The immersed boundary (IB) method is a general mathematical framework for studying problems involving fluid-structure interactions in which an elastic structure is immersed in a viscous incompressible fluid. In the IB formulation, the fluid described by Eulerian variables is coupled with the immersed structure described by Lagrangian variables via the use of the Dirac delta function. From a numerical standpoint, the Lagrangian force spreading and the Eulerian velocity interpolation are carried out by a regularized, compactly supported discrete delta function, which is assumed to be a tensor product of a single-variable immersed-boundary kernel. IB kernels are derived from a set of postulates designed to achieve approximate grid translational invariance, interpolation accuracy and computational efficiency. In this note, we present a new 6-point immersed-boundary kernel that is C 3 and yields a substantially improved translational invariance compared to other common IB kernels.
We propose a method to improve the computational and memory efficiency of numerical solvers for the nonequilibrium Dyson equation in the Keldysh formalism. It is based on the empirical observation that the nonequilibrium Green's functions and self energies arising in many problems of physical interest, discretized as matrices, have low rank off-diagonal blocks, and can therefore be compressed using a hierarchical low rank data structure. We describe an efficient algorithm to build this compressed representation on the fly during the course of time stepping, and use the representation to reduce the cost of computing history integrals, which is the main computational bottleneck. For systems with the hierarchical low rank property, our method reduces the computational complexity of solving the nonequilibrium Dyson equation from cubic to near quadratic, and the memory complexity from quadratic to near linear. We demonstrate the full solver for the Falicov-Kimball model exposed to a rapid ramp and Floquet driving of system parameters, and are able to increase feasible propagation times substantially. We present examples with 262 144 time steps, which would require approximately five months of computing time and 2.2 TB of memory using the direct time stepping method, but can be completed in just over a day on a laptop with less than 4 GB of memory using our method. We also confirm the hierarchical low rank property for the driven Hubbard model in the weak coupling regime within the GW approximation, and in the strong coupling regime within dynamical mean-field theory.
We introduce a numerical method for the solution of the time-dependent Schrödinger equation with a smooth potential, based on its reformulation as a Volterra integral equation. We present versions of the method both for periodic boundary conditions, and for free space problems with compactly supported initial data and potential. A spatially uniform electric field may be included, making the solver applicable to simulations of light-matter interaction.The primary computational challenge in using the Volterra formulation is the application of a spacetime history dependent integral operator. This may be accomplished by projecting the solution onto a set of Fourier modes, and updating their coefficients from one time step to the next by a simple recurrence. In the periodic case, the modes are those of the usual Fourier series, and the fast Fourier transform (FFT) is used to alternate between physical and frequency domain grids. In the free space case, the oscillatory behavior of the spectral Green's function leads us to use a set of complex-frequency Fourier modes obtained by discretizing a contour deformation of the inverse Fourier transform, and we develop a corresponding fast transform based on the FFT.Our approach is related to pseudospectral methods, but applied to an integral rather than the usual differential formulation. This has several advantages: it avoids the need for artificial boundary conditions, admits simple, inexpensive, high-order implicit time marching schemes, and naturally includes timedependent potentials. We present examples in one and two dimensions showing spectral accuracy in space and eighth-order accuracy in time for both periodic and free space problems.
We present an efficient method to solve the narrow capture and narrow escape problems for the sphere. The narrow capture problem models the equilibrium behavior of a Brownian particle in the exterior of a sphere whose surface is reflective, except for a collection of small absorbing patches. The narrow escape problem is the dual problem: it models the behavior of a Brownian particle confined to the interior of a sphere whose surface is reflective, except for a collection of small patches through which it can escape.Mathematically, these give rise to mixed Dirichlet/Neumann boundary value problems of the Poisson equation. They are numerically challenging for two main reasons: (1) the solutions are non-smooth at Dirichlet-Neumann interfaces, and (2) they involve adaptive mesh refinement and the solution of large, ill-conditioned linear systems when the number of small patches is large.By using the Neumann Green's functions for the sphere, we recast each boundary value problem as a system of first-kind integral equations on the collection of patches. A block-diagonal preconditioner together with a multiple scattering formalism leads to a well-conditioned system of second-kind integral equations and a very efficient approach to discretization. This system is solved iteratively using GMRES. We develop a hierarchical, fast multipole method-like algorithm to accelerate each matrix-vector product. Our method is insensitive to the patch size, and the total cost scales with the number N of patches as O(N log N ), after a precomputation whose cost depends only on the patch size and not on the number or arrangement of patches. We demonstrate the method with several numerical examples, and are able to achieve highly accurate solutions with 100 000 patches in one hour on a 60-core workstation. For that case, adaptive discretization of each patch would lead to a dense linear system with about 360 million degrees of freedom. Our preconditioned system uses only 13.6 million "compressed" degrees of freedom and a few dozen GMRES iterations.
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