219 research outputs found
A direct solver with O(N) complexity for variable coefficient elliptic PDEs discretized via a high-order composite spectral collocation method
A numerical method for solving elliptic PDEs with variable coefficients on
two-dimensional domains is presented. The method is based on high-order
composite spectral approximations and is designed for problems with smooth
solutions. The resulting system of linear equations is solved using a direct
(as opposed to iterative) solver that has optimal O(N) complexity for all
stages of the computation when applied to problems with non-oscillatory
solutions such as the Laplace and the Stokes equations. Numerical examples
demonstrate that the scheme is capable of computing solutions with relative
accuracy of or better, even for challenging problems such as highly
oscillatory Helmholtz problems and convection-dominated convection diffusion
equations. In terms of speed, it is demonstrated that a problem with a
non-oscillatory solution that was discretized using nodes was solved
in 115 minutes on a personal work-station with two quad-core 3.3GHz CPUs. Since
the solver is direct, and the "solution operator" fits in RAM, any solves
beyond the first are very fast. In the example with unknowns, solves
require only 30 seconds.Comment: arXiv admin note: text overlap with arXiv:1302.599
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