Fast direct numerical solution of the nonhomogeneous Cauchy-Riemann equations

A fast direct (noniterative) 'Cauchy-Riemann Solver' is developed for solving the finite-difference equations representing systems of first-order elliptic partial differential equations in the form of the nonhomogeneous Cauchy-Riemann equations. The method is second-order accurate and requires approximately the same computer time as a fast cyclic-reduction Poisson solver. The accuracy and efficiency of the direct solver are demonstrated in an application to solving an example problem in aerodynamics: subsonic inviscid flow over a biconvex airfoil. The analytical small-perturbation solution contains singularities, which are captured well by the computational technique. The algorithm is expected to be useful in nonlinear subsonic and transonic aerodynamics.