An algorithm for the direct inversion of the linear systems arising from Nyström discretization of integral equations on one-dimensional domains is described. The method typically has O(N ) complexity when applied to boundary integral equations (BIEs) in the plane with non-oscillatory kernels such as those associated with the Laplace and Stokes' equations. The scaling coefficient suppressed by the "big-O" notation depends logarithmically on the requested accuracy. The method can also be applied to BIEs with oscillatory kernels such as those associated with the Helmholtz and Maxwell equations; it is efficient at long and intermediate wave-lengths, but will eventually become prohibitively slow as the wave-length decreases. To achieve linear complexity, rank deficiencies in the off-diagonal blocks of the coefficient matrix are exploited. The technique is conceptually related to the H-and H 2matrix arithmetic of Hackbusch and co-workers, and is closely related to previous work on Hierarchically Semi-Separable matrices.
Abstract. Boundary integral equations and Nyström discretization provide a powerful tool for the solution of Laplace and Helmholtz boundary value problems. However, often a weaklysingular 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.
A scheme for rapidly and accurately computing solutions to boundary integral equations (BIEs) on rotationally symmetric surfaces in R 3 is presented. The scheme uses the Fourier transform to reduce the original BIE defined on a surface to a sequence of BIEs defined on a generating curve for the surface. It can handle loads that are not necessarily rotationally symmetric. Nyström discretization is used to discretize the BIEs on the generating curve. The quadrature is a high-order Gaussian rule that is modified near the diagonal to retain highorder accuracy for singular kernels. The reduction in dimensionality, along with the use of high-order accurate quadratures, leads to small linear systems that can be inverted directly via, e.g., Gaussian elimination. This makes the scheme particularly fast in environments involving multiple right hand sides. It is demonstrated that for BIEs associated with the Laplace and Helmholtz equations, the kernel in the reduced equations can be evaluated very rapidly by exploiting recursion relations for Legendre functions. Numerical examples illustrate the performance of the scheme; in particular, it is demonstrated that for a BIE associated with Laplace's equation on a surface discretized using 320 800 points, the set-up phase of the algorithm takes 1 minute on a standard laptop, and then solves can be executed in 0.5 seconds.
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