Skip to main content

A Fast Direct Solver for the Advection-Diffusion Equation Using Low-Rank Approximation of the Green’s Function

  • Conference paper
  • First Online:
Book cover Spectral and High Order Methods for Partial Differential Equations ICOSAHOM 2016

Part of the book series: Lecture Notes in Computational Science and Engineering ((LNCSE,volume 119))

  • 1108 Accesses

Abstract

We describe a new direct solution method for the advection-diffusion equation at high Reynolds number on simple bounded two-dimensional domains. The key step is to treat advection explicitly, leading to a new class of time integration schemes based on Green’s functions. As a proof of concept a first-order Euler scheme is presented. We compare the accuracy and computational cost of the new scheme to existing solution techniques. Low-rank approximation of the Green’s function is found to reduce cost without loss of accuracy. Stabilisation via numerical dissipation is required for high Reynolds number problems on coarse grids. Linear scaling of computational cost is achieved in 1D and 2D. This work is a building block for constructing fast direct solvers and preconditioners for the Navier-Stokes equations.

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

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 169.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 219.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 219.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. L. McInnes, B. Smith, H. Zhang, R. Mills, Hierarchical Krylov and nested Krylov methods for extreme-scale computing. Parallel Comput. 40(1):17–31 (2014)

    Article  MathSciNet  Google Scholar 

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

    Article  MATH  MathSciNet  Google Scholar 

  3. W. Hackbusch, B. Khoromskij, S. Sauter, On H2-matrices, in Lectures on applied mathematics ed. by H. Bungartz, R. Hoppe, C. Zenger (Springer, Berlin/Heidelberg, 2000)

    Google Scholar 

  4. M. Bebendorf, Hierarchical LU decomposition-based preconditioners for BEM. Computing 74(3), 225–247 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  5. B. Engquist, L. Ying, Sweeping preconditioner for the Helmholtz equation: hierarchical matrix representation. Multiscale Model. Simul. 9(2), 686–710 (2011)

    Article  MATH  MathSciNet  Google Scholar 

  6. R. Yokota, J. Pestana, H. Ibeid, D. Keyes, Fast multipole preconditioners for sparse matrices arising from elliptic equations (2013). ArXiv:1308.3339

    Google Scholar 

  7. S. Ambikasaran, E. Darve, The inverse fast multipole method (2014). ArXiv:1407.1572

    Google Scholar 

  8. R. Yokota, H. Ibeid, D. Keyes, Fast multipole method as a matrix-free hierarchical low-rank approximation (2016). ArXiv:1602.02244 [cs.NA]

    Google Scholar 

  9. A. Gholami, D. Malhotra, H. Sundar, G. Biros, FFT, FMM or multigrid? a comparative study of state-of-the-art Poisson solvers in the unit cube (2014). ArXiv:1408.6497

    Google Scholar 

  10. J. Bull, A direct solver for the advection-diffusion equation using Green’s functions and low-rank approximation, in Proceedings of ECCOMAS ’16 (2016)

    Google Scholar 

  11. U. Ascher, S. Ruuth, B. Wetton, Implicit-explicit methods for time-dependent partial differential equations. SIAM J. Numer. Anal. 32(3), 797–823 (1995)

    Article  MATH  MathSciNet  Google Scholar 

  12. R. Leveque, Finite Difference Methods for Ordinary and Partial Differential Equations (SIAM, Philadelphia, 2007)

    Book  MATH  Google Scholar 

  13. D. Gottlieb, J. Hesthaven, Spectral methods for hyperbolic problems. J. Comput. Appl. Math. 128, 83–131 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  14. A. Al-Mohy, N. Higham, A new scaling and squaring algorithm for the matrix exponential. SIAM J. Matrix Anal. Appl. 31(3), 970–989 (2009)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Jonathan R. Bull .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2017 Springer International Publishing AG

About this paper

Cite this paper

Bull, J.R. (2017). A Fast Direct Solver for the Advection-Diffusion Equation Using Low-Rank Approximation of the Green’s Function. In: Bittencourt, M., Dumont, N., Hesthaven, J. (eds) Spectral and High Order Methods for Partial Differential Equations ICOSAHOM 2016. Lecture Notes in Computational Science and Engineering, vol 119. Springer, Cham. https://doi.org/10.1007/978-3-319-65870-4_30

Download citation

Publish with us

Policies and ethics