We develop a spectral method for solving univariate singular integral equations over unions of intervals by utilizing Chebyshev and ultraspherical polynomials to reformulate the equations as almost-banded infinite-dimensional systems. This is accomplished by utilizing low rank approximations for sparse representations of the bivariate kernels. The resulting system can be solved in ${\cal O}(m^2n)$ operations using an adaptive QR factorization, where $m$ is the bandwidth and $n$ is the optimal number of unknowns needed to resolve the true solution. The complexity is reduced to ${\cal O}(m n)$ operations by pre-caching the QR factorization when the same operator is used for multiple right-hand sides. Stability is proved by showing that the resulting linear operator can be diagonally preconditioned to be a compact perturbation of the identity. Applications considered include the Faraday cage, and acoustic scattering for the Helmholtz and gravity Helmholtz equations, including spectrally accurate numerical evaluation of the far- and near-field solution. The Julia software package SingularIntegralEquations.jl implements our method with a convenient, user-friendly interface.
Solving a singular linear system for an individual vector solution is an ill-posed problem with a condition number infinity. From an alternative perspective, however, the general solution of a singular system is of a bounded sensitivity as a unique element in an affine Grassmannian. If a singular linear system is given through empirical data that are sufficiently accurate with a tight error bound, a properly formulated general numerical solution uniquely exists in the same affine Grassmannian, enjoys Lipschitz continuity and approximates the underlying exact solution with an accuracy in the sa…
Consider using the right-preconditioned GMRES (AB-GMRES) for obtaining the minimum-norm solution of inconsistent underdetermined systems of linear equations. Morikuni (Ph.D. thesis, 2013) showed that for some inconsistent and ill-conditioned problems, the iterates may diverge. This is mainly because the Hessenberg matrix in the GMRES method becomes very ill-conditioned so that the backward substitution of the resulting triangular system becomes numerically unstable. We propose a stabilized GMRES based on solving the normal equations corresponding to the above triangular system using the standa…
Well-conditioned boundary integral equation formulations and Nyström discretizations for the solution of Helmholtz problems with impedance boundary conditions in two-dimensional Lipschitz domains
We introduce a software package called HIFIR for preconditioning sparse, unsymmetric, ill-conditioned, and potentially singular systems. HIFIR computes a hybrid incomplete factorization, which combines multilevel incomplete LU factorization with a truncated, rank-revealing QR factorization on the final Schur complement. This novel hybridization is based on the new theory of approximate generalized inverse and $ε$-accuracy. It enables near-optimal preconditioners for consistent systems and enables flexible GMRES to solve inconsistent systems when coupled with iterative refinement. In this paper…
We present algorithms for computing weakly singular and near-singular integrals arising when solving the 3D Helmholtz equation with curved boundary elements. These are based on the computation of the preimage of the singularity in the reference element's space using Newton's method, singularity subtraction, the continuation approach, and transplanted Gauss quadrature. We demonstrate the accuracy of our method for quadratic basis functions and quadratic triangles with several numerical experiments, including the scattering by two half-spheres.
A method for computing singular or nearly singular integrals on closed surfaces was presented by J. T. Beale, W. Ying, and J. R. Wilson [Comm. Comput. Phys. 20 (2016), 733--753, arXiv:1508.00265] and applied to single and double layer potentials for harmonic functions. It uses regularized kernels, a straightforward quadrature rule, and corrections added for smoothing and discretization errors. In this note we give estimates for the discretization corrections which show that they can reasonably be neglected with proper choice of numerical parameters.
Gauss-Legendre quadrature and the trapezoidal rule are powerful tools for numerical integration of analytic functions. For nearly singular problems, however, these standard methods become unacceptably slow. We discuss and generalize some existing methods for improving on these schemes when the location of the nearby singularity is known. We conclude with an application to some nearly singular surface integrals of viscous flow.
Optimal with respect to accuracy algorithms for calculation of multidimensional weakly singular integrals and applications to calculation of capacitances of conductors of arbitrary shapes
In this article, quadrature rules for the efficient computation of the stiffness matrix for the fractional Laplacian in three dimensions are presented. These rules are based on the Duffy transformation, which is a common tool for singularity removal. Here, this transformation is adapted to the needs of the fractional Laplacian in three dimensions. The integrals resulting from this Duffy transformation are regular integrals over less-dimensional domains. We present bounds on the number of Gauss points to guarantee error estimates which are of the same order of magnitude as the finite element er…
Singularity subtraction for linear weakly singular Fredholm integral equations of the second kind is generalized to nonlinear integral equations. Two approaches are presented: The Classical Approach discretizes the nonlinear problem, and uses some finite dimensional linearization process to solve numerically the discrete problem. Its convergence is proved under mild hypotheses on the nonlinearity and the quadrature rule of the singularity subtraction scheme. The New Approach is based on linearization of the problem in its infinite dimensional setting, and discretization of the sequence of line…
Optimal with respect to accuracy algorithms for calculation of multidimensional weakly singular integrals and applications to calculations of capacitances of conductors of arbitrary shapes
In this paper, new Levin methods are presented for calculating oscillatory integrals with algebraic and/or logarithmic singularities. To avoid singularity, the technique of singularity separation is applied and then the singular ODE occurring in classic Levin methods is converted into two kinds of non-singular ODEs. The solutions of one can be obtained explicitly, while those of the other can be solved efficiently by collocation methods. The proposed methods can attach arbitrarily high asymptotic orders and also enjoy superalgebraic convergence with respect to the number of collocation points.…
The paper is devoted to the approximate solutions of the Fredholm integral equations of the second kind with the weak singular kernel that can have additional singularity in the numerator. We describe two problems that lead to such equations. They are the problem of minimization of small deviation and the entropy minimization problem. Both of them appear when considering dynamical system involving mixed fractional Brownian motion. In order to deal with the kernel with additional singularity applying well-known methods for weakly singular kernels, we prove the theorem on the approximation of so…
Modal and nonmodal analyses of fluid flows provide fundamental insight into the early stages of transition to turbulence. Eigenvalues of the dynamical generator govern temporal growth or decay of individual modes, while singular values of the frequency response operator quantify the amplification of disturbances for linearly stable flows. In this paper, we develop well-conditioned ultraspherical and spectral integration methods for frequency response analysis of channel flows of Newtonian and viscoelastic fluids. Even if a discretization method is well-conditioned, we demonstrate that calculat…
In this paper, we characterize the logarithmic singularities arising in the method of moments from the Green's function in integrals over the test domain, and we use two approaches for designing geometrically symmetric quadrature rules to integrate these singular integrands. These rules exhibit better convergence properties than quadrature rules for polynomials and, in general, lead to better accuracy with a lower number of quadrature points. We demonstrate their effectiveness for several examples encountered in both the scalar and vector potentials of the electric-field integral equation (sin…
In our previous work [SIAM J. Sci. Comput. 43(3) (2021) B784-B810], an accurate hyper-singular boundary integral equation method for dynamic poroelasticity in two dimensions has been developed. This work is devoted to studying the more complex and difficult three-dimensional problems with Neumann boundary condition and both the direct and indirect methods are adopted to construct combined boundary integral equations. The strongly-singular and hyper-singular integral operators are reformulated into compositions of weakly-singular integral operators and tangential-derivative operators, which all…
