A sharp error estimate for the fast Gauss transform

نویسندگان

  • Xiaoliang Wan
  • George E. Karniadakis
چکیده

We report an error estimate of the multi-dimensional fast Gauss transform (FGT), which is much sharper than that previously reported in the literature. An application to the Karhunen–Loeve decomposition in the three-dimensional physical space is also presented that shows savings of three orders of magnitude in time and memory compared to a direct solver. 2006 Elsevier Inc. All rights reserved.

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عنوان ژورنال:
  • J. Comput. Physics

دوره 219  شماره 

صفحات  -

تاریخ انتشار 2006