A boundary integral algorithm for the Laplace Dirichlet–Neumann mixed eigenvalue problem

• Published in: Journal of computational physics Vol. 298; pp. 1 - 28
• Main Authors: Akhmetgaliyev, Eldar, Bruno, Oscar P., Nigam, Nilima
• Format: Journal Article
• Language: English
• Published: Elsevier Inc 01.10.2015
• Subjects: Accuracy; Algorithms; Boundary integral operators; Dirichlet problem; Eigenfunctions; Eigenvalues; Fourier continuation; Laplace eigenvalue problem; Mathematical models; Mixed boundary conditions; Operators; Searching; Zaremba eigenvalue problem; Boundary integral operators; Fourier continuation; Mixed boundary conditions; Laplace eigenvalue problem; Zaremba eigenvalue problem
• ISSN: 0021-9991; 1090-2716; 1090-2716
• DOI: 10.1016/j.jcp.2015.05.016

We present a novel integral-equation algorithm for evaluation of Zaremba eigenvalues and eigenfunctions, that is, eigenvalues and eigenfunctions of the Laplace operator with mixed Dirichlet–Neumann boundary conditions; of course, (slight modifications of) our algorithms are also applicable to the pure Dirichlet and Neumann eigenproblems. Expressing the eigenfunctions by means of an ansatz based on the single layer boundary operator, the Zaremba eigenproblem is transformed into a nonlinear equation for the eigenvalue μ. For smooth domains the singular structure at Dirichlet–Neumann junctions is incorporated as part of our corresponding numerical algorithm—which otherwise relies on use of the cosine change of variables, trigonometric polynomials and, to avoid the Gibbs phenomenon that would arise from the solution singularities, the Fourier Continuation method (FC). The resulting numerical algorithm converges with high order accuracy without recourse to use of meshes finer than those resulting from the cosine transformation. For non-smooth (Lipschitz) domains, in turn, an alternative algorithm is presented which achieves high-order accuracy on the basis of graded meshes. In either case, smooth or Lipschitz boundary, eigenvalues are evaluated by searching for zero minimal singular values of a suitably stabilized discrete version of the single layer operator mentioned above. (The stabilization technique is used to enable robust non-local zero searches.) The resulting methods, which are fast and highly accurate for high- and low-frequencies alike, can solve extremely challenging two-dimensional Dirichlet, Neumann and Zaremba eigenproblems with high accuracies in short computing times—enabling, in particular, evaluation of thousands of eigenvalues and corresponding eigenfunctions for a given smooth or non-smooth geometry with nearly full double-precision accuracy.