Abstract
The main purpose of this paper is to develop a fast fully discrete Fourier–Galerkin method for solving the boundary integral equations reformulated from the modified Helmholtz equation with boundary conditions. We consider both the nonlinear and the Robin boundary conditions. To tackle the difficulties caused by the two types of boundary conditions, we provide an improved version of the Galerkin method based on the Fourier basis. By employing a matrix compression strategy and efficient numerical quadrature schemes for oscillatory integrals, we obtain fully discrete nonlinear or linear system. Finally, we use the multilevel augmentation method to solve the resulting systems. We point out that the proposed method enjoys an optimal convergence order and a nearly linear computational complexity. The theoretical estimates are confirmed by the performance of this method on several numerical examples.
Similar content being viewed by others
References
Ahlberg, J.H., Nilson, E.N., Walsh, J.L.: The Theory of Splines and Their Applications. Academic Press, New York (1967)
Atkinson, K.E.: The Numerical Solution of Integral Equations of the Second Kind. Cambridge University Press, Cambridge (1997)
Atkinson, K.E., Chandler, G.: Boundary integral equation methods for solving Laplace’s equation with nonlinear boundary conditions: the smooth boundary case. Math. Comput. 55, 451–472 (1990)
Bazant, M.Z., Thornton, K., Ajdari, A.: Diffuse-charge dynamics in electrochemical systems. Phys. Rev. E 70, 021506 (2004)
Cai, H.: A fast solver for the Hilbert-type singular integral equations based on the direct Fourier spectral method. J. Comput. Appl. Math. 250, 83–95 (2013)
Cai, H., Xu, Y.: A fast Fourier–Galerkin method for solving singular boundary integral equations. SIAM J. Numer. Anal. 46, 1965–1984 (2008)
Cheng, H., Huang, J., Leiterman, T.: An adaptive fast solver for the modified Helmholtz equation in two dimensions. J. Comput. Phys. 211, 616–637 (2006)
Cheng, P., Huang, J., Wang, Z.: Mechanical quadrature methods and extrapolation for solving nonlinear boundary Helmholtz integral equations. Appl. Math. Mech. (English Ed.) 32, 1505–1514 (2011)
Chen, X., Chen, Z., Wu, B., Xu, Y.: Fast multilevel augmentation methods for nonlinear boundary integral equation. SIAM J. Numer. Anal. 49, 2231–2255 (2011)
Chen, X., Wang, R., Xu, Y.: Fast Fourier-Galerkin methods for nonlinear boundary integral equations. J. Sci. Comput. 56, 494–514 (2013)
Chen, Z., Micchelli, C.A., Xu, Y.: Multiscale Methods for Fredholm Integral Equations. Cambridge University Press, Cambridge (2014)
Chen, Z., Wu, B., Xu, Y.: Fast multilevel augmentation methods for solving Hammerstein equations. SIAM. J. Numer. Anal. 47, 2321–2346 (2009)
de Boor, C., Höllig, K., Sabin, M.: High accuracy geometric Hermite interpolation. Comput. Aided Geom. Des. 4, 269–278 (1988)
Degen, W.L.F.: Best approximation of parametric curves by splines. In: Lyche, T., Schumaker, L.L. (eds.) Mathematical Methods in Computer Aided Geometric Design II, pp. 171–184. Academic Press, Waltham (1992)
Eisele, E.F.: Chebychev approximation of plane curves by splines. J. Approx. Theory 76, 133–148 (1994)
Farin, G.: Curves and Surfaces for CAGD: A Practical Guide, 5th edn. Academic Press, San Diego (2002)
Floater, M.S.: Chordal cubic spline interpolation is fourth order accurate. IMA J. Numer. Anal. 26, 25–33 (2006)
Floater, M.S., Surazhsky, T.: Parameterization for curve interpolation. In: Jetter, K., et al. (eds.) Topics in Multivariate Approximation and Interpolation, pp. 39–54. Elsevier, Amsterdam (2006)
Foley, T.A., Nielson, G.M.: Knot selection for parametric spline interpolation. In: Lyche, T., Schumaker, L.L. (eds.) Mathematical Methods in Computer Aided Geometric Design, pp. 261–272. Academic Press, Waltham (1989)
Iserles, A.: On the numerical quadrature of highly-oscillating integrals I: Fourier transforms. IMA J. Numer. Anal. 24, 365–391 (2004)
Iserles, A.: On the numerical quadrature of highly-oscillating integrals II: irregular oscillators. IMA J. Numer. Anal. 25, 25–44 (2005)
Jaklič, G., Kozak, J., Krajnc, M., Žagar, E.: On geometric interpolation by plannar parametric polynomial curves. Math. Comput. 76, 1981–1993 (2007)
Jiang, Y., Xu, Y.: Fast discrete algorithms for sparse Fourier expansions of high dimensional functions. J. Complex. 26, 51–81 (2010)
Jiang, Y., Xu, Y.: Fast Fourier-Galerkin methods for solving singular boundary integral equations: numerical integration and precondition. J. Comput. Appl. Math. 234, 2792–2807 (2010)
Kress, R.: Linear Integral Equations. Springer, New York (1989)
Kropinski, M.C., Quaife, B.: Fast integral equation methods for the modified Helmholtz equation. J. Comput. Phys. 230, 425–434 (2011)
Kropinski, M.C., Quaife, B.: Fast integral equation methods for Rothe’s method applied to the isotropic heat equation. Comput. Math. Appl. 61, 2436–2446 (2011)
Lee, E.T.Y.: Choosing nodes in parametric curve interpolation. Comput. Aided Des. 21, 363–370 (1989)
Levin, D.: Procedures for computing one-and-two dimensional integrals of functions with rapid irregular oscillations. Math. Comput. 38, 531–538 (1982)
Lin, H., Xu, Z., Tang, H., Cai, W.: Image approximations to electrostatic potentials in layered electrolytes/dielectrics and an ion-channel model. J. Sci. Comput. 53, 249–267 (2012)
Lu, B.Z., Zhou, Y.C., Holst, M.J., McCammon, J.A.: Recent progress in numerical methods for the Poisson-Boltzmann equation in biophysical applications. Commun. Comput. Phys. 3, 973–1009 (2008)
Mørken, K.: On geometric interpolation of parametric surfaces. Comput. Aided Geom. Des. 22, 838–848 (2005)
Mørken, K., Scherer, K.: A general framework for high-accuracy parametric interpolation. Math. Comput. 66, 237–260 (1997)
Ruotsalainen, K., Wendland, W.: On the boundary element method for some nonlinear boundary value problems. Numer. Math. 53, 299–314 (1988)
Schaback, R.: Planar curve interpolation by piecewise conics of arbitrary type. Constr. Approx. 9, 373–389 (1993)
Steinbach, O., Tchoualag, L.: Fast Fourier transform for efficient evaluation of Newton potential in BEM. Appl. Numer. Math. 81, 1–14 (2014)
Smitheman, S.A., Spence, E.A., Fokas, A.S.: A spectral collocation method for the Laplace and modified Helmholtz equations in a convex polygon. IMA J. Numer. Anal. 30, 1184–1205 (2010)
Vainikko, G.M.: Perturbed Galerkin method and general theory of approximate methods for nonlinear equations. Zh. Vychisl. Mat. Fiz. 7, 723–751 (1967)
Vainikko, G.M.: Galerkin’s perturbation method and the general theory of approximate methods (English translation). USSR Comput. Math. Mathods Phys. 7, 1–41 (1967)
Xu, Z., Liang, Y., Xing, X.: Mellin transform and image charge method for dielectric sphere in an electrolyte. SIAM J. Appl. Math. 73, 1396–1415 (2013)
Yan, Y., Sloan, I.H.: On integral equations of the first kind with logarithmic kernels. J. Integral Equ. Appl. 1, 549–579 (1988)
Acknowledgments
This research is partially supported by Guangdong Provincial Government of China through the “Computational Science Innovative Research Team” program, by the Natural Science Foundation of China under Grants 11401207, 11301208, 11271370, by Hunan Provincial Natural Science Foundation of China under Grant 2015JJ6069.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Wang, R., Chen, X. A Fast Solver for Boundary Integral Equations of the Modified Helmholtz Equation. J Sci Comput 65, 553–575 (2015). https://doi.org/10.1007/s10915-014-9975-1
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10915-014-9975-1