151. Efficient sum-of-exponentials approximations for the heat kernel and their applications.
- Author
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Jiang, Shidong, Greengard, Leslie, and Wang, Shaobo
- Subjects
- *
APPROXIMATION theory , *EXPONENTIAL functions , *KERNEL (Mathematics) , *HEAT equation , *INTEGRAL equations , *BOUNDARY value problems - Abstract
In this paper, we show that efficient separated sum-of-exponentials approximations can be constructed for the heat kernel in any dimension. In one space dimension, the heat kernel admits an approximation involving a number of terms that is of the order $O(\log (\frac {T}{\delta }) (\log (\frac {1}{\epsilon })+\log \log (\frac {T}{\delta })))$ for any $x\in \mathbb R$ and δ≤ t≤ T, where 휖 is the desired precision. In all higher dimensions, the corresponding heat kernel admits an approximation involving only $O(\log ^{2}(\frac {T}{\delta }))$ terms for fixed accuracy 휖. These approximations can be used to accelerate integral equation-based methods for boundary value problems governed by the heat equation in complex geometry. The resulting algorithms are nearly optimal. For N points in the spatial discretization and N time steps, the cost is $O(N_{S} N_{T} \log ^{2} \frac {T}{\delta })$ in terms of both memory and CPU time for fixed accuracy 휖. The algorithms can be parallelized in a straightforward manner. Several numerical examples are presented to illustrate the accuracy and stability of these approximations. [ABSTRACT FROM AUTHOR]
- Published
- 2015
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