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This paper presents a novel {\em Interpolated Factored Green Function} method (IFGF) for the accelerated evaluation of the integral operators in scattering theory and other areas. Like existing acceleration methods in these fields, the IFGF…

Numerical Analysis · Mathematics 2021-02-24 Christoph Bauinger , Oscar P. Bruno

We introduce an efficient method for computing the Stekloff eigenvalues associated with the Helmholtz equation. In general, this eigenvalue problem requires solving the Helmholtz equation with Dirichlet and/or Neumann boundary condition…

Numerical Analysis · Mathematics 2017-11-17 Yangqingxiang Wu , Ludmil T Zikatanov

We derive analytic solutions for the potential and field in a one-dimensional system of masses or charges with periodic boundary conditions, in other words Ewald sums for one dimension. We also provide a set of tools for exploring the…

Mathematical Physics · Physics 2015-05-19 Bruce N. Miller , Jean-Louis Rouet

We propose a new method for the numerical solution of backward stochastic differential equations (BSDEs) which finds its roots in Fourier analysis. The method consists of an Euler time discretization of the BSDE with certain conditional…

Probability · Mathematics 2015-06-25 Cody Blaine Hyndman , Polynice Oyono Ngou

A common problem in cosmology is to integrate the product of two or more spherical Bessel functions (sBFs) with different configuration-space arguments against the power spectrum or its square, weighted by powers of wavenumber. Naively…

Cosmology and Nongalactic Astrophysics · Physics 2019-12-03 Zachary Slepian , Yin Li , Marcel Schmittfull , Zvonimir Vlah

Analytic methods are emerging in solid and configuration modeling, while providing new insights into a variety of shape and motion related problems by exploiting tools from group morphology, convolution algebras, and harmonic analysis.…

Computational Geometry · Computer Science 2017-12-05 Morad Behandish , Horea T. Ilies

Bayesian inference, while foundational to probabilistic reasoning, is often hampered by the computational intractability of posterior distributions, particularly through the challenging evidence integral. Conventional approaches like Markov…

Machine Learning · Computer Science 2025-11-11 Di Zhang

Disk self-gravity could play an important role in the dynamic evolution of interaction between disks and embedded protoplanets. We have developed a fast and accurate solver to calculate the disk potential and disk self-gravity forces for…

Astrophysics · Physics 2009-11-13 S. Li , M. J. Buoni , H. Li

In this paper, we propose a fast and accurate numerical method based on Fourier transform to solve Kolmogorov forward equations of symmetric scalar L\'evy processes. The method is based on the accurate numerical formulas for Fourier…

Numerical Analysis · Mathematics 2015-07-28 Ken'ichiro Tanaka

We propose an efficient algorithm for the evaluation of the potential and its gradient of gravitational/electrostatic $N$-body systems, which we call particle mesh multipole method (PMMM or PM$^3$). PMMM can be understood both as an…

Instrumentation and Methods for Astrophysics · Physics 2014-10-20 Keigo Nitadori

Although Fourier series approximation is ubiquitous in computational physics owing to the Fast Fourier Transform (FFT) algorithm, efficient techniques for the fast evaluation of a three-dimensional truncated Fourier series at a set of…

Numerical Analysis · Mathematics 2017-03-08 Marco Caliari , Simone Zuccher

I describe a modification to the original Fast Multipole Method (FMM) of Greengard & Rokhlin that approximates the gravitation field of an FMM cell as a small uniform grid (a "gridlet") of effective masses. The effective masses on a gridlet…

Computational Physics · Physics 2019-07-31 Nickolay Y. Gnedin

Recently, a new polynomial basis over binary extension fields was proposed such that the fast Fourier transform (FFT) over such fields can be computed in the complexity of order $\mathcal{O}(n\lg(n))$, where $n$ is the number of points…

Information Theory · Computer Science 2016-08-16 Sian-Jheng Lin , Tareq Y. Al-Naffouri , Yunghsiang S. Han

A new scheme is presented for imposing periodic boundary conditions on unit cells with arbitrary source distributions. We restrict our attention here to the Poisson, modified Helmholtz, Stokes and modified Stokes equations. The approach…

Numerical Analysis · Mathematics 2021-11-02 Ruqi Pei , Travis Askham , Leslie Greengard , Shidong Jiang

We present a fast adaptive method for the evaluation of heat potentials, which plays a key role in the integral equation approach for the solution of the heat equation, especially in a non-stationary domain. The algorithm utilizes a…

Numerical Analysis · Mathematics 2024-12-06 Chengyue Song , Jun Wang

We developed fast direct solver for 3D Helmholtz and Maxwell equations in layered medium. The algorithm is based on the ideas of cyclic reduction for separable matrices. For the grids with major uniform part (within the survey domain in the…

Numerical Analysis · Mathematics 2019-09-04 Vladimir Druskin , Mikhail Zaslavsky

Two-dimensional Stokes flow through a periodic channel is considered. The channel walls need only be Lipschitz continuous, in other words they are allowed to have corners. Boundary integral methods are an attractive tool for numerically…

Numerical Analysis · Mathematics 2020-05-11 Lukas Bystricky , Sara Pålsson , Anna-Karin Tornberg

In this paper, a two-sided variable-coefficient space-fractional diffusion equation with fractional Neumann boundary condition is considered. To conquer the weak singularity caused by nonlocal space-fractional differential operators, a…

Numerical Analysis · Mathematics 2024-10-07 Meijie Kong , Hongfei Fu

We design and investigate efficient multigrid solvers for multiphase Stokes problems discretised via mixed-degree local discontinuous Galerkin methods. Using the template of a standard multigrid V-cycle, we develop a smoother analogous to…

Numerical Analysis · Mathematics 2025-11-26 Robert I. Saye

Equiangular tight frames (ETFs) may be used to construct examples of feasible points for semidefinite programs arising in sum-of-squares (SOS) optimization. We show how generalizing the calculations in a recent work of the authors' that…

Functional Analysis · Mathematics 2019-01-31 Afonso S. Bandeira , Dmitriy Kunisky