In this paper,a new auxiliary equation method is presented of constructing more new non-travelling wave solutions of nonlinear differential equations in mathematical physics,which is direct and more powerful than projective Riccati equation method.In order to illustrate the validity and the advantages of the method,(2+1)-dimensional asymmetric Nizhnik-Novikov-Vesselov equation is employed and many new double periodic non-travelling wave solutions are obtained.This algorithm can also be applied to other nonlinear differential equations.