Mathematics Colloquium Series: Shidong Jiang, Fast integral equation methods and the DMK framework
2:30 p.m. to 3:30 p.m.
Date/Time: Thursday 4/17, 2:30-3:30pm
Location: FAB 1146
Speaker: Shidong Jiang (Center for Computational Mathematics, Flatiron Institute, Simons Foundation)
Title: Fast integral equation methods and the DMK framework
Abstract: In this talk, we will first present an overview of fast integral equation methods (FIEMs).
Fast algorithms, such as the fast multipole methods and their descendants, have made
profound impacts on many areas of scientific computing. Boundary integral equations of
the second kind are the natural formulation for boundary value problems of elliptic partial
differential equations due to the reduction of dimensionality by one, automatic satisfaction
of conditions at infinity for exterior and scattering problems, and well conditioning. The
computational bottleneck that arises because the resulting linear system is dense due to
the nonlocal and long-range nature of integral operators is largely removed by fast algorithms.
FIEMs have been highly successful in solving a large class of problems in fluid mechanics,
elasticity, acoustics, and electromagnetics.
Second, we introduce a new class of multilevel, adaptive, dual-space methods for computing
fast convolutional transforms. The DMK (dual-space multilevel kernel-splitting) framework
uses a hierarchy of grids, computing a smoothed interaction at the coarsest level, followed by
a sequence of corrections at finer and finer scales until the problem is entirely local, at which
point direct summation is applied. Unlike earlier multilevel summation schemes, DMK exploits
the fact that the interaction at each scale is diagonalized by a short Fourier transform, permitting
the use of separation of variables without relying on the FFT. The DMK framework substantially
simplifies the algorithmic structure of the fast multipole method (FMM) and unifies the FMM,
Ewald summation, and multilevel summation, achieving speeds comparable to the FFT in work
per grid point, even in a fully adaptive context.