A high-order fast direct solver for singular Poisson equations (Q5944813)

The authors modify Collatz's nine-point scheme for the Neumann problems and obtained a fourth order formula. The new formula is more general than the Collatz's formula and Boisvert's formula. This discretization produces a singular discrete equation which is projected into the orthogonal complement of the null space of the singular matrix and which is solved in the complement of the null space. Here the projected equation is uniquely solvable and its solution is proven to be a solution of the original singular discrete equation when the original equation has a solution. The projection of the singular equation into the complement of the null space utilizes the fast Fourier transform. An error analysis and an efficiency comparison with second order methods are presented.