English

Lattice Green's Functions for High Order Finite Difference Stencils

Numerical Analysis 2025-04-01 v1 Numerical Analysis

Abstract

Lattice Green's Functions (LGFs) are fundamental solutions to discretized linear operators, and as such they are a useful tool for solving discretized elliptic PDEs on domains that are unbounded in one or more directions. The majority of existing numerical solvers that make use of LGFs rely on a second-order discretization and operate on domains with free-space boundary conditions in all directions. Under these conditions, fast expansion methods are available that enable precomputation of 2D or 3D LGFs in linear time, avoiding the need for brute-force multi-dimensional quadrature of numerically unstable integrals. Here we focus on higher-order discretizations of the Laplace operator on domains with more general boundary conditions, by (1) providing an algorithm for fast and accurate evaluation of the LGFs associated with high-order dimension-split centered finite differences on unbounded domains, and (2) deriving closed-form expressions for the LGFs associated with both dimension-split and Mehrstellen discretizations on domains with one unbounded dimension. Through numerical experiments we demonstrate that these techniques provide LGF evaluations with near machine-precision accuracy, and that the resulting LGFs allow for numerically consistent solutions to high-order discretizations of the Poisson's equation on fully or partially unbounded 3D domains.

Keywords

Cite

@article{arxiv.2309.13503,
  title  = {Lattice Green's Functions for High Order Finite Difference Stencils},
  author = {James Gabbard and Wim M. van Rees},
  journal= {arXiv preprint arXiv:2309.13503},
  year   = {2025}
}
R2 v1 2026-06-28T12:30:36.882Z