We show, in one dimension, that an $hp$-Finite Element Method ($hp$-FEM) discretisation can be solved in optimal complexity because the discretisation has a special sparsity structure that ensures that the \emph{reverse Cholesky factorisation} -- Cholesky starting from the bottom right instead of the top left -- remains sparse. Moreover, computing and inverting the factorisation almost entirely trivially parallelises across the different elements. By incorporating this approach into an Alternating Direction Implicit (ADI) method \`a la Fortunato and Townsend (2020) we can solve, within a prescribed tolerance, an $hp$-FEM discretisation of the (screened) Poisson equation on a rectangle, in parallel, with quasi-optimal complexity: $O(N^2 \log N)$ operations where $N$ is the maximal total degrees of freedom in each dimension. When combined with fast Legendre transforms we can also solve nonlinear time-evolution partial differential equations in a quasi-optimal complexity of $O(N^2 \log^2 N)$ operations, which we demonstrate on the (viscid) Burgers' equation.
翻译:我们证明,在一维情形下,$hp$-有限元法($hp$-FEM)离散化可以在最优复杂度下求解,因为该离散化具有特殊的稀疏结构,确保了\textit{反向乔列斯基分解}(从右下角而非左上角开始的乔列斯基分解)保持稀疏性。此外,因子分解的计算与求逆几乎完全可在不同单元间平凡并行化。通过将该方法与Fortunato和Townsend(2020)提出的交替方向隐式(ADI)方法相结合,我们能够在给定容差内,以拟最优复杂度$O(N^2 \log N)$(其中$N$为每个维度的最大总自由度)并行求解矩形域上(屏蔽)泊松方程的$hp$-FEM离散化。结合快速勒让德变换,我们还可以$O(N^2 \log^2 N)$的拟最优复杂度求解非线性时间演化偏微分方程,并在(黏性)伯格斯方程上进行了验证。