The Fast Generalized Gauss Transform

DOI10.1137/100790744zbMath1218.65104OpenAlexW2055826969MaRDI QIDQ3006153

Marina Spivak, Shravan Kumar Veerapaneni, Leslie F. Greengard

Publication date: 10 June 2011

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/100790744

zbMATH Keywords

computational complexityheat equationconvolutionnumerical examplesfast algorithmshigh-order accuracyintegral equation methodsGauss transformproduct integration methodsheat potentialstensor-product grids

Mathematics Subject Classification ID

Heat equation (35K05) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50) Complexity and performance of numerical algorithms (65Y20) Boundary element methods for initial value and initial-boundary value problems involving PDEs (65M38)

Related Items

Approximating the Gaussian as a Sum of Exponentials and Its Applications to the Fast Gauss Transform, Fast approximation of the discrete Gauss transform in higher dimensions, Semi-analytic pricing of double barrier options with time-dependent barriers and rebates at hit, A kernel-independent sum-of-exponentials method, An Adaptive Fast Gauss Transform in Two Dimensions, A Kernel-Independent Sum-of-Gaussians Method by de la Vallee-Poussin Sums, Fast cubature of volume potentials over rectangular domains by approximate approximations, Simple computation of reaction–diffusion processes on point clouds, Fast and Stable Multivariate Kernel Density Estimation by Fast Sum Updating, Fast high-order integral equation methods for solving boundary value problems of two dimensional heat equation in complex geometry, ASKIT: An Efficient, Parallel Library for High-Dimensional Kernel Summations, Sparse space-time Galerkin BEM for the nonstationary heat equation