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

  • Authors:

  • Erez Gilad;Jost von Hardenberg

  • Affiliations:

  • Department of Physics, Ben Gurion University, Beer Sheva, Israel and Department of Solar Energy and Environmental Physics, BIDR, Ben Gurion University, Israel;ISAC-CNR, Corso Fiume, Torino, Italy and CIMA, Università di Genova, Savona, Italy

  • Venue:
  • Journal of Computational Physics
  • Year:
  • 2006

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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.