Numerical approximations of singular source terms in differential equations

  • Authors:

  • Anna-Karin Tornberg;Björn Engquist

  • Affiliations:

  • Courant Institute of Mathematical Sciences, New York University, 251 Mercer Street, New York;Department of Mathematics and PACM, Princeton University, NJ

  • Venue:
  • Journal of Computational Physics
  • Year:
  • 2004

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Abstract

Singular terms in differential equations pose severe challenges for numerical approximations on regular grids. Regularization of the singularities is a very useful technique for their representation on the grid. We analyze such techniques for the practically preferred case of narrow support of the regularizations, extending our earlier results for wider support. The analysis also generalizes existing theory for one dimensional problems to multi-dimensions. New high order multi-dimensional techniques for differential equations and numerical quadrature are introduced based on the analysis and numerical results are presented. We also show that the common use of distance functions in level-set methods to extend one dimensional regularization to higher dimensions may produce O(1) errors.