Hybrid asymptotic/numerical methods for the evaluation of layer heat potentials in two dimensions

DOI10.1007/S10444-018-9641-5MaRDI QIDQ2000499zbMATH OpenOpenAlexWikidataFDO

Authors Jun Wang, Leslie Greengard

Publication date 28 June 2019

Published in Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1803.07668

zbMATH Keywords

Gauss transformgeometrically induced stiffnesshybrid asymptotic/numerical method

Mathematics Subject Classification ID

Transform methods (e.g., integral transforms) applied to PDEs (35A22) PDEs of mixed type (35M10) PDEs in connection with classical thermodynamics and heat transfer (35Q79) Numerical quadrature and cubature formulas (65D32) Boundary element methods for initial value and initial-boundary value problems involving PDEs (65M38) Numerical methods for integral transforms (65R10) Asymptotic analysis for problems in thermodynamics and heat transfer (80M35)

Abstract: We present a hybrid asymptotic/numerical method for the accurate computation of single and double layer heat potentials in two dimensions. It has been shown in previous work that simple quadrature schemes suffer from a phenomenon called "geometrically-induced stiffness," meaning that formally high-order accurate methods require excessively small time steps before the rapid convergence rate is observed. This can be overcome by analytic integration in time, requiring the evaluation of a collection of spatial boundary integral operators with non-physical, weakly singular kernels. In our hybrid scheme, we combine a local asymptotic approximation with the evaluation of a few boundary integral operators involving only Gaussian kernels, which are easily accelerated by a new version of the fast Gauss transform. This new scheme is robust, avoids geometrically-induced stiffness, and is easy to use in the presence of moving geometries. Its extension to three dimensions is natural and straightforward, and should permit layer heat potentials to become flexible and powerful tools for modeling diffusion processes.

Review text

The authors develop a new method for the evaluation of layer heat potentials in two dimensions. Using an exponential change of variables, the phenomenon of ``geometrically induced stiffness, which prevents the robust application of high-order Gauss-Jacobi-type quadrature rules is overcome. In the hybrid scheme presented by the authors, local asymptotic approximation is combined with Gauss-Legendre quadrature in the transformed time variable. The corresponding spatial boundary integral operators involve only Gaussian kernels, permitting the application of the fast Gauss transform. This new scheme is robust, avoids geometrically induced stiffness, and is easy to use in the presence of moving geometries. Its extension to three dimensions is straightforward and should allow layer heat potentials to become flexible and powerful tools for modeling diffusion processes.

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Cites work

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Cited in

(9)

• On the accurate evaluation of unsteady Stokes layer potentials in moving two-dimensional geometries
• A numerical scheme for the time-fractional diffusion equation by layer potentials
• Nyström method for BEM of the heat equation with moving boundaries
• High order accurate methods for the evaluation of layer heat potentials
• Bimolecular binding rates for pairs of spherical molecules with small binding sites
• A fast algorithm for the evaluation of heat potentials
• A lightweight, geometrically flexible fast algorithm for the evaluation of layer and volume potentials
• A hybrid interpolation ACA accelerated method for parabolic boundary integral operators
• A fast integral equation method for the two-dimensional Navier-Stokes equations

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