An integral equation–based numerical method for the forced heat equation on complex domains

Abstract

AbstractIntegral equation–based numerical methods are directly applicable to homogeneous elliptic PDEs and offer the ability to solve these with high accuracy and speed on complex domains. In this paper, such a method is extended to the heat equation with inhomogeneous source terms. First, the heat equation is discretised in time, then in each time step we solve a sequence of so-called modified Helmholtz equations with a parameter depending on the time step size. The modified Helmholtz equation is then split into two: a homogeneous part solved with a boundary integral method and a particular part, where the solution is obtained by evaluating a volume potential over the inhomogeneous source term over a simple domain. In this work, we introduce two components which are critical for the success of this approach: a method to efficiently compute a high-regularity extension of a function outside the domain where it is defined, and a special quadrature method to accurately evaluate singular and nearly singular integrals in the integral formulation of the modified Helmholtz equation for all time step sizes.