We present an efficient integral equation approach to solve the heat equation, $u_t (\x) - Δu(\x) = F(\x,t)$, in a two-dimensional, multiply connected domain, and with Dirichlet boundary conditions. Instead of using integral equations based on the heat kernel, we take the approach of discretizing in time, first. This leads to a non-homogeneous modified Helmholtz equation that is solved at each time step. The solution to this equation is formulated as a volume potential plus a double layer potential.The volume potential is evaluated using a fast multipole-accelerated solver. The boundary conditions are then satisfied by solving an integral equation for the homogeneous modified Helmholtz equation. The integral equation solver is also accelerated by the fast multipole method (FMM). For a total of $N$ points in the discretization of the boundary and the domain, the total computational cost per time step is $O(N)$ or $O(N\log N)$.
The method of the fundamental solutions (MFS) is used to construct an approximate solution for a partial differential equation in a bounded domain. It is demonstrated by combining the fundamental solutions shifted to the points outside the domain and determining the coefficients of the linear sum to satisfy the boundary condition on the finite points of the boundary. In this paper, the existence of the approximate solution by the MFS for the Neumann problems of the modified Helmholtz equation in disk domains is rigorously demonstrated. We reveal the sufficient condition of the existence of the…
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 sol…
We consider the Helmholtz transmission problem with piecewise-constant material coefficients, and the standard associated direct boundary integral equations. For certain coefficients and geometries, the norms of the inverses of the boundary integral operators grow rapidly through an increasing sequence of frequencies, even though this is not the case for the solution operator of the transmission problem; we call this phenomenon that of spurious quasi-resonances. We give a rigorous explanation of why and when spurious quasi-resonances occur, and propose modified boundary integral equations that…
The simulation of high-dimensional problems with manageable computational resource represents a long-standing challenge. In a series of our recent work [25, 17, 18, 24], a class of sparse grid DG methods has been formulated for solving various types of partial differential equations in high dimensions. By making use of the multiwavelet tensor-product bases on sparse grids in conjunction with the standard DG weak formulation, such a novel method is able to significantly reduce the computation and storage cost compared with full grid DG counterpart, while not compromising accuracy much for suffi…
Multilevel Preconditioner with Stable Coarse Grid Corrections for the Helmholtz Equation
Xiamen University（厦门大学）；Nanjing University（南京大学）；Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院计算数学与科学工程计算研究所）
A new scheme is presented for imposing periodic boundary conditions on unit cells with arbitrary source distributions. We restrict our attention here to the Poisson, modified Helmholtz, Stokes and modified Stokes equations. The approach extends to the oscillatory equations of mathematical physics, including the Helmholtz and Maxwell equations, but we will address these in a companion paper, since the nature of the problem is somewhat different and includes the consideration of quasiperiodic boundary conditions and resonances. Unlike lattice sum-based methods, the scheme is insensitive to the u…
This paper is concerned with the cavity scattering problem in an infinite thin plate, where the out-of-plane displacement is governed by the two-dimensional biharmonic wave equation. Based on an operator splitting, the scattering problem is recast into a coupled boundary value problem for the Helmholtz and modified Helmholtz equations. A novel boundary integral formulation is proposed for the coupled problem. By introducing an appropriate regularizer, the well-posedness is established for the system of boundary integral equations. Moreover, the convergence analysis is carried out for the semi-…
Boundary integral methods are attractive for solving homogeneous linear constant coefficient elliptic partial differential equations on complex geometries, since they can offer accurate solutions with a computational cost that is linear or close to linear in the number of discretization points on the boundary of the domain. However, these numerical methods are not straightforward to apply to time-dependent equations, which often arise in science and engineering. We address this problem with an integral equation-based solver for the advection-diffusion equation on moving and deforming geometrie…
When using boundary integral equation methods, we represent solutions of a linear partial differential equation as layer potentials. It is well-known that the approximation of layer potentials using quadrature rules suffer from poor resolution when evaluated closed to (but not on) the boundary. To address this challenge, we provide modified representations of the problem's solution. Similar to Gauss's law used to modify Laplace's double-layer potential, we use modified representations of Laplace's single-layer potential and Helmholtz layer potentials that avoid the close evaluation problem. So…
Consider the inverse acoustic scattering of time-harmonic point sources by an unbounded locally rough interface with bounded obstacles embedded in the lower half-space. A novel version of reverse time migration is proposed to reconstruct both the locally rough interface and the embedded obstacle. By a modified Helmholtz-Kirchhoff identity associated with a planar interface, we obtain a modified imaging functional which has been shown that it always peaks on the local perturbation of the interface and on the embedded obstacle. Numerical examples are presented to demonstrate the effectiveness of…
High-order kernel regularization of singular and hypersingular Helmholtz boundary integral operators
POEMS, CNRS, Inria, ENSTA Paris, Institut Polytechnique de Paris（POEMS，CNRS，Inria，ENSTA巴黎，巴黎理工学院）；Department of Applied Mathematics, University of Twente（特温特大学应用数学系）；Department of Mathematics, Farmingdale State College, SUNY（萨福克大学法明代尔州立学院数学系）
In this work, a steady discrete unified gas kinetic scheme (SDUGKS) is proposed to solve the steady radiative transfer equation (RTE), which is an improvement of the original SDUGKS [X. F. Zhou et al., J. Comput. Phys. 423, 109767 (2020)]. The trapezoidal rule other than the rectangular rule used in the original SDUGKS is adopted in the proposed method in the reconstruction of energy flux across cell interface, just as the unsteady DUGKS. By this way, the characteristic line length of the modified SDUGKS establishes a relationship with the Courant-Friedrichs-Lewy (CFL) number in the DUGKS, whi…
Panel-based, kernel-split quadrature is currently one of the most efficient methods available for accurate evaluation of singular and nearly singular layer potentials in two dimensions. However, it can fail completely for the layer potentials belonging to the modified Helmholtz, modified biharmonic and modified Stokes equations. These equations depend on a parameter, denoted $α$, and kernel-split quadrature loses its accuracy rapidly when this parameter grows beyond a certain threshold. This paper describes an algorithm that remedies this problem, using per-target adaptive sampling of the sour…
An Ewald decomposition of the two-dimensional Yukawa potential and its derivative is presented for both the periodic and the free-space case. These modified Bessel functions of the second kind of zeroth and first degrees are used e.g. when solving the modified Helmholtz equation using a boundary integral method. The spectral Ewald method is used to compute arising sums at O(N log N) cost for N source and target points. To facilitate parameter selection, truncation-error estimates are developed for both the real-space sum and the Fourier-space sum, and are shown to estimate the errors well.
Out-of-distributional risk bounds for neural operators with applications to the Helmholtz equation
Rice University（莱斯大学）；Shimane University（岛根大学）；Team Makutu TotalEnergies（Team Makutu道达尔能源公司）；Inria Bordeaux（波尔多信息与自动化研究所）；University of Pau and Pays de l'Adour（波城与阿杜尔地区大学）；McMaster University（麦克马斯特大学）；the Vector Institute（向量研究所）；Purdue University（普渡大学）
