Abstract
A new fourth order box-scheme for the Poisson problem in a square with Dirichlet boundary conditions is introduced, extending the approach in Croisille (Computing 78:329–353, 2006). The design is based on a “hermitian box” approach, combining the approximation of the gradient by the fourth order hermitian derivative, with a conservative discrete formulation on boxes of length 2h. The goal is twofold: first to show that fourth order accuracy is obtained both for the unknown and the gradient; second, to describe a fast direct algorithm, based on the Sherman-Morrison formula and the Fast Sine Transform. Several numerical results in a square are given, indicating an asymptotic O(N 2log 2(N)) computing complexity.
Similar content being viewed by others
References
Abbas, A.: Schémas compacts hermitiens: algorithmes rapides pour la discrétisation des équations aux dérivées partielles. PhD thesis, Univ. Paul Verlaine-Metz (2011, to appear)
Ben-Artzi, M., Croisille, J.-P., Fishelov, D.: A fast direct solver for the biharmonic problem in a rectangular grid. SIAM J. Sci. Comput. 31(1), 303–333 (2008)
Ben-Artzi, M., Croisille, J.-P., Fishelov, D.: Navier-Stokes Equations in Planar Domains. Imp. Coll. Press (2011). ISBN 9781848162754
Bialecki, B., Fairweather, G., Bennett, K.R.: Fast direct solvers for piecewise Hermite bicubic orthogonal spline collocation equations. SIAM J. Numer. Anal. 29, 156–173 (1992)
Bialecki, B., Fairweather, G., Remington, K.A.: Fourier methods for piecewise Hermite bicubic orthogonal spline collocation. East-West J. Numer. Math. 2, 1–20 (1994)
OTTHER Bialecki, B., Fairweather, G., Karageorghis, A.: Matrix decomposition algorithms for elliptic boundary value problems: a survey. Numer. Algorithms 56(2), 253–295 (2011)
Bjørstad, P.: Fast numerical solution of the biharmonic Dirichlet problem on rectangles. SIAM J. Numer. Anal. 20(1), 59–71 (1983)
Boisvert, R.F.: Families of high order accurate discretizations of some elliptic problems. SIAM J. Sci. Stat. Comput. 2(3), 268–284 (1981)
Boisvert, R.F.: A fourth order accurate Fourier method for the Helmholtz equation in three dimensions. ACM Trans. Math. Softw. 13, 221–234 (1987)
Boisvert, R.F.: Algorithms for special tridiagonal systems. SIAM J. Sci. Stat. Comput. 12(2), 423–442 (1991)
Braverman, E., Epstein, B., Israeli, M., Averbuch, A.: A fast spectral subtractional solver for elliptic equations. J. Sci. Comput. 21(1), 91–128 (2004)
Braverman, E., Israeli, M., Averbuch, A.: A hierarchical 3-D direct Helmholtz solver by domain decomposition and modified Fourier method. SIAM J. Sci. Comput. 26(5), 1504–1524 (2005)
Buzbee, B.L., Dorr, F.W.: The direct solution of the biharmonic equation on rectangular regions and the Poisson equation on irregular regions. SIAM J. Numer. Anal. (1974)
Buzbee, B.L., Golub, G.H., Nielson, C.W.: On direct methods for solving Poisson’s equations. SIAM J. Numer. Anal. (1970)
Collatz, L.: The Numerical Treatment of Differential Equations, 3rd edn. Springer, Berlin (1960)
Coppola, G., Meola, C.: Generalization of the spline interpolation based on the principle of compact schemes. J. Sci. Comput. 17(1–4), 695–706 (2002)
Croisille, J.-P.: A Hermitian Box-Scheme for one-dimensional elliptic equations—application to problems with high contrasts in the ellipticity. Computing 78, 329–353 (2006)
de Tullio, M.D., Verzicco, R., Iaccarino, G.: Immersed Boundary Techniques for Large Eddy Simulation (in Large Eddy Simulation and Related Techniques). In: Piomelli, U., Benocci, C., Beeck, J.P.A.J. (eds.) VKI Lectures Series, 2010-4 (2010)
Ehrlich, L.W.: Solving the biharmonic equations as coupled finite difference equations. SIAM J. Numer. Anal. 8(2), 278–287 (1971)
Forsythe, G.E., Wasow, W.R.: Finite Difference Methods for Partial Differential Equations, 6th edn. Applied Mathematics Series. Wiley, New York (1960)
Golub, G.H., Huang, L.C., Simon, H., Tang, W.-P.: A fast Poisson solver for the finite difference solution of the incompressible Navier-Stokes equations. SIAM J. Sci. Comput. 19(5), 1606–1624 (1998)
Golub, G.H., Van Loan, C.F.: Matrix Computations, 3rd edn. John Hopkins Univ. Press, Baltimore (1996)
Grasedyck, L.: Existence and computation of low Kronecker-Rank approximations for large linear systems of tensor product structure. Computing 72, 247–265 (2004)
Gupta, M.M., Kouatchaou, J., Zhang, J.: Comparison of second order and fourth order scheme discretizations for multigrid Poisson solver. J. Comput. Phys. 132, 226–232 (1997)
Gustafsson, B.: High Order Difference Methods for Time Dependent PDE. Springer, Berlin (2008)
Hackbusch, W.: Elliptic Differential Equations. Springer Series in Comp. Math., vol. 15. Springer, Berlin (1992)
Hackbusch, W., Khoromskij, B.N., Tyrtyshnikov, E.E.: Hierarchical Kronecker tensor-product approximations. J. Numer. Math. 13(2), 119–156 (2005)
Harville, D.A.: Matrix Algebra from a Statistician Perspective. Springer, Berlin (2008)
Iserles, A.: A First Course in the Numerical Analysis of Differential Equations. Cambridge Univ. Press, Cambridge (1996)
Keller, H.B.: A new difference scheme for parabolic problems. In: Numerical Solution of Partial Differential Equations, II (SYNSPADE 1970), Proc. Sympos., Univ. of Maryland, College Park, MD, 1970, pp. 327–350. Academic Press, New York (1971)
Londrillo, P.: Adaptive grid-based gas-dynamics and Poisson solvers for gravitating systems. Mem. Soc. Astron. Ital. Suppl. 4(69), 69–74 (2004)
Mitchell, A.R., Griffiths, D.F.: The Finite Difference Method in Partial Differential Equations. Wiley, New York (1980)
Morinishi, Y., Lund, T.S., Vasilyev, O.V., Moin, P.: Fully conservative higher order finite difference schemes for incompressible flows. J. Comput. Phys. 143, 90–124 (1998)
Rice, J.R., Boisvert, R.F.: Solving Elliptic Problems Using ELLPACK. Springer, Berlin (1985)
Sengupta, T.K., Ganeriwal, G., De, D.: Analysis of central and upwind compact schemes. J. Comput. Phys. 192, 677–694 (2003)
Sherer, S.E., Scott, J.N.: High order compact finite difference methods on general overset grids. J. Comput. Phys. 210, 459–496 (2005)
Shiraishi, K., Matsuoka, T.: Wave propagation simulation using the CIP method of characteristics equations. Commun. Comput. Phys. 3(1), 121–135 (2008)
Swarztrauber, P.: Fast Fourier transform algorithms for vector computers. Parallel Comput. 45–63 (1984)
Van Loan, C.: Computational Frameworks for the Fast Fourier Transform. SIAM, Philadelphia (1992)
Wang, Y., Zhang, J.: Sixth order compact scheme combined with multigrid method and extrapolation technique for 2d Poisson equation. J. Comput. Phys. (2009)
Zhang, J.: An explicit fourth-order compact finite difference scheme for three dimensional convection-diffusion equation. Commun. Numer. Methods 14, 263–280 (1998)
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Abbas, A., Croisille, JP. A Fourth Order Hermitian Box-Scheme with Fast Solver for the Poisson Problem in a Square. J Sci Comput 49, 239–267 (2011). https://doi.org/10.1007/s10915-010-9458-y
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10915-010-9458-y