We study the stability properties of explicit marching schemes for second-kind Volterra integral equations that arise when solving boundary value problems for the heat equation by means of potential theory. It is well known that explicit finite-difference or finite-element schemes for the heat equation are stable only if the time step 􏰃t is of the order O(􏰃x2), where 􏰃x is the finest spatial grid spacing. In contrast, for the Dirichlet and Neumann problems on the unit ball in all dimensions d ≥ 1, we show that the simplest Volterra marching scheme, i.e., the forward Euler scheme, is unconditionally stable. Our proof is based on an explicit spectral radius bound of the marching matrix, leading to an estimate that an L2-norm of the solution to the integral equation is bounded by cd T d /2 times the norm of the right-hand side. For the Robin problem on the half-space in any dimension, with constant Robin (heat transfer) coefficient κ, we exhibit a constant C such that the forward Euler scheme is stable if 􏰃t < C /κ 2 , independent of any spatial discretization. This relies on new lower bounds on the spectrum of real symmetric Toeplitz matrices defined by convex sequences. Finally, we show that the forward Euler scheme is unconditionally stable for the Dirichlet problem on any smooth convex domain in any dimension, in the L∞-norm.

We present a hybrid asymptotic/numerical method for the accurate computation of single- and double-layer heat potentials in two dimensions. It has been shown in previous work that simple quadrature schemes suffer from a phenomenon called “geometrically induced stiffness,” meaning that formally high-order accurate methods require excessively small time steps before the rapid convergence rate is observed. This can be overcome by analytic integration in time, requiring the evaluation of a collection of spatial boundary integral operators with non-physical, weakly singular kernels. In our hybrid scheme, we combine a local asymptotic approximation with the evaluation of a few boundary integral operators involving only Gaussian kernels, which are easily accelerated by a new version of the fast Gauss transform. This new scheme is robust, avoids geometrically induced stiffness, and is easy to use in the presence of moving geometries. Its extension to three dimensions is natural and straightforward, and should permit layer heat potentials to become flexible and powerful tools for modeling diffusion processes.

A variety of problems in computational physics and engineering require the convolu- tion of the heat kernel (a Gaussian) with either discrete sources, densities supported on boundaries, or continuous volume distributions. We present a unified fast Gauss transform for this purpose in two dimensions, making use of an adaptive quad-tree discretization on a unit square which is assumed to contain all sources. Our implementation permits either free-space or periodic boundary conditions to be imposed, and is efficient for any choice of variance in the Gaussian.

In this paper, we propose an unfitted Nitsche's method for computing wave modes in topological materials. The proposed method is based on Nitsche's technique to study the performance-enhanced topological materials which have strongly heterogeneous structures (e.g., the refractive index is piecewise constant with high contrasts). For periodic bulk materials, we use Floquet-Bloch theory and solve an eigenvalue problem on a torus with unfitted meshes. For the materials with a line defect, a sufficiently large domain with zero boundary conditions is used to compute the localized eigenfunctions corresponding to the edge modes. The interfaces are handled by Nitsche's method on an unfitted uniform mesh. We prove the proposed methods converge optimally, and present numerical examples to validate the theoretical results and demonstrate the capability of simulating topological materials.

In this paper, we propose an unfitted Nitsche's method to compute the band structures of phononic crystal with impurities of general geometry. The proposed method does not require the background mesh to fit the interfaces of impurities, and thus avoids the expensive cost of generating body-fitted meshes and simplifies the inclusion of interface conditions in the formulation. The quasi-periodic boundary conditions are handled by the Floquet-Bloch transform, which converts the computation of band structures into an eigenvalue problem with periodic boundary conditions. More importantly, we show the well-posedness of the proposed method using a delicate argument based on the trace inequality, and further prove the convergence by the Babuška-Osborn theory. We achieve the optimal convergence rate at the presence of the impurities of general geometry. We confirm the theoretical results by two numerical examples, and show the capability of the proposed methods for computing the band structures without fitting the interfaces of impurities.