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Published April 25, 2022 | Submitted + Published
Journal Article Open

Two-Dimensional Fourier Continuation and Applications

Abstract

This paper presents a "two-dimensional Fourier Continuation" method (2D-FC) for construction of bi-periodic extensions of smooth non-periodic functions defined over general two-dimensional smooth domains. The approach can be directly generalized to domains of any given dimensionality, and even to non-smooth domains, but such generalizations are not considered here. The 2D-FC extensions are produced in a two-step procedure. In the first step the one-dimensional Fourier Continuation method is applied along a discrete set of outward boundary-normal directions to produce, along such directions, continuations that vanish outside a narrow interval beyond the boundary. Thus, the first step of the algorithm produces "blending-to-zero along normals" for the given function values. In the second step, the extended function values are evaluated on an underlying Cartesian grid by means of an efficient, high-order boundary-normal interpolation scheme. A Fourier Continuation expansion of the given function can then be obtained by a direct application of the two-dimensional FFT algorithm. Algorithms of arbitrarily high order of accuracy can be obtained by this method. The usefulness and performance of the proposed two-dimensional Fourier Continuation method are illustrated with applications to the Poisson equation and the time-domain wave equation within a bounded domain. As part of these examples the novel "Fourier Forwarding" solver is introduced which, propagating plane waves as they would in free space and relying on certain boundary corrections, can solve the time-domain wave equation and other hyperbolic partial differential equations within general domains at computing costs that grow sublinearly with the size of the spatial discretization.

Additional Information

© 2022, Society for Industrial and Applied Mathematics. Submitted to the journal's Methods and Algorithms for Scientific Computing section October 13, 2020; accepted for publication (in revised form) November 18, 2021; published electronically April 25, 2022. This work was supported by the NSF through grants DMS-1714169, DMS-2109831, by DARPA through grant HR00111720035, by AFOSR through grant FA9550-21-1-0373, and by the Vannewar Bush Foundation through grant N00014-16-1-2808.

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Submitted - 2010.03901.pdf

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Additional details

Created:
August 22, 2023
Modified:
October 23, 2023