Kelvin transformations for simulations on infinite domains

Abstract

Solving partial differential equations (PDEs) on infinite domains has been a challenging task in physical simulations and geometry processing. We introduce a general technique to transform a PDE problem on an unbounded domain to a PDE problem on a bounded domain. Our method uses the Kelvin Transform, which essentially inverts the distance from the origin. However, naive application of this coordinate mapping can still result in a singularity at the origin in the transformed domain. We show that by factoring the desired solution into the product of an analytically known (asymptotic) component and another function to solve for, the problem can be made continuous and compact, with solutions significantly more efficient and well-conditioned than traditional finite element and Monte Carlo numerical PDE methods on stretched coordinates. Specifically, we show that every Poisson or Laplace equation on an infinite domain is transformed to another Poisson (Laplace) equation on a compact region. In other words, any existing Poisson solver on a bounded domain is readily an infinite domain Poisson solver after being wrapped by our transformation. We demonstrate the integration of our method with finite difference and Monte Carlo PDE solvers, with applications in the fluid pressure solve and simulating electromagnetism, including visualizations of the solar magnetic field. Our transformation technique also applies to the Helmholtz equation whose solutions oscillate out to infinity. After the transformation, the Helmholtz equation becomes a tractable equation on a bounded domain without infinite oscillation. To our knowledge, this is the first time that the Helmholtz equation on an infinite domain is solved on a bounded grid without requiring an artificial absorbing boundary condition.