Hierarchical interpolative factorization for elliptic operators: integral equations

This paper introduces the hierarchical interpolative factorization for integral equations (HIF-IE) associated with elliptic problems in two and three dimensions. This factorization takes the form of an approximate generalized LU decomposition that permits the efficient application of the discretized operator and its inverse. HIF-IE is based on the recursive skeletonization algorithm but incorporates a novel combination of two key features: (1) a matrix factorization framework for sparsifying structured dense matrices and (2) a recursive dimensional reduction strategy to decrease the cost. Thus, higher-dimensional problems are effectively mapped to one dimension, and we conjecture that constructing, applying, and inverting the factorization all have linear or quasilinear complexity. Numerical experiments support this claim and further demonstrate the performance of our algorithm as a generalized fast multipole method, direct solver, and preconditioner. HIF-IE is compatible with geometric adaptivity and can handle both boundary and volume problems. MATLAB codes are freely available.Comment: 39 pages, 14 figures, 13 tables; to appear, Comm. Pure Appl. Mat

Proceedings of the Eleventh UK Conference on Boundary Integral Methods (UKBIM 11), 10-11 July 2017, Nottingham Conference Centre, Nottingham Trent University

This book contains the abstracts and papers presented at the Eleventh UK Conference on Boundary Integral Methods (UKBIM 11), held at Nottingham Trent University in July 2017. The work presented at the conference, and published in this volume, demonstrates the wide range of work that is being carried out in the UK, as well as from further afield

Comparison of five methods of computing the Dirichlet-Neumann operator for the water wave problem

We compare the effectiveness of solving Dirichlet-Neumann problems via the Craig-Sulem (CS) expansion, the Ablowitz-Fokas-Musslimani (AFM) implicit formulation, the dual AFM formulation (AFM*), a boundary integral collocation method (BIM), and the transformed field expansion (TFE) method. The first three methods involve highly ill-conditioned intermediate calculations that we show can be overcome using multiple-precision arithmetic. The latter two methods avoid catastrophic cancellation of digits in intermediate results, and are much better suited to numerical computation. For the Craig-Sulem expansion, we explore the cancellation of terms at each order (up to 150th) for three types of wave profiles, namely band-limited, real-analytic, or smooth. For the AFM and AFM* methods, we present an example in which representing the Dirichlet or Neumann data as a series using the AFM basis functions is impossible, causing the methods to fail. The example involves band-limited wave profiles of arbitrarily small amplitude, with analytic Dirichlet data. We then show how to regularize the AFM and AFM* methods by over-sampling the basis functions and using the singular value decomposition or QR-factorization to orthogonalize them. Two additional examples are used to compare all five methods in the context of water waves, namely a large-amplitude standing wave in deep water, and a pair of interacting traveling waves in finite depth.Comment: 31 pages, 18 figures. (change from version 1: corrected error in table on page 12