Lattice Green's Functions for High Order Finite Difference Stencils

Fuente: arXiv
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Autori principali: Gabbard, James, van Rees, Wim M.
Natura: Preprint
Pubblicazione: 2023
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author Gabbard, James
van Rees, Wim M.
author_facet Gabbard, James
van Rees, Wim M.
contents Lattice Green's Functions (LGFs) are fundamental solutions to discretized linear operators, and as such they are a useful tool for solving discretized elliptic PDEs on domains that are unbounded in one or more directions. The majority of existing numerical solvers that make use of LGFs rely on a second-order discretization and operate on domains with free-space boundary conditions in all directions. Under these conditions, fast expansion methods are available that enable precomputation of 2D or 3D LGFs in linear time, avoiding the need for brute-force multi-dimensional quadrature of numerically unstable integrals. Here we focus on higher-order discretizations of the Laplace operator on domains with more general boundary conditions, by (1) providing an algorithm for fast and accurate evaluation of the LGFs associated with high-order dimension-split centered finite differences on unbounded domains, and (2) deriving closed-form expressions for the LGFs associated with both dimension-split and Mehrstellen discretizations on domains with one unbounded dimension. Through numerical experiments we demonstrate that these techniques provide LGF evaluations with near machine-precision accuracy, and that the resulting LGFs allow for numerically consistent solutions to high-order discretizations of the Poisson's equation on fully or partially unbounded 3D domains.
format Preprint
id arxiv_https___arxiv_org_abs_2309_13503
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Lattice Green's Functions for High Order Finite Difference Stencils
Gabbard, James
van Rees, Wim M.
Numerical Analysis
31B10, 35J05, 35J08, 65N80, 76M20
Lattice Green's Functions (LGFs) are fundamental solutions to discretized linear operators, and as such they are a useful tool for solving discretized elliptic PDEs on domains that are unbounded in one or more directions. The majority of existing numerical solvers that make use of LGFs rely on a second-order discretization and operate on domains with free-space boundary conditions in all directions. Under these conditions, fast expansion methods are available that enable precomputation of 2D or 3D LGFs in linear time, avoiding the need for brute-force multi-dimensional quadrature of numerically unstable integrals. Here we focus on higher-order discretizations of the Laplace operator on domains with more general boundary conditions, by (1) providing an algorithm for fast and accurate evaluation of the LGFs associated with high-order dimension-split centered finite differences on unbounded domains, and (2) deriving closed-form expressions for the LGFs associated with both dimension-split and Mehrstellen discretizations on domains with one unbounded dimension. Through numerical experiments we demonstrate that these techniques provide LGF evaluations with near machine-precision accuracy, and that the resulting LGFs allow for numerically consistent solutions to high-order discretizations of the Poisson's equation on fully or partially unbounded 3D domains.
title Lattice Green's Functions for High Order Finite Difference Stencils
topic Numerical Analysis
31B10, 35J05, 35J08, 65N80, 76M20
url https://arxiv.org/abs/2309.13503