Numerical methods for analytic continuation and mesh generation (Q1081274)

Given a function f analytic in a neighborhood of a disk D, it is first noted that the straightforward Fourier method for the analytic continuation of f from D to some larger disk is highly numerically unstable. (In fact, the problem is ill-conditioned). It is then proposed to solve instead the Cauchy-Riemann equations by some numerical method such as a second order Runge-Kutta method. An analysis of the discretization error shows that the dangerous high-frequency components of the error are then indeed damped. For continuing f from \(\partial D\) into D this method is in turn inaccurate and has to be modified by smoothing. (Here, the Fourier method would work well.) The proposed schemes are recommended for generating level curves and stream lines of conformal mappings, and thus for generating near-orthogonal grids.