralisation purposes, spectral shaping of the white noise is proposed, thus implementing fractional Brownian diffusers. The
presented results indicate the potential of this approach to model diffusion that roughly
matches a set of diffusion coefficient data.
Finally, some concluding remarks on a complete method for modelling 2D/3D room
acoustics can be made. The importance of consistency in scheme for the room interior
and the boundary should be stressed as a crucial factor for analytically predictable and
stable simulations. For that reason, the combination of the alternating direction implicit
technique with explicit boundary formulations for modelling acoustics of complex-shaped
rooms is not recommended since the overall stability of such a simulation cannot be guaranteed. However, the applicability of the ADI implementation to modelling membranes
with clamped edges is encouraged as it yields the best accuracy.
With regard to off-line simulations, the choice between the interpolated digital waveguide mesh and the isotropic scheme depends on the criterion associated with the application. It should be emphasized that due to scheme-consistent boundary formulations
provided in this thesis, to the best of authors knowledge it is the first time that frequency
warping technique can be justifiably applied to FDTD/K-DWM simulations.
For on-line simulations with moving sources and receivers, the interpolated wideband
scheme is recommended for simulations of room acoustics. Apart from being an excellent
choice regarding accuracy and efficiency, it provides a full bandwidth and exhibits no error
in axial room modes that arise from sound wave reflections between parallel walls. From
the perceptual point of view, the advantage of providing full bandwidth might well make
the interpolated wideband scheme generally the best choice for auralisation, regardless of
208
the accuracy criterion and whether the application is on-line or off-line.
9.2
Future Challenges
One interesting topic for future research is to formulate the digital impedance filter model
for compact implicit schemes, which would provide means for highly accurate simulations
with scheme-consistent implicit approach. However, such a model would additionally
bring about the necessity to apply efficient algorithms for 2D or 3D matrix inversion,
other than the ADI technique. The wide body of knowledge on such multidimensional
matrix inversion methods is available and such research should focus on most efficient
techniques that take into account a generally complex shape of the modelled space.
Whereas such a high accuracy could be very beneficial for architectural design applications, its advantage to virtual acoustics applications is not that straightforward. This
leads to another research topic in the area of FDTD room acoustics, which involves evaluating the perceptual importance of the dispersion error. Interesting research questions
in this context include defining the maximum value of the dispersion error which can
be considered perceptually insignificant. Such research should also lead to defining the
threshold for the maximum admissible difference between dispersion in various directions
and frequency bands. Even though thresholds used in this thesis can be to some extent
indicative, they are not scientifically confirmed and require further research.
Apart from modelling locally reacting boundaries, research into modelling walls of a
nonlocally reacting surface type should be pursued. Nonlocally reacting surface boundary
models might be of great interest, especially when simulating the acoustics of concert
halls with sound reinforcement systems in which low frequencies are dominant. Since real
low-frequency acoustic waves travel along walls to higher floors, this effect should also be
captured by predictive software.
As far as modelling diffusion is concerned, an interesting topic for future research
would be to find a systematic way to map diffusion coefficient data to Brownian diffuser
parameters. This would enable creating surface diffusion that precisely reflects measured
data when the information about the shape of the boundary is unavailable.
Finally, the issue of computational efficiency should be addressed. The computational
load of FDTD methods is high, and thus a real-time implementation is not straightforward. One possible solution to the computational efficiency problem is to use hybrids
combining the FDTD method at low frequencies and geometrical methods at high frequencies. Another approach would be to develop strategies for exploiting the inherent
parallelism of the FDTD technique. It is envisaged that real-time or near real-time implementation could be achieved with the use of programmable hardware such as clusters of
FPGA (Field Programmable Gate Array) or multicore programmable architectures such
as graphical processing units.
209
210
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Boundary and medium modelling using compact

finite difference schemes in simulations of room

Sonic Arts Research Centre

Submitted for the Degree of Doctor of Philosophy

Research Objectives and Applications . . . . . . . . . . . . . . . . . . . . .

Room Acoustics Modelling . . . . . . . . . . . . . . . . . . . . . . . . . . . .

2 Fundamentals of Room Acoustics

Sound Pressure Level . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13

Locally Reacting Surfaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14

Reflection at Normal Incidence . . . . . . . . . . . . . . . . . . . . . 15

Reflection at Oblique Incidence . . . . . . . . . . . . . . . . . . . . . 17

Eigenmode Model (for Rigid Walls) . . . . . . . . . . . . . . . . . . . . . . . 19

Acoustical Porous Material . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

Maximum Length Sequence . . . . . . . . . . . . . . . . . . . . . . . 22

Quadratic Residue Diffuser . . . . . . . . . . . . . . . . . . . . . . . 23

Modulated Quadratic Residue Diffuser . . . . . . . . . . . . . . . . . 25

3 Elements of Numerical Modelling

Room Acoustics Modelling Methods . . . . . . . . . . . . . . . . . . . . . . 34

Motivation for the Chosen Method . . . . . . . . . . . . . . . . . . . 37

The Finite Difference Time Domain Method . . . . . . . . . . . . . . . . . . 38

Staggered FDTD Method . . . . . . . . . . . . . . . . . . . . . . . . 43

Digital Waveguide Mesh . . . . . . . . . . . . . . . . . . . . . . . . . 48

Solving Tridiagonal Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . 62

4 Compact FDTD Schemes

2D Compact FDTD Schemes . . . . . . . . . . . . . . . . . . . . . . . . . . 69

Special Cases of Explicit Schemes . . . . . . . . . . . . . . . . . . . . 70

Accuracy and Isotropy . . . . . . . . . . . . . . . . . . . . . . . . . . 81

3D Compact FDTD Schemes . . . . . . . . . . . . . . . . . . . . . . . . . . 88

Special Cases of 3D Explicit Schemes

3D Compact Implicit Schemes . . . . . . . . . . . . . . . . . . . . . 92

Accuracy and Isotropy . . . . . . . . . . . . . . . . . . . . . . . . . . 96

5 FDTD Formulation of Locally Reacting Surfaces

Frequency-independent Boundaries . . . . . . . . . . . . . . . . . . . . . . . 106

Frequency-dependent Boundaries . . . . . . . . . . . . . . . . . . . . . . . . 109

Boundary Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . 110

Boundary Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . 113

Numerical Boundary Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . 115

Numerical Experiments . . . . . . . . . . . . . . . . . . . . . . . . . 120

2D Frequency-dependent Boundaries . . . . . . . . . . . . . . . . . . 126

3D Boundary Model . . . . . . . . . . . . . . . . . . . . . . . . . . . 129

6 Modelling Frequency-Dependent Boundaries as Digital Impedance Fil133

2D DIF Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135

Boundary Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . 135

Other Rectilinear-grid Boundaries . . . . . . . . . . . . . . . . . . . 139

K-DWM Implementation . . . . . . . . . . . . . . . . . . . . . . . . 140

3D DIF Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141

Boundary Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . 142

Corners and Boundary Edges . . . . . . . . . . . . . . . . . . . . . . 142

Numerical Boundary Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . 143

2D DIF Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143

3D DIF Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145

Numerical Experiments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 146

1D Boundary Model . . . . . . . . . . . . . . . . . . . . . . . . . . . 146

Results of the 2D DIF Model . . . . . . . . . . . . . . . . . . . . . . 148

Results of the 3D DIF Model . . . . . . . . . . . . . . . . . . . . . . 153

7 Compact Explicit Formulation of the DIF Model

Compact Explicit DIF Formulation . . . . . . . . . . . . . . . . . . . . . . . 159

2D Compact Explicit DIF Boundary Model . . . . . . . . . . . . . . 159

2D Compact Explicit DIF Corners . . . . . . . . . . . . . . . . . . . 163

3D Compact Explicit DIF Boundary Model . . . . . . . . . . . . . . 165

3D Compact Explicit DIF Corners . . . . . . . . . . . . . . . . . . . 168

Numerical Boundary Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . 171

2D Boundary Performance . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174