A fast algorithm for convolution integrals with space and time variant kernels

Erez Gilad; Jost von Hardenberg

doi:10.1016/j.jcp.2005.12.003

A fast algorithm for convolution integrals with space and time variant kernels

Erez Gilad, Jost von Hardenberg

Department of Physics

Research output: Contribution to journal › Article › peer-review

17 Scopus citations

Abstract

Mathematical models in many fields of the physical sciences involve nonlocal terms which are formally similar to convolution integrals. We show that it is possible to approximate a particular class of such integrals, which by themselves are not convolutions, as a linear combination of convolution integrals, allowing for their efficient numerical computation as an O ( N log N ) process.

Original language	English
Pages (from-to)	326-336
Number of pages	11
Journal	Journal of Computational Physics
Volume	216
Issue number	1
DOIs	https://doi.org/10.1016/j.jcp.2005.12.003
State	Published - 20 Jul 2006

Keywords

Convolution
Integro-differential equations
Nonlocal terms
Space and time variant kernels

ASJC Scopus subject areas

Numerical Analysis
Modeling and Simulation
Physics and Astronomy (miscellaneous)
General Physics and Astronomy
Computer Science Applications
Computational Mathematics
Applied Mathematics

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10.1016/j.jcp.2005.12.003

Cite this

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AU - von Hardenberg, Jost

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AB - Mathematical models in many fields of the physical sciences involve nonlocal terms which are formally similar to convolution integrals. We show that it is possible to approximate a particular class of such integrals, which by themselves are not convolutions, as a linear combination of convolution integrals, allowing for their efficient numerical computation as an O ( N log N ) process.

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KW - Integro-differential equations

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A fast algorithm for convolution integrals with space and time variant kernels

Abstract

Keywords

ASJC Scopus subject areas

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