Fast directional algorithms for the Helmholtz kernel

  • Authors:
  • Björn Engquist;Lexing Ying

  • Affiliations:
  • Department of Mathematics, University of Texas, Austin, TX 78712, USA;Department of Mathematics, University of Texas, Austin, TX 78712, USA

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2010

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Abstract

This paper presents a new directional multilevel algorithm for solving N-body or N-point problems with highly oscillatory kernels. We address the problem by first proving that the interaction between a ball of radius r and a well-separated region has an approximate low rank representation, as long as the well-separated region belongs to a cone with a spanning angle of O(1/r) and is at a distance which is at least O(r^2) away from the ball. Based on this representation, our algorithm organizes the high frequency computation using a multidirectional and multiscale strategy. Our algorithm is proved to have an optimal O(NlogN) computational complexity for any given accuracy when the points are sampled from a two-dimensional surface.