Linear computational cost implicit solver for parabolic problems

Abstract

In this paper, we use the alternating direction method for isogeometric finite elements to simulate implicit dynamics. Namely, we focus on a parabolic problem and use B-spline basis functions in space and an implicit marching method to fully discretize the problem. We introduce intermediate time steps and separate our differential operator into a summation of the blocks, acting along a particular coordinate axis in the intermediate time steps. We show that the resulting stiffness matrix can be represented as a multiplication of two (in 2D) or three (in 3D) multi-diagonal matrices, each one with B-spline basis functions along the particular axis of the spatial system of coordinates. As a result of this algebraic transformations, we get a system of linear equations that can be factorized in linear $O(N)$ computational cost in every time step of the implicit method. We use our method to simulate the heat transfer problem. We demonstrate theoretically and verify numerically that our implicit method is unconditionally stable for heat transfer problems (i.e., parabolic). We conclude our presentation with a discussion on the limitations of the method.