4:00 p.m., Monday (February 4, 2008)
Fast computation of time convolutions: the heat equation and applications
I will describe a fast method to compute time convolutions, with the
goal of numerically solving diffusion-type equations in a way that is
computationally efficient in time and memory.
The method is Fourier-based, the practical implementation of which
requires several recently developed sub-algorithms. These include the
Fast Gauss Transform, the Non-uniform Fast Fourier Transform, spectral
approximation of the heat kernel, and high order quadratures for heat
I will show the application of this method to the modeling of crystal
growth and briefly touch upon the extension of this work to fractional
integral and differential equations.
This is joint work with Leslie Greengard, Donna Calhoun, and Lucien Brush.
Refreshments will be served at 3:45 p.m. (MATX 1115, Math Lounge).