Skip to main content
Log in

High-order accurate methods for Nyström discretization of integral equations on smooth curves in the plane

  • Published:
Advances in Computational Mathematics Aims and scope Submit manuscript

Abstract

Boundary integral equations and Nyström 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.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Alpert, B.K.: Hybrid gauss-trapezoidal quadrature rules. SIAM J. Sci. Comput. 20, 1551–1584 (1999)

    Article  MATH  MathSciNet  Google Scholar 

  2. Atkinson, K.E.: The Numerical Solution of Integral Equations of the Second Kind. Cambridge University Press, Cambridge (1997)

    Book  MATH  Google Scholar 

  3. Barnes, J., Hut, P.: A hierarchical O(N log N) force-calculation algorithm. Nature 324 (1986)

  4. Bremer, J.: A fast direct solver for the integral equations of scattering theory on planar curves with corners. J. Comput. Phys. 231, 1879–1899 (2012)

    Article  MATH  MathSciNet  Google Scholar 

  5. Bremer, J., Rokhlin, V.: Efficient discretization of Laplace boundary integral equations on polygonal domains. J. Comput. Phys. 229, 2507–2525 (2010)

    Article  MATH  MathSciNet  Google Scholar 

  6. Bremer, J., Rokhlin, V., Sammis, I.: Universal quadratures for boundary integral equations on two-dimensional domains with corners. J. Comput. Phys. 229, 8259–8280 (2010)

    Article  MATH  MathSciNet  Google Scholar 

  7. Cheng, H., Rokhlin, V., Yarvin, N.: Nonlinear optimization, quadrature, and interpolation. SIAM J. Optim. 9, 901–923 (1999)

    Article  MATH  MathSciNet  Google Scholar 

  8. Colton, D., Kress, R.: Inverse Acoustic and Electromagnetic Scattering Theory, vol. 93, 2nd edn.Applied Mathematical Sciences. Springer-Verlag, Berlin (1998)

    Book  Google Scholar 

  9. Driscoll, T.A., Toh, K.-C., Trefethen, L.N.: From potential theory to matrix iteration in six steps. SIAM Rev. 40, 547–578 (1998)

    Article  MATH  MathSciNet  Google Scholar 

  10. Duan, Z.-H., Krasny, R.: An adaptive treecode for computing nonbonded potential energy in classical molecular systems. J. Comput. Chem. 22, 184–195 (2001)

    Article  Google Scholar 

  11. Greengard, L., Rokhlin, V.: A fast algorithm for particle simulations. J. Comput. Phys. 73, 325–348 (1987)

    Article  MATH  MathSciNet  Google Scholar 

  12. Hao, S., Barnett, A., Martinsson, P.: Nyström Quadratures for BIEs with Weakly Singular Kernels on 1D Domains (2012). http://amath.colorado.edu/faculty/martinss/Nystrom/

  13. Helsing, J.: Integral equation methods for elliptic problems with boundary conditions of mixed type. J. Comput. Phys. 228, 8892–8907 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  14. Helsing, J.: Solving Integral Equations on Piecewise Smooth Boundaries Using the RCIP Method: A Tutorial, p. 34. (2012,preprint) arXiv:1207.6737v3

  15. Helsing, J., Karlsson, A.: An Accurate Boundary Value Problem Solver Applied to Scattering from Cylinders with Corners (2012). arXiv:1211.2467

  16. Helsing, J., Ojala, R.: Corner singularities for elliptic problems: integral equations, graded meshes, quadrature, and compressed inverse preconditioning. J. Comput. Phys. 227, 8820–8840 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  17. Kapur, S., Rokhlin, V.: High-order corrected trapezoidal quadrature rules for singular functions. SIAM J. Numer. Anal. 34, 1331–1356 (1997)

    Article  MATH  MathSciNet  Google Scholar 

  18. Klöckner, A., Barnett, A.H., Greengard, L., O’Neil, M.: Quadrature by Expansion: A New Method for the Evaluation of Layer Potentials. J. Comput. Phys. (2012). In press

  19. Kolm, P., Rokhlin, V.: Numerical quadratures for singular and hypersingular integrals. Comput. Math. Appl. 41, 327–352 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  20. Kress, R.: On constant-alpha force-free fields in a torus. J. Eng. Math. 20, 323–344 (1986)

    Article  MATH  MathSciNet  Google Scholar 

  21. Kress, R.: Boundary integral equations in time-harmonic acoustic scattering. Math. Comput. Model. 15, 229–243 (1991)

    Article  MATH  MathSciNet  Google Scholar 

  22. Kress, R.: Linear Integral Equations, vol. 82 of Applied Mathematical Sciences, 2nd edn. Springer (1999)

  23. Martensen, E.: Über eine methode zum räumlichen neumannschen problem mit einer anwendung für torusartige berandungen. Acta Math. 109, 75–135 (1963)

    Article  MATH  MathSciNet  Google Scholar 

  24. Martinsson, P., Rokhlin, V.: A fast direct solver for boundary integral equations in two dimensions. J. Comput. Phys. 205, 1–23 (2004)

    MathSciNet  Google Scholar 

  25. Nyström, E.: Über die praktische Auflösung von Integralgleichungen mit Andwendungen aug Randwertaufgaben. Acta Math. 54, 185–204 (1930)

    Article  MATH  MathSciNet  Google Scholar 

  26. Ojala, R.: Towards an all-embracing elliptic solver in 2D. PhD thesis, Department of Mathematics, Lund University, Sweden (2011)

  27. Saad, Y.: Iterative Methods for Sparse Linear Systems. Society for industrial and applied mathematics, 2nd edn. (2003)

  28. Trefethen, L.N.: Spectral Methods in MATLAB, vol. 10 of Software, Environments, and Tools, Society for Industrial and Applied Mathematics (SIAM), Philadelphia (2000)

  29. Trefethen, L.N.: Approximation Theory and Approximation Practice, SIAM (2012). http://www.maths.ox.ac.uk/chebfun/ATAP

  30. Ying, L., Biros, G., Zorin, D.: A kernel-independent adaptive fast multipole method in two and three dimensions. J. Comput. Phys. 196, 591–626 (2004)

    Article  MATH  MathSciNet  Google Scholar 

  31. Young, P.M., Hao, S., Martinsson, P.G.: A high-order Nyström discretization scheme for boundary integral equations defined on rotationally symmetric surfaces. J. Comput. Phys. 231, 4142–4159 (2012)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to P. G. Martinsson.

Additional information

Communicated by: Zydrunas Gimbutas

Rights and permissions

Reprints and permissions

About this article

Cite this article

Hao, S., Barnett, A.H., Martinsson, P.G. et al. High-order accurate methods for Nyström discretization of integral equations on smooth curves in the plane. Adv Comput Math 40, 245–272 (2014). https://doi.org/10.1007/s10444-013-9306-3

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10444-013-9306-3

Keywords

JEL Classification

Navigation