Numerical solution of non-separable elliptic equations by the iterative application of FFT methods

Abstract

A method for the numerical solution of non-separable (self-adjoint) elliptic equations is described in which the basic approach is the iterative application of direct methods. Such equations may be transformed into Helmholtz form and this Helmholtz problem is solved by the iterative application of FFT methods. An equation which is ‘near’ (in some sense) to the Helmholtz equation is appropriately chosen from the general class of equations soluble directly by FFT methods (see, for example, Le Bail, 1972) and the iteration (of block-Jacobi form) consists of corrections to the relevant Fourier harmonic amplitudes of the solution of this ‘nearby’ equation. It is also shown that the method is equivalent to a D' Yakonov-Gunn iteration [D' Yakonov (1961), Gunn(1964)] with a particular choice of iteration parameter and it is well known that, for self-adjoint problems with smooth coefficients, this form of iteration has a convergence rate which is essentially independent of grid-size. In the Concus and Golub (1973)...