A fast and well-conditioned spectral method for singular integral equations

We develop a spectral method for solving univariate singular integral equations over unions of intervals by utilizing Chebyshev and ultraspherical polynomials to reformulate the equations as almost-banded infinite-dimensional systems. This is accomplished by utilizing low rank approximations for sparse representations of the bivariate kernels. The resulting system can be solved in ${\cal O}(m^2n)$ operations using an adaptive QR factorization, where $m$ is the bandwidth and $n$ is the optimal number of unknowns needed to resolve the true solution. The complexity is reduced to ${\cal O}(m n)$ operations by pre-caching the QR factorization when the same operator is used for multiple right-hand sides. Stability is proved by showing that the resulting linear operator can be diagonally preconditioned to be a compact perturbation of the identity. Applications considered include the Faraday cage, and acoustic scattering for the Helmholtz and gravity Helmholtz equations, including spectrally accurate numerical evaluation of the far- and near-field solution. The Julia software package SingularIntegralEquations.jl implements our method with a convenient, user-friendly interface

Periodic fast multipole method

Applications in electrostatics, magnetostatics, fluid mechanics, and elasticity often involve sources contained in a unit cell C, centered at the origin, on which periodic boundary condition are imposed. The free-space Green’s functions for many classical partial differential equations (PDE), such as the modified Helmholtz equation, are well-known. Among the existing schemes for imposing the periodicity, three common approaches are: direct discretization of the governing PDE including boundary conditions to yield a large sparse linear system of equations, spectral methods which solve the governing PDE using Fourier analysis, and the method of images based on tiling the plane with copies of the unit cell and computing the formal solution. In the method of images, the lattice of image cells is divided into a “near” region consisting of the unit source cell and its nearest images and an infinite “far” region covered by the remaining images. Recently, two new approaches were developed to carry out calculation of the free-space Green’s function over sources in the near region and correct for the lack of periodicity using an integral representation or a representation in terms of discrete auxiliary Green’s functions. Both of these approaches are effective even for unit cells of high aspect ratio, but require the solution of a possibly ill-conditioned linear system of equations in the correction step. In this dissertation, a new scheme is proposed to treat periodic boundary conditions within the framework of the fast multipole method (FMM). The scheme is based on an explicit, low-rank representation for the influence of all far images. It avoids the lattice sum/Taylor series formalism altogether and is insensitive to the aspect ratio of the unit cell. The periodizing operators are formulated with plane-wave factorizations that are valid for half spaces, leading to a simple fast algorithm. When the rank is large, a more elaborate algorithm using the Non-Uniform Fast Fourier Transform (NUFFT) can further reduce the computational cost. The computation for modified Helmholtz case is explained in detail. The Poisson equation is discussed, with charge neutrality as a necessary constraint. Both the Stokes problem and the modified Stokes problem are formulated and solved. The full scheme including the NUFFT acceleration is described in detail and the performance of the method is illustrated with extensive numerical examples. In the last chapter, another project about boundary integral equations is presented. Boundary integral equations and Nystrom discretization methods provide a powerful tool for computing the solution of Laplace and Helmholtz boundary value problems (BVP). Using the fundamental solution (free-space Green’s function) for these equations, such problems can be converted into boundary integral equations, thereby reducing the dimension of the problem by one. The resulting geometric simplicity and reduced dimensionality allow for high-order accurate numerical solutions with greater efficiency than standard finite-difference or finite-element discretizations. Integral equation methods require appropriate quadrature rules for evaluating the singular and nearly singular integrals involved. A standard approach uses a panel-based discretization of the curve and Generalized Gaussian Quadrature (GGQ) rules for treating singular and nearly-singular integrals separately, which correspond to a panel’s interaction with itself and its neighbors, respectively. In this dissertation, a new panel-based scheme is developed which circumvents the difficulties of the nearly-singular integrals. The resulting rule is more efficient than standard GGQ in terms of the number of required kernel evaluations

On the evaluation of quasi-periodic Green functions and wave-scattering at and around Rayleigh-Wood anomalies

This article presents full-spectrum, well-conditioned, Green-function methodologies for evaluation of scattering by general periodic structures, which remains applicable on a set of challenging singular configurations, usually called Rayleigh-Wood (RW) anomalies (at which the quasi-periodic Green function ceases to exist), where most existing quasi-periodic solvers break down. After reviewing a variety of existing fast-converging numerical procedures commonly used to compute the classical quasi-periodic Green-function, the present work explores the difficulties they present around RW-anomalies and introduces the concept of hybrid “spatial/spectral” representations. Such expressions allow both the modification of existing methods to obtain convergence at RW-anomalies as well as the application of a slight generalization of the Woodbury-Sherman-Morrison formulae together with a limiting procedure to bypass the singularities. (Although, for definiteness, the overall approach is applied to the scalar (acoustic) wave-scattering problem in the frequency domain, the approach can be extended in a straightforward manner to the harmonic Maxwell's and elasticity equations.) Ultimately, this thorough study of RW-anomalies yields fast and highly-accurate solvers, which are demonstrated with a variety of simulations of wave-scattering phenomena by arrays of particles, crossed impenetrable and penetrable diffraction gratings and other related structures. In particular, the methods developed in this article can be used to “upgrade” classical approaches, resulting in algorithms that are applicable throughout the spectrum, and it provides new methods for cases where previous approaches are either costly or fail altogether. In particular, it is suggested that the proposed shifted Green function approach may provide the only viable alternative for treatment of three-dimensional high-frequency configurations with either one or two directions of periodicity. A variety of computational examples are presented which demonstrate the flexibility of the overall approach