Skip to Main Content

Mathematics of Computation

Published by the American Mathematical Society since 1960 (published as Mathematical Tables and other Aids to Computation 1943-1959), Mathematics of Computation is devoted to research articles of the highest quality in computational mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.78.

What is MCQ? The Mathematical Citation Quotient (MCQ) measures journal impact by looking at citations over a five-year period. Subscribers to MathSciNet may click through for more detailed information.

 

A fast Cauchy-Riemann solver
HTML articles powered by AMS MathViewer

by Michael Ghil and Ramesh Balgovind PDF
Math. Comp. 33 (1979), 585-635 Request permission

Abstract:

We present a solution algorithm for a second-order accurate discrete form of the inhomogeneous Cauchy-Riemann equations. The algorithm is comparable in speed and storage requirements with fast Poisson solvers. Error estimates for the discrete approximation of sufficiently smooth solutions of the problem are established; numerical results indicate that second-order accuracy obtains even for solutions which do not have the required smoothness. Different combinations of boundary conditions are considered and suitable modifications of the solution algorithm are described and implemented.
References
  • Eduard Batschelet, Über die numerische Auflösung von Ranswertproblemen bei elliptischen partiellen Differentialgleichungen, Z. Angew. Math. Phys. 3 (1952), 165–193 (German). MR 60912, DOI 10.1007/bf02008824
  • J. H. Bramble and B. E. Hubbard, Approximation of derivatives by finite difference methods in elliptic boundary value problems, Contributions to Differential Equations 3 (1964), 399–410. MR 166935
  • J. H. Bramble and B. E. Hubbard, A finite difference analogue of the Neumann problem for Poisson’s equation, J. Soc. Indust. Appl. Math. Ser. B Numer. Anal. 2 (1965), 1–14. MR 191107
    • O. BUNEMAN, A Compact Non-Iterative Poisson Solver, SUIPR Report No. 294, Inst. Plasma Research, Stanford Univ., May 1969, 11 pp.
  • B. L. Buzbee, G. H. Golub, and C. W. Nielson, On direct methods for solving Poisson’s equations, SIAM J. Numer. Anal. 7 (1970), 627–656. MR 287717, DOI 10.1137/0707049
  • Lothar Collatz, The numerical treatment of differential equations. 3d ed, Die Grundlehren der mathematischen Wissenschaften, Band 60, Springer-Verlag, Berlin-Göttingen-Heidelberg, 1960. Translated from a supplemented version of the 2d German edition by P. G. Williams. MR 0109436
    • J. W. COOLEY, P. A. W. LEWIS & P. D. WELCH, "The finite Fourier transform," IEEE Trans. Audio and Electroacoustics, v. 17, 1969, pp. 77-85.
  • E. G. D′jakonov, On certain iterative methods for solving nonlinear difference equations, Conference on Numerical Solution of Differential Equations (Dundee, 1969), Springer, Berlin, 1969, pp. 7–22. MR 0323134
  • Fred W. Dorr, The direct solution of the discrete Poisson equation on a rectangle, SIAM Rev. 12 (1970), 248–263. MR 266447, DOI 10.1137/1012045
    • T. ELVIUS & A. SUNDSTRÖM, "Computationally efficient schemes and boundary conditions for a fine-mesh barotropic model based on the shallow-water equations," Tellus, v. 25, 1973, pp. 132-156.
  • George E. Forsythe and Wolfgang R. Wasow, Finite-difference methods for partial differential equations, Applied Mathematics Series, John Wiley & Sons, Inc., New York-London, 1960. MR 0130124
  • D. Fischer, G. Golub, O. Hald, C. Leiva, and O. Widlund, On Fourier-Toeplitz methods for separable elliptic problems, Math. Comp. 28 (1974), 349–368. MR 415995, DOI 10.1090/S0025-5718-1974-0415995-2
    • S. GERSCHGORIN; "Fehlerabschätzung für das Differenzverfahren zur Lösung partieller Differentialgleichungen," Z. Angew. Math. Mech., v. 10, 1930, pp. 373-382. M. GHIL, "The initialization problem in numerical weather prediction," in Improperly Posed Boundary Value Problems (A. Carasso and A. P. Stone, Eds.), Research Notes in Math., vol. 1, Pitman, London, 1975, pp. 105-123. M. GHIL, Initialization by Compatible Balancing, Report 75-16, Inst. Comp. Appl. Sci. Engr., Hampton, Virginia, 1975, 38 pp. M. GHIL & B. SHKOLLER, "Wind laws for shockless initialization," Ann. Meteor. (Neue Folge), v. 11, 1976, pp. 112-115. M. GHIL, B. SHKOLLER & V. YANGARBER, "A balanced diagnostic system compatible with a barotropic prognostic model," Mon. Wea. Rev., v. 105, 1977, pp. 1223-1238. G. GOLUB, "Direct methods for solving elliptic difference equations," in Symposium on the Theory of Numerical Analysis (J. Ll. Morris, Ed.), Lecture Notes in Math., vol. 193, Springer-Verlag, Berlin, 1971, pp. 1-19.
  • James E. Gunn, The solution of elliptic difference equations by semi-explicit iterative techniques, J. Soc. Indust. Appl. Math. Ser. B Numer. Anal. 2 (1965), 24–45. MR 179962
  • Bertil Gustafsson, An alternating direction implicit method for solving the shallow water equations, J. Comput. Phys. 7 (1971), 239–254. MR 282548, DOI 10.1016/0021-9991(71)90087-8
  • R. W. Hockney, A fast direct solution of Poisson’s equation using Fourier analysis, J. Assoc. Comput. Mach. 12 (1965), 95–113. MR 213048, DOI 10.1145/321250.321259
    • R. W. HOCKNEY, "The potential calculation and some applications," in Methods in Computational Physics (B. Adler, S. Fernbach and M. Rotenberg, Eds.), vol. 9 (Plasma Physics), Academic Press, New York, 1969, pp. 135-211. W. E. LANGLOIS, Vorticity-Stream Function Computation of Incompressible Fluid Flow with an Almost-Flat Free Surface, IBM Research Report RJ 1794 (#26092), 1976, 8 pp. H. LOMAX & E. D. MARTIN, "Fast direct numerical solution of the nonhomogeneous Cauchy-Riemann equations," J. Computational Phys., v. 15, 1974, pp. 55-80. E. D. MARTIN & H. LOMAX, Rapid Finite-Difference Computation of Subsonic and Transonic Aerodynamic Flows, AIAA Paper No. 74-11, 1974, 13 pp. E. D. MARTIN & H. LOMAX, Variants and Extensions of a Fast Direct Numerical Cauchy-Riemann Solver, with Illustrative Applications, NASA Tech. Note TN D-7934, 1977, 94 pp.
  • Joseph Oliger and Arne Sundström, Theoretical and practical aspects of some initial boundary value problems in fluid dynamics, SIAM J. Appl. Math. 35 (1978), no. 3, 419–446. MR 521943, DOI 10.1137/0135035
  • Patrick J. Roache, Computational fluid dynamics, Hermosa Publishers, Albuquerque, N.M., 1976. With an appendix (“On artificial viscosity”) reprinted from J. Computational Phys. 10 (1972), no. 2, 169–184; Revised printing. MR 0411358
  • U. Schumann and Roland A. Sweet, A direct method for the solution of Poisson’s equation with Neumann boundary conditions on a staggered grid of arbitrary size, J. Comput. Phys. 20 (1976), no. 2, 171–182. MR 395258, DOI 10.1016/0021-9991(76)90062-0
  • Paul N. Swarztrauber, A direct method for the discrete solution of separable elliptic equations, SIAM J. Numer. Anal. 11 (1974), 1136–1150. MR 368399, DOI 10.1137/0711086
  • Roland A. Sweet, A generalized cyclic reduction algorithm, SIAM J. Numer. Anal. 11 (1974), 506–520. MR 520169, DOI 10.1137/0711042
    • O. WIDLUND, "On the use of fast methods for separable finite-difference equations for the solution of general elliptic problems," in Sparse Matrices and Their Applications (D. J. Rose and R. A. Willoughby, Eds.), Plenum Press, New York, 1972, pp. 121-131.
  • Olof Widlund, Capacitance matrix methods for Helmholtz’s equation on general bounded regions, Numerical treatment of differential equations (Proc. Conf., Math. Forschungsinst., Oberwolfach, 1976) Lecture Notes in Math., Vol. 631, Springer, Berlin, 1978, pp. 209–219. MR 0474873
Similar Articles
  • Retrieve articles in Mathematics of Computation with MSC: 65F05, 65N15
  • Retrieve articles in all journals with MSC: 65F05, 65N15
Additional Information
  • © Copyright 1979 American Mathematical Society
  • Journal: Math. Comp. 33 (1979), 585-635
  • MSC: Primary 65F05; Secondary 65N15
  • DOI: https://doi.org/10.1090/S0025-5718-1979-0521278-7
  • MathSciNet review: 521278