Well-Conditioned Birkhoff-Collocation Methods for Elliptic-type Problems in Multiple Dimensions

Abstract

Collocation methods based on Birkhoff interpolation at Gaussian-type points are well-conditioned for one-dimensional initial and boundary value problems [Wang et al., {\em SIAM J. Sci. Comput.} 36 (2014)], but the underlying construction does not extend directly to multiple dimensions. We address the long-standing ill-conditioning of multidimensional collocation methods for second-order elliptic-type problems. The key observation is that the second-order differentiation matrix and its inverse, the pseudospectral integration matrix (PSIM) constructed from Birkhoff interpolation at Legendre-Gauss-Lobatto points, are both similar to symmetric negative definite matrices. This enables stable diagonalisation of the dense, non-symmetric and ill-conditioned differentiation and integration matrices, even for thousands of collocation points, and leads to efficient multidimensional Birkhoff preconditioners. For variable-coefficient problems, the coefficients are incorporated directly into the diagonalisation and preconditioner construction, which is essential for highly anisotropic, high-contrast, oscillatory and degenerate elliptic operators. We provide spectral analysis and extensive two- and three-dimensional numerical experiments, demonstrating substantial reductions in condition numbers and nearly polynomial-degree-independent GMRES convergence while retaining high-order accuracy. The resulting Birkhoff-collocation schemes make multidimensional spectral collocation methods practical for challenging elliptic problems.