Quasi-optimal complexity $hp$-FEM for the Poisson Equation on a rectangle

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 reverse Cholesky factorisation (Cholesky starting from the bottom right instead of the top left) remains sparse. Moreover, computing and inverting the factorisation may parallelise across different elements. By incorporating this approach into an Alternating Direction Implicit (ADI) method à la Fortunato and Townsend (2020) we can solve, within a prescribed tolerance, an $hp$-FEM discretisation of the (screened) Poisson equation on a rectangle 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. We also demonstrate how the solver can be used as an effective preconditioner for PDEs with variable coefficients, including coefficients that support a singularity.