A fast direct solver for boundary integral equations in two dimensions

Authors:
P. G. Martinsson;V. Rokhlin
Affiliations:
Department of Mathematics, Yale University, 10 Hillhouse Avenue, New Haven, CT 06511, USA;Department of Mathematics, Yale University, 10 Hillhouse Avenue, New Haven, CT 06511, USA
Venue:
Journal of Computational Physics
Year:
2005

Citing 4
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Abstract

We describe an algorithm for the direct solution of systems of linear algebraic equations associated with the discretization of boundary integral equations with non-oscillatory kernels in two dimensions. The algorithm is ''fast'' in the sense that its asymptotic complexity is O(n), where n is the number of nodes in the discretization. Unlike previous fast techniques based on iterative solvers, the present algorithm directly constructs a compressed factorization of the inverse of the matrix; thus it is suitable for problems involving relatively ill-conditioned matrices, and is particularly efficient in situations involving multiple right hand sides. The performance of the scheme is illustrated with several numerical examples. rformance of the scheme is illustrated with several numerical examples. ples.