The problem is generally the matrix corresponding to the fourier mode is full in no fourier cas
so the matrix A associe to “a” is full, it is very bad to solve the problem, but you can solve a problem with bilinear form a , without construction the matrix A only the operator A*u with CG or GMRES algorithm.
Yes, I agree that the matrix is full. The problem is that Ae is really expensive to compute otherwise. In reality Ae is a Dirichlet-to-Neumann operator that has to be solved in 3D. This means that for each iteration of my scheme I would need to solve a 3D problem. Moreover, this way is less accurate.
That is why it is preferable to have a full 2D matrix but atleast I don’t lose that much acurracy and I don’t have to deal with huge meshes.