Universal AMG Accelerated Embedded Boundary Method Without Small Cell Stiffness

Abstract: We develop a universally applicable embedded boundary finite difference method, which results in a symmetric positive definite linear system and does not suffer from small cell stiffness. Our discretization is efficient for the wave, heat and Poisson's equation with Dirichlet boundary conditions. When the system needs to be inverted we can use the conjugate gradient method, accelerated by algebraic multigrid techniques. A series of numerical tests for the wave, heat and Poisson's equation and applications to shape optimization problems verify the accuracy, stability, and efficiency of our method. Our fast computational techniques can be extended to moving boundary problems (e.g. Stefan problem), to the Navier-Stokes equations, and to the Grad-Shafranov equations for which problems are posed on domains with complex geometry and fast simulations are very important.