A Fourth Order Magnus Scheme for Helmholtz Equation

For wave propagation in a slowly varying waveguide, it is necessary to solve the Helmholtz equation in a domain that is much larger than the typical wavelength. Standard finite difference and finite element methods must resolve the small oscillatory behavior of the wave field and are prohibitively expensive for practical applications. A popular method is to approximate the waveguide by segments that are uniform in the propagation direction and use separation of variables in each segment. For a slowly varying waveguide, it is possible that the length of such a segment is much larger than the typical wavelength. To reduce memory requirements, it is advantageous to reformulate the boundary value problem of the Helmholtz equation as an initial value problem using a pair of operators. Such an operator-marching scheme can also be solved with the piecewise uniform approximation of the waveguide. This is related to the second order midpoint exponential method for a system of linear ODEs. In this paper, we develop a fourth order operator-marching scheme for the Helmholtz equation using a fourth order Magnus method.