16 research outputs found
Method of lines transpose: High order L-stable O(N) schemes for parabolic equations using successive convolution
We present a new solver for nonlinear parabolic problems that is L-stable and
achieves high order accuracy in space and time. The solver is built by first
constructing a single-dimensional heat equation solver that uses fast O(N)
convolution. This fundamental solver has arbitrary order of accuracy in space,
and is based on the use of the Green's function to invert a modified Helmholtz
equation. Higher orders of accuracy in time are then constructed through a
novel technique known as successive convolution (or resolvent expansions).
These resolvent expansions facilitate our proofs of stability and convergence,
and permit us to construct schemes that have provable stiff decay. The
multi-dimensional solver is built by repeated application of dimensionally
split independent fundamental solvers. Finally, we solve nonlinear parabolic
problems by using the integrating factor method, where we apply the basic
scheme to invert linear terms (that look like a heat equation), and make use of
Hermite-Birkhoff interpolants to integrate the remaining nonlinear terms. Our
solver is applied to several linear and nonlinear equations including heat,
Allen-Cahn, and the Fitzhugh-Nagumo system of equations in one and two
dimensions
Efficient sum-of-exponentials approximations for the heat kernel and their applications
In this paper, we show that efficient separated sum-of-exponentials
approximations can be constructed for the heat kernel in any dimension. In one
space dimension, the heat kernel admits an approximation involving a number of
terms that is of the order for any x\in\bbR and
, where is the desired precision. In all
higher dimensions, the corresponding heat kernel admits an approximation
involving only terms for fixed accuracy
. These approximations can be used to accelerate integral
equation-based methods for boundary value problems governed by the heat
equation in complex geometry. The resulting algorithms are nearly optimal. For
points in the spatial discretization and time steps, the cost is
in terms of both memory and CPU time for
fixed accuracy . The algorithms can be parallelized in a
straightforward manner. Several numerical examples are presented to illustrate
the accuracy and stability of these approximations.Comment: 23 pages, 5 figures, 3 table
Method of Lines Transpose: High Order L-Stable {O}(N) Schemes for Parabolic Equations Using Successive Convolution
We present a new solver for nonlinear parabolic problems that is L-stable and achieves high order accuracy in space and time. The solver is built by first constructing a one-dimensional heat equation solver that uses fast convolution. This fundamental solver has arbitrary order of accuracy in space and is based on the use of the Green\u27s function to invert a modified Helmholtz equation. Higher orders of accuracy in time are then constructed through a novel technique known as successive convolution (or resolvent expansions). These resolvent expansions facilitate our proofs of stability and convergence, and permit us to construct schemes that have provable stiff decay. The multidimensional solver is built by repeated application of dimensionally split independent fundamental solvers. Finally, we solve nonlinear parabolic problems by using the integrating factor method, where we apply the basic scheme to invert linear terms (that look like a heat equation), and make use of Hermite--Birkhoff interpolants to integrate the remaining nonlinear terms. Our solver is applied to several linear and nonlinear equations including heat, Allen--Cahn, and the FitzHugh--Nagumo system of equations in one and two dimensions