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The Chebyshev fast Gauss and nonuniform fast Fourier transforms and their application to the evaluation of distributed heat potentials

✍ Scribed by Shravan K. Veerapaneni; George Biros


Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
767 KB
Volume
227
Category
Article
ISSN
0021-9991

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✦ Synopsis


We present a method for the fast and accurate computation of distributed heat potentials in two dimensions. The distributed source is assumed to be given in terms of piecewise space-time Chebyshev polynomials. We discretize uniformly in time, whereas in space the polynomials are defined on the leaf nodes of a quadtree. The quadtree can vary at each time step. We combine a product integration rule with fast algorithms (fast heat potentials, nonuniform FFT, fast Gauss transform) to obtain a high-order accurate method with optimal complexity. If N is the number of time steps, M is the maximum number of leaf nodes over all the time steps and the input contains a qth-order polynomial representation of f, then, our method requires Oðq 3 MN log MÞ work to evaluate the heat potential at arbitrary MN space-time target locations. The overall convergence rate of the method is of order q. We present numerical experiments for q = 4, 8, and 16, and we verify the theoretical convergence rate of the method. When the solution is sufficiently smooth, the 16th-order variant results in significant computational savings, even in the case in which we require only a few digits of accuracy.


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