A Quasi-Optimal Spectral Solver for the Heat and Poisson Equations in a Closed Cylinder

MaRDI QIDQ6401637zbMATH OpenFDO

Authors David Darrow

Publication date 9 June 2022

Mathematics Subject Classification ID

Heat equation (35K05) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Numerical methods for matrix equations (65F45)

Abstract: We develop a spectral method to solve the heat equation in a closed cylinder, achieving a quasi-optimal $mathcalO(NlogN)$ complexity and high-order, spectral accuracy. The algorithm relies on a Chebyshev--Chebyshev--Fourier (CCF) discretization of the cylinder, which is easily implemented and decouples the heat equation into a collection of smaller, sparse Sylvester equations. In turn, each of these equations is solved using the alternating direction implicit (ADI) method in quasi-optimal time; overall, this represents an improvement in the heat equation solver from $mathcalO(N^{4/3})$ (in previous Chebyshev-based methods) to $mathcalO(NlogN)$. While Legendre-based methods have recently been developed to achieve similar computation times, our Chebyshev discretization allows for far faster coefficient transforms; we demonstrate the application of this by outlining a spectral method to solve the incompressible Navier--Stokes equations in the cylinder in quasi-optimal time. Lastly, we provide numerical simulations of the heat equation, demonstrating significant speed-ups over traditional spectral collocation methods and finite difference methods.

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