Fourier Spectral Method for Nonlocal Equations on Bounded Domains

Abstract: This work introduces efficient and accurate spectral solvers for nonlocal equations on bounded domains. These spectral solvers exploit the fact that integration in the nonlocal formulation transforms into multiplication in Fourier space and that nonlocality is decoupled from the grid size. As a result, the computational cost is reduced to $O(N\log N)$ for an $N$-point discretization grid. Our approach extends the spectral solvers developed by Alali and Albin (2020) for periodic domains by incorporating the two-dimensional Fourier continuation (2D-FC) algorithm introduced by Bruno and Paul (2022). We evaluate the performance of the proposed methods on two-dimensional nonlocal Poisson and nonlocal diffusion equations defined on bounded domains. While the regularity of solutions to these equations in bounded settings remains an open problem, we conduct numerical experiments to explore this issue, particularly focusing on studying discontinuities.