Fast artificial boundary method for the heat equation on unbounded domains with strip tails

Abstract

We propose a fast numerical algorithm for the multi-dimensional heat equation on unbounded domains with strips tails. The artificial boundary method is used to confine the computational domains. By applying BDF2 for the time discretization and performing the Z transform, we derive an exact semi-discrete artificial boundary condition which contains the discrete temporal convolution and the surface Laplacian operator. Based on the best relative Chebyshev approximation of the square-root function, we design a fast algorithm to approximate and localize the exact semi-discrete artificial boundary condition. The spatial discretization is realized by the Galerkin finite element method with a special boundary treatment. A complete error estimate for the fully discrete problems is performed, and numerical tests are presented to demonstrate the accuracy and efficiency of the proposed algorithm.