Fast Stencil Computations on a Single Arbitrarily Moving Interval
Aaron Gregory
cs.DS
Sep 14, 2026 · v1
cs.DC
TL;DR
An algorithm for stencil computations on a moving interval, with correctness and cost bounds machine-checked in Lean 4.
Abstract
A stencil computation repeatedly updates every cell of a grid from its neighbours' values at the previous timestep. Simulating T steps on N cells directly costs Theta(NT), and a line of work beginning with Ahmad et al. reduces this by composing many timesteps into one linear operator and applying it with a Fast Fourier Transform. That technique needs to know which cells will still obey the same operator when the composed step ends, and in a free-boundary problem they do not: the region governed by a given rule is determined by the solution and moves as it evolves. We study one spatial dimension, a three-point stencil with time-varying coefficients, and a computed region that is a single interval whose two endpoints move by arbitrary amounts at every step, revealed online. Let B be the horizon plus the total variation of the boundary trajectory. We give a schedule whose work is O((B+N) log T log(N+B)) and whose span is O(T log T log(N+B)), and we prove that the values it computes are exact. The best existing bound for a region that moves requires its boundary to travel at most one cell per timestep. We drop that requirement and lose nothing by it: a boundary obeying it has B <= 3T, so our bound stays near-linear on every trajectory the earlier result covers. Elsewhere, B grows only by the distance the boundary actually travels – one jump of width N costs T + 2N. The reason total variation suffices is that everything the two endpoints touch over a time window of any length lies in two intervals, one per endpoint. This cannot be relaxed: with p regions the bound degrades by a factor p, and at p = sqrt(T) there is an instance on which the work is Theta(T^{3/2}) while B + N = Theta(T). All results are machine-checked in Lean 4, apart from the classical convolution bound, which is imported as an interface.
Problem
Stencil computations updating N cells over T steps cost Theta(NT); FFT-based supersteps speed this up but require knowing which cells obey the same operator, which fails for free-boundary problems where the computed region moves. Prior FFT-based bounds require the boundary to move at most one cell per timestep.
Approach
The authors study one spatial dimension with a three-point stencil and time-varying coefficients, where the region is a single interval whose endpoints move arbitrarily and are revealed online. They define a cursor giving cells solvable from an earlier slice, decompose work into shells indexed by 2-adic valuation, and charge each shell to a backward window whose activity is shown to lie in two intervals. Correctness (exactness) and the work/span bounds are proved formally.
Results
They give a schedule with work O((B+N) log T log(N+B)) and span O(T log T log(N+B)), where B is the horizon plus total variation of the boundary trajectory, and prove the computed values are exact. They show a single interval is necessary: with p components the bound degrades by factor p, giving a Theta(T^{3/2}) instance. All results are machine-checked in Lean 4 except the imported classical convolution bound.
| Method | Work | Span | Boundary may move |
|---|
| Direct simulation | Θ(NT) | Θ(T) | freely |
| Bentley et al. | O(N log N log T) | O(T log N log log N) | one cell per step |
| This paper | O((B+N) log T log(N+B)) | O(T log T log(N+B)) | freely |
Comparison of work, span, and allowed boundary motion