For sine collocation of square modified Helmholtz global relations, each opposite-side mode has a scaled matrix
The assembled system has strict diagonal dominance, and its spectral condition number of a positive-definite matrix is below . The conclusion concerns the explicit paired sine rows, not arbitrary uncombined complex rows.
Fix the convention , , and let . With , two families of modified Helmholtz adjoint plane waves are
Both satisfy , since the products of their and exponents are . They obey . Green second identity gives the two conjugate global relations for the modified Helmholtz equation
For real boundary traces, . Thus the second identity is the conjugate spectral companion, rather than an unrelated extra boundary condition. In complex differential form the first relation is equivalently
Its integrand is a closed one-form: differentiating its coefficients gives . This supplies a direct derivation of the global relation as well as its outward-normal sign convention.
Write the known Dirichlet boundary condition on side as and the unknown outward normal derivative as , with . For any linear combination of the adjoint waves, the global relation is
Expanding the in a finite basis and enforcing these identities at selected collocation points for a global relation gives a linear system with a known right side. The square permits especially simple paired tests.
Let , , and for . Define four real adjoint solutions
They satisfy the modified Helmholtz equation because . Each is a linear combination of two adjoint exponentials, hence is obtained from the two spectral global relations. More explicitly, put , so . For the convention above, the required spectral pairs are
Appropriate phase-weighted differences produce . For example the top test is . The conjugate relation ensures a real system for real data. This is sine collocation of square modified Helmholtz global relations.
The functions are an orthonormal Fourier sine basis on . Set and compute the known quantity by numerical integration. Since , each adjoint test vanishes on both adjacent sides. On its own side it equals , and on the opposite side it equals , where . Thus the square modified Helmholtz Dirichlet-to-Neumann coefficients obey
Each block is inverted explicitly: for opposite sides ,
Compute these coefficients for and reconstruct . This is a semi-analytical scheme: the spectral basis integrals and two-by-two inverses are explicit, while the known boundary integrals are evaluated numerically. Increase and the quadrature resolution until the desired convergence is observed; compatible smooth side data have convergent normal-trace expansions, while corner singularities require the usual weaker trace interpretation and more careful quadrature.
The requested weak interaction between sides is particularly clear: the adjacent-side unknown traces contribute exactly zero, and the opposite-side coefficient is . The own-side coefficient stays equal to one. Thus diagonal dominance of paired square global-relation collocation is genuine after pairing; individual uncombined exponential samples need not have the same conditioning. The eigenvalues of each block are , so its condition number is .
There is also a direct localization check for an individual adjoint wave. On side with outward unit normal and tangent , the normalized test has . Its opposite-side magnitude is , and its magnitude integrates to at most along either adjacent side. This side localization of modified Helmholtz plane waves explains why suitable large spectral parameters suppress remote-side effects even before the exact sine cancellation.
Finally the interior solution can be evaluated from the computed traces using the two-dimensional modified Helmholtz fundamental solution
Here is the Modified Bessel function of the second kind, and . Replace by its computed finite Fourier sine series and use numerical integration; at interior points the boundary kernels are smooth. The sign follows from Green second identity with this fundamental-solution convention. This completes the numerical integration of the boundary value problem with a Dirichlet boundary condition, rather than stopping at an equation for its unknown boundary derivatives.
Label the sides by , and parametrize the two vertical sides by , the horizontal sides by . Their outward normal derivatives are , , and . Let denote the prescribed side values. Assume compatible, sufficiently regular boundary traces; the square's corners have zero arclength measure and do not require separate normal values.
For sine collocation of square modified Helmholtz global relations, use Legendre polynomials for the known Dirichlet boundary condition and a Fourier sine series for the unknown normal derivative:
The known coefficients are . The sine functions have and form a complete basis in . Choosing them for the normal derivative does not impose zero flux at a corner: the expansion is an representation, and endpoint values are not determined by it. If preserving corner values of the approximated Dirichlet trace is necessary, subtract its endpoint-interpolating line before polynomial approximation, and add that line back. All subsequent known-data integrals can alternatively be evaluated with the exact .
Define the entire function basis transforms
At the quotient is evaluated by its removable limit or by the defining integral. For example, , and polynomial expansion of expresses every in derivatives of . Put
For compactness write and . Substituting these expansions into the first global relation for a linear boundary value problem gives
The signs are fixed by the outward normal vectors, rather than by a choice of traversal direction. The second approximate global relation for a linear boundary value problem replaces by , leaving unchanged:
Here records omitted boundary-expansion tails. In a finite spectral method the selected equations are set equal to zero to solve for the unknown real coefficients . For real data the two families obey the same complex conjugation relation as their exact counterparts.
On a square, a normalized modified Helmholtz adjoint plane wave with positive normal growth toward one side has magnitude one there, magnitude on the opposite side, and an adjacent-side magnitude integral bounded by . Thus large tangential spectral frequencies suppress remote-side normal-trace coefficients. Paired sine collocation of square modified Helmholtz global relations further cancels adjacent-side unknown traces exactly.