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Fourier matrix decomposition methods for the least squares solution of singular Neumann and periodic hermite bicubic collocation problems

Journal Article · · SIAM Journal on Scientific Computing
DOI:https://doi.org/10.1137/0916027· OSTI ID:32069
 [1];  [2]
  1. Univ. of Kentucky, Lexington, KY (United States). Dept. of Mathematics
  2. Oak Ridge National Lab., TN (United States)
The use of orthogonal spline collocation with piecewise Hermite bicubics is examined for the solution of Poisson`s equation on a rectangle subject to either pure Neumann or pure periodic boundary conditions. Emphasis is placed on finding a least squares solution of these singular collocation problems. The technique of matrix decomposition is applied and explicit formulas for the requisite eigensystems corresponding to two-point Neumann and periodic collocation boundary value problems are presented. The resulting algorithms use fast Fourier transforms for efficiency and are highly parallel in nature. On an N x N partition, a fourth order accurate least squares solution is computed at a cost of O(N{sup 2}log N) operations. The results of numerical experiments are provided that demonstrate that the implementations compare very favorably with recent fourth order accurate finite difference and finite element Galerkin codes.
Sponsoring Organization:
USDOE
OSTI ID:
32069
Journal Information:
SIAM Journal on Scientific Computing, Journal Name: SIAM Journal on Scientific Computing Journal Issue: 2 Vol. 16; ISSN 1064-8275; ISSN SJOCE3
Country of Publication:
United States
Language:
English