Videos

Generalized fast multipole method

Presenter
August 2, 2010
Keywords:
  • Multipole methods
MSC:
  • 78M16
Abstract
Joint work with Cris Cecka and Pierre-David Letourneau (Stanford University). The fast multipole method (FMM) is a technique allowing the fast calculation of sums in O(N) or O(N ln N) steps with some prescribed tolerance. Original FMMs required analytical expansions of the kernel, for example using spherical harmonics or Taylor expansions. In recent years, the range of applicability and the ease of use of FMMs has been considerably extended by the introduction of black box or kernel independent techniques. In these approaches, the user only provides a subroutine to numerically calculate the kernel K. This allows changing the definition of K with practically no change to the computer program. In this talk we will present a novel method that attempts to address some of the shortcomings of existing kernel independent FMMs. This method is applicable to all kernels that are analytic in some appropriate region. An important property of the method is the fact that the multipole-to-local operator is diagonal, that is for p multipole coefficients, the cost of applying the operator is O(p). The computational cost is O(N) for non-oscillatory kernels and O(N ln N) for oscillatory kernels. The approach is based on Cauchy's integral formula. We will present a numerical analysis of the convergence, and methods to find the optimal parameters in the FMM. Numerical results will be presented for some benchmark calculations to demonstrate the accuracy as a function of the number of multipole coefficients, and the computational cost of the different steps.