High-order unconditionally stable FC-AD solvers for general smooth domains I. Basic elements

We introduce a new methodology for the numerical solution of Partial Differential Equations in general spatial domains: our algorithms are based on the use of the well-known Alternating Direction Implicit (ADI) approach in conjunction with a certain "Fourier continuation" (FC) method for the resolution of the Gibbs phenomenon. Unlike previous alternating direction methods of order higher than one, which can only deliver unconditional stability for rectangular domains, the present high-order algorithms possess the desirable property of unconditional stability for general domains; the computational time required by our algorithms to advance a solution by one time-step, in turn, grows in an essentially linear manner with the number of spatial discretization points used. In this paper we demonstrate the FC-AD methodology through a variety of examples concerning the Heat and Laplace Equations in two and three-dimensional domains with smooth boundaries. Applications of the FC-AD methodology to Hyperbolic PDEs together with a theoretical discussion of the method will be put forth in a subsequent contribution. The numerical examples presented in this text demonstrate the unconditional stability and high-order convergence of the proposed algorithms, as well the very significant improvements they can provide (in one of our examples we demonstrate a one thousand improvement factor) over the computing times required by some of the most efficient alternative general-domain solvers. (C) 2009 Elsevier Inc. All rights reserved.