Search arXivSearch

arXiv · 2606.21410

An FFT-based solver with general boundary conditions for stationary diffusion problems based on Chebyshev collocation

Abstract

An efficient and robust FFT-based solver is proposed for diffusion-type problems with general Neumann and Dirichlet boundary conditions, based on a Chebyshev collocation framework. The method combines Chebyshev polynomial approximations with FFT-based operators to provide a matrix-free implementation of the discrete differential operator at the Chebyshev-Gauss-Lobatto points. The linear system of equations resulting from the Chebyshev discretization is solved using LGMRES. To overcome convergence problems on fine grids, a hierarchical refinement strategy based on modal prolongation is proposed, enabling the solution of very large 3D problems. The methodology is applicable to homogeneous and heterogeneous domains, as well as to linear and nonlinear constitutive equations. The accuracy of the proposed method is analyzed by solving the Poisson equation in homogeneous 1D and 3D domains with general boundary conditions, using manufactured analytical solutions as references. Convergence to the analytical solution is achieved in a few iterations, with smaller errors than those obtained using DCT/DST approaches. Discretizations of up to $256^3$ are achieved thanks to the hierarchical refinement strategy. In the case of heterogeneous domains, the accuracy and efficiency obtained are similar to those of a standard periodic FFT approach. It is found that the computational complexity of the method preserves the FFT scaling, of order $n\log n$, in all the cases studied.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Juan M. Quecedo, Javier Segurado. 2026-06-19. An FFT-based solver with general boundary conditions for stationary diffusion problems based on Chebyshev collocation. https://arxiv.org/abs/2606.21410

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

How many continuous measurements are needed to learn a vector?

One can recover vectors from $\mathbb{R}^m$ with arbitrary precision, using only $\lceil \log_2(m)\rceil +1$ continuous measurements that are chosen adaptively. This surprising result is explained and discussed, and we present applications to infinite-dimensional approximation problems.

math.NA

IterativeCUR: Large Rank-Adaptive Approximation From a Small Recycled Sketch

The computation of accurate low-rank matrix approximations is central to improving the scalability of various techniques in machine learning, uncertainty quantification, and control. Traditionally, low-rank approximations are constructed using SVD-based approaches such as truncated SVD or Randomized SVD. Although these SVD approaches---especially Randomized SVD---have proven to be very computationally efficient, other low-rank approximation methods can offer even greater performance. One such approach is the CUR decomposition, which forms a low-rank approximation using direct row and column subsets of a matrix. Because CUR uses direct matrix subsets, it is also often better able to preserve native matrix structures like sparsity or non-negativity than SVD-based approaches and can facilitate data interpretation in many contexts. This paper introduces IterativeCUR, which draws on previous work in randomized numerical linear algebra to build a new algorithm that is highly competitive compared to prior work. IterativeCUR is adaptive in the sense that it takes as an input parameter the desired tolerance $ε$ and outputs (with arbitrarily high probability) an approximation of error bounded by $ε$, rather than requiring an a priori guess of the numerical rank. IterativeCUR typically runs significantly faster than both existing CUR algorithms and techniques such as Randomized SVD. Its asymptotic complexity is $\mathcal{O}(mn + (m+n)r^2)$ for an $m\times n$ matrix of output rank $r$. IterativeCUR relies on a single small sketch from the matrix that is successively downdated as the algorithm proceeds. We demonstrate through extensive experiments that IterativeCUR achieves up to $4\times$ speed-up over state-of-the-art pivoting-on-sketch approaches with no loss of accuracy, and up to $40\times$ speed-up over rank-adaptive randomized SVD approaches.

math.NA

Multigrid with Linear Storage Complexity

As the discretization error for the solution of a partial differential equation (PDE) decreases, the precision required to store the corresponding coefficients naturally increases. Storing the solution's finite element coefficients explicitly requires $\mathcal O(n \log n)$ bits of storage, where $n$ is the number of degrees of freedom (DoFs). This paper presents a full multigrid method to compute the solution in a compressed format that reduces the storage complexity of the solution and intermediate vectors to $\mathcal O(n)$ bits. This reduction allows a matrix-free implementation to solve elliptic PDEs with an overall linear space complexity. For problems limited by the memory capacity of current supercomputers, we expect a memory footprint reduction of about an order of magnitude compared to state-of-the-art mixed-precision methods. We demonstrate the applicability of our algorithm by solving two model problems. Depending on the PDE and polynomial degree, but irrespective of the problem size, the solution vector on the finest grid requires between 4 and 12 bits per DoF, and the residual and correction require 3 to 6 bits each. Additional data is stored on the coarse grids with modestly increasing bit widths toward coarser grids.

math.NA