Numerical Methods for Partial Differential Equations

Report on Current Developments in Numerical Methods for Partial Differential Equations

General Direction of the Field

The recent advancements in the field of numerical methods for partial differential equations (PDEs) are notably focused on enhancing the efficiency, accuracy, and applicability of solvers across a broad spectrum of problems. A common thread among the latest research is the integration of sophisticated mathematical techniques with innovative computational strategies to address the complexities inherent in modern PDE applications.

One of the primary directions is the development of fast direct solvers for large sparse linear systems, which are often encountered in the discretization of PDEs. These solvers leverage recursive decomposition methods, nested dissection, and low-rank approximations to achieve linear or near-linear time complexity. This approach is particularly beneficial for problems involving high-dimensional data or those requiring real-time solutions.

Another significant trend is the adaptation and extension of domain decomposition methods to handle high-frequency Helmholtz problems and multiscale PDEs. These methods are being refined to ensure fast convergence even for large wavenumbers and highly heterogeneous coefficients. The incorporation of perfectly matched layers (PMLs) and optimal local approximation spaces is enhancing the robustness and efficiency of these solvers.

The field is also witnessing advancements in the numerical treatment of inverse scattering problems and wave propagation in domains with moving boundaries. Novel iterative and interpolation-based methods are being proposed to reconstruct complex surface profiles and solve wave equations in dynamic environments, demonstrating superior performance over traditional approaches.

In the realm of electron transport in low-temperature plasmas, Eulerian solvers based on spherical harmonics and B-splines are emerging as powerful alternatives to traditional Monte-Carlo methods. These solvers offer improved accuracy and computational efficiency, making them suitable for a range of applications from semiconductor processing to hypersonics.

Noteworthy Innovations

  • Recursive sparse LU decomposition: Introduces a hybrid algorithm combining randomized methods and the fast multipole method to efficiently handle dense blocks, resulting in a fast direct solver with $\O(N)$ complexity.

  • Modified Trefftz Discontinuous Galerkin method: Extends the applicability of TDG to acoustic scattering problems with absorbing scatterers, ensuring stable treatment of asymptotic radiation conditions.

  • Multi-Frequency Iterative Method: Demonstrates superior reconstruction of rough surfaces between dielectric media using a recursive multi-frequency approach, outperforming single-frequency methods in handling sharp variations.

  • Two-Level Restricted Additive Schwarz Method: Proposes a robust preconditioner for multiscale PDEs, ensuring exponential convergence independent of fine mesh size, applicable to a variety of elliptic problems with heterogeneous coefficients.

  • Schwarz Methods with PMLs: Extends theoretical convergence guarantees to practical scenarios with decreasing PML widths and overlaps, maintaining robustness at high frequencies.

  • Interpolation-Based Method for Moving Boundaries: Introduces a novel numerical approach that outperforms state-of-the-art methods in speed and accuracy for wave equations on domains with moving boundaries.

  • Fast Solver for Electron Boltzmann Equation: Presents an Eulerian solver that outperforms traditional Monte-Carlo methods in accuracy and efficiency, applicable to a wide range of low-temperature plasma applications.

  • H-Matrix Accelerated Direct Solver: Enhances the performance of high-order boundary integral equation methods for large scattering problems, making them competitive for poorly conditioned matrix equations.

Sources

Recursive sparse LU decomposition based on nested dissection and low rank approximations

Trefftz Discontinuous Galerkin approximation of an acoustic waveguide

A Multi-Frequency Iterative Method for Reconstruction of Rough Surfaces Separating Two Penetrable Media

Fast-convergent two-level restricted additive Schwarz methods based on optimal local approximation spaces

Schwarz methods with PMLs for Helmholtz problems: fast convergence at high frequency

A Novel Interpolation-Based Method for Solving the One-Dimensional Wave Equation on a Domain with a Moving Boundary

A fast solver for the spatially homogeneous electron Boltzmann equation

Overlapping subspaces and singular systems with application to Isogeometric Analysis

H-Matrix Accelerated Direct Matrix Solver using Chebyshev-based Nyström Boundary Integral Equation Method