Extending the unified transform: curvilinear polygons and variable coefficient PDEs

Abstract

Abstract We provide the first significant extension of the unified transform (also known as the Fokas method) applied to elliptic boundary value problems, namely, we extend the method to curvilinear polygons and partial differential equations (PDEs) with variable coefficients. This is used to solve the generalized Dirichlet-to-Neumann map. The central component of the unified transform is the coupling of certain integral transforms of the given boundary data and of the unknown boundary values. This has become known as the global relation and, in the case of constant coefficient PDEs, simply links the Fourier transforms of the Dirichlet and Neumann boundary values. We extend the global relation to PDEs with variable coefficients and to domains with curved boundaries. Furthermore, we provide a natural choice of global relations for separable PDEs. These generalizations are numerically implemented using a method based on Chebyshev interpolation for efficient and accurate computation of the integral transforms that appear in the global relation. Extensive numerical examples are provided, demonstrating that the method presented in this paper is both accurate and fast, yielding exponential convergence for sufficiently smooth solutions. Furthermore, the method is straightforward to use, involving just the construction of a simple linear system from the integral transforms, and does not require knowledge of Green’s functions of the PDE. Details on the implementation are discussed at length.