A High-Order Direct Solver for Helmholtz Equations with Neumann Boundary Conditions

In this study, a compact finite-difference discretization is first developed for Helmholtz equations on rectangular domains. Special treatments are then introduced for Neumann and Neumann-Dirichlet boundary conditions to achieve accuracy and separability. Finally, a Fast Fourier Transform (FFT) based technique is used to yield a fast direct solver. Analytical and experimental results show this newly proposed solver is comparable to the conventional second-order elliptic solver when accuracy is not a primary concern, and is significantly faster than that of the conventional solver if a highly accurate solution is required. In addition, this newly proposed fourth order Helmholtz solver is parallel in nature. It is readily available for parallel and distributed computers. The compact scheme introduced in this study is likely extendible for sixth-order accurate algorithms and for more general elliptic equations.