An integral equation-based numerical method for the forced heat equation on complex domains
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Publication:2200076
boundary integral methodcomplex domainsfunction extensionheat equationmodified Helmholtz equationquadratureRothe's methodYukawa potential
Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Heat equation (35K05) Numerical integration (65D30) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Fundamental solutions, Green's function methods, etc. for initial value and initial-boundary value problems involving PDEs (65M80) Numerical methods for integral equations (65R20)
Abstract: Integral equation based numerical methods are directly applicable to homogeneous elliptic PDEs, and offer the ability to solve these with high accuracy and speed on complex domains. In this paper, extensions to problems with inhomogeneous source terms and time dependent PDEs, such as the heat equation, have been introduced. One such approach for the heat equation is to first discretise in time, and in each time-step solve a so-called modified Helmholtz equation with a parameter depending on the time step size. The modified Helmholtz equation is then split into two parts: a homogeneous part solved with a boundary integral method and a particular part, where the solution is obtained by evaluating a volume potential over the inhomogeneous source term over a simple domain. In this work, we introduce two components which are critical for the success of this approach: a method to efficiently compute a high-regularity extension of a function outside the domain where it is defined, and a special quadrature method to accurately evaluate singular and nearly singular integrals in the integral formulation of the modified Helmholtz equation for all time step sizes.
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