Immersed Boundary Smooth Extension: A high-order method for solving PDE on arbitrary smooth domains using Fourier spectral methods

The Immersed Boundary method is a simple, efficient, and robust numerical scheme for solving PDE in general domains, yet it only achieves first-order spatial accuracy near embedded boundaries. In this paper, we introduce a new high-order numerical method which we call the Immersed Boundary Smooth Extension (IBSE) method. The IBSE method achieves high-order accuracy by smoothly extending the unknown solution of the PDE from a given smooth domain to a larger computational domain, enabling the use of simple Cartesian-grid discretizations (e.g. Fourier spectral methods). The method preserves much of the flexibility and robustness of the original IB method. In particular, it requires minimal geometric information to describe the boundary and relies only on convolution with regularized delta-functions to communicate information between the computational grid and the boundary. We present a fast algorithm for solving elliptic equations, which forms the basis for simple, high-order implicit-time methods for parabolic PDE and implicit-explicit methods for related nonlinear PDE. We apply the IBSE method to solve the Poisson, heat, Burgers', and Fitzhugh-Nagumo equations, and demonstrate fourth-order pointwise convergence for Dirichlet problems and third-order pointwise convergence for Neumann problems

Fast integral equation methods for the modified Helmholtz equation

We present a collection of integral equation methods for the solution to the two-dimensional, modified Helmholtz equation, u(\x) - \alpha^2 \Delta u(\x) = 0, in bounded or unbounded multiply-connected domains. We consider both Dirichlet and Neumann problems. We derive well-conditioned Fredholm integral equations of the second kind, which are discretized using high-order, hybrid Gauss-trapezoid rules. Our fast multipole-based iterative solution procedure requires only O(N) or $O(N\log N)$ operations, where N is the number of nodes in the discretization of the boundary. We demonstrate the performance of the methods on several numerical examples.Comment: Published in Computers & Mathematics with Application

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 $O(\log(\frac{T}{\delta}) (\log(\frac{1}{\epsilon})+\log\log(\frac{T}{\delta})))$ for any x\in\bbR and $\delta \leq t \leq T$, where $\epsilon$ is the desired precision. In all higher dimensions, the corresponding heat kernel admits an approximation involving only $O(\log^2(\frac{T}{\delta}))$ terms for fixed accuracy $\epsilon$. 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 $N_S$ points in the spatial discretization and $N_T$ time steps, the cost is $O(N_S N_T \log^2 \frac{T}{\delta})$ in terms of both memory and CPU time for fixed accuracy $\epsilon$. 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

High-order numerical methods for 2D parabolic problems in single and composite domains

In this work, we discuss and compare three methods for the numerical approximation of constant- and variable-coefficient diffusion equations in both single and composite domains with possible discontinuity in the solution/flux at interfaces, considering (i) the Cut Finite Element Method; (ii) the Difference Potentials Method; and (iii) the summation-by-parts Finite Difference Method. First we give a brief introduction for each of the three methods. Next, we propose benchmark problems, and consider numerical tests-with respect to accuracy and convergence-for linear parabolic problems on a single domain, and continue with similar tests for linear parabolic problems on a composite domain (with the interface defined either explicitly or implicitly). Lastly, a comparative discussion of the methods and numerical results will be given.Comment: 45 pages, 12 figures, in revision for Journal of Scientific Computin

An efficient high-order algorithm for acoustic scattering from penetrable thin structures in three dimensions

This paper presents a high-order accelerated algorithm for the solution of the integral-equation formulation of volumetric scattering problems. The scheme is particularly well suited to the analysis of “thin” structures as they arise in certain applications (e.g., material coatings); in addition, it is also designed to be used in conjunction with existing low-order FFT-based codes to upgrade their order of accuracy through a suitable treatment of material interfaces. The high-order convergence of the new procedure is attained through a combination of changes of parametric variables (to resolve the singularities of the Green function) and “partitions of unity” (to allow for a simple implementation of spectrally accurate quadratures away from singular points). Accelerated evaluations of the interaction between degrees of freedom, on the other hand, are accomplished by incorporating (two-face) equivalent source approximations on Cartesian grids. A detailed account of the main algorithmic components of the scheme are presented, together with a brief review of the corresponding error and performance analyses which are exemplified with a variety of numerical results