Higher Order A-Stable Schemes for the Wave Equation Using a Successive Convolution Approach

In several recent works, we developed a new second order, A-stable approach to wave propagation problems based on the method of lines transpose (MOL$^T$) formulation combined with alternating direction implicit (ADI) schemes. Because our method is based on an integral solution of the ADI splitting of the MOL$^T$ formulation, we are able to easily embed non-Cartesian boundaries and include point sources with exact spatial resolution. Further, we developed an efficient $O(N)$ convolution algorithm for rapid evaluation of the solution, which makes our method competitive with explicit finite difference (e.g., finite difference time domain) solvers, in terms of both accuracy and time to solution, even for Courant numbers slightly larger than 1. We have demonstrated the utility of this method by applying it to a range of problems with complex geometry, including cavities with cusps. In this work, we present several important modifications to our recently developed wave solver. We obtain a family of wave solvers which are unconditionally stable, accurate of order $2P$, and require $O(P^d N)$ operations per time step, where $N$ is the number of spatial points and $d$ the number of spatial dimensions. We obtain these schemes by including higher derivatives of the solution, rather than increasing the number of time levels. The novel aspect of our approach is that the higher derivatives are constructed using successive applications of the convolution operator. We develop these schemes in one spatial dimension, and then extend the results to higher dimensions, by reformulating the ADI scheme to include recursive convolution. Thus, we retain a fast, unconditionally stable scheme, which does not suffer from the large dispersion errors characteristic to the ADI method. We demonstrate the utility of the method by applying it to a host of wave propagation problems. This method holds great promise for developing higher order, parallelizable algorithms for solving hyperbolic PDEs and can also be extended to parabolic PDEs

Efficient high-order methods for solving fractional differential equations of order α ∈ (0, 1) using fast convolution and applications in wave propagation

In this work we develop a means to rapidly and accurately compute the Caputo fractional derivative of a function, using fast convolution. The key element to this approach is the compression of the fractional kernel into a sum of M decaying exponentials, where M is minimal. Specifically, after N time steps we find M= O (log N) leading to a scheme with O (N log N) complexity. We illustrate our method by solving the fractional differential equation representing the Kelvin-Voigt model of viscoelasticity, and the partial differential equations that model the propagation of electromagnetic pulses in the Cole-Cole model of induced dielectric polarization

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

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 $\mathcal O(N)$ 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

Sequences which converge to e: New insights from an old formula

One of the most fundamental results in calculus was the discovery of the mathematical constant e = 2.718... by Jacob Bernoulli. Remarkably, new definitions of e are still being discovered, in part due to renewed interest at the advent of modern computing and the quest for more digits. In this work we review recent discoveries of sequences which tend to e, and propose a systematic approach for producing such sequences. In doing so, we establish several classes of sequences, and their generalizations. Our methods use only basic tools of calculus and numerical analysis, such as series expansions and Padé approximants. Numerical results demonstrate that our new sequences rapidly converge to e

Angled derivative approximation of the hyperbolic heat conduction equations

Numerical methods based upon angled derivative approximation are presented for a linear first-order system of hyperbolic partial differential equations (PDEs): the hyperbolic heat conduction equations. These equations model the flow of heat in circumstances where the speed of thermal propagation is finite as opposed to the infinite wave speed inherent in the diffusion equation. A basic angled derivative scheme is first developed which is second-order accurate. From this, an enhanced angled derivative scheme is then developed which is fourth-order accurate for Courant numbers of one-half and one. Both methods are explicit three-level schemes, which are conditionally stable. Careful treatment of initial and boundary conditions is provided which preserves overall order of accuracy and stability and suppresses any deleterious effects of spurious modes. After establishing a necessary and sufficient stability condition of Courant number less than or equal to one for both schemes, their dissipative and dispersive properties are investigated. A numerical example concerning the propagation of a thermal pulse train concludes this investigation