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In this paper, we develop a Monte Carlo method for solving PDEs involving an integral fractional Laplacian (IFL) in multiple dimensions. We first construct a new Feynman-Kac representation based on the Green function for the fractional…

Numerical Analysis · Mathematics 2022-04-20 Changtao Sheng , Bihao Su , Chenglong Xu

This paper deals with the equation $-\Delta u+\mu u=f$ on high-dimensional spaces $\mathbb{R}^m$, where the right-hand side $f(x)=F(Tx)$ is composed of a separable function $F$ with an integrable Fourier transform on a space of a dimension…

Numerical Analysis · Mathematics 2024-11-19 Harry Yserentant

The long-range magnetic field is the most time-consuming part in micromagnetic simulations. Improvements both on a numerical and computational basis can relief problems related to this bottleneck. This work presents an efficient…

Computational Physics · Physics 2017-08-23 Pietro Palmesi , Lukas Exl , Florian Bruckner , Claas Abert , Dieter Suess

This work illustrates the possibility to apply the Fast Fourier Transformation to obtain the integrals of the Boundary Element Method (BEM) on arbitrary shapes. The procedure is inspired by the technique used with great success within the…

Computational Physics · Physics 2018-09-05 Justus Benad

An implementation of the fast multiple method (FMM) is performed for magnetic systems with long-ranged dipolar interactions. Expansion in spherical harmonics of the original FMM is replaced by expansion of polynomials in Cartesian…

Computational Physics · Physics 2015-05-13 Wen Zhang , Stephan Haas

A key issue in the solution of partial differential equations via integral equation methods is the evaluation of possibly singular integrals involving the Green's function and its derivatives multiplied by simple functions over discretized…

Numerical Analysis · Mathematics 2021-04-01 Nail A. Gumerov , Ramani Duraiswami

Integral equation methods for solving the Laplace-Beltrami equation on the unit sphere in the presence of multiple "islands" are presented. The surface of the sphere is first mapped to a multiply-connected region in the complex plane via a…

Numerical Analysis · Mathematics 2013-06-05 Mary Catherine A. Kropinski , Nilima Nigam

The Fast Multipole Method (FMM) is well known to possess a bottleneck arising from decreasing workload on higher levels of the FMM tree [Greengard and Gropp, Comp. Math. Appl., 20(7), 1990]. We show that this potential bottleneck can be…

Computational Engineering, Finance, and Science · Computer Science 2010-08-17 Matthew G. Knepley

The approximate computation of all gravitational forces between $N$ interacting particles via the fast multipole method (FMM) can be made as accurate as direct summation, but requires less than $\mathcal{O}(N)$ operations. FMM groups…

Instrumentation and Methods for Astrophysics · Physics 2014-05-12 Walter Dehnen

We develop a new multiscale finite element method for Laplace equation with oscillating Neumann boundary conditions on rough boundaries. The key point is the introduction of a new boundary condition that incorporates both the…

Numerical Analysis · Mathematics 2016-08-12 P. B. Ming , X. Xu

We improve on Fourier transforms (FT) between imaginary time $\tau$ and imaginary frequency $\omega_n$ used in certain quantum cluster approaches using the Hirsch-Fye method. The asymptotic behavior of the electron Green's function can be…

Strongly Correlated Electrons · Physics 2010-12-23 O. Gunnarsson , G. Sangiovanni , A. Valli , M. W. Haverkort

The time-fractional Fokker-Planck equation is a key model for characterizing anomalous diffusion, stochastic transport, and non-equilibrium statistical mechanics with applications in finance, chaotic dynamics, optical physics, and…

Numerical Analysis · Mathematics 2026-01-28 Neetu Garg , Varsha R

In this letter, an approach to accelerate the matrix filling in method of moment (MOM) is presented. Based on the fact that the Green function is dependent on the Euclidean distance between the source and the observation points, we…

Numerical Analysis · Mathematics 2024-12-20 Shunchuan Yang , Donglin Su

Flexible boundary condition methods couple an isolated defect to a harmonically responding medium through the bulk lattice Green's function; in the case of an interface, interfacial lattice Green's functions. We present a method to compute…

Materials Science · Physics 2013-05-29 M. Ghazisaeidi , D. R. Trinkle

Among optimal hierarchical algorithms for the computational solution of elliptic problems, the Fast Multipole Method (FMM) stands out for its adaptability to emerging architectures, having high arithmetic intensity, tunable accuracy, and…

Numerical Analysis · Computer Science 2016-01-20 Huda Ibeid , Rio Yokota , Jennifer Pestana , David Keyes

We introduce the use of the Fast Multipole Method (FMM) to speed up gravitational lensing ray tracing calculations. The method allows very fast calculation of ray deflections when a large number of deflectors, $N_*$, is involved, while…

Astrophysics of Galaxies · Physics 2022-12-21 J. Jiménez Vicente , E. Mediavilla

We propose a Fast Fourier Transform based Periodic Interpolation Method (FFT-PIM), a flexible and computationally efficient approach for computing the scalar potential given by a superposition sum in a unit cell of an infinitely periodic…

Numerical Analysis · Mathematics 2024-07-01 Fangzhou Ai , Vitaliy Lomakin

We present a fast direct solver for boundary integral equations on complex surfaces in three dimensions using an extension of the recently introduced recursive strong skeletonization scheme. For problems that are not highly oscillatory, our…

Numerical Analysis · Mathematics 2023-01-16 Daria Sushnikova , Leslie Greengard , Michael O'Neil , Manas Rachh

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

This paper studies the third boundary problem of the Laplace equation with azimuthal symmetry.Many solutions of the boundary value problems in spherical coordinates are available in the form of infinite series of Legendre polynomials but…

Mathematical Physics · Physics 2015-10-23 Stephane Mottin