On the fast computation of high dimensional volume potentials

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Cambridge : arXiv

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A fast method of an arbitrary high order for approximating volume potentials is proposed, which is effective also in high dimensional cases. Basis functions intro- duced in the theory of approximate approximations are used. Results of numerical experiments, which show approximation order O(h8) for the Newton potential in high dimensions, for example, for n = 200 000, are provided. The computation time scales linearly in the space dimension. New one-dimensional integral representations with separable integrands of the potentials of advection-diffusion and heat equations are obtained.

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