Sparse grid quadrature on products of spheres

We examine sparse grid quadrature on weighted tensor products (WTP) of reproducing kernel Hilbert spaces on products of the unit sphere, in the case of worst case quadrature error for rules with arbitrary quadrature weights. We describe a dimension adaptive quadrature algorithm based on an algorithm of Hegland (2003), and also formulate a version of Wasilkowski and Wozniakowski's WTP algorithm (1999), here called the WW algorithm. We prove that the dimension adaptive algorithm is optimal in the sense of Dantzig (1957) and therefore no greater in cost than the WW algorithm. Both algorithms therefore have the optimal asymptotic rate of convergence given by Theorem 3 of Wasilkowski and Wozniakowski (1999). A numerical example shows that, even though the asymptotic convergence rate is optimal, if the dimension weights decay slowly enough, and the dimensionality of the problem is large enough, the initial convergence of the dimension adaptive algorithm can be slow.Comment: 34 pages, 6 figures. Accepted 7 January 2015 for publication in Numerical Algorithms. Revised at page proof stage to (1) update email address; (2) correct the accent on "Wozniakowski" on p. 7; (3) update reference 2; (4) correct references 3, 18 and 2

Fast and spectrally accurate summation of 2-periodic Stokes potentials

We derive a Ewald decomposition for the Stokeslet in planar periodicity and a novel PME-type O(N log N) method for the fast evaluation of the resulting sums. The decomposition is the natural 2P counterpart to the classical 3P decomposition by Hasimoto, and is given in an explicit form not found in the literature. Truncation error estimates are provided to aid in selecting parameters. The fast, PME-type, method appears to be the first fast method for computing Stokeslet Ewald sums in planar periodicity, and has three attractive properties: it is spectrally accurate; it uses the minimal amount of memory that a gridded Ewald method can use; and provides clarity regarding numerical errors and how to choose parameters. Analytical and numerical results are give to support this. We explore the practicalities of the proposed method, and survey the computational issues involved in applying it to 2-periodic boundary integral Stokes problems

A fluctuating boundary integral method for Brownian suspensions

We present a fluctuating boundary integral method (FBIM) for overdamped Brownian Dynamics (BD) of two-dimensional periodic suspensions of rigid particles of complex shape immersed in a Stokes fluid. We develop a novel approach for generating Brownian displacements that arise in response to the thermal fluctuations in the fluid. Our approach relies on a first-kind boundary integral formulation of a mobility problem in which a random surface velocity is prescribed on the particle surface, with zero mean and covariance proportional to the Green's function for Stokes flow (Stokeslet). This approach yields an algorithm that scales linearly in the number of particles for both deterministic and stochastic dynamics, handles particles of complex shape, achieves high order of accuracy, and can be generalized to three dimensions and other boundary conditions. We show that Brownian displacements generated by our method obey the discrete fluctuation-dissipation balance relation (DFDB). Based on a recently-developed Positively Split Ewald method [A. M. Fiore, F. Balboa Usabiaga, A. Donev and J. W. Swan, J. Chem. Phys., 146, 124116, 2017], near-field contributions to the Brownian displacements are efficiently approximated by iterative methods in real space, while far-field contributions are rapidly generated by fast Fourier-space methods based on fluctuating hydrodynamics. FBIM provides the key ingredient for time integration of the overdamped Langevin equations for Brownian suspensions of rigid particles. We demonstrate that FBIM obeys DFDB by performing equilibrium BD simulations of suspensions of starfish-shaped bodies using a random finite difference temporal integrator.Comment: Submitted to J. Comp. Phy

Sparse image reconstruction on the sphere: implications of a new sampling theorem

We study the impact of sampling theorems on the fidelity of sparse image reconstruction on the sphere. We discuss how a reduction in the number of samples required to represent all information content of a band-limited signal acts to improve the fidelity of sparse image reconstruction, through both the dimensionality and sparsity of signals. To demonstrate this result we consider a simple inpainting problem on the sphere and consider images sparse in the magnitude of their gradient. We develop a framework for total variation (TV) inpainting on the sphere, including fast methods to render the inpainting problem computationally feasible at high-resolution. Recently a new sampling theorem on the sphere was developed, reducing the required number of samples by a factor of two for equiangular sampling schemes. Through numerical simulations we verify the enhanced fidelity of sparse image reconstruction due to the more efficient sampling of the sphere provided by the new sampling theorem.Comment: 11 pages, 5 figure

A multidomain spectral method for solving elliptic equations

We present a new solver for coupled nonlinear elliptic partial differential equations (PDEs). The solver is based on pseudo-spectral collocation with domain decomposition and can handle one- to three-dimensional problems. It has three distinct features. First, the combined problem of solving the PDE, satisfying the boundary conditions, and matching between different subdomains is cast into one set of equations readily accessible to standard linear and nonlinear solvers. Second, touching as well as overlapping subdomains are supported; both rectangular blocks with Chebyshev basis functions as well as spherical shells with an expansion in spherical harmonics are implemented. Third, the code is very flexible: The domain decomposition as well as the distribution of collocation points in each domain can be chosen at run time, and the solver is easily adaptable to new PDEs. The code has been used to solve the equations of the initial value problem of general relativity and should be useful in many other problems. We compare the new method to finite difference codes and find it superior in both runtime and accuracy, at least for the smooth problems considered here.Comment: 31 pages, 8 figure