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Fast adaptive algorithms in the non-standard form for multidimensional problems
Authors:Gregory Beylkin  Vani Cheruvu  Fernando Prez
Institution:aDepartment of Applied Mathematics, University of Colorado, Boulder, CO 80309-0526, USA
Abstract:We present a fast, adaptive multiresolution algorithm for applying integral operators with a wide class of radially symmetric kernels in dimensions one, two and three. This algorithm is made efficient by the use of separated representations of the kernel. We discuss operators of the class (−Δ+μ2I)α, where μgreater-or-equal, slanted0 and 0<α<3/2, and illustrate the algorithm for the Poisson and Schrödinger equations in dimension three. The same algorithm may be used for all operators with radially symmetric kernels approximated as a weighted sum of Gaussians, making it applicable across multiple fields by reusing a single implementation. This fast algorithm provides controllable accuracy at a reasonable cost, comparable to that of the Fast Multipole Method (FMM). It differs from the FMM by the type of approximation used to represent kernels and has the advantage of being easily extendable to higher dimensions.
Keywords:Separated representation  Multiwavelets  Adaptive algorithms  Integral operators  Fast Multipole Method
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