The smooth extension embedding method with Chebyshev polynomials

Abstract

AbstractWe propose an implementation of the smooth extension embedding method (SEEM), first described by Agress and Guidotti's study, in the setting of Chebyshev polynomials. SEEM is a hybrid fictitious domain/collocation method which solves general boundary value problems in complex domains by recasting them as constrained optimization problems in a simple encompassing set. Previously, SEEM was introduced and implemented using a periodic box (read a torus) using Fourier series; here, it is implemented on a (non‐periodic) rectangle using Chebyshev polynomial expansions. This implementation has faster convergence on smaller grids. Numerical experiments will demonstrate that the method provides a simple, robust, efficient, and high order fictitious domain method which can solve elliptic and parabolic problems in complex geometries, with non‐constant coefficients, and for general boundary conditions. We consider applications to two and three dimensional boundary value problems as well as an initial boundary value problem via a genuinely space–time discretization.