Essential imposition of Neumann condition in Galerkin–Legendre elliptic solvers

A new Galerkin–Legendre direct spectral solver for the Neumann problem associated with Laplace and Helmholtz operators in rectangular domains is presented. The algorithm differs from other Neumann spectral solvers by the high sparsity of the matrices, exploited in conjunction with the direct product structure of the problem. The homogeneous boundary condition is satisfied exactly by expanding the unknown variable into a polynomial basis of functions which are built upon the Legendre polynomials and have a zero slope at the interval extremes. A double diagonalization process is employed pivoting around the eigenstructure of the pentadiagonal mass matrices in both directions, instead of the full stiffness matrices encountered in the classical variational formulation of the problem with a weak natural imposition of the derivative boundary condition. Nonhomogeneous Neumann data are accounted for by means of a lifting. Numerical results are given to illustrate the performance of the proposed spectral elliptic solver. The algorithm extends easily to the three-dimensional problem.