NANov 21, 2012
High-order accurate Nystrom discretization of integral equations with weakly singular kernels on smooth curves in the planeS. Hao, A. H. Barnett, P. G. Martinsson et al.
Boundary integral equations and Nystrom discretization provide a powerful tool for the solution of Laplace and Helmholtz boundary value problems. However, often a weakly-singular kernel arises, in which case specialized quadratures that modify the matrix entries near the diagonal are needed to reach a high accuracy. We describe the construction of four different quadratures which handle logarithmically-singular kernels. Only smooth boundaries are considered, but some of the techniques extend straightforwardly to the case of corners. Three are modifications of the global periodic trapezoid rule, due to Kapur-Rokhlin, to Alpert, and to Kress. The fourth is a modification to a quadrature based on Gauss-Legendre panels due to Kolm-Rokhlin; this formulation allows adaptivity. We compare in numerical experiments the convergence of the four schemes in various settings, including low- and high-frequency planar Helmholtz problems, and 3D axisymmetric Laplace problems. We also find striking differences in performance in an iterative setting. We summarize the relative advantages of the schemes.
NAAug 27, 2007
Stability and convergence of the Method of Fundamental Solutions for Helmholtz problems on analytic domainsA. H. Barnett, T. Betcke
The Method of Fundamental Solutions (MFS) is a popular tool to solve Laplace and Helmholtz boundary value problems. Its main drawback is that it often leads to ill-conditioned systems of equations. In this paper we investigate for the interior Helmholtz problem on analytic domains how the singularities (charge points) of the MFS basis functions have to be chosen such that approximate solutions can be represented by the MFS basis in a numerically stable way. For Helmholtz problems on the unit disc we give a full analysis which includes the high frequency (short wavelength) limit. For more difficult and nonconvex domains such as crescents we demonstrate how the right choice of charge points is connected to how far into the complex plane the solution of the boundary value problem can be analytically continued, which in turn depends on both domain shape and boundary data. Using this we develop a recipe for locating charge points which allows us to reach error norms of typically 10^{-11} on a wide variety of analytic domains. At high frequencies of order only 3 points per wavelength are needed, which compares very favorably to boundary integral methods.
APJun 18, 2010
Boundary quasi-orthogonality and sharp inclusion bounds for large Dirichlet eigenvaluesA. H. Barnett, Andrew Hassell
We study eigenfunctions and eigenvalues of the Dirichlet Laplacian on a bounded domain $Ω\subset\RR^n$ with piecewise smooth boundary. We bound the distance between an arbitrary parameter $E > 0$ and the spectrum $\{E_j \}$ in terms of the boundary $L^2$-norm of a normalized trial solution $u$ of the Helmholtz equation $(Δ+ E)u = 0$. We also bound the $L^2$-norm of the error of this trial solution from an eigenfunction. Both of these results are sharp up to constants, hold for all $E$ greater than a small constant, and improve upon the best-known bounds of Moler--Payne by a factor of the wavenumber $\sqrt{E}$. One application is to the solution of eigenvalue problems at high frequency, via, for example, the method of particular solutions. In the case of planar, strictly star-shaped domains we give an inclusion bound where the constant is also sharp. We give explicit constants in the theorems, and show a numerical example where an eigenvalue around the 2500th is computed to 14 digits of relative accuracy. The proof makes use of a new quasi-orthogonality property of the boundary normal derivatives of the eigenmodes, of interest in its own right.
SPJul 12, 2011
Estimates on Neumann eigenfunctions at the boundary, and the "Method of Particular Solutions" for computing themA. H. Barnett, Andrew Hassell
We consider the "Method of particular solutions" for numerically computing eigenvalues and eigenfunctions of the Laplacian $Δ$ on a smooth, bounded domain Omega in RR^n with either Dirichlet or Neumann boundary conditions. This method constructs approximate eigenvalues E, and approximate eigenfunctions u that satisfy $Δu=Eu$ in Omega, but not the exact boundary condition. An inclusion bound is then an estimate on the distance of E from the actual spectrum of the Laplacian, in terms of (boundary data of) u. We prove operator norm estimates on certain operators on $L^2(\partial Ω)$ constructed from the boundary values of the true eigenfunctions, and show that these estimates lead to sharp inclusion bounds in the sense that their scaling with $E$ is optimal. This is advantageous for the accurate computation of large eigenvalues. The Dirichlet case can be treated using elementary arguments and has appeared in SIAM J. Num. Anal. 49 (2011), 1046-1063, while the Neumann case seems to require much more sophisticated technology. We include preliminary numerical examples for the Neumann case.